Port charting to new shm primary indexing
parent
9930430721
commit
c8537d59a8
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@ -17,7 +17,7 @@
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"""
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"""
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High level Qt chart widgets.
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High level Qt chart widgets.
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"""
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"""
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from typing import Tuple, Dict, Any, Optional
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from typing import Tuple, Dict, Any, Optional, Callable
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from functools import partial
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from functools import partial
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from PyQt5 import QtCore, QtGui
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from PyQt5 import QtCore, QtGui
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@ -105,6 +105,7 @@ class ChartSpace(QtGui.QWidget):
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self.tf_layout.setContentsMargins(0, 12, 0, 0)
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self.tf_layout.setContentsMargins(0, 12, 0, 0)
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time_frames = ('1M', '5M', '15M', '30M', '1H', '1D', '1W', 'MN')
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time_frames = ('1M', '5M', '15M', '30M', '1H', '1D', '1W', 'MN')
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btn_prefix = 'TF'
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btn_prefix = 'TF'
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for tf in time_frames:
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for tf in time_frames:
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btn_name = ''.join([btn_prefix, tf])
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btn_name = ''.join([btn_prefix, tf])
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btn = QtGui.QPushButton(tf)
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btn = QtGui.QPushButton(tf)
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@ -112,6 +113,7 @@ class ChartSpace(QtGui.QWidget):
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btn.setEnabled(False)
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btn.setEnabled(False)
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setattr(self, btn_name, btn)
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setattr(self, btn_name, btn)
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self.tf_layout.addWidget(btn)
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self.tf_layout.addWidget(btn)
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self.toolbar_layout.addLayout(self.tf_layout)
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self.toolbar_layout.addLayout(self.tf_layout)
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# XXX: strat loader/saver that we don't need yet.
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# XXX: strat loader/saver that we don't need yet.
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@ -126,6 +128,8 @@ class ChartSpace(QtGui.QWidget):
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ohlc: bool = True,
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ohlc: bool = True,
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) -> None:
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) -> None:
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"""Load a new contract into the charting app.
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"""Load a new contract into the charting app.
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Expects a ``numpy`` structured array containing all the ohlcv fields.
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"""
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"""
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# XXX: let's see if this causes mem problems
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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.window.setWindowTitle(f'piker chart {symbol}')
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@ -148,7 +152,8 @@ class ChartSpace(QtGui.QWidget):
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if not self.v_layout.isEmpty():
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if not self.v_layout.isEmpty():
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self.v_layout.removeWidget(linkedcharts)
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self.v_layout.removeWidget(linkedcharts)
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main_chart = linkedcharts.plot_main(s, data, ohlc=ohlc)
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main_chart = linkedcharts.plot_ohlc_main(s, data)
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self.v_layout.addWidget(linkedcharts)
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self.v_layout.addWidget(linkedcharts)
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return linkedcharts, main_chart
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return linkedcharts, main_chart
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@ -176,7 +181,6 @@ class LinkedSplitCharts(QtGui.QWidget):
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def __init__(self):
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def __init__(self):
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super().__init__()
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super().__init__()
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self.signals_visible: bool = False
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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._ch: CrossHair = None # crosshair graphics
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self.chart: ChartPlotWidget = None # main (ohlc) chart
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self.chart: ChartPlotWidget = None # main (ohlc) chart
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self.subplots: Dict[Tuple[str, ...], ChartPlotWidget] = {}
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self.subplots: Dict[Tuple[str, ...], ChartPlotWidget] = {}
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@ -212,20 +216,18 @@ class LinkedSplitCharts(QtGui.QWidget):
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sizes.extend([min_h_ind] * len(self.subplots))
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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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self.splitter.setSizes(sizes) # , int(self.height()*0.2)
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def plot_main(
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def plot_ohlc_main(
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self,
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self,
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symbol: Symbol,
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symbol: Symbol,
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array: np.ndarray,
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array: np.ndarray,
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ohlc: bool = True,
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style: str = 'bar',
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) -> 'ChartPlotWidget':
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) -> 'ChartPlotWidget':
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"""Start up and show main (price) chart and all linked subcharts.
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"""Start up and show main (price) chart and all linked subcharts.
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The data input struct array must include OHLC fields.
