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diagonals working

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This commit is contained in:
Tim
2024-05-13 16:32:16 -04:00
parent c7549e2f99
commit bf39ed946c
5 changed files with 132 additions and 31 deletions
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13
src/charts/chart-misc.js Normal file
View File

@@ -0,0 +1,13 @@
import {useChartOrderStore} from "@/orderbuild.js";
export function nearestOhlcStart(time) {
// todo subtract OHLC root time
const period = useChartOrderStore().intervalSecs
return Math.round(time / period) * period
}
export function pointsToOhlcStart(points) {
return points === null ? null : points.map((p) => {
return {time: nearestOhlcStart(p.time), price: p.price}
})
}

31
src/charts/shape.js
View File

@@ -2,9 +2,10 @@
import {invokeCallback, mixin} from "@/common.js";
import {chart, createShape, deleteShapeId, dragging, draggingShapeIds, drawShape, widget} from "@/charts/chart.js";
import {pointsToOhlcStart, unique} from "@/misc.js";
import {unique} from "@/misc.js";
import {allocationText} from "@/orderbuild.js";
import Color from "color";
import {pointsToOhlcStart} from "@/charts/chart-misc.js";
//
@@ -544,6 +545,8 @@ export class DLine extends Line {
// Model
this.model.pointA = null // {time:..., price:...}
this.model.pointB = null
this.model.extendLeft = false
this.model.extendRight = false
this.setModel(model) // call setModel at the end
}
@@ -551,8 +554,8 @@ export class DLine extends Line {
drawingOverrides() {
const result = super.drawingOverrides();
result.extendLeft = false
result.extendRight = false
result.extendLeft = this.model.extendLeft
result.extendRight = this.model.extendRight
return result
}
@@ -567,14 +570,17 @@ export class DLine extends Line {
super.setModel(model)
if (model.pointA === null && model.pointB === null)
this.delete()
else if ('pointA' in model && 'pointB' in model) {
const newPoints = [model.pointA, model.pointB];
const oldPoints = [this.model.pointA, this.model.pointB];
if (dirtyPoints(oldPoints, newPoints)) {
this.model.pointA = newPoints[0]
this.model.pointB = newPoints[1]
this.setPoints(newPoints)
else {
if ('pointA' in model && 'pointB' in model) {
const newPoints = [model.pointA, model.pointB];
const oldPoints = [this.model.pointA, this.model.pointB];
if (dirtyPoints(oldPoints, newPoints)) {
this.model.pointA = newPoints[0]
this.model.pointB = newPoints[1]
this.setPoints(newPoints)
}
}
this.setProps({extendLeft:model.extendLeft, extendRight: model.extendRight})
}
}
@@ -589,4 +595,9 @@ export class DLine extends Line {
this.updateModel({pointA: points[0], pointB: points[1]})
}
}
onProps(props) {
super.onProps(props);
this.updateModel({extendLeft: props.extendLeft, extendRight: props.extendRight})
}
}

