JavaScript Chart Hoverable Buy Sell Marker Annotations

1import {
2    AnnotationHoverEventArgs,
3    AnnotationHoverModifier,
4    AUTO_COLOR,
5    CategoryAxis,
6    CustomAnnotation,
7    EAnnotationType,
8    EAxisAlignment,
9    ECoordinateMode,
10    EHorizontalAnchorPoint,
11    ELineType,
12    ENumericFormat,
13    EVerticalAnchorPoint,
14    FastCandlestickRenderableSeries,
15    FastLineRenderableSeries,
16    FastMountainRenderableSeries,
17    IAnnotation,
18    LegendModifier,
19    MouseWheelZoomModifier,
20    NativeTextAnnotation,
21    NumberRange,
22    NumericAxis,
23    OhlcDataSeries,
24    RightAlignedOuterVerticallyStackedAxisLayoutStrategy,
25    SciChartSurface,
26    SmartDateLabelProvider,
27    TextAnnotation,
28    Thickness,
29    TTargetsSelector,
30    XyDataSeries,
31    ZoomExtentsModifier,
32    ZoomPanModifier,
33} from "scichart";
34import { fetchMultiPaneData } from "../../../ExampleData/ExampleDataProvider";
35import { appTheme } from "../../../theme";
36
37// tslint:disable:no-empty
38// tslint:disable:max-line-length
39
40const getTradingData = async (startPoints?: number, maxPoints?: number) => {
41    const { dateValues, openValues, highValues, lowValues, closeValues, volumeValues } = await fetchMultiPaneData();
42
43    if (maxPoints !== undefined) {
44        return {
45            dateValues: dateValues.slice(startPoints, startPoints + maxPoints),
46            openValues: openValues.slice(startPoints, startPoints + maxPoints),
47            highValues: highValues.slice(startPoints, startPoints + maxPoints),
48            lowValues: lowValues.slice(startPoints, startPoints + maxPoints),
49            closeValues: closeValues.slice(startPoints, startPoints + maxPoints),
50            volumeValues: volumeValues.slice(startPoints, startPoints + maxPoints),
51        };
52    }
53
54    return { dateValues, openValues, highValues, lowValues, closeValues, volumeValues };
55};
56
57export const drawExample = async (rootElement: string | HTMLDivElement) => {
58    const [chart, data] = await Promise.all([
59        SciChartSurface.create(rootElement, { theme: appTheme.SciChartJsTheme }),
60        getTradingData(775, 100),
61    ]);
62    const { sciChartSurface, wasmContext } = chart;
63    const { dateValues, openValues, highValues, lowValues, closeValues } = data;
64
65    // Add an XAxis, YAxis
66    const xAxis = new CategoryAxis(wasmContext, { labelProvider: new SmartDateLabelProvider() });
67    xAxis.growBy = new NumberRange(0.01, 0.01);
68    sciChartSurface.xAxes.add(xAxis);
69    sciChartSurface.yAxes.add(
70        new NumericAxis(wasmContext, {
71            growBy: new NumberRange(0.1, 0.1),
72            labelFormat: ENumericFormat.Decimal,
73            labelPrecision: 2,
74        })
75    );
76
77    // Add a Candlestick series with some values to the chart
78
79    sciChartSurface.renderableSeries.add(
80        new FastCandlestickRenderableSeries(wasmContext, {
81            dataSeries: new OhlcDataSeries(wasmContext, {
82                xValues: dateValues,
83                openValues,
84                highValues,
85                lowValues,
86                closeValues,
87            }),
88            strokeUp: appTheme.VividSkyBlue,
89            strokeDown: appTheme.VividSkyBlue,
90            brushUp: appTheme.VividSkyBlue,
91            brushDown: "Transparent",
92        })
93    );
94
95    sciChartSurface.annotations.add(
96        new NativeTextAnnotation({
97            x1: 20,
98            y1: 20,
99            xCoordinateMode: ECoordinateMode.Pixel,
100            yCoordinateMode: ECoordinateMode.Pixel,
101            text: "Hover over the markers to see how well the random trading algorithm did.",
102        })
103    );
104
105    let position = 0;
106    let equity = 0;
107    let balance = 100;
108    let avgPrice = 0;
109
110    const positionDataSeries = new XyDataSeries(wasmContext, { dataSeriesName: "Position" });
111    const balanceDataSeries = new XyDataSeries(wasmContext, { dataSeriesName: "Balance" });
112
113    // Trade at random!
