Move position tracking to new module
It was becoming too much with all the labels and markers and lines.. Might as well package it all together instead of cramming it in the order mode loop, chief. The techincal summary, - move `_lines.position_line()` -> `PositionInfo.position_line()`. - slap a `.pp` on the order mode instance which *is* a `PositionInfo` - drop the position info info label for now (let's see what users want eventually but for now let's keep it super minimal). - add a `LevelMarker` type to replace the old `LevelLine` internal marker system (includes ability to change the style and level on the fly). - change `_annotate.mk_marker()` -> `mk_maker_path()` and expect caller to wrap in a `QGraphicsPathItem` if needed.ordermodepps_backup
Tyler Goodlet
parent
08fe6fc4f3
commit
d323b0c34b
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@ -25,11 +25,11 @@ from pyqtgraph import Point, functions as fn, Color
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import numpy as np
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def mk_marker(
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def mk_marker_path(
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style,
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size: float = 20.0,
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use_qgpath: bool = True,
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# size: float = 20.0,
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# use_path_type: type = QGraphicsPathItem
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) -> QGraphicsPathItem:
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"""Add a marker to be displayed on the line wrapped in a ``QGraphicsPathItem``
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@ -39,7 +39,7 @@ def mk_marker(
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style String indicating the style of marker to add:
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``'<|'``, ``'|>'``, ``'>|'``, ``'|<'``, ``'<|>'``,
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``'>|<'``, ``'^'``, ``'v'``, ``'o'``
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size Size of the marker in pixels. Default is 10.0.
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size Size of the marker in pixels.
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"""
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path = QtGui.QPainterPath()
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@ -83,9 +83,9 @@ def mk_marker(
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# self._maxMarkerSize = max([m[2] / 2. for m in self.markers])
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if use_qgpath:
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path = QGraphicsPathItem(path)
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path.scale(size, size)
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# if use_path_type:
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# path = use_path_type(path)
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# path.scale(size, size)
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return path
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@ -0,0 +1,549 @@
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# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Position info and display
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"""
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from typing import Optional, Dict, Any, Callable
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from functools import partial
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from math import floor
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from pyqtgraph import Point, functions as fn
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from pydantic import BaseModel
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from PyQt5 import QtGui, QtWidgets
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from PyQt5.QtCore import QPointF
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from PyQt5.QtGui import QGraphicsPathItem
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from ._annotate import mk_marker_path
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from ._anchors import (
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marker_right_points,
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gpath_pin,
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# keep_marker_in_view,
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)
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from ._label import Label
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from ._lines import LevelLine, level_line
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from ._style import _font
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from ..data._source import Symbol
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class Position(BaseModel):
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'''Basic pp representation with attached fills history.
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'''
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symbol: Symbol
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size: float
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avg_price: float # TODO: contextual pricing
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fills: Dict[str, Any] = {}
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class LevelMarker(QGraphicsPathItem):
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'''An arrow marker path graphich which redraws itself
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to the specified view coordinate level on each paint cycle.
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'''
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def __init__(
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self,
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chart: 'ChartPlotWidget', # noqa
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style: str,
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get_level: Callable[..., float],
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size: float = 20,
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keep_in_view: bool = True,
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) -> None:
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self._style = None
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self.size = size
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# get polygon and scale
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super().__init__()
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# interally generates and scales path
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self.style = style
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# path = mk_marker_path(style)
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# self.scale(size, size)
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self.chart = chart
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# chart.getViewBox().scene().addItem(self)
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self.get_level = get_level
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self.scene_x = lambda: marker_right_points(chart)[1]
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self.level: float = 0
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self.keep_in_view = keep_in_view
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# get the path for the opaque path **without** weird
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# surrounding margin
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self.path_br = self.mapToScene(
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self.path()
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).boundingRect()
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@property
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def style(self) -> str:
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return self._style
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@style.setter
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def style(self, value: str) -> None:
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if self._style != value:
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polygon = mk_marker_path(value)
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self.setPath(polygon)
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self._style = value
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self.scale(self.size, self.size)
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def delete(self) -> None:
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self.scene().removeItem(self)
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@property
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def h(self) -> float:
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return self.path_br.height()
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@property
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def w(self) -> float:
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return self.path_br.width()
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def position_in_view(
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self,
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# level: float,
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) -> None:
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'''Show a pp off-screen indicator for a level label.
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This is like in fps games where you have a gps "nav" indicator
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but your teammate is outside the range of view, except in 2D, on
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the y-dimension.
