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8 changed files with 112 additions and 309 deletions

2
deps/dear-implot.hs vendored

@ -1 +1 @@
Subproject commit 2b3810f7927a83c7cf95612497eaeceed56ca5e8
Subproject commit f3d5b63b541d8048568f134403838213c77177e4

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@ -78,18 +78,7 @@ library
TypeSynonymInstances
ViewPatterns
DuplicateRecordFields
ghc-options:
-Wall
-Wcompat
-Widentities
-Wincomplete-record-updates
-Wincomplete-uni-patterns
-Wpartial-fields
-Wredundant-constraints
-Wderiving-defaults
-Wmissing-deriving-strategies
-static
-dynamic-too
ghc-options: -Wall -Wcompat -Widentities -Wincomplete-record-updates -Wincomplete-uni-patterns -Wpartial-fields -Wredundant-constraints -static -dynamic-too
-- include-dirs:
-- deps/dear-implot.hs/implot
-- deps/dear-imgui.hs/imgui
@ -120,7 +109,6 @@ library
, time
, type-iso
, unordered-containers
, vector
default-language: Haskell2010
executable ibhelper-exe

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@ -37,11 +37,11 @@ appFiller app = runRIO app $ withRunInIO $ \run -> do
$ unless (L.null as)
$ switchAccountTo $ L.head as
(Msg_IB_IN (IB_NextValidID i)) -> atomically $ modifyTVar' (nextValidID currentAppData) (const (Just i))
(Msg_IB_IN (IB_ErrorMsg _i _c _m)) -> debugMsg "IB_ErrorMsg not implemented"
(Msg_IB_IN (IB_ErrorMsg i c m)) -> debugMsg "IB_ErrorMsg not implemented"
(Msg_IB_IN (IB_AccountValue k v c n)) -> do
let action = HM.update (\ai -> Just $ ai & accountInfo . accountProperties %~ HM.alter (\old -> Just $ (v,c):filter ((/=c) . snd) (fromMaybe [] old)) k) n
atomically $ modifyTVar' (Types.accounts currentAppData) action
(Msg_IB_IN (IB_AccountUpdateTime _t)) -> debugMsg "IB_AccountUpdateTime not implemented"
(Msg_IB_IN (IB_AccountUpdateTime t)) -> debugMsg "IB_AccountUpdateTime not implemented"
-- (Msg_IB_IN (IB_AccountUpdateTime t)) -> do
-- let action = HM.update (\ai -> Just $ ai & accountInfo . accountLastUpdate %~ const t) n
-- atomically $ modifyTVar' (Types.accounts currentAppData) action
@ -72,8 +72,8 @@ handleTickPrice IB_TickPrice{..} = do
chartVar <- (HM.!s) <$> liftIO (readTVarIO charts)
case tickType of
IBTickType_Last_Price -> do
t <- utcTimeToSeconds <$> liftIO getCurrentTime
let cp = ChartPoint (TimePoint t) price (fromIntegral size) []
t <- utctDayTime <$> liftIO getCurrentTime
let cp = ChartPoint (TimePoint $ fromInteger. (`div` 1000000000000) . diffTimeToPicoseconds $ t) price size []
liftIO $ atomically $ modifyTVar chartVar (\c@Chart{..} -> c { chartData = chartData |> cp, chartDirty = True})
_ -> return ()
handleTickPrice _ = error "impossible"

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@ -3,39 +3,32 @@
{-# LANGUAGE DerivingVia #-}
{-# LANGUAGE TupleSections #-}
{-# OPTIONS_GHC -Wno-unrecognised-pragmas #-}
module Chart (newChart
, FillerException(..)
