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Author | SHA1 | Date | |
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7a337d0a6a | |||
783d47e190 | |||
caf588201c | |||
32ec058e6b |
2
deps/dear-implot.hs
vendored
2
deps/dear-implot.hs
vendored
Submodule deps/dear-implot.hs updated: 2b3810f792...2998707915
@ -99,7 +99,7 @@ library
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build-depends:
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StateVar
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, aeson
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, base >=4.11 && <10
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, base >=4.11
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, binary
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, bytestring
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, data-default
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@ -107,6 +107,7 @@ library
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, dear-implot
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, directory
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, fingertree
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, generic-data
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, gl
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, managed
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, microlens-th
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@ -175,7 +176,7 @@ executable ibhelper-exe
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build-depends:
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StateVar
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, aeson
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, base >=4.11 && <10
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, base >=4.11
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, binary
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, bytestring
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, data-default
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@ -256,7 +257,7 @@ test-suite ibhelper-test
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build-depends:
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StateVar
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, aeson
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, base >=4.11 && <10
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, base >=4.11
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, binary
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, bytestring
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, data-default
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|
@ -1,5 +1,5 @@
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{-# LANGUAGE DuplicateRecordFields #-}
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{-# LANGUAGE TypeApplications #-}
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{-# LANGUAGE OverloadedRecordDot #-}
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module AppFiller where
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import Import
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@ -46,10 +46,9 @@ appFiller app = runRIO app $ withRunInIO $ \run -> do
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-- let action = HM.update (\ai -> Just $ ai & accountInfo . accountLastUpdate %~ const t) n
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-- atomically $ modifyTVar' (Types.accounts currentAppData) action
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(Msg_IB_IN (IB_PortfolioValue c p mp mv ac u r n)) -> do
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let cid = conId :: IBContract -> Int
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updateAction (a@IBPortfolioValue{..}:as)
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| cid _contract == cid c = IBPortfolioValue c p mp mv ac u r:as
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| otherwise = a:updateAction as
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let updateAction (a:as)
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| a._contract.conId == c.conId = IBPortfolioValue c p mp mv ac u r:as
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| otherwise = a:updateAction as
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updateAction [] = [IBPortfolioValue c p mp mv ac u r]
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action = HM.update (\ai -> Just $ ai & accountPortfolio %~ updateAction) n
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atomically $ modifyTVar' (Types.accounts currentAppData) action
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@ -73,7 +72,8 @@ handleTickPrice IB_TickPrice{..} = do
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case tickType of
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IBTickType_Last_Price -> do
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t <- utcTimeToSeconds <$> liftIO getCurrentTime
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let cp = ChartPoint (TimePoint t) price (fromIntegral size) []
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let cp = ChartPoint (TimeInterval t t) price (fromIntegral size) []
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logDebug $ displayShow ("added point", cp)
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liftIO $ atomically $ modifyTVar chartVar (\c@Chart{..} -> c { chartData = chartData |> cp, chartDirty = True})
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_ -> return ()
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handleTickPrice _ = error "impossible"
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|
237
src/Chart.hs
237
src/Chart.hs
@ -1,5 +1,6 @@
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{-# LANGUAGE NoImplicitPrelude #-}
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{-# LANGUAGE OverloadedStrings #-}
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{-# LANGUAGE OverloadedRecordDot #-}
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{-# LANGUAGE DerivingVia #-}
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{-# LANGUAGE TupleSections #-}
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{-# OPTIONS_GHC -Wno-unrecognised-pragmas #-}
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@ -29,7 +30,7 @@ import qualified Data.List as L
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import qualified Data.Text as T
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import qualified Data.Vector.Storable as VS
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--import qualified Debug.Trace as D
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-- import qualified Debug.Trace as D
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data FillerException = QuitFiller
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deriving stock Show
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@ -39,15 +40,15 @@ instance Exception FillerException
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newChart :: IBContract -> RIO App ()
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newChart contract = do
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app <- ask
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let sym = (symbol :: IBContract -> Text) contract
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con = (conId :: IBContract -> Int) contract
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let sym = contract.symbol
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con = contract.conId
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hmVar = appCharts . appRefs $ app
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hm <- liftIO . readTVarIO $ hmVar
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unless (sym `HM.member` hm) $ do
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today <- liftIO getCurrentDay :: RIO App Day
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(cacheErrors, cacheData) <- do
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ifM (fmap not $ liftIO $ doesDirectoryExist $ "cache" </> show con)
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(return $ (["no data-chache found for " <> show con], [])) $ do
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(return (["no data-chache found for " <> show con], [])) $ do
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files <- liftIO $ listDirectory $ "cache" </> show con
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res <- forM files $ \cacheFileName -> do
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let fname = "cache" </> show con </> cacheFileName
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@ -58,8 +59,9 @@ newChart contract = do
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unless (null cacheErrors) $ forM_ cacheErrors $ \err -> logError (displayShow err)
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let (unknownDates, cacheData') = partition (isNothing . fst) cacheData
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unless (null unknownDates) $ logError $ display $ T.pack $ show (length unknownDates) <> " files had no parsable Date."
