635 lines
22 KiB
Python
635 lines
22 KiB
Python
import pandas as pd
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import uuid
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from datetime import timedelta, datetime
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from typing import Dict, Union
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from lightweight_charts.pkg import LWC_3_5_0
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from lightweight_charts.util import LINE_TYPE, POSITION, SHAPE, CROSSHAIR_MODE, _crosshair_mode, _line_type, \
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MissingColumn, _js_bool, _price_scale_mode, PRICE_SCALE_MODE, _position, _shape
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class Line:
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def __init__(self, lwc, line_id, color, width):
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self._lwc = lwc
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self.loaded = False
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self.id = line_id
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self.color = color
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self.width = width
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def set(self, data: pd.DataFrame):
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self._lwc._set_line_data(self.id, data)
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def update(self, series: pd.Series):
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"""
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Updates the line data.\n
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:param series: columns: date/time, price
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"""
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self._lwc._update_line_data(self.id, series)
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class LWC:
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def __init__(self, volume_enabled):
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self.js_queue = []
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self.loaded = False
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self._html = HTML
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self.volume_enabled = volume_enabled
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self.last_bar = None
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self.interval = None
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self._lines: Dict[uuid.UUID, Line] = {}
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self.background_color = '#000000'
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self.volume_up_color = 'rgba(83,141,131,0.8)'
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self.volume_down_color = 'rgba(200,127,130,0.8)'
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def _on_js_load(self):
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pass
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def _stored(self, func, *args, **kwargs):
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if self.loaded:
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return False
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self.js_queue.append((func, args, kwargs))
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return True
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def _set_last_bar(self, bar: pd.Series):
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self.last_bar = bar
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def _set_interval(self, df: pd.DataFrame):
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df['time'] = pd.to_datetime(df['time'])
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intervals = df['time'].diff()
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counts = intervals.value_counts()
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self.interval = counts.index[0]
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def _df_datetime_format(self, df: pd.DataFrame):
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if 'date' in df.columns:
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df = df.rename(columns={'date': 'time'})
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self._set_interval(df)
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df['time'] = df['time'].apply(self._datetime_format)
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return df
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def _series_datetime_format(self, series):
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if 'date' in series.keys():
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series = series.rename({'date': 'time'})
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series['time'] = self._datetime_format(series['time'])
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return series
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def _datetime_format(self, string):
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string = pd.to_datetime(string)
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if self.interval != timedelta(days=1):
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string = string.timestamp()
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string = self.interval.total_seconds() * (string // self.interval.total_seconds())
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else:
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string = string.strftime('%Y-%m-%d')
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return string
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def run_script(self, script):
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pass
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def set(self, df: pd.DataFrame):
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"""
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Sets the initial data for the chart.\n
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:param df: columns: date/time, open, high, low, close, volume (if volume enabled).
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"""
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if self._stored('set', df):
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return None
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df = self._df_datetime_format(df)
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self._set_last_bar(df.iloc[-1])
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bars = df
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if self.volume_enabled:
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if 'volume' not in df:
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raise MissingColumn("Volume enabled, but 'volume' column was not found.")
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volume = df.drop(columns=['open', 'high', 'low', 'close'])
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volume = volume.rename(columns={'volume': 'value'})
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volume['color'] = self.volume_down_color
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volume.loc[df['close'] > df['open'], 'color'] = self.volume_up_color
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self.run_script(f'chart.volumeSeries.setData({volume.to_dict(orient="records")})')
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bars = df.drop(columns=['volume'])
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bars = bars.to_dict(orient='records')
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self.run_script(f'chart.series.setData({bars})')
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def update(self, series, from_tick=False):
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"""
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Updates the data from a bar;
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if series['time'] is the same time as the last bar, the last bar will be overwritten.\n
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:param series: columns: date/time, open, high, low, close, volume (if volume enabled).
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"""
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if self._stored('update', series, from_tick):
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return None
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series = self._series_datetime_format(series) if not from_tick else series
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self._set_last_bar(series)
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if self.volume_enabled:
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if 'volume' not in series:
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raise MissingColumn("Volume enabled, but 'volume' column was not found.")
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volume = series.drop(['open', 'high', 'low', 'close'])
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volume = volume.rename({'volume': 'value'})
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volume['color'] = self.volume_up_color if series['close'] > series['open'] else self.volume_down_color
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self.run_script(f'chart.volumeSeries.update({volume.to_dict()})')
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series = series.drop(['volume'])
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dictionary = series.to_dict()
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self.run_script(f'chart.series.update({dictionary})')
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def update_from_tick(self, series):
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"""
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Updates the data from a tick.\n
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:param series: columns: date/time, price, volume (if volume enabled).