, getUpdatedChartCache
, getChunkedDay
, timePointToIndex
, indexToTimePoint
) where
module Chart (newChart, FillerException(..), getUpdatedChartCache) where
import Import
import Control.Concurrent (forkIO)
import Control.Monad.Extra (ifM)
import Data.Aeson (eitherDecodeFileStrict')
import Data.FingerTree (FingerTree)
import Data.Time.Calendar (Day(..))
import Data.Time.Clock
import Data.Maybe (fromJust)
import RIO.FilePath
import RIO.List
import RIO.List.Partial
import qualified Data.FingerTree as FT
import RIO.FilePath
import Data.Time.Calendar (Day(..))
import Data.FingerTree (FingerTree)
import Control.Concurrent (forkIO)
import Control.Monad.Extra (ifM)
import qualified RIO.ByteString as BS
-- import Control.Exception
import qualified Data.HashMap.Strict as HM
import qualified Data.List as L
import qualified Data.FingerTree as FT
import qualified Data.Text as T
import qualified Data.Vector.Storable as VS
--import qualified Debug.Trace as D
import qualified Debug.Trace as D
data FillerException = QuitFiller
deriving stock Show
deriving Show
instance Exception FillerException
--deriving via Integer instance Hashable Day
newChart :: IBContract -> RIO App ()
newChart contract = do
app <- ask
@ -46,8 +39,6 @@ newChart contract = do
unless (sym `HM.member` hm) $ do
today <- liftIO getCurrentDay :: RIO App Day
(cacheErrors, cacheData) <- do
ifM (fmap not $ liftIO $ doesDirectoryExist $ "cache" </> show con)
(return $ (["no data-chache found for " <> show con], [])) $ do
files <- liftIO $ listDirectory $ "cache" </> show con
res <- forM files $ \cacheFileName -> do
let fname = "cache" </> show con </> cacheFileName
@ -60,15 +51,7 @@ newChart contract = do
unless (null unknownDates) $ logError $ display $ T.pack $ show (length unknownDates) <> " files had no parsable Date."
let cacheData'' :: HashMap Day (FingerTree TimePoint ChartPoint) = HM.fromList $ bimap (fromMaybe today) FT.fromList <$> cacheData'
logError $ displayShow $ HM.keys cacheData''
c <- liftIO $ newTVarIO $ Chart con
(fromMaybe FT.empty $ cacheData'' HM.!? today)
(HM.delete today cacheData'')
undefined
defChartSettings
defChartCacheSettings
(emptyChartCacheData defChartCacheSettings)
Nothing
False
c <- liftIO $ newTVarIO $ Chart con (fromMaybe FT.empty $ cacheData'' HM.!? today) (HM.delete today cacheData'') undefined defChartSettings [] Nothing False
tid <- liftIO $ forkIO $ fillChart app contract c
liftIO $ atomically $ do
modifyTVar' c (\Chart{..} -> let fillerThread = tid in Chart{..})
@ -84,7 +67,7 @@ fillChart app contract cVar = runRIO app $ do
let cancelSubscription = liftIO $ atomically $ do
modifyTVar tickerMapVar (HM.delete tickerId)
-- TODO: send cancel-request
let sendQ = twsConnectionSend . twsConnectionRefs . appRefs $ app
let sendQ = twsConnectionSend $ twsConnectionRefs $ appRefs $ app
liftIO $ atomically $ do
modifyTVar tickerMapVar (HM.insert tickerId sym)
writeTQueue sendQ $ Msg_IB_OUT $ IB_RequestMktData tickerId contract "233" False False
@ -93,14 +76,18 @@ fillChart app contract cVar = runRIO app $ do
-- chart dirty? set clean & begin work
c <- liftIO (readTVarIO cVar)
when (chartDirty c) $ do
liftIO $ atomically $ modifyTVar cVar (\c' -> c' { chartDirty = False })
