def get_trading_signals_figure(order_reader: OrderReader, security_id: str,
provider: Union[str, Provider], level):
security_type, _, _ = decode_security_id(security_id)
security_factor = TechnicalFactor(security_type=security_type,
security_list=[security_id],
level=level,
provider=provider)
if df_is_not_null(security_factor.get_data_df()):
print(security_factor.get_data_df().tail())
# generate the annotation df
order_reader.move_on(timeout=0)
df = order_reader.get_data_df().copy()
if df_is_not_null(df):
df['value'] = df['order_price']
df['flag'] = df['order_type'].apply(lambda x: order_type_flag(x))
df['color'] = df['order_type'].apply(lambda x: order_type_color(x))
print(df.tail())
data, layout = security_factor.draw(render=None,
figures=go.Candlestick,
annotation_df=df)
return go.Figure(data=data, layout=layout)
def get_trader_details(account_reader: AccountReader,
order_reader: OrderReader, provider: Union[str,
Provider]):
graph_list = []
account_data, account_layout = account_reader.draw(render=None,
value_field='all_value',
keep_ui_state=False)
for trader_name in account_reader.trader_names:
graph_list.append(
dcc.Graph(id='{}_account'.format(trader_name),
figure={
'data': account_data,
'layout': account_layout
}))
df_account = account_reader.get_data_df()
if df_is_not_null(df_account):
df_orders = order_reader.get_data_df()
if df_is_not_null(df_orders):
grouped = df_orders.groupby('security_id')
for security_id, order_df in grouped:
security_type, _, _ = decode_security_id(security_id)
security_factor = TechnicalFactor(security_type=security_type,
security_list=[security_id],
level=account_reader.level,
provider=provider)
if df_is_not_null(security_factor.get_data_df()):
print(security_factor.get_data_df().tail())
data, layout = security_factor.draw(figure=go.Candlestick,
render=None,
keep_ui_state=False)
graph_list.append(
dcc.Graph(id='{}_signals'.format(security_id),
figure={
'data': data,
'layout': layout
}))
return graph_list