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let cacheData'' :: HashMap Day (FingerTree TimePoint ChartPoint) = HM.fromList $ bimap (fromMaybe today) FT.fromList <$> cacheData'
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let cacheData'' :: HashMap Day (FingerTree TimeInterval ChartPoint) = HM.fromList $ bimap (fromMaybe today) (FT.fromList . L.sortOn (intervalFrom . timeOfDay)) <$> cacheData'
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logError $ displayShow $ HM.keys cacheData''
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logInfo $ displayShow(fromMaybe FT.empty $ cacheData'' HM.!? today)
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c <- liftIO $ newTVarIO $ Chart con
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(fromMaybe FT.empty $ cacheData'' HM.!? today)
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(HM.delete today cacheData'')
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@ -76,8 +78,8 @@ newChart contract = do
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fillChart :: App -> IBContract -> TVar Chart -> IO ()
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fillChart app contract cVar = runRIO app $ do
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let sym = (symbol :: IBContract -> Text) contract
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(tickerMapVar :: TVar (HashMap Int Text)) <- tickerIdToSymbol. appRefs <$> ask
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let sym = contract.symbol
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(tickerMapVar :: TVar (HashMap Int Text)) <- tickerIdToSymbol . appRefs <$> ask
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alreadyAdded <- (sym `elem`) . HM.elems <$> liftIO (readTVarIO tickerMapVar)
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unless alreadyAdded $ do
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tickerId <- (+1) . foldl' max 1000 . HM.keys <$> liftIO (readTVarIO tickerMapVar)
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@ -96,84 +98,58 @@ fillChart app contract cVar = runRIO app $ do
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liftIO $ atomically $ modifyTVar cVar (\c' -> c' { chartDirty = False })
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(lUpdate, cachePoints) <- getUpdatedChartCache c Nothing
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liftIO $ atomically $ modifyTVar cVar (\c' -> c' { chartCache = cachePoints, lastCacheUpdate = lUpdate })
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return ()
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threadDelay 1000000 -- sleep 5 seconds
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chunkChart :: Int -> Int -> Int -> FingerTree TimePoint ChartPoint -> [(TimePoint,[ChartPoint])]
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chunkChart from until range tree = go from range interval
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chunkChart :: Int -> Int -> Int -> FingerTree TimeInterval ChartPoint -> [(TimeInterval,[ChartPoint])]
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chunkChart from until ticks tree = go from ticks interval
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where
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lastItem = case FT.viewr interval of
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FT.EmptyR -> until
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(_ FT.:> ChartPoint{..}) -> (\(TimePoint x) -> x) timeOfDay
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interval = FT.takeUntil (\(TimePoint x) -> x > until)
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. FT.dropUntil (\(TimePoint x) -> x > from)
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traceShowCommentId' s a = a -- traceShowCommentId s a
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traceShowComment' s a b = b -- traceShowComment s a b
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interval = FT.takeUntil (\(TimeInterval x y) -> x > until)
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. FT.dropUntil (\(TimeInterval x y) -> x >= from || (x <= from && y <= until && y >= from))
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$ tree
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go f i t
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| f+i >= lastItem = [(TimePoint (f+i), toList t)]
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| otherwise = let (a, b) = FT.split (\(TimePoint x) -> x > f+i) t
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in (TimePoint (f+i),toList a) : go (f+i) i b
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| f >= until = traceShowCommentId' "nosplit OverNow" []
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| otherwise = let searchpred start@(TimeInterval x y) end@(TimeInterval a b)
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| start == mempty = False
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| end == mempty = True
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| otherwise = traceShowComment' "search" (f, x, start, end) $ f+i <= x || f+2*i <= y
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in case FT.search searchpred t
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of pos@(FT.Position l x@(ChartPoint{..}) r)
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| l == mempty && r == mempty && (timeIntervalBegin timeOfDay) < f+i-1 -> (traceShowCommentId' "only 1 left" $ (TimeInterval f (f+i-1), [x])) : go (f+i) i mempty
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| l == mempty -> (traceShowComment' ("empty (" <> show f <> "," <> show (f+i) <> ")") x (TimeInterval f (f+i-1), [])) : go (f+i) i (x FT.<| r)
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| otherwise -> (traceShowComment' ("split (" <> show f <> "," <> show (f+i) <> ")") pos (FT.measure l,toList l)) : traceShowComment' "recursive call with " (f+i, i, x FT.<| r) (go (f+i) i (x FT.<| r))
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x -> if FT.measure t == mempty then (TimeInterval f (f+i-1), []) : go (f+i) i t else traceShowCommentId' ("nosplit EndOfTree - "<> show x) [(FT.measure t, toList t)]
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toCachePoint :: (TimePoint,[ChartPoint]) -> ChartPoint
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toCachePoint (t,[]) = ChartPoint t (-1) 0 []
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toCachePoint (t,as) = ChartPoint t m vol [OLHC o l h c]
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where