(lUpdate, cachePoints) <- getUpdatedChartCache c Nothing
liftIO $ atomically $ modifyTVar cVar (\c' -> c' { chartCache = cachePoints, lastCacheUpdate = lUpdate })
liftIO $ atomically $ modifyTVar cVar (\c -> c { chartDirty = False })
let (lUpdate, cachePoints) = getUpdatedChartCache c Nothing
liftIO $ atomically $ modifyTVar cVar (\c -> c { chartCache = cachePoints, lastCacheUpdate = lUpdate })
return ()
threadDelay 1000000 -- sleep 5 seconds
chunkChart :: Int -> Int -> Int -> FingerTree TimePoint ChartPoint -> [(TimePoint,[ChartPoint])]
chunkChart from until range tree = go from range interval
getUpdatedChartCache :: Chart -> Maybe ChartSettings -> (Maybe TimePoint, [ChartPoint])
getUpdatedChartCache Chart{..} chartSettings' = (lUpdate, takeWhile (\ChartPoint{..} -> (\(TimePoint x) -> x < cacheUpdateStart) timeOfDay) chartCache <> map toCachePoint chunkedChart)
where (TimePoint cacheUpdateStart) = fromMaybe (TimePoint 0) Nothing -- TODO: lastCacheUpdate
cacheUpdateEnd = 86400
chunkChart :: Int -> Int -> Int -> FingerTree TimePoint ChartPoint -> [(TimePoint,[ChartPoint])]
chunkChart from until range tree = go from range interval
where
lastItem = case FT.viewr interval of
FT.EmptyR -> until
@ -112,135 +99,17 @@ chunkChart from until range tree = go from range interval
| f+i >= lastItem = [(TimePoint (f+i), toList t)]
| otherwise = let (a, b) = FT.split (\(TimePoint x) -> x > f+i) t
in (TimePoint (f+i),toList a) : go (f+i) i b
toCachePoint :: (TimePoint,[ChartPoint]) -> ChartPoint
toCachePoint (t,[]) = ChartPoint t (-1) 0 []
toCachePoint (t,as) = ChartPoint t m vol [OLHC o l h c]
chunkedChart = chunkChart cacheUpdateStart cacheUpdateEnd (chartResolution $ fromMaybe chartSettings chartSettings') chartData
lUpdate = fmap fst . lastMaybe $ chunkedChart
toCachePoint :: (TimePoint,[ChartPoint]) -> ChartPoint
toCachePoint (t,[]) = ChartPoint t (-1) 0 []
toCachePoint (t,as) = ChartPoint t m vol [OLHC o l h c]
where
vol = sum $ pointVolume <$> as
vol = sum $ volume <$> as
as' = pointValue <$> as
ms' = sum $ (\x -> pointValue x * pointVolume x) <$> as
m = ms' / vol
ms' = sum $ (\x -> pointValue x * fromIntegral (volume x)) <$> as
m = ms' / fromIntegral vol
o = head as'
c = last as'
l = minimum as'
h = maximum as'
getUpdatedChartCache :: Chart -> Maybe ChartCacheSettings -> RIO App (Maybe TimePoint, ChartCacheData)
getUpdatedChartCache Chart{..} chartCacheSettings' = do
let ChartCacheSettings cRes cTicks = fromMaybe chartCacheSettings chartCacheSettings'
now <- liftIO getCurrentTime
-- - recalculate cacheUpdateStart & cacheUpdateEnd
let cacheUpdateEnd = ((utcTimeToSeconds now + cRes) `div` cRes) * cRes
cacheUpdateStart = cacheUpdateEnd - (cRes * cTicks)
ChartCacheData ccData ccAxis ccRange ccFill = chartCache
chunks = case ccFill of
Nothing -> [(cacheUpdateStart, cacheUpdateEnd)]
Just (mi, ma) -> if
-- Interval mi-ma already updated. get remaining intervals
-- mi ma cUS cUE
| ma < cacheUpdateStart -> [(cacheUpdateStart, cacheUpdateEnd)]
-- mi? cUS mi? ma cUE -> [ma,cUE] + rest
| ma < cacheUpdateEnd -> [(ma,cacheUpdateEnd)] <> if
-- cUS mi ma
| mi > cacheUpdateStart -> [(cacheUpdateStart, mi)]
| otherwise -> []
| otherwise -> []
-- - chunk them with chunhChart