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"""
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"""
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self.digits = symbol.digits()
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self.digits = symbol.digits()
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# TODO: this should eventually be a view onto shared mem or some
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# higher level type / API
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self._array = array
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# add crosshairs
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# add crosshairs
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self._ch = CrossHair(
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self._ch = CrossHair(
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linkedsplitcharts=self,
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linkedsplitcharts=self,
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@ -235,11 +237,13 @@ class LinkedSplitCharts(QtGui.QWidget):
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name=symbol.key,
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name=symbol.key,
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array=array,
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array=array,
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xaxis=self.xaxis,
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xaxis=self.xaxis,
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ohlc=ohlc,
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style=style,
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_is_main=True,
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_is_main=True,
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)
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)
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# add crosshair graphic
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# add crosshair graphic
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self.chart.addItem(self._ch)
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self.chart.addItem(self._ch)
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# axis placement
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if _xaxis_at == 'bottom':
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if _xaxis_at == 'bottom':
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self.chart.hideAxis('bottom')
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self.chart.hideAxis('bottom')
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name: str,
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name: str,
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array: np.ndarray,
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array: np.ndarray,
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xaxis: DynamicDateAxis = None,
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xaxis: DynamicDateAxis = None,
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ohlc: bool = False,
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style: str = 'line',
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_is_main: bool = False,
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_is_main: bool = False,
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**cpw_kwargs,
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**cpw_kwargs,
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) -> 'ChartPlotWidget':
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) -> 'ChartPlotWidget':
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"""
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"""
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if self.chart is None and not _is_main:
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if self.chart is None and not _is_main:
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raise RuntimeError(
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raise RuntimeError(
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"A main plot must be created first with `.plot_main()`")
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"A main plot must be created first with `.plot_ohlc_main()`")
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# source of our custom interactions
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# source of our custom interactions
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cv = ChartView()
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cv = ChartView()
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)
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)
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cpw = ChartPlotWidget(
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cpw = ChartPlotWidget(
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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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name=name,
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array=array,
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array=array,
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parent=self.splitter,
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parent=self.splitter,
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axisItems={
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axisItems={
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cursor=self._ch,
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cursor=self._ch,
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**cpw_kwargs,
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**cpw_kwargs,
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)
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)
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# give viewbox a reference to primary chart
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# allowing for kb controls and interactions
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# (see our custom view in `._interactions.py`)
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cv.chart = cpw
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cv.chart = cpw
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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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cpw.name = name
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cpw.plotItem.vb.linked_charts = self
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cpw.plotItem.vb.linked_charts = self
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cpw.setFrameStyle(QtGui.QFrame.StyledPanel) # | QtGui.QFrame.Plain)
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cpw.setFrameStyle(QtGui.QFrame.StyledPanel) # | QtGui.QFrame.Plain)
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cpw.hideButtons()
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cpw.hideButtons()
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self._ch.add_plot(cpw)
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self._ch.add_plot(cpw)
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# draw curve graphics
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# draw curve graphics
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if ohlc:
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if style == 'bar':
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cpw.draw_ohlc(name, array)
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cpw.draw_ohlc(name, array)
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else:
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elif style == 'line':
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cpw.draw_curve(name, array)
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cpw.draw_curve(name, array)
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else:
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raise ValueError(f"Chart style {style} is currently unsupported")
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if not _is_main:
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if not _is_main:
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# track by name
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# track by name
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self.subplots[name] = cpw
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self.subplots[name] = cpw
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# XXX: we need this right?
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# XXX: we need this right?
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# self.splitter.addWidget(cpw)
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# self.splitter.addWidget(cpw)
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else:
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assert style == 'bar', 'main chart must be OHLC'
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return cpw
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return cpw
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@ -344,6 +360,7 @@ class ChartPlotWidget(pg.PlotWidget):
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def __init__(
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def __init__(
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self,
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self,
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# the data view we generate graphics from
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# the data view we generate graphics from
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name: str,
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array: np.ndarray,
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array: np.ndarray,
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static_yrange: Optional[Tuple[float, float]] = None,
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static_yrange: Optional[Tuple[float, float]] = None,
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cursor: Optional[CrossHair] = None,
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cursor: Optional[CrossHair] = None,
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# parent=None,
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# parent=None,
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# plotItem=None,
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# plotItem=None,
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# antialias=True,
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# antialias=True,
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useOpenGL=True,
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**kwargs
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**kwargs
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)
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)
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self.name = name
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# self.setViewportMargins(0, 0, 0, 0)
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# self.setViewportMargins(0, 0, 0, 0)
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self._array = array # readonly view of data
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self._ohlc = array # readonly view of ohlc data
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self.default_view()
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self._arrays = {} # readonly view of overlays
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self._arrays = {} # readonly view of overlays
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self._graphics = {} # registry of underlying graphics
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self._graphics = {} # registry of underlying graphics
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self._overlays = {} # registry of overlay curves
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self._overlays = set() # registry of overlay curve names
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self._labels = {} # registry of underlying graphics
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self._labels = {} # registry of underlying graphics
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self._ysticks = {} # registry of underlying graphics
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self._ysticks = {} # registry of underlying graphics
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self._vb = self.plotItem.vb
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self._vb = self.plotItem.vb
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self._static_yrange = static_yrange # for "known y-range style"
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self._static_yrange = static_yrange # for "known y-range style"
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self._view_mode: str = 'follow'
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self._view_mode: str = 'follow'
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self._cursor = cursor # placehold for mouse
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self._cursor = cursor # placehold for mouse
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# show background grid
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# show background grid
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self.showGrid(x=True, y=True, alpha=0.5)
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self.showGrid(x=True, y=True, alpha=0.5)
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# TODO: stick in config
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# use cross-hair for cursor?
