7ea2b0ac19
- Upgraded to Lightweight Charts v4.0.1. - Added a ‘hover’ item to the returning dictionary from subscribe_click. - Markers and SubCharts no longer use a UUID for identification, but an 8 character string.
580 lines
23 KiB
Python
580 lines
23 KiB
Python
import pandas as pd
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from datetime import timedelta, datetime
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from typing import Union, Literal
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from lightweight_charts.pkg import LWC_4_0_1
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from lightweight_charts.util import LINE_STYLE, MARKER_POSITION, MARKER_SHAPE, CROSSHAIR_MODE, _crosshair_mode, _line_style, \
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MissingColumn, _js_bool, _price_scale_mode, PRICE_SCALE_MODE, _marker_position, _marker_shape, IDGen
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class Line:
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def __init__(self, parent, color, width):
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self._parent = parent
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self.id = self._parent._rand.generate()
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self._parent.run_script(f'''
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var {self.id} = {self._parent.id}.chart.addLineSeries({{
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color: '{color}',
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lineWidth: {width},
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}})''')
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def set(self, data: pd.DataFrame):
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"""
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Sets the line data.\n
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:param data: columns: date/time, value
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"""
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df = self._parent._df_datetime_format(data)
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self._parent.run_script(f'{self.id}.setData({df.to_dict("records")})')
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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: labels: date/time, value
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"""
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series = self._parent._series_datetime_format(series)
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self._parent.run_script(f'{self.id}.update({series.to_dict()})')
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def marker(self): pass
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class API:
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def __init__(self):
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self.click_funcs = {}
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def onClick(self, data):
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click_func = self.click_funcs[data['id']]
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if isinstance(data['time'], int):
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data['time'] = datetime.fromtimestamp(data['time'])
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else:
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data['time'] = datetime.strptime(data['time'], '%Y-%m-%d')
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click_func(data) if click_func else None
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class LWC:
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def __init__(self, volume_enabled: bool = True, inner_width: float = 1.0, inner_height: float = 1.0):
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self._volume_enabled = volume_enabled
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self._inner_width = inner_width
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self._inner_height = inner_height
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self._position = 'left'
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self.loaded = False
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self._rand = IDGen()
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self.id = self._rand.generate()
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self._append_js = f'document.body.append({self.id}.div)'
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self._scripts = []
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self._script_func = None
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self._html = HTML
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self._last_bar = None
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self._interval = None
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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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self._js_api = API()
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self._js_api_code = None
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def _set_interval(self, df: pd.DataFrame):
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common_interval = pd.to_datetime(df['time']).diff().value_counts()
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self._interval = common_interval.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 _on_js_load(self):
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self.loaded = True
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for script in self._scripts:
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self.run_script(script)
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def _create_chart(self):
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self.run_script(f'''
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{self.id} = makeChart({self._inner_width}, {self._inner_height})
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{self.id}.div.style.float = "{self._position}"
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{self._append_js}
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window.addEventListener('resize', function() {{
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{self.id}.chart.resize(window.innerWidth*{self.id}.scale.width, window.innerHeight*{self.id}.scale.height)
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}});
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''')
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def run_script(self, script):
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"""
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For advanced users; evaluates JavaScript within the Webview.
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"""
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self._script_func(script) if self.loaded else self._scripts.append(script)
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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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bars = self._df_datetime_format(df)
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self._last_bar = bars.iloc[-1]
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if self._volume_enabled:
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if 'volume' not in bars:
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raise MissingColumn("Volume enabled, but 'volume' column was not found.")
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volume = bars.drop(columns=['open', 'high', 'low', 'close']).rename(columns={'volume': 'value'})
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volume['color'] = self._volume_down_color
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volume.loc[bars['close'] > bars['open'], 'color'] = self._volume_up_color
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self.run_script(f'{self.id}.volumeSeries.setData({volume.to_dict(orient="records")})')
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bars = bars.drop(columns=['volume'])
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bars = bars.to_dict(orient='records')
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self.run_script(f'{self.id}.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: labels: date/time, open, high, low, close, volume (if volume enabled).
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"""
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series = self._series_datetime_format(series) if not from_tick else series
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self._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']).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'{self.id}.volumeSeries.update({volume.to_dict()})')
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series = series.drop(['volume'])
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self.run_script(f'{self.id}.series.update({series.to_dict()})')
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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: labels: date/time, price, volume (if volume enabled).