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"""
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if self._stored('update_from_tick', series):
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return None
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series = self._series_datetime_format(series)
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bar = pd.Series()
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if series['time'] == self.last_bar['time']:
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bar = self.last_bar
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bar['high'] = max(self.last_bar['high'], series['price'])
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bar['low'] = min(self.last_bar['low'], series['price'])
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bar['close'] = series['price']
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if self.volume_enabled:
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if 'volume' not in series:
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raise MissingColumn("Volume enabled, but 'volume' column was not found.")
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bar['volume'] = series['volume']
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else:
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for key in ('open', 'high', 'low', 'close'):
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bar[key] = series['price']
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bar['time'] = series['time']
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bar['volume'] = 0
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self.update(bar, from_tick=True)
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def create_line(self, color: str = 'rgba(214, 237, 255, 0.6)', width: int = 2):
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"""
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Creates and returns a Line object.)\n
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:return a Line object used to set/update the line.
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"""
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line_id = uuid.uuid4()
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self._lines[line_id] = Line(self, line_id, color, width)
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return self._lines[line_id]
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def _set_line_data(self, line_id, df: pd.DataFrame):
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if self._stored('_set_line_data', line_id, df):
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return None
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line = self._lines[line_id]
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if not line.loaded:
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self.run_script(f'''
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let lineSeries = {{
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color: '{line.color}',
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lineWidth: {line.width},
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}};
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let line = {{
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series: chart.chart.addLineSeries(lineSeries),
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id: '{line_id}',
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}};
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lines.push(line)
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''')
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line.loaded = True
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df = self._df_datetime_format(df)
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self.run_script(f'''
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lines.forEach(function (line) {{
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if ('{line_id}' === line.id) {{
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line.series.setData({df.to_dict('records')})
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}}
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}})''')
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def _update_line_data(self, line_id, series: pd.Series):
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if self._stored('_update_line_data', line_id, series):
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return None
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series = self._series_datetime_format(series)
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self.run_script(f'''
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lines.forEach(function (line) {{
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if ('{line_id}' === line.id) {{
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line.series.update({series.to_dict()})
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}}
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}})''')
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def marker(self, time: datetime = None, position: POSITION = 'below', shape: SHAPE = 'arrow_up',
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color: str = '#2196F3', text: str = '', m_id: uuid.UUID = None) -> uuid.UUID:
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"""
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Creates a new marker.\n
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:param time: The time that the marker will be placed at. If no time is given, it will be placed at the last bar.
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:param position: The position of the marker.
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:param color: The color of the marker (rgb, rgba or hex).
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:param shape: The shape of the marker.
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:param text: The text to be placed with the marker.
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:return: The UUID of the marker placed.
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"""
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if not m_id:
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m_id = uuid.uuid4()
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if self._stored('marker', time, position, shape, color, text, m_id):
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return m_id
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time = self.last_bar['time'] if not time else self._datetime_format(time)
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self.run_script(f"""
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markers.push({{
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time: '{time}',
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position: '{_position(position)}',
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color: '{color}', shape: '{_shape(shape)}',
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text: '{text}',
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id: '{m_id}'
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}});
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chart.series.setMarkers(markers)""")
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return m_id
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def remove_marker(self, m_id: uuid.UUID):
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"""
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Removes the marker with the given uuid.\n
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"""
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if self._stored('remove_marker', m_id):
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return None
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self.run_script(f'''
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markers.forEach(function (marker) {{
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if ('{m_id}' === marker.id) {{
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markers.splice(markers.indexOf(marker), 1)
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chart.series.setMarkers(markers)
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}}
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}});''')
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def horizontal_line(self, price: Union[float, int], color: str = 'rgb(122, 146, 202)', width: int = 1,
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style: LINE_TYPE = 'solid', text: str = '', axis_label_visible=True):
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"""
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Creates a horizontal line at the given price.\n
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"""
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if self._stored('horizontal_line', price, color, width, style, text, axis_label_visible):
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return None
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self.run_script(f"""
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let priceLine = {{
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price: {price},
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color: '{color}',
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lineWidth: {width},
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lineStyle: LightweightCharts.LineStyle.{style},
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axisLabelVisible: {'true' if axis_label_visible else 'false'},
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title: '{text}',
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}};
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let line = {{
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line: chart.series.createPriceLine(priceLine),
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price: {price},
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}};
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horizontal_lines.push(line)""")
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def remove_horizontal_line(self, price: Union[float, int]):
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"""
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Removes a horizontal line at the given price.