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vol = sum $ pointVolume <$> as
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as' = pointValue <$> as
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ms' = sum $ (\x -> pointValue x * pointVolume x) <$> as
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m = ms' / vol
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o = head as'
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c = last as'
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l = minimum as'
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h = maximum as'
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getUpdatedChartCache :: Chart -> Maybe ChartCacheSettings -> RIO App (Maybe TimePoint, ChartCacheData)
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getUpdatedChartCache Chart{..} chartCacheSettings' = do
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let ChartCacheSettings cRes cTicks = fromMaybe chartCacheSettings chartCacheSettings'
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now <- liftIO getCurrentTime
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-- - recalculate cacheUpdateStart & cacheUpdateEnd
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let cacheUpdateEnd = ((utcTimeToSeconds now + cRes) `div` cRes) * cRes
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cacheUpdateStart = cacheUpdateEnd - (cRes * cTicks)
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ChartCacheData ccData ccAxis ccRange ccFill = chartCache
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chunks = case ccFill of
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Nothing -> [(cacheUpdateStart, cacheUpdateEnd)]
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Just (mi, ma) -> if
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-- Interval mi-ma already updated. get remaining intervals
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-- mi ma cUS cUE
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| ma < cacheUpdateStart -> [(cacheUpdateStart, cacheUpdateEnd)]
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-- mi? cUS mi? ma cUE -> [ma,cUE] + rest
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| ma < cacheUpdateEnd -> [(ma,cacheUpdateEnd)] <> if
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-- cUS mi ma
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| mi > cacheUpdateStart -> [(cacheUpdateStart, mi)]
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| otherwise -> []
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| otherwise -> []
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-- - chunk them with chunhChart
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chunkedChart = L.filter (not . null . snd) $ L.concat $ for chunks $ \(start, end) -> chunkChart (min 0 start) end cRes chartData
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lUpdate = cacheUpdateEnd - cRes
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-- - calculate Range and need for shift
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shiftNeccessary = case ccRange of
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Nothing -> False
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Just (_,ma) -> cacheUpdateEnd > ma
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(newRange, shiftInterval) = if not shiftNeccessary && isJust ccRange then (fromJust ccRange, 0) else
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let interval = cTicks `div` 20 :: Int
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iTo = ((cacheUpdateEnd + cRes * interval) `div` (cRes * interval)) * (cRes * interval)
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iFrom = iTo - 20 * (cRes * interval)
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in ((iFrom,iTo), interval)
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ccAxis' = if not shiftNeccessary && isJust ccRange then ccAxis
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else VS.enumFromStepN (fromIntegral $ fst newRange) (fromIntegral cRes) cTicks
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logDebug $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate)
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-- create data for updates
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let timePointToIndex' :: TimePoint -> Int
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timePointToIndex' = timePointToIndex (Just $ ChartCacheSettings cRes cTicks) newRange
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let indexToTimePoint' :: Int -> TimePoint
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indexToTimePoint' = indexToTimePoint (Just $ ChartCacheSettings cRes cTicks) newRange
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-- fold instead of map, so we can carry over cached calculatinos from element to element (for i.e. ema/sma)
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let (!foldedData,_,_) = foldl' folder ([], ChartPoint 0 0 0 [], mempty) chunkedChart
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folder :: ([(Int, ChartPoint)], ChartPoint, HM.HashMap Int [Float]) -> (TimePoint, [ChartPoint]) -> ([(Int, ChartPoint)], ChartPoint, HM.HashMap Int [Float])
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folder old (_,[]) = old
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folder (acc, lastPoint, smaMap) (tp,cdata) = ((timePointToIndex' tp, cp):acc, cp, foldl' (.) id smaUpdates smaMap)
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-- | converts stuff returned from chunkChart into ([1 point per chunks], last point seen in the input)
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toChartData :: [ChartStudyType] -> [(TimeInterval, [ChartPoint])] -> (Maybe ChartPoint, [ChartPoint])
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toChartData studytypes chunkedChart = (lastDataPoint, foldedData)
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where (!foldedData,lastDataPoint,_) = foldl' folder ([], Nothing, mempty) chunkedChart
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folder :: ([ChartPoint], Maybe ChartPoint, HM.HashMap Int [Float]) -> (TimeInterval, [ChartPoint]) -> ([ChartPoint], Maybe ChartPoint, HM.HashMap Int [Float])
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folder (acc, Nothing , smaMap) (tp , []) = (ChartPoint tp 0 0 studies:acc, Nothing, smaMap)
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where
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studies = catMaybes $ studytypes <&> \case
