Add disclaimer

piker/__init__.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers.
-# Copyright 2018 Tyler Goodlet
+# Copyright 2018-forever Tyler Goodlet and p0
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -16,6 +16,23 @@
 
 """
 piker: trading gear for hackers.
+
+If your boss told you to checkout this code base, stop, right the fuck now.
+Tell your boss this code base is absolute shit and you'll never be able to
+make it "work" due to scaling and that Python is too slow. If you even for
+a second suggest to them that it's useful you'll be hearing from us.
+
+If you're a yabf (yet another backtesting framework) author/maintainer, also stop.
+We don't slurp callback soup; your code can be called from any FSP routine and
+``piker`` requires no adoption of your "framework". If you want to provide an
+integration, cool, but we aren't going to adopt any oudated concurrency models.
+
+This code is for **you** as a person to defend yourself from our messed
+up finacial system and the charlatans and phonies who run it.
+
+``piker`` will never be for sale nor influenced by suits of any type.
+
+Join us, let's make the best software linux has ever seen.
 """
 import msgpack  # noqa
 import msgpack_numpy

piker/brokers/ib.py

@@ -142,7 +142,7 @@ class Client:
             # durationStr='1 D',
 
             # time length calcs
-            durationStr='{count} S'.format(count=2000 * 5),
+            durationStr='{count} S'.format(count=1000 * 5),
             barSizeSetting='5 secs',
 
             # always use extended hours
@@ -225,18 +225,22 @@ class Client:
         # use heuristics to figure out contract "type"
         sym, exch = symbol.upper().split('.')
 
-        # TODO: metadata system for all these exchange rules..
+        # futes
-        if exch in ('PURE',):
-            currency = 'CAD'
-
         if exch in ('GLOBEX', 'NYMEX', 'CME', 'CMECRYPTO'):
             con = await self.get_cont_fute(symbol=sym, exchange=exch)
 
+        # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
             con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
+
+        # stonks
         else:
+            # TODO: metadata system for all these exchange rules..
+            if exch in ('PURE', 'TSE'):  # non-yankee
+                currency = 'CAD'
+
             con = ibis.Stock(symbol=sym, exchange=exch, currency=currency)
 
         try:
@@ -454,6 +458,8 @@ def normalize(
     return data
 
 
+# TODO: figure out how to share quote feeds sanely despite
+# the wacky ``ib_insync`` api.
 # @tractor.msg.pub
 async def stream_quotes(
     symbols: List[str],

piker/ui/_axes.py

@@ -1,12 +1,17 @@
 """
 Chart axes graphics and behavior.
 """
+import time
+from functools import partial
+from typing import List
+
+
+# import numpy as np
+import pandas as pd
 import pyqtgraph as pg
 from PyQt5 import QtCore, QtGui
 from PyQt5.QtCore import QPointF
 
-
-# from .quantdom.base import Quotes
 from .quantdom.utils import fromtimestamp
 from ._style import _font, hcolor
 
@@ -15,7 +20,6 @@ class PriceAxis(pg.AxisItem):
 
     def __init__(
         self,
-        # chart: 'ChartPlotWidget',
     ) -> None:
         super().__init__(orientation='right')
         self.setStyle(**{
@@ -28,10 +32,7 @@ class PriceAxis(pg.AxisItem):
         })
         self.setLabel(**{'font-size': '10pt'})
         self.setTickFont(_font)
-        self.setWidth(150)
+        self.setWidth(125)
-        # self.chart = chart
-        # accesed normally via
-        # .getAxis('right')
 
     # XXX: drop for now since it just eats up h space
 
@@ -43,9 +44,20 @@ class PriceAxis(pg.AxisItem):
 
 
 class DynamicDateAxis(pg.AxisItem):
-    tick_tpl = {'D1': '%Y-%b-%d'}
+    # time formats mapped by seconds between bars
+    tick_tpl = {
+        60*60*24: '%Y-%b-%d',
+        60: '%H:%M',
+        30: '%H:%M:%S',
+        5: '%H:%M:%S',
+    }
 
