Commit Graph

691 Commits (bdcee2b2104b99aba57c22d2cace91cce418b4c7)

Author SHA1 Message Date
Tyler Goodlet bdcee2b210 Readme bump 2020-11-06 13:50:59 -05:00
Tyler Goodlet c1109ee3fb Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
Tyler Goodlet be4a3df7ba Add L1 spread streaming to kraken 2020-11-06 11:35:40 -05:00
Tyler Goodlet 043bc985df Configure L1 queue size precisions from history 2020-11-06 11:35:10 -05:00
Tyler Goodlet e27fece4e6 Add L1 queue size precision controls 2020-11-06 11:34:32 -05:00
Tyler Goodlet 205bedce85 Spec dpi aware font size in inches 2020-11-05 20:32:35 -05:00
Tyler Goodlet 1e491fb1bb Use pyqtgraph default pen for level lines 2020-11-05 13:23:29 -05:00
Tyler Goodlet cc88300ac5 Fix L1 updates to be like TWS
I think this gets us to the same output as TWS both on booktrader and
the quote details pane. In theory there might be logic needed to
decreases an L1 queue size on trades but can't seem to get it without
getting -ves displayed occasionally - thus leaving it for now.

Also, fix the max-min streaming logic to actually do its job, lel.
2020-11-05 12:08:29 -05:00
Tyler Goodlet db075b81ac Specialize `LevelLabel` for orientation-around-axis gymnastics 2020-11-05 12:08:02 -05:00
Tyler Goodlet 9c3850874d Add all L1 tick types for ib 2020-11-05 08:18:55 -05:00
Tyler Goodlet f438139ad7 Update L1 labels in price loop 2020-11-03 22:03:49 -05:00
Tyler Goodlet 73e54a2259 Add L1 labels wrapper type
Start a simple API for L1 bid/ask labels.
Make `LevelLabel` draw a line above/below it's text (instead of the
rect fill we had before) since it looks much simpler/slicker.
Generalize the label text orientation through bounding rect
geometry positioning.
2020-11-03 19:48:27 -05:00
Tyler Goodlet 987c13c584 Classify L1 tick types 2020-11-03 16:22:04 -05:00
Tyler Goodlet a5d5208cfa Add sticky "orientation", allow overriding label draw instructions. 2020-11-03 16:21:21 -05:00
Tyler Goodlet e65f511648 Draw flat line on every new time step
Until we get a better datum "cursor" figured out just draw the flat bar
despite the extra overhead. The reason to do this in 2 separate calls is
detailed in the comment but basic gist is that there's a race between
writer and reader of the last shm index.

Oh, and toss in some draft symbol search label code.
2020-11-03 12:25:08 -05:00
Tyler Goodlet d92e02db86 Add back min window size i guess 2020-11-03 12:22:57 -05:00
Tyler Goodlet 22f1b56b36 Always update left (open) arm 2020-11-03 08:15:00 -05:00
Tyler Goodlet 1640906b09 Write shm volume (facepalm), update open=close on first volume 2020-11-03 08:14:37 -05:00
Tyler Goodlet b23e459027 Cleanup unneeded commented stuff 2020-11-02 15:43:19 -05:00
Tyler Goodlet 119196f2ff Scale level label correctly to small(er) fonts
Not sure what fixed it exactly, and I guess we didn't need any relative
DPI scaling factor after all. Using the 3px margin on the level label
seems to make it look nice for any font size (i think) as well.

Gonna need some cleanup after this one.
2020-11-02 15:27:48 -05:00
Tyler Goodlet 96f700a762 Add level line type with custom label 2020-11-02 13:33:19 -05:00
Tyler Goodlet 9e7aa3f9bf Add a dpi aware font wrapper type 2020-11-02 12:02:05 -05:00
Tyler Goodlet 307c501763 Add symbol field to ib quotes 2020-10-29 17:21:41 -04:00
Tyler Goodlet da0789e184 Add symbol field to kraken quotes 2020-10-29 17:08:25 -04:00
Tyler Goodlet 416f027c5f Flip contents label stuff into a type 2020-10-29 17:08:03 -04:00
Tyler Goodlet aade0e5ea1 Pin to our pyqtgraph branch; fixes transform invert performance 2020-10-28 15:12:13 -04:00
Tyler Goodlet 68304b79bc More thematic max datums on screen 2020-10-28 09:28:37 -04:00
Tyler Goodlet 6fd310473c Add resource links to DPI snippet 2020-10-28 09:27:44 -04:00
Tyler Goodlet 031eab28c7 Adjust contents label font for DPI 2020-10-28 08:52:08 -04:00
Tyler Goodlet 20a4aed672 Update font metrics after dpi calc; facepalm. 2020-10-28 08:12:56 -04:00
Tyler Goodlet 751cca35e1 Attempt to calculate font size by DPI 2020-10-27 15:15:31 -04:00
Tyler Goodlet 23672fc22b Rework axes types, sizing stuff
Make our own ``Axis`` and have it call an impl specific ``.resize()``
such that different axes can size to their own spec. Allow passing in a
"typical maximum value string" which will be used by default for sizing
the axis' minor dimension; a common value should be passed to all axes
in a linked split charts widget. Add size hinting for axes labels such
that they can check their parent (axis) for desired dimensions if
needed.
2020-10-27 10:50:28 -04:00
Tyler Goodlet 89d48afb6c Size axis labels based on text contents
Compute the size in pixels the label based on the label's contents.
Eventually we want to have an update system that can iterate through
axes and labels to do this whenever needed (eg. after widget is moved
to a new screen with a different DPI).
2020-10-26 23:34:48 -04:00
Tyler Goodlet 55f34dfed0 Start a profiling mod 2020-10-26 14:08:42 -04:00
Tyler Goodlet 7a268ea88e Draft screen / font / dpi info script 2020-10-26 10:47:23 -04:00
Tyler Goodlet bed6a631c0 Don't pass color down to axis 2020-10-25 10:49:31 -04:00
Tyler Goodlet f32763d992 Only move x-axis sticky when we mouse-over a new index
Avoid drawing a new new sticky position if the mouse hasn't moved to the
next (rounded) index in terms of the scene's coordinates. This completes
the "discrete-ization" of the mouse/cursor UX.