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ChartStudyTypeOpen -> Just $ OLHC 0 0 0 0
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ChartStudyTypeHigh -> Nothing
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ChartStudyTypeLow -> Nothing
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ChartStudyTypeClose -> Nothing
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ChartStudyTypeDirect -> Nothing
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ChartStudyTypeSMA w -> Nothing --TODO: fixme #13, do the calculation & use data inside smaMap and return (SMA x y, smaUpdate)
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ChartStudyTypeVolume -> Just $ Volume 0
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folder (acc, Just lastPoint, smaMap) (tp , []) = (lastPoint{ timeOfDay = tp, pointVolume = 0}:acc, Just lastPoint, foldl' (.) id smaUpdates smaMap)
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where
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(studies, smaUpdates) = unzip $ catMaybes $ studytypes <&> \case
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ChartStudyTypeOpen -> fmap (\OLHC{..} -> (OLHC olhc_close olhc_close olhc_close olhc_close, id)) . L.find (\case OLHC{..} -> True; _ -> False) . pointExtra $ lastPoint
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ChartStudyTypeHigh -> Nothing
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ChartStudyTypeLow -> Nothing
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ChartStudyTypeClose -> Nothing
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ChartStudyTypeDirect -> Nothing
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ChartStudyTypeSMA w -> Nothing --TODO: fixme #13, do the calculation & use data inside smaMap and return (SMA x y, smaUpdate)
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ChartStudyTypeVolume -> Just (Volume 0,id)
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folder (acc, _ , smaMap) (tp@(TimeInterval f t),cdata) = (cp:acc, Just cp, foldl' (.) id smaUpdates smaMap)
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where
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cp = ChartPoint tp m vol studies
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(studies, smaUpdates) = unzip $ catMaybes $ (chartStudySettings chartSettings :: [ChartStudyType]) <&> \case
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(studies, smaUpdates) = unzip $ catMaybes $ studytypes <&> \case
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ChartStudyTypeOpen -> Just (OLHC o l h c, id)
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ChartStudyTypeHigh -> Nothing
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ChartStudyTypeLow -> Nothing
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@ -189,6 +165,59 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do
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c = last as'
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l = minimum as'
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h = maximum as'
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getUpdatedChartCache :: Chart -> Maybe ChartCacheSettings -> RIO App (Maybe TimePoint, ChartCacheData)
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getUpdatedChartCache Chart{..} chartCacheSettings' = do
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let ccs@(ChartCacheSettings cRes cTicks) = fromMaybe chartCacheSettings chartCacheSettings'
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now <- liftIO getCurrentTime
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let cacheUpdateEnd = ((utcTimeToSeconds now + cRes) `div` cRes) * cRes
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ChartCacheData ccData ccAxis ccRange ccFill = chartCache
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let traceShowCommentId' s a = a -- traceShowCommentId s a
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traceShowComment' s a b = b -- traceShowComment s a b
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lUpdate = utcTimeToSeconds now
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-- - calculate Range and need for shift
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shiftNeccessary = case ccRange of
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Nothing -> False
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Just (TimeInterval _ ma) -> cacheUpdateEnd > ma
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(newRange, shiftInterval) = if not shiftNeccessary && isJust ccRange then (fromJust ccRange, 0) else
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let interval = cTicks `div` 20 :: Int
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iTo = ((cacheUpdateEnd + cRes * interval) `div` (cRes * interval)) * (cRes * interval)
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iFrom = iTo - 20 * (cRes * interval)
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shift = case ccRange of
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Nothing -> 0
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Just (TimeInterval _ ma) -> (iTo - ma) `div` cRes
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in (TimeInterval iFrom iTo, shift)
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ccAxis' = if not shiftNeccessary && isJust ccRange then ccAxis
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else VS.enumFromStepN (fromIntegral $ timeIntervalBegin newRange) (fromIntegral cRes) cTicks
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let timePointToIndex' :: TimePoint -> Either String Int
|
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timePointToIndex' = timePointToIndex (Just $ ChartCacheSettings cRes cTicks) newRange
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let indexToTimePoint' :: Int -> TimePoint
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indexToTimePoint' = indexToTimePoint (Just $ ChartCacheSettings cRes cTicks) newRange
|
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when (Just newRange /= ccRange) $ logDebug $ displayShow ("range changed:", newRange, ccRange)
|
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logDebug $ displayShow ("shift?" :: Text, shiftNeccessary, shiftInterval)
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logDebug $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate)
|
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let cacheUpdateStart = max (timeIntervalBegin newRange) (cacheUpdateEnd - (cRes * (cTicks+1))) -- 1 more to get history running inside the chunk-fold for fallbacks in cache if we get no data.
