live

examples/incta_notebook_live_randomwalk.jl

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+### A Pluto.jl notebook ###
+# v0.19.40
+
+using Markdown
+using InteractiveUtils
+
+# This Pluto notebook uses @bind for interactivity. When running this notebook outside of Pluto, the following 'mock version' of @bind gives bound variables a default value (instead of an error).
+macro bind(def, element)
+    quote
+        local iv = try Base.loaded_modules[Base.PkgId(Base.UUID("6e696c72-6542-2067-7265-42206c756150"), "AbstractPlutoDingetjes")].Bonds.initial_value catch; b -> missing; end
+        local el = $(esc(element))
+        global $(esc(def)) = Core.applicable(Base.get, el) ? Base.get(el) : iv(el)
+        el
+    end
+end
+
+# ╔═╡ 3fd38d00-d413-11ee-35a1-a9c997e0c8fe
+begin
+	import Pkg
+	Pkg.activate(mktempdir())
+	Pkg.add([
+		Pkg.PackageSpec(url = "https://github.com/femtotrader/IncTA.jl"),
+	])
+	Pkg.add(["PlutoUI", "Plots", "DataStructures"])
+	using PlutoUI, Plots, DataStructures
+	using Dates
+	gr()
+	using IncTA
+	using IncTA: StatLag
+end
+
+# ╔═╡ f78dc6f0-f725-4829-bda4-827b96bf1517
+md"""# Feed IncTA indicators with live random data"""
+
+# ╔═╡ 72e8c266-b3d4-45ad-be3f-36f74a9e3105
+begin
+	ticks_per_sec = 20
+	ΔT_s = 1 / ticks_per_sec
+	ΔT = Dates.Millisecond(round(ΔT_s * 1_000))
+	last_time = [0.0]
+	buffsize = 500
+	cb_dt = CircularBuffer{DateTime}(buffsize)
+	cb_randomwalk = CircularBuffer{Float64}(buffsize)
+	cb_framerate = CircularBuffer{Float64}(buffsize)
+	dt_now = now(Dates.UTC)
+	append!(cb_dt, dt_now - buffsize * ΔT:ΔT:dt_now)
+
+	fill!(cb_randomwalk, 0.0)
+	ma_fast = StatLag(SMA{Float64}(period=3), buffsize)
+	ma_slow = StatLag(SMA{Float64}(period=21), buffsize)
+	rsi_fast = StatLag(RSI{Float64}(period=9), buffsize)
+	rsi_slow = StatLag(RSI{Float64}(period=14), buffsize)
+	for i in 1:buffsize
+		fit!(ma_fast, 0.0)
+		fit!(ma_slow, 0.0)
+		fit!(rsi_fast, 0.0)
+		fit!(rsi_slow, 0.0)
+	end
+
+	fill!(cb_framerate, 0.0)
+end
+
+# ╔═╡ 3b5db701-72c9-4bba-8ea5-7b1d69217c4e
+@bind ticks Clock(ΔT_s, true)
+
+# ╔═╡ 3e4843e6-fcd6-4b7f-bcdc-9fb412aba795
+begin
+	ticks
+
+	price_plt = plot(cb_dt, cb_randomwalk, label="price", leg=:left, color=:cyan4)
+	plot!(cb_dt, value.(value(ma_fast.lag)), label="ma_fast", color=:red)
+	plot!(cb_dt, value.(value(ma_slow.lag)), label="ma_slow", color=:green)
+
+	rsi_plt = plot(cb_dt, value.(value(rsi_fast.lag)), label="rsi_fast", color=:red, leg=:left)
+	plot!(cb_dt, value.(value(rsi_slow.lag)), label="rsi_slow", color=:green)
+
+	framerate_plt = plot(cb_dt, cb_framerate, label="framerate", leg=:left)
+
+	plot(price_plt, rsi_plt, framerate_plt, layout=(3, 1))
+end
+
+# ╔═╡ 1a842954-19fa-4ceb-8271-093651063150
+begin
+	ticks
+	new_val = cb_randomwalk[end] + randn()
+	push!(cb_randomwalk, new_val)
+
+	fit!(ma_fast, new_val)
+	fit!(ma_slow, new_val)
+	fit!(rsi_fast, new_val)
+	fit!(rsi_slow, new_val)
+
+	dt = now(Dates.UTC)
+	push!(cb_dt, dt)
+
+	new_time = datetime2unix(dt)
+	delta = new_time - last_time[1]
+	last_time[1] = new_time
+	push!(cb_framerate, 1 / delta)
+end;
+
+# ╔═╡ Cell order:
+# ╠═f78dc6f0-f725-4829-bda4-827b96bf1517
+# ╠═3fd38d00-d413-11ee-35a1-a9c997e0c8fe
+# ╠═72e8c266-b3d4-45ad-be3f-36f74a9e3105
+# ╠═3b5db701-72c9-4bba-8ea5-7b1d69217c4e
+# ╠═3e4843e6-fcd6-4b7f-bcdc-9fb412aba795
+# ╠═1a842954-19fa-4ceb-8271-093651063150