@stocksharp/trading-controls 1.3.0 → 1.4.0

package/README.md

@@ -5,10 +5,12 @@
 [![License](https://img.shields.io/badge/license-StockSharp%20EULA-c8202f.svg)](LICENSE)
 
 **StockSharp JS Trading Controls** are the browser panels a trading screen is made
-of. Eleven of them: the **active orders**, **positions** and **trade history**
+of. Fifteen of them: the **active orders**, **positions** and **trade history**
 blotters, a **watchlist** with live quotes and category tabs, an **order entry**
 pad, a **trade feed**, an **order book** ladder, a **statistics** table, a
-**strategies** dashboard, a **log monitor**, and an **option desk**.
+**strategies** dashboard, a **log monitor**, an **option desk** and its
+**smile**, an **equity** curve, and an optimisation **heatmap** with the same
+sweep as a turnable 3D **surface**.
 
 Each control builds its own DOM, renders its own table through
 [`@stocksharp/grids`](https://www.npmjs.com/package/@stocksharp/grids), and reaches
@@ -19,7 +21,7 @@ the outside world through exactly one object — a `TradingHost`.
 [GitHub repository](https://github.com/StockSharp/JS-TradingControls) ·
 [Issue tracker](https://github.com/StockSharp/JS-TradingControls/issues)
 
-![The demo board: a candlestick chart, the trade feed, the order book, the watchlist, the order entry pad and the tabbed blotters, docked the way the terminal docks them](screenshots/panels.jpg)
+![The demo board: a candlestick chart with two moving averages and a legend, the trade feed, the order book, the watchlist, the order entry pad and the tabbed blotters, docked the way the terminal docks them](screenshots/panels.jpg)
 
 The page above is `demo/` — the published bundle over a demo `TradingHost`, no
 server and no network, laid out by the same dockview-core the StockSharp web
@@ -28,12 +30,28 @@ candlestick panel fed by the same simulated prices. The **Host port traffic**
 tab records every call the controls made into that host, which is the whole of
 what they can reach.
 
+It is three boards over one set of data, because these controls do not all belong
+on one screen. `index.html` is the trading screen: chart, ladder, tape, watchlist,
+order pad, blotters and the option desk. `strategies.html` is a running strategy —
+the dashboard, its equity, its statistics and what it said. `optimization.html` is
+one parameter sweep read two ways, as a map of pairs and as the landscape they
+make. The panels, the host and the tape are shared; a board decides only which
+panels are on it and where.
+
 ## Quick start
 
 ```sh
 npm install @stocksharp/trading-controls
 ```
 
+`@stocksharp/chart` is a peer dependency, needed by two panels: the equity curve
+and the option smile are charts, and they are built on the engine rather than on
+canvases of their own. Install it beside this package if you use either:
+
+```sh
+npm install @stocksharp/chart
+```
+
 ```ts
 import { PositionsWidget } from '@stocksharp/trading-controls';
 import '@stocksharp/trading-controls/styles.css';
@@ -61,6 +79,17 @@ The package also ships a ready-to-use browser bundle exposed as
 </script>
 ```
 
+The bundle does not carry the chart engine — a page that loads both would
+otherwise hold two copies of it, and two registries of series definitions that do
+not recognise each other's. `EquityWidget` and `OptionSmileWidget` read it off the
+`SSChart` global instead, so load the chart's own bundle (and the indicators
+bundle it needs) alongside:
+
+```html
+<script src="https://cdn.jsdelivr.net/npm/@stocksharp/indicators/dist/ssindicators.js"></script>
+<script src="https://cdn.jsdelivr.net/npm/@stocksharp/chart/dist/sschart.js"></script>
+```
+
 ## The host port is the whole API surface
 
 A control imports no translator, no settings singleton, no panel registry and no
@@ -125,7 +154,7 @@ Two pairs are deliberately separate rather than merged:
   reads the port names (`getExecutions`, `searchInstruments`), which the host
   implements.
 
