Jamie Cash
691 lines
30 KiB
Python
691 lines
30 KiB
Python
import wx
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import wx.grid
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import matplotlib.pyplot as plt
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from matplotlib.backends.backend_wxagg import FigureCanvasWxAgg as FigureCanvas
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import matplotlib.dates
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import matplotlib
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import matplotlib.ticker as mticker
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from mt5_correlation import correlation
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from mt5_correlation.correlation import Correlation
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from mt5_correlation.config import Config, SettingsDialog
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from datetime import datetime, timedelta
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import pytz
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import pandas as pd
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import logging
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import logging.config
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matplotlib.use('WXAgg')
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class MonitorFrame(wx.Frame):
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__cor = None
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__rows = 0 # Need to track as we need to notify grid if row count changes.
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__opened_filename = None # So we can save to same file as we opened
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__config = None # The applications config
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__selected_correlation = [] # List of Symbol 1 & Symbol 2
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# Columns for coefficient table
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COLUMN_INDEX = 0
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COLUMN_SYMBOL1 = 1
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COLUMN_SYMBOL2 = 2
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COLUMN_BASE_COEFFICIENT = 3
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COLUMN_DATE_FROM = 4
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COLUMN_DATE_TO = 5
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COLUMN_TIMEFRAME = 6
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COLUMN_LAST_CALCULATION = 7
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COLUMN_STATUS = 8
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def __init__(self):
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# Super
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wx.Frame.__init__(self, parent=None, id=wx.ID_ANY, title="Divergence Monitor",
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pos=wx.Point(x=Config().get('window.x'),
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y=Config().get('window.y')),
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size=wx.Size(width=Config().get('window.width'),
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height=Config().get('window.height')),
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style=Config().get('window.style'))
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# Create logger and get config
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self.__log = logging.getLogger(__name__)
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self.__config = Config()
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# Create correlation instance to maintain state of calculated coefficients. Set min coefficient from config
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self.__cor = Correlation()
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self.__cor.monitoring_threshold = self.__config.get("monitor.monitoring_threshold")
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# Status bar. 2 fields, one for monitoring status and one for general status. On open, monitoring status is not
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# monitoring. SetBackgroundColour will change colour of both. Couldn't find a way to set on single field only.
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self.__statusbar = self.CreateStatusBar(2)
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self.__statusbar.SetStatusWidths([100, -1])
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self.SetStatusText("Not Monitoring", 0)
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# Menu Bar
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self.menubar = wx.MenuBar()
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# File menu and items
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file_menu = wx.Menu()
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menu_item_open = file_menu.Append(wx.ID_ANY, "Open", "Open correlations file.")
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menu_item_save = file_menu.Append(wx.ID_ANY, "Save", "Save correlations file.")
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menu_item_saveas = file_menu.Append(wx.ID_ANY, "Save As", "Save correlations file.")
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file_menu.AppendSeparator()
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menu_item_settings = file_menu.Append(wx.ID_ANY, "Settings", "Change application settings.")
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file_menu.AppendSeparator()
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menu_item_exit = file_menu.Append(wx.ID_ANY, "Exit", "Close the application")
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self.menubar.Append(file_menu, "File")
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# Coefficient menu and items
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coef_menu = wx.Menu()
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menu_item_calculate = coef_menu.Append(wx.ID_ANY, "Calculate", "Calculate base coefficients.")
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self.__menu_item_monitor = coef_menu.Append(wx.ID_ANY, "Monitor", "Monitor correlated pairs for changes to "
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"coefficient.", kind=wx.ITEM_CHECK)
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coef_menu.AppendSeparator()
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menu_item_clear = coef_menu.Append(wx.ID_ANY, "Clear", "Clear coefficient and price history.")
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self.menubar.Append(coef_menu, "Coefficient")
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# Set menu bar
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self.SetMenuBar(self.menubar)
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# Main window. We want 2 horizontal sections, the grid showing correlations and a graph.
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panel = wx.Panel(self, wx.ID_ANY)
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correlations_sizer = wx.BoxSizer(wx.VERTICAL) # Correlations grid
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self.__main_sizer = wx.BoxSizer(wx.HORIZONTAL) # Correlations sizer and graphs panel
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panel.SetSizer(self.__main_sizer)
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# Create the correlations grid. This is a data table using pandas dataframe for underlying data. Add the
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# correlations_grid to the correlations sizer.