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"""
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if self._stored('remove_horizontal_line', price):
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return None
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self.run_script(f'''
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horizontal_lines.forEach(function (line) {{
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if ({price} === line.price) {{
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chart.series.removePriceLine(line.line);
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horizontal_lines.splice(horizontal_lines.indexOf(line), 1)
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}}
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}});''')
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def config(self, mode: PRICE_SCALE_MODE = None, title: str = None, right_padding: float = None):
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"""
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:param mode: Chart price scale mode.
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:param title: Last price label text.
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:param right_padding: How many bars of empty space to the right of the last bar.
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"""
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if self._stored('config', mode, title, right_padding):
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return None
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self.run_script(f'chart.chart.timeScale().scrollToPosition({right_padding}, false)') if right_padding else None
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self.run_script(f'chart.series.applyOptions({{title: "{title}"}})') if title else None
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self.run_script(
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f"chart.chart.priceScale().applyOptions({{mode: LightweightCharts.PriceScaleMode.{_price_scale_mode(mode)}}})") if mode else None
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def time_scale(self, time_visible: bool = True, seconds_visible: bool = False):
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"""
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Options for the time scale of the chart.
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:param time_visible: Time visibility control.
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:param seconds_visible: Seconds visibility control
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:return:
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"""
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if self._stored('time_scale', time_visible, seconds_visible):
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return None
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time = f'timeVisible: {_js_bool(time_visible)},'
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seconds = f'secondsVisible: {_js_bool(seconds_visible)}'
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self.run_script(f'''
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chart.chart.applyOptions({{
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timeScale: {{
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{time if time_visible is not None else ''}
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{seconds if seconds_visible is not None else ''}
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}}
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}})''')
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def layout(self, background_color: str = None, text_color: str = None, font_size: int = None,
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font_family: str = None):
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"""
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Global layout options for the chart.
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"""
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if self._stored('layout', background_color, text_color, font_size, font_family):
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return None
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self.background_color = background_color if background_color else self.background_color
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args = f"'{self.background_color}'", f"'{text_color}'", f"{font_size}", f"'{font_family}'",
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for key, arg in zip(('backgroundColor', 'textColor', 'fontSize', 'fontFamily'), args):
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if not arg:
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continue
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self.run_script(f"""
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chart.chart.applyOptions({{
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layout: {{
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{key}: {arg}
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}}
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}})""")
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def candle_style(self, up_color: str = 'rgba(39, 157, 130, 100)', down_color: str = 'rgba(200, 97, 100, 100)',
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wick_enabled: bool = True, border_enabled: bool = True, border_up_color: str = '',
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border_down_color: str = '', wick_up_color: str = '', wick_down_color: str = ''):
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"""
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Candle styling for each of its parts.
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"""
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if self._stored('candle_style', up_color, down_color, wick_enabled, border_enabled,
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border_up_color, border_down_color, wick_up_color, wick_down_color):
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return None
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params = None, 'upColor', 'downColor', 'wickVisible', 'borderVisible', 'borderUpColor', 'borderDownColor',\
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'wickUpColor', 'wickDownColor'
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for param, key_arg in zip(params, locals().items()):
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key, arg = key_arg
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if isinstance(arg, bool):
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arg = _js_bool(arg)
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if key == 'self' or arg is None:
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continue
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else:
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arg = f"'{arg}'"
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self.run_script(
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f"""chart.series.applyOptions({{
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{param}: {arg},
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}})""")
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def volume_config(self, scale_margin_top: float = 0.8, scale_margin_bottom: float = 0.0,
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up_color='rgba(83,141,131,0.8)', down_color='rgba(200,127,130,0.8)'):
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"""
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Configure volume settings.\n
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Numbers for scaling must be greater than 0 and less than 1.\n
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Volume colors must be applied prior to setting/updating the bars.\n
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:param scale_margin_top: Scale the top of the margin.
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:param scale_margin_bottom: Scale the bottom of the margin.
