Allow for dynamically added plots
Add `ChartPlotWidget.add_plot()` to add sub charts for indicators which can be updated independently. Clean up rt bar update code and drop some legacy ohlc loading cruft.its_happening
Tyler Goodlet
parent
a1032a0cd7
commit
b97286d7f5
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@ -2,22 +2,25 @@
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High level Qt chart widgets.
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"""
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from typing import List, Optional, Tuple
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import time
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import trio
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from PyQt5 import QtCore, QtGui
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from pyqtgraph import functions as fn
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import numpy as np
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import pyqtgraph as pg
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from pyqtgraph import functions as fn
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from PyQt5 import QtCore, QtGui
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import tractor
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import trio
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from ._axes import (
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DynamicDateAxis,
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PriceAxis,
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)
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from ._graphics import CrossHairItem, ChartType
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from ._graphics import CrossHair, ChartType
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from ._style import _xaxis_at
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from ._source import Symbol
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from .. import brokers
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from .. log import get_logger
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from .. import data
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from ..log import get_logger
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log = get_logger(__name__)
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@ -74,6 +77,7 @@ class ChartSpace(QtGui.QWidget):
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"""Load a new contract into the charting app.
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"""
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# XXX: let's see if this causes mem problems
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self.window.setWindowTitle(f'piker chart {symbol}')
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self.chart = self._plot_cache.setdefault(symbol, LinkedSplitCharts())
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s = Symbol(key=symbol)
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@ -107,22 +111,20 @@ class LinkedSplitCharts(QtGui.QWidget):
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def __init__(self):
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super().__init__()
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self.signals_visible = False
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# main data source
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self._array: np.ndarray = None
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self._ch = None # crosshair graphics
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self._index = 0
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self.chart = None # main (ohlc) chart
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self.indicators = []
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self.signals_visible: bool = False
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self._array: np.ndarray = None # main data source
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self._ch: CrossHair = None # crosshair graphics
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self.chart: ChartPlotWidget = None # main (ohlc) chart
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self.subplots: List[ChartPlotWidget] = []
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self.xaxis = DynamicDateAxis(
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orientation='bottom', linked_charts=self)
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orientation='bottom',
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linked_charts=self
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)
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self.xaxis_ind = DynamicDateAxis(
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orientation='bottom', linked_charts=self)
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orientation='bottom',
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linked_charts=self
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)
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if _xaxis_at == 'bottom':
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self.xaxis.setStyle(showValues=False)
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@ -134,20 +136,18 @@ class LinkedSplitCharts(QtGui.QWidget):
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self.layout = QtGui.QVBoxLayout(self)
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self.layout.setContentsMargins(0, 0, 0, 0)
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self.layout.addWidget(self.splitter)
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def set_split_sizes(
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self,
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prop: float = 0.25
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prop: float = 0.25 # proportion allocated to consumer subcharts
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) -> None:
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"""Set the proportion of space allocated for linked subcharts.
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"""
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major = 1 - prop
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# 20% allocated to consumer subcharts
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min_h_ind = int(self.height() * prop / len(self.indicators))
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min_h_ind = int(self.height() * prop / len(self.subplots))
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sizes = [int(self.height() * major)]
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sizes.extend([min_h_ind] * len(self.indicators))
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sizes.extend([min_h_ind] * len(self.subplots))
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self.splitter.setSizes(sizes) # , int(self.height()*0.2)
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def plot(
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@ -155,82 +155,94 @@ class LinkedSplitCharts(QtGui.QWidget):
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symbol: Symbol,
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array: np.ndarray,
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ohlc: bool = True,
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):
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) -> None:
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"""Start up and show main (price) chart and all linked subcharts.
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"""
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self.digits = symbol.digits()
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# XXX: this may eventually be a view onto shared mem
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# XXX: this will eventually be a view onto shared mem
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# or some higher level type / API
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self._array = array
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cv = ChartView()
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self.chart = ChartPlotWidget(
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linked_charts=self,
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parent=self.splitter,
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axisItems={'bottom': self.xaxis, 'right': PriceAxis()},
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viewBox=cv,
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# enableMenu=False,
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# add crosshairs
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self._ch = CrossHair(
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parent=self, #.chart,
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# subplots=[plot for plot, d in self.subplots],
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digits=self.digits
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)
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# TODO: ``pyqtgraph`` doesn't pass through a parent to the
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# ``PlotItem`` by default; maybe we should PR this in?
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cv.linked_charts = self
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self.chart.plotItem.vb.linked_charts = self
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self.chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
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self.chart = self.add_plot(
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name='main',
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array=array, #['close'],
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xaxis=self.xaxis,
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ohlc=True,
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)
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self.chart.addItem(self._ch)
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self.chart.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
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if ohlc:
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self.chart.draw_ohlc(array)
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else:
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raise NotImplementedError(
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"Only OHLC linked charts are supported currently"
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)
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# TODO: this is where we would load an indicator chain
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# XXX: note, if this isn't index aligned with
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# the source data the chart will go haywire.