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self.table = DataTable(self.__cor.filtered_coefficient_data)
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self.grid_correlations = wx.grid.Grid(panel, wx.ID_ANY)
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self.grid_correlations.SetTable(self.table, takeOwnership=True)
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self.grid_correlations.EnableEditing(False)
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self.grid_correlations.EnableDragRowSize(False)
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self.grid_correlations.EnableDragColSize(False)
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self.grid_correlations.EnableDragGridSize(False)
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self.grid_correlations.SetSelectionMode(wx.grid.Grid.SelectRows)
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self.grid_correlations.SetRowLabelSize(0)
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self.grid_correlations.SetColSize(self.COLUMN_INDEX, 0) # Index. Hide
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self.grid_correlations.SetColSize(self.COLUMN_SYMBOL1, 100) # Symbol 1
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self.grid_correlations.SetColSize(self.COLUMN_SYMBOL2, 100) # Symbol 2
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self.grid_correlations.SetColSize(self.COLUMN_BASE_COEFFICIENT, 100) # Base Coefficient
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self.grid_correlations.SetColSize(self.COLUMN_DATE_FROM, 0) # UTC Date From. Hide
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self.grid_correlations.SetColSize(self.COLUMN_DATE_TO, 0) # UTC Date To. Hide
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self.grid_correlations.SetColSize(self.COLUMN_TIMEFRAME, 0) # Timeframe. Hide.
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self.grid_correlations.SetColSize(self.COLUMN_LAST_CALCULATION, 0) # Last Calculation. Hide
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self.grid_correlations.SetColSize(self.COLUMN_STATUS, 100) # Status
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self.grid_correlations.SetMinSize((420, 500))
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self.grid_correlations.SetMaxSize((420, -1))
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correlations_sizer.Add(self.grid_correlations, 1, wx.ALL | wx.EXPAND, 1)
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# Create the charts and hide as we have no data to display yet
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self.__graph = GraphPanel(panel)
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self.__graph.Hide()
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# Add the correlations sizer and the charts to the main sizer.
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self.__main_sizer.Add(correlations_sizer, 0, wx.ALL | wx.EXPAND, 1)
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self.__main_sizer.Add(self.__graph, 1, wx.ALL | wx.EXPAND, 1)
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# Layout the window.
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self.Layout()
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# Set up timer to refresh grid
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self.timer = wx.Timer(self)
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# Bind timer
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self.Bind(wx.EVT_TIMER, self.__timer_event, self.timer)
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# Bind menu items
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self.Bind(wx.EVT_MENU, self.open_file, menu_item_open)
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self.Bind(wx.EVT_MENU, self.save_file, menu_item_save)
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self.Bind(wx.EVT_MENU, self.save_file_as, menu_item_saveas)
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self.Bind(wx.EVT_MENU, self.calculate_coefficients, menu_item_calculate)
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self.Bind(wx.EVT_MENU, self.open_settings, menu_item_settings)
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self.Bind(wx.EVT_MENU, self.__monitor, self.__menu_item_monitor)
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self.Bind(wx.EVT_MENU, self.__clear_history, menu_item_clear)
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self.Bind(wx.EVT_MENU, self.quit, menu_item_exit)
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# Bind row select
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self.Bind(wx.grid.EVT_GRID_SELECT_CELL, self.select_cell, self.grid_correlations)
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# Bind window close event
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self.Bind(wx.EVT_CLOSE, self.on_close, self)
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def open_file(self, event):
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with wx.FileDialog(self, "Open Coefficients file", wildcard="cpd (*.cpd)|*.cpd",
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style=wx.FD_OPEN | wx.FD_FILE_MUST_EXIST) as fileDialog:
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if fileDialog.ShowModal() == wx.ID_CANCEL:
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return # the user changed their mind
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# Load the file chosen by the user.
