529 lines
16 KiB
Python
529 lines
16 KiB
Python
"""
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A real-time, sorted watchlist.
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Launch with ``piker watch <watchlist name>``.
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(Currently there's a bunch of questrade specific stuff in here)
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"""
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from itertools import chain
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from functools import partial
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import trio
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from kivy.uix.boxlayout import BoxLayout
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from kivy.uix.gridlayout import GridLayout
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from kivy.uix.stacklayout import StackLayout
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from kivy.uix.button import Button
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from kivy.lang import Builder
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from kivy import utils
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from kivy.app import async_runTouchApp
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from kivy.core.window import Window
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from ..calc import humanize, percent_change
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from ..log import get_logger
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from .pager import PagerView
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log = get_logger('watchlist')
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_colors2hexs = {
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'darkgray': 'a9a9a9',
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'gray': '808080',
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'green': '008000',
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'forestgreen': '228b22',
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'red2': 'ff3333',
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'red': 'ff0000',
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'firebrick': 'b22222',
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}
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_colors = {key: utils.rgba(val) for key, val in _colors2hexs.items()}
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def colorcode(name):
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return _colors[name if name else 'gray']
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_bs = 3 # border size
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_color = [0.13]*3 # nice shade of gray
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_kv = (f'''
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#:kivy 1.10.0
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<Cell>
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font_size: 18
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# text_size: self.size
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size: self.texture_size
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color: {colorcode('gray')}
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font_color: {colorcode('gray')}
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font_name: 'Roboto-Regular'
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background_color: [0.13]*3 + [1]
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background_normal: ''
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valign: 'middle'
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halign: 'center'
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# outline_color: [0.1]*4
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<HeaderCell>
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font_size: 20
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background_color: [0]*4
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canvas.before:
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Color:
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rgb: {_color}
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BorderImage: # use a fixed size border
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pos: self.pos
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size: [self.size[0] - {_bs}, self.size[1]]
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# 0s are because the containing TickerTable already has spacing
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border: [0, {_bs} , 0, {_bs}]
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<TickerTable>
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spacing: '{_bs}dp'
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row_force_default: True
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row_default_height: 75
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cols: 1
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<BidAskLayout>
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spacing: [{_bs}, 0]
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<Row>
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# minimum_height: 200 # should be pulled from Cell text size
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# minimum_width: 200
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# row_force_default: True
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# row_default_height: 75
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# outline_color: [.7]*4
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<SearchBar>
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# part of the `PagerView`
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size_hint: 1, 0.03
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font_size: 25
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background_color: [0.13]*3 + [1]
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''')
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# Questrade key conversion / column order
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_qt_keys = {
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'symbol': 'symbol', # done manually in qtconvert
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'%': '%',
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'lastTradePrice': 'last',
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'askPrice': 'ask',
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'bidPrice': 'bid',
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'lastTradeSize': 'size',
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'bidSize': 'bsize',
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'askSize': 'asize',
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'VWAP': ('VWAP', partial(round, ndigits=3)),
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'mktcap': ('mktcap', humanize),
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'$ vol': ('$ vol', humanize),
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'volume': ('vol', humanize),
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'close': 'close',
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'openPrice': 'open',
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'lowPrice': 'low',
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'highPrice': 'high',
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'low52w': 'low52w',
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'high52w': 'high52w',
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# "lastTradePriceTrHrs": 7.99,
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# "lastTradeTick": "Equal",
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# "lastTradeTime": "2018-01-30T18:28:23.434000-05:00",
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# "symbolId": 3575753,
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# "tier": "",
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# 'isHalted': 'halted',
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# 'delay': 'delay', # as subscript 'p'
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}
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def qtconvert(
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quote: dict, symbol_data: dict,
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keymap: dict = _qt_keys,
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) -> (dict, dict):
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"""Remap a list of quote dicts ``quotes`` using the mapping of old keys
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-> new keys ``keymap`` returning 2 dicts: one with raw data and the other
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for display.
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Returns 2 dicts: first is the original values mapped by new keys,
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and the second is the same but with all values converted to a
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"display-friendly" string format.
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"""
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last = quote['lastTradePrice']
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symbol = quote['symbol']
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previous = symbol_data[symbol]['prevDayClosePrice']
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change = percent_change(previous, last)
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share_count = symbol_data[symbol].get('outstandingShares', None)
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mktcap = share_count * last if share_count else 'NA'
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computed = {
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'symbol': quote['symbol'],
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'%': round(change, 3),
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'mktcap': mktcap,
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'$ vol': round(quote['VWAP'] * quote['volume'], 3),
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'close': previous,
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}
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new = {}
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displayable = {}
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for key, new_key in keymap.items():
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display_value = value = quote.get(key) or computed.get(key)
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# API servers can return `None` vals when markets are closed (weekend)
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value = 0 if value is None else value
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# convert values to a displayble format using available formatting func
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if isinstance(new_key, tuple):
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new_key, func = new_key
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display_value = func(value)
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new[new_key] = value
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displayable[new_key] = display_value
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return new, displayable
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class HeaderCell(Button):
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"""Column header cell label.