chunkedChart = L.filter (not . null . snd) $ L.concat $ for chunks $ \(start, end) -> chunkChart (min 0 start) end cRes chartData
lUpdate = cacheUpdateEnd - cRes
-- - calculate Range and need for shift
shiftNeccessary = case ccRange of
Nothing -> False
Just (_,ma) -> cacheUpdateEnd > ma
(newRange, shiftInterval) = if not shiftNeccessary && isJust ccRange then (fromJust ccRange, 0) else
let interval = cTicks `div` 20 :: Int
iTo = ((cacheUpdateEnd + cRes * interval) `div` (cRes * interval)) * (cRes * interval)
iFrom = iTo - 20 * (cRes * interval)
in ((iFrom,iTo), interval)
ccAxis' = if not shiftNeccessary && isJust ccRange then ccAxis
else VS.enumFromStepN (fromIntegral $ fst newRange) (fromIntegral cRes) cTicks
logDebug $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate)
-- create data for updates
let timePointToIndex' :: TimePoint -> Int
timePointToIndex' = timePointToIndex (Just $ ChartCacheSettings cRes cTicks) newRange
let indexToTimePoint' :: Int -> TimePoint
indexToTimePoint' = indexToTimePoint (Just $ ChartCacheSettings cRes cTicks) newRange
-- fold instead of map, so we can carry over cached calculatinos from element to element (for i.e. ema/sma)
let (!foldedData,_,_) = foldl' folder ([], ChartPoint 0 0 0 [], mempty) chunkedChart
folder :: ([(Int, ChartPoint)], ChartPoint, HM.HashMap Int [Float]) -> (TimePoint, [ChartPoint]) -> ([(Int, ChartPoint)], ChartPoint, HM.HashMap Int [Float])
folder old (_,[]) = old
folder (acc, lastPoint, smaMap) (tp,cdata) = ((timePointToIndex' tp, cp):acc, cp, foldl' (.) id smaUpdates smaMap)
where
cp = ChartPoint tp m vol studies
(studies, smaUpdates) = unzip $ catMaybes $ (chartStudySettings chartSettings :: [ChartStudyType]) <&> \case
ChartStudyTypeOpen -> Just (OLHC o l h c, id)
ChartStudyTypeHigh -> Nothing
ChartStudyTypeLow -> Nothing
ChartStudyTypeClose -> Nothing
ChartStudyTypeDirect -> Nothing
ChartStudyTypeSMA w -> Nothing --TODO: fixme #13, do the calculation & use data inside smaMap and return (SMA x y, smaUpdate)
ChartStudyTypeVolume -> Just (Volume vol, id)
vol = sum $ pointVolume <$> cdata
as' = pointValue <$> cdata
ms' = sum $ (\x -> pointValue x * pointVolume x) <$> cdata
m = ms' / vol
o = head as'
c = last as'
l = minimum as'
h = maximum as'
-- plan the actual work
updates = chartStudySettings chartSettings <&> \cs ->
-- check if thing is in hashmap
let vec = case ccData HM.!? cs of
Nothing -> VS.replicate cTicks 0
Just a -> a
-- shift if neccessary
vec' = if shiftNeccessary && cs `HM.member` ccData then
-- TODO: unsafeSlice && unsafeUpdate_ - see #16
let sliceLength = VS.length vec - shiftInterval
in VS.update_ vec (VS.enumFromN 0 sliceLength) (VS.slice shiftInterval sliceLength vec)
else
vec
-- NOW:
-- newRange is (rangeFrom, rangeTo) in seconds with 0 being last midnight
-- vec' has that range mapped to indices [0,cTicks-1] with every cRes being one time-slice
-- everything in the chunkedChart-list has to be inserted if in range using the same time-notation like the range
-- (hint: chunkedChart is (time, [data]), with time being the point at the end of each contained interval)
findOLHC as = fromJust $ find (\case OLHC{} -> True; _ -> False) as
