710 lines
20 KiB
TypeScript
710 lines
20 KiB
TypeScript
|
import React, {useEffect, useRef, useState} from 'react';
|
||
|
|
import {tsvParse} from "d3-dsv";
|
||
|
|
import {Checkbox, Group, SegmentedControl} from '@mantine/core';
|
||
|
|
|
||
|
|
// https://github.com/tradingview/lightweight-charts/issues/543
|
||
|
|
// const createChart = dynamic(() => import('lightweight-charts'));
|
||
|
|
import {createChart, CrosshairMode, MouseEventParams, TimeRange} from 'lightweight-charts';
|
||
|
|
import {Order, ReportSummary} from "../types";
|
||
|
|
import moment from "moment";
|
||
|
|
import {format} from 'date-fns';
|
||
|
|
|
||
|
|
import OrderListTable from './OrderListTable';
|
||
|
|
|
||
|
|
// See https://codesandbox.io/s/ve7w2?file=/src/App.js
|
||
|
|
import TimeRangeSlider from './TimeRangeSlider';
|
||
|
|
|
||
|
|
const parseKline = () => {
|
||
|
|
return (d: any) => {
|
||
|
|
d.startTime = new Date(Number(d.startTime) * 1000);
|
||
|
|
d.endTime = new Date(Number(d.endTime) * 1000);
|
||
|
|
d.time = d.startTime.getTime() / 1000;
|
||
|
|
|
||
|
|
for (const key in d) {
|
||
|
|
// convert number fields
|
||
|
|
if (Object.prototype.hasOwnProperty.call(d, key)) {
|
||
|
|
switch (key) {
|
||
|
|
case "open":
|
||
|
|
case "high":
|
||
|
|
case "low":
|
||
|
|
case "close":
|
||
|
|
case "volume":
|
||
|
|
d[key] = +d[key];
|
||
|
|
break
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
return d;
|
||
|
|
};
|
||
|
|
};
|
||
|
|
|
||
|
|
const selectKLines = (klines: KLine[], startTime: Date, endTime: Date): KLine[] => {
|
||
|
|
const selected = [];
|
||
|
|
for (let i = 0; i < klines.length; i++) {
|
||
|
|
const k = klines[i]
|
||
|
|
if (k.startTime < startTime) {
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
if (k.startTime > endTime) {
|
||
|
|
break
|
||
|
|
}
|
||
|
|
|
||
|
|
selected.push(k)
|
||
|
|
}
|
||
|
|
|
||
|
|
return selected
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
const parseOrder = () => {
|
||
|
|
return (d: any) => {
|
||
|
|
for (const key in d) {
|
||
|
|
// convert number fields
|
||
|
|
if (Object.prototype.hasOwnProperty.call(d, key)) {
|
||
|
|
switch (key) {
|
||
|
|
case "order_id":
|
||
|
|
case "price":
|
||
|
|
case "quantity":
|
||
|
|
d[key] = +d[key];
|
||
|
|
break;
|
||
|
|
case "update_time":
|
||
|
|
case "creation_time":
|
||
|
|
case "time":
|
||
|
|
d[key] = moment(d[key], 'dddd, DD MMM YYYY h:mm:ss').toDate();
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return d;
|
||
|
|
};
|
||
|
|
}
|
||
|
|
|
||
|
|
const parsePosition = () => {
|
||
|
|
return (d: any) => {
|
||
|
|
for (const key in d) {
|
||
|
|
// convert number fields
|
||
|
|
if (Object.prototype.hasOwnProperty.call(d, key)) {
|
||
|
|
switch (key) {
|
||
|
|
case "accumulated_profit":
|
||
|
|
case "average_cost":
|
||
|
|
case "quote":
|
||
|
|
case "base":
|
||
|
|
d[key] = +d[key];
|
||
|
|
break
|
||
|
|
case "time":
|
||
|
