OpenSeSim/src/chart/Chart.java

666 lines
19 KiB
Java

/*
* To change this license header, choose License Headers in Project Properties.
* To change this template file, choose Tools | Templates
* and open the template in the editor.
*/
package chart;
import sesim.OHLCDataItem;
import sesim.OHLCData;
import java.awt.*;
import sesim.Exchange.*;
import sesim.Quote;
import gui.Globals;
import java.awt.geom.Rectangle2D;
import java.text.DateFormat;
import java.text.SimpleDateFormat;
import java.util.ArrayList;
import java.util.Date;
import java.util.Iterator;
import javax.swing.JMenuItem;
import javax.swing.JScrollPane;
import javax.swing.JViewport;
import javax.swing.Scrollable;
import sesim.MinMax;
import sesim.Scheduler;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class Chart extends javax.swing.JPanel implements QuoteReceiver, Scrollable {
class ChartDef {
}
protected int em_size = 1;
protected double x_unit_width = 1.0;
protected float bar_width = 0.9f * 2.0f;
public void setBarWidth(float bw) {
bar_width = bw;
}
//protected float bar_width_em = 1;
protected float y_legend_width = 10;
protected int num_bars = 4000;
protected Rectangle clip_bounds = new Rectangle();
protected Dimension gdim;
private int first_bar, last_bar;
public final void initChart() {
// data = new OHLCData(60000*30);
//data = new OHLCData(60000*30);
//data = Globals.se.getOHLCdata(60000 * 30);
this.setCompression(10000);
}
/**
* Creates new form Chart
*/
public Chart() {
if (Globals.se == null) {
return;
}
initComponents();
initChart();
initCtxMenu();
//setCompression(60000);
if (Globals.se == null) {
return;
}
Globals.se.addQuoteReceiver(this);
// scrollPane=new JScrollPane();
// scrollPane.setViewportView(this);
}
private String[] ctxMenuCompressionText = {
"5 s", "10 s", "15 s", "30 s",
"1 m", "2 m", "5 m", "10 m", "15 m", "30 m",
"1 h", "2 h", "4 h",
"1 d", "2 d"
};
private Integer[] ctxMenuCompressionValues = {
5 * 1000, 10 * 1000, 15 * 1000, 30 * 1000,
60 * 1000, 2 * 60 * 1000, 5 * 60 * 1000, 10 * 60 * 1000, 15 * 60 * 1000, 30 * 60 * 1000,
1 * 3600 * 1000, 2 * 3600 * 1000, 4 * 3600 * 1000,
1 * 24 * 3600 * 1000, 2 * 24 * 3600 * 1000
};
void initCtxMenu() {
for (int i = 0; i < this.ctxMenuCompressionValues.length; i++) {
JMenuItem item = new JMenuItem(this.ctxMenuCompressionText[i]);
item.addActionListener((java.awt.event.ActionEvent evt) -> {
ctxMenuCompActionPerformed(evt);
});
this.compMenu.add(item);
}
}
private void ctxMenuCompActionPerformed(java.awt.event.ActionEvent evt) {
String cmd = evt.getActionCommand();
for (int i = 0; i < this.ctxMenuCompressionText.length; i++) {
if (this.ctxMenuCompressionText[i].equals(cmd)) {
this.setCompression(this.ctxMenuCompressionValues[i]);
}
}
}
OHLCData data;
@Override
public Dimension getPreferredScrollableViewportSize() {
return this.getPreferredSize();
}
@Override
public int getScrollableUnitIncrement(Rectangle visibleRect, int orientation, int direction) {
return 1;
}
@Override
public int getScrollableBlockIncrement(Rectangle visibleRect, int orientation, int direction) {
return 100;
}
@Override