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"""
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def on_press(self, value=None):
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"""Clicking on a col header indicates to sort rows by this column
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in `update_quotes()`.
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"""
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table = self.row.table
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if self.row.is_header:
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table.sort_key = self.key
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last = table.last_clicked_col_cell
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if last and last is not self:
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last.underline = False
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last.bold = False
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# outline the header text to indicate it's been the last clicked
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self.underline = True
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self.bold = True
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# mark this cell as the last
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table.last_clicked_col_cell = self
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# sort and render the rows immediately
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self.row.table.render_rows(table.quote_cache)
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# allow highlighting of row headers for tracking
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elif self.is_header:
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if self.background_color == self.color:
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self.background_color = [0]*4
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else:
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self.background_color = self.color
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class Cell(Button):
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"""Data cell.
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"""
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class BidAskLayout(StackLayout):
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"""Cell which houses three buttons containing a last, bid, and ask in a
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single unit oriented with the last 2 under the first.
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"""
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def __init__(self, values, header=False, **kwargs):
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super(BidAskLayout, self).__init__(orientation='lr-tb', **kwargs)
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assert len(values) == 3, "You can only provide 3 values: last,bid,ask"
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self._keys2cells = {}
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cell_type = HeaderCell if header else Cell
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top_size = cell_type().font_size
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small_size = top_size - 2
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top_prop = 0.7 # proportion of size used by top cell
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bottom_prop = 1 - top_prop
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for (key, size_hint, font_size), value in zip(
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[('last', (1, top_prop), top_size),
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('bid', (0.5, bottom_prop), small_size),
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('ask', (0.5, bottom_prop), small_size)],
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values
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):
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cell = cell_type(
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text=str(value),
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size_hint=size_hint,
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width=self.width/2 - 3,
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font_size=font_size
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)
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self._keys2cells[key] = cell
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cell.key = value
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cell.is_header = header
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setattr(self, key, cell)
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self.add_widget(cell)
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# should be assigned by referrer
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self.row = None
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def get_cell(self, key):
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return self._keys2cells[key]
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@property
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def row(self):
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return self.row
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@row.setter
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def row(self, row):
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for cell in self.cells:
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cell.row = row
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@property
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def cells(self):
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return [self.last, self.bid, self.ask]
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class Row(GridLayout):
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"""A grid for displaying a row of ticker quote data.
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The row fields can be updated using the ``fields`` property which will in
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turn adjust the text color of the values based on content changes.
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"""
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def __init__(
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self, record, headers=(), table=None, is_header_row=False,
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**kwargs
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):
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super(Row, self).__init__(cols=len(record), **kwargs)
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self._cell_widgets = {}
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self._last_record = record
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self.table = table
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self.is_header = is_header_row
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# create `BidAskCells` first
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bidasks = {
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'last': ['bid', 'ask'],
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'size': ['bsize', 'asize'],
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'VWAP': ['low', 'high'],
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}
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ba_cells = {}
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layouts = {}
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for key, children in bidasks.items():
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layout = BidAskLayout(
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[record[key]] + [record[child] for child in children],
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header=is_header_row
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)
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layout.row = self
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layouts[key] = layout
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for i, child in enumerate([key] + children):
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ba_cells[child] = layout.cells[i]
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children_flat = list(chain.from_iterable(bidasks.values()))
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self._cell_widgets.update(ba_cells)
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# build out row using Cell labels
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for (key, val) in record.items():
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header = key in headers
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# handle bidask cells
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if key in layouts:
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self.add_widget(layouts[key])
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elif key in children_flat:
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# these cells have already been added to the `BidAskLayout`
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continue
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else:
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cell = self._append_cell(val, header=header)
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cell.key = key
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self._cell_widgets[key] = cell
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def get_cell(self, key):
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return self._cell_widgets[key]
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def _append_cell(self, text, header=False):
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if not len(self._cell_widgets) < self.cols:
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raise ValueError(f"Can not append more then {self.cols} cells")
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# header cells just have a different colour
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celltype = HeaderCell if header else Cell
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cell = celltype(text=str(text))
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cell.is_header = header
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cell.row = self
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self.add_widget(cell)
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return cell
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def update(self, record, displayable):
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# color changed field values
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for key, val in record.items():
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# logic for cell text coloring: up-green, down-red
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if self._last_record[key] < val:
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color = colorcode('forestgreen')
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elif self._last_record[key] > val:
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color = colorcode('red2')
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else:
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color = colorcode('gray')
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cell = self.get_cell(key)
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cell.text = str(displayable[key])
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cell.color = color
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self._last_record = record
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class TickerTable(GridLayout):
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"""A grid for displaying ticker quote records as a table.
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"""
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def __init__(self, sort_key='%', quote_cache={}, **kwargs):
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super(TickerTable, self).__init__(**kwargs)
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self.symbols2rows = {}
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self.sort_key = sort_key
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self.quote_cache = quote_cache
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self.row_filter = lambda item: item
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# for tracking last clicked column header cell
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self.last_clicked_col_cell = None
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def append_row(self, record):
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"""Append a `Row` of `Cell` objects to this table.
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"""
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row = Row(record, headers=('symbol',), table=self)
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# store ref to each row
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self.symbols2rows[row._last_record['symbol']] = row
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self.add_widget(row)
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return row
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def render_rows(
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self, pairs: (dict, Row), sort_key: str = None, row_filter=None,
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):
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"""Sort and render all rows on the ticker grid from ``pairs``.
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"""
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self.clear_widgets()
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sort_key = sort_key or self.sort_key
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for data, row in filter(
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row_filter or self.row_filter,
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reversed(
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sorted(pairs.values(), key=lambda item: item[0][sort_key])
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)
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):
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self.add_widget(row) # row append
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def ticker_search(self, patt):
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"""Return sequence of matches when pattern ``patt`` is in a
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symbol name. Most naive algo possible for the moment.
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"""
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for symbol, row in self.symbols2rows.items():
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if patt in symbol:
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yield symbol, row
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def search(self, patt):
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"""Search bar api compat.
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"""
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return dict(self.ticker_search(patt)) or {}
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async def update_quotes(
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widgets: dict,
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queue: trio.Queue,
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symbol_data: dict,
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first_quotes: dict
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):
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"""Process live quotes by updating ticker rows.
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"""
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grid = widgets['grid']
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def color_row(row, data):
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hdrcell = row.get_cell('symbol')
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chngcell = row.get_cell('%')
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daychange = float(data['%'])
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if daychange < 0.:
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color = colorcode('red2')
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elif daychange > 0.:
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color = colorcode('forestgreen')
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else:
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color = colorcode('gray')
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chngcell.color = hdrcell.color = color
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# if the cell has been "highlighted" make sure to change its color
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if hdrcell.background_color != [0]*4:
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hdrcell.background_color = color
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cache = {}
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grid.quote_cache = cache
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# initial coloring
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for quote in first_quotes:
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sym = quote['symbol']
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row = grid.symbols2rows[sym]
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record, displayable = qtconvert(quote, symbol_data=symbol_data)
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row.update(record, displayable)
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color_row(row, record)
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cache[sym] = (record, row)
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grid.render_rows(cache)
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# core cell update loop
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while True:
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log.debug("Waiting on quotes")
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quotes = await queue.get() # new quotes data only
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for quote in quotes:
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record, displayable = qtconvert(quote, symbol_data=symbol_data)
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row = grid.symbols2rows[record['symbol']]
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cache[record['symbol']] = (record, row)
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row.update(record, displayable)
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color_row(row, record)
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grid.render_rows(cache)
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async def run_kivy(root, nursery):
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'''Trio-kivy entry point.
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'''
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await async_runTouchApp(root) # run kivy
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nursery.cancel_scope.cancel() # cancel all other tasks that may be running
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async def _async_main(name, tickers, brokermod):
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'''Launch kivy app + all other related tasks.
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This is started with cli command `piker watch`.
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'''
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queue = trio.Queue(1000)
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async with brokermod.get_client() as client:
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async with trio.open_nursery() as nursery:
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# get long term data including last days close price
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sd = await client.symbols(tickers)
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nursery.start_soon(brokermod.poll_tickers, client, tickers, queue)
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# get first quotes response
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pkts = await queue.get()
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if pkts[0]['lastTradePrice'] is None:
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log.error("Questrade API is down temporarily")
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nursery.cancel_scope.cancel()
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return
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first_quotes = [
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qtconvert(quote, symbol_data=sd)[0] for quote in pkts]
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# build out UI
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Window.set_title(f"watchlist: {name}\t(press ? for help)")
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Builder.load_string(_kv)
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box = BoxLayout(orientation='vertical', padding=5, spacing=5)
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# add header row
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headers = first_quotes[0].keys()
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header = Row(
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{key: key for key in headers},
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headers=headers,
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is_header_row=True,
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size_hint=(1, None),
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)
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box.add_widget(header)
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# build grid
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grid = TickerTable(
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cols=1,
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size_hint=(1, None),
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)
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for ticker_record in first_quotes:
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grid.append_row(ticker_record)
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# associate the col headers row with the ticker table even though
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# they're technically wrapped separately in containing BoxLayout
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header.table = grid
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# mark the initial sorted column header as bold and underlined
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sort_cell = header.get_cell(grid.sort_key)
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sort_cell.bold = sort_cell.underline = True
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grid.last_clicked_col_cell = sort_cell
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# set up a pager view for large ticker lists
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grid.bind(minimum_height=grid.setter('height'))
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pager = PagerView(box, grid, nursery)
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box.add_widget(pager)
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widgets = {
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# 'anchor': anchor,
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'root': box,
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'grid': grid,
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'box': box,
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'header': header,
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'pager': pager,
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}
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nursery.start_soon(run_kivy, widgets['root'], nursery)
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nursery.start_soon(update_quotes, widgets, queue, sd, pkts)
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