|
d[key] = new Date(d[key]);
|
||
|
|
break
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return d;
|
||
|
|
};
|
||
|
|
}
|
||
|
|
|
||
|
|
const fetchPositionHistory = (basePath: string, runID: string, filename: string) => {
|
||
|
|
return fetch(
|
||
|
|
`${basePath}/${runID}/${filename}`,
|
||
|
|
)
|
||
|
|
.then((response) => response.text())
|
||
|
|
.then((data) => tsvParse(data, parsePosition()) as Array<PositionHistoryEntry>)
|
||
|
|
.catch((e) => {
|
||
|
|
console.error("failed to fetch orders", e)
|
||
|
|
});
|
||
|
|
};
|
||
|
|
|
||
|
|
const selectPositionHistory = (data: PositionHistoryEntry[], since: Date, until: Date): PositionHistoryEntry[] => {
|
||
|
|
const entries: PositionHistoryEntry[] = [];
|
||
|
|
for (let i = 0; i < data.length; i++) {
|
||
|
|
const d = data[i];
|
||
|
|
if (d.time < since || d.time > until) {
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
entries.push(d)
|
||
|
|
}
|
||
|
|
return entries
|
||
|
|
}
|
||
|
|
|
||
|
|
const fetchOrders = (basePath: string, runID: string) => {
|
||
|
|
return fetch(
|
||
|
|
`${basePath}/${runID}/orders.tsv`,
|
||
|
|
)
|
||
|
|
.then((response) => response.text())
|
||
|
|
.then((data: string) => tsvParse(data, parseOrder()) as Array<Order>)
|
||
|
|
.catch((e) => {
|
||
|
|
console.error("failed to fetch orders", e)
|
||
|
|
});
|
||
|
|
}
|
||
|
|
|
||
|
|
const selectOrders = (data: Order[], since: Date, until: Date): Order[] => {
|
||
|
|
const entries: Order[] = [];
|
||
|
|
for (let i = 0; i < data.length; i++) {
|
||
|
|
const d = data[i];
|
||
|
|
if (d.time && (d.time < since || d.time > until)) {
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
entries.push(d);
|
||
|
|
}
|
||
|
|
return entries
|
||
|
|
}
|
||
|
|
|
||
|
|
const parseInterval = (s: string) => {
|
||
|
|
switch (s) {
|
||
|
|
case "1m":
|
||
|
|
return 60;
|
||
|
|
case "5m":
|
||
|
|
return 60 * 5;
|
||
|
|
case "15m":
|
||
|
|
return 60 * 15;
|
||
|
|
case "30m":
|
||
|
|
return 60 * 30;
|
||
|
|
case "1h":
|
||
|
|
return 60 * 60;
|
||
|
|
case "4h":
|
||
|
|
return 60 * 60 * 4;
|
||
|
|
case "6h":
|
||
|
|
return 60 * 60 * 6;
|
||
|
|
case "12h":
|
||
|
|
return 60 * 60 * 12;
|
||
|
|
case "1d":
|
||
|
|
return 60 * 60 * 24;
|
||
|
|
}
|
||
|
|
|
||
|
|
return 60;
|
||
|
|
};
|
||
|
|
|
||
|
|
|
||
|
|
interface Marker {
|
||
|
|
time: number;
|
||
|
|
position: string;
|
||
|
|
color: string;
|
||
|
|
shape: string;
|
||
|
|
text: string;
|
||
|
|
}
|
||
|
|
|
||
|
|
const ordersToMarkers = (interval: string, orders: Array<Order> | void): Array<Marker> => {
|
||
|
|
const markers: Array<Marker> = [];
|
||
|
|
const intervalSecs = parseInterval(interval);
|
||
|
|
|
||
|
|
if (!orders) {
|
||
|
|
return markers;
|
||
|
|
}
|
||
|
|
|
||
|
|
// var markers = [{ time: data[data.length - 48].time, position: 'aboveBar', color: '#f68410', shape: 'circle', text: 'D' }];
|
||
|
|
for (let i = 0; i < orders.length; i++) {