-### The 222 keys a host has to answer
+### The 235 keys a host has to answer
 
 `t()` cannot fail. A key the host does not know is rendered to the user as
 itself, so `NoActiveOrders` appears in the empty blotter and `ClosePanel`
@@ -134,7 +163,7 @@ error. The complete list ships with the package:
 
 ```ts
 import keys from '@stocksharp/trading-controls/translation-keys.json';
-// { count: 222, keys: ['Actions', 'ActiveOrders', …] }
+// { count: 235, keys: ['Actions', 'ActiveOrders', …] }
 ```
 
 It is **generated from the sources** (`npm run i18n:update`) and re-checked by
@@ -383,6 +412,85 @@ strike as nothing.
 
 ![The option desk: a BTC chain mirrored around the strike, its smile, per-side volume bars and a green-to-red split at the money](screenshots/option-desk.png)
 
+### `OptionSmileWidget`
+
+The same chain the desk tabulates, drawn as the shape a trader is actually looking
+for: implied volatility against strike, one curve per side, both on one scale
+because the distance between them is the skew. It takes the desk's own
+`OptionStrike[]` and `OptionChainContext`, so a host feeding one feeds the other
+with no conversion.
+
+A strike quoted on one side and not the other leaves a gap rather than a straight
+line through it - a curve drawn across missing data invents a quote that nobody
+made. The underlying's price is marked, since where the money sits is what makes
+a smile a smile rather than a squiggle.
+
+Drawn by `@stocksharp/chart`, which is a time-series engine and this axis is a
+ladder of strikes — one `timeScale.formatter` is all that stands between the two,
+and the axis carries the strike itself, so the label and the value cannot drift
+apart. Spacing is ordinal, because a listed chain is evenly spaced by listing: a
+venue that lists 67000, 67250 and then 68000 means three rungs, not a hole. The
+crosshair, the wheel zoom, the drag and the tick steps come with the engine; the
+readout above the chart is worded here, naming the strike and both sides at it,
+because a smile is read by the distance between the two curves.
+
+![The option smile: call and put volatility by strike on one scale, the crosshair naming the strike and both sides at it, the underlying marked](screenshots/option-smile.png)
+
+### `EquityWidget`
+
+A run's cumulative P&L at the size of a chart. It is the same curve
+`StrategiesWidget` draws in a column and the same arithmetic behind it - the
+package computes that curve once, in `pnl-curve.ts`, and a host that wants an
+equity panel gets it rather than reimplementing the layout for the third time.
+
+What the panel affords that a sparkline cannot: a crosshair that names the moment
+and the figure under the pointer, a wheel that zooms about it, a drag that pans,
+and an axis that picks its own step. All of that is `@stocksharp/chart`'s, which
+is why the panel is built on it; what stays here is the part that is this
+package's — turning a run into a series, wording the moment through
+`presentation.timeText`, and taking the curve's colours from
+`presentation.canvasPalette()` so a panel matches the sparkline in the table
+beside it. The colour follows where the run *ended*: a run that peaked and gave it
+all back is a loss, and the fill says so.
+
+The sparkline is not this. A cell forty pixels tall gets a canvas — a chart engine
+per table row is absurd — so the two draw the same run with different machinery at
+sizes that want different things.
+
+![The equity panel: a run's cumulative P&L filled to the water line, the crosshair naming the moment and the figure under the pointer](screenshots/equity.png)
+
+### `OptimizationHeatmapWidget`
+
+One metric over two parameters. It knows nothing about optimisation - a grid of
+`{x, y, value}` is the same object whatever produced it - so a backtest sweep and
+anything else that varies two things share a control.
+
+`betterWhen` is required rather than assumed: without it the same map of drawdowns
+would paint its worst corner in the winning colour. A pair with no run leaves a
+gap, drawn as one, because an absent result and a zero result are different
+things. Two runs at one pair are two samples of one cell, so the cell is their
+mean and says how many it is the mean of.
+
+![The optimisation heatmap: net profit over a moving-average pair, gaps where no run exists and the best cell marked](screenshots/optimization.png)
+
+### `SurfaceWidget`
+
+The same sweep as a landscape: the metric as height as well as colour, so the
+shape a set of parameters makes is read directly instead of being inferred from a
+grid of tints. It takes the heatmap's own input, so one set of results feeds both
+panels and a consumer offers either.
+
+It is turned, tipped and zoomed by hand, and there is no library under it. The
+projection is six multiplications and the ordering is a sort by depth, both in
+`surface-grid.ts` as arithmetic that is checked against numbers rather than
+against pixels. The gestures are pointer events, so a mouse, a pen and a thumb
+take the same path: one pointer turns, two pinch to zoom, a wheel zooms.
+Orthographic rather than perspective, because a surface is read by comparing
+heights across it and perspective makes the far side of a ridge shorter than the
+near side of the same ridge.
+
+![The optimisation surface: the same sweep as a landscape, turned by hand, with the losing corner in red](screenshots/optimization-surface.png)
+
 ## Exported sheets say what the screen says
 
