from .widgets import JupyterChart from .util import ( is_vbt_indicator ) class Panel: """ A class to represent a panel in a chart. Attributes ---------- * ohlcv : tuple optional\n (series, entries, exits, other_markers) * histogram : list of tuples, optional.\n [(series, name, color, opacity)] * title : str, optional The title of the panel. Default is None. * right : list of tuples, optional A list of line tuples in given scale.\n [(series, name, entries, exits, other_markers)] * 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. * precision: int, optional. The number of digits after the decimal point. Apply to all lines on this pane. Default is None. Examples ------- # Simple example ``` pane1 = Panel( ohlcv=(), #(series, entries, exits, other_markers) histogram=[], # [(series, name, "rgba(53, 94, 59, 0.6)", opacity)] right=[], left=[], #[(series, name, entries, exits, other_markers)] middle1=[], middle2=[], ) ch = chart([pane1]) # 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)", opacity)] right=[], # [(series, name, entries, exits, other_markers)] left=[(sma, "sma", short_signals, short_exits)], middle1=[], middle2=[], xloc="2024-02-12 09:30", precision=3 ) pane2 = Panel( ohlcv=(t1data.data["BAC"],), right=[], left=[(sma, "sma_below", short_signals, short_exits)], middle1=[], middle2=[], histogram=[(order_imbalance_sma, "oisma")], ) 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, xloc=None, precision=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 [] self.middle1 = middle1 if middle1 is not None else [] self.middle2 = middle2 if middle2 is not None else [] self.histogram = histogram if histogram is not None else [] self.title = title self.xloc = xloc self.precision = precision def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None, session: str="9:30", precision=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 scales if required. Args: ----- * panes (List[Pane]): A list of Pane instances to be rendered in the chart. Each Pane can include various data series and configurations such as OHLCV, histograms, and indicators positioned on left, right, or middle scales. * sync (bool): If True, synchronize scales of all panes to have the same scale limits. Default is False. * title (str): Title of the chart. If not specified, defaults to an empty string. * size (str): The size designation, which can be 's', 'm', or 'xl'. Defaults to'm'. Expected values: - 's' for small - 'm' for medium - 'xl' for extra large * session (str): Draw session vertical divider at that time. Defaults to '9:30'. Can be any time in 24-hour format or xloc slice * precision (int): The number of digits after the decimal point. Defaults to None. Applies to lines on all panes, if not overriden by pane-specific precision. * 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. Examples: --------- ``` pane1 = Pane( ohlcv=(t1data.data["BAC"],), histogram=[(order_imbalance_allvolume, "oivol")] right=[], left=[(sma, "sma", short_signals, short_exits)], middle1=[], middle2=[], xloc=slice("2024-02-12 09:30","2024-02-12 16:00"), precision=4 ) pane2 = Pane( ohlcv=(t1data.data["BAC"],), right=[], left=[(sma, "sma_below", short_signals, short_exits)], middle1=[], middle2=[], histogram=[(order_imbalance_sma, "oisma")] ) ch = chart([pane1, pane2], sync=True, title="Chart", size="l", xloc=slice("2024-02-12 09:30","2024-02-12 16:00"), session="9:30") ``` 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), 'l': (1300, 800)} width, height = size_to_dimensions.get(size, (1000, 600)) height_ratio = 1 / len(panes) main_title_set = False for index, pane in enumerate(panes): subchartX = None if index == 0: chartX = JupyterChart(width=width, height=height, inner_width=1, inner_height=height_ratio, leftScale=bool(pane.left)) active_chart = chartX 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(xloc_me(series, xloc)) if entries is not None: active_chart.markers_set(xloc_me(entries, xloc), "entries") if exits is not None: active_chart.markers_set(xloc_me(exits, xloc), "exits") if markers is not None: active_chart.markers_set(xloc_me(markers, xloc)) for tup in pane.histogram: series, name, color, opacity, _ = (tup + (None, None, None, None, None))[:5] if series is None: continue #conditionally include color kwargs = {'name': name} if color is not None: kwargs['color'] = color if opacity is not None: kwargs['opacity'] = opacity tmp = active_chart.create_histogram(**kwargs) #green transparent "rgba(53, 94, 59, 0.6)" 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 these for att_name, att_value_tuple in vars(pane).items(): if att_name in ["ohlcv","histogram","title","xloc","precision"]: continue for tup in att_value_tuple: series, name, entries, exits, markers = (tup + (None, None, None, None, None))[:5] if series is None: continue #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") tmp.set(output_series) else: if name is None: name = "no_name" tmp = active_chart.create_line(name=name, priceScaleId=att_name)#, color="blue") tmp.set(xloc_me(series, xloc)) if pane.precision is not None or precision is not None: tmp.precision(pane.precision if pane.precision is not None else precision) if entries is not None: tmp.markers_set(xloc_me(entries, xloc), "entries") if exits is not None: tmp.markers_set(xloc_me(exits, xloc), "exits") if markers is not None: tmp.markers_set(xloc_me(markers, xloc)) active_chart.legend(True) active_chart.fit() if session is not None and session: active_chart.vertical_span(start_time=xloc_me(series, xloc).vbt.xloc[session].obj.index.to_list(), color="rgba(252, 255, 187, 0.42)") if not main_title_set: chartX.topbar.textbox("title",title) chartX.legend(True) chartX.fit() chartX.load() return chartX