815 lines
23 KiB
Python
815 lines
23 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for piker0)
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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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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Chart view box primitives
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"""
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from dataclasses import dataclass, field
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from typing import Optional, Dict
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import pyqtgraph as pg
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from PyQt5.QtCore import QPointF
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from pyqtgraph import ViewBox, Point, QtCore, QtGui
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from pyqtgraph import functions as fn
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import numpy as np
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from ..log import get_logger
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from ._style import _min_points_to_show, hcolor, _font
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from ._graphics._lines import order_line, LevelLine
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log = get_logger(__name__)
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class SelectRect(QtGui.QGraphicsRectItem):
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def __init__(
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self,
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viewbox: ViewBox,
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color: str = 'dad_blue',
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) -> None:
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super().__init__(0, 0, 1, 1)
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# self.rbScaleBox = QtGui.QGraphicsRectItem(0, 0, 1, 1)
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self.vb = viewbox
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self._chart: 'ChartPlotWidget' = None # noqa
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# override selection box color
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color = QtGui.QColor(hcolor(color))
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self.setPen(fn.mkPen(color, width=1))
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color.setAlpha(66)
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self.setBrush(fn.mkBrush(color))
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self.setZValue(1e9)
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self.hide()
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self._label = None
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label = self._label = QtGui.QLabel()
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label.setTextFormat(0) # markdown
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label.setFont(_font.font)
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label.setMargin(0)
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label.setAlignment(
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QtCore.Qt.AlignLeft
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# | QtCore.Qt.AlignVCenter
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)
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# proxy is created after containing scene is initialized
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self._label_proxy = None
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self._abs_top_right = None
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# TODO: "swing %" might be handy here (data's max/min # % change)
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self._contents = [
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'change: {pchng:.2f} %',
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'range: {rng:.2f}',
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'bars: {nbars}',
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'max: {dmx}',
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'min: {dmn}',
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# 'time: {nbars}m', # TODO: compute this per bar size
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'sigma: {std:.2f}',
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]
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@property
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def chart(self) -> 'ChartPlotWidget': # noqa
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return self._chart
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@chart.setter
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def chart(self, chart: 'ChartPlotWidget') -> None: # noqa
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self._chart = chart
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chart.sigRangeChanged.connect(self.update_on_resize)
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palette = self._label.palette()
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# TODO: get bg color working
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palette.setColor(
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self._label.backgroundRole(),
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# QtGui.QColor(chart.backgroundBrush()),
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QtGui.QColor(hcolor('papas_special')),
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)
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def update_on_resize(self, vr, r):
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"""Re-position measure label on view range change.
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"""
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if self._abs_top_right:
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self._label_proxy.setPos(
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self.vb.mapFromView(self._abs_top_right)
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)
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def mouse_drag_released(
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self,
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p1: QPointF,
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p2: QPointF
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) -> None:
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"""Called on final button release for mouse drag with start and
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end positions.
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"""
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self.set_pos(p1, p2)
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def set_pos(
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self,
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p1: QPointF,
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p2: QPointF
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) -> None:
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"""Set position of selection rect and accompanying label, move
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label to match.
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"""
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if self._label_proxy is None:
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# https://doc.qt.io/qt-5/qgraphicsproxywidget.html
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self._label_proxy = self.vb.scene().addWidget(self._label)
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start_pos = self.vb.mapToView(p1)
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end_pos = self.vb.mapToView(p2)
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# map to view coords and update area
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r = QtCore.QRectF(start_pos, end_pos)
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# old way; don't need right?