 Every blotter exports to `.xlsx` through the grid, and a column states both

package/dist/esm/chart-engine.js

@@ -0,0 +1,15 @@
+// The chart engine, in one place.
+//
+// Two panels here are charts rather than drawings - an equity curve over time and a smile over
+// strike - and @stocksharp/chart already does what a chart does: a crosshair that names the
+// point under the pointer, a wheel that zooms about it, a drag that pans, tick labels that pick
+// their own step. Re-implementing that was two engines and a poorer result, so it is a peer
+// dependency now and the panels are built on it.
+//
+// Every import of it goes through this module, for one reason: the IIFE bundle must NOT inline
+// the engine. A page that loads `sschart.js` and `sstradingcontrols.js` would otherwise hold two
+// copies of it - a megabyte twice over, and two registries of series definitions that do not
+// recognise each other's. `build.mjs` points this specifier at `chart-engine.global.ts` for that
+// build, which reads the engine off the global the chart's own bundle publishes.
+export { AreaSeries, CrosshairMode, LineSeries, createChart, } from '@stocksharp/chart';
+//# sourceMappingURL=chart-engine.js.map

package/dist/esm/chart-engine.js.map

@@ -0,0 +1 @@
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package/dist/esm/control-types.js

@@ -26,5 +26,9 @@ export const ControlTypes = {
     LogMonitor: 'logMonitor',
     Strategies: 'strategies',
     OptionDesk: 'optionDesk',
+    OptionSmile: 'optionSmile',
+    Equity: 'equity',
+    OptimizationHeatmap: 'optimizationHeatmap',
+    OptimizationSurface: 'optimizationSurface',
 };
 //# sourceMappingURL=control-types.js.map

package/dist/esm/control-types.js.map

@@ -1 +1 @@
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+{"version":3,"file":"control-types.js","sourceRoot":"","sources":["../../src/control-types.ts"],"names":[],"mappings":"AAAA,8EAA8E;AAC9E,iBAAiB;AACjB,EAAE;AACF,gFAAgF;AAChF,yEAAyE;AACzE,4EAA4E;AAC5E,8EAA8E;AAC9E,EAAE;AACF,8EAA8E;AAC9E,0EAA0E;AAC1E,2BAA2B;AAC3B,EAAE;AACF,8EAA8E;AAC9E,+EAA+E;AAC/E,+EAA+E;AAC/E,SAAS;AACT,MAAM,CAAC,MAAM,YAAY,GAAG;IACxB,SAAS,EAAE,WAAW;IACtB,YAAY,EAAE,cAAc;IAC5B,YAAY,EAAE,cAAc;IAC5B,SAAS,EAAE,WAAW;IACtB,SAAS,EAAE,WAAW;IACtB,SAAS,EAAE,WAAW;IACtB,UAAU,EAAE,YAAY;IACxB,UAAU,EAAE,YAAY;IACxB,UAAU,EAAE,YAAY;IACxB,UAAU,EAAE,YAAY;IACxB,UAAU,EAAE,YAAY;IACxB,WAAW,EAAE,aAAa;IAC1B,MAAM,EAAE,QAAQ;IAChB,mBAAmB,EAAE,qBAAqB;IAC1C,mBAAmB,EAAE,qBAAqB;CACpC,CAAC"}