public boolean getScrollableTracksViewportWidth() {
return false;
}
@Override
public boolean getScrollableTracksViewportHeight() {
return false;
}
class XLegendDef {
// double unit_width = 1.5;
int big_tick = 8;
long start;
XLegendDef() {
}
String getAt(int unit) {
int fs = data.getFrameSize();
return Scheduler.formatTimeMillis(0 + unit * fs);
}
}
void drawOHLC(Graphics2D g, int x, OHLCDataItem di) {
}
/**
* Draw the one and only one X legend
*
* @param g Graphics conext to draw
* @param xld Definition
*/
void drawXLegend(Graphics2D g, XLegendDef xld) {
g = (Graphics2D) g.create();
int yw = (int) (this.y_legend_width * this.em_size);
g.setClip(clip_bounds.x, clip_bounds.y, clip_bounds.width - yw, clip_bounds.height);
Dimension dim = getSize();
int y = dim.height - em_height * 3;
g.drawLine(0, y, dim.width, y);
int n;
double x;
for (n = 0, x = 0; x < dim.width; x += em_size * x_unit_width) {
if (n % xld.big_tick == 0) {
g.drawLine((int) x, y, (int) x, y + em_size);
} else {
g.drawLine((int) x, y, (int) x, y + em_size / 2);
}
if (n % xld.big_tick == 0) {
String text;
text = xld.getAt(n);
int swidth = g.getFontMetrics().stringWidth(text);
g.drawString(text, (int) x - swidth / 2, y + em_height * 2);
}
OHLCDataItem d;
try {
d = data.data.get(n);
} catch (Exception e) {
d = null;
}
n++;
}
}
private void getData() {
}
class RenderCtx {
Rectangle rect;
float scaling;
float min;
Graphics2D g;
float iwidth;
float getYc(float y) {
return getY(y);
//return rect.height - ((y - min) * scaling);
}
}
boolean logs = false;
float getY(float y) {
if (logs) {
float m = c_mm.max / c_mm.min;
float fac = (float) c_rect.height / (float) Math.log(m);
float fmin = c_rect.height - ((float) Math.log((y / c_mm.min)) * fac);
//System.out.printf("Fac: %f fmin: %f\n", fac, fmin);
return fmin;
//return c_rect.height - ((float) Math.log((y - c_mm.min) * c_yscaling) * fac);
}
return (c_rect.height - ((y - c_mm.min) * c_yscaling)) + c_rect.y;
// return c_rect.height - ((y - c_mm.min) * c_yscaling);
}
private void drawItem_l(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem item) {
if (prev == null) {
prev = item;
}
Graphics2D g = ctx.g;
Rectangle r = ctx.rect;
g.drawLine(prevx, (int) ctx.getYc(prev.close), x, (int) ctx.getYc(item.close));
g.drawLine(r.x, r.height + r.y, r.x + r.width, r.height + r.y);
}
private void drawCandleItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
if (prev == null) {
prev = i;
}
Graphics2D g = ctx.g;
Rectangle r = ctx.rect;
if (i.open < i.close) {
int xl = (int) (x + ctx.iwidth / 2);
g.setColor(Color.BLACK);
g.drawLine(xl, (int) ctx.getYc(i.close), xl, (int) ctx.getYc(i.high));
g.drawLine(xl, (int) ctx.getYc(i.low), xl, (int) ctx.getYc(i.open));
float w = ctx.iwidth;
float h = (int) (ctx.getYc(i.open) - ctx.getYc(i.close));
// System.out.printf("CLO: %f %f \n", w, h);
g.setColor(Color.GREEN);
g.fillRect((int) (x), (int) ctx.getYc(i.close), (int) w, (int) h);
g.setColor(Color.BLACK);
g.drawRect((int) (x), (int) ctx.getYc(i.close), (int) w, (int) h);
} else {
int xl = (int) (x + ctx.iwidth / 2);
g.setColor(Color.RED);
