Support arbitrary fields (with update) in labels
This turned into a larger endeavour then intended but now we're using our own label system on level lines to be able to display things nicely **pinned wherever we want in the UI**. Keep the old ``LevelLabel`` for now for the L1 graphics but we'll likely replace this as well since i'm pretty sure the new label type (which wraps `QGraphicsTextItem`) is more performant anyway.basic_orders
Tyler Goodlet
parent
cbf259f3f3
commit
f51e503e47
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@ -18,74 +18,93 @@
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Lines for orders, alerts, L2.
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"""
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from typing import Tuple, Dict, Any, Optional
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from typing import Tuple, Optional, List
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import pyqtgraph as pg
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from PyQt5 import QtCore, QtGui
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from PyQt5.QtCore import QPointF
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from .._label import Label, vbr_left, right_axis
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from .._style import (
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hcolor,
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_down_2_font_inches_we_like,
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# _font,
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# DpiAwareFont
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)
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from .._axes import YAxisLabel
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class LevelLabel(YAxisLabel):
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"""Y-axis oriented label that sticks to where it's placed despite
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chart resizing and supports displaying multiple fields.
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"""Y-axis (vertically) oriented, horizontal label that sticks to
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where it's placed despite chart resizing and supports displaying
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multiple fields.
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"""
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_w_margin = 4
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_h_margin = 3
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_x_margin = 0
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_y_margin = 0
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# adjustment "further away from" parent axis
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_x_offset = 0
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# adjustment "further away from" anchor point
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_x_offset = 9
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_y_offset = 0
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# fields to be displayed
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# class fields:
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level: float = 0.0
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digits: int = 2
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size: float = 2.0
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size_digits: int = int(2.0)
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# fields to be displayed in the label string
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_fields = {
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'level': 0,
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'level_digits': 2,
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}
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# default label template is just a y-level with so much precision
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_fmt_str = '{level:,.{level_digits}f}'
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def __init__(
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self,
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chart,
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*args,
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parent,
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color: str = 'bracket',
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orient_v: str = 'bottom',
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orient_h: str = 'left',
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**kwargs
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opacity: float = 0,
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# makes order line labels offset from their parent axis
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# such that they don't collide with the L1/L2 lines/prices
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# that are displayed on the axis
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adjust_to_l1: bool = False,
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**axis_label_kwargs,
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) -> None:
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super().__init__(
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chart,
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*args,
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parent=parent,
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use_arrow=False,
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**kwargs
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opacity=opacity,
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**axis_label_kwargs
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)
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# TODO: this is kinda cludgy
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self._hcolor = None
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self.color = color
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self._hcolor: pg.Pen = None
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self.color: str = color
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# orientation around axis options
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self._orient_v = orient_v
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self._orient_h = orient_h
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self._adjust_to_l1 = adjust_to_l1
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self._v_shift = {
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'top': 1.,
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'bottom': 0,
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'top': -1.,
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'bottom': 0.,
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'middle': 1 / 2.
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}[orient_v]
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self._h_shift = {
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'left': -1., 'right': 0
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'left': -1.,
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'right': 0.
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}[orient_h]
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self._fmt_fields: Dict[str, Dict[str, Any]] = {}
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self._use_extra_fields: bool = False
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self.fields = self._fields.copy()
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# ensure default format fields are in correct
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self.set_fmt_str(self._fmt_str, self.fields)
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@property
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def color(self):
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@ -96,42 +115,65 @@ class LevelLabel(YAxisLabel):
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self._hcolor = color
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self._pen = self.pen = pg.mkPen(hcolor(color))
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def update_on_resize(self, vr, r):
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"""Tiis is a ``.sigRangeChanged()`` handler.
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"""
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self.update_fields(self.fields)
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def update_fields(
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self,
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fields: dict = None,
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) -> None:
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"""Update the label's text contents **and** position from
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a view box coordinate datum.
