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SkinokSkinok
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Add dock widget indicators
Add Dock widget for indicators
1 parent 09dedf0 commit 8dae422

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5 files changed

+194
-15
lines changed

5 files changed

+194
-15
lines changed

‎common.py

Lines changed: 71 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,71 @@
1+
#!/usr/bin/env python3
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3+
from math import nan
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5+
def calc_parabolic_sar(df, af=0.2, steps=10):
6+
up = True
7+
sars = [nan] * len(df)
8+
sar = ep_lo = df.Low.iloc[0]
9+
ep = ep_hi = df.High.iloc[0]
10+
aaf = af
11+
aaf_step = aaf / steps
12+
af = 0
13+
for i,(hi,lo) in enumerate(zip(df.High, df.Low)):
14+
# parabolic sar formula:
15+
sar = sar + af * (ep - sar)
16+
# handle new extreme points
17+
if hi > ep_hi:
18+
ep_hi = hi
19+
if up:
20+
ep = ep_hi
21+
af = min(aaf, af+aaf_step)
22+
elif lo < ep_lo:
23+
ep_lo = lo
24+
if not up:
25+
ep = ep_lo
26+
af = min(aaf, af+aaf_step)
27+
# handle switch
28+
if up:
29+
if lo < sar:
30+
up = not up
31+
sar = ep_hi
32+
ep = ep_lo = lo
33+
af = 0
34+
else:
35+
if hi > sar:
36+
up = not up
37+
sar = ep_lo
38+
ep = ep_hi = hi
39+
af = 0
40+
sars[i] = sar
41+
df['sar'] = sars
42+
return df['sar']
43+
44+
45+
def calc_rsi(df, n=14):
46+
diff = df.Close.diff().values
47+
gains = diff
48+
losses = -diff
49+
gains[~(gains>0)] = 0.0
50+
losses[~(losses>0)] = 1e-10 # we don't want divide by zero/NaN
51+
m = (n-1) / n
52+
ni = 1 / n
53+
g = gains[n] = gains[:n].mean()
54+
l = losses[n] = losses[:n].mean()
55+
gains[:n] = losses[:n] = nan
56+
for i,v in enumerate(gains[n:],n):
57+
g = gains[i] = ni*v + m*g
58+
for i,v in enumerate(losses[n:],n):
59+
l = losses[i] = ni*v + m*l
60+
rs = gains / losses
61+
rsi = 100 - (100/(1+rs))
62+
return rsi
63+
64+
65+
def calc_stochastic_oscillator(df, n=14, m=3, smooth=3):
66+
lo = df.Low.rolling(n).min()
67+
hi = df.High.rolling(n).max()
68+
k = 100 * (df.Close-lo) / (hi-lo)
69+
d = k.rolling(m).mean()
70+
return k, d
71+

‎finplotWindow.py

Lines changed: 44 additions & 11 deletions
Original file line numberDiff line numberDiff line change
@@ -3,6 +3,7 @@
33
from pyqtgraph.graphicsItems.LegendItem import LegendItem
44

55
from indicators import ichimoku
6+
from indicators import rsi
67

78
sys.path.append('../finplot')
89
import finplot as fplt
@@ -19,9 +20,9 @@ def __init__(self, dockArea, dockChart, interface):
1920
self.interface = interface
2021

2122
self.IndIchimokuActivated = False
22-
self.IndRSIActivated = False
23+
self.IndRsiActivated = False
2324
self.IndStochasticActivated = False
24-
self.IndMAActivated = False
25+
self.IndStochasticRsiActivated = False
2526

2627
self.IndVolumesActivated = False
2728

@@ -33,17 +34,25 @@ def __init__(self, dockArea, dockChart, interface):
3334
def createPlotWidgets(self):
3435