|
||
|
|
let order = orders[i];
|
||
|
|
let t = (order.update_time || order.time).getTime() / 1000.0;
|
||
|
|
let lastMarker = markers.length > 0 ? markers[markers.length - 1] : null;
|
||
|
|
if (lastMarker) {
|
||
|
|
let remainder = lastMarker.time % intervalSecs;
|
||
|
|
let startTime = lastMarker.time - remainder;
|
||
|
|
let endTime = (startTime + intervalSecs);
|
||
|
|
// skip the marker in the same interval of the last marker
|
||
|
|
if (t < endTime) {
|
||
|
|
// continue
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
let text = '' + order.price
|
||
|
|
if (order.tag) {
|
||
|
|
text += " #" + order.tag;
|
||
|
|
}
|
||
|
|
|
||
|
|
switch (order.side) {
|
||
|
|
case "BUY":
|
||
|
|
markers.push({
|
||
|
|
time: t,
|
||
|
|
position: 'belowBar',
|
||
|
|
color: '#239D10',
|
||
|
|
shape: 'arrowUp',
|
||
|
|
text: text,
|
||
|
|
});
|
||
|
|
break;
|
||
|
|
case "SELL":
|
||
|
|
markers.push({
|
||
|
|
time: t,
|
||
|
|
position: 'aboveBar',
|
||
|
|
color: '#e91e63',
|
||
|
|
shape: 'arrowDown',
|
||
|
|
text: text,
|
||
|
|
});
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return markers;
|
||
|
|
};
|
||
|
|
|
||
|
|
const removeDuplicatedKLines = (klines: Array<KLine>): Array<KLine> => {
|
||
|
|
const newK = [];
|
||
|
|
for (let i = 0; i < klines.length; i++) {
|
||
|
|
const k = klines[i];
|
||
|
|
|
||
|
|
if (i > 0 && k.time === klines[i - 1].time) {
|
||
|
|
console.warn(`duplicated kline at index ${i}`, k)
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
newK.push(k);
|
||
|
|
}
|
||
|
|
return newK;
|
||
|
|
}
|
||
|
|
|
||
|
|
function fetchKLines(basePath: string, runID: string, symbol: string, interval: string, startTime: Date, endTime: Date) {
|
||
|
|
var duration = [moment(startTime).format('YYYYMMDD'), moment(endTime).format('YYYYMMDD')];
|
||
|
|
return fetch(
|
||
|
|
`${basePath}/shared/klines_${duration.join('-')}/${symbol}-${interval}.tsv`,
|
||
|
|
)
|
||
|
|
.then((response) => response.text())
|
||
|
|
.then((data) => tsvParse(data, parseKline()))
|
||
|
|
.catch((e) => {
|
||
|
|
console.error("failed to fetch klines", e)
|
||
|
|
});
|
||
|
|
}
|
||
|
|
|
||
|
|
interface KLine {
|
||
|
|
time: Date;
|
||
|
|
startTime: Date;
|
||
|
|
endTime: Date;
|
||
|
|
interval: string;
|
||
|
|
open: number;
|
||
|
|
high: number;
|
||
|
|
low: number;
|
||
|
|
close: number;
|
||
|
|
volume: number;
|
||
|
|
}
|
||
|
|
|
||
|
|
const klinesToVolumeData = (klines: Array<KLine>) => {
|
||
|
|
const volumes = [];
|
||
|
|
|
||
|
|
for (let i = 0; i < klines.length; i++) {
|
||
|
|
const kline = klines[i];
|
||
|
|
volumes.push({
|
||
|
|
time: (kline.startTime.getTime() / 1000),
|
||
|
|
value: kline.volume,
|
||
|
|
})
|
||
|
|
}
|
||
|
|
|
||
|
|
return volumes;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
interface PositionHistoryEntry {
|
||
|
|
time: Date;
|
||
|
|
base: number;
|
||
|
|
quote: number;
|
||
|
|
