Design a multi-chart line drawing library

in #librarylast month

When writing and designing strategies, operations such as creating charts and drawing are often used. For a single custom chart, we can use the "line drawing library" (those who are not familiar with the concept of template libraries on FMZ can check the FMZ API documentation), which is very convenient for drawing operations. However, for scenarios that require multiple charts, this template library cannot meet the needs. Then we learn the design ideas of this line drawing library and design a multi-chart version of the line drawing library based on this.

Design export functions of "template library"

Drawing on the export function design of the "Line Drawing Library", we also designed similar export functions for the multi-chart line drawing library.

  • $.PlotMultRecords
    is used to draw K-line charts. The parameter design is: cfgName, seriesName, records, extension.
    cfgName: The name of the configuration object as an independent chart.
    seriesName: The name of the K-line data series to be drawn.
    records: The incoming K-line data.
    extension: The configuration information of the chart size. For example, if you pass in: {layout: 'single', col: 6, height: '600px'}, the chart with the configuration object name cfgName is displayed separately, with a width of 6 and a height of 600px.

  • $.PlotMultLine
    is used to draw lines. The parameters are: cfgName, seriesName, dot, ts, extension
    cfgName: The name of the configuration object as an independent chart.
    seriesName: The name of the data series to be drawn.
    dot: The vertical coordinate value of the point on the line to be drawn.
    ts: Timestamp, that is, the value on the x-axis.
    extension: Configuration information of the chart size.

  • $.PlotMultHLine
    is used to draw horizontal lines. The parameter design is: cfgName, value, label, color, style
    cfgName: the name of the chart configuration object.
    value: the vertical coordinate value of the horizontal line
    . label: the display text on the horizontal line.
    color: the color of the line.
    style: the style of the line, for example: Solid ShortDash ShortDot ShortDashDot ShortDashDotDot Dot Dash LongDash DashDot LongDashDot LongDashDotDot.

  • $.PlotMultTitle
    is used to modify the title and subtitle of the chart. Parameter design: cfgName, title, chartTitle
    cfgName: Chart configuration object name.
    title: Subtitle.
    chartTitle: Chart title.

  • $.PlotMultFlag
    draws a small flag icon, parameter design: cfgName, seriesName, ts, text, title, shape, color, onSeriesName
    cfgName: Chart configuration object name.
    seriesName: Data series name.
    ts: Timestamp
    text: Text in the small icon.
    title: Title of the small icon.
    shape: Small icon shape.
    color: Small icon color.
    onSeriesName: Based on which data series to display, the value is the id of the data series.

  • $.GetArrCfg
    returns an array of chart configuration objects.

Test function design

To make it easier to understand, I wrote comments directly on the test functions to explain what each function call does.

// test
function main() {
    LogReset(10)
    var i = 0 
    var prePrintTs = 0

    while (true) {
        var r = exchange.GetRecords()   // Get K-line data
        var t = exchange.GetTicker()    // Get real-time tick data

        $.PlotMultRecords("chart1", "kline1", r, {layout: 'single', col: 6, height: '600px'})   // Create a K-line chart named chart1, display it independently, with a width of 6 and a height of 600px. The K-line data series name is kline1. Use the r obtained above as the data source to draw the chart.
        $.PlotMultRecords("chart2", "kline2", r, {layout: 'single', col: 6, height: '600px'})   // Create a second K-line chart named chart2
        $.PlotMultLine("chart2", "line1", t.Last, r[r.length - 1].Time)  // Add a line to the K-line chart, chart2, with the data series name line1. Use the latest price of the current tick data as the Y value of the point on the line. The timestamp of the last BAR of the K-line data is used as the X value.
        $.PlotMultLine("chart3", "line2", t.Last)   // Create a line-only chart, named chart3, data series name line2, use the Last price of real-time tick data to draw a point at the current time (X value) (t.Last is the Y value). Note that the chart is not displayed independently.
        $.PlotMultLine("chart6", "line6", t.Time)   // Create a chart chart6 that only draws lines. Note that the chart is not displayed independently, but will be displayed in pages together with chart3.
        $.PlotMultLine("chart4", "line3", t.Sell, new Date().getTime(), {layout: 'single', col: 4, height: '300px'})  // Create a chart chart4 that only draws lines, displays it independently, has a width of 4 and a height of 300px
        $.PlotMultLine("chart5", "line4", t.Volume, new Date().getTime(), {layout: 'single', col: 8, height: '300px'})  // Create a chart chart5 that only draws lines, displays independently, with a width of 8 and a height of 300px     