package/dist/esm/equity-widget.js

@@ -0,0 +1,261 @@
+// Equity curve — multi-instance.
+//
+// A run's cumulative P&L at the size of a chart, drawn by @stocksharp/chart. It used to be a
+// canvas of its own with a crosshair, a legend and a zoom written here; all three are the
+// engine's, better than the versions this file had, and an equity curve over time is exactly
+// what a time-series engine is for.
+//
+// What is left here is the part that is this package's: turning a run into a series, wording the
+// readout through the host, and taking the engine's colours from `presentation.canvasPalette()`
+// so a curve in a panel matches the sparkline in a table cell beside it.
+//
+// The sparkline is NOT this. A cell forty pixels tall gets `pnl-curve.ts` and a canvas, because
+// a chart engine per table row is absurd - the two draw the same run at sizes that want
+// different machinery.
+import { formatPnl } from './formatters.js';
+import { makeElement, makeIconButton, makePanelId, makePanelRoot } from './dom.js';
+import { ControlTypes } from './control-types.js';
+import { assertHost } from './trading-host.js';
+import { AreaSeries, CrosshairMode, createChart, } from './chart-engine.js';
+// How solid the area under the curve is drawn. Not a colour - the two colours are the host's -
+// but how far they are faded, which is this chart's own business.
+const FILL_TOP_ALPHA = 0.28;
+const FILL_BOTTOM_ALPHA = 0.02;
+const LINE_WIDTH = 2;
+/// One sample as the engine takes it. Time is unix milliseconds on the way in and seconds on the
+/// way through: the engine counts in seconds, and a host that hands over milliseconds - which is
+/// what `Date.now()` and `presentation.timeText` both deal in - should not have to know that.
+function toSeries(points) {
+    const seen = new Set();
+    const out = [];
+    for (const point of [...points].sort((a, b) => a.time - b.time)) {
+        if (!Number.isFinite(point.time) || !Number.isFinite(point.value))
+            continue;
+        // The engine holds one value per moment. Two fills in the same second are two samples of
+        // one instant, and the later one is where the run actually stood.
+        const second = Math.floor(point.time / 1000);
+        if (seen.has(second))
+            out[out.length - 1] = { time: second, value: point.value };
+        else
+            out.push({ time: second, value: point.value });
+        seen.add(second);
+    }
+    return out;
+}
+export class EquityWidget {
+    static create(hostEl, state, deps) {
+        const host = assertHost(deps?.host, 'EquityWidget');
+        const root = EquityWidget._buildRoot(host);
+        root.id = makePanelId(EquityWidget.TYPE);
+        hostEl.appendChild(root);
+        return new EquityWidget(root, state || {}, deps);
+    }
+    static _buildRoot(host) {
+        const title = host.t('Equity');
+        return makePanelRoot('equity-panel', title, [
+            makeElement('div', 'panel-header', {}, [
+                makeElement('span', '', {}, [title]),
+                makeElement('span', 'equity-last', {}, []),
+                makeIconButton('bt-icon-btn equity-reset-btn', host.t('ResetView'), 'bi-arrow-clockwise', { type: 'button' }),
+                makeIconButton('bt-icon-btn bt-icon-cancel panel-close-btn', host.t('ClosePanel'), 'bi-x', { type: 'button' }),
+            ]),
+            makeElement('div', 'panel-body', {}, [
+                makeElement('div', 'equity-chart', { role: 'img', 'aria-label': host.t('PnLChart') }, [
+                    // Over the curve rather than in the panel header, for the same reason the
+                    // smile's is: a reading about a moment belongs beside that moment, and a host
+                    // that lifts panel headers into a tab strip would put it in a tab title.
+                    makeElement('div', 'equity-hover', {}, []),
+                    makeElement('div', 'equity-empty', {}, [host.t('NoEquity')]),
+                ]),
+            ]),
+        ]);
+    }
+    constructor(rootEl, _state, deps) {
+        this._host = assertHost(deps?.host, 'EquityWidget');
