Re-factor pnl display logic into settings pane

fsp_feeds
Tyler Goodlet 2021-09-11 18:41:49 -04:00
parent 21e6bee39b
commit ef6594cfc4
2 changed files with 117 additions and 119 deletions

View File

@ -21,7 +21,7 @@ Position info and display
from __future__ import annotations from __future__ import annotations
from dataclasses import dataclass from dataclasses import dataclass
from functools import partial from functools import partial
from math import floor from math import floor, copysign
from typing import Optional from typing import Optional
@ -32,8 +32,10 @@ from ._anchors import (
pp_tight_and_right, # wanna keep it straight in the long run pp_tight_and_right, # wanna keep it straight in the long run
gpath_pin, gpath_pin,
) )
from ..calc import humanize from ..calc import humanize, pnl
from ..clearing._allocate import Allocator, Position from ..clearing._allocate import Allocator, Position
from ..data._normalize import iterticks
from ..data.feed import Feed
from ._label import Label from ._label import Label
from ._lines import LevelLine, order_line from ._lines import LevelLine, order_line
from ._style import _font from ._style import _font
@ -41,6 +43,70 @@ from ._forms import FieldsForm, FillStatusBar, QLabel
from ..log import get_logger from ..log import get_logger
log = get_logger(__name__) log = get_logger(__name__)
_pnl_tasks: dict[str, bool] = {}
async def display_pnl(
feed: Feed,
order_mode: OrderMode, # noqa
) -> None:
'''Real-time display the current pp's PnL in the appropriate label.
``ValueError`` if this task is spawned where there is a net-zero pp.
'''
global _pnl_tasks
pp = order_mode.current_pp
live = pp.live_pp
key = live.symbol.key
if live.size < 0:
types = ('ask', 'last', 'last', 'utrade')
elif live.size > 0:
types = ('bid', 'last', 'last', 'utrade')
else:
raise RuntimeError('No pp?!?!')
# real-time update pnl on the status pane
try:
async with feed.stream.subscribe() as bstream:
# last_tick = time.time()
async for quotes in bstream:
# now = time.time()
# period = now - last_tick
for sym, quote in quotes.items():
for tick in iterticks(quote, types):
# print(f'{1/period} Hz')
size = order_mode.current_pp.live_pp.size
if size == 0:
# terminate this update task since we're
# no longer in a pp
order_mode.pane.pnl_label.format(pnl=0)
return
else:
# compute and display pnl status
order_mode.pane.pnl_label.format(
pnl=copysign(1, size) * pnl(
# live.avg_price,
order_mode.current_pp.live_pp.avg_price,
tick['price'],
),
)
# last_tick = time.time()
finally:
assert _pnl_tasks[key]
assert _pnl_tasks.pop(key)
@dataclass @dataclass
@ -116,7 +182,7 @@ class SettingsPane:
tracker.show() tracker.show()
tracker.hide_info() tracker.hide_info()
mode.display_pnl(tracker) self.display_pnl(tracker)
# load the new account's allocator # load the new account's allocator
alloc = tracker.alloc alloc = tracker.alloc
@ -201,6 +267,52 @@ class SettingsPane:
min(used, slots) min(used, slots)
) )
def display_pnl(
self,
tracker: PositionTracker,
) -> bool:
'''Display the PnL for the current symbol and personal positioning (pp).
If a position is open start a background task which will
real-time update the pnl label in the settings pane.
'''
mode = self.order_mode
sym = mode.chart.linked.symbol
size = tracker.live_pp.size
feed = mode.quote_feed
global _pnl_tasks
if (
size and
sym.key not in _pnl_tasks
):
_pnl_tasks[sym.key] = True
# immediately compute and display pnl status from last quote
self.pnl_label.format(
pnl=copysign(1, size) * pnl(
tracker.live_pp.avg_price,
# last historical close price
feed.shm.array[-1][['close']][0],
),
)
log.info(
f'Starting pnl display for {tracker.alloc.account_name()}')
self.order_mode.nursery.start_soon(
display_pnl,
feed,
mode,
)
return True
else:
# set 0% pnl
self.pnl_label.format(pnl=0)
return False
def position_line( def position_line(