3536
# fin plot
36-
self.ax0, self.ax1, self.ax2, self.axPnL = fplt.create_plot_widget(master=self.dockArea, rows=4, init_zoom_periods=200)
37-
self.dockArea.axs = [self.ax0, self.ax1, self.ax2, self.axPnL]
37+
self.ax0, self.ax_rsi, self.ax_stochasticRsi, self.ax_stochastic, self.axPnL = fplt.create_plot_widget(master=self.dockArea, rows=5, init_zoom_periods=200)
38+
self.dockArea.axs = [self.ax0] # , self.ax_rsi, self.ax2, self.axPnL
3839
self.dockChart.addWidget(self.ax0.ax_widget, 1, 0, 1, 1)
39-
self.dockChart.addWidget(self.ax1.ax_widget, 2, 0, 1, 1)
40+
41+
'''
42+
self.dockChart.addWidget(self.ax_rsi.ax_widget, 2, 0, 1, 1)
4043
self.dockChart.addWidget(self.ax2.ax_widget, 3, 0, 1, 1)
44+
'''
45+
46+
self.interface.dock_rsi.layout.addWidget(self.ax_rsi.ax_widget)
47+
self.interface.dock_stochasticRsi.layout.addWidget(self.ax_stochasticRsi.ax_widget)
48+
self.interface.dock_stochastic.layout.addWidget(self.ax_stochastic.ax_widget)
4149

50+
# Ax Profit & Loss
4251
self.interface.strategyResultsUI.ResultsTabWidget.widget(1).layout().addWidget(self.axPnL.ax_widget)
43-
#self.dockChart.addWidget(self.axPnL.ax_widget, 4, 0, 1, 1)
4452

45-
self.ax1.ax_widget.hide()
46-
self.ax2.ax_widget.hide()
53+
self.ax_rsi.ax_widget.hide()
54+
self.ax_stochasticRsi.ax_widget.hide()
55+
self.ax_stochastic.ax_widget.hide()
4756
self.axPnL.ax_widget.hide()
4857
pass
4958

@@ -319,15 +328,30 @@ def updateChart(self):
319328
self.ichimoku_indicator = ichimoku.Ichimoku(self.data)
320329
self.ichimoku_indicator.draw(self.ax0)
321330

331+
if self.IndRsiActivated:
332+
self.rsi_indicator = rsi.Rsi(self.data)
333+
self.rsi_indicator.draw(self.ax_rsi)
334+
self.ax_rsi.ax_widget.show()
335+
else:
336+
self.ax_rsi.ax_widget.hide()
337+
pass
338+
339+
if self.IndStochasticActivated:
340+
pass
341+
342+
if self.IndStochasticRsiActivated:
343+
pass
344+
345+
if self.IndVolumesActivated:
346+
fplt.volume_ocv(self.data['Open Close Volume'.split()], ax=self.ax0.overlay())
347+
348+
322349
# Finally draw candles
323350
self.drawCandles()
324351

325352
# Draw orders
326353
self.drawOrders()
327354

328-
if self.IndVolumesActivated:
329-
fplt.volume_ocv(self.data['Open Close Volume'.split()], ax=self.ax0.overlay())
330-
331355
# Refresh view : auto zoom
332356
fplt.refresh()
333357

@@ -336,6 +360,15 @@ def updateChart(self):
336360

337361
def setIndicator(self, indicatorName, activated):
338362

363+
if (indicatorName == "Rsi"):
364+
self.IndRsiActivated = activated
365+
366+
if (indicatorName == "Stochastic"):
367+
self.IndStochasticActivated = activated
368+
369+
if (indicatorName == "StochasticRsi"):
370+
self.IndStochasticRsiActivated = activated
371+
339372
if (indicatorName == "Ichimoku"):
340373
self.IndIchimokuActivated = activated
341374

‎indicators/ichimoku.py

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -9,6 +9,7 @@
99
import backtrader as bt
1010
import backtrader.indicators as btind
1111

12+
1213
import pandas as pd
1314

1415
class Ichimoku():

‎indicators/rsi.py

Lines changed: 26 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,26 @@
1+
#!/usr/bin/env python3
2+
import sys
3+
4+
sys.path.append('../finplot')
5+
import finplot as fplt
6+
7+
import backtrader.functions as func
8+
from pyqtgraph.functions import Color
9+
10+
from common import calc_rsi
11+
from common import calc_parabolic_sar
12+
from common import calc_stochastic_oscillator
13+
14+
class Rsi():
15+
16+
def __init__(self, dataFrames, rsi_periods=14):
17+
self.rsi_df = calc_rsi(dataFrames, rsi_periods)
18+
pass
19+
20+
def draw(self, ax, rsi_color = "magenta"):
21+
self.rsi_plot = fplt.plot(self.rsi_df, ax = ax, color=rsi_color, width=1 )
22+
pass
23+
24+
def clear(self):
25+
26+
pass