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# lr = QtCore.QRectF(p1, p2)
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# r = self.vb.childGroup.mapRectFromParent(lr)
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self.setPos(r.topLeft())
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self.resetTransform()
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self.scale(r.width(), r.height())
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self.show()
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y1, y2 = start_pos.y(), end_pos.y()
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x1, x2 = start_pos.x(), end_pos.x()
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# TODO: heh, could probably use a max-min streamin algo here too
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_, xmn = min(y1, y2), min(x1, x2)
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ymx, xmx = max(y1, y2), max(x1, x2)
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pchng = (y2 - y1) / y1 * 100
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rng = abs(y1 - y2)
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ixmn, ixmx = round(xmn), round(xmx)
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nbars = ixmx - ixmn + 1
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data = self._chart._ohlc[ixmn:ixmx]
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if len(data):
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std = data['close'].std()
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dmx = data['high'].max()
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dmn = data['low'].min()
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else:
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dmn = dmx = std = np.nan
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# update label info
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self._label.setText('\n'.join(self._contents).format(
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pchng=pchng, rng=rng, nbars=nbars,
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std=std, dmx=dmx, dmn=dmn,
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))
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# print(f'x2, y2: {(x2, y2)}')
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# print(f'xmn, ymn: {(xmn, ymx)}')
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label_anchor = Point(xmx + 2, ymx)
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# XXX: in the drag bottom-right -> top-left case we don't
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# want the label to overlay the box.
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# if (x2, y2) == (xmn, ymx):
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# # could do this too but needs to be added after coords transform
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# # label_anchor = Point(x2, y2 + self._label.height())
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# label_anchor = Point(xmn, ymn)
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self._abs_top_right = label_anchor
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self._label_proxy.setPos(self.vb.mapFromView(label_anchor))
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# self._label.show()
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def clear(self):
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"""Clear the selection box from view.
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"""
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self._label.hide()
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self.hide()
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# global store of order-lines graphics
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# keyed by uuid4 strs - used to sync draw
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# order lines **after** the order is 100%
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# active in emsd
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_order_lines: Dict[str, LevelLine] = {}
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@dataclass
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class LineEditor:
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"""The great editor of linez..
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"""
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view: 'ChartView'
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_order_lines: field(default_factory=_order_lines)
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chart: 'ChartPlotWidget' = None # type: ignore # noqa
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_active_staged_line: LevelLine = None
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_stage_line: LevelLine = None
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def stage_line(
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self,
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action: str,
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color: str = 'alert_yellow',
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hl_on_hover: bool = False,
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dotted: bool = False,
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# fields settings
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size: Optional[int] = None,
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) -> LevelLine:
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"""Stage a line at the current chart's cursor position
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and return it.
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"""
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# chart.setCursor(QtCore.Qt.PointingHandCursor)
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chart = self.chart._cursor.active_plot
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cursor = chart._cursor
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y = chart._cursor._datum_xy[1]
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symbol = chart._lc.symbol
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# line = self._stage_line
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# if not line:
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# add a "staged" cursor-tracking line to view
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# and cash it in a a var
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if self._active_staged_line:
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self.unstage_line()
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line = order_line(
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chart,
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level=y,
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level_digits=symbol.digits(),
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size=size,
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size_digits=symbol.lot_digits(),
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# just for the stage line to avoid
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# flickering while moving the cursor
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# around where it might trigger highlight
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# then non-highlight depending on sensitivity
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always_show_labels=True,
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# kwargs
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color=color,
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# don't highlight the "staging" line
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hl_on_hover=hl_on_hover,
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dotted=dotted,
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exec_type='dark' if dotted else 'live',
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action=action,
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show_markers=True,
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# prevent flickering of marker while moving/tracking cursor
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only_show_markers_on_hover=False,
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)
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self._active_staged_line = line
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# hide crosshair y-line and label
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cursor.hide_xhair()
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# add line to cursor trackers
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cursor._trackers.add(line)
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return line
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def unstage_line(self) -> LevelLine:
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"""Inverse of ``.stage_line()``.
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"""
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# chart = self.chart._cursor.active_plot
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# # chart.setCursor(QtCore.Qt.ArrowCursor)
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cursor = self.chart._cursor
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# delete "staged" cursor tracking line from view
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line = self._active_staged_line
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if line:
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cursor._trackers.remove(line)
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line.delete()
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self._active_staged_line = None
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# show the crosshair y line and label
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cursor.show_xhair()
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def create_order_line(
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self,
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uuid: str,
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level: float,
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chart: 'ChartPlotWidget', # noqa
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size: float,
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action: str,
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) -> LevelLine:
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line = self._active_staged_line
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if not line:
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raise RuntimeError("No line is currently staged!?")