findVolume as = fromJust $ find (\case Volume{} -> True; _ -> False) as
in case cs of
ChartStudyTypeDirect -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ x _ _) -> (i,x)) <$> foldedData))
ChartStudyTypeOpen -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,olhc_open $ findOLHC s)) <$> foldedData))
ChartStudyTypeLow -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,olhc_low $ findOLHC s)) <$> foldedData))
ChartStudyTypeHigh -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,olhc_high $ findOLHC s)) <$> foldedData))
ChartStudyTypeClose -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,olhc_close $ findOLHC s)) <$> foldedData))
ChartStudyTypeSMA x -> id --TODO: implement #13
ChartStudyTypeVolume -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,volume $ findVolume s)) <$> foldedData))
let ccData' = foldl' (.) id updates ccData
-- logInfo $ displayShow chartCache
-- logInfo $ displayShow (cacheUpdateStart, cacheUpdateEnd)
-- logInfo $ displayShow (newRange, chunkedChart)
let ma = timePointToIndex' $ TimePoint lUpdate
mi = fromMaybe ma $ fst <$> ccFill
return (Just $ TimePoint lUpdate, ChartCacheData ccData' ccAxis' (Just newRange) (Just $ (mi, timePointToIndex' $ TimePoint lUpdate)))
getChunkedDay :: Chart -> Maybe Int -> (Maybe TimePoint, [ChartPoint])
getChunkedDay Chart{..} chunkResolution = (lUpdate, toCachePoint <$> chunkedData)
where
chunkedData = chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData
lUpdate = fmap fst . lastMaybe $ chunkedData
indexToTimePoint :: Maybe ChartCacheSettings -> (Int, Int) -> Int -> TimePoint
indexToTimePoint ccs (rFrom, rTo) i = TimePoint $ rFrom + i*cRes
where
ChartCacheSettings cRes _ = fromMaybe defChartCacheSettings ccs
timePointToIndex :: Maybe ChartCacheSettings -> (Int, Int) -> TimePoint -> Int
timePointToIndex ccs (rFrom, rTo) (TimePoint p) = if
| p < rFrom || p > rTo -> error $ "timePointToIndex " <> show ((cRes, cTicks),(rFrom, rTo),TimePoint p) <> ": " <> show p <> " out of range."
| result < 0 || result >= cTicks -> error $ "timePointToIndex " <> show ((cRes, cTicks),(rFrom, rTo),TimePoint p) <> ": " <> show result <> " is invalid index"
| otherwise -> result
where
ChartCacheSettings cRes cTicks = fromMaybe defChartCacheSettings ccs
result = (p - rFrom) `div` cRes

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@ -44,8 +44,7 @@ toBS (IBBool False) = "0"--BS.pack [0,0,0,0] -- bool == 32-bit int in IB
newtype IBGenericMessage = IBGenericMessage
{ fields :: [IBTypes]
} deriving stock (Show)
deriving newtype (Eq)
} deriving (Show, Eq)
instance Binary IBGenericMessage where
put (IBGenericMessage f) = do

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@ -10,7 +10,6 @@ module Import
, ppShow'
, getCurrentDay
, switchAccountTo
, utcTimeToSeconds
) where
import RIO
@ -45,6 +44,3 @@ switchAccountTo a = do
liftIO $ atomically $ writeTQueue sendQ $ Msg_IB_OUT $ IB_RequestAccountData True a
-- finally change
liftIO $ atomically $ modifyTVar' (currentAccount refs') (const $ Just a)
utcTimeToSeconds :: UTCTime -> Int
utcTimeToSeconds = fromInteger . (`div` ((10 :: Integer)^(12 :: Integer))) . diffTimeToPicoseconds . utctDayTime

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@ -4,26 +4,27 @@