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self.__opened_filename = fileDialog.GetPath()
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self.SetStatusText(f"Loading file {self.__opened_filename}.", 1)
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self.__cor.load(self.__opened_filename)
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# Refresh data in grid
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self.__refresh_grid()
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self.SetStatusText(f"File {self.__opened_filename} loaded.", 1)
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def save_file(self, event):
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self.SetStatusText(f"Saving file as {self.__opened_filename}", 1)
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if self.__opened_filename is None:
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self.save_file_as(event)
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else:
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self.__cor.save(self.__opened_filename)
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self.SetStatusText(f"File saved as {self.__opened_filename}", 1)
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def save_file_as(self, event):
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with wx.FileDialog(self, "Save Coefficients file", wildcard="cpd (*.cpd)|*.cpd",
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style=wx.FD_SAVE) as fileDialog:
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if fileDialog.ShowModal() == wx.ID_CANCEL:
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return # the user changed their mind
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# Save the file and price data file, changing opened filename so next save writes to new file
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self.SetStatusText(f"Saving file as {self.__opened_filename}", 1)
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self.__opened_filename = fileDialog.GetPath()
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self.__cor.save(self.__opened_filename)
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self.SetStatusText(f"File saved as {self.__opened_filename}", 1)
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def calculate_coefficients(self, event):
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# set time zone to UTC to avoid local offset issues, and get from and to dates (a week ago to today)
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timezone = pytz.timezone("Etc/UTC")
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utc_to = datetime.now(tz=timezone)
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utc_from = utc_to - timedelta(days=self.__config.get('calculate.from.days'))
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# Calculate
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self.SetStatusText("Calculating coefficients.", 1)
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self.__cor.calculate(date_from=utc_from, date_to=utc_to,
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timeframe=self.__config.get('calculate.timeframe'),
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min_prices=self.__config.get('calculate.min_prices'),
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max_set_size_diff_pct=self.__config.get('calculate.max_set_size_diff_pct'),
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overlap_pct=self.__config.get('calculate.overlap_pct'),
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max_p_value=self.__config.get('calculate.max_p_value'))
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self.SetStatusText("", 1)
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# Show calculated data
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self.__refresh_grid()
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def quit(self, event):
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# Close
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self.Close()
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def __refresh_grid(self):
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"""
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Refreshes grid. Notifies if rows have been added or deleted.
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:return:
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"""
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self.__log.debug(f"Refreshing grid. Timer running: {self.timer.IsRunning()}")
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# Get coefficient data and join to history data
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coef_data = self.__cor.coefficient_data.copy()
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hist_data = self.__cor.get_coefficient_history()
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# Update data
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self.table.data = self.__cor.coefficient_data.copy()
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# Format
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self.table.data.loc[:, 'Base Coefficient'] = self.table.data['Base Coefficient'].map('{:.5f}'.format)
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self.table.data.loc[:, 'Last Calculation'] = pd.to_datetime(self.table.data['Last Calculation'], utc=True)
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self.table.data.loc[:, 'Last Calculation'] = \
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self.table.data['Last Calculation'].dt.strftime('%d-%m-%y %H:%M:%S')
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# Start refresh
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self.grid_correlations.BeginBatch()
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# Check if num rows in dataframe has changed, and send appropriate APPEND or DELETE messages
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cur_rows = len(self.__cor.filtered_coefficient_data.index)
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if cur_rows < self.__rows:
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# Data has been deleted. Send message
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msg = wx.grid.GridTableMessage(self.table, wx.grid.GRIDTABLE_NOTIFY_ROWS_DELETED,
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self.__rows - cur_rows, self.__rows - cur_rows)
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self.grid_correlations.ProcessTableMessage(msg)
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elif cur_rows > self.__rows:
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# Data has been added. Send message
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msg = wx.grid.GridTableMessage(self.table, wx.grid.GRIDTABLE_NOTIFY_ROWS_APPENDED,
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cur_rows - self.__rows) # how many
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self.grid_correlations.ProcessTableMessage(msg)
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self.grid_correlations.EndBatch()
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# Send updated message
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msg = wx.grid.GridTableMessage(self.table, wx.grid.GRIDTABLE_REQUEST_VIEW_GET_VALUES)
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self.grid_correlations.ProcessTableMessage(msg)
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# Update row count
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self.__rows = cur_rows
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def __monitor(self, event):
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# Check state of toggle button. If on, then start monitoring, else stop
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if self.__menu_item_monitor.IsChecked():
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self.__log.info("Starting monitoring for changes to coefficients.")
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self.SetStatusText("Monitoring", 0)
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self.__statusbar.SetBackgroundColour('green')
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self.__statusbar.Refresh()
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self.timer.Start(self.__config.get('monitor.interval')*1000)
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# Autosave filename
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filename = self.__opened_filename if self.__opened_filename is not None else 'autosave.cpd'
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# Build calculation params and start monitor
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calculation_params = [self.__config.get('monitor.calculations.long'),
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self.__config.get('monitor.calculations.medium'),
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self.__config.get('monitor.calculations.short')]
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self.__cor.start_monitor(interval=self.__config.get('monitor.interval'),
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calculation_params=calculation_params,
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cache_time=self.__config.get('monitor.tick_cache_time'),
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autosave=self.__config.get('monitor.autosave'),
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filename=filename)
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else:
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self.__log.info("Stopping monitoring.")
