269 lines
11 KiB
Python
269 lines
11 KiB
Python
from .widgets import JupyterChart
|
|
from .util import (
|
|
is_vbt_indicator
|
|
)
|
|
import pandas as pd
|
|
|
|
# Register the custom accessor
|
|
@pd.api.extensions.register_series_accessor("lw")
|
|
class PlotAccessor:
|
|
"""
|
|
Custom plot accessor for pandas series.
|
|
|
|
Usage: s
|
|
series.lw.plot()
|
|
series.lw.plot(size="m")
|
|
"""
|
|
def __init__(self, pandas_obj):
|
|
self._obj = pandas_obj
|
|
|
|
def plot(self, **kwargs):
|
|
if "size" not in kwargs:
|
|
kwargs["size"] = "xs"
|
|
pane1 = Panel(
|
|
right=[(self._obj, "line")],
|
|
)
|
|
ch = chart([pane1], **kwargs)
|
|
|
|
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:
|
|
- 'xs' for extra-small
|
|
- '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 = {
|
|
'xs': (600, 300),
|
|
'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
|