336 lines
11 KiB
Python
336 lines
11 KiB
Python
"""
|
|
Chart graphics for displaying a slew of different data types.
|
|
"""
|
|
from typing import Dict, Any
|
|
from enum import Enum
|
|
from contextlib import contextmanager
|
|
|
|
import numpy as np
|
|
import pyqtgraph as pg
|
|
from PyQt5 import QtCore, QtGui
|
|
from PyQt5.QtCore import QLineF
|
|
|
|
from .quantdom.utils import timeit
|
|
# from .quantdom.base import Quotes
|
|
|
|
from ._style import _xaxis_at # , _tina_mode
|
|
from ._axes import YAxisLabel, XAxisLabel
|
|
|
|
# TODO: checkout pyqtgraph.PlotCurveItem.setCompositionMode
|
|
|
|
_mouse_rate_limit = 50
|
|
|
|
|
|
class CrossHairItem(pg.GraphicsObject):
|
|
|
|
def __init__(self, parent, indicators=None, digits=0):
|
|
super().__init__()
|
|
# self.pen = pg.mkPen('#000000')
|
|
self.pen = pg.mkPen('#a9a9a9')
|
|
self.parent = parent
|
|
self.indicators = {}
|
|
self.activeIndicator = None
|
|
self.xaxis = self.parent.getAxis('bottom')
|
|
self.yaxis = self.parent.getAxis('right')
|
|
|
|
self.vline = self.parent.addLine(x=0, pen=self.pen, movable=False)
|
|
self.hline = self.parent.addLine(y=0, pen=self.pen, movable=False)
|
|
|
|
self.proxy_moved = pg.SignalProxy(
|
|
self.parent.scene().sigMouseMoved,
|
|
rateLimit=_mouse_rate_limit,
|
|
slot=self.mouseMoved,
|
|
)
|
|
|
|
self.yaxis_label = YAxisLabel(
|
|
parent=self.yaxis, digits=digits, opacity=1
|
|
)
|
|
|
|
indicators = indicators or []
|
|
|
|
if indicators:
|
|
# when there are indicators present in sub-plot rows
|
|
# take the last one (nearest to the bottom) and place the
|
|
# crosshair label on it's x-axis.
|
|
last_ind = indicators[-1]
|
|
|
|
self.proxy_enter = pg.SignalProxy(
|
|
self.parent.sig_mouse_enter,
|
|
rateLimit=_mouse_rate_limit,
|
|
slot=lambda: self.mouseAction('Enter', False),
|
|
)
|
|
self.proxy_leave = pg.SignalProxy(
|
|
self.parent.sig_mouse_leave,
|
|
rateLimit=_mouse_rate_limit,
|
|
slot=lambda: self.mouseAction('Leave', False),
|
|
)
|
|
|
|
# determine where to place x-axis label
|
|
if _xaxis_at == 'bottom':
|
|
# place below is last indicator subplot
|
|
self.xaxis_label = XAxisLabel(
|
|
parent=last_ind.getAxis('bottom'), opacity=1
|
|
)
|
|
else:
|
|
# keep x-axis right below main chart
|
|
self.xaxis_label = XAxisLabel(parent=self.xaxis, opacity=1)
|
|
|
|
for i in indicators:
|
|
# add vertial and horizonal lines and a y-axis label
|
|
vl = i.addLine(x=0, pen=self.pen, movable=False)
|
|
hl = i.addLine(y=0, pen=self.pen, movable=False)
|
|
yl = YAxisLabel(parent=i.getAxis('right'), opacity=1)
|
|
|
|
px_moved = pg.SignalProxy(
|
|
i.scene().sigMouseMoved,
|
|
rateLimit=_mouse_rate_limit,
|
|
slot=self.mouseMoved
|
|
)
|
|
px_enter = pg.SignalProxy(
|
|
i.sig_mouse_enter,
|
|
rateLimit=_mouse_rate_limit,
|
|
slot=lambda: self.mouseAction('Enter', i),
|
|
)
|
|
px_leave = pg.SignalProxy(
|
|
i.sig_mouse_leave,
|
|
rateLimit=_mouse_rate_limit,
|
|
slot=lambda: self.mouseAction('Leave', i),
|
|
)
|
|
self.indicators[i] = {
|
|
'vl': vl,
|
|
'hl': hl,
|
|
'yl': yl,
|
|
'px': (px_moved, px_enter, px_leave),
|
|
}
|
|
|
|
def mouseAction(self, action, ind=False): # noqa
|
|
if action == 'Enter':
|
|
# show horiz line and y-label
|
|
if ind:
|
|
self.indicators[ind]['hl'].show()
|
|
self.indicators[ind]['yl'].show()
|
|
self.activeIndicator = ind
|
|
else:
|
|
self.yaxis_label.show()
|
|
self.hline.show()
|
|
# Leave
|
|
else:
|
|
# hide horiz line and y-label
|
|
if ind:
|
|
self.indicators[ind]['hl'].hide()
|
|
self.indicators[ind]['yl'].hide()
|
|
self.activeIndicator = None
|
|
else:
|
|
self.yaxis_label.hide()
|
|
self.hline.hide()
|
|
|
|
def mouseMoved(self, evt): # noqa
|
|
"""Update horizonal and vertical lines when mouse moves inside
|
|
either the main chart or any indicator subplot.
|
|
"""
|
|
|
|
pos = evt[0]
|
|
|
|
# if the mouse is within the parent ``ChartPlotWidget``
|
|
if self.parent.sceneBoundingRect().contains(pos):
|
|
# mouse_point = self.vb.mapSceneToView(pos)
|
|
mouse_point = self.parent.mapToView(pos)
|
|
|
|
# move the vertial line to the current x coordinate
|
|
self.vline.setX(mouse_point.x())
|
|
|
|
# update the label on the bottom of the crosshair
|
|
self.xaxis_label.update_label(evt_post=pos, point_view=mouse_point)
|
|
|
|
# update the vertical line in any indicators subplots
|
|
for opts in self.indicators.values():
|
|
opts['vl'].setX(mouse_point.x())
|
|
|
|
if self.activeIndicator:
|
|
# vertial position of the mouse is inside an indicator
|
|
mouse_point_ind = self.activeIndicator.mapToView(pos)
|
|
self.indicators[self.activeIndicator]['hl'].setY(
|
|
mouse_point_ind.y()
|
|
)
|
|
self.indicators[self.activeIndicator]['yl'].update_label(
|
|
evt_post=pos, point_view=mouse_point_ind
|
|
)
|
|
else:
|
|
# vertial position of the mouse is inside the main chart
|
|
self.hline.setY(mouse_point.y())
|
|
self.yaxis_label.update_label(
|
|
evt_post=pos, point_view=mouse_point
|
|
)
|
|
|
|
def paint(self, p, *args):
|
|
pass
|
|
|
|
def boundingRect(self):
|
|
return self.parent.boundingRect()
|
|
|
|
|
|
class BarItems(pg.GraphicsObject):
|
|
"""Price range bars graphics rendered from a OHLC sequence.
|
|
"""
|
|
sigPlotChanged = QtCore.Signal(object)
|
|
|
|
w: float = 0.5
|
|
|
|
bull_brush = bear_brush = pg.mkPen('#808080')
|
|
|
|
# XXX: tina mode, see below
|
|
# bull_brush = pg.mkPen('#00cc00')
|
|
# bear_brush = pg.mkPen('#fa0000')
|
|
|
|
def __init__(self):
|
|
super().__init__()
|
|
self.picture = QtGui.QPicture()
|
|
# lines container
|
|
self.lines: np.ndarray = None
|
|
|
|
# TODO: can we be faster just dropping this?
|
|
@contextmanager
|
|
def painter(self):
|
|
# pre-computing a QPicture object allows paint() to run much
|
|
# more quickly, rather than re-drawing the shapes every time.
|
|
p = QtGui.QPainter(self.picture)
|
|
yield p
|
|
p.end()
|
|
|
|
@timeit
|
|
def draw_from_data(
|
|
self,
|
|
data: np.recarray,
|
|
):
|
|
"""Draw OHLC datum graphics from a ``np.recarray``.
|
|
"""
|
|
# XXX: not sure this actually needs to be an array other
|
|
# then for the old tina mode calcs for up/down bars below?
|
|
self.lines = lines = np.empty_like(
|
|
data, shape=(data.shape[0]*3,), dtype=object)
|
|
|
|
with self.painter() as p:
|
|
for i, q in enumerate(data):
|
|
# indexing here is as per the below comments
|
|
lines[3*i:3*i+3] = (
|
|
# high_to_low
|
|
QLineF(q['index'], q['low'], q['index'], q['high']),
|
|
# open_sticks
|
|
QLineF(q['index'] - self.w, q['open'], q['index'], q['open']),
|
|
# close_sticks
|
|
QtCore.QLineF(
|
|
q['index'] + self.w, q['close'], q['index'], q['close'])
|
|
)
|
|
# if not _tina_mode: # piker mode
|
|
p.setPen(self.bull_brush)
|
|
p.drawLines(*lines)
|
|
# else _tina_mode:
|
|
# self.lines = lines = np.concatenate(
|
|
# [high_to_low, open_sticks, close_sticks])
|
|
# use traditional up/down green/red coloring
|
|
# long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
|
|
# short_bars = np.resize(
|
|
# Quotes.close < Quotes.open, len(lines))
|
|
|
|
# ups = lines[long_bars]
|
|
# downs = lines[short_bars]
|
|
|
|
# # draw "up" bars
|
|
# p.setPen(self.bull_brush)
|
|
# p.drawLines(*ups)
|
|
|
|
# # draw "down" bars
|
|
# p.setPen(self.bear_brush)
|
|
# p.drawLines(*downs)
|
|
|
|
def update_from_array(
|
|
self,
|
|
array: np.ndarray,
|
|
) -> None:
|
|
"""Update the last datum's bar graphic from input data array.
|
|
|
|
This routine should be interface compatible with
|
|
``pg.PlotCurveItem.setData()``. Normally this method in
|
|
``pyqtgraph`` seems to update all the data passed to the
|
|
graphics object, and then update/rerender, but here we're
|
|
assuming the prior graphics havent changed (OHLC history rarely
|
|
does) so this "should" be simpler and faster.
|
|
"""
|
|
# do we really need to verify the entire past data set?
|
|
last = array['close'][-1]
|
|
body, larm, rarm = self.lines[-3:]
|
|
|
|
# XXX: is there a faster way to modify this?
|
|
# update right arm
|
|
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
|
|
|
# update body
|
|
high = body.y2()
|
|
low = body.y1()
|
|
if last < low:
|
|
low = last
|
|
|
|
if last > high:
|
|
high = last
|
|
|
|
body.setLine(body.x1(), low, body.x2(), high)
|
|
|
|
# draw the pic
|
|
with self.painter() as p:
|
|
p.setPen(self.bull_brush)
|
|
p.drawLines(*self.lines)
|
|
|
|
# trigger re-render
|
|
self.update()
|
|
|
|
# be compat with ``pg.PlotCurveItem``
|
|
setData = update_from_array
|
|
|
|
# XXX: From the customGraphicsItem.py example:
|
|
# The only required methods are paint() and boundingRect()
|
|
def paint(self, p, opt, widget):
|
|
p.drawPicture(0, 0, self.picture)
|
|
|
|
def boundingRect(self):
|
|
# boundingRect _must_ indicate the entire area that will be
|
|
# drawn on or else we will get artifacts and possibly crashing.
|
|
# (in this case, QPicture does all the work of computing the
|
|
# bounding rect for us)
|
|
return QtCore.QRectF(self.picture.boundingRect())
|
|
|
|
|
|
class CandlestickItems(BarItems):
|
|
|
|
w2 = 0.7
|
|
line_pen = pg.mkPen('#000000')
|
|
bull_brush = pg.mkBrush('#00ff00')
|
|
bear_brush = pg.mkBrush('#ff0000')
|
|
|
|
def _generate(self, p):
|
|
rects = np.array(
|
|
[
|
|
QtCore.QRectF(q.id - self.w, q.open, self.w2, q.close - q.open)
|
|
for q in Quotes
|
|
]
|
|
)
|
|
|
|
p.setPen(self.line_pen)
|
|
p.drawLines(
|
|
[QtCore.QLineF(q.id, q.low, q.id, q.high)
|
|
for q in Quotes]
|
|
)
|
|
|
|
p.setBrush(self.bull_brush)
|
|
p.drawRects(*rects[Quotes.close > Quotes.open])
|
|
|
|
p.setBrush(self.bear_brush)
|
|
p.drawRects(*rects[Quotes.close < Quotes.open])
|
|
|
|
|
|
class ChartType(Enum):
|
|
"""Bar type to graphics class map.
|
|
"""
|
|
BAR = BarItems
|
|
CANDLESTICK = CandlestickItems
|
|
LINE = pg.PlotDataItem
|