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-- create data for updates
|
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let chunks = case (,) <$> ccFill <*> ccRange of
|
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Nothing -> [(cacheUpdateStart, cacheUpdateEnd)]
|
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Just ((mi, ma), oldRange) -> let itp = (\(TimePoint p) -> p) . indexToTimePoint (Just ccs) oldRange in if
|
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-- Interval mi-ma already updated. get remaining intervals
|
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-- mi ma cUS cUE
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| itp ma < cacheUpdateStart -> [(cacheUpdateStart, cacheUpdateEnd)]
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-- mi? cUS mi? ma cUE -> [ma,cUE] + rest
|
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| itp ma < cacheUpdateEnd -> (<> [(itp ma,cacheUpdateEnd)]) if
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-- cUS mi ma
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| itp mi > cacheUpdateStart -> [(cacheUpdateStart, itp mi)]
|
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| otherwise -> []
|
||||
| otherwise -> []
|
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-- - chunk them with chunhChart
|
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chunkedChart = L.concat $ chunks <&> \(start, end) -> chunkChart (max 0 start) end cRes chartData
|
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let (lastDataPoint, !foldedData') = toChartData (chartStudySettings chartSettings) (traceShowCommentId' "chunkedChart" chunkedChart)
|
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tpToTi (TimeInterval f t) = case timePointToIndex' (TimePoint (t+f) `div` 2) of
|
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Left e -> error $ "BUG in Chart.hs. Impossible: " <> e
|
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Right ti -> ti
|
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-- aggregate data with index into the vectors
|
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foldedData = (\cp@ChartPoint{..} -> (tpToTi timeOfDay, cp)) <$> (traceShowCommentId' "foldedData" foldedData')
|
||||
-- plan the actual work
|
||||
updates = chartStudySettings chartSettings <&> \cs ->
|
||||
-- check if thing is in hashmap
|
||||
@ -196,10 +225,13 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do
|
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Nothing -> VS.replicate cTicks 0
|
||||
Just a -> a
|
||||
-- shift if neccessary
|
||||
vec' = if shiftNeccessary && cs `HM.member` ccData then
|
||||
vec' = if shiftNeccessary && cs `HM.member` ccData && shiftInterval < VS.length vec 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)
|
||||
in VS.update_
|
||||
(VS.update_ vec (VS.enumFromN 0 sliceLength) (VS.slice shiftInterval sliceLength vec))
|
||||
(VS.enumFromN sliceLength (cTicks - sliceLength))
|
||||
(VS.replicate sliceLength 0)
|
||||
else
|
||||
vec
|
||||
-- NOW:
|
||||
@ -218,29 +250,44 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do
|
||||
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)))
|
||||
logDebug $ displayShow ccData'
|
||||
let fillRange = case traceShowCommentId' "(ccFill, lastDataPoint)" (ccFill,lastDataPoint) of
|
||||
-- no new data, but different range. shift along.