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"""
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self.fields.update(fields)
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level = self.fields['level']
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# map "level" to local coords
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abs_xy = self._chart.mapFromView(QPointF(0, level))
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self.update_label(
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abs_xy,
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self.fields,
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)
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def update_label(
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self,
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abs_pos: QPointF, # scene coords
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level: float, # data for text
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offset: int = 1 # if have margins, k?
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fields: dict,
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) -> None:
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# write contents, type specific
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h, w = self.set_label_str(level)
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h, w = self.set_label_str(fields)
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if self._adjust_to_l1:
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self._x_offset = _max_l1_line_len
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# this triggers ``.paint()`` implicitly or no?
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self.setPos(QPointF(
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self._h_shift * w - self._x_offset,
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abs_pos.y() - (self._v_shift * h) - offset
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self._h_shift * (w + self._x_offset),
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abs_pos.y() + self._v_shift * h
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))
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# trigger .paint()
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self.update()
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self.level = level
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def set_fmt_str(
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self,
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fmt_str: str,
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fields: dict,
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) -> (str, str):
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# test that new fmt str can be rendered
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self._fmt_str = fmt_str
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self.set_label_str(fields)
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self.fields.update(fields)
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return fmt_str, self.label_str
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def set_label_str(self, level: float):
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def set_label_str(
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self,
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fields: dict,
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):
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# use space as e3 delim
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label_str = (f'{level:,.{self.digits}f} ').replace(',', ' ')
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# XXX: not huge on this approach but we need a more formal
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# way to define "label fields" that i don't have the brain space
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# for atm.. it's at least a **lot** better then the wacky
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# internals of InfLinelabel or wtv.
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# mutate label to contain any extra defined format fields
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if self._use_extra_fields:
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for fmt_str, fields in self._fmt_fields.items():
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label_str = fmt_str.format(
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**{f: getattr(self, f) for f in fields}) + label_str
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self.label_str = label_str
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self.label_str = self._fmt_str.format(**fields).replace(',', ' ')
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br = self.boundingRect()
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h, w = br.height(), br.width()
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@ -147,6 +189,8 @@ class LevelLabel(YAxisLabel):
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) -> None:
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p.setPen(self._pen)
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rect = self.rect
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if self._orient_v == 'bottom':
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lp, rp = rect.topLeft(), rect.topRight()
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# p.drawLine(rect.topLeft(), rect.topRight())
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@ -164,13 +208,6 @@ class LevelLabel(YAxisLabel):
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self._pen = self.pen
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self.update()
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# def view_size(self):
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# """Widgth and height of this label in view box coordinates.
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# """
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# return self.height()
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# self._chart.mapFromView(QPointF(index, value)),
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# global for now but probably should be
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# attached to chart instance?
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@ -179,20 +216,19 @@ _max_l1_line_len: float = 0
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class L1Label(LevelLabel):
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size: float = 0
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size_digits: int = 3
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text_flags = (
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QtCore.Qt.TextDontClip
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| QtCore.Qt.AlignLeft
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)
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def set_label_str(self, level: float) -> None:
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"""Reimplement the label string write to include the level's order-queue's
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size in the text, eg. 100 x 323.3.
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def set_label_str(
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self,
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fields: dict,
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) -> None:
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"""Make sure the max L1 line module var is kept up to date.
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"""
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h, w = super().set_label_str(level)
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h, w = super().set_label_str(fields)
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# Set a global "max L1 label length" so we can look it up
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# on order lines and adjust their labels not to overlap with it.
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@ -206,8 +242,6 @@ class L1Labels:
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"""Level 1 bid ask labels for dynamic update on price-axis.