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'''
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level = self.get_level()
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view = self.chart.getViewBox()
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vr = view.state['viewRange']
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ymn, ymx = vr[1]
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# _, marker_right, _ = marker_right_points(line._chart)
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x = self.scene_x()
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if level > ymx: # pin to top of view
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self.setPos(
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QPointF(
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x,
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self.h/3,
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)
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)
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elif level < ymn: # pin to bottom of view
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self.setPos(
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QPointF(
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x,
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view.height() - 4/3*self.h,
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)
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)
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else:
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# # pp line is viewable so show marker normally
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# self.update()
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self.setPos(
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x,
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self.chart.view.mapFromView(
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QPointF(0, self.get_level())
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).y()
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)
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# marker = line._marker
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if getattr(self, 'label', None):
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label = self.label
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# re-anchor label (i.e. trigger call of ``arrow_tr()`` from above
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label.update()
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def paint(
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self,
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p: QtGui.QPainter,
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opt: QtWidgets.QStyleOptionGraphicsItem,
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w: QtWidgets.QWidget
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) -> None:
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'''Core paint which we override to always update
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our marker position in scene coordinates from a
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view cooridnate "level".
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'''
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if self.keep_in_view:
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self.position_in_view()
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else:
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# just place at desired level even if not in view
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self.setPos(
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self.scene_x(),
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self.mapToScene(QPointF(0, self.get_level())).y()
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)
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return super().paint(p, opt, w)
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class PositionInfo:
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# inputs
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chart: 'ChartPlotWidget' # noqa
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info: dict
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# allocated
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pp_label: Label
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size_label: Label
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info_label: Label
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line: Optional[LevelLine] = None
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_color: str = 'default_light'
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def __init__(
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self,
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chart: 'ChartPlotWidget', # noqa
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) -> None:
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# from . import _lines
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self.chart = chart
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self.info = {}
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self.pp_label = None
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view = chart.getViewBox()
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# create placeholder 'up' level arrow
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self._level_marker = None
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self._level_marker = self.level_marker(size=1)
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# literally 'pp' label that's always in view
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self.pp_label = pp_label = Label(
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view=view,
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fmt_str='pp',
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color=self._color,
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update_on_range_change=False,
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)
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self._level_marker.label = pp_label
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pp_label.scene_anchor = partial(
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gpath_pin,
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gpath=self._level_marker,
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label=pp_label,
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)
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pp_label.render()
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pp_label.show()
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self.size_label = size_label = Label(
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view=view,
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color=self._color,
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# this is "static" label
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# update_on_range_change=False,
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fmt_str='\n'.join((
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'{entry_size} x',
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)),
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fields={
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'entry_size': 0,
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},
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)
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size_label.render()
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# size_label.scene_anchor = self.align_to_marker
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size_label.scene_anchor = partial(
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gpath_pin,
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location_description='left-of-path-centered',
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gpath=self._level_marker,
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label=size_label,
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)
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size_label.hide()
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# self.info_label = info_label = Label(
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# view=view,
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# color=self._color,
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# # this is "static" label
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# # update_on_range_change=False,
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# fmt_str='\n'.join((
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# # '{entry_size}x ',
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# '{percent_pnl} % PnL',
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# # '{percent_of_port}% of port',
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# '${base_unit_value}',
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# )),
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# fields={
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# # 'entry_size': 0,
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# 'percent_pnl': 0,
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# 'percent_of_port': 2,
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# 'base_unit_value': '1k',
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# },
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# )
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# info_label.scene_anchor = lambda: self.size_label.txt.pos()
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# + QPointF(0, self.size_label.h)
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# info_label.render()
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# info_label.hide()
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def level(self) -> float:
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if self.line:
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return self.line.value()
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else:
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return 0
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def show(self) -> None:
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self.pp_label.show()
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self.size_label.show()
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# self.info_label.show()
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if self.line:
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self.line.show()
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def hide(self) -> None:
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# self.pp_label.hide()
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self.size_label.hide()
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# self.info_label.hide()
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# if self.line:
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# self.line.hide()
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def level_marker(
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self,
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size: float,
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) -> QGraphicsPathItem:
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if self._level_marker:
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self._level_marker.delete()
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# arrow marker
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# scale marker size with dpi-aware font size
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font_size = _font.font.pixelSize()
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# scale marker size with dpi-aware font size
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arrow_size = floor(1.375 * font_size)
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if size > 0:
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style = '|<'
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direction = 'up'
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elif size < 0:
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style = '>|'
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direction = 'down'
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arrow = LevelMarker(
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chart=self.chart,
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style=style,
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get_level=self.level,
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size=arrow_size,
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)
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# _, marker_right, _ = marker_right_points(self.chart)
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# arrow.scene_x = marker_right
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# monkey-cache height for sizing on pp nav-hub
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# arrow._height = path_br.height()
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# arrow._width = path_br.width()
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arrow._direction = direction
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self.chart.getViewBox().scene().addItem(arrow)
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arrow.show()
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# arrow.label = self.pp_label
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# inside ``LevelLine.pain()`` this is updates...
