Multi Chart Line Drawing Library

Design with reference to the 'drawing library'. Related articles:https://www.fmz.com/digest-topic/9159

Author: 发明者量化-小小梦
Complexity: Advanced · 540 lines
Parameters: 2
Backtest bar: 30m · intraday
Tested on: BTC/USD · spot

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Multi-chart line drawing library

Design with reference to the 'drawing library'.

Related articles:https://www.fmz.com/digest-topic/9159

Parameters

Name	Default	What it controls
isChartReset	false	Whether to reset chart
maxBufferLen	10000	Maximum data cache length

Source JavaScript

/*backtest
start: 2022-03-29 00:00:00
end: 2022-03-29 00:10:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/

var registerInfo = {}
var chart = null
var arrCfg = []

function updateSeriesIdx() {
    var index = 0
    var map = {}
    _.each(arrCfg, function(cfg) {
        _.each(cfg.series, function(series) {
            var key = cfg.name + "|" + series.name
            map[key] = index
            index++
        })
    })

    for (var cfgName in registerInfo) {
        _.each(arrCfg, function(cfg, cfgIdx) {
            if (cfg.name == cfgName) {
                registerInfo[cfgName].cfgIdx = cfgIdx
            }
        })

        for (var i in registerInfo[cfgName].seriesIdxs) {
            var seriesName = registerInfo[cfgName].seriesIdxs[i].seriesName
            var key = cfgName + "|" + seriesName
            if (typeof(map[key]) != "undefined") {                
                registerInfo[cfgName].seriesIdxs[i].index = map[key]
            }

            if (registerInfo[cfgName].seriesIdxs[i].type == "candlestick") {
                registerInfo[cfgName].seriesIdxs[i].preBarTime = 0
            } else if (registerInfo[cfgName].seriesIdxs[i].type == "line") {
                registerInfo[cfgName].seriesIdxs[i].preDotTime = 0
            } else if (registerInfo[cfgName].seriesIdxs[i].type == "flag") {
                registerInfo[cfgName].seriesIdxs[i].preFlagTime = 0
            }
        }
    }

    if (!chart) {
        chart = Chart(arrCfg)
    }
    chart.update(arrCfg)
    chart.reset()

    _G("registerInfo", registerInfo)
    _G("arrCfg", arrCfg)
    
    for (var cfgName in registerInfo) {
        for (var i in registerInfo[cfgName].seriesIdxs) {
            var buffer = registerInfo[cfgName].seriesIdxs[i].buffer
            var index = registerInfo[cfgName].seriesIdxs[i].index
            if (buffer && buffer.length != 0 && registerInfo[cfgName].seriesIdxs[i].type == "line" && registerInfo[cfgName].seriesIdxs[i].preDotTime == 0) {
                _.each(buffer, function(obj) {
                    chart.add(index, [obj.ts, obj.dot])
                    registerInfo[cfgName].seriesIdxs[i].preDotTime = obj.ts
                })
            } else if (buffer && buffer.length != 0 && registerInfo[cfgName].seriesIdxs[i].type == "flag" && registerInfo[cfgName].seriesIdxs[i].preFlagTime == 0) {
                _.each(buffer, function(obj) {
                    chart.add(index, obj.data)
                    registerInfo[cfgName].seriesIdxs[i].preFlagTime = obj.ts
                })
            }
        }
    }
}

function checkBufferLen(buffer, maxLen) {
    while (buffer.length > maxLen) {
        buffer.shift()
    }
}

$.PlotMultRecords = function(cfgName, seriesName, records, extension) {
    if (typeof(cfgName) == "undefined") {
        throw "need cfgName!"
    }