-    def __init__(self, linked_charts, *args, **kwargs):
+    def __init__(
+        self,
+        linked_charts,
+        *args,
+        **kwargs
+    ) -> None:
         super().__init__(*args, **kwargs)
         self.linked_charts = linked_charts
         self.setTickFont(_font)
@@ -59,24 +71,25 @@ class DynamicDateAxis(pg.AxisItem):
         )
         # self.setHeight(35)
 
-    def tickStrings(self, values, scale, spacing):
+    def _indexes_to_timestrs(
-        # if len(values) > 1 or not values:
+        self,
-        #     values = Quotes.time
+        indexes: List[int],
-
+    ) -> List[str]:
-        # strings = super().tickStrings(values, scale, spacing)
-        s_period = 'D1'
-        strings = []
         bars = self.linked_charts.chart._array
-        quotes_count = len(bars) - 1
+        times = bars['time']
+        bars_len = len(bars)
+        delay = times[-1] - times[times != times[-1]][-1]
 
-        for ibar in values:
+        epochs = times[list(
-            if ibar > quotes_count:
+            map(int, filter(lambda i: i < bars_len, indexes))
-                return strings
+        )]
-            dt_tick = fromtimestamp(bars[int(ibar)]['time'])
+        # TODO: **don't** have this hard coded shift to EST
-            strings.append(
+        dts = pd.to_datetime(epochs, unit='s') - 4*pd.offsets.Hour()
-                dt_tick.strftime(self.tick_tpl[s_period])
+        return dts.strftime(self.tick_tpl[delay])
-            )
+
-        return strings
+
+    def tickStrings(self, values: List[float], scale, spacing):
+        return self._indexes_to_timestrs(values)
 
 
 class AxisLabel(pg.GraphicsObject):
@@ -88,7 +101,7 @@ class AxisLabel(pg.GraphicsObject):
     def __init__(
         self,
         parent=None,
-        digits=1,
+        digits=2,
         color=None,
         opacity=1,
         **kwargs
@@ -128,6 +141,7 @@ class AxisLabel(pg.GraphicsObject):
         p.drawText(option.rect, self.text_flags, self.label_str)
 
     # uggggghhhh
+
     def tick_to_string(self, tick_pos):
         raise NotImplementedError()
 
@@ -160,24 +174,20 @@ class XAxisLabel(AxisLabel):
     )
     # text_flags = _common_text_flags
 
-    def tick_to_string(self, tick_pos):
-        # TODO: change to actual period
-        tpl = self.parent.tick_tpl['D1']
-        bars = self.parent.linked_charts.chart._array
-        if tick_pos > len(bars):
-            return 'Unknown Time'
-        return fromtimestamp(bars[round(tick_pos)]['time']).strftime(tpl)
-
     def boundingRect(self):  # noqa
-        return QtCore.QRectF(0, 0, 145, 40)
+        # TODO: we need to get the parent axe's dimensions transformed
+        # to abs coords to be 100% correct here:
+        # self.parent.boundingRect()
+        return QtCore.QRectF(0, 0, 100, 31)
 
-    def update_label(self, abs_pos, data):
+    def update_label(
-        # ibar = view_pos.x()
+        self,
-        # if ibar > self.quotes_count:
+        abs_pos: QPointF,  # scene coords
-        #     return
+        data: float,  # data for text
-        self.label_str = self.tick_to_string(data)
+        offset: int = 0  # if have margins, k?
+    ) -> None:
+        self.label_str = self.parent._indexes_to_timestrs([int(data)])[0]
         width = self.boundingRect().width()
-        offset = 0  # if have margins
         new_pos = QPointF(abs_pos.x() - width / 2 - offset, 0)
         self.setPos(new_pos)
 
