779 lines
22 KiB
Java
779 lines
22 KiB
Java
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/*
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* To change this license header, choose License Headers in Project Properties.
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* To change this template file, choose Tools | Templates
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* and open the template in the editor.
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*/
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package chart;
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import sesim.OHLCDataItem;
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import sesim.OHLCData;
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import java.awt.*;
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import sesim.Exchange.*;
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import sesim.Quote;
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import gui.Globals;
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import java.awt.geom.Rectangle2D;
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import java.text.DateFormat;
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import java.text.SimpleDateFormat;
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import java.util.ArrayList;
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import java.util.Date;
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import java.util.Iterator;
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import javax.swing.JMenuItem;
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import javax.swing.JScrollPane;
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import javax.swing.JViewport;
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import javax.swing.Scrollable;
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import sesim.MinMax;
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import sesim.Scheduler;
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/**
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*
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* @author 7u83 <7u83@mail.ru>
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*/
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public class Chart extends javax.swing.JPanel implements QuoteReceiver, Scrollable {
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private int em_height;
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private int em_width;
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protected double x_legend_height = 6;
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protected double x_unit_width = 1.0;
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/**
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* width of y legend in em
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*/
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protected float y_legend_width = 10;
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protected int num_bars = 4000;
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protected Rectangle clip_bounds = new Rectangle();
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private int first_bar, last_bar;
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public final void initChart() {
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// data = new OHLCData(60000*30);
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//data = new OHLCData(60000*30);
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//data = Globals.se.getOHLCdata(60000 * 30);
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this.setCompression(10000);
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}
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/**
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* Creates new form Chart
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*/
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public Chart() {
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if (Globals.se == null) {
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return;
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}
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initComponents();
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initChart();
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// initCtxMenu();
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//setCompression(60000);
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if (Globals.se == null) {
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return;
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}
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Globals.se.addQuoteReceiver(this);
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// scrollPane=new JScrollPane();
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// scrollPane.setViewportView(this);
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}
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OHLCData data;
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@Override
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public Dimension getPreferredScrollableViewportSize() {
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return this.getPreferredSize();
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}
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@Override
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public int getScrollableUnitIncrement(Rectangle visibleRect, int orientation, int direction) {
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return 1;
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}
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@Override
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public int getScrollableBlockIncrement(Rectangle visibleRect, int orientation, int direction) {
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return 100;
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}
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@Override
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public boolean getScrollableTracksViewportWidth() {
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return false;
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}
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@Override
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public boolean getScrollableTracksViewportHeight() {
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return false;
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}
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class XLegendDef {
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//int big_tick = 10;
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// long start;