average_cost: number;
|
||
|
|
}
|
||
|
|
|
||
|
|
const positionBaseHistoryToLineData = (interval: string, hs: Array<PositionHistoryEntry>) => {
|
||
|
|
const bases = [];
|
||
|
|
const intervalSeconds = parseInterval(interval);
|
||
|
|
for (let i = 0; i < hs.length; i++) {
|
||
|
|
const pos = hs[i];
|
||
|
|
if (!pos.time) {
|
||
|
|
console.warn('position history record missing time field', pos)
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
// ignore duplicated entry
|
||
|
|
if (i > 0 && hs[i].time.getTime() === hs[i - 1].time.getTime()) {
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
let t = pos.time.getTime() / 1000;
|
||
|
|
t = (t - t % intervalSeconds)
|
||
|
|
|
||
|
|
if (i > 0 && (pos.base === hs[i - 1].base)) {
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
|
||
|
|
bases.push({
|
||
|
|
time: t,
|
||
|
|
value: pos.base,
|
||
|
|
});
|
||
|
|
}
|
||
|
|
return bases;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
const positionAverageCostHistoryToLineData = (interval: string, hs: Array<PositionHistoryEntry>) => {
|
||
|
|
const avgCosts = [];
|
||
|
|
const intervalSeconds = parseInterval(interval);
|
||
|
|
for (let i = 0; i < hs.length; i++) {
|
||
|
|
const pos = hs[i];
|
||
|
|
|
||
|
|
if (!pos.time) {
|
||
|
|
console.warn('position history record missing time field', pos)
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
// ignore duplicated entry
|
||
|
|
if (i > 0 && hs[i].time.getTime() === hs[i - 1].time.getTime()) {
|
||
|
|
continue
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
let t = pos.time.getTime() / 1000;
|
||
|
|
t = (t - t % intervalSeconds)
|
||
|
|
|
||
|
|
if (i > 0 && (pos.average_cost === hs[i - 1].average_cost)) {
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
|
||
|
|
if (pos.base === 0) {
|
||
|
|
avgCosts.push({
|
||
|
|
time: t,
|
||
|
|
value: 0,
|
||
|
|
});
|
||
|
|
} else {
|
||
|
|
avgCosts.push({
|
||
|
|
time: t,
|
||
|
|
value: pos.average_cost,
|
||
|
|
});
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
}
|
||
|
|
return avgCosts;
|
||
|
|
}
|
||
|
|
|
||
|
|
const createBaseChart = (chartContainerRef: React.RefObject<any>) => {
|
||
|
|
return createChart(chartContainerRef.current, {
|
||
|
|
width: chartContainerRef.current.clientWidth,
|
||
|
|
height: chartContainerRef.current.clientHeight,
|
||
|
|
timeScale: {
|
||
|
|
timeVisible: true,
|
||
|
|
borderColor: '#D1D4DC',
|
||
|
|
},
|
||
|
|
rightPriceScale: {
|
||
|
|
borderColor: '#D1D4DC',
|
||
|
|
},
|
||
|
|
leftPriceScale: {
|
||
|
|
visible: true,
|
||
|
|
borderColor: 'rgba(197, 203, 206, 1)',
|
||
|
|
},
|
||
|
|
layout: {
|
||
|
|
backgroundColor: '#ffffff',
|
||
|
|
textColor: '#000',
|
||
|
|
},
|
||
|
|
crosshair: {
|
||
|
|
mode: CrosshairMode.Normal,
|
||
|
|
},
|
||
|
|
grid: {
|
||
|
|
horzLines: {
|
||
|
|
color: '#F0F3FA',
|
||
|
|
},
|
||
|
|
vertLines: {
|
||
|
|
color: '#F0F3FA',
|
||
|
|
},
|
||
|
|