g.drawLine(xl, (int) ctx.getYc(i.high), xl, (int) ctx.getYc(i.close));
g.drawLine(xl, (int) ctx.getYc(i.open), xl, (int) ctx.getYc(i.low));
float w = ctx.iwidth;
float h = (int) (ctx.getYc(i.close) - ctx.getYc(i.open));
g.fillRect((int) (x), (int) ctx.getYc(i.open), (int) w, (int) h);
g.setColor(Color.BLACK);
g.drawRect((int) (x), (int) ctx.getYc(i.open), (int) w, (int) h);
}
}
private void drawBarItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
Graphics2D g = ctx.g;
g.setColor(Color.BLACK);
g.drawLine(x, (int) ctx.getYc(0), x, (int) ctx.getYc(i.volume));
Rectangle r = ctx.rect;
}
enum ChartType {
CANDLESTICK,
BAR,
VOL,
}
ChartType ct = ChartType.CANDLESTICK;
private void drawItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
switch (ct) {
case CANDLESTICK:
this.drawCandleItem(ctx, prevx, x, prev, i);
break;
case VOL:
this.drawBarItem(ctx, prevx, x, prev, i);
break;
}
}
float c_yscaling;
private void drawYLegend(RenderCtx ctx) {
Graphics2D g = ctx.g;
// g.setClip(null);
// System.out.printf("Drawing legend\n");
//Dimension dim0 = this.getSize();
Rectangle dim;
dim = this.clip_bounds;
Dimension rv = this.getSize();
//System.out.printf("W: %d,%d\n", rv.width, rv.height);
int yw = (int) (this.y_legend_width * this.em_size);
// g.setColor(Color.BLUE);
g.drawLine(dim.width + dim.x - yw, 0, dim.width + dim.x - yw, dim.height);
// g.setColor(Color.YELLOW);
//System.out.printf("Dim: %d %d %d %d\n", dim.x, dim.y, dim.width, dim.height);
c_yscaling = c_rect.height / c_mm.getDiff();
// System.out.printf("yscale %f\n", c_yscaling);
for (float y = c_mm.min; y < c_mm.max; y += c_mm.getDiff() / 10.0) {
int my = (int) getY(y); //c_rect.height - (int) ((y - c_mm.min) * c_yscaling);
g.drawLine(dim.width + dim.x - yw, my, dim.width + dim.x - yw + em_size, my);
g.drawString(String.format("%.2f", y), dim.width + dim.x - yw + em_size * 1.5f, my + c_font_height / 3);
}
}
private MinMax c_mm = null;
private Rectangle c_rect;
private int em_height;
private int em_width;
void drawChart(RenderCtx ctx) {
c_yscaling = c_rect.height / c_mm.getDiff();
ctx.g.setClip(null);
// ctx.g.setColor(Color.ORANGE);
// ctx.g.setClip(ctx.rect.x, ctx.rect.y, ctx.rect.width, ctx.rect.height);
// ctx.g.drawRect(ctx.rect.x, ctx.rect.y, ctx.rect.width, ctx.rect.height);
this.drawYLegend(ctx);
/// ctx.g.setColor(Color.ORANGE);
int yw = (int) (this.y_legend_width * this.em_size);
ctx.g.setClip(clip_bounds.x, clip_bounds.y, clip_bounds.width - yw, clip_bounds.height);
// ctx.g.setClip(ctx.rect.x, ctx.rect.y, ctx.rect.width-yw, ctx.rect.height);
OHLCDataItem prev = null;
for (int i = first_bar; i < last_bar && i < data.size(); i++) {
OHLCDataItem di = data.get(i);
int x = (int) (i * em_size * x_unit_width); //em_width;
this.drawItem(ctx, x - em_width, x, prev, di); //, ctx.scaling, data.getMin());
// myi++;
prev = di;
}
}
boolean autoScroll = true;
int lastvpos = 0;
private void draw(Graphics2D g) {
if (data == null) {
return;
}
if (data.size() == 0) {
return;
}
c_mm = data.getMinMax(first_bar, last_bar);
if (c_mm == null) {
return;
}
c_mm.min /= 1; //-= c_mm.min/ 2.0f;
c_mm.max *= 1; //+= c_mm.max / 10.0f;