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self.SetStatusText("Not Monitoring", 0)
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self.__statusbar.SetBackgroundColour('lightgray')
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self.__statusbar.Refresh()
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self.timer.Stop()
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self.__cor.stop_monitor()
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def open_settings(self, event):
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"""
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Opens the settings dialog
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:return:
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"""
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settings_dialog = SettingsDialog(parent=self, exclude=['window'])
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res = settings_dialog.ShowModal()
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if res == wx.ID_OK:
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# Reload relevant parts of app
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restart_monitor_timer = False
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restart_gui_timer = False
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reload_correlations = False
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reload_logger = False
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reload_graph = False
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for setting in settings_dialog.changed_settings:
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# If any 'monitor.' settings except 'monitor.divergence_threshold have changed then restart
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# monitoring timer with new settings.
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# If 'monitor.interval has changed then restart gui timer.
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# If 'monitor.monitoring_threshold' has changed, then refresh correlation data.
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# If any 'logging.' settings have changed, then reload logger config.
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if setting.startswith('monitor.') and setting != 'monitor.divergence_threshold':
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restart_monitor_timer = True
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if setting == 'monitor.interval':
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restart_gui_timer = True
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if setting == 'monitor.monitoring_threshold':
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reload_correlations = True
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if setting.startswith('logging.'):
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reload_logger = True
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if setting.startswith('monitor.calculations'):
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reload_graph = True
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# Now perform the actions
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if restart_monitor_timer:
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self.__log.info("Settings updated. Reloading monitoring timer.")
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self.__cor.stop_monitor()
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# Build calculation params and start monitor
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calculation_params = [self.__config.get('monitor.calculations.long'),
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self.__config.get('monitor.calculations.medium'),
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self.__config.get('monitor.calculations.short')]
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self.__cor.start_monitor(interval=self.__config.get('monitor.interval'),
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calculation_params=calculation_params,
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cache_time=self.__config.get('monitor.tick_cache_time'),
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autosave=self.__config.get('monitor.autosave'),
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filename=self.__opened_filename)
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if restart_gui_timer:
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self.__log.info("Settings updated. Restarting gui timer.")
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self.timer.Stop()
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self.timer.Start(self.__config.get('monitor.interval') * 1000)
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if reload_correlations:
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self.__log.info("Settings updated. Updating monitoring threshold and reloading grid.")
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self.__cor.monitoring_threshold = self.__config.get("monitor.monitoring_threshold")
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self.__refresh_grid()
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if reload_logger:
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self.__log.info("Settings updated. Reloading logger.")
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log_config = Config().get('logging')
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logging.config.dictConfig(log_config)
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if reload_graph:
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self.__log.info("Settings updated. Reloading graph.")
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if len(self.__selected_correlation) == 2:
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self.show_graph(symbol1=self.__selected_correlation[0], symbol2=self.__selected_correlation[1])
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def on_close(self, event):
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"""
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Window closing. Save coefficients and stop monitoring.
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:param event:
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:return:
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"""
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# Save pos and size
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x, y = self.GetPosition()
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width, height = self.GetSize()
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self.__config.set('window.x', x)
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self.__config.set('window.y', y)
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self.__config.set('window.width', width)
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self.__config.set('window.height', height)
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# Style
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style = self.GetWindowStyle()
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self.__config.set('window.style', style)
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self.__config.save()
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# Stop monitoring
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self.__cor.stop_monitor()
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# Kill graph as it seems to be stopping script from ending
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self.__graph = None
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# End
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event.Skip()
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def select_cell(self, event):
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"""
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A cell was selected. Show the graph for the correlation.
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:param event:
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:return:
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"""
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# Get row and symbols.