        $.PlotMultHLine("chart1", r[r.length - 1].Close, "HLine1", "blue", "ShortDot")   // Add a horizontal line to chart1
        $.PlotMultHLine("chart4", t.Sell, "HLine2", "green")  // Add a horizontal line to chart4
        $.PlotMultTitle("chart3", "change : chart3->test1", "test1")   // Modify the title of chart3

        var ts = new Date().getTime()
        if (ts - prePrintTs > 1000 * 20) {
            prePrintTs = ts 
            // When triggered, draw a small icon on the chart3 chart
            $.PlotMultFlag("chart3", "flag1", new Date().getTime(), "flag test", "flag1")
        }
        
        if (i == 10) {
            Log("i == 10")
            // When triggered, draw small icons on chart4 and chart1
            $.PlotMultFlag("chart4", "flag2", new Date().getTime(), "flag test", "flag2")
            $.PlotMultFlag("chart1", "flag3", new Date().getTime(), "flag test", "flag3", "squarepin", "green", "kline1")
        } else if (i == 20) {
            Log("i == 20")
            // When triggered, a line is added to chart1, but only one point of this line is drawn, the X coordinate is the timestamp, and the Y coordinate is the t.Last value
            $.PlotMultLine("chart1", "line5", t.Last, r[r.length - 1].Time)
        } else if (i == 30) {
            Log("i == 30")
            // When triggered, draw a small icon on chart2
            $.PlotMultFlag("chart2", "flag4", new Date().getTime(), "flag test", "flag4", "circlepin", "black", "kline2")
        }
        
        Sleep(1000 * 5)
        i++
    }
}

Running Tests

1735b16e24c10a6186c8.png

169c5d325d0f01c54683.png

You can see that with just one line of function calls, you can easily draw a chart, and you can display multiple charts at the same time.

Complete strategy source code

Parameter configuration:

1_BLlwu54TVjeVcIicWODebA.jpg

Class library source code implementation:

var registerInfo = {}
var chart = null
var arrCfg = []

function updateSeriesIdx() {
    var index = 0
    var map = {}
    _.each(arrCfg, function(cfg) {
        _.each(cfg.series, function(series) {
            var key = cfg.name + "|" + series.name
            map[key] = index
            index++
        })
    })

    for (var cfgName in registerInfo) {
        _.each(arrCfg, function(cfg, cfgIdx) {
            if (cfg.name == cfgName) {
                registerInfo[cfgName].cfgIdx = cfgIdx
            }
        })

        for (var i in registerInfo[cfgName].seriesIdxs) {
            var seriesName = registerInfo[cfgName].seriesIdxs[i].seriesName
            var key = cfgName + "|" + seriesName
            if (typeof(map[key]) != "undefined") {                
                registerInfo[cfgName].seriesIdxs[i].index = map[key]
            }

            if (registerInfo[cfgName].seriesIdxs[i].type == "candlestick") {
                registerInfo[cfgName].seriesIdxs[i].preBarTime = 0
            } else if (registerInfo[cfgName].seriesIdxs[i].type == "line") {
                registerInfo[cfgName].seriesIdxs[i].preDotTime = 0
            } else if (registerInfo[cfgName].seriesIdxs[i].type == "flag") {
                registerInfo[cfgName].seriesIdxs[i].preFlagTime = 0
            }
        }
    }

    if (!chart) {
        chart = Chart(arrCfg)
    }
    chart.update(arrCfg)
    chart.reset()

    _G("registerInfo", registerInfo)
    _G("arrCfg", arrCfg)
    
    for (var cfgName in registerInfo) {
        for (var i in registerInfo[cfgName].seriesIdxs) {
            var buffer = registerInfo[cfgName].seriesIdxs[i].buffer
            var index = registerInfo[cfgName].seriesIdxs[i].index
            if (buffer && buffer.length != 0 && registerInfo[cfgName].seriesIdxs[i].type == "line" && registerInfo[cfgName].seriesIdxs[i].preDotTime == 0) {
                _.each(buffer, function(obj) {
                    chart.add(index, [obj.ts, obj.dot])
                    registerInfo[cfgName].seriesIdxs[i].preDotTime = obj.ts
                })
            } else if (buffer && buffer.length != 0 && registerInfo[cfgName].seriesIdxs[i].type == "flag" && registerInfo[cfgName].seriesIdxs[i].preFlagTime == 0) {
                _.each(buffer, function(obj) {
                    chart.add(index, obj.data)
                    registerInfo[cfgName].seriesIdxs[i].preFlagTime = obj.ts
                })
            }
        }
    }
}

function checkBufferLen(buffer, maxLen) {
    while (buffer.length > maxLen) {
        buffer.shift()
    }
}

