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chart.py
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chart.py
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import datetime
import sys
import finplot
import pandas as pd
import pyqtgraph as pg
from PyQt5 import QtWidgets, uic
from dateutil.tz import gettz
class EntryStopLine:
def __init__(self):
pass
def redraw(self, df, entryPrice, stopPrice, fromTimestamp, toTimestamp):
y_max = df['High'].max()
y_min = df['Low'].min()
int_step = (y_max - y_min) / 100
first_intersection = None
self._redrawEntryPointLine(entryPrice, fromTimestamp, toTimestamp)
if entryPrice:
first_intersection = self._drawEntryPriceIntersection(df, entryPrice, first_intersection, int_step)
self._redrawStopLossLine(stopPrice, fromTimestamp, toTimestamp)
if stopPrice and first_intersection is not None:
self._drawStopPriceIntersection(df, first_intersection, stopPrice, y_max, y_min)
def _drawStopPriceIntersection(self, df, first_intersection, stopPrice, y_max, y_min):
price = float(stopPrice)
stop_df = df[df['DateTime'] > first_intersection['DateTime']]
intersections = stop_df[self._ochlIntersectionMask(stop_df, price)]
intersections.reset_index(inplace=True)
size = len(intersections)
if size > 0:
candle = intersections.iloc[0]
finplot.add_line((candle['DateTime'], y_min), (candle['DateTime'], y_max),
color='f7ff00', interactive=False, width=3)
def _drawEntryPriceIntersection(self, df, entryPrice, first_intersection, int_step):
price = float(entryPrice)
intersections = df[self._ochlIntersectionMask(df, price)]
intersections.reset_index(inplace=True)
size = len(intersections)
if size > 0:
first_intersection = intersections.iloc[0]
candle = intersections.iloc[0]
finplot.add_line((candle['DateTime'], price + int_step), (candle['DateTime'], price - int_step),
color='9900ff', interactive=False, width=3)
return first_intersection
def _redrawEntryPointLine(self, price: str, fromTimestamp, toTimestamp):
self._redrawLine(price, fromTimestamp, toTimestamp, '9900ff')
def _redrawStopLossLine(self, price: str, fromTimestamp, toTimestamp):
self._redrawLine(price, fromTimestamp, toTimestamp, 'ff0000')
def _redrawLine(self, priceText: str, fromTimestamp, toTimestamp, color: str):
if priceText:
price = float(priceText)
finplot.add_line((fromTimestamp, price), (toTimestamp, price), color=color, interactive=False)
def _span(self, l, r, value):
return (l >= value) & (r <= value)
def _ochlIntersectionMask(self, df, value):
o = df['Open']
c = df['Close']
h = df['High']
l = df['Low']
return self._span(h, o, value) | self._span(h, c, value) \
| self._span(o, c, value) | self._span(c, o, value) \
| self._span(o, l, value) | self._span(c, l, value)
class MainWindow(QtWidgets.QMainWindow):
def __init__(self, *args, **kwargs):
super(MainWindow, self).__init__(*args, **kwargs)
uic.loadUi('chart.ui', self)
self.initConnections()
pg.setConfigOptions(foreground=finplot.foreground, background=finplot.background)
fp = finplot.FinWindow(title="chart")
self.ax = finplot.create_plot_widget(fp, init_zoom_periods=500)
fp.ci.addItem(self.ax, row=0, col=0)
fp.show_maximized = True
self.plotWidget.setMaximumHeight(0)
self.plotWidget.axs = [self.ax] # finplot requires this property
self.verticalLayout.addWidget(fp)
self.dayDateEdit.setDate(datetime.date.today())
self.candleItems = None
self.df = None
self.filename = None
self.isFileFirstOpen = True
self.esLines= EntryStopLine()
self.hoverLabel = finplot.add_legend('', ax=self.ax)
finplot.set_time_inspector(self.updateLegend, ax=self.ax, when='hover')
finplot.display_timezone = gettz('America/New_York')
def initConnections(self):
self.actionOpen.triggered.connect(self.openFileActionCall)
self.calculatePushButton.clicked.connect(self.updatePlot)
def openFileActionCall(self):
filename = QtWidgets.QFileDialog.getOpenFileName(self, 'Open File', filter="*.csv")
self.filename = filename[0]
self.isFileFirstOpen = False
self.df = None
def calculateQuotes(self, start_date: datetime, end_date: datetime):
quotes = self.df.loc[(self.df['DateTime'] > start_date) & (self.df['DateTime'] < end_date)]
quotes.reset_index(inplace=True)
return quotes[['DateTime', 'Open', 'Close', 'High', 'Low']]
def updateCandlePane(self, quotes):
self.ax.reset()
finplot.candlestick_ochl(quotes)
finplot.refresh()
self.hoverLabel = finplot.add_legend('', ax=self.ax)
finplot.set_time_inspector(self.updateLegend, ax=self.ax, when='hover')
def updatePlot(self):
if self.isFileFirstOpen:
self.openFileActionCall()
self.isFileFirstOpen = False
if self.df is None:
self.df = self.loadData(self.filename)
minDateTime = min(self.df['DateTime'])
self.dayDateEdit.setDate(minDateTime.date())
end_date, start_date = self.calculateDateRange()
if self.isDfHasDate(start_date):
self.statusbar.showMessage('')
quotes = self.calculateQuotes(start_date, end_date)
self.updateCandlePane(quotes)
fromTimestamp = quotes['DateTime'].min()
toTimestamp = quotes['DateTime'].max()
entryPrice = self.priceLineEdit.text()
stopPrice = self.stopPriceEdit.text()
self.esLines.redraw(quotes, entryPrice, stopPrice, fromTimestamp, toTimestamp)
else:
self.statusbar.showMessage(f'No record for {start_date.day_name()}: {start_date}')
def calculateDateRange(self):
dateTimeFrom = self.dayDateEdit.dateTime().toPyDateTime()
dateTimeTo = dateTimeFrom + datetime.timedelta(days=1)
start_date = pd.to_datetime(dateTimeFrom, utc=True)
end_date = pd.to_datetime(dateTimeTo, utc=True)
return end_date, start_date
def isDfHasDate(self, date: datetime) -> bool:
return (self.df['DateTime'].dt.date == date).any()
def loadData(self, filename: str):
df = pd.read_csv(filename, usecols=['DateTime', 'Open', 'High', 'Low', 'Close'], na_values=['nan'])
df['DateTime'] = pd.to_datetime(df['DateTime'], utc=True)
df.reset_index(inplace=True)
return df
def updateLegend(self, x, y):
if self.df is not None:
row = self.df.loc[self.df['DateTime'] == pd.to_datetime(pd.Timestamp(x).floor('min'), utc=True)]
if not row.empty:
rawText = '<span style="font-size:13px">%s</span> O %s C %s H %s L %s'
ticker = self.filename.split(sep="/")[-1].split(".")[0]
self.hoverLabel.setText(rawText % (
ticker, row.Open.values[0], row.Close.values[0], row.High.values[0], row.Low.values[0]))
def main():
app = QtWidgets.QApplication(sys.argv)
main = MainWindow()
finplot.show(qt_exec=False)
main.show()
sys.exit(app.exec_())
if __name__ == '__main__':
main()