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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 * ohlcv : tuple optional\n
(series, entries, exits, other_markers) (series, entries, exits, other_markers)
* histogram : list of tuples, optional.\n * histogram : list of tuples, optional.\n
[(series, name, color)] [(series, name, color, opacity)]
* title : str, optional * title : str, optional
The title of the panel. Default is None. The title of the panel. Default is None.
* right : list of tuples, optional * right : list of tuples, optional
@ -21,6 +21,7 @@ class Panel:
* left : list of tuples, optional * left : list of tuples, optional
* middle1 : list of tuples, optional * middle1 : list of tuples, optional
* middle2 : list of tuples, optional * middle2 : list of tuples, optional
* xloc : str or slice, optional. Vectorbt indexing. Default is None.
Examples Examples
------- -------
@ -28,7 +29,7 @@ class Panel:
``` ```
pane1 = Panel( pane1 = Panel(
ohlcv=(), #(series, entries, exits, other_markers) 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=[], right=[],
left=[], #[(series, name, entries, exits, other_markers)] left=[], #[(series, name, entries, exits, other_markers)]
middle1=[], middle1=[],
@ -40,11 +41,12 @@ class Panel:
# Synced example # Synced example
pane1 = Panel( pane1 = Panel(
ohlcv=(t1data.data["BAC"],), #(series, entries, exits, other_markers) 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)] right=[], # [(series, name, entries, exits, other_markers)]
left=[(sma, "sma", short_signals, short_exits)], left=[(sma, "sma", short_signals, short_exits)],
middle1=[], middle1=[],
middle2=[], middle2=[],
xloc="2024-02-12 09:30"
) )
pane2 = Panel( pane2 = Panel(
@ -56,10 +58,10 @@ class Panel:
histogram=[(order_imbalance_sma, "oisma")], 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.ohlcv = ohlcv if ohlcv is not None else []
self.right = right if right is not None else [] self.right = right if right is not None else []
self.left = left if left 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.middle2 = middle2 if middle2 is not None else []
self.histogram = histogram if histogram is not None else [] self.histogram = histogram if histogram is not None else []
self.title = title self.title = title
self.xloc = xloc
def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None):
def chart(panes: list[Panel], sync=False, title='', size="m"):
""" """
Function to fast render a chart with multiple panes. This function manipulates graphical 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 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 - 'm' for medium
- 'xl' for extra large - '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: Returns:
None: This function does not return a value. It performs operations to render graphical content. 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)], left=[(sma, "sma", short_signals, short_exits)],
middle1=[], middle1=[],
middle2=[], middle2=[],
xloc=slice("2024-02-12 09:30","2024-02-12 16:00")
) )
pane2 = Pane( pane2 = Pane(
ohlcv=(t1data.data["BAC"],), ohlcv=(t1data.data["BAC"],),
@ -114,13 +131,20 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
middle2=[], middle2=[],
histogram=[(order_imbalance_sma, "oisma")] 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: Notes:
------ ------
""" """
def xloc_me(dfsr, xloc):
if xloc is None:
return dfsr
else:
return dfsr.vbt.xloc[xloc].obj
size_to_dimensions = { size_to_dimensions = {
's': (800, 400), 's': (800, 400),
'm': (1000, 600), 'm': (1000, 600),
@ -136,16 +160,17 @@ def chart(panes: list[Panel], sync=False, title='', size="m"):
else: else:
subchartX = chartX.create_subchart(position='right', width=1, height=height_ratio, sync=sync, leftScale=bool(pane.left)) subchartX = chartX.create_subchart(position='right', width=1, height=height_ratio, sync=sync, leftScale=bool(pane.left))
active_chart = subchartX active_chart = subchartX
xloc = pane.xloc if pane.xloc is not None else xloc
if pane.ohlcv is not None: if pane.ohlcv is not None:
series, entries, exits, markers = (pane.ohlcv + (None,) * 4)[:4] 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: 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: 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: if markers is not None:
active_chart.markers_set(markers) active_chart.markers_set(xloc_me(markers, xloc))
for tup in pane.histogram: for tup in pane.histogram:
series, name, color, opacity, _ = (tup + (None, None, None, None, None))[:5] 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: if opacity is not None:
kwargs['opacity'] = opacity kwargs['opacity'] = opacity
tmp = active_chart.create_histogram(**kwargs) #green transparent "rgba(53, 94, 59, 0.6)" 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: if pane.title is not None:
active_chart.topbar.textbox("title",pane.title) active_chart.topbar.textbox("title",pane.title)
main_title_set = True if index==0 else False 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(): 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 continue
for tup in att_value_tuple: for tup in att_value_tuple:
series, name, entries, exits, markers = (tup + (None, None, None, None, None))[:5] 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 #pokud jde o vbt indikator vytahneme vsechny output a predpokladame, ze jde o lines a vykreslime je
if is_vbt_indicator(series): if is_vbt_indicator(series):
series = series.xloc[xloc] if xloc is not None else series
for output in series.output_names: for output in series.output_names:
output_series = getattr(series, output) output_series = getattr(series, output)
tmp = active_chart.create_line(name=output, priceScaleId=att_name)#, color="blue") 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" name = "no_name"
tmp = active_chart.create_line(name=name, priceScaleId=att_name)#, color="blue") 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: if entries is not None:
tmp.markers_set(entries, "entries") tmp.markers_set(xloc_me(entries, xloc), "entries")
if exits is not None: if exits is not None:
tmp.markers_set(exits, "exits") tmp.markers_set(xloc_me(exits, xloc), "exits")
if markers is not None: if markers is not None:
tmp.markers_set(markers) tmp.markers_set(xloc_me(markers, xloc))
active_chart.legend(True) active_chart.legend(True)
active_chart.fit() active_chart.fit()

2
setup.py
View File

@ -5,7 +5,7 @@ with open('README.md', 'r', encoding='utf-8') as f:
setup( setup(
name='lightweight_charts', name='lightweight_charts',
version='2.0.18', version='2.0.19',
packages=find_packages(), packages=find_packages(),
python_requires='>=3.8', python_requires='>=3.8',
install_requires=[ install_requires=[