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