Variable Chart Example
Python strategy by FawkesPan.
PythonOther
The original spec has no written description. Read the source below.
Source Python
PS = ext.PersistentStorage()
ALPHA = 0.0008
class GraphManager:
diffs_chart = {
'__isStock': False,
'extension': {
'layout': 'single',
'height': 300,
'col': 6
},
'chart': {
'zoomType': 'x'
},
'title': {
'text': 'Deviation values of each currency price and index'
},
'subtitle': {
'text': 'Alpha: %s' % ALPHA
},
'xAxis': {
'type': 'datetime'
},
'series': []
}
index_chart = {
'__isStock': False,
'extension': {
'layout': 'single',
'height': 300,
'col': 6
},
'chart': {
'zoomType': 'x'
},
'title': {
'text': 'Reference index value'
},
'xAxis': {
'type': 'datetime'
},
'series': [{
'type': 'line',
'name': 'INDEX',
'data': []
}]
}
pos_chart = {
'__isStock': False,
'extension': {
'layout': 'single',
'height': 300,
'col': 6
},
'chart': {
'zoomType': 'x'
},
'title': {
'text': 'Current holdings value of each currency'
},
'subtitle': {
'text': 'Calculate in USDT'
},
'xAxis': {
'type': 'datetime'
},
'series': []
}
upnl_chart = {
'__isStock': False,
'extension': {
'layout': 'single',
'height': 300,
'col': 6
},
'chart': {
'zoomType': 'x'
},
'title': {
'text': 'Current unrealized profit and loss of each currency'
},
'subtitle': {
'text': 'Calculate in USDT'
},
'xAxis': {
'type': 'datetime'
},
'series': []
}
def __init__(self, reset: bool):
self.indices = {}
self.diffs_data = {}
self.pos_data = {}
self.upnl_data = {}
self.index = 1
self.not_manual_reset = True
if PS['symbols'] is None or reset:
echo('Chart Manager initialized for the first time')
if reset:
PS['symbols'] = None
self.not_manual_reset = False
def initialize(self, symbols):
self.symbols = symbols
self.create_chart()
if self.symbols != PS['symbols']:
if self.not_manual_reset:
echo('Coins have changed, and the chart has been reinitialized')
self.reset_graph()
PS['symbols'] = self.symbols
def reset_graph(self):
self.chart.reset(0)
def create_chart(self):
i = 0
for symbol in self.symbols:
# DIFF Chart
self.diffs_chart['series'].append({
'type': 'line',
'name': symbol,
'data': []
})
self.indices[symbol+'_diff'] = i
i+=1
# INDEX Chart
self.indices['INDEX_CHART'] = i
i+=1
for symbol in self.symbols:
# POS Chart
self.pos_chart['series'].append({
'type': 'line',
'name': symbol,
'data': []
})
self.indices[symbol+'_pos'] = i
i+=1
for symbol in self.symbols:
# UPNL Chart
self.upnl_chart['series'].append({
'type': 'line',
'name': symbol,
'data': []
})
self.indices[symbol+'_upnl'] = i
i+=1
self.chart = Chart([self.diffs_chart, self.index_chart, self.pos_chart, self.upnl_chart])
def add_diff_data(self, symbol, diff):
self.diffs_data[symbol] = diff
def add_pos_data(self, symbol, pos):
self.pos_data[symbol] = pos
def add_upnl_data(self, symbol, upnl):
self.upnl_data[symbol] = upnl
def add_index_data(self, index):
self.index = index
def update_chart(self, timestamp):
for symbol in self.diffs_data.keys():
index = self.indices[symbol+'_diff']
data = self.diffs_data[symbol]
self.chart.add(index, [timestamp, data])
for symbol in self.pos_data.keys():
index = self.indices[symbol+'_pos']
data = self.pos_data[symbol]
self.chart.add(index, [timestamp, data])
for symbol in self.upnl_data.keys():
index = self.indices[symbol+'_upnl']
data = self.upnl_data[symbol]
self.chart.add(index, [timestamp, data])
index = self.indices['INDEX_CHART']
self.chart.add(index, [timestamp, self.index])
self.chart.update([self.diffs_chart, self.index_chart, self.pos_chart, self.upnl_chart])
Published by FawkesPan on the FMZ strategy square · last modified 2020-06-17. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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