module Run (run) where
import Import
import Types
import Chart
import Types
import Control.Concurrent
import Data.Aeson (encodeFile)
import Data.Bits
import Data.FingerTree (ViewL(..), ViewR(..), viewl, viewr, split, FingerTree)
import Data.Maybe (fromJust)
import Data.Time.Clock
import Data.Tuple.Extra
import DearImGui
import DearImGui.OpenGL3
import DearImGui.Plot
import DearImGui.OpenGL3
import DearImGui.SDL
import Data.Time.Clock
import Graphics.GL
import SDL
--import Data.StateVar
import qualified Data.Text as T
import qualified Data.List as L
import qualified Data.HashMap.Strict as HM
import qualified Data.Vector.Storable as VS
--import qualified Data.FingerTree as FT
import IBClient.Connection
import Import (Chart(chartContractID))
run :: RIO App ()
run = do
@ -51,13 +52,13 @@ shutdownApp = do
-- save cached data
liftIO $ unlessM (doesDirectoryExist "cache") $ createDirectory "cache"
charts <- liftIO . readTVarIO . appCharts $ refs
forM_ (HM.toList charts) $ \(_symbol,tc) -> do
forM_ (HM.toList charts) $ \(symbol,tc) -> do
c@Chart{..} <- liftIO . readTVarIO $ tc
today <- liftIO $ utctDay <$> getCurrentTime
liftIO $ unlessM (doesDirectoryExist $ "cache/" <> show chartContractID) $ createDirectory $ "cache/" <> show chartContractID
let (_, chartData') = getChunkedDay c (Just 5)
let (_, chartData') = getUpdatedChartCache c (Just $ ChartSettings 5 Nothing Nothing)
newData = HM.toList
. fmap (filter (\ChartPoint{..} -> 0 /= pointVolume))
. fmap (filter (\ChartPoint{..} -> 0 /= volume))
. HM.alter (Just . maybe chartData' (<>chartData')) today
. fmap toList
$ chartHistData
@ -164,7 +165,7 @@ renderLoop = do
tableSetupColumn "AVG"
tableSetupColumn "Market Value"
tableHeadersRow
forM_ ((accs HM.! aid) ^.. accountPortfolio . traverse) $ \(IBPortfolioValue c p mp mv _ac up rp) ->
forM_ ((accs HM.! aid) ^.. accountPortfolio . traverse) $ \(IBPortfolioValue c p mp mv ac up rp) ->
do
tableNextRow
tableNextColumn $ text $ localSymbol c
@ -202,7 +203,7 @@ renderLoop = do
when mustSort $ liftIO $ pPrint sortSpecs
tableHeadersRow
lResult <- readTVarIO $ symbolLookupResults data'
forM_ lResult $ \IBSymbolSample{..} -> do
forM_ lResult $ \contract@IBSymbolSample{..} -> do
let popupName = fromString $ "SymbolAction"<>show _symbolId
withPopup popupName $ \isPopupOpen -> do
when isPopupOpen $ do
@ -231,17 +232,9 @@ renderLoop = do
(_ :> ChartPoint{..}) -> text $ fromString $ "Last: " <> show pointValue <> "\nTime: " <> show timeOfDay
withPlot "Test" $ do
-- TODO: set axes
-- let (x,y) = L.unzip $ (\ChartPoint{..} -> (fromIntegral timeOfDay,pointValue)) <$> chartCache
setupAxisLimits (both fromIntegral $ fromMaybe (0,86400) $ chartCacheCurrent chartCache) (-100,2500) Nothing
let ChartCacheSettings _ cTicks = chartCacheSettings
(f, t) = fromMaybe (0, cTicks) $ chartCacheFilledTo chartCache
direct = chartCacheData chartCache HM.!? ChartStudyTypeDirect
x = chartCacheAxis chartCache
-- t-f == 0 means there is still 1 point in it. VS.slice takes number of points as second argument. Add 1!
-- dataSlice = VS.slice f (t-f+1)
dataSliceLine = if t-f < 1 then VS.slice (max 0 $ f-1) 2 else VS.slice f (t-f+1) -- need at least 2 points to make a line... duh!