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"""
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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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"""
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return Line(self, color, width)
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def marker(self, time: datetime = None, position: MARKER_POSITION = 'below', shape: MARKER_SHAPE = 'arrow_up',
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color: str = '#2196F3', text: str = '') -> str:
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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 id of the marker placed.
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"""
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try:
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time = self._last_bar['time'] if not time else self._datetime_format(time)
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except TypeError:
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raise TypeError('Chart marker created before data was set.')
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marker_id = self._rand.generate()
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self.run_script(f"""
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markers.push({{
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time: {time if isinstance(time, float) else f"'{time}'"},
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position: '{_marker_position(position)}',
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color: '{color}',
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shape: '{_marker_shape(shape)}',
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text: '{text}',
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id: '{marker_id}'
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}});
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{self.id}.series.setMarkers(markers)""")
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return marker_id
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def remove_marker(self, marker_id: str):
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"""
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Removes the marker with the given id.\n
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"""
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self.run_script(f'''
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markers.forEach(function (marker) {{
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if ('{marker_id}' === marker.id) {{
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markers.splice(markers.indexOf(marker), 1)
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{self.id}.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_STYLE = '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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var = self._rand.generate()
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self.run_script(f"""
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let priceLine{var} = {{
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price: {price},
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color: '{color}',
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lineWidth: {width},
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lineStyle: {_line_style(style)},
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axisLabelVisible: {_js_bool(axis_label_visible)},
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title: '{text}',
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}};
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let line{var} = {{
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line: {self.id}.series.createPriceLine(priceLine{var}),
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price: {price},
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}};
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horizontal_lines.push(line{var})""")
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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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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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{self.id}.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 = 'normal', 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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self.run_script(f'{self.id}.chart.timeScale().scrollToPosition({right_padding}, false)') if right_padding is not None else None
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self.run_script(f'{self.id}.series.applyOptions({{title: "{title}"}})') if title else None
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self.run_script(f"{self.id}.chart.priceScale().applyOptions({{mode: {_price_scale_mode(mode)}}})")
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def time_scale(self, visible: bool = True, 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 visible: Time scale visibility control.
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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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self.run_script(f'''
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{self.id}.chart.applyOptions({{
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timeScale: {{
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visible: {_js_bool(visible)},
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timeVisible: {_js_bool(time_visible)},
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secondsVisible: {_js_bool(seconds_visible)},
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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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self._background_color = background_color if background_color else self._background_color
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self.run_script(f"""
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document.body.style.backgroundColor = '{self._background_color}'
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{self.id}.chart.applyOptions({{
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layout: {{
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background: {{
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color: "{self._background_color}",
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}},
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{f'textColor: "{text_color}",' if text_color else ''}
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{f'fontSize: {font_size},' if font_size else ''}
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{f'fontFamily: "{font_family}",' if font_family else ''}
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}}}})""")
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def grid(self, vert_enabled: bool = True, horz_enabled: bool = True, color: str = 'rgba(29, 30, 38, 5)', style: LINE_STYLE = 'solid'):
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"""
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Grid styling for the chart.
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"""
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self.run_script(f"""
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{self.id}.chart.applyOptions({{
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grid: {{
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vertLines: {{
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visible: {_js_bool(vert_enabled)},
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color: "{color}",
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style: {_line_style(style)},
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}},
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horzLines: {{
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visible: {_js_bool(horz_enabled)},
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color: "{color}",
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style: {_line_style(style)},
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}},
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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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self.run_script(f"""
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{self.id}.series.applyOptions({{
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upColor: "{up_color}",
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downColor: "{down_color}",
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wickVisible: {_js_bool(wick_enabled)},
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borderVisible: {_js_bool(border_enabled)},
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{f'borderUpColor: "{border_up_color}",' if border_up_color else up_color if border_enabled else ''}
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{f'borderDownColor: "{border_down_color}",' if border_down_color else down_color if border_enabled else ''}
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{f'wickUpColor: "{wick_up_color}",' if wick_up_color else wick_up_color if wick_enabled else ''}
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{f'wickDownColor: "{wick_down_color}",' if wick_down_color else wick_down_color if wick_enabled else ''}
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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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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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self.run_script(f'''
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{self.id}.volumeSeries.priceScale().applyOptions({{
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scaleMargins: {{
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top: {scale_margin_top},
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bottom: {scale_margin_bottom},
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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_STYLE = 'dashed', vert_label_background_color: str = 'rgb(46, 46, 46)', horz_width: int = 1,
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horz_color: str = None, horz_style: LINE_STYLE = 'dashed', horz_label_background_color: str = 'rgb(55, 55, 55)'):
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"""
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Crosshair formatting for its vertical and horizontal axes.