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XLegendDef() {
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}
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String getAt(int unit) {
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int fs = data.getFrameSize();
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return Scheduler.formatTimeMillis(0 + unit * fs);
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}
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}
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protected void setXLegendHeight(int h) {
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this.x_legend_height = h;
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}
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/**
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* Color of X-legend
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*/
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protected Color xl_color = null;
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/**
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* Background color of X-legend
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*/
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protected Color xl_bgcolor = null;
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/**
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* Height of X-legend
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*/
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protected int xl_height;
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/**
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* Draw the one and only one X legend
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*
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* @param g Graphics conext to draw
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* @param xld Definition
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*/
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void drawXLegend(Graphics2D g, XLegendDef xld) {
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int yw = (int) (this.y_legend_width * this.em_width);
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//g.setColor(Color.BLUE);
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// g.drawRect(clip_bounds.x, clip_bounds.y, clip_bounds.width - yw-1, clip_bounds.height-1);
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g.setClip(clip_bounds.x, clip_bounds.y, clip_bounds.width - yw, clip_bounds.height);
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Dimension dim = getSize();
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int y = clip_bounds.height - em_height * xl_height;
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// g.drawLine(0, y, dim.width, y);
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// Set background color
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if (this.xl_bgcolor != null) {
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Color cur = g.getColor();
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g.setColor(xl_bgcolor);
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g.fillRect(0, y, dim.width, em_height * xl_height);
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g.drawRect(0, y, dim.width, em_height * xl_height);
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g.setColor(cur);
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}
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int n;
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double x;
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long big_tick = 1;
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double btl, xxx;
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do {
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big_tick++;
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btl = em_width * big_tick * x_unit_width;
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xxx = 7 * em_width;
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} while (btl < xxx);
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for (n = 0, x = 0; x < dim.width; x += em_width * x_unit_width) {
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if (n % big_tick == 1) {
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g.drawLine((int) x, y, (int) x, y + em_width);
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String text;
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text = xld.getAt(n);
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int swidth = g.getFontMetrics().stringWidth(text);
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g.drawString(text, (int) x - swidth / 2, y + em_height * 2);
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} else {
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g.drawLine((int) x, y, (int) x, y + em_width / 2);
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}
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if (n % big_tick == 0) {
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}
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n += 1;
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}
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}
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class RenderCtx {
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Rectangle rect;
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float scaling;
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float min;
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Graphics2D g;
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float iwidth;
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float getY(float y) {
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float ys = rect.height / c_mm.getDiff();
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if (c_mm.isLog()) {
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return rect.height + rect.y - ((float) Math.log(y) - c_mm.getMin()) * ys;
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}
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return (rect.height - ((y - c_mm.getMin()) * c_yscaling)) + rect.y;
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}
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}
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boolean logs = false;
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float getY0(float y) {
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float ys = c_rect.height / c_mm.getDiff();
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// ys = c_rect.height / c_mm.getDiff();
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if (c_mm.isLog()) {
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// c_mm.setLog(true);
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// ys = c_rect.height / c_mm.getDiff();
