piker/__init__.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers.
-# Copyright 2018-forever Tyler Goodlet and p0
+# Copyright 2018 Tyler Goodlet
 
 # 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
@@ -16,23 +16,6 @@
 
 """
 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=1000 * 5),
+            durationStr='{count} S'.format(count=2000 * 5),
             barSizeSetting='5 secs',
 
             # always use extended hours
@@ -225,22 +225,18 @@ class Client:
         # use heuristics to figure out contract "type"
         sym, exch = symbol.upper().split('.')
 
-        # futes
+        # TODO: metadata system for all these exchange rules..
+        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:
@@ -458,8 +454,6 @@ 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

@@ -1,17 +1,12 @@
 """
 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
 
@@ -20,6 +15,7 @@ class PriceAxis(pg.AxisItem):
 
     def __init__(
         self,
+        # chart: 'ChartPlotWidget',
     ) -> None:
         super().__init__(orientation='right')
         self.setStyle(**{
@@ -32,7 +28,10 @@ class PriceAxis(pg.AxisItem):
         })
         self.setLabel(**{'font-size': '10pt'})
         self.setTickFont(_font)
-        self.setWidth(125)
+        self.setWidth(150)
+        # self.chart = chart
+        # accesed normally via
+        # .getAxis('right')
 
     # XXX: drop for now since it just eats up h space
 
@@ -44,20 +43,9 @@ class PriceAxis(pg.AxisItem):
 
 
 class DynamicDateAxis(pg.AxisItem):
-    # 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',
-    }
+    tick_tpl = {'D1': '%Y-%b-%d'}
 
-    def __init__(
-        self,
-        linked_charts,
-        *args,
-        **kwargs
-    ) -> None:
+    def __init__(self, linked_charts, *args, **kwargs):
         super().__init__(*args, **kwargs)
         self.linked_charts = linked_charts
         self.setTickFont(_font)
@@ -71,25 +59,24 @@ class DynamicDateAxis(pg.AxisItem):
         )
         # self.setHeight(35)
 
-    def _indexes_to_timestrs(
-        self,
-        indexes: List[int],
-    ) -> List[str]:
+    def tickStrings(self, values, scale, spacing):
+        # if len(values) > 1 or not values:
+        #     values = Quotes.time
+
+        # strings = super().tickStrings(values, scale, spacing)
+        s_period = 'D1'
+        strings = []
         bars = self.linked_charts.chart._array
-        times = bars['time']
-        bars_len = len(bars)
-        delay = times[-1] - times[times != times[-1]][-1]
+        quotes_count = len(bars) - 1
 
-        epochs = times[list(
-            map(int, filter(lambda i: i < bars_len, indexes))
-        )]
-        # TODO: **don't** have this hard coded shift to EST
-        dts = pd.to_datetime(epochs, unit='s') - 4*pd.offsets.Hour()
-        return dts.strftime(self.tick_tpl[delay])
-
-
-    def tickStrings(self, values: List[float], scale, spacing):
-        return self._indexes_to_timestrs(values)
+        for ibar in values:
+            if ibar > quotes_count:
+                return strings
+            dt_tick = fromtimestamp(bars[int(ibar)]['time'])
+            strings.append(
+                dt_tick.strftime(self.tick_tpl[s_period])
+            )
+        return strings
 
 
 class AxisLabel(pg.GraphicsObject):
@@ -101,7 +88,7 @@ class AxisLabel(pg.GraphicsObject):
     def __init__(
         self,
         parent=None,
-        digits=2,
+        digits=1,
         color=None,
         opacity=1,
         **kwargs
@@ -141,7 +128,6 @@ class AxisLabel(pg.GraphicsObject):
         p.drawText(option.rect, self.text_flags, self.label_str)
 
     # uggggghhhh
-
     def tick_to_string(self, tick_pos):
         raise NotImplementedError()
 
@@ -174,20 +160,24 @@ class XAxisLabel(AxisLabel):
     )
     # text_flags = _common_text_flags
 
-    def boundingRect(self):  # noqa
-        # 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 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 update_label(
-        self,
-        abs_pos: QPointF,  # scene coords
-        data: float,  # data for text
-        offset: int = 0  # if have margins, k?
-    ) -> None:
-        self.label_str = self.parent._indexes_to_timestrs([int(data)])[0]
+    def boundingRect(self):  # noqa
+        return QtCore.QRectF(0, 0, 145, 40)
+
+    def update_label(self, abs_pos, data):
+        # ibar = view_pos.x()
+        # if ibar > self.quotes_count:
+        #     return
+        self.label_str = self.tick_to_string(data)
         width = self.boundingRect().width()
+        offset = 0  # if have margins
         new_pos = QPointF(abs_pos.x() - width / 2 - offset, 0)
         self.setPos(new_pos)
 
@@ -212,10 +202,10 @@ 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

@@ -15,8 +15,7 @@ from ._axes import (
     PriceAxis,
 )
 from ._graphics import CrossHair, BarItems
-from ._axes import YSticky
-from ._style import _xaxis_at, _min_points_to_show, hcolor
+from ._style import _xaxis_at, _min_points_to_show
 from ._source import Symbol
 from .. import brokers
 from .. import data
@@ -30,7 +29,7 @@ from .. import fsp
 log = get_logger(__name__)
 
 # margins
-CHART_MARGINS = (0, 0, 5, 3)
+CHART_MARGINS = (0, 0, 10, 3)
 
 
 class ChartSpace(QtGui.QWidget):
@@ -43,7 +42,7 @@ 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(5, 5, 10, 0)
+        self.toolbar_layout.setContentsMargins(10, 10, 15, 0)
         self.h_layout = QtGui.QHBoxLayout()
 