    var index = -1
    var eleIndex = -1

    do {
        var cfgInfo = registerInfo[cfgName]
        if (typeof(cfgInfo) == "undefined") {
            var cfg = {
                name: cfgName,
                __isStock: true,
                title: {
                    text: cfgName
                },
                tooltip: {
                    xDateFormat: '%Y-%m-%d %H:%M:%S, %A'
                },
                legend: {
                    enabled: true,
                },
                plotOptions: {
                    candlestick: {
                        color: '#d75442',
                        upColor: '#6ba583'
                    }
                },
                rangeSelector: {
                    buttons: [{
                        type: 'hour',
                        count: 1,
                        text: '1h'
                    }, {
                        type: 'hour',
                        count: 3,
                        text: '3h'
                    }, {
                        type: 'hour',
                        count: 8,
                        text: '8h'
                    }, {
                        type: 'all',
                        text: 'All'
                    }],
                    selected: 2,
                    inputEnabled: true
                },
                series: [{
                    type: 'candlestick',
                    name: seriesName,
                    id: seriesName,
                    data: []
                }],
            }

            if (typeof(extension) != "undefined") {
                cfg.extension = extension
            }

            registerInfo[cfgName] = {
                "cfgIdx": arrCfg.length,
                "seriesIdxs": [{
                    seriesName: seriesName,
                    index: arrCfg.length,
                    type: "candlestick",
                    preBarTime: 0
                }],
            }
            arrCfg.push(cfg)
            updateSeriesIdx()
        }

        if (!chart) {
            chart = Chart(arrCfg)
        } else {
            chart.update(arrCfg)
        }

        _.each(registerInfo[cfgName].seriesIdxs, function(ele, i) {
            if (ele.seriesName == seriesName && ele.type == "candlestick") {
                index = ele.index
                eleIndex = i
            }
        })
        if (index == -1) {
            arrCfg[registerInfo[cfgName].cfgIdx].series.push({
                type: 'candlestick',
                name: seriesName,
                id: seriesName,
                data: []
            })
            registerInfo[cfgName].seriesIdxs.push({
                seriesName: seriesName,
                index: arrCfg.length,
                type: "candlestick",
                preBarTime: 0
            })
            updateSeriesIdx()
        }
    } while (index == -1)

    for (var i = 0; i < records.length; i++) {
        if (records[i].Time == registerInfo[cfgName].seriesIdxs[eleIndex].preBarTime) {
            chart.add(index, [records[i].Time, records[i].Open, records[i].High, records[i].Low, records[i].Close], -1)
        } else if (records[i].Time > registerInfo[cfgName].seriesIdxs[eleIndex].preBarTime) {
            registerInfo[cfgName].seriesIdxs[eleIndex].preBarTime = records[i].Time
            chart.add(index, [records[i].Time, records[i].Open, records[i].High, records[i].Low, records[i].Close])
        }
    }

    return chart
}

$.PlotMultLine = function(cfgName, seriesName, dot, ts, extension) {
    if (typeof(cfgName) == "undefined") {
        throw "need cfgName!"
    }

    var index = -1
    var eleIndex = -1

    do {
        var cfgInfo = registerInfo[cfgName]
        if (typeof(cfgInfo) == "undefined") {
            var cfg = {
                name: cfgName,
                __isStock: true,
                title: {
                    text: cfgName
                },
                xAxis: {
                    type: 'datetime'
                },
                series: [{
                    type: 'line',
                    name: seriesName,
                    id: seriesName,
                    data: [],
                }]
            }

            if (typeof(extension) != "undefined") {
                cfg.extension = extension
            }

            registerInfo[cfgName] = {
                "cfgIdx": arrCfg.length,
                "seriesIdxs": [{
                    seriesName: seriesName,
                    index: arrCfg.length,
                    type: "line",
                    buffer: [],
                    preDotTime: 0
                }],
            }
            arrCfg.push(cfg)
            updateSeriesIdx()
        }

        if (!chart) {
            chart = Chart(arrCfg)
        } else {
            chart.update(arrCfg)
        }