},
|
||
|
|
});
|
||
|
|
};
|
||
|
|
|
||
|
|
|
||
|
|
interface TradingViewChartProps {
|
||
|
|
basePath: string;
|
||
|
|
runID: string;
|
||
|
|
reportSummary: ReportSummary;
|
||
|
|
symbol: string;
|
||
|
|
}
|
||
|
|
|
||
|
|
const TradingViewChart = (props: TradingViewChartProps) => {
|
||
|
|
const chartContainerRef = useRef<any>();
|
||
|
|
const chart = useRef<any>();
|
||
|
|
const resizeObserver = useRef<any>();
|
||
|
|
const intervals = props.reportSummary.intervals || [];
|
||
|
|
|
||
|
|
intervals.sort((a, b) => {
|
||
|
|
const as = parseInterval(a)
|
||
|
|
const bs = parseInterval(b)
|
||
|
|
if (as < bs) {
|
||
|
|
return -1;
|
||
|
|
} else if (as > bs) {
|
||
|
|
return 1;
|
||
|
|
}
|
||
|
|
return 0;
|
||
|
|
})
|
||
|
|
|
||
|
|
const [currentInterval, setCurrentInterval] = useState(intervals.length > 0 ? intervals[intervals.length - 1] : '1m');
|
||
|
|
const [showPositionBase, setShowPositionBase] = useState(false);
|
||
|
|
const [showPositionAverageCost, setShowPositionAverageCost] = useState(false);
|
||
|
|
const [orders, setOrders] = useState<Order[]>([]);
|
||
|
|
|
||
|
|
const reportTimeRange = [
|
||
|
|
new Date(props.reportSummary.startTime),
|
||
|
|
new Date(props.reportSummary.endTime),
|
||
|
|
]
|
||
|
|
const [selectedTimeRange, setSelectedTimeRange] = useState(reportTimeRange)
|
||
|
|
|
||
|
|
useEffect(() => {
|
||
|
|
if (!chartContainerRef.current || chartContainerRef.current.children.length > 0) {
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
const chartData: any = {};
|
||
|
|
const fetchers = [];
|
||
|
|
const ordersFetcher = fetchOrders(props.basePath, props.runID).then((orders: Order[] | void) => {
|
||
|
|
if (orders) {
|
||
|
|
const markers = ordersToMarkers(currentInterval, selectOrders(orders, selectedTimeRange[0], selectedTimeRange[1]));
|
||
|
|
chartData.orders = orders;
|
||
|
|
chartData.markers = markers;
|
||
|
|
setOrders(orders);
|
||
|
|
}
|
||
|
|
return orders;
|
||
|
|
});
|
||
|
|
fetchers.push(ordersFetcher);
|
||
|
|
|
||
|
|
if (props.reportSummary && props.reportSummary.manifests && props.reportSummary.manifests.length === 1) {
|
||
|
|
const manifest = props.reportSummary?.manifests[0];
|
||
|
|
if (manifest && manifest.type === "strategyProperty" && manifest.strategyProperty === "position") {
|
||
|
|
const positionHistoryFetcher = fetchPositionHistory(props.basePath, props.runID, manifest.filename).then((data) => {
|
||
|
|
chartData.positionHistory = selectPositionHistory(data as PositionHistoryEntry[], selectedTimeRange[0], selectedTimeRange[1]);
|
||
|
|
// chartData.positionHistory = data;
|
||
|
|
});
|
||
|
|
fetchers.push(positionHistoryFetcher);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
const kLinesFetcher = fetchKLines(props.basePath, props.runID, props.symbol, currentInterval, new Date(props.reportSummary.startTime), new Date(props.reportSummary.endTime)).then((klines) => {
|