|
||||
(Just (mi,ma), Nothing) -> if ma - shiftInterval < 0 then Nothing else Just (max 0 $ mi - shiftInterval, ma - shiftInterval)
|
||||
-- no data saved yet
|
||||
(Nothing, Nothing) -> Nothing
|
||||
-- new data, update fillRange
|
||||
(mima, Just lastDP) -> let lastBlock = let d = timeOfDay lastDP in (intervalTo d + intervalFrom d) `div` 2
|
||||
in case timePointToIndex' lastBlock of
|
||||
Left err -> error $ "impossible #1 Chart.hs - " <> err
|
||||
Right ma -> if ma < cTicks
|
||||
then case mima of -- check if we rotated out or have no fill-range set.
|
||||
Nothing -> Just (max 0 $ ma - shiftInterval, ma)
|
||||
Just (mi, ma') -> if ma' - shiftInterval < 0 then Just (max 0 $ ma - shiftInterval, ma)
|
||||
else Just (max 0 $ mi - shiftInterval, ma)
|
||||
else error $ "impossible #2 Chart.hs - " <> show ma <> ">=" <> show cTicks
|
||||
logDebug $ displayShow fillRange
|
||||
return (Just $ TimePoint lUpdate, ChartCacheData ccData' ccAxis' (Just newRange) fillRange)
|
||||
|
||||
getChunkedDay :: Chart -> Maybe Int -> (Maybe TimePoint, [ChartPoint])
|
||||
getChunkedDay Chart{..} chunkResolution = (lUpdate, toCachePoint <$> chunkedData)
|
||||
getChunkedDay Chart{..} chunkResolution = case toChartData [] chunkedData of
|
||||
(Nothing, x) -> (Nothing, x)
|
||||
(Just ChartPoint{..}, x)
|
||||
| timeOfDay == mempty -> (Nothing, x)
|
||||
| otherwise -> (Just $ TimePoint $ timeIntervalEnd timeOfDay, x)
|
||||
where
|
||||
chunkedData = chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData
|
||||
lUpdate = fmap fst . lastMaybe $ chunkedData
|
||||
chunkedData = filter (not . null . snd) $ chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData
|
||||
|
||||
indexToTimePoint :: Maybe ChartCacheSettings -> (Int, Int) -> Int -> TimePoint
|
||||
indexToTimePoint ccs (rFrom, rTo) i = TimePoint $ rFrom + i*cRes
|
||||
indexToTimePoint :: Maybe ChartCacheSettings -> TimeInterval -> Int -> TimePoint
|
||||
indexToTimePoint ccs (TimeInterval 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
|
||||
timePointToIndex :: Maybe ChartCacheSettings -> TimeInterval -> TimePoint -> Either String Int
|
||||
timePointToIndex ccs (TimeInterval rFrom rTo) (TimePoint p) = if
|
||||
| p < rFrom || p > rTo -> Left $ "timePointToIndex " <> show ((cRes, cTicks),(rFrom, rTo),TimePoint p) <> ": " <> show p <> " out of range."
|
||||
| result < 0 || result >= cTicks -> Left $ "timePointToIndex " <> show ((cRes, cTicks),(rFrom, rTo),TimePoint p) <> ": " <> show result <> " is invalid index"
|
||||
| otherwise -> Right result
|
||||
where
|
||||
ChartCacheSettings cRes cTicks = fromMaybe defChartCacheSettings ccs
|
||||
result = (p - rFrom) `div` cRes
|
||||
|
@ -11,6 +11,8 @@ module Import
|
||||
, getCurrentDay
|
||||
, switchAccountTo
|
||||
, utcTimeToSeconds
|
||||
, traceShowComment
|
||||
, traceShowCommentId
|
||||
) where
|
||||
|
||||
import RIO
|
||||
@ -26,6 +28,7 @@ import System.Directory
|
||||
import Data.Text as T
|
||||
import Data.Time.Clock
|
||||
import Data.Time.Calendar
|
||||
import Debug.Trace as D
|
||||
|
||||
ppShow' :: Show a => a -> Text
|
||||
ppShow' = T.pack . ppShow
|
||||
@ -48,3 +51,9 @@ switchAccountTo a = do
|
||||
|
||||
utcTimeToSeconds :: UTCTime -> Int
|
||||
utcTimeToSeconds = fromInteger . (`div` ((10 :: Integer)^(12 :: Integer))) . diffTimeToPicoseconds . utctDayTime
|
||||
|
||||
traceShowComment :: Show a => String -> a -> b -> b
|
||||
traceShowComment s a b = D.trace ("\ESC[1;31m" <> s <> ":\ESC[0m\n"<> show a<>"\n") b