95
src/components/chart/DiagonalBuilder.vue
View File

@@ -3,11 +3,27 @@
:shape="DLine" :mode="0"
:get-model-value="getModelValue" :set-model-value="setModelValue"
:set-values="setLines" :set-weights="setWeights"
:set-shapes="setShapes"
:std-width="stdWidth" :build-tranches="buildTranches">
<table>
<tbody>
<tr>
<td rowspan="2" class="label">Line A</td>
<td>&nbsp;</td>
<td colspan="3">
<div class="d-flex align-center">
<v-switch class="d-inline-flex" v-model="extendLeft" inline
:true-value="false" :false-value="true"
true-icon="mdi-circle-outline" false-icon="mdi-arrow-left"
/>
<span class="mx-3">Extend</span>
<v-switch class="d-inline-flex" v-model="extendRight" inline
false-icon="mdi-circle-outline" true-icon="mdi-arrow-right"
/>
</div>
</td>
</tr>
<tr>
<td class="label" rowspan="2">Line A</td>
<td>
<absolute-time-entry v-model="time1A"/>
</td>
@@ -19,7 +35,10 @@
label="Price"
/>
</td>
<td rowspan="2" class="weight" style="vertical-align: bottom">{{ allocationTexts[weights.length-1] }}</td>
<td rowspan="2" class="weight"
:style="'vertical-align: '+(price2A!==null?'bottom':'center')">
{{ allocationTexts[weights.length-1] }}
</td>
</tr>
<tr>
<td>
@@ -75,16 +94,13 @@
<script setup>
import {allocationText, applyLinePoints, builderDefaults, useChartOrderStore} from "@/orderbuild.js";
import {sideColor} from "@/misc.js";
import {useOrderStore, useStore} from "@/store/store.js";
import {MAX_FRACTION, newTranche} from "@/blockchain/orderlib.js";
import {DISTANT_FUTURE, DISTANT_PAST, MAX_FRACTION, newTranche} from "@/blockchain/orderlib.js";
import RungBuilder from "@/components/chart/RungBuilder.vue";
import {computed, ref} from "vue";
import {DLine} from "@/charts/shape.js";
import {vectorEquals, vectorInterpolate} from "@/vector.js";
import AbsoluteTimeEntry from "@/components/AbsoluteTimeEntry.vue";
const s = useStore()
const os = useOrderStore()
const co = useChartOrderStore()
const props = defineProps(['order', 'builder'])
const emit = defineEmits(['update:builder'])
@@ -102,6 +118,8 @@ const color = computed(()=>props.builder.color ? props.builder.color : defaultCo
builderDefaults(props.builder, {
lineA: null, // [{time, price}, {time, price}]
lineB: null,
extendLeft: false,
extendRight: false,
rungs: 1,
skew: 0,
color: defaultColor,
@@ -123,7 +141,18 @@ function buildTranches() {
const isMinimum = inverted === order.buy
for (let i = 0; i < ws.length; i++) {
const w = ws[i]
const t = newTranche({fraction: w * MAX_FRACTION})
const line = ws.length === 1 ? la : vectorInterpolate(la, lb, i/(ws.length-1))
const el = extendLeft.value
const er = extendRight.value
const reversed = line[0] > line[2]
if (reversed ? !er : !el)
t.startTime = reversed ? line[2] : line[0]
if (reversed ? !el : !er)
t.endTime = reversed ? line[0] : line[2]
// console.log('tranche start/end',
// t.startTime === DISTANT_PAST ? 'PAST' : t.startTime,
// t.endTime === DISTANT_FUTURE ? 'FUTURE' : t.endTime)
if (inverted) {
// invert prices
line[1] = 1/line[1]
@@ -132,7 +161,6 @@ function buildTranches() {
// scale to pool decimals
line[1] *= scale
line[3] *= scale
const t = newTranche({fraction: w * MAX_FRACTION})
applyLinePoints(t, isMinimum, ...line)
tranches.push(t)
}
@@ -262,6 +290,49 @@ function update(a, b) { // a and b are lines of two points
}
let shapeA = null
let shapeB = null
function setShapes(a,b) {
shapeA = a
shapeB = b
}
const _extendLeft = ref(false)
const extendLeft = computed({
get() {return _extendLeft.value},
set(v) {
console.log('set extendLeft', v)
if (v !== _extendLeft.value) {
console.log('DO set extendLeft')
_extendLeft.value = v;
const b = {...props.builder}
b.extendLeft = v
// shapeA.setModel({extendLeft: v})
// shapeB.setModel({extendLeft: v})
emit('update:builder', b)
}
}
})
const _extendRight = ref(false)
const extendRight = computed({
get() {return _extendRight.value},
set(v) {
if (v !== _extendRight.value) {
_extendRight.value = v;
const b = {...props.builder}
b.extendRight = v
// shapeA.setModel({extendRight: v})
// shapeB.setModel({extendRight: v})
emit('update:builder', b)
}
}
})
const innerIndexes = computed(() => {
const n = flatLines.value.length
const result = []
@@ -294,6 +365,10 @@ function getModelValue(model) {
// model is the DLine shape's model object
if (!model.pointA || !model.pointB)
return null
if (model.extendLeft !== _extendLeft.value)
extendLeft.value = model.extendLeft
if (model.extendRight !== _extendRight.value)
extendRight.value = model.extendRight
const result = flattenLine([model.pointA, model.pointB]);
// console.log('getModelValue', {...model}, result)
return result // this is the vector the RungBuilder will interpolate
@@ -301,7 +376,7 @@ function getModelValue(model) {
function setModelValue(model, value) {
const oldModel = {...model};
// const oldModel = {...model};
// console.log('setModelValue', oldModel, value)
const oldLine = !model.pointA || !model.pointB ? null : [model.pointA, model.pointB]
const line = buildLine(value)
@@ -315,6 +390,10 @@ function setModelValue(model, value) {
model.pointB = line[1]
}
}
if (model.extendLeft !== _extendLeft.value)
model.extendLeft = _extendLeft.value
if (model.extendRight !== _extendRight.value)
model.extendRight = _extendRight.value
// console.log('setModelValue end', oldModel, value, model)
}

