Added diverged symbols chart
This commit is contained in:
Jamie Cash
+57
-24
@@ -1,11 +1,15 @@
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import abc
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import importlib
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import logging
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import sys
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import pytz
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import wx
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import wxconfig as cfg
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from datetime import datetime, timedelta
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import mt5_correlation.gui as gui
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from mt5_correlation import correlation as cor
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@@ -249,32 +253,14 @@ class CorrelationMDIFrame(wx.MDIParentFrame):
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self.SetStatusText(f"Status updated at {self.cor.get_last_calculation():%d-%b %H:%M:%S}.", 1)
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def __on_view_status(self, evt):
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from mt5_correlation.gui.mdi_child_status import MDIChildStatus
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# Only open if not already open. If already open then raise to top.
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opened_instance = None
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for child in self.GetChildren():
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if isinstance(child, MDIChildStatus):
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opened_instance = child
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if opened_instance is None:
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MDIChildStatus(parent=self).Show(True)
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else:
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opened_instance.Raise()
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FrameManager.open_frame(parent=self, frame_module='mt5_correlation.gui.mdi_child_status',
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frame_class='MDIChildStatus',
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raise_if_open=True)
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def __on_view_diverged(self, evt):
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from mt5_correlation.gui.mdi_child_diverged_symbols import MDIChildDivergedSymbols
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# Only open if not already open. If already open then raise to top.
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opened_instance = None
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for child in self.GetChildren():
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if isinstance(child, MDIChildDivergedSymbols):
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opened_instance = child
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if opened_instance is None:
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MDIChildDivergedSymbols(parent=self).Show(True)
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else:
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opened_instance.Raise()
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FrameManager.open_frame(parent=self, frame_module='mt5_correlation.gui.mdi_child_diverged_symbols',
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frame_class='MDIChildDivergedSymbols',
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raise_if_open=True)
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def __refresh(self):
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"""
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@@ -305,3 +291,50 @@ class CorrelationMDIChild(wx.MDIChildFrame):
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:return:
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"""
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raise NotImplementedError
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class FrameManager:
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"""
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Manages the opening and raising of MDIChild frames
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"""
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@staticmethod
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def open_frame(parent, frame_module, frame_class, raise_if_open=True, **kwargs):
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"""
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Opens the frame specified by the frame class
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:param parent: The MDIParentFrame to open the child frame into
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:param frame_module: A string specifying the module containing the frame class to open or raise
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:param frame_class: A string specifying the frame class to open or raise
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:param raise_if_open: Whether the frame should raise rather than open if an instance is already open.
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:param kwargs: A dict of parameters to pass to frame constructor. These will also be checked in raise_if_open to
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determine uniqueness (i.e. If a frame of the same class is already open but its params are different, then
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the frame will be opened again with the new params instead of being raised.)
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:return:
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"""
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# Load the module and class
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module = importlib.import_module(frame_module)
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clazz = getattr(module, frame_class)
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# Do we have an opened instance
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opened_instance = None
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for child in parent.GetChildren():
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if isinstance(child, clazz):
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# do the args match
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match = True
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for key in kwargs:
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if kwargs[key] != getattr(child, key):
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match = False
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# Only open existing instance if args matched
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if match:
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opened_instance = child
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# If we dont have an opened instance or raise_on_open is False then open new frame, otherwise raise it
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if opened_instance is None or raise_if_open is False:
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if len(kwargs) == 0:
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clazz(parent=parent).Show(True)
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else:
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clazz(parent=parent, **kwargs).Show(True)
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else:
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opened_instance.Raise()
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@@ -30,16 +30,16 @@ class MDIChildCorrelationGraph(mdi.CorrelationMDIChild):
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__axs = None
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__canvas = None
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def __init__(self, parent, symbol1, symbol2):
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def __init__(self, parent, **kwargs):
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# Super
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wx.MDIChildFrame.__init__(self, parent=parent, id=wx.ID_ANY,
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title=f"Correlation Status for {symbol1}:{symbol2}")
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title=f"Correlation Status for {kwargs['symbols'][0]}:{kwargs['symbols'][1]}")
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# Create logger
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self.__log = logging.getLogger(__name__)
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# Store the symbols
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self.symbols = [symbol1, symbol2]
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self.symbols = kwargs['symbols']
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# We will freeze this frame and thaw once constructed to avoid flicker.
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self.Freeze()
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@@ -56,6 +56,9 @@ class MDIChildDivergedSymbols(mdi.CorrelationMDIChild):
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self.__grid.SetMinSize((220, 100))
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sizer.Add(self.__grid, 1, wx.ALL | wx.EXPAND)
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# Bind row doubleclick
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self.Bind(wx.grid.EVT_GRID_CELL_LEFT_DCLICK, self.__on_doubleckick_row, self.__grid)
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# Refresh to populate
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self.refresh()
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@@ -94,6 +97,21 @@ class MDIChildDivergedSymbols(mdi.CorrelationMDIChild):
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# Update row count
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self.__rows = cur_rows
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def __on_doubleckick_row(self, evt):
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"""
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Open the graphs when a row is doubleclicked.
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:param evt:
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:return:
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"""
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row = evt.GetRow()
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symbol = self.__grid.GetCellValue(row, COLUMN_SYMBOL)
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mdi.FrameManager.open_frame(parent=self.GetMDIParent(),
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frame_module='mt5_correlation.gui.mdi_child_divergedgraph',
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frame_class='MDIChildDivergedGraph',
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raise_if_open=True,
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symbol=symbol)
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class _DataTable(wx.grid.GridTableBase):
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"""
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@@ -0,0 +1,141 @@
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import logging
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import matplotlib.dates
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import matplotlib.pyplot as plt
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import matplotlib.ticker as mticker
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import wx
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import wxconfig as cfg
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import wx.lib.scrolledpanel as scrolled
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from matplotlib.backends.backend_wxagg import FigureCanvasWxAgg as FigureCanvas
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import mt5_correlation.gui.mdi as mdi
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from mt5_correlation import correlation as cor
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class MDIChildDivergedGraph(mdi.CorrelationMDIChild):
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"""
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Shows the graphs for the specified correlation
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"""
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symbol = None # Symbol to chart divergence for. Public as we use to check if window for the symbol is already open.
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# Date formats for graphs
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__tick_fmt_date = matplotlib.dates.DateFormatter('%d-%b')
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__tick_fmt_time = matplotlib.dates.DateFormatter('%H:%M:%S')
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# Fig, axes and canvas
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__fig = None
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__axs = None
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__canvas = None
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# Colors for graph lines
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__colours = ['red', 'green', 'blue', 'pink', 'purple', 'black', 'yellow', 'lightblue']
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def __init__(self, parent, **kwargs):
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# Super
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wx.MDIChildFrame.__init__(self, parent=parent, id=wx.ID_ANY,
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title=f"Divergence Graph for {kwargs['symbol']}")
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# Create logger
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self.__log = logging.getLogger(__name__)
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# Store the symbol
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self.symbol = kwargs['symbol']
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# We will freeze this frame and thaw once constructed to avoid flicker.
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self.Freeze()
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# Draw the empty graph. We will populate with data in refresh.
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# Create fig and 1 axes.
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self.__fig, self.__axs = plt.subplots(1)
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# Set title
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self.__axs.set_title(f"Price Data for {self.symbol} vs Previously Correlated Symbols")
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# Set Y Labels and tick colours for symbol. This will be set for other symbols on plot
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for i in range(0, 2):
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self.__axs.set_ylabel(f"{self.symbol}", color=self.__colours[0], labelpad=10)
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self.__axs.tick_params(axis='y', labelcolor=self.__colours[0])
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# Hack to stop xaxis dropping outside of window
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self.__axs.set_xlabel(" ", labelpad=10)
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# Layout with padding between charts
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self.__fig.tight_layout(pad=0.5)
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# Create panel and sizer. This will provide scrollbar
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panel = scrolled.ScrolledPanel(self, wx.ID_ANY)
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sizer = wx.BoxSizer()
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panel.SetSizer(sizer)
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# Add fig to canvas and canvas to sizer. Thaw window to update
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self.__canvas = FigureCanvas(panel, wx.ID_ANY, self.__fig)
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sizer.Add(self.__canvas, 1, wx.ALL | wx.EXPAND)
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self.Thaw()
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# Setup scrolling
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panel.SetupScrolling()
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# Refresh to show content
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self.refresh()
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def refresh(self):
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"""
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Refresh the graph
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:return:
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"""
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# Get the symbols that this one has diverged against.
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data = self.GetMDIParent().cor.filtered_coefficient_data
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filtered_data = data.loc[(
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(data['Status'] == cor.STATUS_DIVERGED) |
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(data['Status'] == cor.STATUS_DIVERGING) |
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(data['Status'] == cor.STATUS_CONVERGING)
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) &
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(
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(data['Symbol 1'] == self.symbol) |
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(data['Symbol 2'] == self.symbol)
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)]
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# Get all symbols and remove the base one. We will need to ensure that this is first in the list
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other_symbols = list(filtered_data['Symbol 1'].append(filtered_data['Symbol 2']).drop_duplicates())
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other_symbols.remove(self.symbol)
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# Get the tick data for base symbols and other symbols
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symbol_tick_data = self.GetMDIParent().cor.get_ticks(self.symbol, cache_only=True)
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other_tick_data = []
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for symbol in other_symbols:
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tick_data = self.GetMDIParent().cor.get_ticks(symbol, cache_only=True)
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other_tick_data.append(tick_data)
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# Plot tick data for the base symbol
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self.__axs.plot(symbol_tick_data['time'], symbol_tick_data['ask'], color=self.__colours[0], label=self.symbol)
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# Plot for the other symbols on new axes
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for i in range(0, len(other_tick_data)):
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new_ax = self.__axs.twinx()
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new_ax.plot(other_tick_data[i]['time'], other_tick_data[i]['ask'], label=other_symbols[i],
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color=self.__colours[i+1])
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new_ax.set_ylabel(f"{other_symbols[i]}", color=self.__colours[i+1], labelpad=10)
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new_ax.tick_params(axis='y', labelcolor=self.__colours[i+1])
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# Ticks, labels and formats. Fixing xticks with FixedLocator but also using MaxNLocator to avoid
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# cramped x-labels
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if len(symbol_tick_data['time']) > 0:
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self.__axs.xaxis.set_major_locator(mticker.MaxNLocator(10))
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ticks_loc = self.__axs.get_xticks().tolist()
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self.__axs.xaxis.set_major_locator(mticker.FixedLocator(ticks_loc))
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self.__axs.set_xticklabels(ticks_loc)
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self.__axs.xaxis.set_major_formatter(self.__tick_fmt_time)
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plt.setp(self.__axs.xaxis.get_majorticklabels(), rotation=45)
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# Legend
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#self.__axs.legend([self.symbol, ] + other_symbols)
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# Redraw canvas
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self.__canvas.draw()
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def __del__(self):
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# Close all plots
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plt.close('all')
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@@ -125,20 +125,11 @@ class MDIChildStatus(mdi.CorrelationMDIChild):
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symbol1 = self.__grid.GetCellValue(row, COLUMN_SYMBOL1)
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symbol2 = self.__grid.GetCellValue(row, COLUMN_SYMBOL2)
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from mt5_correlation.gui.mdi_child_correlationgraph import MDIChildCorrelationGraph
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# Check if already open
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instance = None
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for child in self.GetMDIParent().GetChildren():
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if isinstance(child, MDIChildCorrelationGraph):
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if child.symbols[0] == symbol1 and child.symbols[1] == symbol2:
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instance = child
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# If already open, raise to top. Otherwise open
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if instance is None:
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MDIChildCorrelationGraph(parent=self.GetMDIParent(), symbol1=symbol1, symbol2=symbol2).Show(True)
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else:
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instance.Raise()
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mdi.FrameManager.open_frame(parent=self.GetMDIParent(),
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frame_module='mt5_correlation.gui.mdi_child_correlationgraph',
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frame_class='MDIChildCorrelationGraph',
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raise_if_open=True,
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symbols=[symbol1, symbol2])
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class _DataTable(wx.grid.GridTableBase):
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