+        this.rootEl = rootEl;
+        this._closeBtn = this.rootEl.querySelector('.panel-close-btn');
+        this._resetBtn = this.rootEl.querySelector('.equity-reset-btn');
+        this._lastEl = this.rootEl.querySelector('.equity-last');
+        this._hoverEl = this.rootEl.querySelector('.equity-hover');
+        this._emptyEl = this.rootEl.querySelector('.equity-empty');
+        this._chartEl = this.rootEl.querySelector('.equity-chart');
+        this._chart = null;
+        this._series = null;
+        this._points = [];
+        this._resizeObserver = null;
+        this._closeBtn?.addEventListener('click', (e) => { e.preventDefault(); this._host.close(); });
+        this._resetBtn?.addEventListener('click', (e) => { e.preventDefault(); this.resetZoom(); });
+        // The panel has no size until it is laid out, and a docked one is resized afterwards.
+        // The engine sizes its canvases only through resize(), so it is told rather than left to
+        // notice.
+        if (this._chartEl !== null && typeof ResizeObserver !== 'undefined') {
+            this._resizeObserver = new ResizeObserver(() => this._fit());
+            this._resizeObserver.observe(this._chartEl);
+        }
+        this._render();
+        this._host.register(this);
+    }
+    dispose() {
+        try {
+            this._resizeObserver?.disconnect();
+        }
+        catch { /* already torn down */ }
+        this._resizeObserver = null;
+        try {
+            this._chart?.remove();
+        }
+        catch { /* already gone */ }
+        this._chart = null;
+        this._series = null;
+        this._host.unregister(this);
+        try {
+            this.rootEl.remove();
+        }
+        catch { /* already detached */ }
+    }
+    /// Show this run. The whole curve at once: it is a cumulative figure, so a set of points that
+    /// no longer contains an earlier sample is a different run rather than a longer one.
+    ///
+    /// `time` is unix milliseconds.
+    update(points) {
+        this._points = points || [];
+        this._render();
+    }
+    /// Show the whole run again, after a zoom.
+    resetZoom() {
+        try {
+            this._chart?.timeScale().fitContent();
+        }
+        catch { /* no chart yet */ }
+    }
+    /// The engine, for a host that wants to add to this chart - a benchmark line, a marker at a
+    /// drawdown. Null until there is something to draw.
+    chart() {
+        return this._chart;
+    }
+    // Built on first use rather than in the constructor: the engine measures its container, and
+    // a panel that has not been laid out yet has none.
+    _ensureChart() {
+        if (this._chart !== null)
+            return true;
+        if (this._chartEl === null)
+            return false;
+        const palette = this._host.presentation.canvasPalette();
+        this._chart = createChart(this._chartEl, {
+            layout: {
+                background: { type: 'solid', color: 'transparent' },
+                textColor: palette.grid,
+                fontFamily: palette.font,
+                fontSize: 11,
+                attributionLogo: false,
+            },
+            grid: { vertLines: { color: palette.grid }, horzLines: { color: palette.grid } },
+            crosshair: { mode: CrosshairMode.Normal },
+            rightPriceScale: { borderColor: palette.grid },
+            timeScale: {
+                borderColor: palette.grid,
+                timeVisible: true,
+                secondsVisible: true,
+                // The engine dates an axis in UTC unless told otherwise, and everything else on
+                // the page - the readout beside this one included - reads in the browser's zone.
+                // Two labels for one instant, three hours apart, is worse than either.
+                timeZone: browserTimeZone(),
+            },
+        });
+        this._series = this._chart.addSeries(AreaSeries, {
+            lineWidth: LINE_WIDTH,
+            lineColor: palette.up,
+            topColor: withAlpha(palette.up, FILL_TOP_ALPHA),
+            bottomColor: withAlpha(palette.up, FILL_BOTTOM_ALPHA),