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:param up_color: Volume color for upward direction (rgb, rgba or hex)
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:param down_color: Volume color for downward direction (rgb, rgba or hex)
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"""
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if self._stored('volume_config', scale_margin_top, scale_margin_bottom, up_color, down_color):
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return None
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self.volume_up_color = up_color if up_color else self.volume_up_color
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self.volume_down_color = down_color if down_color else self.volume_down_color
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top = f'top: {scale_margin_top},'
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bottom = f'bottom: {scale_margin_bottom},'
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self.run_script(f'''
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chart.volumeSeries.priceScale().applyOptions({{
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scaleMargins: {{
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{top if top else ''}
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{bottom if bottom else ''}
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}}
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}})''')
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def crosshair(self, mode: CROSSHAIR_MODE = 'normal', vert_width: int = 1, vert_color: str = None,
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vert_style: LINE_TYPE = None, vert_label_background_color: str = None, horz_width: int = 1,
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horz_color: str = None, horz_style: LINE_TYPE = None, horz_label_background_color: str = None):
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"""
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Crosshair formatting for its vertical and horizontal axes.
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"""
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if self._stored('crosshair', mode, vert_width, vert_color, vert_style, vert_label_background_color,
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horz_width, horz_color, horz_style, horz_label_background_color):
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return None
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args = f"LightweightCharts.CrosshairMode.{_crosshair_mode(mode)}", \
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f"{vert_width}}}", f"'{vert_color}'}}", f"LightweightCharts.LineStyle.{_line_type(vert_style)}}}",\
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f"'{vert_label_background_color}'}}", \
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f"{horz_width}}}", f"'{horz_color}'}}", f"LightweightCharts.LineStyle.{_line_type(horz_style)}}}",\
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f"'{horz_label_background_color}'}}"
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for key, arg in zip(
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('mode', 'vertLine: {width', 'vertLine: {color', 'vertLine: {style', 'vertLine: {labelBackgroundColor',
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'horzLine: {width', 'horzLine: {color', 'horzLine: {style', 'horzLine: {labelBackgroundColor'), args):
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if 'None' in arg:
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continue
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self.run_script(f'''
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chart.chart.applyOptions({{
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crosshair: {{
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{key}: {arg}
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}}}})''')
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def watermark(self, text: str, font_size: int = 44, color: str = 'rgba(180, 180, 200, 0.5)'):
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"""
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Adds a watermark to the chart.
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"""
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if self._stored('watermark', text, font_size, color):
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return None
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self.run_script(f'''
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chart.chart.applyOptions({{
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watermark: {{
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visible: true,
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fontSize: {font_size},
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horzAlign: 'center',
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vertAlign: 'center',
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color: '{color}',
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text: '{text}',
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}}
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}})''')
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def legend(self, visible: bool = False, ohlc: bool = True, percent: bool = True, color: str = None,
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font_size: int = None, font_family: str = None):
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"""