12
src/components/chart/RungBuilder.vue
View File

@@ -24,7 +24,7 @@
class="no-slider-bg ml-2 mr-4" hide-details/>
<v-text-field type="number" v-model="skew100" min="-100" max="100"
density="compact" hide-details variant="outlined" label="Skew" step="5"
:color="color" :base-color="color">
:color="color" :base-color="color" class="skew">
<template v-slot:prepend>
<v-btn icon="mdi-scale-balance" variant="plain" @click="builder.skew=0" :color="color"/>
</template>
@@ -68,6 +68,7 @@ const props = defineProps({
setModelValue: Function, // setModelValue(model,value) -> void
setValues: Function, // setValues(values:Array) -> void
setWeights: Function, // setWeights(values:Array) -> void
setShapes: Function, // setShapes([shapeA, innerShape, ..., shapeB]) -> void
})
const flippedSign = computed(()=>props.flip?-1:1)
@@ -329,6 +330,7 @@ function adjustShapes() {
for( const shape of interiorShapes )
shape.delete()
interiorShapes = []
props.setShapes([])
}
else if (vs.length === 1) {
//
@@ -341,6 +343,7 @@ function adjustShapes() {
shape.delete()
interiorShapes = []
}
props.setShapes([shapeA])
}
else {
//
@@ -359,9 +362,11 @@ function adjustShapes() {
else
interiorShapes[i-1].setModel(makeModel(i))
}
props.setShapes([shapeA, ...interiorShapes, shapeB])
}
}
function deleteSelf() {
if (endpoints.value[0]===null)
cancelDrawing()
@@ -375,6 +380,7 @@ function deleteShapes() {
for (const shape of interiorShapes)
shape.delete()
interiorShapes = []
props.setShapes([])
}
@@ -393,4 +399,8 @@ if (!endpoints.value[0])
:deep(.v-slider.no-slider-bg .v-slider-track__fill) {
background-color: inherit !important;
}
.skew {
min-width: 9em;
max-width: 12em;
}
</style>

12
src/misc.js
View File

@@ -4,7 +4,6 @@ import {token} from "@/blockchain/token.js";
import Color from "color";
import {DateTime} from "luxon";
import router from "@/router/index.js";
import {useChartOrderStore} from "@/orderbuild.js";
export function nav(name) {
// noinspection JSIgnoredPromiseFromCall
@@ -251,17 +250,6 @@ export function intervalToSeconds(interval) {
: 60 // if no unit char, then it's minutes
}
function nearestOhlcStart(time) {
// todo subtract OHLC root time
const period = useChartOrderStore().intervalSecs
return Math.round(time / period) * period
}
export function pointsToOhlcStart(points) {
return points === null ? null : points.map((p)=>{return{time:nearestOhlcStart(p.time), price:p.price}})
}
export function interpolate(a, b, zeroToOne) {
const d = (b-a)