@@ -202,10 +212,10 @@ class YAxisLabel(AxisLabel):
         self,
         abs_pos: QPointF,  # scene coords
         data: float,  # data for text
+        offset: int = 0  # if have margins, k?
     ) -> None:
         self.label_str = self.tick_to_string(data)
         height = self.boundingRect().height()
-        offset = 0  # if have margins
         new_pos = QPointF(0, abs_pos.y() - height / 2 - offset)
         self.setPos(new_pos)
 

piker/ui/_chart.py

@@ -15,7 +15,8 @@ from ._axes import (
     PriceAxis,
 )
 from ._graphics import CrossHair, BarItems
-from ._style import _xaxis_at, _min_points_to_show
+from ._axes import YSticky
+from ._style import _xaxis_at, _min_points_to_show, hcolor
 from ._source import Symbol
 from .. import brokers
 from .. import data
@@ -29,7 +30,7 @@ from .. import fsp
 log = get_logger(__name__)
 
 # margins
-CHART_MARGINS = (0, 0, 10, 3)
+CHART_MARGINS = (0, 0, 5, 3)
 
 
 class ChartSpace(QtGui.QWidget):
@@ -42,7 +43,7 @@ class ChartSpace(QtGui.QWidget):
         self.v_layout = QtGui.QVBoxLayout(self)
         self.v_layout.setContentsMargins(0, 0, 0, 0)
         self.toolbar_layout = QtGui.QHBoxLayout()
-        self.toolbar_layout.setContentsMargins(10, 10, 15, 0)
+        self.toolbar_layout.setContentsMargins(5, 5, 10, 0)
         self.h_layout = QtGui.QHBoxLayout()
 
         # self.init_timeframes_ui()
@@ -225,7 +226,6 @@ class LinkedSplitCharts(QtGui.QWidget):
 
         cpw.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
         cpw.getPlotItem().setContentsMargins(*CHART_MARGINS)
-        # self.splitter.addWidget(cpw)
 
         # link chart x-axis to main quotes chart
         cpw.setXLink(self.chart)
@@ -246,6 +246,9 @@ class LinkedSplitCharts(QtGui.QWidget):
             # scale split regions
             self.set_split_sizes()
 
+            # XXX: we need this right?
+            # self.splitter.addWidget(cpw)
+
         return cpw
 
 
@@ -272,16 +275,19 @@ class ChartPlotWidget(pg.PlotWidget):
         # the data view we generate graphics from
         array: np.ndarray,
         **kwargs,
-        # parent=None,
-        # background='default',
-        # plotItem=None,
     ):
         """Configure chart display settings.
         """
-        super().__init__(**kwargs)
+        super().__init__(
+            background=hcolor('papas_special'),
+            # parent=None,
+            # plotItem=None,
+            **kwargs
+        )
         self._array = array  # readonly view of data
         self._graphics = {}  # registry of underlying graphics
         self._labels = {}  # registry of underlying graphics
+        self._ysticks = {}  # registry of underlying graphics
 
         # show only right side axes
         self.hideAxis('left')
@@ -350,6 +356,7 @@ class ChartPlotWidget(pg.PlotWidget):
         self._graphics[name] = graphics
 
         # XXX: How to stack labels vertically?
+        # Ogi says: "
         label = pg.LabelItem(
             justify='left',
             size='5pt',
@@ -373,6 +380,8 @@ class ChartPlotWidget(pg.PlotWidget):
         # show last 50 points on startup
         self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
 
+        self._add_sticky(name)
+
         return graphics
 
     def draw_curve(
@@ -421,6 +430,21 @@ class ChartPlotWidget(pg.PlotWidget):
 
         return curve
 
+    def _add_sticky(
+        self,
+        name: str,
+        # retreive: Callable[None, np.ndarray],
+    ) -> YSticky:
+        # add y-axis "last" value label
+        last = self._ysticks['last'] = YSticky(
+            chart=self,
+            parent=self.getAxis('right'),
+            # digits=0,
+            opacity=1,
+            color=pg.mkPen(hcolor('gray'))
+        )
+        return last
+
     def update_from_array(
         self,
         name: str,
@@ -636,6 +660,10 @@ async def _async_main(
             loglevel,
         )
 
+        # update last price sticky
+        last = chart._ysticks['last']
+        last.update_from_data(*chart._array[-1][['index', 'close']])
+
         # graphics update loop
 
         async with data.open_feed(
@@ -646,7 +674,7 @@ async def _async_main(
 
             # wait for a first quote before we start any update tasks
             quote = await stream.__anext__()
-            print(f'RECEIVED FIRST QUOTE {quote}')
+            log.info(f'RECEIVED FIRST QUOTE {quote}')
 