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"""
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max_value: float = '100.0 x 100 000.00'
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def __init__(
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self,
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chart: 'ChartPlotWidget', # noqa
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@ -218,39 +252,41 @@ class L1Labels:
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self.chart = chart
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self.bid_label = L1Label(
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chart=chart,
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parent=chart.getAxis('right'),
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opacity=1,
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font_size_inches=font_size_inches,
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bg_color='papas_special',
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fg_color='bracket',
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raxis = chart.getAxis('right')
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kwargs = {
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'chart': chart,
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'parent': raxis,
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'opacity': 1,
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'font_size_inches': font_size_inches,
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'fg_color': chart.pen_color,
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'bg_color': chart.view_color,
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}
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fmt_str = (
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'{size:.{size_digits}f} x '
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'{level:,.{level_digits}f}'
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)
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fields = {
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'level': 0,
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'level_digits': digits,
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'size': 0,
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'size_digits': size_digits,
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}
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bid = self.bid_label = L1Label(
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orient_v='bottom',
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**kwargs,
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)
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self.bid_label.size_digits = size_digits
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self.bid_label.digits = digits
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# self.bid_label._size_br_from_str(self.max_value)
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bid.set_fmt_str(fmt_str=fmt_str, fields=fields)
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bid.show()
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self.ask_label = L1Label(
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chart=chart,
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parent=chart.getAxis('right'),
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opacity=1,
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font_size_inches=font_size_inches,
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bg_color='papas_special',
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fg_color='bracket',
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ask = self.ask_label = L1Label(
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orient_v='top',
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**kwargs,
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)
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self.ask_label.size_digits = size_digits
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self.ask_label.digits = digits
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# self.ask_label._size_br_from_str(self.max_value)
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self.bid_label._use_extra_fields = True
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self.ask_label._use_extra_fields = True
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self.bid_label._fmt_fields['{size:.{size_digits}f} x '] = {
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'size', 'size_digits'}
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self.ask_label._fmt_fields['{size:.{size_digits}f} x '] = {
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'size', 'size_digits'}
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ask.set_fmt_str(fmt_str=fmt_str, fields=fields)
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ask.show()
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# TODO: probably worth investigating if we can
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@ -264,32 +300,46 @@ class LevelLine(pg.InfiniteLine):
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def __init__(
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self,
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chart: 'ChartPlotWidget', # type: ignore # noqa
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label: LevelLabel,
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color: str = 'default',
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highlight_color: str = 'default_light',
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hl_on_hover: bool = True,
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dotted: bool = False,
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adjust_to_l1: bool = False,
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always_show_label: bool = False,
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**kwargs,
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always_show_labels: bool = False,
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) -> None:
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super().__init__(**kwargs)
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self.label = label
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self.sigPositionChanged.connect(self.set_level)
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super().__init__(
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movable=True,
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angle=0,
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label=None, # don't use the shitty ``InfLineLabel``
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)
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self._chart = chart
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self._hoh = hl_on_hover
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self._dotted = dotted
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self._hcolor: str = None
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self._hcolor = None
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# the float y-value in the view coords
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self.level: float = 0
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# list of labels anchored at one of the 2 line endpoints
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# inside the viewbox
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self._labels: List[(int, Label)] = []
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# whenever this line is moved trigger label updates
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self.sigPositionChanged.connect(self.on_pos_change)
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# sets color to value triggering pen creation
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self.color = color
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# TODO: for when we want to move groups of lines?
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self._track_cursor: bool = False
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self._adjust_to_l1 = adjust_to_l1
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self._always_show_label = always_show_label
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self._always_show_labels = always_show_labels
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# # indexed by int
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# self._endpoints = (None, None)
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# testing markers
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# self.addMarker('<|', 0.1, 3)
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@ -301,6 +351,9 @@ class LevelLine(pg.InfiniteLine):
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# self.addMarker('v', 0.7, 3)
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# self.addMarker('o', 0.8, 3)
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def txt_offsets(self) -> Tuple[int, int]:
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return 0, 0
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@property
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def color(self):
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return self._hcolor
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@ -323,15 +376,84 @@ class LevelLine(pg.InfiniteLine):
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hoverpen.setWidth(2)
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self.hoverPen = hoverpen
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def set_level(self) -> None:
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def add_label(
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self,
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label = self.label
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# by default we only display the line's level value
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# in the label
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fmt_str: str = (
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'{level:,.{level_digits}f}'
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),
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side: str = 'right',
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# TODO: a better way to accomplish this...