114    for (let i = 0; i < dateValues.length; i++) {
115        const low = lowValues[i];
116        const high = highValues[i];
117        const price = low + Math.random() * (high - low);
118        if (Math.random() < 0.2) {
119            const t = equity / (equity + balance);
120            if (Math.random() > t) {
121                // Buy
122                const quantity = Math.floor((Math.random() * balance) / price);
123                const size = quantity * price;
124                avgPrice = (avgPrice * position + size) / (position + quantity);
125                position += quantity;
126                balance -= size;
127                sciChartSurface.annotations.add(new TradeAnnotation(i, true, quantity, price, low, avgPrice));
128            } else {
129                // Sell
130                const quantity = Math.floor((Math.random() * equity) / price);
131                const size = quantity * price;
132                position -= quantity;
133                balance += size;
134                const pnl = (price - avgPrice) * quantity;
135                sciChartSurface.annotations.add(new TradeAnnotation(i, false, quantity, price, high, pnl));
136            }
137        }
138        equity = position * closeValues[i];
139        positionDataSeries.append(i, position);
140        balanceDataSeries.append(i, balance + equity);
141
142        // Every 25th bar, add a news bullet
143        if (i % 20 === 0) {
144            sciChartSurface.annotations.add(newsBulletAnnotation(i));
145        }
146    }
147
148    //const positionAxis = new NumericAxis(wasmContext, { id: "Position", axisAlignment: EAxisAlignment.Left });
149    const balanceAxis = new NumericAxis(wasmContext, {
150        id: "Balance",
151        //visibleRange: new NumberRange(90, 110),
152        growBy: new NumberRange(0.1, 0.1),
153        stackedAxisLength: "20%",
154    });
155    sciChartSurface.yAxes.add(balanceAxis);
156
157    sciChartSurface.annotations.add(
158        new NativeTextAnnotation({
159            x1: 20,
160            y1: 0.99,
161            xCoordinateMode: ECoordinateMode.Pixel,
162            yCoordinateMode: ECoordinateMode.Relative,
163            yAxisId: balanceAxis.id,
164            verticalAnchorPoint: EVerticalAnchorPoint.Bottom,
165            text: "Profit and Loss Curve",
166        })
167    );
168
169    sciChartSurface.layoutManager.rightOuterAxesLayoutStrategy =
170        new RightAlignedOuterVerticallyStackedAxisLayoutStrategy();
171
172    const positionSeries = new FastLineRenderableSeries(wasmContext, {
173        dataSeries: positionDataSeries,
174        stroke: AUTO_COLOR,
175        yAxisId: "Position",
176        lineType: ELineType.Digital,
177    });
178    const balanceSeries = new FastMountainRenderableSeries(wasmContext, {
179        dataSeries: balanceDataSeries,
180        stroke: appTheme.VividPurple,
181        fill: appTheme.MutedPurple,
182        yAxisId: "Balance",
183        zeroLineY: 100,
184    });
185    sciChartSurface.renderableSeries.add(balanceSeries);
186
187    const targetsSelector: TTargetsSelector<IAnnotation> = (modifer) => {
188        return modifer.getAllTargets().filter((t) => "quantity" in t);
189    };
190    sciChartSurface.chartModifiers.add(
191        new AnnotationHoverModifier({
192            targets: targetsSelector,
193        })
194    );
195
196    return { sciChartSurface, wasmContext };
197};
198
199class TradeAnnotation extends CustomAnnotation {
200    public isBuy: boolean;
201    public quantity: number;
202    public price: number;
203    public change: number;
204
205    private priceAnnotation: CustomAnnotation;
206    private toolTipAnnotation: TextAnnotation;
207
208    public onHover(args: AnnotationHoverEventArgs) {
209        const { x1, x2 } = this.getAdornerAnnotationBorders(true);
210        const viewRect = this.parentSurface.seriesViewRect;
211        if (args.isHovered && !this.priceAnnotation) {
212            this.priceAnnotation = tradePriceAnnotation(this.x1, this.price, this.isBuy);
213            this.toolTipAnnotation = new TextAnnotation({
214                yCoordShift: this.isBuy ? 20 : -20,
215                x1: this.x1,
216                y1: this.y1,
217                verticalAnchorPoint: this.isBuy ? EVerticalAnchorPoint.Top : EVerticalAnchorPoint.Bottom,
218                horizontalAnchorPoint:
219                    x1 < viewRect.left + 50
220                        ? EHorizontalAnchorPoint.Left
221                        : x2 > viewRect.right - 50
222                        ? EHorizontalAnchorPoint.Right
223                        : EHorizontalAnchorPoint.Center,
224                background: this.isBuy ? appTheme.VividGreen : appTheme.VividRed,
225                textColor: "black",
226                padding: new Thickness(0, 0, 5, 0),
227                fontSize: 16,
228                text: `${this.quantity} @${this.price.toFixed(3)} ${
229                    this.isBuy ? "Avg Price" : "PnL"
230                } ${this.change.toFixed(3)}`,
231            });