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# use cross-hair for cursor?
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# self.setCursor(QtCore.Qt.CrossCursor)
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# self.setCursor(QtCore.Qt.CrossCursor)
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self._vb.sigResized.connect(self._set_yrange)
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self._vb.sigResized.connect(self._set_yrange)
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def last_bar_in_view(self) -> bool:
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def last_bar_in_view(self) -> bool:
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self._array[-1]['index']
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self._ohlc[-1]['index']
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def update_contents_labels(
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def update_contents_labels(
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self,
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self,
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index: int,
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index: int,
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# array_name: str,
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# array_name: str,
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) -> None:
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) -> None:
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if index >= 0 and index < len(self._array):
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if index >= 0 and index < self._ohlc[-1]['index']:
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for name, (label, update) in self._labels.items():
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for name, (label, update) in self._labels.items():
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if name is self.name :
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if name is self.name:
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array = self._array
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array = self._ohlc
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else:
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else:
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array = self._arrays[name]
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array = self._arrays[name]
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update(index, array)
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try:
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update(index, array)
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except IndexError:
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log.exception(f"Failed to update label: {name}")
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def _set_xlimits(
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def _set_xlimits(
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self,
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self,
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"""Return a range tuple for the bars present in view.
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"""Return a range tuple for the bars present in view.
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"""
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"""
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l, r = self.view_range()
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l, r = self.view_range()
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lbar = max(l, 0)
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a = self._ohlc
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rbar = min(r, len(self._array))
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lbar = max(l, a[0]['index'])
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rbar = min(r, a[-1]['index'])
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# lbar = max(l, 0)
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# rbar = min(r, len(self._ohlc))
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return l, lbar, rbar, r
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return l, lbar, rbar, r
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def default_view(
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def default_view(
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@ -441,7 +474,8 @@ class ChartPlotWidget(pg.PlotWidget):
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"""Set the view box to the "default" startup view of the scene.
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"""Set the view box to the "default" startup view of the scene.
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"""
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"""
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xlast = self._array[index]['index']
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xlast = self._ohlc[index]['index']
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print(xlast)
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begin = xlast - _bars_to_left_in_follow_mode
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begin = xlast - _bars_to_left_in_follow_mode
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end = xlast + _bars_from_right_in_follow_mode
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end = xlast + _bars_from_right_in_follow_mode
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self._vb.setXRange(
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self._vb.setXRange(
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min=l + 1,
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min=l + 1,
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max=r + 1,
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max=r + 1,
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# holy shit, wtf dude... why tf would this not be 0 by
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# TODO: holy shit, wtf dude... why tf would this not be 0 by
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# default... speechless.
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# default... speechless.
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padding=0,
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padding=0,
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)
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)
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@ -477,6 +511,7 @@ class ChartPlotWidget(pg.PlotWidget):
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"""Draw OHLC datums to chart.
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"""Draw OHLC datums to chart.
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"""
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"""
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graphics = style(self.plotItem)
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graphics = style(self.plotItem)
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# adds all bar/candle graphics objects for each data point in
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# adds all bar/candle graphics objects for each data point in
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# the np array buffer to be drawn on next render cycle
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# the np array buffer to be drawn on next render cycle
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self.addItem(graphics)
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self.addItem(graphics)
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@ -486,10 +521,12 @@ class ChartPlotWidget(pg.PlotWidget):
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self._graphics[name] = graphics
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self._graphics[name] = graphics
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label = ContentsLabel(chart=self, anchor_at=('top', 'left'))
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self.add_contents_label(
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self._labels[name] = (label, partial(label.update_from_ohlc, name))
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name,
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label.show()
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anchor_at=('top', 'left'),
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self.update_contents_labels(len(data) - 1) #, name)
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update_func=ContentsLabel.update_from_ohlc,
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)
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self.update_contents_labels(len(data) - 1)
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self._add_sticky(name)
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self._add_sticky(name)
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@ -500,49 +537,74 @@ class ChartPlotWidget(pg.PlotWidget):
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name: str,
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name: str,
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data: np.ndarray,
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data: np.ndarray,
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overlay: bool = False,
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overlay: bool = False,
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color: str = 'default_light',
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add_label: bool = True,
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**pdi_kwargs,
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**pdi_kwargs,
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) -> pg.PlotDataItem:
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) -> pg.PlotDataItem:
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# draw the indicator as a plain curve
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"""Draw a "curve" (line plot graphics) for the provided data in
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the input array ``data``.