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"""
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self.run_script(f'''
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{self.id}.chart.applyOptions({{
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crosshair: {{
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mode: {_crosshair_mode(mode)},
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vertLine: {{
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width: {vert_width},
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{f'color: "{vert_color}",' if vert_color else ''}
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style: {_line_style(vert_style)},
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labelBackgroundColor: "{vert_label_background_color}"
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}},
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horzLine: {{
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width: {horz_width},
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{f'color: "{horz_color}",' if horz_color else ''}
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style: {_line_style(horz_style)},
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labelBackgroundColor: "{horz_label_background_color}"
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}}
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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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self.run_script(f'''
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{self.id}.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 visible:
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self.run_script(f'''
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{f"{self.id}.legend.style.color = '{color}'" if color else ''}
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{f"{self.id}.legend.style.fontSize = {font_size}" if font_size else ''}
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{f"{self.id}.legend.style.fontFamily = '{font_family}'" if font_family else ''}
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{self.id}.chart.subscribeCrosshairMove((param) => {{
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if (param.time){{
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const data = param.seriesData.get({self.id}.series);
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if (!data) {{return}}
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let percentMove = ((data.close-data.open)/data.open)*100
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let ohlc = `open: ${{legendItemFormat(data.open)}}
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| high: ${{legendItemFormat(data.high)}}
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| low: ${{legendItemFormat(data.low)}}
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| close: ${{legendItemFormat(data.close)}} `
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let percent = `| daily: ${{percentMove >= 0 ? '+' : ''}}${{percentMove.toFixed(2)}} %`
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let finalString = ''
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{'finalString += ohlc' if ohlc else ''}
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{'finalString += percent' if percent else ''}
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{self.id}.legend.innerHTML = finalString
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}}
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else {{
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{self.id}.legend.innerHTML = ''
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}}
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}});''')
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def subscribe_click(self, function: object):
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"""
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Subscribes the given function to a chart click event.
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The event returns a dictionary containing the bar object at the time clicked, and the price at the crosshair.
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"""
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self._js_api.click_funcs[self.id] = function
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self.run_script(f'''
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{self.id}.chart.subscribeClick((param) => {{
