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xloc support for chart helper

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This commit is contained in:
David Brazda
2024-06-12 21:28:51 +02:00
parent 8a0fac3c9d
commit 10fd42f785
2 changed files with 47 additions and 21 deletions
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66
lightweight_charts/helpers.py
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@ -12,7 +12,7 @@ class Panel:
* ohlcv : tuple optional\n
(series, entries, exits, other_markers)
* histogram : list of tuples, optional.\n
[(series, name, color)]
[(series, name, color, opacity)]
* title : str, optional
The title of the panel. Default is None.
* right : list of tuples, optional
@ -21,6 +21,7 @@ class Panel:
* left : list of tuples, optional
* middle1 : list of tuples, optional
* middle2 : list of tuples, optional
* xloc : str or slice, optional. Vectorbt indexing. Default is None.
Examples
-------
@ -28,7 +29,7 @@ class Panel:
```
pane1 = Panel(
ohlcv=(), #(series, entries, exits, other_markers)
histogram=[], # [(series, name, "rgba(53, 94, 59, 0.6)")]
histogram=[], # [(series, name, "rgba(53, 94, 59, 0.6)", opacity)]
right=[],
left=[], #[(series, name, entries, exits, other_markers)]
middle1=[],
@ -40,11 +41,12 @@ class Panel:
# Synced example
pane1 = Panel(
ohlcv=(t1data.data["BAC"],), #(series, entries, exits, other_markers)
histogram=[(order_imbalance_allvolume, "oivol")], # [(series, name, "rgba(53, 94, 59, 0.6)")]
histogram=[(order_imbalance_allvolume, "oivol")], # [(series, name, "rgba(53, 94, 59, 0.6)", opacity)]
right=[], # [(series, name, entries, exits, other_markers)]
left=[(sma, "sma", short_signals, short_exits)],
middle1=[],
middle2=[],
xloc="2024-02-12 09:30"
)
pane2 = Panel(
@ -56,10 +58,10 @@ class Panel:
histogram=[(order_imbalance_sma, "oisma")],
)
ch = chart([pane1, pane2], sync=True, title="neco", size="m")
ch = chart([pane1, pane2], sync=True, title="neco", size="m", xloc=slice("2024-02-12 09:30","2024-02-12 16:00"))
```
"""
def __init__(self, ohlcv=None, right=None, left=None, middle1=None, middle2=None, histogram=None, title=None):
def __init__(self, ohlcv=None, right=None, left=None, middle1=None, middle2=None, histogram=None, title=None, xloc=None):
self.ohlcv = ohlcv if ohlcv is not None else []
self.right = right if right is not None else []
self.left = left if left is not None else []
@ -67,11 +69,10 @@ class Panel:
self.middle2 = middle2 if middle2 is not None else []
self.histogram = histogram if histogram is not None else []
self.title = title
self.xloc = xloc
def chart(panes: list[Panel], sync=False, title='', size="m"):
def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None):
"""
Function to fast render a chart with multiple panes. This function manipulates graphical
output or interfaces with an external framework to display charts with synchronized
@ -92,6 +93,21 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
- 'm' for medium
- 'xl' for extra large
* xloc (str): xloc advanced filtering of vbt.xloc accessor. Defaults to None. Applies to all panes.
Might be overriden by pane-specific xloc.
XLOC Examples:
xloc["2020-01-01 17:30"]
xloc["2020-01-01"]
xloc["2020-01"]
xloc["2020"]
xloc["2020-01-01":"2021-01-01"]
xloc["january":"april"]
xloc["monday":"saturday"]
xloc["09:00":"16:00"]
xloc["16:00":"09:00"]
xloc["monday 09:00":"friday 16:00"]
Returns:
None: This function does not return a value. It performs operations to render graphical content.
@ -105,6 +121,7 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
left=[(sma, "sma", short_signals, short_exits)],
middle1=[],
middle2=[],
xloc=slice("2024-02-12 09:30","2024-02-12 16:00")
)
pane2 = Pane(
ohlcv=(t1data.data["BAC"],),
@ -114,13 +131,20 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
middle2=[],
histogram=[(order_imbalance_sma, "oisma")]
)
ch = chart([pane1, pane2], sync=True, title="Chart", size="l")
ch = chart([pane1, pane2], sync=True, title="Chart", size="l", xloc=slice("2024-02-12 09:30","2024-02-12 16:00"))
```
Notes:
------
"""
def xloc_me(dfsr, xloc):
if xloc is None:
return dfsr
else:
return dfsr.vbt.xloc[xloc].obj
size_to_dimensions = {
's': (800, 400),
'm': (1000, 600),
@ -136,16 +160,17 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
else:
subchartX = chartX.create_subchart(position='right', width=1, height=height_ratio, sync=sync, leftScale=bool(pane.left))
active_chart = subchartX
xloc = pane.xloc if pane.xloc is not None else xloc
if pane.ohlcv is not None:
series, entries, exits, markers = (pane.ohlcv + (None,) * 4)[:4]
active_chart.set(series)
active_chart.set(xloc_me(series, xloc))
if entries is not None:
active_chart.markers_set(entries, "entries")
active_chart.markers_set(xloc_me(entries, xloc), "entries")
if exits is not None:
active_chart.markers_set(exits, "exits")
active_chart.markers_set(xloc_me(exits, xloc), "exits")
if markers is not None:
active_chart.markers_set(markers)
active_chart.markers_set(xloc_me(markers, xloc))
for tup in pane.histogram:
series, name, color, opacity, _ = (tup + (None, None, None, None, None))[:5]
@ -158,15 +183,15 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
if opacity is not None:
kwargs['opacity'] = opacity
tmp = active_chart.create_histogram(**kwargs) #green transparent "rgba(53, 94, 59, 0.6)"
tmp.set(series)
tmp.set(xloc_me(series, xloc))
if pane.title is not None:
active_chart.topbar.textbox("title",pane.title)
main_title_set = True if index==0 else False
#iterate over keys - they are all priceScaleId except of histogram and ohlcv
#iterate over keys - they are all priceScaleId except of these
for att_name, att_value_tuple in vars(pane).items():
if att_name in ["ohlcv","histogram","title"]:
if att_name in ["ohlcv","histogram","title","xloc"]:
continue
for tup in att_value_tuple:
series, name, entries, exits, markers = (tup + (None, None, None, None, None))[:5]
@ -175,6 +200,7 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
#pokud jde o vbt indikator vytahneme vsechny output a predpokladame, ze jde o lines a vykreslime je
if is_vbt_indicator(series):
series = series.xloc[xloc] if xloc is not None else series
for output in series.output_names:
output_series = getattr(series, output)
tmp = active_chart.create_line(name=output, priceScaleId=att_name)#, color="blue")
@ -184,14 +210,14 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
name = "no_name"
tmp = active_chart.create_line(name=name, priceScaleId=att_name)#, color="blue")
tmp.set(series)
tmp.set(xloc_me(series, xloc))
if entries is not None:
tmp.markers_set(entries, "entries")
tmp.markers_set(xloc_me(entries, xloc), "entries")
if exits is not None:
tmp.markers_set(exits, "exits")
tmp.markers_set(xloc_me(exits, xloc), "exits")
if markers is not None:
tmp.markers_set(markers)
tmp.markers_set(xloc_me(markers, xloc))
active_chart.legend(True)
active_chart.fit()