$.PlotMultRecords = function(cfgName, seriesName, records, extension) {
    if (typeof(cfgName) == "undefined") {
        throw "need cfgName!"
    }

    var index = -1
    var eleIndex = -1

    do {
        var cfgInfo = registerInfo[cfgName]
        if (typeof(cfgInfo) == "undefined") {
            var cfg = {
                name: cfgName,
                __isStock: true,
                title: {
                    text: cfgName
                },
                tooltip: {
                    xDateFormat: '%Y-%m-%d %H:%M:%S, %A'
                },
                legend: {
                    enabled: true,
                },
                plotOptions: {
                    candlestick: {
                        color: '#d75442',
                        upColor: '#6ba583'
                    }
                },
                rangeSelector: {
                    buttons: [{
                        type: 'hour',
                        count: 1,
                        text: '1h'
                    }, {
                        type: 'hour',
                        count: 3,
                        text: '3h'
                    }, {
                        type: 'hour',
                        count: 8,
                        text: '8h'
                    }, {
                        type: 'all',
                        text: 'All'
                    }],
                    selected: 2,
                    inputEnabled: true
                },
                series: [{
                    type: 'candlestick',
                    name: seriesName,
                    id: seriesName,
                    data: []
                }],
            }

            if (typeof(extension) != "undefined") {
                cfg.extension = extension
            }

            registerInfo[cfgName] = {
                "cfgIdx": arrCfg.length,
                "seriesIdxs": [{
                    seriesName: seriesName,
                    index: arrCfg.length,
                    type: "candlestick",
                    preBarTime: 0
                }],
            }
            arrCfg.push(cfg)
            updateSeriesIdx()
        }

        if (!chart) {
            chart = Chart(arrCfg)
        } else {
            chart.update(arrCfg)
        }

        _.each(registerInfo[cfgName].seriesIdxs, function(ele, i) {
            if (ele.seriesName == seriesName && ele.type == "candlestick") {
                index = ele.index
                eleIndex = i
            }
        })
        if (index == -1) {
            arrCfg[registerInfo[cfgName].cfgIdx].series.push({
                type: 'candlestick',
                name: seriesName,
                id: seriesName,
                data: []
            })
            registerInfo[cfgName].seriesIdxs.push({
                seriesName: seriesName,
                index: arrCfg.length,
                type: "candlestick",
                preBarTime: 0
            })
            updateSeriesIdx()
        }
    } while (index == -1)

    for (var i = 0; i < records.length; i++) {
        if (records[i].Time == registerInfo[cfgName].seriesIdxs[eleIndex].preBarTime) {
            chart.add(index, [records[i].Time, records[i].Open, records[i].High, records[i].Low, records[i].Close], -1)
        } else if (records[i].Time > registerInfo[cfgName].seriesIdxs[eleIndex].preBarTime) {
            registerInfo[cfgName].seriesIdxs[eleIndex].preBarTime = records[i].Time
            chart.add(index, [records[i].Time, records[i].Open, records[i].High, records[i].Low, records[i].Close])
        }
    }

    return chart
}

$.PlotMultLine = function(cfgName, seriesName, dot, ts, extension) {
    if (typeof(cfgName) == "undefined") {
        throw "need cfgName!"
    }

    var index = -1
    var eleIndex = -1

    do {
        var cfgInfo = registerInfo[cfgName]
        if (typeof(cfgInfo) == "undefined") {
            var cfg = {
                name: cfgName,
                __isStock: true,
                title: {
                    text: cfgName
                },
                xAxis: {
                    type: 'datetime'
                },
                series: [{
                    type: 'line',
                    name: seriesName,
                    id: seriesName,
                    data: [],
                }]
            }

            if (typeof(extension) != "undefined") {
                cfg.extension = extension
            }

            registerInfo[cfgName] = {
                "cfgIdx": arrCfg.length,
                "seriesIdxs": [{
                    seriesName: seriesName,
                    index: arrCfg.length,
                    type: "line",
                    buffer: [],
                    preDotTime: 0
                }],
            }
            arrCfg.push(cfg)
            updateSeriesIdx()
        }

        if (!chart) {
            chart = Chart(arrCfg)
        } else {
            chart.update(arrCfg)
        }