em_height = g.getFontMetrics().getHeight();
em_width = g.getFontMetrics().stringWidth("M");
XLegendDef xld = new XLegendDef();
this.drawXLegend(g, xld);
int pwidth = (int) (em_width * x_unit_width * (num_bars + 1)) + clip_bounds.width;
// int phight = 400;
// phight=this.getVisibleRect().height;
this.setPreferredSize(new Dimension(pwidth, gdim.height));
this.revalidate();
int bww = (int) (data.size() * (this.x_unit_width * this.em_size));
int p0 = pwidth - clip_bounds.width - (clip_bounds.width - (int) (13 * em_size));
if (p0 < 0) {
p0 = 0;
}
JViewport vp = (JViewport) this.getParent();
Point pp = vp.getViewPosition();
// System.out.printf("View Pos: %d %d\n", pp.x,pp.y);
// System.out.printf("Calc Pos: %d pw:%d\n", p0,pwidth);
Point cp = vp.getViewPosition();
if (autoScroll && this.lastvpos != cp.x) {
autoScroll = false;
}
if (!autoScroll && cp.x >= p0) {
autoScroll = true;
}
if (autoScroll) {
vp.setViewPosition(new Point(p0, 0));
lastvpos = p0;
}
int cheight = gdim.height - 6 * em_width;
int h = (int) (cheight * 0.8);
Rectangle r = new Rectangle(0, 0, pwidth, h);
c_rect = r;
RenderCtx ctx = new RenderCtx();
// c_rect.x = 0;
// c_rect.y = 50;
// c_rect.height = ;
ctx.rect = c_rect;
ctx.scaling = (float) r.height / (c_mm.getMax() - c_mm.getMin());
ctx.min = c_mm.getMin();
ctx.g = g;
ctx.iwidth = (float) ((x_unit_width * em_size) * 0.9f);
this.ct = ChartType.CANDLESTICK;
logs=true;
drawChart(ctx);
c_mm = data.getVolMinMax(first_bar, last_bar);
//System.out.printf("Volminmax: %f %f\n", c_mm.min, c_mm.max);
c_mm.min = 0f;
int h1 = h + em_width;
h = (int) (cheight * 0.2);
r = new Rectangle(0, h1, pwidth, h);
c_rect = r;
// c_rect.x = 0;
// c_rect.y = 250;
// c_rect.height = 50;
ctx.rect = c_rect;
ctx.scaling = (float) r.height / (c_mm.getMax() - c_mm.getMin());
ctx.min = c_mm.getMin();
ctx.g = g;
ctx.iwidth = (float) ((x_unit_width * em_size) * 0.9f);
logs=false;
this.ct = ChartType.VOL;
drawChart(ctx);
}
private float c_font_height;
@Override
public final void paintComponent(Graphics g) {
if (Globals.se==null){
return;
}
super.paintComponent(g);
// Calculate the number of pixels for 1 em
em_size = g.getFontMetrics().stringWidth("M");
this.gdim = this.getParent().getSize(gdim);
this.getParent().setPreferredSize(gdim);
//Object o = this.getParent();
JViewport vp = (JViewport) this.getParent();
//this.clip_bounds=g.getClipBounds();
this.clip_bounds = vp.getViewRect();
// vp.setViewPosition(new Point(0,0));
// System.out.printf("X:%d %d\n",gdim.width,gdim.height);
first_bar = (int) (clip_bounds.x / (this.x_unit_width * this.em_size));
last_bar = 1 + (int) ((clip_bounds.x + clip_bounds.width - (this.y_legend_width * em_size)) / (this.x_unit_width * this.em_size));
// int vpwidth=(int) ((last_bar-first_bar)*x_unit_width*em_size);
num_bars = data.size(); // + (int) (clip_bounds.width / (this.x_unit_width * this.em_size))+5;
c_font_height = g.getFontMetrics().getHeight();
// System.out.printf("First %d, last %d\n", first_bar, last_bar);
draw((Graphics2D) g);
}
/**
* This method is called from within the constructor to initialize the form.