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inds = [('open', lambda a: a['close'])]
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for name, func in inds:
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# compute historical subchart values from input array
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data = func(array)
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# create sub-plot
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ind_chart = self.add_plot(name=name, array=data)
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self.subplots.append((ind_chart, func))
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# scale split regions
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self.set_split_sizes()
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def add_plot(
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self,
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name: str,
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array: np.ndarray,
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xaxis: DynamicDateAxis = None,
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ohlc: bool = False,
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) -> 'ChartPlotWidget':
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"""Add (sub)plots to chart widget by name.
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If ``name`` == ``"main"`` the chart will be the the primary view.
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"""
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cv = ChartView()
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ind_chart = ChartPlotWidget(
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# use "indicator axis" by default
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xaxis = self.xaxis_ind if xaxis is None else xaxis
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cpw = ChartPlotWidget(
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linked_charts=self,
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parent=self.splitter,
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axisItems={'bottom': self.xaxis_ind, 'right': PriceAxis()},
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axisItems={'bottom': xaxis, 'right': PriceAxis()},
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# axisItems={'top': self.xaxis_ind, 'right': PriceAxis()},
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viewBox=cv,
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)
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# this name will be used to register the primary
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# graphics curve managed by the subchart
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ind_chart.name = name
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cpw.name = name
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cv.linked_charts = self
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self.chart.plotItem.vb.linked_charts = self
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cpw.plotItem.vb.linked_charts = self
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ind_chart.setFrameStyle(
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cpw.setFrameStyle(
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QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain
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)
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ind_chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
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# self.splitter.addWidget(ind_chart)
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# compute historical subchart values from input array
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data = func(array)
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self.indicators.append((ind_chart, func))
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cpw.getPlotItem().setContentsMargins(*CHART_MARGINS)
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# self.splitter.addWidget(cpw)
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# link chart x-axis to main quotes chart
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ind_chart.setXLink(self.chart)
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cpw.setXLink(self.chart)
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# draw curve graphics
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ind_chart.draw_curve(data, name)
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if ohlc:
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cpw.draw_ohlc(array)
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else:
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cpw.draw_curve(array, name)
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self.set_split_sizes()
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# add to cross-hair's known plots
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self._ch.add_plot(cpw)
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ch = self._ch = CrossHairItem(
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self.chart,
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[_ind for _ind, d in self.indicators],
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self.digits
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)
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self.chart.addItem(ch)
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return cpw
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def update_from_quote(
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self,
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@ -243,14 +255,10 @@ class LinkedSplitCharts(QtGui.QWidget):
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"""
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# TODO: eventually we'll want to update bid/ask labels and other
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# data as subscribed by underlying UI consumers.
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last = quote['last']
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last = quote.get('last') or quote['close']
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index, time, open, high, low, close, volume = self._array[-1]
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# update ohlc (I guess we're enforcing this for now?)
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# self._array[-1]['close'] = last
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# self._array[-1]['high'] = max(h, last)
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# self._array[-1]['low'] = min(l, last)
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# overwrite from quote
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self._array[-1] = (
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index,
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@ -268,19 +276,25 @@ class LinkedSplitCharts(QtGui.QWidget):
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array: np.ndarray,
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**kwargs,
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) -> None:
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# update the ohlc sequence graphics chart
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chart = self.chart
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"""Update all linked chart graphics with a new input array.
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Return the modified graphics objects in a list.
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"""
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# update the ohlc sequence graphics chart
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# we send a reference to the whole updated array
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chart.update_from_array(array, **kwargs)
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self.chart.update_from_array(array, **kwargs)
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# TODO: the "data" here should really be a function
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# and it should be managed and computed outside of this UI
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for chart, func in self.indicators:
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graphics = []
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for chart, func in self.subplots:
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# process array in entirely every update
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# TODO: change this for streaming
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data = func(array)
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chart.update_from_array(data, name=chart.name, **kwargs)
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graphic = chart.update_from_array(data, name=chart.name, **kwargs)
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graphics.append(graphic)
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return graphics
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_min_points_to_show = 3
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@ -316,9 +330,6 @@ class ChartPlotWidget(pg.PlotWidget):
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"""
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super().__init__(**kwargs)
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self.parent = linked_charts
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# this is the index of that last input array entry and is
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# updated and used to figure out how many bars are in view
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# self._xlast = 0
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# XXX: label setting doesn't seem to work?