||
|
|
if (klines) {
|
||
|
|
chartData.allKLines = removeDuplicatedKLines(klines)
|
||
|
|
chartData.klines = selectKLines(chartData.allKLines, selectedTimeRange[0], selectedTimeRange[1])
|
||
|
|
}
|
||
|
|
});
|
||
|
|
fetchers.push(kLinesFetcher);
|
||
|
|
|
||
|
|
Promise.all(fetchers).then(() => {
|
||
|
|
console.log("createChart")
|
||
|
|
chart.current = createBaseChart(chartContainerRef);
|
||
|
|
|
||
|
|
const series = chart.current.addCandlestickSeries({
|
||
|
|
upColor: 'rgb(38,166,154)',
|
||
|
|
downColor: 'rgb(255,82,82)',
|
||
|
|
wickUpColor: 'rgb(38,166,154)',
|
||
|
|
wickDownColor: 'rgb(255,82,82)',
|
||
|
|
borderVisible: false,
|
||
|
|
});
|
||
|
|
series.setData(chartData.klines);
|
||
|
|
series.setMarkers(chartData.markers);
|
||
|
|
|
||
|
|
const ohlcLegend = createLegend(0, 'rgba(0, 0, 0, 1)');
|
||
|
|
chartContainerRef.current.appendChild(ohlcLegend);
|
||
|
|
|
||
|
|
const updateOHLCLegend = createOHLCLegendUpdater(ohlcLegend, "")
|
||
|
|
chart.current.subscribeCrosshairMove((param: MouseEventParams) => {
|
||
|
|
updateOHLCLegend(param.seriesPrices.get(series), param.time);
|
||
|
|
});
|
||
|
|
|
||
|
|
[9, 27, 99].forEach((w, i) => {
|
||
|
|
const emaValues = calculateEMA(chartData.klines, w)
|
||
|
|
const emaColor = 'rgba(' + w + ', ' + (111 - w) + ', 232, 0.9)'
|
||
|
|
const emaLine = chart.current.addLineSeries({
|
||
|
|
color: emaColor,
|
||
|
|
lineWidth: 1,
|
||
|
|
lastValueVisible: false,
|
||
|
|
});
|
||
|
|
emaLine.setData(emaValues);
|
||
|
|
|
||
|
|
const legend = createLegend(i + 1, emaColor)
|
||
|
|
chartContainerRef.current.appendChild(legend);
|
||
|
|
|
||
|
|
const updateLegendText = createLegendUpdater(legend, 'EMA ' + w)
|
||
|
|
|
||
|
|
updateLegendText(emaValues[emaValues.length - 1].value);
|
||
|
|
chart.current.subscribeCrosshairMove((param: MouseEventParams) => {
|
||
|
|
updateLegendText(param.seriesPrices.get(emaLine));
|
||
|
|
});
|
||
|
|
})
|
||
|
|
|
||
|
|
const volumeData = klinesToVolumeData(chartData.klines);
|
||
|
|
const volumeSeries = chart.current.addHistogramSeries({
|
||
|
|
color: '#182233',
|
||
|
|
lineWidth: 2,
|
||
|
|
priceFormat: {
|
||
|
|
type: 'volume',
|
||
|
|
},
|
||
|
|
overlay: true,
|
||
|
|
scaleMargins: {
|
||
|
|
top: 0.8,
|
||
|
|
bottom: 0,
|
||
|
|
},
|
||
|
|
});
|
||
|
|
volumeSeries.setData(volumeData);
|
||
|
|
|
||
|
|
if (chartData.positionHistory) {
|
||
|
|
if (showPositionAverageCost) {
|
||
|
|
const costLineSeries = chart.current.addLineSeries();
|
||
|
|
const costLine = positionAverageCostHistoryToLineData(currentInterval, chartData.positionHistory);
|
||
|
|
costLineSeries.setData(costLine);
|
||
|
|
}
|
||
|
|
|
||
|
|
if (showPositionBase) {
|
||
|
|
const baseLineSeries = chart.current.addLineSeries({
|
||
|
|
priceScaleId: 'left',
|
||
|
|
color: '#98338C',
|
||
|
|
});
|
||
|
|
const baseLine = positionBaseHistoryToLineData(currentInterval, chartData.positionHistory)