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Configures the legend of the chart.
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"""
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if self._stored('legend', visible, ohlc, percent, color, font_size, font_family):
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return None
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scripts = f'legendToggle = {_js_bool(visible)}; legend.innerText = ""', f'legendOHLCVisible = {_js_bool(ohlc)}',\
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f'legendPercentVisible = {_js_bool(percent)}', f'legend.style.color = {color}', \
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f'legend.style.fontSize = "{font_size}px"', f'legend.style.fontFamily = "{font_family}"'
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for script, arg in zip(scripts, (visible, ohlc, percent, color, font_size, font_family)):
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if arg is None:
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continue
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self.run_script(script)
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SCRIPT = """
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const markers = []
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const horizontal_lines = []
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const lines = []
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const up = 'rgba(39, 157, 130, 100)'
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const down = 'rgba(200, 97, 100, 100)'
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function makeChart(width, height, div) {
|
|
return LightweightCharts.createChart(div, {
|
|
width: width,
|
|
height: height,
|
|
layout: {
|
|
textColor: '#d1d4dc',
|
|
backgroundColor: '#000000',
|
|
fontSize: 12,
|
|
},
|
|
rightPriceScale: {
|
|
scaleMargins: {
|
|
top: 0.3,
|
|
bottom: 0.25,
|
|
},
|
|
},
|
|
timeScale: {
|
|
timeVisible: true,
|
|
secondsVisible: false,
|
|
},
|
|
crosshair: {
|
|
mode: LightweightCharts.CrosshairMode.Normal,
|
|
},
|
|
grid: {
|
|
vertLines: {
|
|
color: 'rgba(29, 30, 38, 5)',
|
|
},
|
|
horzLines: {
|
|
color: 'rgba(29, 30, 58, 5)',
|
|
},
|
|
},
|
|
handleScroll: {
|
|
vertTouchDrag: true,
|
|
},
|
|
})
|
|
}
|
|
function makeCandlestickSeries(chart){
|
|
return chart.addCandlestickSeries({
|
|
color: 'rgb(0, 120, 255)',
|
|
upColor: up,
|
|
borderUpColor: up,
|
|
wickUpColor: up,
|
|
|
|
downColor: down,
|
|
borderDownColor: down,
|
|
wickDownColor: down,
|
|
lineWidth: 2,
|
|
})
|
|
}
|
|
|
|
function makeVolumeSeries(chart) {
|
|
return chart.addHistogramSeries({
|
|
color: '#26a69a',
|
|
priceFormat: {
|
|
type: 'volume',
|
|
},
|
|
priceScaleId: '',
|
|
});
|
|
}
|
|
|
|
const chartsDiv = document.createElement('div')
|
|
|
|
chart.chart = makeChart(window.innerWidth, window.innerHeight, chartsDiv)
|
|
chart.series = makeCandlestickSeries(chart.chart)
|
|
chart.volumeSeries = makeVolumeSeries(chart.chart)
|
|
|
|
document.body.appendChild(chartsDiv)
|
|
|
|
const legend = document.createElement('div')
|
|
legend.style.display = 'block'
|
|
legend.style.position = 'absolute'
|
|
legend.style.zIndex = 1000
|
|
legend.style.width = '98vw'
|
|
legend.style.top = '10px'
|
|
legend.style.left = '10px'
|
|
legend.style.fontFamily = 'Monaco'
|
|
|
|
legend.style.fontSize = '11px'
|
|
legend.style.color = 'rgb(191, 195, 203)'
|
|
|
|
document.body.appendChild(legend)
|
|
|
|
chart.chart.priceScale('').applyOptions({
|
|
scaleMargins: {
|
|
top: 0.8,
|
|
bottom: 0,
|
|
}
|
|
});
|
|
|
|
window.addEventListener('resize', function() {
|
|
let width = window.innerWidth;
|
|
let height = window.innerHeight;
|
|
chart.chart.resize(width, height)
|
|
});
|
|
|
|
function legendItemFormat(num) {
|
|
return num.toFixed(2).toString().padStart(8, ' ')
|
|
}
|
|
let legendToggle = false
|
|
let legendOHLCVisible = true
|
|
let legendPercentVisible = true
|
|
chart.chart.subscribeCrosshairMove((param) => {
|
|
if (param.time){
|
|
const data = param.seriesPrices.get(chart.series);
|
|
if (!data || legendToggle === false) {return}
|
|
const percentMove = ((data.close-data.open)/data.open)*100
|
|
//legend.style.color = percentMove >= 0 ? up : down
|
|
|
|
let ohlc = `open: ${legendItemFormat(data.open)}
|
|
| high: ${legendItemFormat(data.high)}
|
|
| low: ${legendItemFormat(data.low)}
|
|
| close: ${legendItemFormat(data.close)} `
|
|
let percent = `| daily: ${percentMove >= 0 ? '+' : ''}${percentMove.toFixed(2)} %`
|
|
|
|
let finalString = ''
|
|
if (legendOHLCVisible) {
|
|
finalString += ohlc
|
|
}
|
|
if (legendPercentVisible) {
|
|
finalString += percent
|
|
}
|
|
legend.innerHTML = finalString
|
|
}
|
|
else {
|
|
legend.innerHTML = ''
|
|
}
|
|
});
|
|
let isSubscribed = false
|
|
function clickHandler(param) {
|
|
if (!param.point || !isSubscribed) {return}
|
|
let prices = param.seriesPrices.get(chart.series);
|
|
let data = {
|
|
time: param.time,
|
|
open: prices.open,
|
|
high: prices.high,
|
|
low: prices.low,
|
|
close: prices.close,
|
|
}
|
|
pywebview.api.onClick(data)
|
|
|
|
}
|
|
chart.chart.subscribeClick(clickHandler)
|
|
"""
|
|
|
|
HTML = f"""
|
|
<!DOCTYPE html>
|
|
<html lang="">
|
|
<head>
|
|
<title>lightweight-charts-python</title>
|
|
<script>{LWC_3_5_0}</script>
|
|
<meta name="viewport" content ="width=device-width, initial-scale=1">
|
|
<style>
|
|
body {{
|
|
margin: 0;
|
|
}}
|
|
</style>
|
|
</head>
|
|
<body>
|
|
<div id="chart"></div>
|
|
<script>
|
|
{SCRIPT}
|
|
</script>
|
|
</body>
|
|
</html>"""
|