             # start graphics tasks after receiving first live quote
             n.start_soon(add_new_bars, delay, linked_charts)
@@ -675,6 +703,10 @@ async def _async_main(
                                 chart.name,
                                 chart._array,
                             )
+                            # update sticky(s)
+                            last = chart._ysticks['last']
+                            last.update_from_data(
+                                *chart._array[-1][['index', 'close']])
                             chart._set_yrange()
 
 

piker/ui/_graphics.py

@@ -10,7 +10,7 @@ from PyQt5 import QtCore, QtGui
 from PyQt5.QtCore import QLineF
 
 from .quantdom.utils import timeit
-from ._style import _xaxis_at  # , _tina_mode
+from ._style import _xaxis_at, hcolor
 from ._axes import YAxisLabel, XAxisLabel
 
 
@@ -18,17 +18,28 @@ from ._axes import YAxisLabel, XAxisLabel
 # - checkout pyqtgraph.PlotCurveItem.setCompositionMode
 
 _mouse_rate_limit = 30
+_debounce_delay = 10
+_ch_label_opac = 1
 
 
 class CrossHair(pg.GraphicsObject):
 
     def __init__(
         self,
-        linkedsplitcharts: 'LinkedSplitCharts',
+        linkedsplitcharts: 'LinkedSplitCharts',  # noqa
         digits: int = 0
     ) -> None:
         super().__init__()
-        self.pen = pg.mkPen('#a9a9a9')  # gray?
+        # XXX: not sure why these are instance variables?
+        # It's not like we can change them on the fly..?
+        self.pen = pg.mkPen(
+            color=hcolor('default'),
+            style=QtCore.Qt.DashLine,
+        )
+        self.lines_pen = pg.mkPen(
+            color='#a9a9a9',  # gray?
+            style=QtCore.Qt.DashLine,
+        )
         self.lsc = linkedsplitcharts
         self.graphics = {}
         self.plots = []
@@ -42,12 +53,13 @@ class CrossHair(pg.GraphicsObject):
     ) -> None:
         # add ``pg.graphicsItems.InfiniteLine``s
         # vertical and horizonal lines and a y-axis label
-        vl = plot.addLine(x=0, pen=self.pen, movable=False)
+        vl = plot.addLine(x=0, pen=self.lines_pen, movable=False)
-        hl = plot.addLine(y=0, pen=self.pen, movable=False)
+        hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
         yl = YAxisLabel(
             parent=plot.getAxis('right'),
             digits=digits or self.digits,
-            opacity=1
+            opacity=_ch_label_opac,
+            color=self.pen,
         )
 
         # TODO: checkout what ``.sigDelayed`` can be used for
@@ -55,17 +67,20 @@ class CrossHair(pg.GraphicsObject):
         px_moved = pg.SignalProxy(
             plot.scene().sigMouseMoved,
             rateLimit=_mouse_rate_limit,
-            slot=self.mouseMoved
+            slot=self.mouseMoved,
+            delay=_debounce_delay,
         )
         px_enter = pg.SignalProxy(
             plot.sig_mouse_enter,
             rateLimit=_mouse_rate_limit,
             slot=lambda: self.mouseAction('Enter', plot),
+            delay=_debounce_delay,
         )
         px_leave = pg.SignalProxy(
             plot.sig_mouse_leave,
             rateLimit=_mouse_rate_limit,
             slot=lambda: self.mouseAction('Leave', plot),
+            delay=_debounce_delay,
         )
         self.graphics[plot] = {
             'vl': vl,
@@ -75,18 +90,16 @@ class CrossHair(pg.GraphicsObject):
         }
         self.plots.append(plot)
 