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if self._adjust_to_l1:
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label._x_offset = _max_l1_line_len
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font_size_inches: float = _down_2_font_inches_we_like,
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color: str = None,
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bg_color: str = None,
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label.update_from_data(0, self.value())
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**label_kwargs,
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) -> LevelLabel:
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"""Add a ``LevelLabel`` anchored at one of the line endpoints in view.
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"""
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vb = self.getViewBox()
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label = Label(
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view=vb,
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fmt_str=fmt_str,
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color=self.color,
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)
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if side == 'right':
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label.set_x_anchor_func(right_axis(self._chart, label))
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elif side == 'left':
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label.set_x_anchor_func(vbr_left(label))
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self._labels.append((side, label))
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return label
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def on_pos_change(
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self,
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line: 'LevelLine', # noqa
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) -> None:
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"""Position changed handler.
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"""
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self.update_labels({'level': self.value()})
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def update_labels(
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self,
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fields_data: dict,
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) -> None:
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for at, label in self._labels:
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label.color = self.color
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label.fields.update(fields_data)
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level = fields_data.get('level')
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if level:
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label.set_view_y(level)
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label.render()
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self.update()
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def hide_labels(self) -> None:
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for at, label in self._labels:
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label.hide()
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def show_labels(self) -> None:
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for at, label in self._labels:
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label.show()
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def set_level(
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self,
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level: float,
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) -> None:
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self.setPos(level)
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self.level = self.value()
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self.update()
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def on_tracked_source(
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self,
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|
@ -342,8 +464,7 @@ class LevelLine(pg.InfiniteLine):
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# line is set to track the cursor: for every movement
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# this callback is invoked to reposition the line
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self.movable = True
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self.setPos(y) # implictly calls ``.set_level()``
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self.update()
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self.set_level(y) # implictly calls reposition handler
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def setMouseHover(self, hover: bool) -> None:
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"""Mouse hover callback.
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|
@ -361,12 +482,18 @@ class LevelLine(pg.InfiniteLine):
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# highlight if so configured
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if self._hoh:
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self.currentPen = self.hoverPen
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self.label.highlight(self.hoverPen)
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# for at, label in self._labels:
|
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# label.highlight(self.hoverPen)
|
||||
|
||||
# add us to cursor state
|
||||
chart._cursor.add_hovered(self)
|
||||
cur = chart._cursor
|
||||
cur.add_hovered(self)
|
||||
cur.graphics[chart]['yl'].hide()
|
||||
|
||||
for at, label in self._labels:
|
||||
label.show()
|
||||
|
||||
self.label.show()
|
||||
# TODO: hide y-crosshair?
|
||||
# chart._cursor.graphics[chart]['hl'].hide()
|
||||
|
||||
|
|
@ -374,12 +501,15 @@ class LevelLine(pg.InfiniteLine):
|
|||
# self.setCursor(QtCore.Qt.DragMoveCursor)
|
||||
else:
|
||||
self.currentPen = self.pen
|
||||
self.label.unhighlight()
|
||||
|
||||
chart._cursor._hovered.remove(self)
|
||||
cur = chart._cursor
|
||||
cur._hovered.remove(self)
|
||||
cur.graphics[chart]['yl'].show()
|
||||
|
||||
if not self._always_show_label:
|
||||
self.label.hide()
|
||||
if not self._always_show_labels:
|
||||
for at, label in self._labels:
|
||||
label.hide()
|
||||
# label.unhighlight()
|
||||
|
||||
# highlight any attached label
|
||||
|
||||
|
|
@ -387,12 +517,16 @@ class LevelLine(pg.InfiniteLine):
|
|||
|
||||
def mouseDragEvent(self, ev):
|
||||
chart = self._chart
|
||||
|
||||
# hide y-crosshair
|
||||
chart._cursor.graphics[chart]['hl'].hide()
|
||||
|
||||
# highlight
|
||||
self.currentPen = self.hoverPen
|
||||
self.label.highlight(self.hoverPen)
|
||||
# self.label.highlight(self.hoverPen)
|
||||
for at, label in self._labels:
|
||||
# label.highlight(self.hoverPen)
|
||||
label.show()
|
||||
|
||||
# normal tracking behavior
|
||||
super().mouseDragEvent(ev)
|
||||
|
|
@ -400,15 +534,8 @@ class LevelLine(pg.InfiniteLine):
|
|||
# This is the final position in the drag
|
||||
if ev.isFinish():
|
||||
# show y-crosshair again
|
||||
chart = self._chart
|
||||
chart._cursor.graphics[chart]['hl'].show()
|
||||
|
||||
def mouseDoubleClickEvent(
|
||||
self,
|
||||
ev: QtGui.QMouseEvent,
|
||||
) -> None:
|
||||
print(f'double click {ev}')
|
||||
|
||||
def delete(self) -> None:
|
||||
"""Remove this line from containing chart/view/scene.