        _.each(registerInfo[cfgName].seriesIdxs, function(ele, i) {
            if (ele.seriesName == seriesName && ele.type == "line") {
                index = ele.index
                eleIndex = i
            }
        })
        if (index == -1) {
            arrCfg[registerInfo[cfgName].cfgIdx].series.push({
                type: 'line',
                name: seriesName,
                id: seriesName,
                data: [],
            })
            registerInfo[cfgName].seriesIdxs.push({
                seriesName: seriesName,
                index: arrCfg.length,
                type: "line",
                buffer: [],
                preDotTime: 0
            })
            updateSeriesIdx()
        }
    } while (index == -1)

    if (typeof(ts) == "undefined") {
        ts = new Date().getTime()
    }

    var buffer = registerInfo[cfgName].seriesIdxs[eleIndex].buffer
    if (registerInfo[cfgName].seriesIdxs[eleIndex].preDotTime != ts) {
        registerInfo[cfgName].seriesIdxs[eleIndex].preDotTime = ts
        chart.add(index, [ts, dot])
        buffer.push({
            ts: ts,
            dot: dot
        })
        checkBufferLen(buffer, maxBufferLen)
    } else {
        chart.add(index, [ts, dot], -1)
        buffer[buffer.length - 1].dot = dot
    }

    return chart
}

$.PlotMultHLine = function(cfgName, value, label, color, style) {
    if (typeof(cfgName) == "undefined" || typeof(registerInfo[cfgName]) == "undefined") {
        throw "need cfgName!"
    }

    var cfg = arrCfg[registerInfo[cfgName].cfgIdx]
    if (typeof(cfg.yAxis) == "undefined") {
        cfg.yAxis = {
            plotLines: []
        }
    } else if (typeof(cfg.yAxis.plotLines) == "undefined") {
        cfg.yAxis.plotLines = []
    }

    var obj = {
        value: value,
        color: color || 'red',
        width: 2,
        dashStyle: style || 'Solid',
        label: {
            name: label || '',
            text: (label + ":" + value) || '',
            align: 'center'
        },
    }
    var found = false
    for (var i = 0; i < cfg.yAxis.plotLines.length; i++) {
        if (cfg.yAxis.plotLines[i].label.name == label) {
            cfg.yAxis.plotLines[i] = obj
            found = true
        }
    }

    if (!found) {
        cfg.yAxis.plotLines.push(obj)
    }
    if (!chart) {
        chart = Chart(arrCfg)
    } else {
        chart.update(arrCfg)
    }

    return chart
}

$.PlotMultTitle = function(cfgName, title, chartTitle) {
    if (typeof(cfgName) == "undefined" || typeof(registerInfo[cfgName]) == "undefined") {
        throw "need cfgName!"
    }

    var cfg = arrCfg[registerInfo[cfgName].cfgIdx]

    cfg.subtitle = {
        text: title
    }

    if (typeof(chartTitle) !== 'undefined') {
        cfg.title = {
            text: chartTitle
        }
    }

    if (chart) {
        chart.update(arrCfg)
    }

    return chart
}

$.PlotMultFlag = function(cfgName, seriesName, ts, text, title, shape, color, onSeriesName) {
    if (typeof(cfgName) == "undefined" || typeof(registerInfo[cfgName]) == "undefined") {
        throw "need cfgName!"
    }

    var index = -1
    var eleIndex = -1

    do {
        if (!chart) {
            chart = Chart(arrCfg)
        } else {
            chart.update(arrCfg)
        }

        _.each(registerInfo[cfgName].seriesIdxs, function(ele, i) {
            if (ele.seriesName == seriesName && ele.type == "flag") {
                index = ele.index
                eleIndex = i
            }
        })
        if (index == -1) {
            arrCfg[registerInfo[cfgName].cfgIdx].series.push({
                type: 'flags',
                name: seriesName,
                onSeries: onSeriesName || arrCfg[registerInfo[cfgName].cfgIdx].series[0].id,
                data: []
            })
            registerInfo[cfgName].seriesIdxs.push({
                seriesName: seriesName,
                index: arrCfg.length,
                type: "flag",
                buffer: [],
                preFlagTime: 0
            })
            updateSeriesIdx()
        }
    } while (index == -1)

