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plotBuySell.py
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plotBuySell.py
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import pandas as pd, urllib
from pandas import DataFrame
from datetime import datetime
from bokeh.plotting import Figure, show, output_file
from bokeh.events import ButtonClick
from bokeh.models import ColumnDataSource, Range1d, CrosshairTool, WheelZoomTool
from bokeh.models import Paragraph, CustomJS, Div, Button
from bokeh.layouts import column, row, layout
from bokeh.document.document import Document
from plotOHLC import requestPSData, createOhlcPlot, hookupFigure
import requests
from CONSTANTS import HOSE_ENDPOINT_PORT, PLOT_WIDTH, PS_ENDPOINT_PORT, OHLC_PLOT_HEIGHT
from CONSTANTS import BUYSELL_PLOT_HEIGHT, VOLUME_PLOT_HEIGHT, LIQUIDITY_ALPHA, SUU_URL, DIV_TEXT_WIDTH
if not "hose_url" in globals():
hose_url = f'http://localhost:{HOSE_ENDPOINT_PORT}/api/hose-indicators-outbound'
data = {"volumes": {}, "buySell": {}}
DEBUG = True
output_file("/tmp/foo_master_plots.html")
def updateSource(sourceOld, sourceNew):
#sourceOld.data = dict(sourceNew.data)
dic = {}
i = len(sourceOld.data[list(sourceOld.data.keys())[0]]) - 1
for key in sourceOld.data.keys():
dic[key] = [[i, sourceNew.data[key][i]]]
#print(dic)
sourceOld.patch(dic)
j = len(sourceNew.data[list(sourceNew.data.keys())[0]])
if j > i:
stream = {}
for key in sourceNew.data.keys():
stream[key] = sourceNew.data[key][i + 1: j]
sourceOld.stream(stream)
def createPlots():
######################################## BS Pressure Plot ########################################
sourceBuySell, sourceVolume = requestHoseData()
pBuySell = Figure(plot_width=PLOT_WIDTH, plot_height=BUYSELL_PLOT_HEIGHT, name="pltBuySell")
pBuySell.xaxis.ticker = [8.75, 9, 9.5, 10, 10.5, 11, 11.5, 13, 13.5, 14, 14.5, 14.75]
pBuySell.xaxis.major_label_overrides = {
8.5: "8:30", 8.75: "8:45", 9: "9:00", 9.5: "9:30", 10: "10:00",
10.5: "10:30", 11: "11:00", 11.5: "11:30", 13: "13:00",
13.5: "13:30", 14: "14:00", 14.5: "14:30", 14.75: "14:45"}
pBuySell.line(x='index', y='buyPressure', source=sourceBuySell, color='green',
legend_label="Tổng đặt mua", name="glyphSellPressure")
pBuySell.line(x='index', y='sellPressure', source=sourceBuySell, color='red',
legend_label="Tổng đặt bán", name="glyphBuyPressure")
wz = WheelZoomTool(dimensions="width"); pBuySell.add_tools(wz); pBuySell.toolbar.active_scroll = wz
pBuySell.toolbar.logo = None
pBuySell.axis[0].visible = False
pBuySell.legend.location = "top_left"
pBuySell.legend.click_policy = "hide"
pBuySell.legend.background_fill_alpha = 0.0
######################################## Volume Plot ########################################
pVolume = Figure(width=PLOT_WIDTH, height=VOLUME_PLOT_HEIGHT, tools="pan, reset",
name="pltVolume")
pVolume.toolbar.logo = None
wz = WheelZoomTool(dimensions="height"); pVolume.add_tools(wz); pVolume.toolbar.active_scroll = wz
pVolume.vbar(x='index', top='totalValue', width=1 /60, color='blue',
source=sourceVolume, fill_alpha=LIQUIDITY_ALPHA, line_alpha=LIQUIDITY_ALPHA,
name="glyphTotalValue", legend_label="Thanh khoản toàn tt")
pVolume.vbar(x='index', top='nnBuy', width=1/1.2/60, color='green', source=sourceVolume
,name="glyphNNBuy", legend_label="NN mua",)
pVolume.vbar(x='index', top='nnSell', width=1/1.2/60, color='red', source=sourceVolume
,name="glyphNNSell", legend_label="NN bán",)
pVolume.x_range = pBuySell.x_range
pVolume.y_range=Range1d(-10, 45)
pVolume.legend.location = "top_left"
pVolume.legend.click_policy = "hide"
pVolume.legend.background_fill_alpha = 0.0
######################################### OHLC plot #########################################
orders, source, pressure = requestPSData()
plotOhlc = createOhlcPlot(source)
pCandle, divCandle = hookupFigure(plotOhlc) # "divCustomJS" "pltOHLC" "glyphOHLCSegment"
pDebug = Paragraph(text=f"""["num_ps_orders": "{len(orders['index'])}"]\n"""
"""""",
width=DIV_TEXT_WIDTH, height=100, name="pDebug")
################################# Putting all plots together ################################
def activation_function():
pBuySell._document.add_periodic_callback(lambda: updateDoc(pBuySell._document), 500)
print("Document activated !")