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// return (c_rect.height - (((float)Math.log(y) - c_mm.getMin()) * ys)) + c_rect.y;
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return c_rect.height + c_rect.y - ((float) Math.log(y) - c_mm.getMin()) * ys;
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/* float m = c_mm.getMax() / c_mm.getMin();
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float fac = (float) c_rect.height / (float) Math.log(m);
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float fmin = c_rect.height - ((float) Math.log((y / c_mm.getMin())) * fac);
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return fmin;
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*/
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//return c_rect.height - ((float) Math.log((y - c_mm.getMin()) * c_yscaling) * fac);
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}
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return (c_rect.height - ((y - c_mm.getMin()) * c_yscaling)) + c_rect.y;
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// return c_rect.height - ((y - c_mm.getMin()) * c_yscaling);
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}
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double getValAtY(float y) {
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float val = 0;
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// y = (c_rect.height - ((val - c_mm.getMin()) * c_yscaling)) + c_rect.y;
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// y-c_rect.y = c_rect.height - ((val - c_mm.getMin()) * c_yscaling)
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// y-c_rect.y-c_rect.height = - ((val - c_mm.getMin()) * c_yscaling)
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// -(y-c_rect.y-c_rect.heigh) = (val - c_mm.getMin()) * c_yscaling
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// (-(y-c_rect.y-c_rect.heigh))/c_yscaling = (val - c_mm.getMin())
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if (c_mm.isLog()) {
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float ys = c_rect.height / c_mm.getDiff();
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//val = return c_rect.height + c_rect.y - ((float)Math.log(y) - c_mm.getMin()) * ys;
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// val + ((float)Math.log(y) - c_mm.getMin()) * ys = c_rect.height + c_rect.y
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// val/ys + ((float)Math.log(y) - c_mm.getMin()) = (c_rect.height + c_rect.y)/ys
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// val/ys + ((float)Math.log(y) = (c_rect.height + c_rect.y)/ys + c_mm.getMin())
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//return (-(Math.exp(y)-c_rect.y-c_rect.height))/ys+c_mm.getMin();
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return Math.exp((c_rect.height + c_rect.y) / ys + c_mm.getMin() - y / ys);
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}
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return (-(y - c_rect.y - c_rect.height)) / c_yscaling + c_mm.getMin();
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// return (y+c_rect.y-c_rect.height)/c_yscaling+c_mm.getMin();
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}
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private void drawCandleItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
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Graphics2D g = ctx.g;
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Rectangle r = ctx.rect;
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if (i.open < i.close) {
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int xl = (int) (x + ctx.iwidth / 2);
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g.setColor(Color.BLACK);
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g.drawLine(xl, (int) ctx.getY(i.close), xl, (int) ctx.getY(i.high));
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g.drawLine(xl, (int) ctx.getY(i.low), xl, (int) ctx.getY(i.open));
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float w = ctx.iwidth;
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float h = (int) (ctx.getY(i.open) - ctx.getY(i.close));
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g.setColor(Color.GREEN);
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g.fillRect((int) (x), (int) ctx.getY(i.close), (int) w, (int) h);
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g.setColor(Color.BLACK);
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g.drawRect((int) (x), (int) ctx.getY(i.close), (int) w, (int) h);
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} else {
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int xl = (int) (x + ctx.iwidth / 2);
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g.setColor(Color.RED);
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g.drawLine(xl, (int) ctx.getY(i.high), xl, (int) ctx.getY(i.close));
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g.drawLine(xl, (int) ctx.getY(i.open), xl, (int) ctx.getY(i.low));
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float w = ctx.iwidth;
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float h = (int) (ctx.getY(i.close) - ctx.getY(i.open));
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g.fillRect((int) (x), (int) ctx.getY(i.open), (int) w, (int) h);
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g.setColor(Color.BLACK);
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g.drawRect((int) (x), (int) ctx.getY(i.open), (int) w, (int) h);
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}
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}
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private void drawBarItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
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Graphics2D g = ctx.g;
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g.setColor(Color.BLACK);
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g.drawLine(x, (int) ctx.getY(0), x, (int) ctx.getY(i.volume));
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Rectangle r = ctx.rect;
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}
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/**
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* Char types
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*/
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protected enum ChartType {
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CANDLESTICK,
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BAR,
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VOL,
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}
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ChartType ct = ChartType.CANDLESTICK;