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# we need a better way to have the label updated as frequenty
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# as every paint call? Maybe use a better slot then the range
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# change?
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# self._level_marker.label = self.pp_label
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return arrow
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def position_line(
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self,
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size: float,
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level: float,
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orient_v: str = 'bottom',
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) -> LevelLine:
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'''Convenience routine to add a line graphic representing an order
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execution submitted to the EMS via the chart's "order mode".
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'''
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self.line = line = level_line(
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self.chart,
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level,
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color=self._color,
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add_label=False,
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hl_on_hover=False,
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movable=False,
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hide_xhair_on_hover=False,
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use_marker_margin=True,
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only_show_markers_on_hover=False,
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always_show_labels=True,
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)
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if size > 0:
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style = '|<'
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elif size < 0:
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style = '>|'
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self._level_marker.style = style
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# last_direction = self._level_marker._direction
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# if (
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# size < 0 and last_direction == 'up'
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# ):
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# self._level_marker = self.level_marker(size)
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marker = self._level_marker
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# add path to scene
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# line.getViewBox().scene().addItem(marker)
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# set marker color to same as line
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marker.setPen(line.currentPen)
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marker.setBrush(fn.mkBrush(line.currentPen.color()))
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marker.level = level
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marker.update()
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marker.show()
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# hide position marker when out of view (for now)
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vb = line.getViewBox()
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vb.sigRangeChanged.connect(marker.position_in_view)
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line._labels.append(self.pp_label)
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# XXX: uses new marker drawing approach
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# line.add_marker(self._level_marker)
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line.set_level(level)
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# sanity check
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line.update_labels({'level': level})
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# vb.sigRangeChanged.connect(
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# partial(keep_marker_in_view, chartview=vb, line=line)
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# )
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return line
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# order line endpoint anchor
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def align_to_marker(self) -> QPointF:
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pp_line = self.line
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if pp_line:
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line_ep = pp_line.scene_endpoint()
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# print(line_ep)
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y_level_scene = line_ep.y()
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# pp_y = pp_label.txt.pos().y()
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# if y_level_scene > pp_y:
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# y_level_scene = pp_y
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# elif y_level_scene
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mkr_pos = self._level_marker.pos()
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left_of_mkr = QPointF(
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# line_ep.x() - self.size_label.w,
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mkr_pos.x() - self.size_label.w,
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mkr_pos.y(),
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# self._level_marker
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# max(0, y_level_scene),
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# min(
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# pp_label.txt.pos().y()
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# ),
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)
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return left_of_mkr
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# return QPointF(
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# marker_right_points(chart)[2] - pp_label.w ,
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# view.height() - pp_label.h,
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# # br.x() - pp_label.w,
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# # br.y(),
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# )
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else:
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# pp = _lines._pp_label.txt
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# scene_rect = pp.mapToScene(pp.boundingRect()).boundingRect()
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# br = scene_rect.bottomRight()
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return QPointF(0, 0)
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def update_line(
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self,
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price: float,
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size: float,
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) -> None:
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'''Update personal position level line.
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'''
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# do line update
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line = self.line
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if line is None and size:
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# create and show a pp line
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line = self.line = self.position_line(
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level=price,
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size=size,
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||||
)
|
||||
line.show()
|
||||
|
||||
elif line:
|
||||
|
||||
if size != 0.0:
|
||||
line.set_level(price)
|
||||
self._level_marker.lelvel = price
|
||||
self._level_marker.update()
|
||||
line.update_labels({'size': size})
|
||||
line.show()
|
||||
|
||||
else:
|
||||
# remove pp line from view
|
||||
line.delete()
|
||||
self.line = None
|
||||
|
||||
def update(
|
||||
self,
|
||||
|
||||
avg_price: float,
|
||||
size: float,
|
||||
|
||||
) -> None:
|
||||
'''Update graphics and data from average price and size.