        _.each(registerInfo[cfgName].seriesIdxs, function(ele, i) {
            if (ele.seriesName == seriesName && ele.type == "line") {
                index = ele.index
                eleIndex = i
            }
        })
        if (index == -1) {
            arrCfg[registerInfo[cfgName].cfgIdx].series.push({
                type: 'line',
                name: seriesName,
                id: seriesName,
                data: [],
            })
            registerInfo[cfgName].seriesIdxs.push({
                seriesName: seriesName,
                index: arrCfg.length,
                type: "line",
                buffer: [],
                preDotTime: 0
            })
            updateSeriesIdx()
        }
    } while (index == -1)

    if (typeof(ts) == "undefined") {
        ts = new Date().getTime()
    }

    var buffer = registerInfo[cfgName].seriesIdxs[eleIndex].buffer
    if (registerInfo[cfgName].seriesIdxs[eleIndex].preDotTime != ts) {
        registerInfo[cfgName].seriesIdxs[eleIndex].preDotTime = ts
        chart.add(index, [ts, dot])
        buffer.push({
            ts: ts,
            dot: dot
        })
        checkBufferLen(buffer, maxBufferLen)
    } else {
        chart.add(index, [ts, dot], -1)
        buffer[buffer.length - 1].dot = dot
    }

    return chart
}

$.PlotMultHLine = function(cfgName, value, label, color, style) {
    if (typeof(cfgName) == "undefined" || typeof(registerInfo[cfgName]) == "undefined") {
        throw "need cfgName!"
    }

    var cfg = arrCfg[registerInfo[cfgName].cfgIdx]
    if (typeof(cfg.yAxis) == "undefined") {
        cfg.yAxis = {
            plotLines: []
        }
    } else if (typeof(cfg.yAxis.plotLines) == "undefined") {
        cfg.yAxis.plotLines = []
    }

    var obj = {
        value: value,
        color: color || 'red',
        width: 2,
        dashStyle: style || 'Solid',
        label: {
            name: label || '',
            text: (label + ":" + value) || '',
            align: 'center'
        },
    }
    var found = false
    for (var i = 0; i < cfg.yAxis.plotLines.length; i++) {
        if (cfg.yAxis.plotLines[i].label.name == label) {
            cfg.yAxis.plotLines[i] = obj
            found = true
        }
    }

    if (!found) {
        cfg.yAxis.plotLines.push(obj)
    }
    if (!chart) {
        chart = Chart(arrCfg)
    } else {
        chart.update(arrCfg)
    }

    return chart
}

$.PlotMultTitle = function(cfgName, title, chartTitle) {
    if (typeof(cfgName) == "undefined" || typeof(registerInfo[cfgName]) == "undefined") {
        throw "need cfgName!"
    }

    var cfg = arrCfg[registerInfo[cfgName].cfgIdx]

    cfg.subtitle = {
        text: title
    }

    if (typeof(chartTitle) !== 'undefined') {
        cfg.title = {
            text: chartTitle
        }
    }

    if (chart) {
        chart.update(arrCfg)
    }

    return chart
}

$.PlotMultFlag = function(cfgName, seriesName, ts, text, title, shape, color, onSeriesName) {
    if (typeof(cfgName) == "undefined" || typeof(registerInfo[cfgName]) == "undefined") {
        throw "need cfgName!"
    }

    var index = -1
    var eleIndex = -1

    do {
        if (!chart) {
            chart = Chart(arrCfg)
        } else {
            chart.update(arrCfg)
        }

        _.each(registerInfo[cfgName].seriesIdxs, function(ele, i) {
            if (ele.seriesName == seriesName && ele.type == "flag") {
                index = ele.index
                eleIndex = i
            }
        })
        if (index == -1) {
            arrCfg[registerInfo[cfgName].cfgIdx].series.push({
                type: 'flags',
                name: seriesName,
                onSeries: onSeriesName || arrCfg[registerInfo[cfgName].cfgIdx].series[0].id,
                data: []
            })
            registerInfo[cfgName].seriesIdxs.push({
                seriesName: seriesName,
                index: arrCfg.length,
                type: "flag",
                buffer: [],
                preFlagTime: 0
            })
            updateSeriesIdx()
        }
    } while (index == -1)

    if (typeof(ts) == "undefined") {
        ts = new Date().getTime()
    }

    var buffer = registerInfo[cfgName].seriesIdxs[eleIndex].buffer
    var obj = {
        x: ts,
        color: color,
        shape: shape,
        title: title,
        text: text
    }
    if (registerInfo[cfgName].seriesIdxs[eleIndex].preFlagTime != ts) {
        registerInfo[cfgName].seriesIdxs[eleIndex].preFlagTime = ts
        chart.add(index, obj)
        buffer.push({
            ts: ts,
            data: obj
        })
        checkBufferLen(buffer, maxBufferLen)
    } else {
        chart.add(index, obj, -1)
        buffer[buffer.length - 1].data = obj
    }