+        });
+        // The readout. The engine says which point the pointer is over; wording it is the host's,
+        // which is why this is here rather than in the engine's own crosshair label.
+        this._chart.subscribeCrosshairMove((param) => this._renderHover(param));
+        return true;
+    }
+    _render() {
+        const series = toSeries(this._points);
+        const empty = series.length < 2;
+        if (this._emptyEl !== null)
+            this._emptyEl.hidden = !empty;
+        this._renderLast(empty ? null : series[series.length - 1].value);
+        if (empty)
+            return;
+        if (!this._ensureChart() || this._series === null)
+            return;
+        // Coloured by where the run ended, the way the sparkline is: a run that peaked and gave
+        // it all back is a loss, and the colour says so.
+        const palette = this._host.presentation.canvasPalette();
+        const last = series[series.length - 1].value;
+        const colour = last >= 0 ? palette.up : palette.down;
+        this._series.applyOptions({
+            lineColor: colour,
+            topColor: withAlpha(colour, FILL_TOP_ALPHA),
+            bottomColor: withAlpha(colour, FILL_BOTTOM_ALPHA),
+        });
+        this._series.setData(series);
+        this._fit();
+    }
+    _fit() {
+        if (this._chart === null || this._chartEl === null)
+            return;
+        const rect = this._chartEl.getBoundingClientRect();
+        if (rect.width <= 0 || rect.height <= 0)
+            return;
+        try {
+            this._chart.resize(rect.width, rect.height);
+        }
+        catch { /* the engine is between frames */ }
+    }
+    // Where the run stands, in the header.
+    _renderLast(value) {
+        const el = this._lastEl;
+        if (el === null)
+            return;
+        el.textContent = value === null ? '' : formatPnl(value);
+        el.className = value === null
+            ? 'equity-last'
+            : `equity-last ${this._host.presentation.pnlClass(value)}`;
+    }
+    // What the pointer is over. The engine hands over the moment and the value at it; the moment
+    // is worded by the host, because what a time reads as is the page's business and not this
+    // package's.
+    _renderHover(param) {
+        const el = this._hoverEl;
+        if (el === null)
+            return;
+        const point = this._series === null ? undefined : param.seriesData.get(this._series);
+        const value = point?.value;
+        // Off the series entirely: the engine reports a crosshair with no time when the pointer
+        // has left the plot, and a stale readout is worse than none.
+        if (param.time === null || value === undefined || !Number.isFinite(value)) {
+            el.textContent = '';
+            el.className = 'equity-hover';
+            return;
+        }
+        // Back to milliseconds for the host: the engine counts in seconds, and every other moment
+        // this package hands over is a Date.
+        const moment = new Date(Number(param.time) * 1000);
+        el.textContent = `${this._host.presentation.timeText(moment)}  ${formatPnl(value)}`;
+        el.className = `equity-hover ${this._host.presentation.pnlClass(value)}`;
+    }
+}
+EquityWidget.TYPE = ControlTypes.Equity;
+/// The zone a moment reads in: the browser's own, which is the zone
+/// `presentation.timeText` words one in. UTC when the environment cannot say.
+function browserTimeZone() {
+    try {
+        return Intl.DateTimeFormat().resolvedOptions().timeZone || 'UTC';
+    }
+    catch {
+        return 'UTC';
+    }
+}
+/// A colour at a given opacity.
+///
+/// The host answers with whatever CSS understands, so this cannot take it apart - it wraps it
+/// instead, which `color-mix` accepts for every form a token can be written in.
+function withAlpha(colour, alpha) {
+    return `color-mix(in srgb, ${colour} ${Math.round(alpha * 100)}%, transparent)`;
+}
+//# sourceMappingURL=equity-widget.js.map

package/dist/esm/equity-widget.js.map

@@ -0,0 +1 @@
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