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row = event.GetRow()
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symbol1 = self.grid_correlations.GetCellValue(row, self.COLUMN_SYMBOL1)
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symbol2 = self.grid_correlations.GetCellValue(row, self.COLUMN_SYMBOL2)
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self.__selected_correlation = [symbol1, symbol2]
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self.show_graph(symbol1, symbol2)
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def show_graph(self, symbol1, symbol2):
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"""
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Displays the graph for the specified symbols correlation history
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:param symbol1:
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:param symbol2:
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:return:
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"""
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# Get the price data for the base coefficient calculation, tick data to calculate last coefficient and and the
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# coefficient history data
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symbol_1_price_data = self.__cor.get_price_data(symbol1)
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symbol_2_price_data = self.__cor.get_price_data(symbol2)
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symbol_1_ticks = self.__cor.get_ticks(symbol1, cache_only=True)
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symbol_2_ticks = self.__cor.get_ticks(symbol2, cache_only=True)
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history_data_short = \
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self.__cor.get_coefficient_history({'Symbol 1': symbol1, 'Symbol 2': symbol2,
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'Timeframe': self.__config.get('monitor.calculations.short.from')})
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history_data_med = \
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self.__cor.get_coefficient_history({'Symbol 1': symbol1, 'Symbol 2': symbol2,
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'Timeframe': self.__config.get('monitor.calculations.medium.from')})
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history_data_long = \
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self.__cor.get_coefficient_history({'Symbol 1': symbol1, 'Symbol 2': symbol2,
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'Timeframe': self.__config.get('monitor.calculations.long.from')})
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# Display if we have any data
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self.__log.debug(f"Refreshing history graph {symbol1}:{symbol2}.")
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self.__graph.draw(prices=[symbol_1_price_data, symbol_2_price_data], ticks=[symbol_1_ticks, symbol_2_ticks],
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history=[history_data_short, history_data_med, history_data_long], symbols=[symbol1, symbol2])
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# Un-hide and layout if hidden
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if not self.__graph.IsShown():
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self.__graph.Show()
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self.__main_sizer.Layout()
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def __timer_event(self, event):
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"""
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Called on timer event. Refreshes grid and updates selected graph.
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:return:
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"""
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self.__refresh_grid()
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if len(self.__selected_correlation) == 2:
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|
self.show_graph(symbol1=self.__selected_correlation[0], symbol2=self.__selected_correlation[1])
|
|
|
|
# Set status message
|
|
self.SetStatusText(f"Status updated at {self.__cor.get_last_calculation():%d-%b %H:%M:%S}.", 1)
|
|
|
|
def __clear_history(self, event):
|
|
"""
|
|
Clears the calculated coefficient history and associated price data
|
|
:param event:
|
|
:return:
|
|
"""
|
|
# Clear the history
|
|
self.__cor.clear_coefficient_history()
|
|
|
|
# Reload graph if we have a coefficient selected
|
|
self.__log.info("History cleared. Reloading graph.")
|
|
if len(self.__selected_correlation) == 2:
|
|
self.show_graph(symbol1=self.__selected_correlation[0], symbol2=self.__selected_correlation[1])
|
|
|
|
# Reload the table
|
|
self.__refresh_grid()
|
|
|
|
|
|
class DataTable(wx.grid.GridTableBase):
|
|
"""
|
|
A data table that holds data in a pandas dataframe
|
|
"""
|
|
def __init__(self, data=None):
|
|
wx.grid.GridTableBase.__init__(self)
|
|
self.headerRows = 1
|
|
if data is None:
|
|
data = pd.DataFrame()
|
|
self.data = data
|
|
|
|
# Get divergence threshold from app config
|
|
self.divergence_threshold = Config().get('monitor.divergence_threshold')
|
|
|
|
def GetNumberRows(self):
|
|
return len(self.data)
|
|
|
|
def GetNumberCols(self):
|
|
return len(self.data.columns) + 1
|
|
|
|
def GetValue(self, row, col):
|
|
if col == 0:
|
|
return self.data.index[row]
|
|
return self.data.iloc[row, col - 1]
|
|
|
|
def SetValue(self, row, col, value):
|
|
self.data.iloc[row, col - 1] = value
|
|
|
|
def GetColLabelValue(self, col):
|
|
if col == 0:
|
|
if self.data.index.name is None:
|
|
return 'Index'
|
|
else:
|
|
return self.data.index.name
|
|
return str(self.data.columns[col - 1])
|
|
|
|
def GetTypeName(self, row, col):
|
|
return wx.grid.GRID_VALUE_STRING
|
|
|
|
def GetAttr(self, row, col, prop):
|
|
attr = wx.grid.GridCellAttr()