    if (typeof(ts) == "undefined") {
        ts = new Date().getTime()
    }

    var buffer = registerInfo[cfgName].seriesIdxs[eleIndex].buffer
    var obj = {
        x: ts,
        color: color,
        shape: shape,
        title: title,
        text: text
    }
    if (registerInfo[cfgName].seriesIdxs[eleIndex].preFlagTime != ts) {
        registerInfo[cfgName].seriesIdxs[eleIndex].preFlagTime = ts
        chart.add(index, obj)
        buffer.push({
            ts: ts,
            data: obj
        })
        checkBufferLen(buffer, maxBufferLen)
    } else {
        chart.add(index, obj, -1)
        buffer[buffer.length - 1].data = obj
    }

    return chart
}

$.GetArrCfg = function() {
    return arrCfg
}

$.removeChart = function(cfgName) {
    var index = -1
    for (var i = 0; i < arrCfg.length; i++) {
        if (arrCfg[i].name == cfgName) {
            index = i
            break
        }
    }
    if (index != -1) {
        arrCfg.splice(index, 1)
    }

    if (typeof(registerInfo[cfgName]) != "undefined") {
        delete registerInfo[cfgName]
    }
    updateSeriesIdx()
}

function init() {
    if (isChartReset) {
        Log("Reset chart", "#FF0000")
        chart = Chart(arrCfg)
        chart.reset()

        Log("Clear persistent data, key:", "registerInfo、arrCfg #FF0000")
        _G("registerInfo", null)
        _G("arrCfg", null)
    } else {
        var multChartRegisterInfo = _G("registerInfo")
        var multChartArrCfg = _G("arrCfg")
        if (multChartRegisterInfo && multChartArrCfg) {
            registerInfo = multChartRegisterInfo
            arrCfg = multChartArrCfg
            Log("recover registerInfo、arrCfg #FF0000")
        } else {
            Log("No data can be recovered #FF0000")
        }
    }
}

function onexit() {
    _G("registerInfo", registerInfo)
    _G("arrCfg", arrCfg)
    Log("save data, key : registerInfo, arrCfg #FF0000")
}


// test
function main() {
    LogReset(10)
    var i = 0
    var prePrintTs = 0
    var t = _C(exchange.GetTicker)
    
    while (true) {
        var r = _C(exchange.GetRecords)        
        
        $.PlotMultRecords("chart1", "kline1", r, {
            layout: 'single',
            col: 6,
            height: '600px'
        })
        $.PlotMultRecords("chart2", "kline2", r, {
            layout: 'single',
            col: 6,
            height: '600px'
        })
        $.PlotMultLine("chart2", "line1", t.Last, r[r.length - 1].Time)
        $.PlotMultLine("chart3", "line2", 10 + i)
        $.PlotMultLine("chart6", "line6", 100 + i)
        $.PlotMultLine("chart4", "line3", 1000 + i, new Date().getTime(), {
            layout: 'single',
            col: 4,
            height: '300px'
        })
        $.PlotMultLine("chart5", "line4", 10000 + i, new Date().getTime(), {
            layout: 'single',
            col: 8,
            height: '300px'
        })

        $.PlotMultHLine("chart1", r[r.length - 1].Close, "HLine1", "blue", "ShortDot")
        $.PlotMultHLine("chart4", t.Sell, "HLine2", "green")
        $.PlotMultTitle("chart3", "change : chart3->test1", "test1")

        var ts = new Date().getTime()
        if (ts - prePrintTs > 1000 * 20) {
            prePrintTs = ts
            $.PlotMultFlag("chart3", "flag1", new Date().getTime(), "flag test" + i, "flag1")
        }

        if (i == 10) {
            Log("i == 3")
            $.PlotMultFlag("chart4", "flag2", new Date().getTime(), "flag test" + i, "flag2")
            $.PlotMultFlag("chart1", "flag3", new Date().getTime(), "flag test" + i, "flag3", "squarepin", "green", "kline1")
        } else if (i == 20) {
            Log("i == 8")
            $.PlotMultLine("chart1", "line5", t.Last, r[r.length - 1].Time)
        } else if (i == 30) {
            Log("i == 10")
            $.PlotMultFlag("chart2", "flag4", new Date().getTime(), "flag test" + i, "flag4", "circlepin", "black", "kline2")
            $.removeChart("chart1")
        }
        i++
        Sleep(1000 * 1)
    }
}

Strategy address: https://www.fmz.com/strategy/353264

Here Xiao Xiaomeng is just throwing out some ideas. If you are interested, you can continue to add supported chart types and continue to upgrade, such as drawing market depth charts, bar charts, pie charts, etc.

From: https://www.fmz.com/digest-topic/9159

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