return pCandle, pBuySell, pVolume, divCandle , activation_function, sourceBuySell, sourceVolume, pDebug
def requestHoseData():
global data
res = requests.post(hose_url, json={})
data = res.json()
dicBS = {key: data['buySell'][key] for key in ['buyPressure', 'index', 'sellPressure']}
sourceBuySell = ColumnDataSource(dicBS) # ['buyPressure', 'index', 'sellPressure', 'time']
dicVol = {key: data['volumes'][key] for key in ['index', 'nnBuy', 'nnSell', 'totalValue']}
sourceVolume = ColumnDataSource(dicVol) # ['index', 'nnBuy', 'nnSell', 'time', 'totalValue']
return sourceBuySell, sourceVolume
def fetchSuuData():
import urllib, json, pandas as pd
with urllib.request.urlopen(SUU_URL) as url:
data = json.loads(url.read().decode())
return data
def hookUpPlots(pCandle, pBuySell, pVolume, divCandle, divText, crosshairTool, pDebug):
pCandle.x_range = pBuySell.x_range
pVolume.x_range = pBuySell.x_range
pCandle.add_tools(crosshairTool)
pBuySell.add_tools(crosshairTool)
pVolume.add_tools(crosshairTool)
pCandle.xaxis.ticker = [8.75, 9, 9.5, 10, 10.5, 11, 11.5, 13, 13.5, 14, 14.5, 14.75]
pCandle.xaxis.major_label_overrides = {
8.5:"8:30", 8.75:"8:45", 9:"9:00", 9.5:"9:30", 10:"10:00",
10.5:"10:30", 11:"11:00", 11.5:"11:30", 13:"13:00",
13.5:"13:30", 14:"14:00", 14.5:"14:30", 14.75:"14:45"}
pBuySell.xaxis.ticker = pCandle.xaxis.ticker
pVolume.xaxis.ticker = pCandle.xaxis.ticker
pVolume.xaxis.major_label_overrides = pCandle.xaxis.major_label_overrides
def btnStart_clicked(event):
btnStart._document.get_model_by_name("btnStart").label = "Started!"
# activation_function()
def activation_function():
btnStart._document.add_periodic_callback(lambda: updateDoc(btnStart._document), 1000)
btnStart._document.get_model_by_name("btnStart").label = "Started!"