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# likely custom graphics need special handling
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@ -327,8 +338,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# label.setText("Yo yoyo")
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# label.setText("<span style='font-size: 12pt'>x=")
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# to be filled in when graphics are rendered
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# by name
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# to be filled in when graphics are rendered by name
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self._graphics = {}
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# show only right side axes
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@ -353,9 +363,8 @@ class ChartPlotWidget(pg.PlotWidget):
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xlast: int
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) -> None:
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"""Set view limits (what's shown in the main chart "pane")
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based on max / min x / y coords.
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based on max/min x/y coords.
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"""
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# set panning limits
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self.setLimits(
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xMin=xfirst,
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xMax=xlast,
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@ -393,7 +402,6 @@ class ChartPlotWidget(pg.PlotWidget):
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# set xrange limits
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xlast = data[-1]['index']
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# show last 50 points on startup
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
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@ -416,7 +424,6 @@ class ChartPlotWidget(pg.PlotWidget):
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# set a "startup view"
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xlast = len(data) - 1
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# self._set_xlimits(0, xlast)
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# show last 50 points on startup
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
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@ -433,7 +440,6 @@ class ChartPlotWidget(pg.PlotWidget):
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name: str = 'main',
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**kwargs,
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) -> pg.GraphicsObject:
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# self._xlast = len(array) - 1
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graphics = self._graphics[name]
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graphics.update_from_array(array, **kwargs)
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@ -491,7 +497,7 @@ class ChartPlotWidget(pg.PlotWidget):
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yhigh = bars.max()
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std = np.std(bars)
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# view margins
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# view margins: stay within 10% of the "true range"
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diff = yhigh - ylow
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ylow = ylow - (diff * 0.1)
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yhigh = yhigh + (diff * 0.1)
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@ -580,12 +586,15 @@ class ChartView(pg.ViewBox):
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self.sigRangeChangedManually.emit(mask)
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def main(symbol):
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def _main(
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sym: str,
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brokername: str,
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**qtractor_kwargs,
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) -> None:
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"""Entry point to spawn a chart app.
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"""
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from ._exec import run_qtrio
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# uses pandas_datareader
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from ._exec import run_qtractor
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from ._source import ohlc_dtype
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async def _main(widgets):
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"""Main Qt-trio routine invoked by the Qt loop with
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@ -593,119 +602,112 @@ def main(symbol):
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"""
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chart_app = widgets['main']
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# data-feed setup
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sym = symbol or 'ES.GLOBEX'
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brokermod = brokers.get_brokermod('ib')
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# historical data fetch
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brokermod = brokers.get_brokermod(brokername)
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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bars = await client.bars(symbol=sym)
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# ``from_buffer` return read-only
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bars = np.array(bars)
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linked_charts = chart_app.load_symbol('ES', bars)
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# remember, msgpack-numpy's ``from_buffer` returns read-only array
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bars = np.array(bars[list(ohlc_dtype.names)])
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linked_charts = chart_app.load_symbol(sym, bars)
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async def add_new_bars(delay_s=5.):
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import time
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# determine ohlc delay between bars
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times = bars['time']
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delay = times[-1] - times[-2]
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async def add_new_bars(delay_s):
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"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
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"""
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# adjust delay to compensate for trio processing time
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ad = delay_s - 0.002
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ohlc = linked_charts._array
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last_5s = ohlc[-1]['time']
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delay = max((last_5s + 4.99) - time.time(), 0)
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async def sleep():
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"""Sleep until next time frames worth has passed from last bar.
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"""
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last_ts = ohlc[-1]['time']
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delay = max((last_ts + ad) - time.time(), 0)
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await trio.sleep(delay)
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while True:
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print('new bar')
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# sleep for duration of current bar
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await sleep()
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while True:
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# TODO: bunch of stuff:
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# - I'm starting to think all this logic should be
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# done in one place and "graphics update routines"
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# should not be doing any length checking and array diffing.
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# - don't keep appending, but instead increase the
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# underlying array's size less frequently:
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# underlying array's size less frequently
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# - handle odd lot orders
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# - update last open price correctly instead
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# of copying it from last bar's close
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# - 5 sec bar lookback-autocorrection like tws does
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index, t, open, high, low, close, volume = ohlc[-1]
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# - 5 sec bar lookback-autocorrection like tws does?