* WARNING: Do NOT modify this code. The content of this method is always
* regenerated by the Form Editor.
*/
@SuppressWarnings("unchecked")
// <editor-fold defaultstate="collapsed" desc="Generated Code">//GEN-BEGIN:initComponents
private void initComponents() {
ctxMenu = new javax.swing.JPopupMenu();
compMenu = new javax.swing.JMenu();
jCheckBoxMenuItem1 = new javax.swing.JCheckBoxMenuItem();
compMenu.setText("Compression");
ctxMenu.add(compMenu);
jCheckBoxMenuItem1.setSelected(true);
jCheckBoxMenuItem1.setText("jCheckBoxMenuItem1");
ctxMenu.add(jCheckBoxMenuItem1);
setBackground(java.awt.Color.white);
setBorder(null);
setOpaque(false);
setPreferredSize(new java.awt.Dimension(300, 300));
setRequestFocusEnabled(false);
addMouseWheelListener(new java.awt.event.MouseWheelListener() {
public void mouseWheelMoved(java.awt.event.MouseWheelEvent evt) {
formMouseWheelMoved(evt);
}
});
addMouseListener(new java.awt.event.MouseAdapter() {
public void mousePressed(java.awt.event.MouseEvent evt) {
formMousePressed(evt);
}
});
javax.swing.GroupLayout layout = new javax.swing.GroupLayout(this);
this.setLayout(layout);
layout.setHorizontalGroup(
layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
.addGap(0, 589, Short.MAX_VALUE)
);
layout.setVerticalGroup(
layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
.addGap(0, 300, Short.MAX_VALUE)
);
}// </editor-fold>//GEN-END:initComponents
private void formMousePressed(java.awt.event.MouseEvent evt) {//GEN-FIRST:event_formMousePressed
System.out.printf("Mouse ohlc was pressed\n");
if (!evt.isPopupTrigger()) {
return;
};
// this.invalidate();
this.ctxMenu.setVisible(true);
this.ctxMenu.show(this, evt.getX(), evt.getY());
this.invalidate();
this.repaint();
}//GEN-LAST:event_formMousePressed
private void formMouseWheelMoved(java.awt.event.MouseWheelEvent evt) {//GEN-FIRST:event_formMouseWheelMoved
//System.out.printf("Wheel %f\n", evt.getPreciseWheelRotation());
double n = evt.getPreciseWheelRotation() * (-1.0);
//System.out.printf("My n %f\n", n);
if (n < 0) {
if (this.x_unit_width > 0.3) {
this.x_unit_width += 0.1 * n;
}
} else {
this.x_unit_width += 0.1 * n;
}
this.invalidate();
this.repaint();
}//GEN-LAST:event_formMouseWheelMoved
void setCompression(int timeFrame) {
javax.swing.SwingUtilities.invokeLater(() -> {
data = Globals.se.getOHLCdata(timeFrame);
invalidate();
repaint();
});
}
@Override
public void UpdateQuote(Quote q) {
// System.out.print("Quote Received\n");
// this.realTimeAdd(q.time, (float) q.price, (float)q.volume);
// data.realTimeAdd(q.time, (float) q.price, (float) q.volume);
// this.invalidate();
this.repaint();
}
// Variables declaration - do not modify//GEN-BEGIN:variables
private javax.swing.JMenu compMenu;
private javax.swing.JPopupMenu ctxMenu;
private javax.swing.JCheckBoxMenuItem jCheckBoxMenuItem1;
// End of variables declaration//GEN-END:variables
}