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private void drawItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
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switch (ct) {
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case CANDLESTICK:
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this.drawCandleItem(ctx, prevx, x, prev, i);
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break;
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case VOL:
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this.drawBarItem(ctx, prevx, x, prev, i);
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break;
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}
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}
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float c_yscaling;
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private void drawYLegend(RenderCtx ctx) {
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Graphics2D g = ctx.g;
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Rectangle dim;
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dim = this.clip_bounds;
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// Dimension rv = this.getSize();
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int yw = (int) (this.y_legend_width * this.em_width);
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g.drawLine(dim.width + dim.x - yw, 0, dim.width + dim.x - yw, dim.height);
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float y1 = ctx.getY(c_mm.getMin(false));
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float y2 = ctx.getY(c_mm.getMax(false));
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float ydiff = y1 - y2;
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System.out.printf("%s y1: %f, y2: %f, diff %f\n", Boolean.toString(c_mm.isLog()), y1, y2, ydiff);
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for (int yp = (int) y2; yp < y1; yp += em_width * 5) {
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g.drawLine(dim.width + dim.x - yw, yp, dim.width + dim.x - yw + em_width, yp);
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double v1 = getValAtY(yp);
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g.drawString(String.format("%.2f", v1), dim.width + dim.x - yw + em_width * 1.5f, yp + c_font_height / 3);
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}
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// c_yscaling = c_rect.height / c_mm.getDiff();
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//System.out.printf("Step: %f\n",step);
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double v1, v2;
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v1 = getValAtY(y1);
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v2 = getValAtY(y2);
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System.out.printf("v1 %f, v2 %f\n", v1, v2);
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/* for (float y = c_mm.getMin(); y < c_mm.getMax(); y += step) {
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int my = (int) getY(y); //c_rect.height - (int) ((y - c_mm.getMin()) * c_yscaling);
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g.drawLine(dim.width + dim.x - yw, my, dim.width + dim.x - yw + em_width, my);
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g.drawString(String.format("%.2f", y), dim.width + dim.x - yw + em_width * 1.5f, my + c_font_height / 3);
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}
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*/
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}
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private MinMax c_mm = null;
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private Rectangle c_rect;
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void drawChart(RenderCtx ctx) {
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c_yscaling = c_rect.height / c_mm.getDiff();
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ctx.g.setClip(null);
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// ctx.g.setColor(Color.ORANGE);
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// ctx.g.setClip(ctx.rect.x, ctx.rect.y, ctx.rect.width, ctx.rect.height);
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// ctx.g.drawRect(ctx.rect.x, ctx.rect.y, ctx.rect.width, ctx.rect.height);
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this.drawYLegend(ctx);
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/// ctx.g.setColor(Color.ORANGE);
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int yw = (int) (this.y_legend_width * this.em_width);
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ctx.g.setClip(clip_bounds.x, clip_bounds.y, clip_bounds.width - yw, clip_bounds.height);
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// ctx.g.setClip(ctx.rect.x, ctx.rect.y, ctx.rect.width-yw, ctx.rect.height);
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OHLCDataItem prev = null;
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for (int i = first_bar; i < last_bar && i < data.size(); i++) {
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OHLCDataItem di = data.get(i);
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int x = (int) (i * em_width * x_unit_width); //em_width;
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this.drawItem(ctx, x - em_width, x, prev, di); //, ctx.scaling, data.getMin());
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// myi++;
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prev = di;
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}
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}
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boolean autoScroll = true;
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int lastvpos = 0;
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class ChartDef {
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float height;
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ChartType type;
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OHLCData data;
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Color bgcolor = null;
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}
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ArrayList<ChartDef> charts = new ArrayList<>();
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void addChart(ChartDef d) {
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charts.add(d);
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}
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void setupCharts() {
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charts = new ArrayList<>();
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ChartDef main = new ChartDef();
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main.height = 0.8f;