|
|
|
|
# If column is last coefficient, get value and check against threshold. Highlight if diverged.
|
|
threshold = Config().get('monitor.divergence_threshold')
|
|
if col in [MonitorFrame.COLUMN_STATUS]:
|
|
# Is status one of interest
|
|
value = self.GetValue(row, col)
|
|
if value != "":
|
|
if value in [correlation.STATUS_BELOW_MONITORING_THRESHOLD]:
|
|
attr.SetBackgroundColour(wx.YELLOW)
|
|
else:
|
|
attr.SetBackgroundColour(wx.WHITE)
|
|
|
|
return attr
|
|
|
|
|
|
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)
|
|
|
|
# 3 axis, 2 price data for calculate, 2 price data for last coefficient and coefficient history.
|
|
# All will have axis labels and top and right boarders
|
|
# removed
|
|
self.__fig, self.__axes = plt.subplots(nrows=5, ncols=1)
|
|
|
|
# Create the canvas
|
|
self.__canvas = FigureCanvas(self, -1, self.__fig)
|
|
|
|
# Date format for x axes
|
|
self.__tick_fmt_date = matplotlib.dates.DateFormatter('%d-%b')
|
|
self.__tick_fmt_time = matplotlib.dates.DateFormatter('%H:%M:%S')
|
|
|
|
# Sizer etc.
|
|
self.__sizer = wx.BoxSizer(wx.VERTICAL)
|
|
self.__sizer.Add(self.__canvas, 1, wx.LEFT | wx.TOP | wx.GROW)
|
|
self.SetSizer(self.__sizer)
|
|
self.Fit()
|
|
|
|
def __del__(self):
|
|
# Close all plots
|
|
plt.close('all')
|
|
self.__axes = None
|
|
self.__fig = None
|
|
|
|
def draw(self, prices=None, ticks=None, history=None, symbols=None):
|
|
"""
|
|
Plot the correlations.
|
|
:param prices: Price data used to calculate base coefficient. List [Symbol1 Price Data, Symbol 2 Price Data]
|
|
:param ticks: Ticks used to calculate last coefficient. List [Symbol1, Symbol2]
|
|
:param history: Coefficient history data. List of data for one or more timeframes.
|
|
:param symbols: Symbols. List [Symbol1, Symbol2]
|
|
:return:
|
|
"""
|
|
|
|
# Check what data we have available
|
|
price_data_available = prices is not None and len(prices) == 2 and \
|
|
prices[0] is not None and prices[1] is not None
|
|
tick_data_available = ticks is not None and len(ticks) == 2 and ticks[0] is not None and ticks[1] is not None
|
|
history_data_available = history is not None and len(history) > 0
|
|
symbols_selected = symbols is not None and len(symbols) == 2
|
|
|
|
# Get all plots for history. History can contain multiple plots for different timeframes. They will all be
|
|
# plotted on the same chart.
|
|
times = []
|
|
coefficients = []
|
|
if history_data_available:
|
|
for hist in history:
|
|
times.append(hist['Date To'])
|
|
coefficients.append(hist['Coefficient'])
|
|
|
|
# Clear. We will need to redraw
|
|
for ax in self.__axes:
|
|
ax.clear()
|
|
|
|
if symbols_selected:
|
|
# Axis ranges
|
|
if price_data_available:
|
|
price_chart_date_range = [min(min(prices[0]['time']), min(prices[1]['time'])),
|
|
max(max(prices[0]['time']), max(prices[1]['time']))]
|
|
else:
|
|
price_chart_date_range = [datetime.now() - timedelta(days=1), datetime.now()]
|
|
|
|
if tick_data_available:
|
|
tick_chart_date_range = [min(min(ticks[0]['time']), min(ticks[1]['time'])),
|
|
max(max(ticks[0]['time']), max(ticks[1]['time']))]
|
|
else:
|
|
tick_chart_date_range = [datetime.now() - timedelta(days=1/48), datetime.now()]
|
|
|
|
# Chart config
|
|
titles = [f"Base Coefficient Price Data for {symbols[0]}", f"Base Coefficient Price Data for {symbols[1]}",
|
|
f"Coefficient Tick Data for {symbols[0]}", f"Coefficient Tick Data for {symbols[1]}",
|
|
f"Coefficient History for {symbols[0]}:{symbols[1]}"]
|
|
xlims = [price_chart_date_range, price_chart_date_range, tick_chart_date_range, tick_chart_date_range, None]