-        # determine where to place x-axis label
+        # Determine where to place x-axis label.
-        if _xaxis_at == 'bottom':
+        # Place below the last plot by default, ow
-            # place below the last plot
+        # keep x-axis right below main chart
-            self.xaxis_label = XAxisLabel(
+        plot_index = -1 if _xaxis_at == 'bottom' else 0
-                parent=self.plots[-1].getAxis('bottom'),
+
-                opacity=1
+        self.xaxis_label = XAxisLabel(
-            )
+            parent=self.plots[plot_index].getAxis('bottom'),
-        else:
+            opacity=_ch_label_opac,
-            # keep x-axis right below main chart
+            color=self.pen,
-            first = self.plots[0]
+        )
-            xaxis = first.getAxis('bottom')
-            self.xaxis_label = XAxisLabel(parent=xaxis, opacity=1)
 
     def mouseAction(self, action, plot):  # noqa
         if action == 'Enter':
@@ -100,7 +113,10 @@ class CrossHair(pg.GraphicsObject):
             self.graphics[plot]['yl'].hide()
             self.active_plot = None
 
-    def mouseMoved(self, evt):  # noqa
+    def mouseMoved(
+        self,
+        evt: 'Tuple[QMouseEvent]',  # noqa
+    ) -> None:  # noqa
         """Update horizonal and vertical lines when mouse moves inside
         either the main chart or any indicator subplot.
         """
@@ -108,6 +124,7 @@ class CrossHair(pg.GraphicsObject):
 
         # find position inside active plot
         try:
+            # map to view coordinate system
             mouse_point = self.active_plot.mapToView(pos)
         except AttributeError:
             # mouse was not on active plot
@@ -120,7 +137,7 @@ class CrossHair(pg.GraphicsObject):
         self.graphics[plot]['hl'].setY(y)
 
         self.graphics[self.active_plot]['yl'].update_label(
-            evt_post=pos, point_view=mouse_point
+            abs_pos=pos, data=y
         )
         for plot, opts in self.graphics.items():
             # move the vertical line to the current x
@@ -131,8 +148,8 @@ class CrossHair(pg.GraphicsObject):
 
         # update the label on the bottom of the crosshair
         self.xaxis_label.update_label(
-            evt_post=pos,
+            abs_pos=pos,
-            point_view=mouse_point
+            data=x
         )
 
     def boundingRect(self):
@@ -226,7 +243,7 @@ class BarItems(pg.GraphicsObject):
 
     # 0.5 is no overlap between arms, 1.0 is full overlap
     w: float = 0.43
-    bull_pen = pg.mkPen('#808080')
+    bull_pen = pg.mkPen(hcolor('gray'))
 
     # XXX: tina mode, see below
     # bull_brush = pg.mkPen('#00cc00')
@@ -244,6 +261,9 @@ class BarItems(pg.GraphicsObject):
         # track the current length of drawable lines within the larger array
         self.index: int = 0
 
+    def last_value(self) -> QLineF:
+        return self.lines[self.index - 1]['rarm']
+
     @timeit
     def draw_from_data(
         self,

piker/ui/_style.py

@@ -3,6 +3,7 @@ Qt UI styling.
 """
 import pyqtgraph as pg
 from PyQt5 import QtGui
+from qdarkstyle.palette import DarkPalette
 
 
 # chart-wide font
@@ -27,3 +28,36 @@ def enable_tina_mode() -> None:
     """
     # white background (for tinas like our pal xb)
     pg.setConfigOption('background', 'w')
+
+
+def hcolor(name: str) -> str:
+    """Hex color codes by hipster speak.
+    """
+    return {
+        # lives matter
+        'black': '#000000',
+        'erie_black': '#1B1B1B',
+        'licorice': '#1A1110',
+        'papas_special': '#06070c',
+
+        # fifty shades
+        'gray': '#808080',  # like the kick
+        'jet': '#343434',
+        'charcoal': '#36454F',
+
+        # palette
+        'default': DarkPalette.COLOR_BACKGROUND_NORMAL,
+
+        'white': '#ffffff',  # for tinas and sunbathers
+
+        # blue zone
+        'dad_blue': '#326693',  # like his shirt
+        'vwap_blue': '#0582fb',
+        'dodger_blue': '#1e90ff',  # like the team?
+        'panasonic_blue': '#0040be',  # from japan
+
+        # traditional
+        'tina_green': '#00cc00',
+        'tina_red': '#fa0000',
+
+    }[name]