    return chart
}

$.GetArrCfg = function() {
    return arrCfg
}

$.removeChart = function(cfgName) {
    var index = -1
    for (var i = 0; i < arrCfg.length; i++) {
        if (arrCfg[i].name == cfgName) {
            index = i
            break
        }
    }
    if (index != -1) {
        arrCfg.splice(index, 1)
    }

    if (typeof(registerInfo[cfgName]) != "undefined") {
        delete registerInfo[cfgName]
    }
    updateSeriesIdx()
}

function init() {
    if (isChartReset) {
        Log("Reset chart", "#FF0000")
        chart = Chart(arrCfg)
        chart.reset()

        Log("Clear persistent data,key:", "registerInfo,arrCfg #FF0000")
        _G("registerInfo", null)
        _G("arrCfg", null)
    } else {
        var multChartRegisterInfo = _G("registerInfo")
        var multChartArrCfg = _G("arrCfg")
        if (multChartRegisterInfo && multChartArrCfg) {
            registerInfo = multChartRegisterInfo
            arrCfg = multChartArrCfg
            Log("Restore registerInfo,arrCfg #FF0000")
        } else {
            Log("No data to restore #FF0000")
        }
    }
}

function onexit() {
    _G("registerInfo", registerInfo)
    _G("arrCfg", arrCfg)
    Log("Save data,key : registerInfo, arrCfg #FF0000")
}


// test
function main() {
    LogReset(10)
    var i = 0
    var prePrintTs = 0
    var t = _C(exchange.GetTicker)
    
    while (true) {
        var r = _C(exchange.GetRecords)        
        
        $.PlotMultRecords("chart1", "kline1", r, {
            layout: 'single',
            col: 6,
            height: '600px'
        })
        $.PlotMultRecords("chart2", "kline2", r, {
            layout: 'single',
            col: 6,
            height: '600px'
        })
        $.PlotMultLine("chart2", "line1", t.Last, r[r.length - 1].Time)
        $.PlotMultLine("chart3", "line2", 10 + i)
        $.PlotMultLine("chart6", "line6", 100 + i)
        $.PlotMultLine("chart4", "line3", 1000 + i, new Date().getTime(), {
            layout: 'single',
            col: 4,
            height: '300px'
        })
        $.PlotMultLine("chart5", "line4", 10000 + i, new Date().getTime(), {
            layout: 'single',
            col: 8,
            height: '300px'
        })

        $.PlotMultHLine("chart1", r[r.length - 1].Close, "HLine1", "blue", "ShortDot")
        $.PlotMultHLine("chart4", t.Sell, "HLine2", "green")
        $.PlotMultTitle("chart3", "change : chart3->test1", "test1")

        var ts = new Date().getTime()
        if (ts - prePrintTs > 1000 * 20) {
            prePrintTs = ts
            $.PlotMultFlag("chart3", "flag1", new Date().getTime(), "flag test" + i, "flag1")
        }

        if (i == 10) {
            Log("i == 3")
            $.PlotMultFlag("chart4", "flag2", new Date().getTime(), "flag test" + i, "flag2")
            $.PlotMultFlag("chart1", "flag3", new Date().getTime(), "flag test" + i, "flag3", "squarepin", "green", "kline1")
        } else if (i == 20) {
            Log("i == 8")
            $.PlotMultLine("chart1", "line5", t.Last, r[r.length - 1].Time)
        } else if (i == 30) {
            Log("i == 10")
            $.PlotMultFlag("chart2", "flag4", new Date().getTime(), "flag test" + i, "flag4", "circlepin", "black", "kline2")
            $.removeChart("chart1")
        }
        i++
        Sleep(1000 * 1)
    }
}

Published by 发明者量化-小小梦 on the FMZ strategy square · last modified 2022-04-07. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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