finplotWindow.py

import sys, os

from pyqtgraph.graphicsItems.LegendItem import LegendItem

from custom_indicators import ichimoku
from custom_indicators import rsi
from custom_indicators import stochastic
from custom_indicators import stochasticRsi
from custom_indicators import sma
from custom_indicators import ema

sys.path.append('../finplot')
import finplot as fplt

import pandas as pd
import numpy as np
from datetime import datetime as dt
import time as _time
import backtrader as bt
from pyqtgraph import mkColor, mkBrush

def chinese_price_colorfilter(item, datasrc, df):
    opencol = df.columns[1]
    closecol = df.columns[2]
    is_up = df[opencol] <= df[closecol] # open lower than close = goes up
    yield item.rowcolors('bear') + [df.loc[is_up, :]]
    yield item.rowcolors('bull') + [df.loc[~is_up, :]]

class FinplotWindow():

    def __init__(self, dockArea, dockChart, interface):

        self.dockArea = dockArea
        self.dockChart = dockChart
        self.interface = interface

        self.IndIchimokuActivated = False
        self.IndRsiActivated = False
        self.IndStochasticActivated = False
        self.IndStochasticRsiActivated = False

        self.IndVolumesActivated = False

        self.last_ax_data_xtick = []

        pass

    #########
    #  Prepare the plot widgets
    #########
    def createPlotWidgets(self, timeframe):

        # fin plot
        self.ax0, self.ax_rsi, self.ax_stochasticRsi, self.ax_stochastic, self.axPnL = fplt.create_plot_widget(master=self.dockArea, rows=5, init_zoom_periods=200)
        self.dockArea.axs = [self.ax0, self.ax_rsi, self.ax_stochasticRsi, self.ax_stochastic, self.axPnL] # , self.ax_rsi, self.ax2, self.axPnL
        self.dockChart.addWidget(self.ax0.ax_widget, 1, 0, 1, 1)

        '''
        self.dockChart.addWidget(self.ax_rsi.ax_widget, 2, 0, 1, 1)
        self.dockChart.addWidget(self.ax2.ax_widget, 3, 0, 1, 1)
        '''

        self.interface.dock_rsi[timeframe].layout.addWidget(self.ax_rsi.ax_widget)
        self.interface.dock_stochasticRsi[timeframe].layout.addWidget(self.ax_stochasticRsi.ax_widget)
        self.interface.dock_stochastic[timeframe].layout.addWidget(self.ax_stochastic.ax_widget)

        # Ax Profit & Loss
        self.interface.strategyResultsUI.ResultsTabWidget.widget(1).layout().addWidget(self.axPnL.ax_widget)

        fplt.add_crosshair_info(self.update_crosshair_text, ax=self.ax0)
        pass

    def drawCandles(self):

        fplt.candlestick_ochl(self.data['Open Close High Low'.split()], ax=self.ax0 ) # colorfunc=chinese_price_colorfilter
        
        #self.hover_label = fplt.add_legend('', ax=self.ax0)
        #fplt.set_time_inspector(self.update_legend_text, ax=self.ax0, when='hover', data=data)

        # Inside plot widget controls
        #self.createControlPanel(self.ax0.ax_widget)
        pass

    def drawSma(self, period, color, width):
        self.sma_indicator = sma.Sma(self.data, period)
        self.sma_indicator.draw(self.ax0, color, width)
        pass

    def drawEma(self, period, color, width):
        self.ema_indicator = ema.Ema(self.data, period)
        self.ema_indicator.draw(self.ax0, color, width)
        pass

    def drawRsi(self, period, color):
        self.rsi_indicator = rsi.Rsi(self.data, period)
        self.rsi_indicator.draw(self.ax_rsi, color)
        pass

    def drawStochastic(self, period, smooth_k, smooth_d):
        self.stochastic_indicator = stochastic.Stochastic(self.data, period, smooth_k, smooth_d)
        self.stochastic_indicator.draw(self.ax_stochastic)
        pass

    def drawStochasticRsi(self, period, smooth_k, smooth_d):
        self.stochasticRsi_indicator = stochasticRsi.StochasticRsi(self.data, period, smooth_k, smooth_d)
        self.stochasticRsi_indicator.draw(self.ax_stochasticRsi)
        pass