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(index, t, close) = ohlc[-1][['index', 'time', 'close']]
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new = np.append(
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ohlc,
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np.array(
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[(index + 1, t + 5, close, close, close, close, 0)],
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[(index + 1, t + delay, close, close,
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close, close, 0)],
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dtype=ohlc.dtype
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),
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)
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ohlc = linked_charts._array = new
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linked_charts.update_from_array(new)
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last_quote = ohlc[-1]
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# sleep until next 5s from last bar
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last_5s = ohlc[-1]['time']
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delay = max((last_5s + 4.99) - time.time(), 0)
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await trio.sleep(4.9999)
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# we **don't** update the bar right now
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# since the next quote that arrives should
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await sleep()
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# if the last bar has not changed print a flat line and
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# move to the next
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if last_quote == ohlc[-1]:
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log.debug("Printing flat line for {sym}")
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linked_charts.update_from_array(ohlc)
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async def stream_to_chart(func):
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async with tractor.open_nursery() as n:
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portal = await n.run_in_actor(
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f'fsp_{func.__name__}',
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func,
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brokername=brokermod.name,
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sym=sym,
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loglevel='info',
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)
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stream = await portal.result()
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# retreive named layout and style instructions
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layout = await stream.__anext__()
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async for quote in stream:
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ticks = quote.get('ticks')
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if ticks:
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for tick in ticks:
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print(tick)
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async with trio.open_nursery() as n:
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n.start_soon(add_new_bars)
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from piker import fsp
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||||
|
||||
async with brokermod.maybe_spawn_brokerd() as portal:
|
||||
stream = await portal.run(
|
||||
'piker.brokers.ib',
|
||||
'trio_stream_ticker',
|
||||
sym=sym,
|
||||
)
|
||||
# TODO: timeframe logic
|
||||
async for tick in stream:
|
||||
# breakpoint()
|
||||
async with data.open_feed(brokername, [sym]) as stream:
|
||||
# start graphics tasks
|
||||
n.start_soon(add_new_bars, delay)
|
||||
n.start_soon(stream_to_chart, fsp.broker_latency)
|
||||
|
||||
async for quote in stream:
|
||||
# XXX: why are we getting both of these again?
|
||||
ticks = quote.get('ticks')
|
||||
if ticks:
|
||||
for tick in ticks:
|
||||
if tick['tickType'] in (48, 77):
|
||||
linked_charts.update_from_quote(
|
||||
{'last': tick['price']}
|
||||
)
|
||||
|
||||
# from .quantdom.loaders import get_quotes
|
||||
# from datetime import datetime
|
||||
# from ._source import from_df
|
||||
# quotes = get_quotes(
|
||||
# symbol=symbol,
|
||||
# date_from=datetime(1900, 1, 1),
|
||||
# date_to=datetime(2030, 12, 31),
|
||||
# )
|
||||
# quotes = from_df(quotes)
|
||||
|
||||
# feed = DataFeed(portal, brokermod)
|
||||
# quote_gen, quotes = await feed.open_stream(
|
||||
# symbols,
|
||||
# 'stock',
|
||||
# rate=rate,
|
||||
# test=test,
|
||||
# else:
|
||||
# linked_charts.update_from_quote(
|
||||
# {'last': quote['close']}
|
||||
# )
|
||||
|
||||
# first_quotes, _ = feed.format_quotes(quotes)
|
||||
|
||||
# if first_quotes[0].get('last') is None:
|
||||
# log.error("Broker API is down temporarily")
|
||||
# return
|
||||
|
||||
# make some fake update data
|
||||
# import itertools
|
||||
# nums = itertools.cycle([315., 320., 325., 310., 3])
|
||||
|
||||
# def gen_nums():
|
||||
# while True:
|
||||
# yield quotes[-1].close + 2
|
||||
# yield quotes[-1].close - 2
|
||||
|
||||
# nums = gen_nums()
|
||||
|
||||
# # await trio.sleep(10)
|
||||
# import time
|
||||
# while True:
|
||||
# new = next(nums)
|
||||
# quotes[-1].close = new
|
||||
# # this updates the linked_charts internal array
|
||||
# # and then passes that array to all subcharts to
|
||||
# # render downstream graphics
|
||||
# start = time.time()
|
||||
# linked_charts.update_from_quote({'last': new})
|
||||
# print(f"Render latency {time.time() - start}")
|
||||
# # 20 Hz seems to be good enough
|
||||
# await trio.sleep(0.05)
|
||||
|
||||
run_qtrio(_main, (), ChartSpace)
|
||||
run_qtractor(_main, (), ChartSpace, **qtractor_kwargs)
|
||||
|
|
|
|||
|
|
@ -115,10 +115,10 @@ def optschain(config, symbol, date, tl, rate, test):
|
|||
def chart(config, symbol, date, tl, rate, test):
|
||||
"""Start an option chain UI
|
||||
"""
|
||||
from ._chart import main
|
||||
from ._chart import _main
|
||||
|
||||
# global opts
|
||||
loglevel = config['loglevel']
|
||||
brokername = config['broker']
|
||||
|
||||
main(sym=symbol, brokername=brokername, loglevel=loglevel)
|
||||
_main(sym=symbol, brokername=brokername, loglevel=loglevel)
|
||||
|
|
|
|||
Loading…
Reference in New Issue