|
||||
|
||||
|
|
@ -416,29 +543,26 @@ class LevelLine(pg.InfiniteLine):
|
|||
scene = self.scene()
|
||||
if scene:
|
||||
# self.label.parent.scene().removeItem(self.label)
|
||||
scene.removeItem(self.label)
|
||||
for at, label in self._labels:
|
||||
label.delete()
|
||||
|
||||
self._labels.clear()
|
||||
|
||||
self._chart.plotItem.removeItem(self)
|
||||
|
||||
def getEndpoints(self):
|
||||
"""Get line endpoints at view edges.
|
||||
def mouseDoubleClickEvent(
|
||||
self,
|
||||
ev: QtGui.QMouseEvent,
|
||||
) -> None:
|
||||
|
||||
Stolen from InfLineLabel.
|
||||
|
||||
"""
|
||||
# calculate points where line intersects view box
|
||||
# (in line coordinates)
|
||||
lr = self.boundingRect()
|
||||
pt1 = pg.Point(lr.left(), 0)
|
||||
pt2 = pg.Point(lr.right(), 0)
|
||||
|
||||
return pt1, pt2
|
||||
# TODO: enter labels edit mode
|
||||
print(f'double click {ev}')
|
||||
|
||||
|
||||
def level_line(
|
||||
chart: 'ChartPlogWidget', # noqa
|
||||
level: float,
|
||||
digits: int = 1,
|
||||
|
||||
color: str = 'default',
|
||||
|
||||
# size 4 font on 4k screen scaled down, so small-ish.
|
||||
|
|
@ -451,91 +575,119 @@ def level_line(
|
|||
# line style
|
||||
dotted: bool = False,
|
||||
|
||||
adjust_to_l1: bool = False,
|
||||
# label fields and options
|
||||
digits: int = 1,
|
||||
|
||||
always_show_label: bool = False,
|
||||
always_show_labels: bool = False,
|
||||
|
||||
add_label: bool = True,
|
||||
|
||||
orient_v: str = 'bottom',
|
||||
|
||||
**linelabelkwargs
|
||||
) -> LevelLine:
|
||||
"""Convenience routine to add a styled horizontal line to a plot.
|
||||
|
||||
"""
|
||||
label = LevelLabel(
|
||||
chart=chart,
|
||||
parent=chart.getAxis('right'),
|
||||
# TODO: pass this from symbol data
|
||||
digits=digits,
|
||||
opacity=0.616,
|
||||
font_size_inches=font_size_inches,
|
||||
color=color,
|
||||
|
||||
# TODO: make this take the view's bg pen
|
||||
bg_color='papas_special',
|
||||
fg_color=color,
|
||||
**linelabelkwargs
|
||||
)
|
||||
label.update_from_data(0, level)
|
||||
|
||||
# by default, the label must be shown by client code
|
||||
label.hide()