    #########
    #  Draw orders on charts (with arrows)
    #########
    def drawOrders(self, orders = None):
        
        # Orders need to be stuied to know if an order is an open or a close order, or both...
        # It depends on the order volume and the currently opened positions volume
        currentPositionSize = 0
        open_orders = []

        if orders != None:
            self.orders = orders

        if hasattr(self,"orders"):
            
            for order in self.orders:

                ##############
                # Buy
                ##############
                if order.isbuy():

                    # Tracer les traites allant des ouvertures de positions vers la fermeture de position
                    if currentPositionSize < 0:
                        
                        # Réduction, cloture, ou invertion de la position
                        if order.size == abs(currentPositionSize): # it's a buy so order.size > 0
                            
                            # Cloture de la position
                            last_order = open_orders.pop()
                            posOpen = (bt.num2date(last_order.executed.dt),last_order.executed.price)
                            posClose = (bt.num2date(order.executed.dt), order.executed.price)

                            color =  "#555555"
                            if order.executed.pnl > 0:
                                color =  "#30FF30"
                            elif order.executed.pnl < 0:
                                color = "#FF3030"

                            fplt.add_line(posOpen, posClose, color, 2, style="--", ax = self.ax0 )

                        elif order.size > abs(currentPositionSize):
                            # Fermeture de la position précédente + ouverture d'une position inverse
                            pass

                        elif order.size < abs(currentPositionSize):
                            # Réduction de la position courante
                            pass

                    elif currentPositionSize > 0:
                        # Augmentation de la postion
                        # on enregistre la position pour pouvoir tracer un trait de ce point vers l'ordre de cloture du trade.
                        open_orders.append(order)

                    else:
                        # Ouverture d'une nouvelle position
                        open_orders.append(order)
                        pass

                ##############
                # Sell
                ##############
                elif order.issell():

                    if currentPositionSize < 0:
                        # Augmentation de la postion
                        
                        # on enregistre la position pour pouvoir tracer un trait de ce point vers l'ordre de cloture du trade.
                        open_orders.append(order)

                    elif currentPositionSize > 0:
                        # Réduction, cloture, ou invertion de la position

                        if abs(order.size) == abs(currentPositionSize): # it's a buy so order.size > 0
                            # Cloture de la position
                            last_order = open_orders.pop()
                            posOpen = (bt.num2date(last_order.executed.dt),last_order.executed.price)
                            posClose = (bt.num2date(order.executed.dt), order.executed.price)

                            color =  "#555555"
                            if order.executed.pnl > 0:
                                color =  "#30FF30"
                            elif order.executed.pnl < 0:
                                color = "#FF3030"

                            fplt.add_line(posOpen, posClose, color, 2, ax=self.ax0, style="--" )
                            
                            pass

                        elif order.size > abs(currentPositionSize):
                            # Réduction de la position courante
                            pass

                        elif order.size < abs(currentPositionSize):
                            # Fermeture de la position précédente + ouverture d'une position inverse
                            pass

                    else:
                        # Ouverture d'une nouvelle position
                        open_orders.append(order)
                        pass

                else:
                    print("Unknown order")

                # Cumul des positions
                currentPositionSize += order.size

                # Todo: We could display the size of the order with a label on the chart
                fplt.add_order(bt.num2date(order.executed.dt), order.executed.price, order.isbuy(), ax=self.ax0)

        pass
    
    #########
    #  Finplot configuration functions : maybe it should be in a different file
    #########    
    def update_legend_text(self, x, y, ax, data):
        row = data.loc[data.TimeInt==x]

