File size: 7,550 Bytes
c99df4c | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 | import pyqtgraph as pg
from PyQt6.QtWidgets import QWidget, QVBoxLayout
from PyQt6.QtCore import pyqtSlot
import numpy as np
import pandas as pd
from datetime import datetime
import pytz
class ChartWidget(QWidget):
def __init__(self, parent=None):
super().__init__(parent)
self.layout = QVBoxLayout()
self.setLayout(self.layout)
# Initialize PyQtGraph layout
self.glw = pg.GraphicsLayoutWidget()
self.layout.addWidget(self.glw)
# Col 0: Profile (Count vs Price)
self.profile_plot = self.glw.addPlot(row=0, col=0)
self.profile_plot.setMaximumWidth(200)
self.profile_plot.hideAxis('bottom')
self.profile_plot.showAxis('top')
self.profile_plot.setLabel('top', 'Volume')
self.profile_plot.setClipToView(True)
# self.profile_plot.setDownsampling(auto=True, mode='peak')
# Col 1: Price (Time vs Price)
self.price_plot = self.glw.addPlot(row=0, col=1)
self.price_plot.setLabel('bottom', 'Time')
self.price_plot.setLabel('right', 'Price')
self.price_plot.showAxis('right')
self.price_plot.hideAxis('left')
self.price_plot.showAxis('right')
self.price_plot.hideAxis('left')
self.price_plot.setClipToView(False) # Disable for debugging
# self.price_plot.setDownsampling(auto=True, mode='peak') # Disable for debugging
# Link Y-axes
# self.profile_plot.setYLink(self.price_plot) # temporarily unlink to rule out profile plot issues
# Initialize Chart Items
self.bid_curve = self.price_plot.plot(pen=pg.mkPen('b', width=1), name="Bid")
self.ask_curve = self.price_plot.plot(pen=pg.mkPen('r', width=1), name="Ask")
# Profile Histogram Item
self.profile_bars = pg.BarGraphItem(x0=0, y=0, width=0, height=0.01, brush='c')
self.profile_plot.addItem(self.profile_bars)
# Developing Lines (PlotCurveItems)
self.curve_vah = self.price_plot.plot(pen=pg.mkPen('g', width=2), name="VAH")
self.curve_val = self.price_plot.plot(pen=pg.mkPen('m', width=2), name="VAL")
self.curve_poc = self.price_plot.plot(pen=pg.mkPen('y', width=2), name="POC")
# Date axis formatter
self.date_axis = self.price_plot.getAxis('bottom')
# self.date_axis.setTickSpacing(3600, 1800) # Grid every hour - Caused MemoryError
self.price_plot.showGrid(x=True, y=True, alpha=0.3)
# Data storage
self.times = np.array([])
self.bids = np.array([])
self.asks = np.array([])
# Storage for developing levels
self.level_times = np.array([])
self.level_vah = np.array([])
self.level_val = np.array([])
self.level_poc = np.array([])
def clear(self):
self.times = np.array([])
self.bids = np.array([])
self.asks = np.array([])
self.level_times = np.array([])
self.level_vah = np.array([])
self.level_val = np.array([])
self.level_poc = np.array([])
self.bid_curve.setData([], [])
self.ask_curve.setData([], [])
self.profile_bars.setOpts(x0=[], y=[], width=[], height=[])
self.curve_vah.setData([], [])
self.curve_val.setData([], [])
self.curve_poc.setData([], [])
def update_ticks(self, df):
"""
Updates the tick chart by appending new data.
df: DataFrame with 'datetime' (ns timestamp) and 'bid', 'ask'.
"""
if df.empty:
return
# Convert timestamps for pyqtgraph (seconds since epoch)
# df['datetime'] is numpy datetime64[ns]
new_times = df['datetime'].values.astype(np.float64) / 1e9
new_bids = df['bid'].values
new_asks = df['ask'].values if 'ask' in df.columns else np.zeros_like(new_bids)
if len(self.times) == 0:
self.times = new_times
self.bids = new_bids
self.asks = new_asks
else:
self.times = np.concatenate((self.times, new_times))
self.bids = np.concatenate((self.bids, new_bids))
self.asks = np.concatenate((self.asks, new_asks))
# Debug Log
if len(self.times) > 0:
t_min, t_max = self.times[0], self.times[-1]
b_min, b_max = np.min(self.bids), np.max(self.bids)
print(f"DEBUG: Chart Ticks: {len(self.times)} pts.")
print(f"DEBUG: Time Range: {t_min:.1f} -> {t_max:.1f} ({datetime.fromtimestamp(t_min)} -> {datetime.fromtimestamp(t_max)})")
print(f"DEBUG: Price Range: {b_min:.4f} -> {b_max:.4f}")
# Update curves
self.bid_curve.setData(self.times, self.bids)
if len(self.asks) > 0:
self.ask_curve.setData(self.times, self.asks)
# Force range on first large update
if len(self.times) > 0 and len(self.times) == len(new_times):
self.price_plot.setXRange(self.times[0], self.times[-1], padding=0.02)
self.price_plot.setYRange(np.min(self.bids), np.max(self.bids), padding=0.02)
def update_profile(self, counts_dict, unit_size=0.01):
"""
Updates the side profile histogram.
counts: dict {price: count}
"""
if not counts_dict:
return
prices = np.array(list(counts_dict.keys()))
counts = np.array(list(counts_dict.values()))
# Horizontal bars: x0=0, y=prices, width=counts, height=unit_size
self.profile_bars.setOpts(x0=np.zeros(len(prices)), y=prices, width=counts, height=unit_size, brush=(0, 255, 255, 100))
def update_levels(self, new_times, new_vah, new_val, new_poc):
"""
Updates the developing VAH/VAL/POC lines.
Expects arrays or scalars.
"""
try:
# Ensure inputs are 1D arrays
nt = np.atleast_1d(np.array(new_times, dtype=np.float64))
nv = np.atleast_1d(np.array(new_vah, dtype=np.float64))
nl = np.atleast_1d(np.array(new_val, dtype=np.float64))
yp = np.atleast_1d(np.array(new_poc, dtype=np.float64))
if len(nt) == 0:
# print("Chart Update Levels: Empty new_times")
return
# Append logic
if len(self.level_times) == 0:
self.level_times = nt
self.level_vah = nv
self.level_val = nl
self.level_poc = yp
else:
self.level_times = np.concatenate((self.level_times, nt))
self.level_vah = np.concatenate((self.level_vah, nv))
self.level_val = np.concatenate((self.level_val, nl))
self.level_poc = np.concatenate((self.level_poc, yp))
if len(nt) > 1:
print(f"DEBUG: Chart Levels Loaded: {len(nt)} pts. POC Range: {self.level_poc[0]:.2f} -> {self.level_poc[-1]:.2f}")
# Update plots
self.curve_vah.setData(self.level_times, self.level_vah)
self.curve_val.setData(self.level_times, self.level_val)
self.curve_poc.setData(self.level_times, self.level_poc)
except Exception as e:
print(f"Error updating levels: {e}")
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