         # self.init_timeframes_ui()
@@ -226,6 +225,7 @@ 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)
@@ -246,9 +246,6 @@ class LinkedSplitCharts(QtGui.QWidget):
             # scale split regions
             self.set_split_sizes()
 
-            # XXX: we need this right?
-            # self.splitter.addWidget(cpw)
-
         return cpw
 
 
@@ -275,19 +272,16 @@ 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__(
-            background=hcolor('papas_special'),
-            # parent=None,
-            # plotItem=None,
-            **kwargs
-        )
+        super().__init__(**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')
@@ -356,7 +350,6 @@ class ChartPlotWidget(pg.PlotWidget):
         self._graphics[name] = graphics
 
         # XXX: How to stack labels vertically?
-        # Ogi says: "
         label = pg.LabelItem(
             justify='left',
             size='5pt',
@@ -380,8 +373,6 @@ 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(
@@ -430,21 +421,6 @@ 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,
@@ -660,10 +636,6 @@ 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(
@@ -674,7 +646,7 @@ async def _async_main(
 
             # wait for a first quote before we start any update tasks
             quote = await stream.__anext__()
-            log.info(f'RECEIVED FIRST QUOTE {quote}')
+            print(f'RECEIVED FIRST QUOTE {quote}')
 
             # start graphics tasks after receiving first live quote
             n.start_soon(add_new_bars, delay, linked_charts)
@@ -703,10 +675,6 @@ 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, hcolor
+from ._style import _xaxis_at  # , _tina_mode
 from ._axes import YAxisLabel, XAxisLabel
 
 
@@ -18,28 +18,17 @@ 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',  # noqa
+        linkedsplitcharts: 'LinkedSplitCharts',
         digits: int = 0
     ) -> None:
         super().__init__()
-        # 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.pen = pg.mkPen('#a9a9a9')  # gray?
         self.lsc = linkedsplitcharts
         self.graphics = {}
         self.plots = []
@@ -53,13 +42,12 @@ 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.lines_pen, movable=False)
-        hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
+        vl = plot.addLine(x=0, pen=self.pen, movable=False)
+        hl = plot.addLine(y=0, pen=self.pen, movable=False)
         yl = YAxisLabel(
             parent=plot.getAxis('right'),
             digits=digits or self.digits,
-            opacity=_ch_label_opac,
-            color=self.pen,
+            opacity=1
         )
 
         # TODO: checkout what ``.sigDelayed`` can be used for
@@ -67,20 +55,17 @@ class CrossHair(pg.GraphicsObject):
         px_moved = pg.SignalProxy(
             plot.scene().sigMouseMoved,
             rateLimit=_mouse_rate_limit,
-            slot=self.mouseMoved,
-            delay=_debounce_delay,
+            slot=self.mouseMoved
         )
         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,
@@ -90,16 +75,18 @@ class CrossHair(pg.GraphicsObject):
         }
         self.plots.append(plot)
 
-        # Determine where to place x-axis label.
-        # Place below the last plot by default, ow
-        # keep x-axis right below main chart
-        plot_index = -1 if _xaxis_at == 'bottom' else 0
-
+        # determine where to place x-axis label
+        if _xaxis_at == 'bottom':
+            # place below the last plot
             self.xaxis_label = XAxisLabel(
-            parent=self.plots[plot_index].getAxis('bottom'),
-            opacity=_ch_label_opac,
-            color=self.pen,
+                parent=self.plots[-1].getAxis('bottom'),
+                opacity=1
             )
+        else:
+            # keep x-axis right below main chart
+            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':
@@ -113,10 +100,7 @@ class CrossHair(pg.GraphicsObject):
             self.graphics[plot]['yl'].hide()
             self.active_plot = None
 
-    def mouseMoved(
-        self,
-        evt: 'Tuple[QMouseEvent]',  # noqa
-    ) -> None:  # noqa
+    def mouseMoved(self, evt):  # noqa
         """Update horizonal and vertical lines when mouse moves inside
         either the main chart or any indicator subplot.
         """
@@ -124,7 +108,6 @@ 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
@@ -137,7 +120,7 @@ class CrossHair(pg.GraphicsObject):
         self.graphics[plot]['hl'].setY(y)
 
         self.graphics[self.active_plot]['yl'].update_label(
-            abs_pos=pos, data=y
+            evt_post=pos, point_view=mouse_point
         )
         for plot, opts in self.graphics.items():
             # move the vertical line to the current x
@@ -148,8 +131,8 @@ class CrossHair(pg.GraphicsObject):
 
         # update the label on the bottom of the crosshair
         self.xaxis_label.update_label(
-            abs_pos=pos,
-            data=x
+            evt_post=pos,
+            point_view=mouse_point
         )
 
     def boundingRect(self):
@@ -243,7 +226,7 @@ class BarItems(pg.GraphicsObject):
 
     # 0.5 is no overlap between arms, 1.0 is full overlap
     w: float = 0.43
-    bull_pen = pg.mkPen(hcolor('gray'))
+    bull_pen = pg.mkPen('#808080')
 
     # XXX: tina mode, see below
     # bull_brush = pg.mkPen('#00cc00')
@@ -261,9 +244,6 @@ 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

@@ -3,7 +3,6 @@ Qt UI styling.
 """
 import pyqtgraph as pg
 from PyQt5 import QtGui
-from qdarkstyle.palette import DarkPalette
 
 
 # chart-wide font
@@ -28,36 +27,3 @@ 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]