when (isJust direct) $ do
plotLine (T.unpack symbol) (dataSliceLine x) (dataSliceLine $ fromJust direct)
let (x,y) = L.unzip $ (\ChartPoint{..} -> (fromIntegral timeOfDay,pointValue)) <$> chartCache
plotLine (T.unpack symbol) x y
return ()
return ()

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@ -24,7 +24,6 @@ import RIO
import RIO.Process
import Lens.Micro.TH
import qualified Data.Text as T
import qualified Data.Vector.Storable as VS
import IBClient.Types
@ -36,8 +35,7 @@ data Options = Options
data WindowParams = WindowParams
{ _windowWidth :: Int
, _windowHeight :: Int
} deriving stock (Show, Generic)
deriving anyclass (FromJSON, ToJSON)
} deriving (Show, Generic, FromJSON, ToJSON)
instance Default WindowParams where
def = WindowParams 1024 768
@ -45,8 +43,7 @@ instance Default WindowParams where
data TWSConnection = TWSConnection
{ _host :: Text
, _port :: Text
} deriving stock (Show, Generic)
deriving anyclass (FromJSON, ToJSON)
} deriving (Show, Generic, FromJSON, ToJSON)
instance Default TWSConnection where
def = TWSConnection "127.0.0.1" "7497"
@ -70,8 +67,7 @@ data Settings = Settings
{ _windowParams :: WindowParams
, _twsConnection :: TWSConnection
, _logLevel :: LogLevel
} deriving stock (Show, Generic)
deriving anyclass (FromJSON, ToJSON)
} deriving (Show, Generic, FromJSON, ToJSON)
makeLenses ''WindowParams
makeLenses ''TWSConnection
@ -83,7 +79,7 @@ instance Default Settings where
data TWSConnectionStatus = TWSDisconnected
| TWSConnecting
| TWSConnected
deriving stock (Show, Eq, Enum, Bounded)
deriving (Show, Eq, Enum, Bounded)
data TWSConnectionRefs = TWSConnectionRefs
{ twsConnectionRefsHost :: TVar Text
@ -118,14 +114,14 @@ data IBAccount = IBAccount
{ _accountInfo :: IBAccountInfo
, _accountPortfolio :: [IBPortfolioValue]
, _accountStrategies :: [IBAccountStrategy]
} deriving stock (Show, Eq)
} deriving (Show, Eq)
data IBAccountInfo = IBAccountInfo
{ _accountName :: Text
, _accountProperties :: HashMap Text [(Text, Text)] -- (value, currency)
, _accountLastUpdate :: Text
} deriving stock (Show, Eq)
} deriving (Show, Eq)
data IBPortfolioValue = IBPortfolioValue
{ _contract :: IBContract
@ -135,11 +131,10 @@ data IBPortfolioValue = IBPortfolioValue
, _averageCost :: Float
, _unrealizedPNL :: Float
, _realizedPNL :: Float
} deriving stock (Show, Eq)
} deriving (Show, Eq)
newtype IBAccountStrategy = IBAccountStrategy [Int] -- Int -> contract-id for this strategy
deriving stock (Show)
deriving newtype (Eq)
deriving (Show, Eq)
data IBSymbolSample = IBSymbolSample
{ _symbolId :: Int
@ -148,7 +143,7 @@ data IBSymbolSample = IBSymbolSample
, _primaryExchange :: Text
, _currency :: Text
, _derivatives :: [Text]
} deriving stock (Show, Eq)
} deriving (Show, Eq)
makeLenses ''IBAccountStrategy
makeLenses ''IBAccountInfo
@ -158,90 +153,53 @@ data ChartSettings = ChartSettings
{ chartResolution :: Int
, chartStart :: Maybe UTCTime
, chartEnd :: Maybe UTCTime
, chartStudySettings :: [ChartStudyType]
} deriving stock (Show, Eq)
} deriving (Show, Eq)
defChartSettings :: ChartSettings
defChartSettings = ChartSettings 60 Nothing Nothing [ChartStudyTypeDirect]
defChartSettings = ChartSettings 60 Nothing Nothing
updateChartStudySettings :: Chart -> [ChartStudyType] -> Chart
updateChartStudySettings Chart{..} s =
let chartSettings = chartSettings { chartStudySettings = [] }
chartCache = emptyChartCacheData chartCacheSettings
lastCacheUpdate = Nothing
in Chart{..}
-- | Settings for Chart-cache.