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if (!param.point) {{return}}
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let prices = param.seriesData.get({self.id}.series);
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let data = {{
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time: param.time,
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open: prices.open,
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high: prices.high,
|
|
low: prices.low,
|
|
close: prices.close,
|
|
hover: {self.id}.series.coordinateToPrice(param.point.y),
|
|
id: '{self.id}'
|
|
}}
|
|
{self._js_api_code}(data)
|
|
}})''')
|
|
|
|
def create_subchart(self, volume_enabled: bool = True, position: Literal['left', 'right', 'top', 'bottom'] = 'left',
|
|
width: float = 0.5, height: float = 0.5, sync: Union[bool, str] = False):
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|
return SubChart(self, volume_enabled, position, width, height, sync)
|
|
|
|
|
|
class SubChart(LWC):
|
|
def __init__(self, parent, volume_enabled, position, width, height, sync):
|
|
super().__init__(volume_enabled, width, height)
|
|
self._chart = parent._chart if isinstance(parent, SubChart) else parent
|
|
self._parent = parent
|
|
self._position = position
|
|
self._rand = self._chart._rand
|
|
self.id = f'window.{self._rand.generate()}'
|
|
self._append_js = f'{self._parent.id}.div.parentNode.insertBefore({self.id}.div, {self._parent.id}.div.nextSibling)'
|
|
self._js_api = self._chart._js_api
|
|
self._js_api_code = self._chart._js_api_code
|
|
|
|
self._create_chart()
|
|
if not sync:
|
|
return
|
|
sync_parent_var = self._parent.id if isinstance(sync, bool) else sync
|
|
self.run_script(f'''
|
|
{sync_parent_var}.chart.timeScale().subscribeVisibleLogicalRangeChange((timeRange) => {{
|
|
{self.id}.chart.timeScale().setVisibleLogicalRange(timeRange)
|
|
}});''')
|
|
|
|
def run_script(self, script): self._chart.run_script(script)
|
|
|
|
|
|
SCRIPT = """
|
|
document.body.style.backgroundColor = '#000000'
|
|
const markers = []
|
|
const horizontal_lines = []
|
|
const up = 'rgba(39, 157, 130, 100)'
|
|
const down = 'rgba(200, 97, 100, 100)'
|
|
|
|
function makeChart(innerWidth, innerHeight) {
|
|
let chart = {}
|
|
chart.scale = {
|
|
width: innerWidth,
|
|
height: innerHeight
|
|
}
|
|
chart.div = document.createElement('div')
|
|
chart.chart = LightweightCharts.createChart(chart.div, {
|
|
width: window.innerWidth*innerWidth,
|
|
height: window.innerHeight*innerHeight,
|
|
layout: {
|
|
textColor: '#d1d4dc',
|
|
background: {
|
|
color:'#000000',
|
|
type: LightweightCharts.ColorType.Solid,
|
|
},
|
|
fontSize: 12
|
|
},
|
|
rightPriceScale: {
|
|
scaleMargins: {top: 0.3, bottom: 0.25},
|
|
},
|
|
timeScale: {timeVisible: true, secondsVisible: false},
|
|
crosshair: {
|
|
mode: LightweightCharts.CrosshairMode.Normal,
|
|
vertLine: {
|
|
labelBackgroundColor: 'rgb(46, 46, 46)'
|
|
},
|
|
horzLine: {
|
|
labelBackgroundColor: 'rgb(55, 55, 55)'
|
|
}
|
|
},
|
|
grid: {
|
|
vertLines: {color: 'rgba(29, 30, 38, 5)'},
|
|
horzLines: {color: 'rgba(29, 30, 58, 5)'},
|
|
},
|
|
handleScroll: {vertTouchDrag: true},
|
|
})
|
|
chart.series = chart.chart.addCandlestickSeries({color: 'rgb(0, 120, 255)', upColor: up, borderUpColor: up, wickUpColor: up,
|
|
downColor: down, borderDownColor: down, wickDownColor: down, lineWidth: 2,
|
|
})
|
|
chart.volumeSeries = chart.chart.addHistogramSeries({
|
|
color: '#26a69a',
|
|
priceFormat: {type: 'volume'},
|
|
priceScaleId: '',
|
|
})
|
|
chart.legend = document.createElement('div')
|
|
chart.legend.style.position = 'absolute'
|
|
chart.legend.style.zIndex = 1000
|
|
chart.legend.style.width = `${(chart.scale.width*100)-8}vw`
|
|
chart.legend.style.top = '10px'
|
|
chart.legend.style.left = '10px'
|
|
chart.legend.style.fontFamily = 'Monaco'
|
|
chart.legend.style.fontSize = '11px'
|
|
chart.legend.style.color = 'rgb(191, 195, 203)'
|
|
chart.div.appendChild(chart.legend)
|
|
|
|
chart.chart.priceScale('').applyOptions({
|
|
scaleMargins: {top: 0.8, bottom: 0}
|
|
});
|
|
return chart
|
|
}
|
|
function legendItemFormat(num) {
|
|
return num.toFixed(2).toString().padStart(8, ' ')
|
|
}
|
|
"""
|
|
|
|
HTML = f"""
|
|
<!DOCTYPE html>
|
|
<html lang="">
|
|
<head>
|
|
<title>lightweight-charts-python</title>
|
|
<script>{LWC_4_0_1}</script>
|
|
<meta name="viewport" content ="width=device-width, initial-scale=1">
|
|
<style>
|
|
body {{
|
|
margin: 0;
|
|
padding: 0;
|
|
overflow: hidden;
|
|
}}
|
|
</style>
|
|
</head>
|
|
<body>
|
|
<script>
|
|
{SCRIPT}
|
|
</script>
|
|
</body>
|
|
</html>"""
|