def test_figure(self):
my_app = edifice.App(plotting.Figure(lambda x: None),
create_application=False)
class MockQtApp(object):
def exec_(self):
pass
my_app.app = MockQtApp()
my_app.start()
def render(self):
all_plots = app_state.subscribe(self, "all_plots").value
return View(layout="column", style={"margin": 10})(
ScrollView(layout="column")(*[
add_divider(PlotDescriptor(plotname)) for plotname in all_plots
]),
# Edifice comes with Font-Awesome icons for your convenience
IconButton(name="plus", title="Add Plot", on_click=self.add_plot),
# We create a lambda fuction so that the method doesn't compare equal to itself.
# This forces re-renders everytime this entire component renders.
plotting.Figure(lambda ax: self.plot(ax)),
)
def render(self):
return ed.View(layout="row")(
ed.View(layout="column", style={
"width": 720,
"margin": 10
})(
ed.View(layout="row")(
ed.IconButton("pause" if self.is_playing else "play",
on_click=lambda e: self.set_state(
is_playing=not self.is_playing)),
ed.Button(
"Reset",
on_click=lambda e: self.set_state(simulation_time=0)),
),
plotting.Figure(lambda figure: self.plot(figure)),
ed.View(layout="row", style={"margin": 10})(
ed.Label("Angular Frequency"),
ed.Slider(value=self.angular_frequency,
min_value=1,
max_value=10,
on_change=lambda value: self.set_state(
angular_frequency=value, simulation_time=0)),
ed.Label("Damping Factor"),
ed.Slider(value=self.damping,
min_value=-3,
max_value=0,
on_change=lambda value: self.set_state(
damping=value, simulation_time=0)),
),
# We position the ball and the centroid using absolute positioning.
# The label and ball offsets are different since we have to take into-account the size of the ball
ed.View(layout="none",
style={
"width": 720,
"height": 10,
"margin-top": 40
})
(
ed.Icon("bowling-ball",
size=20,
color=(255, 0, 0, 255),
style={
"left":
350 + 200 * self.calculate_harmonic_motion(
self.simulation_time)
}),
ed.Label("|",
style={
"left": 356,
"font-size": 20,
"color": "blue"
}),
)))
def render(self):
values = ["option_price", "delta", "gamma", "theta", "vega",]
days_to_maturity = None
if self.expiry:
days_to_maturity = int(days_till_expiration(self.expiry)) - 1
expiry_loaded = self.ticker is not None and self.expiries != [] and not self.loading_expiries
option_chain_loaded = (self.ticker is not None and self.option_chain is not None
and not self.loading_option_chain)
if expiry_loaded and option_chain_loaded:
option_chain = self.get_option_chain()
implied_vol = option_chain[option_chain.strike == float(self.strike_price)].impliedVolatility.iloc[0] * 100
if math.isnan(implied_vol):
implied_vol = 1000.0
args = [float(self.strike_price), -float(days_to_maturity),
float(self.last_close_price), 0.01 / 365, implied_vol]
greeks = {
"gamma": black_scholes.gamma(*args),
"theta": black_scholes.theta(*args),
"vega": black_scholes.vega(*args),
}
if self.option_type == "Call":
greeks.update({
"delta": black_scholes.delta(*args),
"option_price": black_scholes.call_price(*args),
})
else:
greeks.update({
"delta": black_scholes.delta(*args) - 1,
"option_price": black_scholes.put_price(*args),
})
return ed.View(style={"align": "top", "margin": 10})(
ed.Label("Loading..." if self.loading_expiries or self.loading_option_chain else "",
style={"margin-bottom": 5}),
ed.View(layout="row", style={"align": "left"})(
ed.View(layout="row", style={"width": 200})(
ed.Label("Ticker"),
ed.TextInput(self.ticker, on_change=self.ticker_changed),
ed.Dropdown(str(self.option_type), options=["Call", "Put"],
on_select=lambda text: self.set_state(option_type=text)),
),
expiry_loaded and ed.View(layout="row", style={"width": 170, "margin-left": 5})(
ed.Label("Expiry"),
ed.Dropdown(str(self.expiry), options=self.expiries, on_select=self.expiry_changed),
),
option_chain_loaded and ed.View(layout="row", style={"width": 150, "margin-left": 5})(
ed.Label("Strike Price"),
ed.Dropdown(str(self.strike_price),
options=list(map(str, self.get_option_chain().strike)) if self.option_chain else [],
on_select=self.strike_changed),
),
),
expiry_loaded and option_chain_loaded and ed.View(layout="row", style={"align": "left"})(
ed.Label("X"),
ed.Dropdown(selection=self.xaxis, options=["days_to_expiration", "stock_price", "implied_vol"],
on_select=lambda text: self.set_state(xaxis=text)),
ed.Label("Y"),
ed.Dropdown(selection=self.yaxis, options=values,
on_select=lambda text: self.set_state(yaxis=text)),
self.xaxis != "stock_price" and ed.Label(f"Stock Price ({self.stock_price:.2f})"),
self.xaxis != "stock_price" and ed.Slider(
self.stock_price, min_value=self.last_close_price / 3, max_value=self.last_close_price * 3 + 1,
on_change=lambda val: self.set_state(stock_price=val),
).set_key("stock_price_slider"),
self.xaxis != "days_to_expiration" and ed.Label(f"Days to Maturity ({self.days_to_maturity:.1f})"),
self.xaxis != "days_to_expiration" and ed.Slider(
self.days_to_maturity, min_value=days_to_maturity, max_value=-0.1,
on_change=lambda val: self.set_state(days_to_maturity=val),
).set_key("maturity_slider"),
self.xaxis != "implied_vol" and ed.Label(f"Implied Vol ({self.implied_vol:.1f})"),
self.xaxis != "implied_vol" and ed.Slider(
self.implied_vol, min_value=implied_vol/2, max_value=implied_vol*2 + 10,
on_change=lambda val: self.set_state(implied_vol=val),
).set_key("vol_slider"),
),
expiry_loaded and option_chain_loaded and ed.View()(
ed.Label("Option Greeks:", style={"font-size": 18}),
ed.View(layout="row")(
ed.Label(f"<b>Days to maturity:</b> {days_to_maturity}"),
ed.Label(f"<b>Stock price:</b> ${self.last_close_price:.2f}\t"),
ed.Label(f"<b>Option price:</b> ${greeks['option_price']:.2f}\t\n"),
ed.Label(f"<b>Implied Vol:</b> {implied_vol:.0f}%\t"),
),
ed.View(layout="row")(
ed.Label(f"<b>Delta:</b> {greeks['delta']:.2f}\t"),
ed.Label(f"<b>Gamma:</b> {greeks['gamma']:.3f}\t"),
ed.Label(f"<b>Theta:</b> {greeks['theta']:.3f}\t"),
ed.Label(f"<b>Vega:</b> {greeks['vega']:.2f}\t"),
)
),
expiry_loaded and option_chain_loaded and plotting.Figure(plot_fun=lambda ax: self.plot(ax)),
)