        # format html with the candle and set legend
        fmt = '<span style="color:#%s">%%.5f</span>' % ('0f0' if (row.Open<row.Close).all() else 'd00')
        rawtxt = '<span style="font-size:13px">%%s %%s</span> &nbsp; O%s C%s H%s L%s' % (fmt, fmt, fmt, fmt)
        self.hover_label.setText(rawtxt % ("EUR", "M15", row.Open, row.Close, row.High, row.Low))

        pass

    def update_crosshair_text(self,x, y, xtext, ytext):
        ytext = '%s \n Open: %.5f\n Close: %.5f\n High: %.5f\n Low: %.5f' \
               % (ytext, self.data.iloc[x].Open, self.data.iloc[x].Close, self.data.iloc[x].High, self.data.iloc[x].Low)
        return xtext,ytext

    def activateDarkMode(self, activated):

        '''Digs into the internals of finplot and pyqtgraph to change the colors of existing
        plots, axes, backgronds, etc.'''

        # first set the colors we'll be using
        if activated:
            fplt.foreground = '#777'
            fplt.background = '#19232D'
            fplt.candle_bull_color = fplt.candle_bull_body_color = '#0b0'
            fplt.candle_bear_color = '#a23'
            volume_transparency = '6'
        else:
            fplt.foreground = '#444'
            fplt.background = fplt.candle_bull_body_color = '#fff'
            fplt.candle_bull_color = '#380'
            fplt.candle_bear_color = '#c50'
            volume_transparency = 'c'

        fplt.volume_bull_color = fplt.volume_bull_body_color = fplt.candle_bull_color + volume_transparency
        fplt.volume_bear_color = fplt.candle_bear_color + volume_transparency
        fplt.cross_hair_color = fplt.foreground+'8'
        fplt.draw_line_color = '#888'
        fplt.draw_done_color = '#555'

        #pg.setConfigOptions(foreground=fplt.foreground, background=fplt.background)
        # control panel color
        #if ctrl_panel is not None:
        #    p = ctrl_panel.palette()
        #    p.setColor(ctrl_panel.darkmode.foregroundRole(), pg.mkColor(fplt.foreground))
        #    ctrl_panel.darkmode.setPalette(p)

        # window background
        for win in fplt.windows:
            for ax in win.axs:
                ax.ax_widget.setBackground(fplt.background)
                ax.vb.background.setBrush(mkBrush(fplt.background))

        # axis, crosshair, candlesticks, volumes
        axs = [ax for win in fplt.windows for ax in win.axs]
        vbs = set([ax.vb for ax in axs])
        axs += fplt.overlay_axs
        axis_pen = fplt._makepen(color=fplt.foreground)
        for ax in axs:
            ax.axes['left']['item'].setPen(axis_pen)
            ax.axes['left']['item'].setTextPen(axis_pen)
            ax.axes['right']['item'].setPen(axis_pen)
            ax.axes['right']['item'].setTextPen(axis_pen)
            ax.axes['bottom']['item'].setPen(axis_pen)
            ax.axes['bottom']['item'].setTextPen(axis_pen)
            if ax.crosshair is not None:
                ax.crosshair.vline.pen.setColor(mkColor(fplt.foreground))
                ax.crosshair.hline.pen.setColor(mkColor(fplt.foreground))
                ax.crosshair.xtext.setColor(fplt.foreground)
                ax.crosshair.ytext.setColor(fplt.foreground)
            for item in ax.items:
                if isinstance(item, fplt.FinPlotItem):
                    isvolume = ax in fplt.overlay_axs
                    if not isvolume:
                        item.colors.update(
                            dict(bull_shadow      = fplt.candle_bull_color,
                                bull_frame       = fplt.candle_bull_color,
                                bull_body        = fplt.candle_bull_body_color,
                                bear_shadow      = fplt.candle_bear_color,
                                bear_frame       = fplt.candle_bear_color,
                                bear_body        = fplt.candle_bear_color))
                    else:
                        item.colors.update(
                            dict(bull_frame       = fplt.volume_bull_color,
                                bull_body        = fplt.volume_bull_body_color,
                                bear_frame       = fplt.volume_bear_color,
                                bear_body        = fplt.volume_bear_color))
                    item.repaint()

        pass

    #############
    #  Indicators
    #############

    def resetPlots(self):

