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bb9f6475f4
...
649798a91f
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@ -1,5 +1,5 @@
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# piker: trading gear for hackers.
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# Copyright 2018-forever Tyler Goodlet and p0
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# Copyright 2018 Tyler Goodlet
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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@ -16,23 +16,6 @@
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"""
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piker: trading gear for hackers.
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If your boss told you to checkout this code base, stop, right the fuck now.
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Tell your boss this code base is absolute shit and you'll never be able to
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make it "work" due to scaling and that Python is too slow. If you even for
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a second suggest to them that it's useful you'll be hearing from us.
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If you're a yabf (yet another backtesting framework) author/maintainer, also stop.
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We don't slurp callback soup; your code can be called from any FSP routine and
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``piker`` requires no adoption of your "framework". If you want to provide an
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integration, cool, but we aren't going to adopt any oudated concurrency models.
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This code is for **you** as a person to defend yourself from our messed
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up finacial system and the charlatans and phonies who run it.
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``piker`` will never be for sale nor influenced by suits of any type.
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Join us, let's make the best software linux has ever seen.
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"""
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import msgpack # noqa
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import msgpack_numpy
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|
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@ -142,7 +142,7 @@ class Client:
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# durationStr='1 D',
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# time length calcs
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durationStr='{count} S'.format(count=1000 * 5),
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durationStr='{count} S'.format(count=2000 * 5),
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barSizeSetting='5 secs',
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# always use extended hours
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@ -225,22 +225,18 @@ class Client:
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# use heuristics to figure out contract "type"
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sym, exch = symbol.upper().split('.')
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# futes
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# TODO: metadata system for all these exchange rules..
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if exch in ('PURE',):
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currency = 'CAD'
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if exch in ('GLOBEX', 'NYMEX', 'CME', 'CMECRYPTO'):
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con = await self.get_cont_fute(symbol=sym, exchange=exch)
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# commodities
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elif exch == 'CMDTY': # eg. XAUUSD.CMDTY
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con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
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con = ibis.Commodity(**con_kwargs)
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con.bars_kwargs = bars_kwargs
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# stonks
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else:
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# TODO: metadata system for all these exchange rules..
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if exch in ('PURE', 'TSE'): # non-yankee
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currency = 'CAD'
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con = ibis.Stock(symbol=sym, exchange=exch, currency=currency)
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try:
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@ -458,8 +454,6 @@ def normalize(
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return data
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# TODO: figure out how to share quote feeds sanely despite
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# the wacky ``ib_insync`` api.
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# @tractor.msg.pub
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async def stream_quotes(
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symbols: List[str],
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|
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@ -1,17 +1,12 @@
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"""
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Chart axes graphics and behavior.
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"""
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import time
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from functools import partial
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from typing import List
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# import numpy as np
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import pandas as pd
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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 .quantdom.base import Quotes
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from .quantdom.utils import fromtimestamp
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from ._style import _font, hcolor
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@ -20,6 +15,7 @@ class PriceAxis(pg.AxisItem):
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def __init__(
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self,
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# chart: 'ChartPlotWidget',
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) -> None:
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super().__init__(orientation='right')
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self.setStyle(**{
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@ -32,7 +28,10 @@ class PriceAxis(pg.AxisItem):
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})
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self.setLabel(**{'font-size': '10pt'})
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self.setTickFont(_font)
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self.setWidth(125)
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self.setWidth(150)
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# self.chart = chart
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# accesed normally via
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# .getAxis('right')
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# XXX: drop for now since it just eats up h space
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@ -44,20 +43,9 @@ class PriceAxis(pg.AxisItem):
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class DynamicDateAxis(pg.AxisItem):
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# time formats mapped by seconds between bars
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tick_tpl = {
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60*60*24: '%Y-%b-%d',
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60: '%H:%M',
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30: '%H:%M:%S',
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5: '%H:%M:%S',
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}
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tick_tpl = {'D1': '%Y-%b-%d'}
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def __init__(
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self,
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linked_charts,
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*args,
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**kwargs
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) -> None:
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def __init__(self, linked_charts, *args, **kwargs):
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super().__init__(*args, **kwargs)
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self.linked_charts = linked_charts
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self.setTickFont(_font)
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@ -71,25 +59,24 @@ class DynamicDateAxis(pg.AxisItem):
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)
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# self.setHeight(35)
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def _indexes_to_timestrs(
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self,
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indexes: List[int],
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) -> List[str]:
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def tickStrings(self, values, scale, spacing):
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# if len(values) > 1 or not values:
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# values = Quotes.time
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# strings = super().tickStrings(values, scale, spacing)
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s_period = 'D1'
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strings = []
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bars = self.linked_charts.chart._array
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times = bars['time']
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bars_len = len(bars)
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delay = times[-1] - times[times != times[-1]][-1]
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quotes_count = len(bars) - 1
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epochs = times[list(
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map(int, filter(lambda i: i < bars_len, indexes))
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)]
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# TODO: **don't** have this hard coded shift to EST
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dts = pd.to_datetime(epochs, unit='s') - 4*pd.offsets.Hour()
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return dts.strftime(self.tick_tpl[delay])
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def tickStrings(self, values: List[float], scale, spacing):
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return self._indexes_to_timestrs(values)
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for ibar in values:
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if ibar > quotes_count:
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return strings
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dt_tick = fromtimestamp(bars[int(ibar)]['time'])
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strings.append(
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dt_tick.strftime(self.tick_tpl[s_period])
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)
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return strings
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class AxisLabel(pg.GraphicsObject):
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@ -101,7 +88,7 @@ class AxisLabel(pg.GraphicsObject):
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def __init__(
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self,
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parent=None,
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digits=2,
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digits=1,
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color=None,
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opacity=1,
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**kwargs
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@ -141,7 +128,6 @@ class AxisLabel(pg.GraphicsObject):
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p.drawText(option.rect, self.text_flags, self.label_str)
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# uggggghhhh
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def tick_to_string(self, tick_pos):
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raise NotImplementedError()
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@ -174,20 +160,24 @@ class XAxisLabel(AxisLabel):
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)
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# text_flags = _common_text_flags
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def boundingRect(self): # noqa
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# TODO: we need to get the parent axe's dimensions transformed
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# to abs coords to be 100% correct here:
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# self.parent.boundingRect()
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return QtCore.QRectF(0, 0, 100, 31)
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def tick_to_string(self, tick_pos):
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# TODO: change to actual period
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tpl = self.parent.tick_tpl['D1']
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bars = self.parent.linked_charts.chart._array
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if tick_pos > len(bars):
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return 'Unknown Time'
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return fromtimestamp(bars[round(tick_pos)]['time']).strftime(tpl)
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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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data: float, # data for text
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offset: int = 0 # if have margins, k?
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) -> None:
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self.label_str = self.parent._indexes_to_timestrs([int(data)])[0]
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def boundingRect(self): # noqa
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return QtCore.QRectF(0, 0, 145, 40)
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def update_label(self, abs_pos, data):
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# ibar = view_pos.x()
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# if ibar > self.quotes_count:
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# return
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self.label_str = self.tick_to_string(data)
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width = self.boundingRect().width()
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offset = 0 # if have margins
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new_pos = QPointF(abs_pos.x() - width / 2 - offset, 0)
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self.setPos(new_pos)
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|
@ -212,10 +202,10 @@ class YAxisLabel(AxisLabel):
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self,
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abs_pos: QPointF, # scene coords
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data: float, # data for text
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offset: int = 0 # if have margins, k?
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) -> None:
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self.label_str = self.tick_to_string(data)
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height = self.boundingRect().height()
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offset = 0 # if have margins
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new_pos = QPointF(0, abs_pos.y() - height / 2 - offset)
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self.setPos(new_pos)
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|
|
|
@ -15,8 +15,7 @@ from ._axes import (
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PriceAxis,
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)
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from ._graphics import CrossHair, BarItems
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from ._axes import YSticky
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from ._style import _xaxis_at, _min_points_to_show, hcolor
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from ._style import _xaxis_at, _min_points_to_show
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from ._source import Symbol
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from .. import brokers
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from .. import data
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|
@ -30,7 +29,7 @@ from .. import fsp
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log = get_logger(__name__)
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# margins
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CHART_MARGINS = (0, 0, 5, 3)
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CHART_MARGINS = (0, 0, 10, 3)
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class ChartSpace(QtGui.QWidget):
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|
@ -43,7 +42,7 @@ class ChartSpace(QtGui.QWidget):
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self.v_layout = QtGui.QVBoxLayout(self)
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self.v_layout.setContentsMargins(0, 0, 0, 0)
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self.toolbar_layout = QtGui.QHBoxLayout()
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self.toolbar_layout.setContentsMargins(5, 5, 10, 0)
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self.toolbar_layout.setContentsMargins(10, 10, 15, 0)
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self.h_layout = QtGui.QHBoxLayout()
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# self.init_timeframes_ui()
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|
@ -226,6 +225,7 @@ class LinkedSplitCharts(QtGui.QWidget):
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cpw.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
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cpw.getPlotItem().setContentsMargins(*CHART_MARGINS)
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# self.splitter.addWidget(cpw)
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# link chart x-axis to main quotes chart
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cpw.setXLink(self.chart)
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|
@ -246,9 +246,6 @@ class LinkedSplitCharts(QtGui.QWidget):
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# scale split regions
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self.set_split_sizes()
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# XXX: we need this right?
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# self.splitter.addWidget(cpw)
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return cpw
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|
@ -275,19 +272,16 @@ class ChartPlotWidget(pg.PlotWidget):
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# the data view we generate graphics from
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array: np.ndarray,
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**kwargs,
|
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# parent=None,
|
||||
# background='default',
|
||||
# plotItem=None,
|
||||
):
|
||||
"""Configure chart display settings.
|
||||
"""
|
||||
super().__init__(
|
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background=hcolor('papas_special'),
|
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# parent=None,
|
||||
# plotItem=None,
|
||||
**kwargs
|
||||
)
|
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super().__init__(**kwargs)
|
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self._array = array # readonly view of data
|
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self._graphics = {} # registry of underlying graphics
|
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self._labels = {} # registry of underlying graphics
|
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self._ysticks = {} # registry of underlying graphics
|
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|
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# show only right side axes
|
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self.hideAxis('left')
|
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|
@ -356,7 +350,6 @@ class ChartPlotWidget(pg.PlotWidget):
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self._graphics[name] = graphics
|
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|
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# XXX: How to stack labels vertically?
|
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# Ogi says: "
|
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label = pg.LabelItem(
|
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justify='left',
|
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size='5pt',
|
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|
@ -380,8 +373,6 @@ class ChartPlotWidget(pg.PlotWidget):
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# show last 50 points on startup
|
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
|
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|
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self._add_sticky(name)
|
||||
|
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return graphics
|
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|
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def draw_curve(
|
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|
@ -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(
|
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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()
|
||||
|
||||
|
||||
|
|
|
@ -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,
|
||||
|
|
|
@ -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]
|
||||
|
|
Loading…
Reference in New Issue