View File

@ -21,7 +21,6 @@ Chart trading, the only way to scalp.
from contextlib import asynccontextmanager from contextlib import asynccontextmanager
from dataclasses import dataclass, field from dataclasses import dataclass, field
from functools import partial from functools import partial
from math import copysign
from pprint import pformat from pprint import pformat
import time import time
from typing import Optional, Dict, Callable, Any from typing import Optional, Dict, Callable, Any
@ -32,14 +31,12 @@ import tractor
import trio import trio
from .. import config from .. import config
from ..calc import pnl
from ..clearing._client import open_ems, OrderBook from ..clearing._client import open_ems, OrderBook
from ..clearing._allocate import ( from ..clearing._allocate import (
mk_allocator, mk_allocator,
Position, Position,
) )
from ..data._source import Symbol from ..data._source import Symbol
from ..data._normalize import iterticks
from ..data.feed import Feed from ..data.feed import Feed
from ..log import get_logger from ..log import get_logger
from ._editors import LineEditor, ArrowEditor from ._editors import LineEditor, ArrowEditor
@ -507,49 +504,6 @@ class OrderMode:
return ids return ids
def display_pnl(
self,
tracker: PositionTracker,
) -> bool:
'''Display the PnL for the current symbol and personal positioning (pp).
If a position is open start a background task which will
real-time update the pnl label in the settings pane.
'''
sym = self.chart.linked.symbol
size = tracker.live_pp.size
global _pnl_tasks
if (
size and
sym.key not in _pnl_tasks
):
_pnl_tasks[sym.key] = True
# immediately compute and display pnl status from last quote
self.pane.pnl_label.format(
pnl=copysign(1, size) * pnl(
tracker.live_pp.avg_price,
# last historical close price
self.quote_feed.shm.array[-1][['close']][0],
),
)
log.info(
f'Starting pnl display for {tracker.alloc.account_name()}')
self.nursery.start_soon(
display_pnl,
self.quote_feed,
self,
)
return True
else:
# set 0% pnl
self.pane.pnl_label.format(pnl=0)
return False
@asynccontextmanager @asynccontextmanager
async def open_order_mode( async def open_order_mode(
@ -740,8 +694,6 @@ async def open_order_mode(
# make fill bar and positioning snapshot # make fill bar and positioning snapshot
order_pane.on_ui_settings_change('limit', tracker.alloc.limit()) order_pane.on_ui_settings_change('limit', tracker.alloc.limit())
# order_pane.on_ui_settings_change('account', pp_account)
order_pane.update_status_ui(pp=tracker) order_pane.update_status_ui(pp=tracker)
# TODO: create a mode "manager" of sorts? # TODO: create a mode "manager" of sorts?
@ -749,8 +701,8 @@ async def open_order_mode(
# so that view handlers can access it # so that view handlers can access it
view.order_mode = mode view.order_mode = mode
mode.display_pnl(mode.current_pp)
order_pane.on_ui_settings_change('account', pp_account) order_pane.on_ui_settings_change('account', pp_account)
mode.pane.display_pnl(mode.current_pp)
# Begin order-response streaming # Begin order-response streaming
done() done()
@ -784,72 +736,6 @@ async def open_order_mode(
yield mode yield mode
_pnl_tasks: dict[str, bool] = {}
async def display_pnl(
feed: Feed,
order_mode: OrderMode,
) -> None:
'''Real-time display the current pp's PnL in the appropriate label.
Error if this task is spawned where there is a net-zero pp.
'''
global _pnl_tasks
pp = order_mode.current_pp
live = pp.live_pp
key = live.symbol.key
if live.size < 0:
types = ('ask', 'last', 'last', 'utrade')
elif live.size > 0:
types = ('bid', 'last', 'last', 'utrade')
else:
raise RuntimeError('No pp?!?!')
# real-time update pnl on the status pane
try:
async with feed.stream.subscribe() as bstream:
# last_tick = time.time()
async for quotes in bstream:
# now = time.time()
# period = now - last_tick
for sym, quote in quotes.items():
for tick in iterticks(quote, types):
# print(f'{1/period} Hz')
size = order_mode.current_pp.live_pp.size
if size == 0:
# terminate this update task since we're
# no longer in a pp
order_mode.pane.pnl_label.format(pnl=0)
return
else:
# compute and display pnl status
order_mode.pane.pnl_label.format(
pnl=copysign(1, size) * pnl(
# live.avg_price,
order_mode.current_pp.live_pp.avg_price,
tick['price'],
),
)
# last_tick = time.time()
finally:
assert _pnl_tasks[key]
assert _pnl_tasks.pop(key)
async def process_trades_and_update_ui( async def process_trades_and_update_ui(
n: trio.Nursery, n: trio.Nursery,
@ -884,7 +770,7 @@ async def process_trades_and_update_ui(
# update order pane widgets # update order pane widgets
mode.pane.update_status_ui(tracker) mode.pane.update_status_ui(tracker)
mode.display_pnl(tracker) mode.pane.display_pnl(tracker)
# short circuit to next msg to avoid # short circuit to next msg to avoid
# unnecessary msg content lookups # unnecessary msg content lookups
continue continue