        # Entirely reset graph
        if (hasattr(self,"ax0")):
            self.ax0.reset()
            #self.ax0.reset()
        if (hasattr(self,"ax1")):
            self.ax1.reset()
        if (hasattr(self,"ax2")):
            self.ax2.reset()
        if (hasattr(self,"axPnL")):
            self.axPnL.reset()

        # Reset overylays too
        axs = fplt.overlay_axs
        for ax_overlay in axs:
            ax_overlay.reset()

        pass

    def refreshChart(self):

        fplt.refresh()
        pass

    def setChartData(self, data):
        self.data = data

    def resetChart(self):

        # Remove all previous orders arrows and informations
        self.orders = []

        pass

    def updateChart(self):

        # Entirely reset graph
        self.resetPlots()

        if (hasattr(self,"data")):

            # Start plotting indicators
            if self.IndIchimokuActivated:
                self.ichimoku_indicator = ichimoku.Ichimoku(self.data)
                self.ichimoku_indicator.draw(self.ax0)

            if self.IndVolumesActivated:
                fplt.volume_ocv(self.data['Open Close Volume'.split()], ax=self.ax0.overlay())

            # Finally draw candles
            self.drawCandles()

            # Draw orders
            self.drawOrders()

            # Refresh view : auto zoom
            fplt.refresh()

        pass

    
    def setIndicator(self, indicatorName, activated):

        if (indicatorName == "Ichimoku"):
            self.IndIchimokuActivated = activated
        
        if (indicatorName == "Volumes"):
            self.IndVolumesActivated = activated

        self.updateChart()

        pass

    def _date_str2x(self, ax, date_str):
        print(type(ax.getAxis('bottom').vb.datasrc))
        print(date_str)

        if ax.getAxis('bottom').vb.datasrc is None:
            df = self.last_ax_data_xtick
        else:
            df = ax.getAxis('bottom').vb.datasrc.df
            self.last_ax_data_xtick = df

        dftime = np.array(df.iloc[:, 0])
        lsttime = dftime.tolist()
        # print(dftime)
        # print(lsttime)

        xtime = dt.strptime(date_str, '%Y-%m-%d %H:%M:%S')
        xint = int((xtime.timestamp()-_time.timezone)*1e9)
        print(xint,lsttime[0])
        x = lsttime.index(xint)

        return [x]

    def zoomTo(self, dateStr1, dateStr2):

        for win in fplt.windows:
            for ax in win.axs:
                # x1 = self._date_str2x(ax, dateStr1)
                # x2 = self._date_str2x(ax, dateStr2)
                x1 = fplt._dateStr2x(ax, dateStr1)
                x2 = fplt._dateStr2x(ax, dateStr2)

                # Do not zoom exactly on the trade, so take a little bit before & after
                date1 = x1[0]
                if date1 > 10:
                    date1 = date1 - 10

                date2 = x2[0] + 10

                ax.vb.update_y_zoom(date1,date2)
        
        pass

    #############
    #  Show finplot Window
    #############
    def show(self):

        #qt_exec create a whole qt context : we dont need it here
        fplt.show(qt_exec=False)

        pass

    def drawPnL(self, pln_data):

        self.axPnL.reset()

        fplt.plot(pln_data['time'], pln_data['equity'], ax = self.axPnL, legend="equity")
        fplt.plot(pln_data['time'], pln_data['value'], ax = self.axPnL, legend="value")
        
        self.axPnL.ax_widget.show()
        self.axPnL.show()

        pass

    def showPnL(self):
        self.axPnL.show()
        self.axPnL.ax_widget.show()
        pass

    def hidePnL(self):
        self.axPnL.hide()
        self.axPnL.ax_widget.hide()
        pass