|
||||
|
||||
'''
|
||||
self.update_line(avg_price, size)
|
||||
|
||||
self._level_marker.level = avg_price
|
||||
self._level_marker.update() # trigger paint
|
||||
|
||||
# info updates
|
||||
self.info['avg_price'] = avg_price
|
||||
self.info['size'] = size
|
||||
|
||||
# label updates
|
||||
self.size_label.fields['entry_size'] = size
|
||||
self.size_label.render()
|
||||
|
||||
# self.info_label.fields['size'] = size
|
||||
# self.info_label.render()
|
||||
|
|
@ -28,29 +28,18 @@ from pydantic import BaseModel
|
|||
import tractor
|
||||
import trio
|
||||
|
||||
from ._anchors import marker_right_points
|
||||
from ..clearing._client import open_ems, OrderBook
|
||||
from ..data._source import Symbol
|
||||
from ..log import get_logger
|
||||
from ._editors import LineEditor, ArrowEditor
|
||||
from ._label import Label
|
||||
from ._lines import LevelLine, position_line
|
||||
from ._lines import LevelLine
|
||||
from ._position import PositionInfo
|
||||
from ._window import MultiStatus, main_window
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
class Position(BaseModel):
|
||||
'''Basic pp representation with attached fills history.
|
||||
|
||||
'''
|
||||
symbol: Symbol
|
||||
size: float
|
||||
avg_price: float # TODO: contextual pricing
|
||||
fills: Dict[str, Any] = {}
|
||||
|
||||
|
||||
class OrderDialog(BaseModel):
|
||||
'''Trade dialogue meta-data describing the lifetime
|
||||
of an order submission to ``emsd`` from a chart.
|
||||
|
|
@ -94,7 +83,7 @@ class OrderMode:
|
|||
status_bar: MultiStatus
|
||||
|
||||
# pp status info
|
||||
label: Label
|
||||
# label: Label
|
||||
|
||||
name: str = 'order'
|
||||
|
||||
|
|
@ -107,41 +96,41 @@ class OrderMode:
|
|||
_exec_mode: str = 'dark'
|
||||
_size: float = 100.0
|
||||
_position: Dict[str, Any] = field(default_factory=dict)
|
||||
_position_line: dict = None
|
||||
# _position_line: dict = None
|
||||
|
||||
dialogs: dict[str, OrderDialog] = field(default_factory=dict)
|
||||
|
||||
def on_position_update(
|
||||
self,
|
||||
# def on_position_update(
|
||||
# self,
|
||||
|
||||
size: float,
|
||||
price: float,
|
||||
# size: float,
|
||||
# price: float,
|
||||
|
||||
) -> None:
|
||||
# ) -> None:
|
||||
|
||||
line = self._position_line
|
||||
# line = self._position_line
|
||||
|
||||
if line is None and size:
|
||||
# if line is None and size:
|
||||
|
||||
# create and show a pp line
|
||||
line = self._position_line = position_line(
|
||||
self.chart,
|
||||
level=price,
|
||||
size=size,
|
||||
)
|
||||
line.show()
|
||||
# # create and show a pp line
|
||||
# line = self._position_line = position_line(
|
||||
# self.chart,
|
||||
# level=price,
|
||||
# size=size,
|
||||
# )
|
||||
# line.show()
|
||||
|
||||
elif line:
|
||||
# elif line:
|
||||
|
||||
if size != 0.0:
|
||||
line.set_level(price)
|
||||
line.update_labels({'size': size})
|
||||
line.show()
|
||||
# if size != 0.0:
|
||||
# line.set_level(price)
|
||||
# line.update_labels({'size': size})
|
||||
# line.show()
|
||||
|
||||
else:
|
||||
# remove pp line from view
|
||||
line.delete()
|
||||
self._position_line = None
|
||||
# else:
|
||||
# # remove pp line from view
|
||||
# line.delete()
|
||||
# self._position_line = None
|
||||
|
||||
def uuid(self) -> str:
|
||||
return str(uuid.uuid4())
|
||||
|
|
@ -394,35 +383,6 @@ class OrderMode:
|
|||
)
|
||||
|
||||
|
||||
class PositionInfo:
|
||||
|
||||
line: LevelLine
|
||||
pp_label: Label