|
||
|
|
baseLineSeries.setData(baseLine);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
chart.current.timeScale().fitContent();
|
||
|
|
|
||
|
|
/*
|
||
|
|
chart.current.timeScale().setVisibleRange({
|
||
|
|
from: (new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 0))).getTime() / 1000,
|
||
|
|
to: (new Date(Date.UTC(2018, 1, 1, 0, 0, 0, 0))).getTime() / 1000,
|
||
|
|
});
|
||
|
|
*/
|
||
|
|
|
||
|
|
// see:
|
||
|
|
// https://codesandbox.io/s/9inkb?file=/src/styles.css
|
||
|
|
resizeObserver.current = new ResizeObserver(entries => {
|
||
|
|
if (!chart.current) {
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
const {width, height} = entries[0].contentRect;
|
||
|
|
chart.current.applyOptions({width, height});
|
||
|
|
|
||
|
|
setTimeout(() => {
|
||
|
|
if (chart.current) {
|
||
|
|
chart.current.timeScale().fitContent();
|
||
|
|
}
|
||
|
|
}, 0);
|
||
|
|
});
|
||
|
|
|
||
|
|
resizeObserver.current.observe(chartContainerRef.current);
|
||
|
|
});
|
||
|
|
|
||
|
|
return () => {
|
||
|
|
console.log("removeChart")
|
||
|
|
|
||
|
|
if (resizeObserver.current) {
|
||
|
|
resizeObserver.current.disconnect();
|
||
|
|
}
|
||
|
|
|
||
|
|
if (chart.current) {
|
||
|
|
chart.current.remove();
|
||
|
|
}
|
||
|
|
if (chartContainerRef.current) {
|
||
|
|
// remove all the children because we created the legend elements
|
||
|
|
chartContainerRef.current.replaceChildren();
|
||
|
|
}
|
||
|
|
|
||
|
|
};
|
||
|
|
}, [props.runID, props.reportSummary, currentInterval, showPositionBase, showPositionAverageCost, selectedTimeRange])
|
||
|
|
|
||
|
|
return (
|
||
|
|
<div>
|
||
|
|
<Group>
|
||
|
|
<SegmentedControl
|
||
|
|
value={currentInterval}
|
||
|
|
data={intervals.map((interval) => {
|
||
|
|
return {label: interval, value: interval}
|
||
|
|
})}
|
||
|
|
onChange={setCurrentInterval}
|
||
|
|
/>
|
||
|
|
<Checkbox label="Position Base" checked={showPositionBase}
|
||
|
|
onChange={(event) => setShowPositionBase(event.currentTarget.checked)}/>
|
||
|
|
<Checkbox label="Position Average Cost" checked={showPositionAverageCost}
|
||
|
|
onChange={(event) => setShowPositionAverageCost(event.currentTarget.checked)}/>
|
||
|
|
</Group>
|
||
|
|
|
||
|
|
<div ref={chartContainerRef} style={{'flex': 1, 'minHeight': 500, position: 'relative'}}>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
|
||
|
|
<TimeRangeSlider
|
||
|
|
selectedInterval={selectedTimeRange}
|
||
|
|
timelineInterval={reportTimeRange}
|
||
|
|
formatTick={(ms: Date) => format(new Date(ms), 'M d HH')}
|
||
|
|
step={1000 * parseInterval(currentInterval)}
|
||
|
|
onChange={(tr: any) => {
|
||
|
|
console.log("selectedTimeRange", tr)
|
||
|
|
setSelectedTimeRange(tr)
|
||
|
|
}}
|
||
|
|
/>
|
||
|
|
|
||
|
|
<OrderListTable orders={orders} onClick={(order) => {
|
||
|
|
console.log("selected order", order);
|
||
|
|
const visibleRange = chart.current.timeScale().getVisibleRange()