-- data TimeWindow = TimeWindow
-- { begin :: Int
-- , end :: Int
-- } deriving (Show, Eq)
--
-- History and Resolution yield 1 day by default. Do not increase over 5000 as memery-consumption explodes!
-- Think of it as timePlotted = candleWidth * numberOfCandles
-- instance Semigroup TimeWindow where
-- (TimeWindow a b) <> (TimeWindow x y) = TimeWindow (min a x) (max b y)
--
-- chartCacheHistory should be a multiple of 20 as there often is 5% buffer in various caches and this
-- fills the caches more optimally
data ChartCacheSettings = ChartCacheSettings
{ chartCacheResolution :: Int
, chartCacheHistory :: Int
} deriving stock (Show, Eq)
defChartCacheSettings :: ChartCacheSettings
defChartCacheSettings = ChartCacheSettings 60 1440
-- instance Monoid TimeWindow where
-- mempty = TimeWindow 0 86400
-- TODO: TimePointFloat? or only 1 entry per second?
newtype TimePoint = TimePoint Int
deriving stock (Generic)
deriving newtype (Show, Eq, Enum, Real, Ord, Num, Integral, FromJSON, ToJSON)
deriving (Eq, Generic)
deriving newtype (Show, Enum, Real, Ord, Num, Integral, FromJSON, ToJSON)
deriving (Semigroup, Monoid) via (Max Int)
data ChartStudies = SMA { window :: Int, value :: Float }
| OLHC { olhc_open :: Float, olhc_low :: Float, olhc_high :: Float, olhc_close :: Float}
| Volume { volume :: Float }
deriving stock (Show, Eq, Generic)
deriving anyclass (FromJSON, ToJSON)
deriving (Show, Eq, Generic, FromJSON, ToJSON)
data ChartPoint = ChartPoint
{ timeOfDay :: TimePoint
, pointValue :: Float
, pointVolume :: Float
, volume :: Int
, pointExtra :: [ChartStudies]
} deriving stock (Show, Eq, Generic)
deriving anyclass (FromJSON, ToJSON)
} deriving (Show, Eq, Generic, FromJSON, ToJSON)
instance Measured TimePoint ChartPoint where
measure = timeOfDay
-- | Tick-based data
data ChartStudyType = ChartStudyTypeDirect
| ChartStudyTypeSMA Int
| ChartStudyTypeOpen
| ChartStudyTypeLow
| ChartStudyTypeHigh
| ChartStudyTypeClose
| ChartStudyTypeVolume
deriving stock (Show, Eq, Generic)
deriving anyclass (Hashable)
data ChartCacheData = ChartCacheData
{ chartCacheData :: HashMap ChartStudyType (VS.Vector Float)
, chartCacheAxis :: VS.Vector Float
, chartCacheCurrent :: Maybe (Int,Int) -- ^ in number of TimePoint, negative meaning "before today"
, chartCacheFilledTo :: Maybe (Int,Int) -- ^ in index into the vectors given range of "Current"
} deriving stock (Show, Eq)
emptyChartCacheData :: ChartCacheSettings -> ChartCacheData
emptyChartCacheData ChartCacheSettings{..} = ChartCacheData mempty (VS.replicate chartCacheHistory 0) Nothing Nothing
data Chart = Chart
{ chartContractID :: Int
, chartData :: FingerTree TimePoint ChartPoint -- ^ raw data (time & sale)
, chartHistData :: HashMap Day (FingerTree TimePoint ChartPoint) -- ^ raw data (time & sale)
, fillerThread :: ThreadId
, chartSettings :: ChartSettings
, chartCacheSettings :: ChartCacheSettings
, chartCache :: ChartCacheData -- ^ cache for drawing with all pointExtra filled out and sampled according to 'chartSettings'
, chartCache :: [ChartPoint] -- ^ cache for drawing with all pointExtra filled out and sampled according to 'chartSettings'
, lastCacheUpdate :: Maybe TimePoint
, chartDirty :: Bool
} deriving stock (Show, Eq)
} deriving (Show, Eq)
newtype InjetiveGettable a b = InjetiveGettable
{ gettable :: TVar a