‎userInterface.py

Lines changed: 52 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -97,8 +97,19 @@ def createDocks(self):
9797
self.dockArea.addDock(self.dock_strategyResultsUI, position='bottom')
9898

9999
# Create Order widget
100-
#self.dock_orders = Dock("Orders", size = (1000, 200), closable = False)
101-
#self.dockArea.addDock(self.dock_orders, position='below', relativeTo=self.dock_trades)
100+
self.dock_rsi = Dock("RSI", size = (1000, 120), closable = False, hideTitle=True)
101+
self.dockArea.addDock(self.dock_rsi, position='bottom', relativeTo=self.dock_chart)
102+
self.dock_rsi.hide()
103+
104+
self.dock_stochastic = Dock("Stochastic", size = (1000, 120), closable = False, hideTitle=True)
105+
self.dockArea.addDock(self.dock_stochastic, position='bottom', relativeTo=self.dock_chart)
106+
self.dock_stochastic.hide()
107+
108+
self.dock_stochasticRsi = Dock("Stochastic Rsi", size = (1000, 120), closable = False, hideTitle=True)
109+
self.dockArea.addDock(self.dock_stochasticRsi, position='bottom', relativeTo=self.dock_chart)
110+
self.dock_stochasticRsi.hide()
111+
112+
102113
#self.dock_trades.raiseDock()
103114

104115
#########
@@ -478,6 +489,30 @@ def createControlPanel(self):
478489
self.ResetPB.toggled.connect(self.resetChart)
479490
layout.addWidget(self.ResetPB)
480491

492+
# RSI
493+
self.RsiPB = QtWidgets.QPushButton(self.panel)
494+
self.RsiPB.setText("RSI")
495+
self.RsiPB.setCheckable(True)
496+
self.RsiPB.setMaximumWidth(100)
497+
self.RsiPB.toggled.connect(self.addRsi)
498+
layout.addWidget(self.RsiPB)
499+
500+
# Stochastic
501+
self.StochasticPB = QtWidgets.QPushButton(self.panel)
502+
self.StochasticPB.setText("Stochastic")
503+
self.StochasticPB.setCheckable(True)
504+
self.StochasticPB.setMaximumWidth(100)
505+
self.StochasticPB.toggled.connect(self.addStochastic)
506+
layout.addWidget(self.StochasticPB)
507+
508+
# Stochastic RSI
509+
self.StochasticRsiPB = QtWidgets.QPushButton(self.panel)
510+
self.StochasticRsiPB.setText("Stochastic RSI")
511+
self.StochasticRsiPB.setCheckable(True)
512+
self.StochasticRsiPB.setMaximumWidth(100)
513+
self.StochasticRsiPB.toggled.connect(self.addStochasticRsi)
514+
layout.addWidget(self.StochasticRsiPB)
515+
481516
# Ichimoku
482517
self.IchimokuPB = QtWidgets.QPushButton(self.panel)
483518
self.IchimokuPB.setText("Ichimoku")
@@ -521,15 +556,28 @@ def resetChart(self):
521556
self.fpltWindow.updateChart()
522557
pass
523558

559+
def addRsi(self):
560+
self.fpltWindow.setIndicator("Rsi", self.RsiPB.isChecked() )
561+
self.dock_rsi.show() if self.RsiPB.isChecked() else self.dock_rsi.hide()
562+
pass
563+
564+
def addStochastic(self):
565+
self.fpltWindow.setIndicator("Stochastic", self.StochasticPB.isChecked() )
566+
self.dock_stochastic.show() if self.StochasticPB.isChecked() else self.dock_stochastic.hide()
567+
pass
568+
569+
def addStochasticRsi(self):
570+
self.fpltWindow.setIndicator("StochasticRsi", self.StochasticRsiPB.isChecked() )
571+
self.dock_stochasticRsi.show() if self.StochasticRsiPB.isChecked() else self.dock_stochasticRsi.hide()
572+
pass
573+
524574
def addIchimoku(self):
525575
self.fpltWindow.setIndicator("Ichimoku", self.IchimokuPB.isChecked() )
526576
pass
527577
def volumes_toggle(self):
528578
self.fpltWindow.setIndicator("Volumes", self.volumesCB.isChecked())
529579
pass
530580

531-
532-
533581
#########
534582
# Obsolete (Strategy results : transcations tab)
535583
#########

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