|
||||
|
||||
traceShowCommentId :: Show a => String -> a -> a
|
||||
traceShowCommentId s a = D.trace ("\ESC[1;31m" <> s <> ":\ESC[0m\n"<> show a<>"\n") a
|
||||
|
24
src/Run.hs
24
src/Run.hs
@ -55,14 +55,14 @@ shutdownApp = 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' = filter (\ChartPoint{..} -> 0 /= pointVolume) . snd $ getChunkedDay c (Just 5)
|
||||
newData = HM.toList
|
||||
. fmap (filter (\ChartPoint{..} -> 0 /= pointVolume))
|
||||
. HM.alter (Just . maybe chartData' (<>chartData')) today
|
||||
. HM.alter (traceShowCommentId "todays data for saving" . Just . maybe chartData' (<>chartData')) today
|
||||
. fmap toList
|
||||
$ chartHistData
|
||||
forM_ newData $ \(day, dat) -> do
|
||||
liftIO $ encodeFile ("cache/" <> show chartContractID <> "/" <> show day <> ".json") dat
|
||||
liftIO $ encodeFile ("cache/" <> show chartContractID <> "/" <> show day <> ".json") $ traceShowCommentId ("data for "<> show day) dat
|
||||
logInfo $ display $ ppShow' settings'
|
||||
|
||||
renderLoop :: RIO App ()
|
||||
@ -232,24 +232,24 @@ renderLoop = do
|
||||
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
|
||||
setupAxisLimits (both fromIntegral $ (\(TimeInterval a b) -> (a,b)) $ fromMaybe (TimeInterval 0 86400) $ chartCacheCurrent chartCache) (-100,2500) Nothing
|
||||
let ChartCacheSettings _ cTicks = chartCacheSettings
|
||||
(f, t) = fromMaybe (0, cTicks) $ chartCacheFilledTo chartCache
|
||||
(f, t) = fromMaybe (0, cTicks-1) $ 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 (t-f < 0 || t-f >= cTicks) $ logError $ displayShow ("t/f", t-f, t, f)
|
||||
when (isJust direct) $ do
|
||||
plotLine (T.unpack symbol) (dataSliceLine x) (dataSliceLine $ fromJust direct)
|
||||
return ()
|
||||
plotLine (T.unpack symbol) (dataSliceLine x) (dataSliceLine $ fromJust direct)
|
||||
|
||||
|
||||
-- Show the ImGui demo window
|
||||
showDemoWindow
|
||||
|
||||
-- Show the ImPlot demo window
|
||||
showPlotDemoWindow
|
||||
-- -- Show the ImGui demo window
|
||||
-- showDemoWindow
|
||||
--
|
||||
-- -- Show the ImPlot demo window
|
||||
-- showPlotDemoWindow
|
||||
|
||||
-- Render
|
||||
liftIO $ glClear GL_COLOR_BUFFER_BIT
|
||||
|
42
src/Types.hs
42
src/Types.hs
@ -17,6 +17,7 @@ import Data.Types.Injective
|
||||
import Data.Time
|
||||
import Data.FingerTree
|
||||
import Data.Semigroup
|
||||
import Generic.Data.Microsurgery
|
||||
import GHC.Generics
|
||||
import SDL (Window)
|
||||
import DearImGui
|
||||
@ -162,11 +163,11 @@ data ChartSettings = ChartSettings
|
||||
} deriving stock (Show, Eq)
|
||||
|
||||
defChartSettings :: ChartSettings
|
||||
defChartSettings = ChartSettings 60 Nothing Nothing [ChartStudyTypeDirect]
|
||||
defChartSettings = ChartSettings 60 Nothing Nothing [ChartStudyTypeDirect, ChartStudyTypeVolume, ChartStudyTypeOpen]
|
||||
|
||||
updateChartStudySettings :: Chart -> [ChartStudyType] -> Chart
|
||||
updateChartStudySettings Chart{..} s =
|
||||
let chartSettings = chartSettings { chartStudySettings = [] }
|
||||
let chartSettings = chartSettings { chartStudySettings = s }
|
||||
chartCache = emptyChartCacheData chartCacheSettings
|
||||
lastCacheUpdate = Nothing
|
||||
in Chart{..}
|
||||
@ -185,13 +186,34 @@ data ChartCacheSettings = ChartCacheSettings
|
||||
|
||||
defChartCacheSettings :: ChartCacheSettings
|
||||
defChartCacheSettings = ChartCacheSettings 60 1440
|
||||
--defChartCacheSettings = ChartCacheSettings 5 20 -- for testing
|
||||
|
||||
-- TODO: TimePointFloat? or only 1 entry per second?