232            this.parentSurface.annotations.add(this.priceAnnotation, this.toolTipAnnotation);
233        } else if (this.priceAnnotation) {
234            this.parentSurface.annotations.remove(this.priceAnnotation, true);
235            this.parentSurface.annotations.remove(this.toolTipAnnotation, true);
236            this.priceAnnotation = undefined;
237            this.toolTipAnnotation = undefined;
238        }
239    }
240
241    public constructor(
242        timeStamp: number,
243        isBuy: boolean,
244        quantity: number,
245        tradePrice: number,
246        markerPrice: number,
247        change: number
248    ) {
249        super({
250            x1: timeStamp,
251            y1: markerPrice,
252            verticalAnchorPoint: isBuy ? EVerticalAnchorPoint.Top : EVerticalAnchorPoint.Bottom,
253            horizontalAnchorPoint: EHorizontalAnchorPoint.Center,
254        });
255        this.isBuy = isBuy;
256        this.quantity = quantity;
257        this.price = tradePrice;
258        this.change = change;
259        this.onHover = this.onHover.bind(this);
260        this.hovered.subscribe(this.onHover);
261    }
262
263    public override getSvgString(annotation: CustomAnnotation): string {
264        if (this.isBuy) {
265            return `<svg id="Capa_1" xmlns="http://www.w3.org/2000/svg">
266            <g transform="translate(-54.867218,-75.091687)">
267                <path style="fill:${appTheme.VividGreen};fill-opacity:0.77;stroke:${appTheme.VividGreen};stroke-width:2px;stroke-linecap:butt;stroke-linejoin:miter;stroke-opacity:1"
268                    d="m 55.47431,83.481251 c 7.158904,-7.408333 7.158904,-7.408333 7.158904,-7.408333 l 7.158906,7.408333 H 66.212668 V 94.593756 H 59.053761 V 83.481251 Z"
269                "/>
270            </g>
271        </svg>`;
272        } else {
273            return `<svg id="Capa_1" xmlns="http://www.w3.org/2000/svg">
274            <g transform="translate(-54.616083,-75.548914)">
275                <path style="fill:${appTheme.VividRed};fill-opacity:0.77;stroke:${appTheme.VividRed};stroke-width:2px;stroke-linecap:butt;stroke-linejoin:miter;stroke-opacity:1"
276                d="m 55.47431,87.025547 c 7.158904,7.408333 7.158904,7.408333 7.158904,7.408333 L 69.79212,87.025547 H 66.212668 V 75.913042 h -7.158907 v 11.112505 z"
277                />
278            </g>
279        </svg>`;
280        }
281    }
282}
283
284const tradePriceAnnotation = (timestamp: number, price: number, isBuy: boolean): CustomAnnotation => {
285    return new CustomAnnotation({
286        x1: timestamp,
287        y1: price,
288        verticalAnchorPoint: EVerticalAnchorPoint.Center,
289        horizontalAnchorPoint: EHorizontalAnchorPoint.Right,
290        svgString: `<svg xmlns="http://www.w3.org/2000/svg">
291            <path style="fill: transparent; stroke:${
292                isBuy ? appTheme.VividGreen : appTheme.VividRed
293            }; stroke-width: 3px;" d="M 0 0 L 10 10 L 0 20"></path>
294        </svg>`,
295    });
296};
297
298const newsBulletAnnotation = (x1: number): CustomAnnotation => {
299    return new CustomAnnotation({
300        x1,
301        y1: 0.99, // using YCoordinateMode.Relative and 0.99, places the annotation at the bottom of the viewport
302        yCoordinateMode: ECoordinateMode.Relative,
303        verticalAnchorPoint: EVerticalAnchorPoint.Bottom,
304        horizontalAnchorPoint: EHorizontalAnchorPoint.Center,
305        svgString: `<svg id="Capa_1" xmlns="http://www.w3.org/2000/svg">
306              <g
307                 inkscape:label="Layer 1"
308                 inkscape:groupmode="layer"
309                 id="layer1"
310                 transform="translate(-55.430212,-77.263552)">
311                <rect
312                   style="fill:${appTheme.ForegroundColor};fill-opacity:1;stroke:${appTheme.Background};stroke-width:1;stroke-miterlimit:4;stroke-dasharray:none;stroke-opacity:0.66666667"
313                   id="rect4528"
314                   width="50"
315                   height="18"
316                   x="55.562504"
317                   y="77.395844"
318                   rx="2"
319                   ry="2" />
320                <text
321                   xml:space="preserve"
322                   style="font-style:normal;font-weight:normal;font-size:10.58333302px;line-height:1.25;font-family:sans-serif;letter-spacing:0px;word-spacing:0px;fill:${appTheme.Background};fill-opacity:1;stroke:none;stroke-width:0.26458332"
323                   x="59.688622"
324                   y="91.160347"
325                   id="text4540"><tspan
326                     sodipodi:role="line"
327                     id="tspan4538"
328                     x="57.688622"
329                     y="89.160347"
330                     style=\"font-style:normal;font-variant:normal;font-weight:bold;font-stretch:normal;font-family:sans-serif;-inkscape-font-specification:'sans-serif Bold';fill:${appTheme.Background};fill-opacity:1;stroke-width:0.26458332\">Dividend</tspan></text>
331              </g>
332            </svg>`,
333    });
334};
335