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"""
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_pdi_defaults = {
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_pdi_defaults = {
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'pen': pg.mkPen(hcolor('default_light')),
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'pen': pg.mkPen(hcolor(color)),
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}
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}
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pdi_kwargs.update(_pdi_defaults)
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pdi_kwargs.update(_pdi_defaults)
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curve = pg.PlotDataItem(
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curve = pg.PlotDataItem(
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data[name],
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y=data[name],
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x=data['index'],
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# antialias=True,
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# antialias=True,
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name=name,
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name=name,
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|
|
||||||
# TODO: see how this handles with custom ohlcv bars graphics
|
# TODO: see how this handles with custom ohlcv bars graphics
|
||||||
|
# and/or if we can implement something similar for OHLC graphics
|
||||||
clipToView=True,
|
clipToView=True,
|
||||||
|
|
||||||
**pdi_kwargs,
|
**pdi_kwargs,
|
||||||
)
|
)
|
||||||
self.addItem(curve)
|
self.addItem(curve)
|
||||||
|
|
||||||
# register overlay curve with name
|
# register curve graphics and backing array for name
|
||||||
self._graphics[name] = curve
|
self._graphics[name] = curve
|
||||||
|
self._arrays[name] = data
|
||||||
|
|
||||||
if overlay:
|
if overlay:
|
||||||
anchor_at = ('bottom', 'right')
|
anchor_at = ('bottom', 'left')
|
||||||
self._overlays[name] = curve
|
self._overlays.add(name)
|
||||||
self._arrays[name] = data
|
|
||||||
|
|
||||||
else:
|
else:
|
||||||
anchor_at = ('top', 'right')
|
anchor_at = ('top', 'left')
|
||||||
|
|
||||||
# TODO: something instead of stickies for overlays
|
# TODO: something instead of stickies for overlays
|
||||||
# (we need something that avoids clutter on x-axis).
|
# (we need something that avoids clutter on x-axis).
|
||||||
self._add_sticky(name, bg_color='default_light')
|
self._add_sticky(name, bg_color='default_light')
|
||||||
|
|
||||||
label = ContentsLabel(chart=self, anchor_at=anchor_at)
|
if add_label:
|
||||||
self._labels[name] = (label, partial(label.update_from_value, name))
|
self.add_contents_label(name, anchor_at=anchor_at)
|
||||||
label.show()
|
self.update_contents_labels(len(data) - 1)
|
||||||
self.update_contents_labels(len(data) - 1) #, name)
|
|
||||||
|
|
||||||
if self._cursor:
|
if self._cursor:
|
||||||
self._cursor.add_curve_cursor(self, curve)
|
self._cursor.add_curve_cursor(self, curve)
|
||||||
|
|
||||||
return curve
|
return curve
|
||||||
|
|
||||||
|
def add_contents_label(
|
||||||
|
self,
|
||||||
|
name: str,
|
||||||
|
anchor_at: Tuple[str, str] = ('top', 'left'),
|
||||||
|
update_func: Callable = ContentsLabel.update_from_value,
|
||||||
|
) -> ContentsLabel:
|
||||||
|
|
||||||
|
label = ContentsLabel(chart=self, anchor_at=anchor_at)
|
||||||
|
self._labels[name] = (
|
||||||
|
# calls class method on instance
|
||||||
|
label,
|
||||||
|
partial(update_func, label, name)
|
||||||
|
)
|
||||||
|
label.show()
|
||||||
|
|
||||||
|
return label
|
||||||
|
|
||||||
def _add_sticky(
|
def _add_sticky(
|
||||||
self,
|
self,
|
||||||
name: str,
|
name: str,
|
||||||
|
@ -569,7 +631,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
"""Update the named internal graphics from ``array``.
|
"""Update the named internal graphics from ``array``.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
self._array = array
|
self._ohlc = array
|
||||||
graphics = self._graphics[name]
|
graphics = self._graphics[name]
|
||||||
graphics.update_from_array(array, **kwargs)
|
graphics.update_from_array(array, **kwargs)
|
||||||
return graphics
|
return graphics
|
||||||
|
@ -584,14 +646,18 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
"""
|
"""
|
||||||
if name not in self._overlays:
|
if name not in self._overlays:
|
||||||
self._array = array
|
self._ohlc = array
|
||||||
else:
|
else:
|
||||||
self._arrays[name] = array
|
self._arrays[name] = array
|
||||||
|
|
||||||
curve = self._graphics[name]
|
curve = self._graphics[name]
|
||||||
|
|
||||||
# TODO: we should instead implement a diff based
|
# TODO: we should instead implement a diff based
|
||||||
# "only update with new items" on the pg.PlotDataItem
|
# "only update with new items" on the pg.PlotCurveItem
|
||||||
curve.setData(array[name], **kwargs)
|
# one place to dig around this might be the `QBackingStore`
|
||||||
|
# https://doc.qt.io/qt-5/qbackingstore.html
|
||||||
|
curve.setData(y=array[name], x=array['index'], **kwargs)