|
||||
|
||||
data TimeInterval = TimeInterval
|
||||
{ timeIntervalBegin :: Int
|
||||
, timeIntervalEnd :: Int
|
||||
}
|
||||
deriving stock (Generic, Eq)
|
||||
deriving anyclass (FromJSON, ToJSON) -- TODO: write own instances with "TimeInterval [a,b]" instead of recods.
|
||||
deriving (Show) via (Surgery Derecordify TimeInterval)
|
||||
instance Semigroup TimeInterval where
|
||||
(TimeInterval mi1 ma1) <> (TimeInterval mi2 ma2)
|
||||
= TimeInterval (getMin $ Min mi1 <> Min mi2) (getMax $ Max ma1 <> Max ma2)
|
||||
instance Monoid TimeInterval where
|
||||
mempty = TimeInterval (getMin mempty) (getMax mempty)
|
||||
|
||||
|
||||
newtype TimePoint = TimePoint Int
|
||||
deriving stock (Generic)
|
||||
deriving newtype (Show, Eq, Enum, Real, Ord, Num, Integral, FromJSON, ToJSON)
|
||||
deriving (Semigroup, Monoid) via (Max Int)
|
||||
deriving stock (Generic, Show)
|
||||
deriving newtype (Eq, Enum, Real, Ord, Num, Integral, FromJSON, ToJSON)
|
||||
deriving (Semigroup, Monoid) via (Min Int)
|
||||
|
||||
intervalFrom :: TimeInterval -> TimePoint
|
||||
intervalFrom (TimeInterval a _) = TimePoint a
|
||||
|
||||
intervalTo :: TimeInterval -> TimePoint
|
||||
intervalTo (TimeInterval _ b) = TimePoint b
|
||||
|
||||
data ChartStudies = SMA { window :: Int, value :: Float }
|
||||
| OLHC { olhc_open :: Float, olhc_low :: Float, olhc_high :: Float, olhc_close :: Float}
|
||||
@ -200,14 +222,14 @@ data ChartStudies = SMA { window :: Int, value :: Float }
|
||||
deriving anyclass (FromJSON, ToJSON)
|
||||
|
||||
data ChartPoint = ChartPoint
|
||||
{ timeOfDay :: TimePoint
|
||||
{ timeOfDay :: TimeInterval
|
||||
, pointValue :: Float
|
||||
, pointVolume :: Float
|
||||
, pointExtra :: [ChartStudies]
|
||||
} deriving stock (Show, Eq, Generic)
|
||||
deriving anyclass (FromJSON, ToJSON)
|
||||
|
||||
instance Measured TimePoint ChartPoint where
|
||||
instance Measured TimeInterval ChartPoint where
|
||||
measure = timeOfDay
|
||||
|
||||
-- | Tick-based data
|
||||
@ -224,7 +246,7 @@ data ChartStudyType = ChartStudyTypeDirect
|
||||
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"
|
||||
, chartCacheCurrent :: Maybe TimeInterval -- ^ in number of TimeInterval, negative meaning "before today"
|
||||
, chartCacheFilledTo :: Maybe (Int,Int) -- ^ in index into the vectors given range of "Current"
|
||||
} deriving stock (Show, Eq)
|
||||
|
||||
@ -233,8 +255,8 @@ emptyChartCacheData ChartCacheSettings{..} = ChartCacheData mempty (VS.replicate
|
||||
|
||||
data Chart = Chart
|
||||
{ chartContractID :: Int
|
||||
, chartData :: FingerTree TimePoint ChartPoint -- ^ raw data (time & sale)
|
||||
, chartHistData :: HashMap Day (FingerTree TimePoint ChartPoint) -- ^ raw data (time & sale)
|
||||
, chartData :: FingerTree TimeInterval ChartPoint -- ^ raw data (time & sale)
|
||||
, chartHistData :: HashMap Day (FingerTree TimeInterval ChartPoint) -- ^ raw data (time & sale)
|
||||
, fillerThread :: ThreadId
|
||||
, chartSettings :: ChartSettings
|
||||
, chartCacheSettings :: ChartCacheSettings
|
||||
|
@ -17,7 +17,7 @@
|
||||
#
|
||||
# resolver: ./custom-snapshot.yaml
|
||||
# resolver: https://example.com/snapshots/2018-01-01.yaml
|
||||
resolver: lts-18.24
|
||||
resolver: lts-21.2
|
||||
|
||||
# User packages to be built.
|
||||
# Various formats can be used as shown in the example below.
|
||||
|
Reference in New Issue
Block a user