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
def on_finish(self): # show the result import plotly.io as pio pio.renderers.default = "browser" reader = AccountReader(trader_names=[self.trader_name]) drawer = Drawer(main_data=NormalData( reader.data_df.copy()[['trader_name', 'timestamp', 'all_value']], category_field='trader_name')) drawer.draw_line()
def load_traders(): global trader_domains global trader_names trader_domains = get_trader(return_type='domain') for trader in trader_domains: account_readers.append( AccountReader(trader_names=[trader.trader_name], level=trader.level)) order_readers.append(OrderReader(trader_names=[trader.trader_name])) trader_names = [item.trader_name for item in trader_domains]
def update_trader_status(n_clicks, security_list, exchanges, codes, start_timestamp, end_timestamp, provider, level, trader_name, real_time, kdata_use_begin_time, trader_index): if n_clicks and (trader_index is not None): if trader_name not in account_readers: trader = traders[trader_index][1](security_list, exchanges, codes, start_timestamp, end_timestamp, provider, level, trader_name, real_time, kdata_use_begin_time) process_run(trader) account_readers[trader.trader_name] = AccountReader(trader_names=[trader.trader_name], level=trader.level) order_readers[trader.trader_name] = OrderReader(trader_names=[trader.trader_name]) return html.Label('trader is running'.format(trader_name)) return html.Label('trader status')
def get_trader_detail_figures(trader_domain: business.Trader, account_reader: AccountReader, order_reader: OrderReader): graph_list = [] if account_reader: account_data, account_layout = account_reader.draw( render=None, value_fields=['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 })) order_reader.move_on(timeout=0) df_orders = order_reader.get_data_df().copy() 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) indicators = [] indicators_param = [] indicator_cols = [] if trader_domain.technical_factors: tech_factors = simplejson.loads( trader_domain.technical_factors) for factor in tech_factors: indicators += factor['indicators'] indicators_param += factor['indicators_param'] indicator_cols += factor['indicator_cols'] security_factor = TechnicalFactor( security_type=security_type, security_list=[security_id], start_timestamp=trader_domain.start_timestamp, end_timestamp=trader_domain.end_timestamp, level=trader_domain.level, provider=trader_domain.provider, indicators=indicators, indicators_param=indicators_param) # generate the annotation df df = order_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_with_indicators( render=None, annotation_df=df, indicators=indicator_cols, height=620) if trader_domain.real_time: result = get_current_price(security_list=[security_id]) bid_ask = result.get(security_id) if bid_ask: graph_list.append( daq.LEDDisplay(id='ask', label=f'ask price', value=bid_ask[0], color="#00da3c")) graph_list.append( daq.LEDDisplay(id='bid', label=f'bid price', value=bid_ask[1], color="#FF5E5E")) graph_list.append( dcc.Graph(id='{}-{}-signals'.format(trader_domain.trader_name, security_id), figure={ 'data': data, 'layout': layout })) return graph_list
def get_account_figure(account_reader: AccountReader): account_data, account_layout = account_reader.draw( render=None, value_fields='all_value') return go.Figure(data=account_data, layout=account_layout)
# -*- coding: utf-8 -*- import dash import dash_core_components as dcc import dash_html_components as html from dash.dependencies import Input, Output from zvt.charts.dcc_components import get_trader_details from zvt.domain import TradingLevel from zvt.reader.business_reader import AccountReader, OrderReader trader = 'cointrader' account_reader = AccountReader(trader_names=['cointrader'], level=TradingLevel.LEVEL_1MIN) order_reader = OrderReader(trader_names=['cointrader']) def serve_layout(): layout = html.Div([ html.Div(id='content'), dcc.Interval( id='interval-component', interval=10 * 1000, # in milliseconds n_intervals=0) ]) return layout app = dash.Dash(__name__)
def get_trader_detail_figures(trader_domain: business.Trader, account_reader: AccountReader, order_reader: OrderReader): graph_list = [] account_data, account_layout = account_reader.draw( render=None, value_fields=['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_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) # TODO:just show the indicators used by the trader security_factor = TechnicalFactor( security_type=security_type, security_list=[security_id], start_timestamp=trader_domain.start_timestamp, end_timestamp=trader_domain.end_timestamp, level=trader_domain.level, provider=trader_domain.provider, indicators=['ma', 'ma'], indicators_param=[{ 'window': 5 }, { 'window': 10 }]) # 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_with_indicators( render=None, annotation_df=df) graph_list.append( dcc.Graph(id='{}-{}-signals'.format(trader_domain.trader_name, security_id), figure={ 'data': data, 'layout': layout })) return graph_list