Finalizing this feature helped discover and solve
pyqtgraph/pyqtgraph#1418 which masssively improves interaction
performance throughout the whole lib!

Hide stickys on startup until cursor shows up on plot.
2020-10-24 20:18:21 -04:00
Tyler Goodlet ece57b2a1d Rename our main color 2020-10-24 20:18:03 -04:00
Tyler Goodlet 94a8ee6270 Optimize axis labels using `QPicture`
This is likely a marginal improvement but is slightly less execution and
adds a coolio black border around the label. Drop all the legacy code
from quantdom which was quite a convoluted mess for "coloring".
Had to tweak sticky offsets to get the crosshair to line up right; not
sure what that's all about yet.
2020-10-24 20:12:12 -04:00
Tyler Goodlet 13f32acfdf Only update history on bar increment
With the improved update logic on `BarsItems` it doesn't seem to be
necessary. Remove y sticky for overlays for now to avoid clutter that
looks like double draws when the last overlay value is close to the last
price.
2020-10-22 21:21:14 -04:00
Tyler Goodlet 8eb4344d86 More "thematic" default view values ;) 2020-10-22 20:42:46 -04:00
Tyler Goodlet 8c25892521 Fix (really sidestep) flat bar rendering issue(s)
It seems a plethora of problems (including drawing performance) are due
to trying to hack around the strange rendering bug in Qt with `QLineF`
with y1 == y2. There was all sorts of weirdness that would show up with
trying (a hack) to just set all 4 points to the same value including
strange infinite diagonal ghost lines randomly on charts. Instead, just
place hold these flat bar's 'body' line with a `None` and filter the
null values out before calling `QPainter.drawLines()`. This results
in simply no body lines drawn for these datums. We can probably `numba`
the filtering too if it turns out to be a bottleneck.
2020-10-22 20:35:51 -04:00
Tyler Goodlet 7be624de39 Implement `tickStrings` for price axis; use float_digits() 2020-10-22 20:22:21 -04:00
Tyler Goodlet 18dc809acb Add naive digits count routine 2020-10-22 14:05:35 -04:00
Tyler Goodlet f2c4a46c94 Center bars around index, adjust curves back to match... 2020-10-21 11:19:41 -04:00
Tyler Goodlet cd828db9e9 Show 24 bars to left on startup 2020-10-21 10:51:54 -04:00
Tyler Goodlet 875bc8be24 Add line dots cursors to curves by default 2020-10-21 10:46:56 -04:00
Tyler Goodlet 1f6b5da17e Add support for curve "cursors" using a filled dot
Add a new graphic `LineDot` which is a `pg.CurvePoint` that draws
a simple filled dot over a curve at the specified index.

Add support for adding these cursor-dots to the crosshair/mouse through
a new `CrossHair.add_curve_cursor()`. Discretized the vertical line
updates on the crosshair such that it's only drawn in the middle of
the current bar in the main chart.
2020-10-21 10:40:51 -04:00
Tyler Goodlet 88583d999a Add "follow mode"
Makes the chart act like tws where each new time step increment the
chart shifts to the right so that the last bar stays in place. This
gets things looking like a proper auto-trading UX.

Added a couple methods to ``ChartPlotWidget`` to make this work:
- ``.default_view()`` to set the preferred view based on user settings
- ``.increment_view()`` to shift the view one time frame right

Also, split up the `.update_from_array()` method to be curve/ohlc
specific allowing for passing in a struct array with a named field
containing curve data more straightforwardly. This also simplifies the
contest label update functions.
2020-10-20 09:13:27 -04:00
Tyler Goodlet 1902507703 Change scroll "center" to rightmost bar on screen 2020-10-19 21:32:50 -04:00