def update_column_selector(schema_name):
if schema_name:
schema = get_schema_by_name(name=schema_name)
cols = get_schema_columns(schema=schema)
return [{'label': col, 'value': col} for col in cols]
raise dash.PreventUpdate()
def update_code_selector(entity_type):
if entity_type is not None:
return [{'label': schema.__name__, 'value': schema.__name__} for schema in
zvt_context.entity_map_schemas.get(entity_type)], \
[{'label': code, 'value': code} for code in
get_entities(entity_type=entity_type, columns=['code']).index]
raise dash.PreventUpdate()
def update_factor_details(factor, entity_type, code, levels):
if factor and entity_type and code and levels:
if type(levels) is list and len(levels) >= 2:
levels.sort()
drawers = []
for level in levels:
drawers.append(zvt_context.factor_cls_registry[factor](
entity_schema=zvt_context.entity_schema_map[entity_type],
level=level,
codes=[code]).drawer())
stacked = StackedDrawer(*drawers)
return dcc.Graph(id=f'{factor}-{entity_type}-{code}',
figure=stacked.draw_kline(show=False, height=900))
else:
if type(levels) is list:
level = levels[0]
else:
level = levels
return dcc.Graph(
id=f'{factor}-{entity_type}-{code}',
figure=zvt_context.factor_cls_registry[factor](
entity_schema=zvt_context.entity_schema_map[entity_type],
level=level,
codes=[code]).draw(show=False, height=600))
raise dash.PreventUpdate()
def update_target_signals(entity_id, start_date, end_date, trader_index):
if entity_id and (trader_index is not None):
return dcc.Graph(
id=f'{entity_id}-signals',
figure=get_trading_signals_figure(order_reader=order_readers[trader_index], entity_id=entity_id,
start_timestamp=start_date, end_timestamp=end_date))
raise dash.PreventUpdate()
def update_factor_details(region: Region, factor, entity_type, entity, levels,
columns, trader_index, schema_name):
if factor and entity_type and entity and levels:
sub_df = None
# add sub graph
if columns:
if type(columns) == str:
columns = [columns]
columns = columns + ['entity_id', 'timestamp']
schema: Mixin = get_schema_by_name(name=schema_name)
sub_df = schema.query_data(region=region,
entity_id=entity,
columns=columns)
# add trading signals as annotation
annotation_df = None
if trader_index is not None:
order_reader = order_readers[trader_index]
annotation_df = order_reader.data_df.copy()
annotation_df = annotation_df[annotation_df.entity_id ==
entity].copy()
if pd_is_not_null(annotation_df):
annotation_df['value'] = annotation_df['order_price']
annotation_df['flag'] = annotation_df['order_type'].apply(
lambda x: order_type_flag(x))
annotation_df['color'] = annotation_df['order_type'].apply(
lambda x: order_type_color(x))
print(annotation_df.tail())
if type(levels) is list and len(levels) >= 2:
levels.sort()
drawers = []
for level in levels:
drawers.append(zvt_context.factor_cls_registry[factor](
entity_schema=zvt_context.entity_schema_map[entity_type],
level=level,
entity_ids=[entity]).drawer())
stacked = StackedDrawer(*drawers)
return dcc.Graph(id=f'{factor}-{entity_type}-{entity}',
figure=stacked.draw_kline(show=False, height=900))
else:
if type(levels) is list:
level = levels[0]
else:
level = levels
drawer = zvt_context.factor_cls_registry[factor](
entity_schema=zvt_context.entity_schema_map[entity_type],
level=level,
entity_ids=[entity],
need_persist=False).drawer()
if pd_is_not_null(sub_df):
drawer.add_sub_df(sub_df)
if pd_is_not_null(annotation_df):
drawer.annotation_df = annotation_df
return dcc.Graph(id=f'{factor}-{entity_type}-{entity}',
figure=drawer.draw_kline(show=False, height=800))
raise dash.PreventUpdate()
def update_trader_details(interval, trader_index):
if trader_index is not None:
return get_account_stats_figure(account_stats_reader=account_readers[trader_index]), \
[{'label': security_id, 'value': security_id} for security_id in
get_order_securities(trader_name=trader_names[trader_index])], \
traders[trader_index].start_timestamp, \
traders[trader_index].end_timestamp
raise dash.PreventUpdate()
def update_entity_selector(entity_type, related):
if entity_type is not None:
if related:
schemas = zvt_context.entity_map_schemas.get(entity_type)
else:
schemas = zvt_context.schemas
return [{"label": schema.__name__, "value": schema.__name__} for schema in schemas]
raise dash.PreventUpdate()
def update_code_selector(entity_type):
if entity_type is not None:
return [{
'label': code,
'value': code
}
for code in get_entities(entity_type=entity_type,
columns=['code']).index]
raise dash.PreventUpdate()
def update_entity_selector(entity_type, related):
if entity_type is not None:
if related:
schemas = zvt_context.entity_map_schemas.get(entity_type)
else:
schemas = zvt_context.schemas
df = get_entities(entity_type=entity_type,
columns=['entity_id', 'code', 'name'],
index='entity_id')
return [{'label': schema.__name__, 'value': schema.__name__} for schema in schemas], \
[{'label': f'{entity_id}({entity["name"]})', 'value': entity_id} for entity_id, entity in df.iterrows()]
raise dash.PreventUpdate()
def update_factor_details(factor, entity_type, code, levels, columns,
schema_name):
if factor and entity_type and code and levels:
sub_df = None
if columns:
if type(columns) == str:
columns = [columns]
columns = columns + ['entity_id', 'timestamp']
schema: Mixin = get_schema_by_name(name=schema_name)
sub_df = schema.query_data(code=code, columns=columns)
if type(levels) is list and len(levels) >= 2:
levels.sort()
drawers = []
for level in levels:
drawers.append(zvt_context.factor_cls_registry[factor](
entity_schema=zvt_context.entity_schema_map[entity_type],
level=level,
codes=[code]).drawer())
stacked = StackedDrawer(*drawers)
return dcc.Graph(id=f'{factor}-{entity_type}-{code}',
figure=stacked.draw_kline(show=False, height=900))
else:
if type(levels) is list:
level = levels[0]
else:
level = levels
drawer = zvt_context.factor_cls_registry[factor](
entity_schema=zvt_context.entity_schema_map[entity_type],
level=level,
codes=[code],
need_persist=False).drawer()
if pd_is_not_null(sub_df):
drawer.add_sub_df(sub_df)
return dcc.Graph(id=f'{factor}-{entity_type}-{code}',
figure=drawer.draw_kline(show=False, height=800))
raise dash.PreventUpdate()
