Files
quantconnect--lean/Common/Chart.cs
T
Colton Sellers f47775338c
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Expand Lean Default Charts and Reduce Clutter (#5680)
* Update charts that are not empty and not default values

* Testing

* Filter final results

* Explicitly filter alpha charts if not needed

* Use filtered charts for Live results handler

* Refactor solution to manage alpha charts internally by creator

* nit comment fixes

* Implement drawdown as default chart

* Implement Capacity Estimate for backtest default chart

* Add default values to QC.Plotting

* Adjust drawdown calculation

* Only sample "Capacity" once a day

* Implement Volume chart

* Nit fixes

* Volume Chart adjustments and fixes

* Rename to "Assets Sales Volume"

* Implement Exposure Sampling

* Store algorithm currency symbol, round capacity to nearest 1k

* Add new plots to default charts

* nit change name

* Address reviews

* Reduce duplication and clean up exposure sampling

* Address reviews

* Improve sample exposure

* Address review

* Only enumerate holdings once

* nit - comments

* Post rebase fix

* Don't need to round anymore
2021-06-22 11:19:48 -03:00

163 lines
5.4 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using System.Collections.Generic;
using System.Data;
using System.Drawing;
using Newtonsoft.Json;
using QuantConnect.Logging;
namespace QuantConnect
{
/// <summary>
/// Single Parent Chart Object for Custom Charting
/// </summary>
[JsonObject]
public class Chart
{
/// Name of the Chart:
public string Name = "";
/// Type of the Chart, Overlayed or Stacked.
[Obsolete("ChartType is now obsolete. Please use Series indexes instead by setting index in the series constructor.")]
public ChartType ChartType = ChartType.Overlay;
/// List of Series Objects for this Chart:
public Dictionary<string, Series> Series = new Dictionary<string, Series>();
/// <summary>
/// Default constructor for chart:
/// </summary>
public Chart() { }
/// <summary>
/// Chart Constructor:
/// </summary>
/// <param name="name">Name of the Chart</param>
/// <param name="type"> Type of the chart</param>
[Obsolete("ChartType is now obsolete and ignored in charting. Please use Series indexes instead by setting index in the series constructor.")]
public Chart(string name, ChartType type = ChartType.Overlay)
{
Name = name;
Series = new Dictionary<string, Series>();
ChartType = type;
}
/// <summary>
/// Constructor for a chart
/// </summary>
/// <param name="name">String name of the chart</param>
public Chart(string name)
{
Name = name;
Series = new Dictionary<string, Series>();
}
/// <summary>
/// Add a reference to this chart series:
/// </summary>
/// <param name="series">Chart series class object</param>
public void AddSeries(Series series)
{
//If we dont already have this series, add to the chrt:
if (!Series.ContainsKey(series.Name))
{
Series.Add(series.Name, series);
}
else
{
throw new DuplicateNameException("Chart.AddSeries(): Chart series name already exists");
}
}
/// <summary>
/// Gets Series if already present in chart, else will add a new series and return it
/// </summary>
/// <param name="name">Name of the series</param>
/// <param name="type">Type of the series</param>
/// <param name="index">Index position on the chart of the series</param>
/// <param name="unit">Unit for the series axis</param>
/// <param name="color">Color of the series</param>
/// <param name="symbol">Symbol for the marker in a scatter plot series</param>
/// <param name="forceAddNew">True will always add a new Series instance, stepping on existing if any</param>
public Series TryAddAndGetSeries(string name, SeriesType type, int index, string unit,
Color color, ScatterMarkerSymbol symbol, bool forceAddNew = false)
{
Series series;
if (forceAddNew || !Series.TryGetValue(name, out series))
{
series = new Series(name, type, index, unit)
{
Color = color,
ScatterMarkerSymbol = symbol
};
Series[name] = series;
}
return series;
}
/// <summary>
/// Fetch a chart with only the updates since the last request,
/// Underlying series will save the index position.
/// </summary>
/// <returns></returns>
public Chart GetUpdates()
{
var copy = new Chart(Name);
try
{
foreach (var series in Series.Values)
{
copy.AddSeries(series.GetUpdates());
}
}
catch (Exception err)
{
Log.Error(err);
}
return copy;
}
/// <summary>
/// Return a new instance clone of this object
/// </summary>
/// <returns></returns>
public Chart Clone()
{
var chart = new Chart(Name);
foreach (var kvp in Series)
{
chart.Series.Add(kvp.Key, kvp.Value.Clone());
}
return chart;
}
}
/// <summary>
/// Type of chart - should we draw the series as overlayed or stacked
/// </summary>
public enum ChartType
{
/// Overlayed stacked
Overlay,
/// Stacked series on top of each other.
Stacked
}
}