btnStart.disabled = True
pLabel = Paragraph(text="Debug information (please ignore): ", width=pDebug.width, height=10, name="pLabel")
btnStart = Button(label="Start automatic update", button_type="success", name="btnStart")
btnStart.on_event(ButtonClick, btnStart_clicked)
return row(column(pCandle, pBuySell, pVolume), column(divCandle, btnStart, divText, pLabel, pDebug)), \
activation_function
def makeMasterPlot():
pCandle, pBuySell, pVolume, divCandle, activation_function, sourceBuySell, sourceVolume, pDebug = createPlots()
divText = Div(text="Live info here...", width=DIV_TEXT_WIDTH, height=500, height_policy="fixed", name="divText")
page, activate = hookUpPlots(pCandle, pBuySell, pVolume, divCandle, divText, CrosshairTool(dimensions="both"), pDebug)
return page, activate, sourceBuySell, sourceVolume
def timeAgo(suuData):
from datetime import datetime
h, m, s = list(map(lambda x: int(x.split(' ')[-1].split('.')[0]), (suuData['python']['time']).split(':')))
n = datetime.now()
return n.hour*3600 + n.minute*60 + n.second - h*3600 - m*60 - s
def updateText(doc: Document, sourceBuySell, sourceVolume, psOrders, psDataSource, psPressure, suuData):
dt = doc.get_model_by_name("divText")
text = f"Số lượng Hose data point đã scraped được: <br/> {len(sourceBuySell.data['buyPressure'])}<br/>"
text += f"Số order phái sinh đã match trong ngày: <br/>{len(psOrders['index'])} <br/>"
text += f"Dư mua: {sourceBuySell.data['buyPressure'][-1]:.2f}               "
text += f"Dư bán: {sourceBuySell.data['sellPressure'][-1]:.2f} <br/>"
# TODO: add Aggregate nnBuy & nnSell
# text += f"NN mua(total): {sourceBuySell.iloc[-1]['nnBuy']:.2f}       "
# text += f"NN bán(total): {idf.iloc[-1]['nnSell']:.2f} <br/>"
############################################ HOSE Indicators ############################################
currentSource: ColumnDataSource = doc.get_model_by_name("glyphBuyPressure").data_source # upBuySell
n_recent_buysell = len(sourceBuySell.data['buyPressure'])
n_old_buysell = len(currentSource.data['buyPressure'])
numHoseUpdates = n_recent_buysell - n_old_buysell
hoseUpdate = {key: sourceBuySell.data[key][n_old_buysell: n_recent_buysell] for key in sourceBuySell.data.keys()}
currentSource.stream(hoseUpdate)
text += f"<br/><br/>Số data-points mới cho HOSE chưa được cập nhật: <br/>{numHoseUpdates}<br/>"
############################################### Ps Candles ##############################################
psSource: ColumnDataSource = doc.get_model_by_name("glyphOHLCSegment").data_source
nPSCandles = len(psSource.data['open'])
nPSOrders = len(psSource.data['open']) # TODO: fixed this num thing nPSOrders = psSource.data['num'][0]
nUnupdatedPSOrders = len(psOrders) - nPSOrders
text += f"Số data-point mới cho Phái Sinh chưa được cập nhật: <br/> {len(psDataSource.data['index']) - nPSCandles}<br/>" # update
if nUnupdatedPSOrders > 0:
pass
############################################### Ps Pressure ##############################################
if (datetime.now().hour * 60 + datetime.now().minute) > 14 * 60 + 30:
dt.text = text
return
text += f"psBuyPressure:   { psPressure['psBuyPressure']:.2f} <br/>psSellPressure:   {psPressure['psSellPressure']:.2f} <br/>"
text += f"buyVolumes: {psPressure['volBuys']}    (total {psPressure['totalVolBuys']}) <br/> "
text += f"sellVolumes: {psPressure['volSells']}    (total {psPressure['totalVolSells']}) <br/> "
############################################### Suu ##############################################
text += f"""<br/>foreignerBuyVolume: {suuData["foreignerBuyVolume"]},    foreignerSellVolume {suuData["foreignerSellVolume"]}<br/> """
text += f"""totalBidVolume: {suuData["totalBidVolume"]},    totalOfferVolume {suuData["totalOfferVolume"]}<br/><br/>"""
text += f"""Net BU-SD: {suuData['python']['Net BU-SD']} ({timeAgo(suuData)} s ago)"""
dt.text = text
def updateDoc(doc: Document):
#if DEBUG: print(f"updated {doc}")
sourceBuySell, sourceVolume = requestHoseData()
###################### Hose Buy, Sell #######################
sourceBS = doc.get_model_by_name("glyphSellPressure").data_source
lsource = len(sourceBS.data['index'])
lnew = len(sourceBuySell.data['index'])
if lnew > lsource:
hoseUpdate = {key: sourceBuySell.data[key][lsource: lnew] for key in sourceBuySell.data.keys()}
sourceBS.stream(hoseUpdate)
################# Liquidity * nnBuy, nnSell #################
sourceVol = doc.get_model_by_name("glyphTotalValue").data_source
updateSource(sourceVol , sourceVolume) #update
######################### ohlcCandles #########################
psOrders, psDataSource, psPressure = requestPSData()
sourcePs = doc.get_model_by_name("glyphOHLCSegment").data_source
updateSource(sourcePs, psDataSource)
######################### Text Display #########################
suuData = None
updateText(doc, sourceBuySell, sourceVolume, psOrders, psDataSource, psPressure, suuData = fetchSuuData())
# page, _, _, _ = makeMasterPlot()
# show(page)