|
||||
|
||||
# TODO: can we somehow figure out a max value from the parent axis?
|
||||
label._size_br_from_str(label.label_str)
|
||||
|
||||
line = LevelLine(
|
||||
chart,
|
||||
label,
|
||||
|
||||
color=color,
|
||||
# lookup "highlight" equivalent
|
||||
highlight_color=color + '_light',
|
||||
|
||||
movable=True,
|
||||
angle=0,
|
||||
|
||||
dotted=dotted,
|
||||
|
||||
# UX related options
|
||||
|
||||
hl_on_hover=hl_on_hover,
|
||||
|
||||
# makes order line labels offset from their parent axis
|
||||
# such that they don't collide with the L1/L2 lines/prices
|
||||
# that are displayed on the axis
|
||||
adjust_to_l1=adjust_to_l1,
|
||||
|
||||
# when set to True the label is always shown instead of just on
|
||||
# highlight (which is a privacy thing for orders)
|
||||
always_show_label=always_show_label,
|
||||
always_show_labels=always_show_labels,
|
||||
)
|
||||
|
||||
# activate/draw label
|
||||
line.setValue(level) # it's just .setPos() right?
|
||||
line.set_level()
|
||||
|
||||
chart.plotItem.addItem(line)
|
||||
|
||||
if add_label:
|
||||
|
||||
label = line.add_label(
|
||||
side='right',
|
||||
opacity=1,
|
||||
)
|
||||
label.orient_v = orient_v
|
||||
|
||||
line.update_labels({'level': level, 'level_digits': 2})
|
||||
label.render()
|
||||
|
||||
line.hide_labels()
|
||||
|
||||
# activate/draw label
|
||||
line.set_level(level)
|
||||
|
||||
return line
|
||||
|
||||
|
||||
def order_line(
|
||||
*args,
|
||||
size: Optional[int] = None,
|
||||
chart,
|
||||
level: float,
|
||||
level_digits: float,
|
||||
|
||||
size: Optional[int] = 1,
|
||||
size_digits: int = 0,
|
||||
**kwargs,
|
||||
|
||||
submit_price: float = None,
|
||||
|
||||
order_status: str = 'dark',
|
||||
order_type: str = 'limit',
|
||||
|
||||
opacity=0.616,
|
||||
|
||||
orient_v: str = 'bottom',
|
||||
|
||||
**line_kwargs,
|
||||
) -> LevelLine:
|
||||
"""Convenience routine to add a line graphic representing an order execution
|
||||
submitted to the EMS via the chart's "order mode".
|
||||
"""Convenience routine to add a line graphic representing an order
|
||||
execution submitted to the EMS via the chart's "order mode".
|
||||
|
||||
"""
|
||||
line = level_line(*args, adjust_to_l1=True, **kwargs)
|
||||
line.label._fmt_fields['{size:.{size_digits}f} x '] = {
|
||||
'size', 'size_digits'}
|
||||
line = level_line(
|
||||
chart,
|
||||
level,
|
||||
add_label=False,
|
||||
**line_kwargs
|
||||
)
|
||||
|
||||
if size is not None:
|
||||
llabel = line.add_label(
|
||||
side='left',
|
||||
fmt_str='{order_status}-{order_type}:{submit_price}',
|
||||
)
|
||||
llabel.fields = {
|
||||
'order_status': order_status,
|
||||
'order_type': order_type,
|
||||
'submit_price': submit_price,
|
||||
}
|
||||
llabel.orient_v = orient_v
|
||||
llabel.render()
|
||||
llabel.show()
|
||||
|
||||
line.label._use_extra_fields = True
|
||||
line.label.size = size
|
||||
line.label.size_digits = size_digits
|
||||
rlabel = line.add_label(
|
||||
side='right',
|
||||
fmt_str=(
|
||||
'{size:.{size_digits}f} x '
|
||||
'{level:,.{level_digits}f}'
|
||||
),
|
||||
)
|
||||
rlabel.fields = {
|
||||
'size': size,
|
||||
'size_digits': size_digits,
|
||||
'level': level,
|
||||
'level_digits': level_digits,
|
||||
}
|
||||
|
||||
rlabel.orient_v = orient_v
|
||||
rlabel.render()
|
||||
rlabel.show()
|
||||
|
||||
# sanity check
|
||||
line.update_labels({'level': level})
|
||||
|
||||
return line
|
||||
|
|
|
|||
Loading…
Reference in New Issue