|
||||||
|
|
||||||
return curve
|
return curve
|
||||||
|
|
||||||
def _set_yrange(
|
def _set_yrange(
|
||||||
|
@ -625,8 +691,9 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
# TODO: logic to check if end of bars in view
|
# TODO: logic to check if end of bars in view
|
||||||
extra = view_len - _min_points_to_show
|
extra = view_len - _min_points_to_show
|
||||||
begin = 0 - extra
|
begin = self._ohlc[0]['index'] - extra
|
||||||
end = len(self._array) - 1 + extra
|
# end = len(self._ohlc) - 1 + extra
|
||||||
|
end = self._ohlc[-1]['index'] - 1 + extra
|
||||||
|
|
||||||
# XXX: test code for only rendering lines for the bars in view.
|
# XXX: test code for only rendering lines for the bars in view.
|
||||||
# This turns out to be very very poor perf when scaling out to
|
# This turns out to be very very poor perf when scaling out to
|
||||||
|
@ -642,10 +709,15 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# f"view_len: {view_len}, bars_len: {bars_len}\n"
|
# f"view_len: {view_len}, bars_len: {bars_len}\n"
|
||||||
# f"begin: {begin}, end: {end}, extra: {extra}"
|
# f"begin: {begin}, end: {end}, extra: {extra}"
|
||||||
# )
|
# )
|
||||||
self._set_xlimits(begin, end)
|
# self._set_xlimits(begin, end)
|
||||||
|
|
||||||
# TODO: this should be some kind of numpy view api
|
# TODO: this should be some kind of numpy view api
|
||||||
bars = self._array[lbar:rbar]
|
# bars = self._ohlc[lbar:rbar]
|
||||||
|
|
||||||
|
a = self._ohlc
|
||||||
|
ifirst = a[0]['index']
|
||||||
|
bars = a[lbar - ifirst:rbar - ifirst]
|
||||||
|
|
||||||
if not len(bars):
|
if not len(bars):
|
||||||
# likely no data loaded yet or extreme scrolling?
|
# likely no data loaded yet or extreme scrolling?
|
||||||
log.error(f"WTF bars_range = {lbar}:{rbar}")
|
log.error(f"WTF bars_range = {lbar}:{rbar}")
|
||||||
|
@ -731,10 +803,6 @@ async def _async_main(
|
||||||
|
|
||||||
# chart_app.init_search()
|
# chart_app.init_search()
|
||||||
|
|
||||||
# XXX: bug zone if you try to ctl-c after this we get hangs again?
|
|
||||||
# wtf...
|
|
||||||
# await tractor.breakpoint()
|
|
||||||
|
|
||||||
# historical data fetch
|
# historical data fetch
|
||||||
brokermod = brokers.get_brokermod(brokername)
|
brokermod = brokers.get_brokermod(brokername)
|
||||||
|
|
||||||
|
@ -747,30 +815,28 @@ async def _async_main(
|
||||||
ohlcv = feed.shm
|
ohlcv = feed.shm
|
||||||
bars = ohlcv.array
|
bars = ohlcv.array
|
||||||
|
|
||||||
# TODO: when we start messing with line charts
|
|
||||||
# c = np.zeros(len(bars), dtype=[
|
|
||||||
# (sym, bars.dtype.fields['close'][0]),
|
|
||||||
# ('index', 'i4'),
|
|
||||||
# ])
|
|
||||||
# c[sym] = bars['close']
|
|
||||||
# c['index'] = bars['index']
|
|
||||||
# linked_charts, chart = chart_app.load_symbol(sym, c, ohlc=False)
|
|
||||||
|
|
||||||
# load in symbol's ohlc data
|
# load in symbol's ohlc data
|
||||||
|
# await tractor.breakpoint()
|
||||||
linked_charts, chart = chart_app.load_symbol(sym, bars)
|
linked_charts, chart = chart_app.load_symbol(sym, bars)
|
||||||
|
|
||||||
# plot historical vwap if available
|
# plot historical vwap if available
|
||||||
vwap_in_history = False
|
wap_in_history = False
|
||||||
if 'vwap' in bars.dtype.fields:
|
|
||||||
vwap_in_history = True
|
if brokermod._show_wap_in_history:
|
||||||
chart.draw_curve(
|
|
||||||
name='vwap',
|
if 'bar_wap' in bars.dtype.fields:
|
||||||
data=bars,
|
wap_in_history = True
|
||||||
overlay=True,
|
chart.draw_curve(
|
||||||
)
|
name='bar_wap',
|
||||||
|
data=bars,
|
||||||
|
add_label=False,
|
||||||
|
)
|
||||||
|
|
||||||
chart._set_yrange()
|
chart._set_yrange()
|
||||||
|
|
||||||
|
# TODO: a data view api that makes this less shit
|
||||||
|
chart._shm = ohlcv
|
||||||
|
|
||||||
# eventually we'll support some kind of n-compose syntax
|
# eventually we'll support some kind of n-compose syntax
|
||||||
fsp_conf = {
|
fsp_conf = {
|
||||||
'vwap': {
|
'vwap': {
|
||||||
|
@ -799,19 +865,13 @@ async def _async_main(
|
||||||
loglevel,
|
loglevel,
|
||||||
)
|
)
|
||||||
|
|
||||||
# update last price sticky
|
|
||||||
last_price_sticky = chart._ysticks[chart.name]
|
|
||||||
last_price_sticky.update_from_data(
|
|
||||||
*ohlcv.array[-1][['index', 'close']]
|
|
||||||
)
|
|
||||||
|
|
||||||
# start graphics update loop(s)after receiving first live quote
|
# start graphics update loop(s)after receiving first live quote
|
||||||
n.start_soon(
|
n.start_soon(
|
||||||
chart_from_quotes,
|
chart_from_quotes,
|
||||||
chart,
|
chart,
|
||||||
feed.stream,
|
feed.stream,
|
||||||
ohlcv,
|
ohlcv,
|
||||||
vwap_in_history,
|
wap_in_history,
|
||||||
)
|
)
|
||||||
|
|
||||||
# wait for a first quote before we start any update tasks
|
# wait for a first quote before we start any update tasks
|
||||||
|
@ -834,7 +894,7 @@ async def chart_from_quotes(
|
||||||
chart: ChartPlotWidget,
|
chart: ChartPlotWidget,
|
||||||
stream,
|
stream,
|
||||||
ohlcv: np.ndarray,
|
ohlcv: np.ndarray,
|
||||||
vwap_in_history: bool = False,
|
wap_in_history: bool = False,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""The 'main' (price) chart real-time update loop.
|
"""The 'main' (price) chart real-time update loop.
|
||||||
|
|
||||||
|
@ -847,29 +907,40 @@ async def chart_from_quotes(
|
||||||
# - update last open price correctly instead
|
# - update last open price correctly instead
|
||||||
# of copying it from last bar's close
|
# of copying it from last bar's close
|
||||||
# - 5 sec bar lookback-autocorrection like tws does?
|
# - 5 sec bar lookback-autocorrection like tws does?
|
||||||
|
|
||||||
|
# update last price sticky
|
||||||
last_price_sticky = chart._ysticks[chart.name]
|
last_price_sticky = chart._ysticks[chart.name]
|
||||||
|
last_price_sticky.update_from_data(
|
||||||
|
*ohlcv.array[-1][['index', 'close']]
|
||||||
|
)
|
||||||
|
|
||||||
def maxmin():
|
def maxmin():
|
||||||
# TODO: implement this
|
# TODO: implement this
|
||||||
# https://arxiv.org/abs/cs/0610046
|
# https://arxiv.org/abs/cs/0610046
|
||||||
# https://github.com/lemire/pythonmaxmin
|
# https://github.com/lemire/pythonmaxmin
|
||||||
|
|
||||||
array = chart._array
|
array = chart._ohlc
|
||||||
|
ifirst = array[0]['index']
|
||||||
|
|
||||||
last_bars_range = chart.bars_range()
|
last_bars_range = chart.bars_range()
|
||||||
l, lbar, rbar, r = last_bars_range
|
l, lbar, rbar, r = last_bars_range
|
||||||
in_view = array[lbar:rbar]
|
in_view = array[lbar - ifirst:rbar - ifirst]
|
||||||
|
|
||||||
|
assert in_view.size
|
||||||
|
|
||||||
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
|
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
|
||||||
|
|
||||||
# TODO: when we start using line charts
|
# TODO: when we start using line charts, probably want to make
|
||||||
|
# this an overloaded call on our `DataView
|
||||||
# sym = chart.name
|
# sym = chart.name
|
||||||
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
|
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
|
||||||
|
|
||||||
return last_bars_range, mx, mn
|
return last_bars_range, mx, mn
|
||||||
|
|
||||||
last_bars_range, last_mx, last_mn = maxmin()
|
|
||||||
|
|
||||||
chart.default_view()
|
chart.default_view()
|
||||||
|
|
||||||
|
last_bars_range, last_mx, last_mn = maxmin()
|
||||||
|
|
||||||
last, volume = ohlcv.array[-1][['close', 'volume']]
|
last, volume = ohlcv.array[-1][['close', 'volume']]
|
||||||
|
|
||||||
l1 = L1Labels(
|
l1 = L1Labels(
|
||||||
|
@ -889,7 +960,6 @@ async def chart_from_quotes(
|
||||||
|
|
||||||
async for quotes in stream:
|
async for quotes in stream:
|
||||||
for sym, quote in quotes.items():
|
for sym, quote in quotes.items():
|
||||||
# print(f'CHART: {quote}')
|
|
||||||
|
|
||||||
for tick in quote.get('ticks', ()):
|
for tick in quote.get('ticks', ()):
|
||||||
|
|
||||||
|
@ -898,7 +968,14 @@ async def chart_from_quotes(
|
||||||
price = tick.get('price')
|
price = tick.get('price')
|
||||||
size = tick.get('size')
|
size = tick.get('size')
|
||||||
|
|
||||||
if ticktype in ('trade', 'utrade'):
|
# compute max and min trade values to display in view
|
||||||
|
# TODO: we need a streaming minmax algorithm here, see
|
||||||
|
# def above.
|
||||||
|
brange, mx_in_view, mn_in_view = maxmin()
|
||||||
|
l, lbar, rbar, r = brange
|
||||||
|
|
||||||
|
if ticktype in ('trade', 'utrade', 'last'):
|
||||||
|
|
||||||
array = ohlcv.array
|
array = ohlcv.array
|
||||||
|
|
||||||
# update price sticky(s)
|
# update price sticky(s)
|
||||||
|
@ -907,25 +984,16 @@ async def chart_from_quotes(
|
||||||
*last[['index', 'close']]
|
*last[['index', 'close']]
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# plot bars
|
||||||
# update price bar
|
# update price bar
|
||||||
chart.update_ohlc_from_array(
|
chart.update_ohlc_from_array(
|
||||||
chart.name,
|
chart.name,
|
||||||
array,
|
array,
|
||||||
)
|
)
|
||||||
|
|
||||||
# chart.update_curve_from_array(
|
if wap_in_history:
|
||||||
# chart.name,
|
# update vwap overlay line
|
||||||
# TODO: when we start using line charts
|
chart.update_curve_from_array('bar_wap', ohlcv.array)
|
||||||
# np.array(array['close'], dtype=[(chart.name, 'f8')])
|
|
||||||
|
|
||||||
# if vwap_in_history:
|
|
||||||
# # update vwap overlay line
|
|
||||||
# chart.update_curve_from_array('vwap', ohlcv.array)
|
|
||||||
|
|
||||||
# compute max and min trade values to display in view
|
|
||||||
# TODO: we need a streaming minmax algorithm here, see
|
|
||||||
# def above.
|
|
||||||
brange, mx_in_view, mn_in_view = maxmin()
|
|
||||||
|
|
||||||
# XXX: prettty sure this is correct?
|
# XXX: prettty sure this is correct?
|
||||||
# if ticktype in ('trade', 'last'):
|
# if ticktype in ('trade', 'last'):
|
||||||
|
@ -1021,12 +1089,14 @@ async def spawn_fsps(
|
||||||
|
|
||||||
# spawn closure, can probably define elsewhere
|
# spawn closure, can probably define elsewhere
|
||||||
async def spawn_fsp_daemon(
|
async def spawn_fsp_daemon(
|
||||||
fsp_name,
|
fsp_name: str,
|
||||||
conf,
|
display_name: str,
|
||||||
|
conf: dict,
|
||||||
):
|
):
|
||||||
"""Start an fsp subactor async.
|
"""Start an fsp subactor async.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
print(f'FSP NAME: {fsp_name}')
|
||||||
portal = await n.run_in_actor(
|
portal = await n.run_in_actor(
|
||||||
|
|
||||||
# name as title of sub-chart
|
# name as title of sub-chart
|
||||||
|
@ -1057,6 +1127,7 @@ async def spawn_fsps(
|
||||||
ln.start_soon(
|
ln.start_soon(
|
||||||
spawn_fsp_daemon,
|
spawn_fsp_daemon,
|
||||||
fsp_func_name,
|
fsp_func_name,
|
||||||
|
display_name,
|
||||||
conf,
|
conf,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
@ -1081,6 +1152,8 @@ async def update_signals(
|
||||||
) -> None:
|
) -> None:
|
||||||
"""FSP stream chart update loop.
|
"""FSP stream chart update loop.
|
||||||
|
|
||||||
|
This is called once for each entry in the fsp
|
||||||
|
config map.