|
|
ylims = [None, None, None, None, [-1, 1]]
|
|
|
|
# Axis labels
|
|
xlabels = [None, None, None, None, None]
|
|
ylabels = ['Price', 'Price', 'Price', 'Price', 'Coefficient']
|
|
|
|
# Tick labels and formats
|
|
tick_labels = [[],
|
|
prices[1]['time'] if price_data_available else [],
|
|
[],
|
|
ticks[1]['time'] if tick_data_available else [],
|
|
times[0].array if history_data_available else []]
|
|
mtick_fmts = [None, self.__tick_fmt_date, None, self.__tick_fmt_time, self.__tick_fmt_time]
|
|
mtick_rot = [0, 45, 0, 45, 45]
|
|
|
|
# Chart data
|
|
xdata = [prices[0]['time'] if price_data_available else [],
|
|
prices[1]['time'] if price_data_available else [],
|
|
ticks[0]['time'] if tick_data_available else [],
|
|
ticks[1]['time'] if tick_data_available else [],
|
|
times if history_data_available else []]
|
|
|
|
ydata = [prices[0]['close'] if price_data_available else [],
|
|
prices[1]['close'] if price_data_available else [],
|
|
ticks[0]['ask'] if tick_data_available else [],
|
|
ticks[1]['ask'] if tick_data_available else [],
|
|
coefficients if history_data_available else []]
|
|
|
|
# Chart types
|
|
types = ['plot', 'plot', 'plot', 'plot', 'scatter']
|
|
|
|
# Legends
|
|
legends = [None, None, None, None, [f"{Config().get('monitor.calculations.long.from')} Minutes",
|
|
f"{Config().get('monitor.calculations.medium.from')} Minutes",
|
|
f"{Config().get('monitor.calculations.short.from')} Minutes"]]
|
|
|
|
# Draw 5 charts
|
|
for index in range(0, len(self.__axes)):
|
|
# Titles and axis labels
|
|
self.__axes[index].set_title(titles[index])
|
|
self.__axes[index].set_xlabel(xlabels[index])
|
|
self.__axes[index].set_ylabel(ylabels[index])
|
|
|
|
# Limits
|
|
if xlims[index] is not None:
|
|
self.__axes[index].set_xlim(xlims[index])
|
|
|
|
if ylims[index] is not None:
|
|
self.__axes[index].set_ylim(ylims[index])
|
|
|
|
# Remove typ and right boarders
|
|
self.__axes[index].spines["top"].set_visible(False)
|
|
self.__axes[index].spines["right"].set_visible(False)
|
|
|
|
# Plot. There may be more than one set of data or each chart. Convert single data to list, then loop
|
|
xdata_list = xdata[index] if isinstance(xdata[index], list) else [xdata[index], ]
|
|
ydata_list = ydata[index] if isinstance(ydata[index], list) else [ydata[index], ]
|
|
|
|
for data_index in range(0, len(xdata_list)):
|
|
if types[index] == 'plot':
|
|
self.__axes[index].plot(xdata_list[data_index], ydata_list[data_index])
|
|
elif types[index] == 'scatter':
|
|
self.__axes[index].scatter(xdata_list[data_index], ydata_list[data_index], s=1)
|
|
|
|
# Ticks, labels and formats. Fixing xticks with FixedLocator but also using MaxNLocator to avoid
|
|
# cramped x-labels
|
|
if len(tick_labels[index]) > 0:
|
|
self.__axes[index].xaxis.set_major_locator(mticker.MaxNLocator(10))
|
|
ticks_loc = self.__axes[index].get_xticks().tolist()
|
|
self.__axes[index].xaxis.set_major_locator(mticker.FixedLocator(ticks_loc))
|
|
self.__axes[index].set_xticklabels(ticks_loc)
|
|
if mtick_fmts[index] is not None:
|
|
self.__axes[index].xaxis.set_major_formatter(mtick_fmts[index])
|
|
plt.setp(self.__axes[index].xaxis.get_majorticklabels(), rotation=mtick_rot[index])
|
|
else:
|
|
self.__axes[index].set_xticklabels([])
|
|
|
|
# Legends
|
|
if legends[index] is not None:
|
|
self.__axes[index].legend(legends[index])
|
|
|
|
# Layout with padding between charts
|
|
self.__fig.tight_layout(pad=0.5)
|
|
|
|
# Redraw canvas
|
|
self.__canvas.draw()
|