|
||||
size_label: Label
|
||||
info_label: Label
|
||||
info: dict
|
||||
|
||||
def update(
|
||||
self,
|
||||
avg_price,
|
||||
size,
|
||||
|
||||
) -> None:
|
||||
|
||||
self.info['avg_price'] = avg_price
|
||||
self.size_label.fields['size'] = size
|
||||
self.info_label.fields['size'] = size
|
||||
|
||||
|
||||
def position_info(
|
||||
|
||||
price: float,
|
||||
size: float
|
||||
|
||||
) -> PositionInfo:
|
||||
pass
|
||||
|
||||
|
||||
async def run_order_mode(
|
||||
|
||||
chart: 'ChartPlotWidget', # noqa
|
||||
|
|
@ -463,47 +423,7 @@ async def run_order_mode(
|
|||
|
||||
log.info("Opening order mode")
|
||||
|
||||
pp_label = Label(
|
||||
view=view,
|
||||
color='default_light',
|
||||
|
||||
# this is "static" label
|
||||
# update_on_range_change=False,
|
||||
|
||||
fmt_str='\n'.join((
|
||||
'{entry_size} @ {percent_pnl}% PnL',
|
||||
'{percent_of_port}% of port = ${base_unit_value}',
|
||||
)),
|
||||
|
||||
fields={
|
||||
'entry_size': 0,
|
||||
'percent_pnl': 0,
|
||||
'percent_of_port': 2,
|
||||
'base_unit_value': '1k',
|
||||
},
|
||||
)
|
||||
pp_label.render()
|
||||
|
||||
from PyQt5.QtCore import QPointF
|
||||
from . import _lines
|
||||
|
||||
# order line endpoint anchor
|
||||
def align_to_pp_label() -> QPointF:
|
||||
# pp = _lines._pp_label.txt
|
||||
# scene_rect = pp.mapToScene(pp.boundingRect()).boundingRect()
|
||||
# br = scene_rect.bottomRight()
|
||||
|
||||
return QPointF(
|
||||
|
||||
marker_right_points(chart)[2] - pp_label.w ,
|
||||
view.height() - pp_label.h,
|
||||
# br.x() - pp_label.w,
|
||||
# br.y(),
|
||||
)
|
||||
|
||||
# TODO: position on botto if l1/book is on top side
|
||||
pp_label.scene_anchor = align_to_pp_label
|
||||
pp_label.hide()
|
||||
pp = PositionInfo(chart)
|
||||
|
||||
mode = OrderMode(
|
||||
chart,
|
||||
|
|
@ -511,8 +431,8 @@ async def run_order_mode(
|
|||
lines,
|
||||
arrows,
|
||||
status_bar,
|
||||
label=pp_label,
|
||||
)
|
||||
mode.pp = pp
|
||||
|
||||
view.mode = mode
|
||||
|
||||
|
|
@ -534,12 +454,16 @@ async def run_order_mode(
|
|||
our_sym = mode.chart._lc._symbol.key
|
||||
if sym.lower() in our_sym:
|
||||
|
||||
mode._position.update(msg)
|
||||
size = msg['size']
|
||||
price = msg['avg_price']
|
||||
mode.on_position_update(size, price)
|
||||
pp_label.fields['entry_size'] = size
|
||||
pp_label.render()
|
||||
pp.update(
|
||||
avg_price=msg['avg_price'],
|
||||
size=msg['size'],
|
||||
)
|
||||
|
||||
# mode._position.update(msg)
|
||||
# size = msg['size']
|
||||
# price = msg['avg_price']
|
||||
# pp_label.fields['entry_size'] = size
|
||||
# pp_label.render()
|
||||
|
||||
def get_index(time: float):
|
||||
|
||||
|
|
@ -580,12 +504,17 @@ async def run_order_mode(
|
|||
sym = mode.chart._lc._symbol
|
||||
if msg['symbol'].lower() in sym.key:
|
||||
|
||||
mode._position.update(msg)
|
||||
size = msg['size']
|
||||
price = msg['avg_price']
|
||||
mode.on_position_update(size, price)
|
||||
pp_label.fields['entry_size'] = size
|
||||
pp_label.render()
|
||||
pp.update(
|
||||
avg_price=msg['avg_price'],
|
||||
size=msg['size'],
|
||||
)
|
||||
|
||||
# mode._position.update(msg)
|
||||
# size = msg['size']
|
||||
# price = msg['avg_price']
|
||||
# pp.update(size, price)
|
||||
# pp_label.fields['entry_size'] = size
|
||||
# pp_label.render()
|
||||
|
||||
# short circuit to next msg to avoid
|
||||
# uncessary msg content lookups
|
||||
|
|
|
|||
Loading…
Reference in New Issue