|
||||||
"""
|
"""
|
||||||
shm = conf['shm']
|
shm = conf['shm']
|
||||||
|
|
||||||
|
@ -1094,6 +1167,7 @@ async def update_signals(
|
||||||
last_val_sticky = None
|
last_val_sticky = None
|
||||||
|
|
||||||
else:
|
else:
|
||||||
|
|
||||||
chart = linked_charts.add_plot(
|
chart = linked_charts.add_plot(
|
||||||
name=fsp_func_name,
|
name=fsp_func_name,
|
||||||
array=shm.array,
|
array=shm.array,
|
||||||
|
@ -1112,6 +1186,7 @@ async def update_signals(
|
||||||
# fsp_func_name
|
# fsp_func_name
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# read last value
|
||||||
array = shm.array
|
array = shm.array
|
||||||
value = array[fsp_func_name][-1]
|
value = array[fsp_func_name][-1]
|
||||||
|
|
||||||
|
@ -1119,7 +1194,8 @@ async def update_signals(
|
||||||
last_val_sticky.update_from_data(-1, value)
|
last_val_sticky.update_from_data(-1, value)
|
||||||
|
|
||||||
chart.update_curve_from_array(fsp_func_name, array)
|
chart.update_curve_from_array(fsp_func_name, array)
|
||||||
chart.default_view()
|
|
||||||
|
chart._shm = shm
|
||||||
|
|
||||||
# TODO: figure out if we can roll our own `FillToThreshold` to
|
# TODO: figure out if we can roll our own `FillToThreshold` to
|
||||||
# get brush filled polygons for OS/OB conditions.
|
# get brush filled polygons for OS/OB conditions.
|
||||||
|
@ -1132,23 +1208,28 @@ async def update_signals(
|
||||||
# graphics.curve.setFillLevel(50)
|
# graphics.curve.setFillLevel(50)
|
||||||
|
|
||||||
# add moveable over-[sold/bought] lines
|
# add moveable over-[sold/bought] lines
|
||||||
level_line(chart, 30)
|
# and labels only for the 70/30 lines
|
||||||
level_line(chart, 70, orient_v='top')
|
level_line(chart, 20, show_label=False)
|
||||||
|
level_line(chart, 30, orient_v='top')
|
||||||
|
level_line(chart, 70, orient_v='bottom')
|
||||||
|
level_line(chart, 80, orient_v='top', show_label=False)
|
||||||
|
|
||||||
chart._shm = shm
|
|
||||||
chart._set_yrange()
|
chart._set_yrange()
|
||||||
|
|
||||||
stream = conf['stream']
|
stream = conf['stream']
|
||||||
|
|
||||||
# update chart graphics
|
# update chart graphics
|
||||||
async for value in stream:
|
async for value in stream:
|
||||||
# p = pg.debug.Profiler(disabled=False, delayed=False)
|
|
||||||
|
# read last
|
||||||
array = shm.array
|
array = shm.array
|
||||||
value = array[-1][fsp_func_name]
|
value = array[-1][fsp_func_name]
|
||||||
|
|
||||||
if last_val_sticky:
|
if last_val_sticky:
|
||||||
last_val_sticky.update_from_data(-1, value)
|
last_val_sticky.update_from_data(-1, value)
|
||||||
|
|
||||||
|
# update graphics
|
||||||
chart.update_curve_from_array(fsp_func_name, array)
|
chart.update_curve_from_array(fsp_func_name, array)
|
||||||
# p('rendered rsi datum')
|
|
||||||
|
|
||||||
|
|
||||||
async def check_for_new_bars(feed, ohlcv, linked_charts):
|
async def check_for_new_bars(feed, ohlcv, linked_charts):
|
||||||
|
@ -1199,7 +1280,7 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
|
||||||
# resize view
|
# resize view
|
||||||
# price_chart._set_yrange()
|
# price_chart._set_yrange()
|
||||||
|
|
||||||
for name, curve in price_chart._overlays.items():
|
for name in price_chart._overlays:
|
||||||
|
|
||||||
price_chart.update_curve_from_array(
|
price_chart.update_curve_from_array(
|
||||||
name,
|
name,
|
||||||
|
@ -1207,15 +1288,16 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
|
||||||
)
|
)
|
||||||
|
|
||||||
# # TODO: standard api for signal lookups per plot
|
# # TODO: standard api for signal lookups per plot
|
||||||
# if name in price_chart._array.dtype.fields:
|
# if name in price_chart._ohlc.dtype.fields:
|
||||||
|
|
||||||
# # should have already been incremented above
|
# # should have already been incremented above
|
||||||
# price_chart.update_curve_from_array(name, price_chart._array)
|
# price_chart.update_curve_from_array(name, price_chart._ohlc)
|
||||||
|
|
||||||
for name, chart in linked_charts.subplots.items():
|
for name, chart in linked_charts.subplots.items():
|
||||||
chart.update_curve_from_array(chart.name, chart._shm.array)
|
chart.update_curve_from_array(chart.name, chart._shm.array)
|
||||||
# chart._set_yrange()
|
# chart._set_yrange()
|
||||||
|
|
||||||
|
# shift the view if in follow mode
|
||||||
price_chart.increment_view()
|
price_chart.increment_view()
|
||||||
|
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue