Port charting to new shm primary indexing
Tyler Goodlet
parent
be18c75428
commit
e34fe6c594
|
|
@ -17,7 +17,7 @@
|
|||
"""
|
||||
High level Qt chart widgets.
|
||||
"""
|
||||
from typing import Tuple, Dict, Any, Optional
|
||||
from typing import Tuple, Dict, Any, Optional, Callable
|
||||
from functools import partial
|
||||
|
||||
from PyQt5 import QtCore, QtGui
|
||||
|
|
@ -105,6 +105,7 @@ class ChartSpace(QtGui.QWidget):
|
|||
self.tf_layout.setContentsMargins(0, 12, 0, 0)
|
||||
time_frames = ('1M', '5M', '15M', '30M', '1H', '1D', '1W', 'MN')
|
||||
btn_prefix = 'TF'
|
||||
|
||||
for tf in time_frames:
|
||||
btn_name = ''.join([btn_prefix, tf])
|
||||
btn = QtGui.QPushButton(tf)
|
||||
|
|
@ -112,6 +113,7 @@ class ChartSpace(QtGui.QWidget):
|
|||
btn.setEnabled(False)
|
||||
setattr(self, btn_name, btn)
|
||||
self.tf_layout.addWidget(btn)
|
||||
|
||||
self.toolbar_layout.addLayout(self.tf_layout)
|
||||
|
||||
# XXX: strat loader/saver that we don't need yet.
|
||||
|
|
@ -126,6 +128,8 @@ class ChartSpace(QtGui.QWidget):
|
|||
ohlc: bool = True,
|
||||
) -> None:
|
||||
"""Load a new contract into the charting app.
|
||||
|
||||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||
"""
|
||||
# XXX: let's see if this causes mem problems
|
||||
self.window.setWindowTitle(f'piker chart {symbol}')
|
||||
|
|
@ -148,7 +152,8 @@ class ChartSpace(QtGui.QWidget):
|
|||
if not self.v_layout.isEmpty():
|
||||
self.v_layout.removeWidget(linkedcharts)
|
||||
|
||||
main_chart = linkedcharts.plot_main(s, data, ohlc=ohlc)
|
||||
main_chart = linkedcharts.plot_ohlc_main(s, data)
|
||||
|
||||
self.v_layout.addWidget(linkedcharts)
|
||||
|
||||
return linkedcharts, main_chart
|
||||
|
|
@ -176,7 +181,6 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
def __init__(self):
|
||||
super().__init__()
|
||||
self.signals_visible: bool = False
|
||||
self._array: np.ndarray = None # main data source
|
||||
self._ch: CrossHair = None # crosshair graphics
|
||||
self.chart: ChartPlotWidget = None # main (ohlc) chart
|
||||
self.subplots: Dict[Tuple[str, ...], ChartPlotWidget] = {}
|
||||
|
|
@ -212,20 +216,18 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
sizes.extend([min_h_ind] * len(self.subplots))
|
||||
self.splitter.setSizes(sizes) # , int(self.height()*0.2)
|
||||
|
||||
def plot_main(
|
||||
def plot_ohlc_main(
|
||||
self,
|
||||
symbol: Symbol,
|
||||
array: np.ndarray,
|
||||
ohlc: bool = True,
|
||||
style: str = 'bar',
|
||||
) -> 'ChartPlotWidget':
|
||||
"""Start up and show main (price) chart and all linked subcharts.
|
||||
|
||||
The data input struct array must include OHLC fields.
|
||||
"""
|
||||
self.digits = symbol.digits()
|
||||
|
||||
# TODO: this should eventually be a view onto shared mem or some
|
||||
# higher level type / API
|
||||
self._array = array
|
||||
|
||||
# add crosshairs
|
||||
self._ch = CrossHair(
|
||||
linkedsplitcharts=self,
|
||||
|
|
@ -235,11 +237,13 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
name=symbol.key,
|
||||
array=array,
|
||||
xaxis=self.xaxis,
|
||||
ohlc=ohlc,
|
||||
style=style,
|
||||
_is_main=True,
|
||||
)
|
||||
# add crosshair graphic
|
||||
self.chart.addItem(self._ch)
|
||||
|
||||
# axis placement
|
||||
if _xaxis_at == 'bottom':
|
||||
self.chart.hideAxis('bottom')
|
||||
|
||||
|
|
@ -253,7 +257,7 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
name: str,
|
||||
array: np.ndarray,
|
||||
xaxis: DynamicDateAxis = None,
|
||||
ohlc: bool = False,
|
||||
style: str = 'line',
|
||||
_is_main: bool = False,
|
||||
**cpw_kwargs,
|
||||
) -> 'ChartPlotWidget':
|
||||
|
|
@ -263,7 +267,7 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
"""
|
||||
if self.chart is None and not _is_main:
|
||||
raise RuntimeError(
|
||||
"A main plot must be created first with `.plot_main()`")
|
||||
"A main plot must be created first with `.plot_ohlc_main()`")
|
||||
|
||||
# source of our custom interactions
|
||||
cv = ChartView()
|
||||
|
|
@ -277,6 +281,11 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
)
|
||||
|
||||
cpw = ChartPlotWidget(
|
||||
|
||||
# this name will be used to register the primary
|
||||
# graphics curve managed by the subchart
|
||||
name=name,
|
||||
|
||||
array=array,
|
||||
parent=self.splitter,
|
||||
axisItems={
|
||||
|
|
@ -287,11 +296,12 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
cursor=self._ch,
|
||||
**cpw_kwargs,
|
||||
)
|
||||
|
||||
# give viewbox a reference to primary chart
|
||||
# allowing for kb controls and interactions
|
||||
# (see our custom view in `._interactions.py`)
|
||||
cv.chart = cpw
|
||||
|
||||
# this name will be used to register the primary
|
||||
# graphics curve managed by the subchart
|
||||
cpw.name = name
|
||||
cpw.plotItem.vb.linked_charts = self
|
||||
cpw.setFrameStyle(QtGui.QFrame.StyledPanel) # | QtGui.QFrame.Plain)
|
||||
cpw.hideButtons()
|
||||
|
|
@ -305,11 +315,15 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
self._ch.add_plot(cpw)
|
||||
|
||||
# draw curve graphics
|
||||
if ohlc:
|
||||
if style == 'bar':
|
||||
cpw.draw_ohlc(name, array)
|
||||
else:
|
||||
|
||||
elif style == 'line':
|
||||
cpw.draw_curve(name, array)
|
||||
|
||||
else:
|
||||
raise ValueError(f"Chart style {style} is currently unsupported")
|
||||
|
||||
if not _is_main:
|
||||
# track by name
|
||||
self.subplots[name] = cpw
|
||||
|
|
@ -319,6 +333,8 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
|
||||
# XXX: we need this right?
|
||||
# self.splitter.addWidget(cpw)
|
||||
else:
|
||||
assert style == 'bar', 'main chart must be OHLC'
|
||||
|
||||
return cpw
|
||||
|
||||
|
|
@ -344,6 +360,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
def __init__(
|
||||
self,
|
||||
# the data view we generate graphics from
|
||||
name: str,
|
||||
array: np.ndarray,
|
||||
static_yrange: Optional[Tuple[float, float]] = None,
|
||||
cursor: Optional[CrossHair] = None,
|
||||
|
|
@ -356,17 +373,26 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# parent=None,
|
||||
# plotItem=None,
|
||||
# antialias=True,
|
||||
useOpenGL=True,
|
||||
**kwargs
|
||||
)
|
||||
|
||||
self.name = name
|
||||
|
||||
# self.setViewportMargins(0, 0, 0, 0)
|
||||
self._array = array # readonly view of data
|
||||
self._ohlc = array # readonly view of ohlc data
|
||||
self.default_view()
|
||||
|
||||
self._arrays = {} # readonly view of overlays
|
||||
self._graphics = {} # registry of underlying graphics
|
||||
self._overlays = {} # registry of overlay curves
|
||||
self._overlays = set() # registry of overlay curve names
|
||||
|
||||
self._labels = {} # registry of underlying graphics
|
||||
self._ysticks = {} # registry of underlying graphics
|
||||
|
||||
self._vb = self.plotItem.vb
|
||||
self._static_yrange = static_yrange # for "known y-range style"
|
||||
|
||||
self._view_mode: str = 'follow'
|
||||
self._cursor = cursor # placehold for mouse
|
||||
|
||||
|
|
@ -377,6 +403,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# show background grid
|
||||
self.showGrid(x=True, y=True, alpha=0.5)
|
||||
|
||||
# TODO: stick in config
|
||||
# use cross-hair for cursor?
|
||||
# self.setCursor(QtCore.Qt.CrossCursor)
|
||||
|
||||
|
|
@ -391,22 +418,25 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
self._vb.sigResized.connect(self._set_yrange)
|
||||
|
||||
def last_bar_in_view(self) -> bool:
|
||||
self._array[-1]['index']
|
||||
self._ohlc[-1]['index']
|
||||
|
||||
def update_contents_labels(
|
||||
self,
|
||||
index: int,
|
||||
# array_name: str,
|
||||
) -> None:
|
||||
if index >= 0 and index < len(self._array):
|
||||
if index >= 0 and index < self._ohlc[-1]['index']:
|
||||
for name, (label, update) in self._labels.items():
|
||||
|
||||
if name is self.name :
|
||||
array = self._array
|
||||
if name is self.name:
|
||||
array = self._ohlc
|
||||
else:
|
||||
array = self._arrays[name]
|
||||
|
||||
update(index, array)
|
||||
try:
|
||||
update(index, array)
|
||||
except IndexError:
|
||||
log.exception(f"Failed to update label: {name}")
|
||||
|
||||
def _set_xlimits(
|
||||
self,
|
||||
|
|
@ -430,8 +460,11 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
"""Return a range tuple for the bars present in view.
|
||||
"""
|
||||
l, r = self.view_range()
|
||||
lbar = max(l, 0)
|
||||
rbar = min(r, len(self._array))
|
||||
a = self._ohlc
|
||||
lbar = max(l, a[0]['index'])
|
||||
rbar = min(r, a[-1]['index'])
|
||||
# lbar = max(l, 0)
|
||||
# rbar = min(r, len(self._ohlc))
|
||||
return l, lbar, rbar, r
|
||||
|
||||
def default_view(
|
||||
|
|
@ -441,7 +474,8 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
"""Set the view box to the "default" startup view of the scene.
|
||||
|
||||
"""
|
||||
xlast = self._array[index]['index']
|
||||
xlast = self._ohlc[index]['index']
|
||||
print(xlast)
|
||||
begin = xlast - _bars_to_left_in_follow_mode
|
||||
end = xlast + _bars_from_right_in_follow_mode
|
||||
|
||||
|
|
@ -462,7 +496,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
self._vb.setXRange(
|
||||
min=l + 1,
|
||||
max=r + 1,
|
||||
# holy shit, wtf dude... why tf would this not be 0 by
|
||||
# TODO: holy shit, wtf dude... why tf would this not be 0 by
|
||||
# default... speechless.
|
||||
padding=0,
|
||||
)
|
||||
|
|
@ -477,6 +511,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
"""Draw OHLC datums to chart.
|
||||
"""
|
||||
graphics = style(self.plotItem)
|
||||
|
||||
# adds all bar/candle graphics objects for each data point in
|
||||
# the np array buffer to be drawn on next render cycle
|
||||
self.addItem(graphics)
|
||||
|
|
@ -486,10 +521,12 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
|
||||
self._graphics[name] = graphics
|
||||
|
||||
label = ContentsLabel(chart=self, anchor_at=('top', 'left'))
|
||||
self._labels[name] = (label, partial(label.update_from_ohlc, name))
|
||||
label.show()
|
||||
self.update_contents_labels(len(data) - 1) #, name)
|
||||
self.add_contents_label(
|
||||
name,
|
||||
anchor_at=('top', 'left'),
|
||||
update_func=ContentsLabel.update_from_ohlc,
|
||||
)
|
||||
self.update_contents_labels(len(data) - 1)
|
||||
|
||||
self._add_sticky(name)
|
||||
|
||||
|
|
@ -500,49 +537,74 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
name: str,
|
||||
data: np.ndarray,
|
||||
overlay: bool = False,
|
||||
color: str = 'default_light',
|
||||
add_label: bool = True,
|
||||
**pdi_kwargs,
|
||||
) -> pg.PlotDataItem:
|
||||
# draw the indicator as a plain curve
|
||||
"""Draw a "curve" (line plot graphics) for the provided data in
|
||||
the input array ``data``.
|
||||
|
||||
"""
|
||||
_pdi_defaults = {
|
||||
'pen': pg.mkPen(hcolor('default_light')),
|
||||
'pen': pg.mkPen(hcolor(color)),
|
||||
}
|
||||
pdi_kwargs.update(_pdi_defaults)
|
||||
|
||||
curve = pg.PlotDataItem(
|
||||
data[name],
|
||||
y=data[name],
|
||||
x=data['index'],
|
||||
# antialias=True,
|
||||
name=name,
|
||||
|
||||
# TODO: see how this handles with custom ohlcv bars graphics
|
||||
# and/or if we can implement something similar for OHLC graphics
|
||||
clipToView=True,
|
||||
|
||||
**pdi_kwargs,
|
||||
)
|
||||
self.addItem(curve)
|
||||
|
||||
# register overlay curve with name
|
||||
# register curve graphics and backing array for name
|
||||
self._graphics[name] = curve
|
||||
self._arrays[name] = data
|
||||
|
||||
if overlay:
|
||||
anchor_at = ('bottom', 'right')
|
||||
self._overlays[name] = curve
|
||||
self._arrays[name] = data
|
||||
anchor_at = ('bottom', 'left')
|
||||
self._overlays.add(name)
|
||||
|
||||
else:
|
||||
anchor_at = ('top', 'right')
|
||||
anchor_at = ('top', 'left')
|
||||
|
||||
# TODO: something instead of stickies for overlays
|
||||
# (we need something that avoids clutter on x-axis).
|
||||
self._add_sticky(name, bg_color='default_light')
|
||||
|
||||
label = ContentsLabel(chart=self, anchor_at=anchor_at)
|
||||
self._labels[name] = (label, partial(label.update_from_value, name))
|
||||
label.show()
|
||||
self.update_contents_labels(len(data) - 1) #, name)
|
||||
if add_label:
|
||||
self.add_contents_label(name, anchor_at=anchor_at)
|
||||
self.update_contents_labels(len(data) - 1)
|
||||
|
||||
if self._cursor:
|
||||
self._cursor.add_curve_cursor(self, 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(
|
||||
self,
|
||||
name: str,
|
||||
|
|
@ -569,7 +631,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
"""Update the named internal graphics from ``array``.
|
||||
|
||||
"""
|
||||
self._array = array
|
||||
self._ohlc = array
|
||||
graphics = self._graphics[name]
|
||||
graphics.update_from_array(array, **kwargs)
|
||||
return graphics
|
||||
|
|
@ -584,14 +646,18 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
|
||||
"""
|
||||
if name not in self._overlays:
|
||||
self._array = array
|
||||
self._ohlc = array
|
||||
else:
|
||||
self._arrays[name] = array
|
||||
|
||||
curve = self._graphics[name]
|
||||
|
||||
# TODO: we should instead implement a diff based
|
||||
# "only update with new items" on the pg.PlotDataItem
|
||||
curve.setData(array[name], **kwargs)
|
||||
# "only update with new items" on the pg.PlotCurveItem
|
||||
# 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
|
||||
|
||||
def _set_yrange(
|
||||
|
|
@ -625,8 +691,9 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
|
||||
# TODO: logic to check if end of bars in view
|
||||
extra = view_len - _min_points_to_show
|
||||
begin = 0 - extra
|
||||
end = len(self._array) - 1 + extra
|
||||
begin = self._ohlc[0]['index'] - 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.
|
||||
# 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"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
|
||||
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):
|
||||
# likely no data loaded yet or extreme scrolling?
|
||||
log.error(f"WTF bars_range = {lbar}:{rbar}")
|
||||
|
|
@ -731,10 +803,6 @@ async def _async_main(
|
|||
|
||||
# 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
|
||||
brokermod = brokers.get_brokermod(brokername)
|
||||
|
||||
|
|
@ -747,30 +815,28 @@ async def _async_main(
|
|||
ohlcv = feed.shm
|
||||
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
|
||||
# await tractor.breakpoint()
|
||||
linked_charts, chart = chart_app.load_symbol(sym, bars)
|
||||
|
||||
# plot historical vwap if available
|
||||
vwap_in_history = False
|
||||
if 'vwap' in bars.dtype.fields:
|
||||
vwap_in_history = True
|
||||
chart.draw_curve(
|
||||
name='vwap',
|
||||
data=bars,
|
||||
overlay=True,
|
||||
)
|
||||
wap_in_history = False
|
||||
|
||||
if brokermod._show_wap_in_history:
|
||||
|
||||
if 'bar_wap' in bars.dtype.fields:
|
||||
wap_in_history = True
|
||||
chart.draw_curve(
|
||||
name='bar_wap',
|
||||
data=bars,
|
||||
add_label=False,
|
||||
)
|
||||
|
||||
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
|
||||
fsp_conf = {
|
||||
'vwap': {
|
||||
|
|
@ -799,19 +865,13 @@ async def _async_main(
|
|||
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
|
||||
n.start_soon(
|
||||
chart_from_quotes,
|
||||
chart,
|
||||
feed.stream,
|
||||
ohlcv,
|
||||
vwap_in_history,
|
||||
wap_in_history,
|
||||
)
|
||||
|
||||
# wait for a first quote before we start any update tasks
|
||||
|
|
@ -834,7 +894,7 @@ async def chart_from_quotes(
|
|||
chart: ChartPlotWidget,
|
||||
stream,
|
||||
ohlcv: np.ndarray,
|
||||
vwap_in_history: bool = False,
|
||||
wap_in_history: bool = False,
|
||||
) -> None:
|
||||
"""The 'main' (price) chart real-time update loop.
|
||||
|
||||
|
|
@ -847,29 +907,40 @@ async def chart_from_quotes(
|
|||
# - update last open price correctly instead
|
||||
# of copying it from last bar's close
|
||||
# - 5 sec bar lookback-autocorrection like tws does?
|
||||
|
||||
# update last price sticky
|
||||
last_price_sticky = chart._ysticks[chart.name]
|
||||
last_price_sticky.update_from_data(
|
||||
*ohlcv.array[-1][['index', 'close']]
|
||||
)
|
||||
|
||||
def maxmin():
|
||||
# TODO: implement this
|
||||
# https://arxiv.org/abs/cs/0610046
|
||||
# https://github.com/lemire/pythonmaxmin
|
||||
|
||||
array = chart._array
|
||||
array = chart._ohlc
|
||||
ifirst = array[0]['index']
|
||||
|
||||
last_bars_range = chart.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'])
|
||||
|
||||
# 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
|
||||
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
|
||||
|
||||
return last_bars_range, mx, mn
|
||||
|
||||
last_bars_range, last_mx, last_mn = maxmin()
|
||||
|
||||
chart.default_view()
|
||||
|
||||
last_bars_range, last_mx, last_mn = maxmin()
|
||||
|
||||
last, volume = ohlcv.array[-1][['close', 'volume']]
|
||||
|
||||
l1 = L1Labels(
|
||||
|
|
@ -889,7 +960,6 @@ async def chart_from_quotes(
|
|||
|
||||
async for quotes in stream:
|
||||
for sym, quote in quotes.items():
|
||||
# print(f'CHART: {quote}')
|
||||
|
||||
for tick in quote.get('ticks', ()):
|
||||
|
||||
|
|
@ -898,7 +968,14 @@ async def chart_from_quotes(
|
|||
price = tick.get('price')
|
||||
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
|
||||
|
||||
# update price sticky(s)
|
||||
|
|
@ -907,25 +984,16 @@ async def chart_from_quotes(
|
|||
*last[['index', 'close']]
|
||||
)
|
||||
|
||||
# plot bars
|
||||
# update price bar
|
||||
chart.update_ohlc_from_array(
|
||||
chart.name,
|
||||
array,
|
||||
)
|
||||
|
||||
# chart.update_curve_from_array(
|
||||
# chart.name,
|
||||
# TODO: when we start using line charts
|
||||
# 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()
|
||||
if wap_in_history:
|
||||
# update vwap overlay line
|
||||
chart.update_curve_from_array('bar_wap', ohlcv.array)
|
||||
|
||||
# XXX: prettty sure this is correct?
|
||||
# if ticktype in ('trade', 'last'):
|
||||
|
|
@ -1021,12 +1089,14 @@ async def spawn_fsps(
|
|||
|
||||
# spawn closure, can probably define elsewhere
|
||||
async def spawn_fsp_daemon(
|
||||
fsp_name,
|
||||
conf,
|
||||
fsp_name: str,
|
||||
display_name: str,
|
||||
conf: dict,
|
||||
):
|
||||
"""Start an fsp subactor async.
|
||||
|
||||
"""
|
||||
print(f'FSP NAME: {fsp_name}')
|
||||
portal = await n.run_in_actor(
|
||||
|
||||
# name as title of sub-chart
|
||||
|
|
@ -1057,6 +1127,7 @@ async def spawn_fsps(
|
|||
ln.start_soon(
|
||||
spawn_fsp_daemon,
|
||||
fsp_func_name,
|
||||
display_name,
|
||||
conf,
|
||||
)
|
||||
|
||||
|
|
@ -1081,6 +1152,8 @@ async def update_signals(
|
|||
) -> None:
|
||||
"""FSP stream chart update loop.
|
||||
|
||||
This is called once for each entry in the fsp
|
||||
config map.
|
||||
"""
|
||||
shm = conf['shm']
|
||||
|
||||
|
|
@ -1094,6 +1167,7 @@ async def update_signals(
|
|||
last_val_sticky = None
|
||||
|
||||
else:
|
||||
|
||||
chart = linked_charts.add_plot(
|
||||
name=fsp_func_name,
|
||||
array=shm.array,
|
||||
|
|
@ -1112,6 +1186,7 @@ async def update_signals(
|
|||
# fsp_func_name
|
||||
)
|
||||
|
||||
# read last value
|
||||
array = shm.array
|
||||
value = array[fsp_func_name][-1]
|
||||
|
||||
|
|
@ -1119,7 +1194,8 @@ async def update_signals(
|
|||
last_val_sticky.update_from_data(-1, value)
|
||||
|
||||
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
|
||||
# get brush filled polygons for OS/OB conditions.
|
||||
|
|
@ -1132,23 +1208,28 @@ async def update_signals(
|
|||
# graphics.curve.setFillLevel(50)
|
||||
|
||||
# add moveable over-[sold/bought] lines
|
||||
level_line(chart, 30)
|
||||
level_line(chart, 70, orient_v='top')
|
||||
# and labels only for the 70/30 lines
|
||||
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()
|
||||
|
||||
stream = conf['stream']
|
||||
|
||||
# update chart graphics
|
||||
async for value in stream:
|
||||
# p = pg.debug.Profiler(disabled=False, delayed=False)
|
||||
|
||||
# read last
|
||||
array = shm.array
|
||||
value = array[-1][fsp_func_name]
|
||||
|
||||
if last_val_sticky:
|
||||
last_val_sticky.update_from_data(-1, value)
|
||||
|
||||
# update graphics
|
||||
chart.update_curve_from_array(fsp_func_name, array)
|
||||
# p('rendered rsi datum')
|
||||
|
||||
|
||||
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
|
||||
# price_chart._set_yrange()
|
||||
|
||||
for name, curve in price_chart._overlays.items():
|
||||
for name in price_chart._overlays:
|
||||
|
||||
price_chart.update_curve_from_array(
|
||||
name,
|
||||
|
|
@ -1207,15 +1288,16 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
|
|||
)
|
||||
|
||||
# # 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
|
||||
# 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():
|
||||
chart.update_curve_from_array(chart.name, chart._shm.array)
|
||||
# chart._set_yrange()
|
||||
|
||||
# shift the view if in follow mode
|
||||
price_chart.increment_view()
|
||||
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue