Layout and save window pos
This commit is contained in:
Jamie Cash
+86
-57
@@ -18,10 +18,10 @@ matplotlib.use('WXAgg')
|
||||
|
||||
class MonitorFrame(wx.Frame):
|
||||
|
||||
cor = None
|
||||
rows = 0 # Need to track as we need to notify grid if row count changes.
|
||||
__cor = None
|
||||
__rows = 0 # Need to track as we need to notify grid if row count changes.
|
||||
__opened_filename = None # So we can save to same file as we opened
|
||||
config = None # The applications config
|
||||
__config = None # The applications config
|
||||
|
||||
__selected_correlation = [] # List of Symbol 1 & Symbol 2
|
||||
|
||||
@@ -38,15 +38,20 @@ class MonitorFrame(wx.Frame):
|
||||
|
||||
def __init__(self):
|
||||
# Super
|
||||
wx.Frame.__init__(self, parent=None, id=wx.ID_ANY, title="Divergence Monitor")
|
||||
wx.Frame.__init__(self, parent=None, id=wx.ID_ANY, title="Divergence Monitor",
|
||||
pos=wx.Point(x=Config().get('window.x'),
|
||||
y=Config().get('window.y')),
|
||||
size=wx.Size(width=Config().get('window.width'),
|
||||
height=Config().get('window.height')),
|
||||
style=Config().get('window.style'))
|
||||
|
||||
# Create logger and get config
|
||||
self.__log = logging.getLogger(__name__)
|
||||
self.config = Config()
|
||||
self.__config = Config()
|
||||
|
||||
# Create correlation instance to maintain state of calculated coefficients. Set min coefficient from config
|
||||
self.cor = Correlation()
|
||||
self.cor.monitoring_threshold = self.config.get("monitor.monitoring_threshold")
|
||||
self.__cor = Correlation()
|
||||
self.__cor.monitoring_threshold = self.__config.get("monitor.monitoring_threshold")
|
||||
|
||||
# Status bar
|
||||
self.statusbar = self.CreateStatusBar(1)
|
||||
@@ -99,7 +104,7 @@ class MonitorFrame(wx.Frame):
|
||||
|
||||
# Create the correlations grid. This is a data table using pandas dataframe for underlying data. Add the
|
||||
# correlations_grid to the correlations sizer.
|
||||
self.table = DataTable(self.cor.filtered_coefficient_data)
|
||||
self.table = DataTable(self.__cor.filtered_coefficient_data)
|
||||
self.grid_correlations = wx.grid.Grid(panel, wx.ID_ANY)
|
||||
self.grid_correlations.SetTable(self.table, takeOwnership=True)
|
||||
self.grid_correlations.EnableEditing(False)
|
||||
@@ -129,8 +134,7 @@ class MonitorFrame(wx.Frame):
|
||||
self.__main_sizer.Add(correlations_sizer, 0, wx.ALL | wx.EXPAND, 1)
|
||||
self.__main_sizer.Add(self.__graph, 1, wx.ALL | wx.EXPAND, 1)
|
||||
|
||||
# Size the window.
|
||||
self.SetSize((800, 500))
|
||||
# Layout the window.
|
||||
self.Layout()
|
||||
|
||||
# Set up timer to refresh grid
|
||||
@@ -167,7 +171,7 @@ class MonitorFrame(wx.Frame):
|
||||
self.__opened_filename = fileDialog.GetPath()
|
||||
|
||||
self.SetStatusText(f"Loading file {self.__opened_filename}.")
|
||||
self.cor.load(self.__opened_filename)
|
||||
self.__cor.load(self.__opened_filename)
|
||||
|
||||
# Refresh data in grid
|
||||
self.refresh_grid()
|
||||
@@ -180,7 +184,7 @@ class MonitorFrame(wx.Frame):
|
||||
if self.__opened_filename is None:
|
||||
self.save_file_as(event)
|
||||
else:
|
||||
self.cor.save(self.__opened_filename)
|
||||
self.__cor.save(self.__opened_filename)
|
||||
|
||||
self.SetStatusText(f"File saved as {self.__opened_filename}")
|
||||
|
||||
@@ -194,7 +198,7 @@ class MonitorFrame(wx.Frame):
|
||||
self.SetStatusText(f"Saving file as {self.__opened_filename}")
|
||||
|
||||
self.__opened_filename = fileDialog.GetPath()
|
||||
self.cor.save(self.__opened_filename)
|
||||
self.__cor.save(self.__opened_filename)
|
||||
|
||||
self.SetStatusText(f"File saved as {self.__opened_filename}")
|
||||
|
||||
@@ -202,22 +206,23 @@ class MonitorFrame(wx.Frame):
|
||||
# set time zone to UTC to avoid local offset issues, and get from and to dates (a week ago to today)
|
||||
timezone = pytz.timezone("Etc/UTC")
|
||||
utc_to = datetime.now(tz=timezone)
|
||||
utc_from = utc_to - timedelta(days=self.config.get('calculate.from.days'))
|
||||
utc_from = utc_to - timedelta(days=self.__config.get('calculate.from.days'))
|
||||
|
||||
# Calculate
|
||||
self.SetStatusText("Calculating coefficients.")
|
||||
self.cor.calculate(date_from=utc_from, date_to=utc_to,
|
||||
timeframe=self.config.get('calculate.timeframe'),
|
||||
min_prices=self.config.get('calculate.min_prices'),
|
||||
max_set_size_diff_pct=self.config.get('calculate.max_set_size_diff_pct'),
|
||||
overlap_pct=self.config.get('calculate.overlap_pct'),
|
||||
max_p_value=self.config.get('calculate.max_p_value'))
|
||||
self.__cor.calculate(date_from=utc_from, date_to=utc_to,
|
||||
timeframe=self.__config.get('calculate.timeframe'),
|
||||
min_prices=self.__config.get('calculate.min_prices'),
|
||||
max_set_size_diff_pct=self.__config.get('calculate.max_set_size_diff_pct'),
|
||||
overlap_pct=self.__config.get('calculate.overlap_pct'),
|
||||
max_p_value=self.__config.get('calculate.max_p_value'))
|
||||
self.SetStatusText("")
|
||||
|
||||
# Show calculated data
|
||||
self.refresh_grid()
|
||||
|
||||
def quit(self, event):
|
||||
# Close
|
||||
self.Close()
|
||||
|
||||
def refresh_grid(self):
|
||||
@@ -228,7 +233,7 @@ class MonitorFrame(wx.Frame):
|
||||
self.__log.debug(f"Refreshing grid. Timer running: {self.timer.IsRunning()}")
|
||||
|
||||
# Update data
|
||||
self.table.data = self.cor.coefficient_data.copy()
|
||||
self.table.data = self.__cor.coefficient_data.copy()
|
||||
|
||||
# Format
|
||||
self.table.data.loc[:, 'Base Coefficient'] = self.table.data['Base Coefficient'].map('{:.5f}'.format)
|
||||
@@ -244,16 +249,16 @@ class MonitorFrame(wx.Frame):
|
||||
self.grid_correlations.BeginBatch()
|
||||
|
||||
# Check if num rows in dataframe has changed, and send appropriate APPEND or DELETE messages
|
||||
cur_rows = len(self.cor.filtered_coefficient_data.index)
|
||||
if cur_rows < self.rows:
|
||||
cur_rows = len(self.__cor.filtered_coefficient_data.index)
|
||||
if cur_rows < self.__rows:
|
||||
# Data has been deleted. Send message
|
||||
msg = wx.grid.GridTableMessage(self.table, wx.grid.GRIDTABLE_NOTIFY_ROWS_DELETED,
|
||||
self.rows - cur_rows, self.rows - cur_rows)
|
||||
self.__rows - cur_rows, self.__rows - cur_rows)
|
||||
self.grid_correlations.ProcessTableMessage(msg)
|
||||
elif cur_rows > self.rows:
|
||||
elif cur_rows > self.__rows:
|
||||
# Data has been added. Send message
|
||||
msg = wx.grid.GridTableMessage(self.table, wx.grid.GRIDTABLE_NOTIFY_ROWS_APPENDED,
|
||||
cur_rows - self.rows) # how many
|
||||
cur_rows - self.__rows) # how many
|
||||
self.grid_correlations.ProcessTableMessage(msg)
|
||||
|
||||
self.grid_correlations.EndBatch()
|
||||
@@ -263,7 +268,7 @@ class MonitorFrame(wx.Frame):
|
||||
self.grid_correlations.ProcessTableMessage(msg)
|
||||
|
||||
# Update row count
|
||||
self.rows = cur_rows
|
||||
self.__rows = cur_rows
|
||||
|
||||
def monitor(self, event):
|
||||
# Check state of toggle button. If on, then start monitoring, else stop
|
||||
@@ -273,27 +278,27 @@ class MonitorFrame(wx.Frame):
|
||||
self.monitor_toggle.SetLabelText("On")
|
||||
self.SetStatusText("Monitoring for changes to coefficients.")
|
||||
|
||||
self.timer.Start(self.config.get('monitor.interval')*1000)
|
||||
self.timer.Start(self.__config.get('monitor.interval')*1000)
|
||||
|
||||
# Autosave filename
|
||||
filename = self.__opened_filename if self.__opened_filename is not None else 'autosave.cpd'
|
||||
|
||||
self.cor.start_monitor(interval=self.config.get('monitor.interval'),
|
||||
from_mins=self.config.get('monitor.from.minutes'),
|
||||
min_prices=self.config.get('monitor.min_prices'),
|
||||
max_set_size_diff_pct=self.config.get('monitor.max_set_size_diff_pct'),
|
||||
overlap_pct=self.config.get('monitor.overlap_pct'),
|
||||
max_p_value=self.config.get('monitor.max_p_value'),
|
||||
cache_time=self.config.get('monitor.tick_cache_time'),
|
||||
autosave=self.config.get('monitor.autosave'),
|
||||
filename=filename)
|
||||
self.__cor.start_monitor(interval=self.__config.get('monitor.interval'),
|
||||
from_mins=self.__config.get('monitor.from.minutes'),
|
||||
min_prices=self.__config.get('monitor.min_prices'),
|
||||
max_set_size_diff_pct=self.__config.get('monitor.max_set_size_diff_pct'),
|
||||
overlap_pct=self.__config.get('monitor.overlap_pct'),
|
||||
max_p_value=self.__config.get('monitor.max_p_value'),
|
||||
cache_time=self.__config.get('monitor.tick_cache_time'),
|
||||
autosave=self.__config.get('monitor.autosave'),
|
||||
filename=filename)
|
||||
else:
|
||||
self.__log.info("Stopping monitoring.")
|
||||
self.monitor_toggle.SetBackgroundColour(wx.RED)
|
||||
self.monitor_toggle.SetLabelText("Off")
|
||||
self.SetStatusText("Monitoring stopped.")
|
||||
self.timer.Stop()
|
||||
self.cor.stop_monitor()
|
||||
self.__cor.stop_monitor()
|
||||
|
||||
def open_settings(self, event):
|
||||
"""
|
||||
@@ -327,25 +332,25 @@ class MonitorFrame(wx.Frame):
|
||||
# Now perform the actions
|
||||
if restart_monitor_timer:
|
||||
self.__log.info("Settings updated. Reloading monitoring timer.")
|
||||
self.cor.stop_monitor()
|
||||
self.__cor.stop_monitor()
|
||||
# From and to dates for calculations.
|
||||
timezone = pytz.timezone("Etc/UTC")
|
||||
utc_to = datetime.now(tz=timezone)
|
||||
utc_from = utc_to - timedelta(minutes=self.config.get('monitor.from.minutes'))
|
||||
self.cor.start_monitor(interval=self.config.get('monitor.interval'),
|
||||
from_mins=self.config.get('monitor.from.minutes'),
|
||||
min_prices=self.config.get('monitor.min_prices'),
|
||||
max_set_size_diff_pct=self.config.get('monitor.max_set_size_diff_pct'),
|
||||
overlap_pct=self.config.get('monitor.overlap_pct'),
|
||||
max_p_value=self.config.get('monitor.max_p_value'))
|
||||
utc_from = utc_to - timedelta(minutes=self.__config.get('monitor.from.minutes'))
|
||||
self.__cor.start_monitor(interval=self.__config.get('monitor.interval'),
|
||||
from_mins=self.__config.get('monitor.from.minutes'),
|
||||
min_prices=self.__config.get('monitor.min_prices'),
|
||||
max_set_size_diff_pct=self.__config.get('monitor.max_set_size_diff_pct'),
|
||||
overlap_pct=self.__config.get('monitor.overlap_pct'),
|
||||
max_p_value=self.__config.get('monitor.max_p_value'))
|
||||
if restart_gui_timer:
|
||||
self.__log.info("Settings updated. Restarting gui timer.")
|
||||
self.timer.Stop()
|
||||
self.timer.Start(self.config.get('monitor.interval') * 1000)
|
||||
self.timer.Start(self.__config.get('monitor.interval') * 1000)
|
||||
|
||||
if reload_correlations:
|
||||
self.__log.info("Settings updated. Updating monitoring threshold and reloading grid.")
|
||||
self.cor.monitoring_threshold = self.config.get("monitor.monitoring_threshold")
|
||||
self.__cor.monitoring_threshold = self.__config.get("monitor.monitoring_threshold")
|
||||
self.refresh_grid()
|
||||
|
||||
if reload_logger:
|
||||
@@ -359,10 +364,22 @@ class MonitorFrame(wx.Frame):
|
||||
:param event:
|
||||
:return:
|
||||
"""
|
||||
if self.__opened_filename is not None:
|
||||
self.cor.save(self.__opened_filename)
|
||||
# Save pos and size
|
||||
x, y = self.GetPosition()
|
||||
width, height = self.GetSize()
|
||||
self.__config.set('window.x', x)
|
||||
self.__config.set('window.y', y)
|
||||
self.__config.set('window.width', width)
|
||||
self.__config.set('window.height', height)
|
||||
|
||||
self.cor.stop_monitor()
|
||||
# Style
|
||||
style = self.GetWindowStyle()
|
||||
self.__config.set('window.style', style)
|
||||
|
||||
self.__config.save()
|
||||
|
||||
# Stop monitoring
|
||||
self.__cor.stop_monitor()
|
||||
|
||||
# Kill graph as it seems to be stopping script from ending
|
||||
self.__graph = None
|
||||
@@ -393,11 +410,11 @@ class MonitorFrame(wx.Frame):
|
||||
"""
|
||||
# Get the price data for the base coefficient calculation, tick data to calculate last coefficient and and the
|
||||
# coefficient history data
|
||||
symbol_1_price_data = self.cor.get_price_data(symbol1)
|
||||
symbol_2_price_data = self.cor.get_price_data(symbol2)
|
||||
symbol_1_ticks = self.cor.get_ticks(symbol1, cache_only=True)
|
||||
symbol_2_ticks = self.cor.get_ticks(symbol2, cache_only=True)
|
||||
history_data = self.cor.get_coefficient_history(symbol1, symbol2)
|
||||
symbol_1_price_data = self.__cor.get_price_data(symbol1)
|
||||
symbol_2_price_data = self.__cor.get_price_data(symbol2)
|
||||
symbol_1_ticks = self.__cor.get_ticks(symbol1, cache_only=True)
|
||||
symbol_2_ticks = self.__cor.get_ticks(symbol2, cache_only=True)
|
||||
history_data = self.__cor.get_coefficient_history(symbol1, symbol2)
|
||||
times = history_data['UTC Date To']
|
||||
coefficients = history_data['Coefficient']
|
||||
|
||||
@@ -479,6 +496,10 @@ class DataTable(wx.grid.GridTableBase):
|
||||
|
||||
class GraphPanel(wx.Panel):
|
||||
def __init__(self, parent):
|
||||
"""
|
||||
A panel to show the graphs
|
||||
:param parent: The parent panel
|
||||
"""
|
||||
# Super
|
||||
wx.Panel.__init__(self, parent)
|
||||
|
||||
@@ -540,6 +561,7 @@ class GraphPanel(wx.Panel):
|
||||
mtick_rot = [0, 45, 0, 45, 45]
|
||||
xdata = [prices[0]['time'], prices[1]['time'], ticks[0]['time'], ticks[1]['time'], times]
|
||||
ydata = [prices[0]['close'], prices[1]['close'], ticks[0]['ask'], ticks[1]['ask'], coefficients]
|
||||
types = ['plot', 'plot', 'plot', 'plot', 'scatter']
|
||||
|
||||
# Draw 5 charts
|
||||
for index in range(0, len(self.__axes)):
|
||||
@@ -561,8 +583,15 @@ class GraphPanel(wx.Panel):
|
||||
self.__axes[index].xaxis.set_major_formatter(mtick_fmts[index])
|
||||
plt.setp(self.__axes[index].xaxis.get_majorticklabels(), rotation=mtick_rot[index])
|
||||
|
||||
# Remove typ and right boarders
|
||||
self.__axes[index].spines["top"].set_visible(False)
|
||||
self.__axes[index].spines["right"].set_visible(False)
|
||||
|
||||
# Plot
|
||||
self.__axes[index].plot(xdata[index], ydata[index])
|
||||
if types[index] == 'plot':
|
||||
self.__axes[index].plot(xdata[index], ydata[index])
|
||||
elif types[index] == 'scatter':
|
||||
self.__axes[index].scatter(xdata[index], ydata[index], s=1)
|
||||
|
||||
# Layout with padding between charts
|
||||
self.__fig.tight_layout(pad=0.5)
|
||||
|
||||
Reference in New Issue
Block a user