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main.type = ChartType.CANDLESTICK;
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main.data = this.data;
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//main.bgcolor =Color.WHITE;
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addChart(main);
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ChartDef vol = new ChartDef();
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vol.height = 0.2f;
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vol.type = ChartType.VOL;
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vol.data = this.data;
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// vol.bgcolor = Color.GRAY;
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addChart(vol);
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}
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void drawAll(Graphics2D g) {
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int pwidth = (int) (em_width * x_unit_width * (num_bars + 1)) + clip_bounds.width;
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this.setPreferredSize(new Dimension(pwidth, gdim.height));
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this.revalidate();
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int h1 = 0;
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int loops = 0;
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for (ChartDef d : charts) {
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switch (d.type) {
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case VOL:
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c_mm = d.data.getVolMinMax(first_bar, last_bar);
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c_mm.setMin(0);
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break;
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default:
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c_mm = d.data.getMinMax(first_bar, last_bar);
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}
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int cheight = gdim.height - (xl_height * 2) * em_width;
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cheight = clip_bounds.height - xl_height * em_width;
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int my = clip_bounds.height - em_height * xl_height;
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g.setColor(Color.RED);
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g.drawRect(clip_bounds.x,clip_bounds.y,clip_bounds.width,my);
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int h = (int) (my * d.height);
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c_rect = new Rectangle(0, h1, pwidth, h);
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g.draw(c_rect);
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System.out.printf("Nananan %d\n", loops++);
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RenderCtx ctx = new RenderCtx();
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ctx.rect = c_rect;
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ctx.scaling = (float) c_rect.height / (c_mm.getMax() - c_mm.getMin());
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ctx.min = c_mm.getMin();
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ctx.g = g;
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ctx.iwidth = (float) ((x_unit_width * em_width) * 0.9f);
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this.ct = d.type;
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logs = false;
|
|
c_mm.setLog(false);
|
|
|
|
if (d.bgcolor != null) {
|
|
Color cur = g.getColor();
|
|
ctx.g.setColor(d.bgcolor);
|
|
ctx.g.fillRect(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);
|
|
ctx.g.setColor(cur);
|
|
}
|
|
|
|
drawChart(ctx);
|
|
|
|
h1 = h1+h;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
private void draw(Graphics2D g) {
|
|
|
|
if (data == null) {
|
|
return;
|
|
}
|
|
if (data.size() == 0) {
|
|
return;
|
|
}
|
|
// g.setColor(Color.RED);
|
|
// g.drawRect(0,0,gdim.width,gdim.height);
|
|
|
|
this.setupCharts();
|
|
|
|
num_bars = data.size();
|
|
|
|
// c_mm = data.getMinMax(first_bar, last_bar);
|
|
// if (c_mm == null) {
|
|
// return;
|
|
// }
|
|
em_height = g.getFontMetrics().getHeight();
|
|
em_width = g.getFontMetrics().stringWidth("M");
|
|
|
|
XLegendDef xld = new XLegendDef();
|
|
this.drawXLegend(g, xld);
|
|
|
|
drawAll(g);
|
|
|
|
}
|
|
|
|
Dimension gdim;
|
|
|
|
private void draw2(Graphics2D g) {
|
|
|
|
if (data == null) {
|
|
return;
|
|
}
|
|
if (data.size() == 0) {
|
|
return;
|
|
}
|
|
|
|
num_bars = data.size();
|
|
|
|
c_mm = data.getMinMax(first_bar, last_bar);
|
|
if (c_mm == null) {
|
|
return;
|
|
}
|
|
|
|
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_width));
|
|
int p0 = pwidth - clip_bounds.width - (clip_bounds.width - (int) (13 * em_width));
|
|
if (p0 < 0) {
|
|
p0 = 0;
|
|
}
|
|
JViewport vp = (JViewport) this.getParent();
|
|
Point pp = vp.getViewPosition();
|
|
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_width) * 0.9f);
|
|
|
|
this.ct = ChartType.CANDLESTICK;
|
|
logs = true;
|
|
c_mm.setLog(true);
|
|
drawChart(ctx);
|
|
|
|
c_mm = data.getVolMinMax(first_bar, last_bar);
|
|
|
|
// c_mm.min = 0f;
|
|
c_mm.setMin(0);
|
|
|
|
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_width) * 0.9f);
|
|
|
|
logs = false;
|
|
c_mm.setLog(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_width = 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();
|
|
|
|
first_bar = (int) (clip_bounds.x / (this.x_unit_width * this.em_width));
|
|
last_bar = 1 + (int) ((clip_bounds.x + clip_bounds.width - (this.y_legend_width * em_width)) / (this.x_unit_width * this.em_width));
|
|
|
|
// num_bars = data.size(); // + (int) (clip_bounds.width / (this.x_unit_width * this.em_width))+5;
|
|
// num_bars=1;
|
|
c_font_height = g.getFontMetrics().getHeight();
|
|
|
|
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.setMnemonic('l');
|
|
jCheckBoxMenuItem1.setSelected(true);
|
|
jCheckBoxMenuItem1.setText("Log Scale");
|
|
jCheckBoxMenuItem1.setToolTipText("");
|
|
jCheckBoxMenuItem1.addActionListener(new java.awt.event.ActionListener() {
|
|
public void actionPerformed(java.awt.event.ActionEvent evt) {
|
|
jCheckBoxMenuItem1ActionPerformed(evt);
|
|
}
|
|
});
|
|
ctxMenu.add(jCheckBoxMenuItem1);
|
|
|
|
setBackground(java.awt.Color.white);
|
|
setBorder(null);
|
|
setOpaque(false);
|
|
setPreferredSize(new java.awt.Dimension(300, 300));
|
|
setRequestFocusEnabled(false);
|
|
|
|
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 jCheckBoxMenuItem1ActionPerformed(java.awt.event.ActionEvent evt) {//GEN-FIRST:event_jCheckBoxMenuItem1ActionPerformed
|
|
// TODO add your handling code here:
|
|
}//GEN-LAST:event_jCheckBoxMenuItem1ActionPerformed
|
|
|
|
protected 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
|
|
}
|