|
||
|
|
const seconds = parseInterval(currentInterval)
|
||
|
|
const bars = 12
|
||
|
|
const orderTime = order.creation_time.getTime() / 1000
|
||
|
|
const from = orderTime - bars * seconds
|
||
|
|
const to = orderTime + bars * seconds
|
||
|
|
|
||
|
|
console.log("orderTime", orderTime)
|
||
|
|
console.log("visibleRange", visibleRange)
|
||
|
|
console.log("setVisibleRange", from, to, to - from)
|
||
|
|
chart.current.timeScale().setVisibleRange({from, to} as TimeRange);
|
||
|
|
// chart.current.timeScale().scrollToPosition(20, true);
|
||
|
|
}}/>
|
||
|
|
</div>
|
||
|
|
);
|
||
|
|
};
|
||
|
|
|
||
|
|
const calculateEMA = (a: KLine[], r: number) => {
|
||
|
|
return a.map((k) => {
|
||
|
|
return {time: k.time, value: k.close}
|
||
|
|
}).reduce((p: any[], n: any, i: number) => {
|
||
|
|
if (i) {
|
||
|
|
const last = p[p.length - 1]
|
||
|
|
const v = 2 * n.value / (r + 1) + last.value * (r - 1) / (r + 1)
|
||
|
|
return p.concat({value: v, time: n.time})
|
||
|
|
}
|
||
|
|
|
||
|
|
return p
|
||
|
|
}, [{
|
||
|
|
value: a[0].close,
|
||
|
|
time: a[0].time
|
||
|
|
}])
|
||
|
|
}
|
||
|
|
|
||
|
|
const createLegend = (i: number, color: string) => {
|
||
|
|
const legend = document.createElement('div');
|
||
|
|
legend.className = 'ema-legend';
|
||
|
|
legend.style.display = 'block';
|
||
|
|
legend.style.position = 'absolute';
|
||
|
|
legend.style.left = 3 + 'px';
|
||
|
|
legend.style.color = color;
|
||
|
|
legend.style.zIndex = '99';
|
||
|
|
legend.style.top = 3 + (i * 22) + 'px';
|
||
|
|
return legend;
|
||
|
|
}
|
||
|
|
|
||
|
|
const createLegendUpdater = (legend: HTMLDivElement, prefix: string) => {
|
||
|
|
return (priceValue: any) => {
|
||
|
|
let val = '-';
|
||
|
|
if (priceValue !== undefined) {
|
||
|
|
val = (Math.round(priceValue * 100) / 100).toFixed(2);
|
||
|
|
}
|
||
|
|
legend.innerHTML = prefix + ' <span>' + val + '</span>';
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
const formatDate = (d: Date): string => {
|
||
|
|
return moment(d).format("MMM Do YY hh:mm:ss A Z");
|
||
|
|
}
|
||
|
|
|
||
|
|
const createOHLCLegendUpdater = (legend: HTMLDivElement, prefix: string) => {
|
||
|
|
return (param: any, time: any) => {
|
||
|
|
if (param) {
|
||
|
|
const change = Math.round((param.close - param.open) * 100.0) / 100.0
|
||
|
|
const changePercentage = Math.round((param.close - param.open) / param.close * 10000.0) / 100.0;
|
||
|
|
const ampl = Math.round((param.high - param.low) / param.low * 10000.0) / 100.0;
|
||
|
|
const t = new Date(time * 1000);
|
||
|
|
const dateStr = formatDate(t);
|
||
|
|
legend.innerHTML = prefix + ` O: ${param.open} H: ${param.high} L: ${param.low} C: ${param.close} CHG: ${change} (${changePercentage}%) AMP: ${ampl}% T: ${dateStr}`;
|
||
|
|
} else {
|
||
|
|
legend.innerHTML = prefix + ' O: - H: - L: - C: - T: -';
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
export default TradingViewChart;
|