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sym = chart._lc.symbol
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line = order_line(
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chart,
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# label fields default values
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level=level,
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level_digits=sym.digits(),
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size=size,
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size_digits=sym.lot_digits(),
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# LevelLine kwargs
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color=line.color,
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dotted=line._dotted,
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show_markers=True,
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only_show_markers_on_hover=True,
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action=action,
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)
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# for now, until submission reponse arrives
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line.hide_labels()
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# register for later lookup/deletion
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self._order_lines[uuid] = line
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return line
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def commit_line(self, uuid: str) -> LevelLine:
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"""Commit a "staged line" to view.
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Submits the line graphic under the cursor as a (new) permanent
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graphic in view.
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"""
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try:
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line = self._order_lines[uuid]
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except KeyError:
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log.warning(f'No line for {uuid} could be found?')
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return
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else:
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assert line.oid == uuid
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line.show_labels()
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# TODO: other flashy things to indicate the order is active
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log.debug(f'Level active for level: {line.value()}')
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return line
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def lines_under_cursor(self):
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"""Get the line(s) under the cursor position.
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"""
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# Delete any hoverable under the cursor
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return self.chart._cursor._hovered
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def remove_line(
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self,
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line: LevelLine = None,
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uuid: str = None,
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) -> LevelLine:
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"""Remove a line by refernce or uuid.
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If no lines or ids are provided remove all lines under the
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cursor position.
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"""
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if line:
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uuid = line.oid
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# try to look up line from our registry
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line = self._order_lines.pop(uuid, None)
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if line:
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# if hovered remove from cursor set
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hovered = self.chart._cursor._hovered
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if line in hovered:
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hovered.remove(line)
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# make sure the xhair doesn't get left off
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# just because we never got a un-hover event
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self.chart._cursor.show_xhair()
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line.delete()
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return line
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@dataclass
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class ArrowEditor:
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chart: 'ChartPlotWidget' # noqa
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_arrows: field(default_factory=dict)
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def add(
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self,
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uid: str,
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x: float,
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y: float,
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color='default',
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pointing: Optional[str] = None,
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) -> pg.ArrowItem:
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"""Add an arrow graphic to view at given (x, y).
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"""
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angle = {
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'up': 90,
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'down': -90,
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None: 180, # pointing to right (as in an alert)
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}[pointing]
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# scale arrow sizing to dpi-aware font
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size = _font.font.pixelSize() * 0.8
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arrow = pg.ArrowItem(
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angle=angle,
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baseAngle=0,
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headLen=size,
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headWidth=size/2,
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tailLen=None,
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pxMode=True,
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# coloring
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pen=pg.mkPen(hcolor('papas_special')),
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brush=pg.mkBrush(hcolor(color)),
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)
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arrow.setPos(x, y)
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self._arrows[uid] = arrow
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# render to view
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self.chart.plotItem.addItem(arrow)
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return arrow
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def remove(self, arrow) -> bool:
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self.chart.plotItem.removeItem(arrow)
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class ChartView(ViewBox):
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"""Price chart view box with interaction behaviors you'd expect from
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any interactive platform:
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- zoom on mouse scroll that auto fits y-axis
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- vertical scrolling on y-axis
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- zoom on x to most recent in view datum
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- zoom on right-click-n-drag to cursor position
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"""
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def __init__(
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self,
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parent: pg.PlotItem = None,
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**kwargs,
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):
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super().__init__(parent=parent, **kwargs)
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# disable vertical scrolling
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self.setMouseEnabled(x=True, y=False)
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self.linked_charts = None
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self.select_box = SelectRect(self)
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self.addItem(self.select_box, ignoreBounds=True)
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self._chart: 'ChartPlotWidget' = None # noqa
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self.mode = None
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# kb ctrls processing
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self._key_buffer = []
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self._key_active: bool = False
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self.setFocusPolicy(QtCore.Qt.StrongFocus)
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@property
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def chart(self) -> 'ChartPlotWidget': # type: ignore # noqa
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return self._chart
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@chart.setter
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def chart(self, chart: 'ChartPlotWidget') -> None: # type: ignore # noqa
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self._chart = chart
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self.select_box.chart = chart
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def wheelEvent(self, ev, axis=None):
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"""Override "center-point" location for scrolling.
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This is an override of the ``ViewBox`` method simply changing
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the center of the zoom to be the y-axis.
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TODO: PR a method into ``pyqtgraph`` to make this configurable
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"""
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if axis in (0, 1):
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mask = [False, False]
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mask[axis] = self.state['mouseEnabled'][axis]
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else:
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mask = self.state['mouseEnabled'][:]
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chart = self.linked_charts.chart
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# don't zoom more then the min points setting
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l, lbar, rbar, r = chart.bars_range()
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vl = r - l
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if ev.delta() > 0 and vl <= _min_points_to_show:
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log.debug("Max zoom bruh...")
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return
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if ev.delta() < 0 and vl >= len(chart._ohlc) + 666:
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log.debug("Min zoom bruh...")
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return
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# actual scaling factor
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s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
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s = [(None if m is False else s) for m in mask]
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# center = pg.Point(
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# fn.invertQTransform(self.childGroup.transform()).map(ev.pos())
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# )
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# XXX: scroll "around" the right most element in the view
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# which stays "pinned" in place.
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# furthest_right_coord = self.boundingRect().topRight()
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# yaxis = pg.Point(
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# fn.invertQTransform(
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# self.childGroup.transform()
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# ).map(furthest_right_coord)
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# )
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# This seems like the most "intuitive option, a hybrid of
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# tws and tv styles
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last_bar = pg.Point(int(rbar)) + 1
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ryaxis = chart.getAxis('right')
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r_axis_x = ryaxis.pos().x()
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end_of_l1 = pg.Point(
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round(
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chart._vb.mapToView(
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pg.Point(r_axis_x - chart._max_l1_line_len)
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# QPointF(chart._max_l1_line_len, 0)
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).x()
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)
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) # .x()
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# self.state['viewRange'][0][1] = end_of_l1
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# focal = pg.Point((last_bar.x() + end_of_l1)/2)
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focal = min(
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last_bar,
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end_of_l1,
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key=lambda p: p.x()
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)
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# breakpoint()
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# focal = pg.Point(last_bar.x() + end_of_l1)
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self._resetTarget()
|
|
self.scaleBy(s, focal)
|
|
ev.accept()
|
|
self.sigRangeChangedManually.emit(mask)
|
|
|
|
def mouseDragEvent(
|
|
self,
|
|
ev,
|
|
axis: Optional[int] = None,
|
|
) -> None:
|
|
# if axis is specified, event will only affect that axis.
|
|
ev.accept() # we accept all buttons
|
|
button = ev.button()
|
|
|
|
pos = ev.pos()
|
|
lastPos = ev.lastPos()
|
|
dif = pos - lastPos
|
|
dif = dif * -1
|
|
|
|
# Ignore axes if mouse is disabled
|
|
mouseEnabled = np.array(self.state['mouseEnabled'], dtype=np.float)
|
|
mask = mouseEnabled.copy()
|
|
if axis is not None:
|
|
mask[1-axis] = 0.0
|
|
|
|
# Scale or translate based on mouse button
|
|
if button & (QtCore.Qt.LeftButton | QtCore.Qt.MidButton):
|
|
|
|
# zoom y-axis ONLY when click-n-drag on it
|
|
if axis == 1:
|
|
# set a static y range special value on chart widget to
|
|
# prevent sizing to data in view.
|
|
self.chart._static_yrange = 'axis'
|
|
|
|
scale_y = 1.3 ** (dif.y() * -1 / 20)
|
|
self.setLimits(yMin=None, yMax=None)
|
|
|
|
# print(scale_y)
|
|
self.scaleBy((0, scale_y))
|
|
|
|
if self.state['mouseMode'] == ViewBox.RectMode:
|
|
|
|
down_pos = ev.buttonDownPos()
|
|
|
|
# This is the final position in the drag
|
|
if ev.isFinish():
|
|
|
|
self.select_box.mouse_drag_released(down_pos, pos)
|
|
|
|
# ax = QtCore.QRectF(down_pos, pos)
|
|
# ax = self.childGroup.mapRectFromParent(ax)
|
|
# print(ax)
|
|
|
|
# this is the zoom transform cmd
|
|
# self.showAxRect(ax)
|
|
|
|
# self.axHistoryPointer += 1
|
|
# self.axHistory = self.axHistory[
|
|
# :self.axHistoryPointer] + [ax]
|
|
else:
|
|
self.select_box.set_pos(down_pos, pos)
|
|
|
|
# update shape of scale box
|
|
# self.updateScaleBox(ev.buttonDownPos(), ev.pos())
|
|
else:
|
|
# default bevavior: click to pan view
|
|
|
|
tr = self.childGroup.transform()
|
|
tr = fn.invertQTransform(tr)
|
|
tr = tr.map(dif*mask) - tr.map(Point(0, 0))
|
|
|
|
x = tr.x() if mask[0] == 1 else None
|
|
y = tr.y() if mask[1] == 1 else None
|
|
|
|
self._resetTarget()
|
|
|
|
if x is not None or y is not None:
|
|
self.translateBy(x=x, y=y)
|
|
|
|
self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
|
|
|
|
elif button & QtCore.Qt.RightButton:
|
|
|
|
# right click zoom to center behaviour
|
|
|
|
if self.state['aspectLocked'] is not False:
|
|
mask[0] = 0
|
|
|
|
dif = ev.screenPos() - ev.lastScreenPos()
|
|
dif = np.array([dif.x(), dif.y()])
|
|
dif[0] *= -1
|
|
s = ((mask * 0.02) + 1) ** dif
|
|
|
|
tr = self.childGroup.transform()
|
|
tr = fn.invertQTransform(tr)
|
|
|
|
x = s[0] if mouseEnabled[0] == 1 else None
|
|
y = s[1] if mouseEnabled[1] == 1 else None
|
|
|
|
center = Point(tr.map(ev.buttonDownPos(QtCore.Qt.RightButton)))
|
|
self._resetTarget()
|
|
self.scaleBy(x=x, y=y, center=center)
|
|
self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
|
|
|
|
def mouseClickEvent(self, ev):
|
|
"""Full-click callback.
|
|
|
|
"""
|
|
button = ev.button()
|
|
# pos = ev.pos()
|
|
|
|
if button == QtCore.Qt.RightButton and self.menuEnabled():
|
|
ev.accept()
|
|
self.raiseContextMenu(ev)
|
|
|
|
elif button == QtCore.Qt.LeftButton:
|
|
# when in order mode, submit execution
|
|
if self._key_active:
|
|
ev.accept()
|
|
self.mode.submit_exec()
|
|
|
|
def keyReleaseEvent(self, ev):
|
|
"""
|
|
Key release to normally to trigger release of input mode
|
|
|
|
"""
|
|
# TODO: is there a global setting for this?
|
|
if ev.isAutoRepeat():
|
|
ev.ignore()
|
|
return
|
|
|
|
ev.accept()
|
|
# text = ev.text()
|
|
key = ev.key()
|
|
mods = ev.modifiers()
|
|
|
|
if key == QtCore.Qt.Key_Shift:
|
|
# if self.state['mouseMode'] == ViewBox.RectMode:
|
|
self.setMouseMode(ViewBox.PanMode)
|
|
|
|
# if self.state['mouseMode'] == ViewBox.RectMode:
|
|
# if key == QtCore.Qt.Key_Space:
|
|
if mods == QtCore.Qt.ControlModifier or key == QtCore.Qt.Key_Control:
|
|
self.mode._exec_mode = 'dark'
|
|
|
|
if key in {QtCore.Qt.Key_A, QtCore.Qt.Key_F, QtCore.Qt.Key_D}:
|
|
# remove "staged" level line under cursor position
|
|
self.mode.lines.unstage_line()
|
|
|
|
self._key_active = False
|
|
|
|
def keyPressEvent(self, ev: QtCore.QEvent) -> None:
|
|
"""
|
|
This routine should capture key presses in the current view box.
|
|
|
|
"""
|
|
# TODO: is there a global setting for this?
|
|
if ev.isAutoRepeat():
|
|
ev.ignore()
|
|
return
|
|
|
|
ev.accept()
|
|
text = ev.text()
|
|
key = ev.key()
|
|
mods = ev.modifiers()
|
|
|
|
print(f'text: {text}, key: {key}')
|
|
|
|
if mods == QtCore.Qt.ShiftModifier:
|
|
if self.state['mouseMode'] == ViewBox.PanMode:
|
|
self.setMouseMode(ViewBox.RectMode)
|
|
|
|
# ctrl
|
|
ctrl = False
|
|
if mods == QtCore.Qt.ControlModifier:
|
|
ctrl = True
|
|
|
|
if mods == QtCore.Qt.ControlModifier:
|
|
self.mode._exec_mode = 'live'
|
|
|
|
self._key_active = True
|
|
|
|
# alt
|
|
if mods == QtCore.Qt.AltModifier:
|
|
pass
|
|
|
|
# ctlr-l for "lookup" -> open search / lists
|
|
if ctrl and key == QtCore.Qt.Key_L:
|
|
search = self._chart._lc.chart_space.search
|
|
search.focus()
|
|
|
|
# esc
|
|
if key == QtCore.Qt.Key_Escape or (ctrl and key == QtCore.Qt.Key_C):
|
|
# ctrl-c as cancel
|
|
# https://forum.qt.io/topic/532/how-to-catch-ctrl-c-on-a-widget/9
|
|
self.select_box.clear()
|
|
|
|
# cancel order or clear graphics
|
|
if key == QtCore.Qt.Key_C or key == QtCore.Qt.Key_Delete:
|
|
# delete any lines under the cursor
|
|
mode = self.mode
|
|
for line in mode.lines.lines_under_cursor():
|
|
mode.book.cancel(uuid=line.oid)
|
|
|
|
self._key_buffer.append(text)
|
|
|
|
# View modes
|
|
if key == QtCore.Qt.Key_R:
|
|
self.chart.default_view()
|
|
|
|
# Order modes: stage orders at the current cursor level
|
|
|
|
elif key == QtCore.Qt.Key_D: # for "damp eet"
|
|
self.mode.set_exec('sell')
|
|
|
|
elif key == QtCore.Qt.Key_F: # for "fillz eet"
|
|
self.mode.set_exec('buy')
|
|
|
|
elif key == QtCore.Qt.Key_A:
|
|
self.mode.set_exec('alert')
|
|
|
|
# XXX: Leaving this for light reference purposes, there
|
|
# seems to be some work to at least gawk at for history mgmt.
|
|
|
|
# Key presses are used only when mouse mode is RectMode
|
|
# The following events are implemented:
|
|
# ctrl-A : zooms out to the default "full" view of the plot
|
|
# ctrl-+ : moves forward in the zooming stack (if it exists)
|
|
# ctrl-- : moves backward in the zooming stack (if it exists)
|
|
|
|
# self.scaleHistory(-1)
|
|
# elif ev.text() in ['+', '=']:
|
|
# self.scaleHistory(1)
|
|
# elif ev.key() == QtCore.Qt.Key_Backspace:
|
|
# self.scaleHistory(len(self.axHistory))
|
|
else:
|
|
# maybe propagate to parent widget
|
|
ev.ignore()
|
|
self._key_active = False
|