diff --git a/app/timeseries/Main.hs b/app/timeseries/Main.hs new file mode 100644 --- /dev/null +++ b/app/timeseries/Main.hs @@ -0,0 +1,15 @@ +module Main where + +import Graphics.Rendering.Plot.Light.IO.Text + +import qualified Data.Attoparsec.Text as A +import qualified Data.Text.IO as T + + +fname = "data/forex" + +main = do + d <- T.readFile fname + let pd = A.parseOnly parseFxDataset d + case pd of Left e -> error e + Right datarows -> pure datarows diff --git a/data/forex b/data/forex new file mode 100644 --- /dev/null +++ b/data/forex @@ -0,0 +1,174 @@ +2017-06-26 21:00:00,1.0876,1.0880,1.0872,1.0874 +2017-06-26 20:00:00,1.0873,1.0875,1.0872,1.0875 +2017-06-26 19:00:00,1.0874,1.0875,1.0873,1.0874 +2017-06-26 18:00:00,1.0870,1.0875,1.0870,1.0875 +2017-06-26 17:00:00,1.0873,1.0873,1.0870,1.0870 +2017-06-26 16:00:00,1.0869,1.0873,1.0867,1.0873 +2017-06-26 15:00:00,1.0873,1.0876,1.0869,1.0870 +2017-06-26 14:00:00,1.0875,1.0877,1.0871,1.0873 +2017-06-26 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21:00:00,1.0873,1.0876,1.0871,1.0875 +2017-06-15 20:00:00,1.0874,1.0875,1.0871,1.0873 +2017-06-15 19:00:00,1.0875,1.0875,1.0873,1.0873 +2017-06-15 18:00:00,1.0874,1.0875,1.0873,1.0874 +2017-06-15 17:00:00,1.0872,1.0874,1.0871,1.0872 +2017-06-15 16:00:00,1.0873,1.0874,1.0871,1.0871 diff --git a/data/heatmap-bw b/data/heatmap-bw new file mode 100644 --- /dev/null +++ b/data/heatmap-bw @@ -0,0 +1,6 @@ +6 5 4 3 1 0 +3 2 2 0 0 1 +0 0 0 0 1 0 +0 0 0 0 2 3 +0 0 1 2 4 3 +0 1 2 3 4 5 diff --git a/plot-light.cabal b/plot-light.cabal --- a/plot-light.cabal +++ b/plot-light.cabal @@ -1,5 +1,5 @@ name: plot-light -version: 0.1.0.0 +version: 0.1.0.1 synopsis: A lightweight plotting library, exporting to SVG -- description: homepage: https://github.com/ocramz/plot-light @@ -13,6 +13,9 @@ extra-source-files: README.md cabal-version: >=1.10 tested-with: GHC == 8.0.2 +data-dir: data +data-files: forex + heatmap-bw library default-language: Haskell2010 @@ -24,9 +27,12 @@ Graphics.Rendering.Plot.Light.IO.Text Graphics.Rendering.Plot.Light.PlotTypes.Heatmap Graphics.Rendering.Plot.Light.PlotTypes.TimeSeries + other-modules: Data.TimeSeries.Forex + Graphics.Rendering.Plot.Light.Internal.Types build-depends: base >= 4.7 && < 5 , time - , vector + , attoparsec-time + -- , vector , attoparsec , scientific , text @@ -34,13 +40,15 @@ , palette , blaze-svg --- executable plot-light --- default-language: Haskell2010 --- ghc-options: -threaded -rtsopts -with-rtsopts=-N --- hs-source-dirs: app --- main-is: Main.hs --- build-depends: base --- , plot-light +executable plot-light + default-language: Haskell2010 + ghc-options: -threaded -rtsopts -with-rtsopts=-N + hs-source-dirs: app/timeseries + main-is: Main.hs + build-depends: base + , plot-light + , attoparsec + , text test-suite spec default-language: Haskell2010 diff --git a/src/Data/TimeSeries/Forex.hs b/src/Data/TimeSeries/Forex.hs new file mode 100644 --- /dev/null +++ b/src/Data/TimeSeries/Forex.hs @@ -0,0 +1,22 @@ +module Data.TimeSeries.Forex where + +import Data.Time + +data FxRow a = FxRow { + rateOpen :: a + , rateHigh :: a + , rateLow :: a + , rateClose :: a + } deriving (Eq, Show) + + +-- | An instant, defined by date (Day) and TimeOfDay +data Tick = Tick Day TimeOfDay + deriving (Eq, Show, Ord) + +-- | A point in a time series +data TsPoint a = + Tsp { + _tick :: Tick, + _val :: a + } deriving (Eq, Show) diff --git a/src/Graphics/Rendering/Plot/Light.hs b/src/Graphics/Rendering/Plot/Light.hs --- a/src/Graphics/Rendering/Plot/Light.hs +++ b/src/Graphics/Rendering/Plot/Light.hs @@ -3,7 +3,6 @@ -- import Data.Foldable import qualified Data.Text as T -import qualified Data.Vector as V import Text.Blaze.Svg import Text.Blaze.Svg11 ((!), mkPath, rotate, translate, l, m) diff --git a/src/Graphics/Rendering/Plot/Light/IO/Text.hs b/src/Graphics/Rendering/Plot/Light/IO/Text.hs --- a/src/Graphics/Rendering/Plot/Light/IO/Text.hs +++ b/src/Graphics/Rendering/Plot/Light/IO/Text.hs @@ -1,29 +1,64 @@ module Graphics.Rendering.Plot.Light.IO.Text where - import Data.Text import qualified Data.Attoparsec.Text as A import qualified Data.Attoparsec.Internal.Types as AP (Parser) import Data.Scientific +import Control.Applicative ((<|>)) +import Data.Time (Day, TimeOfDay) +import qualified Attoparsec.Time as AT +import Data.TimeSeries.Forex --- row = many' decimal space, comma :: A.Parser Char space = A.char ' ' comma = A.char ',' --- rowNums :: A.Parser Scientific +-- | Parse a row of numbers, separated by `sep` rowNums :: AP.Parser Text s -> AP.Parser Text [Scientific] -rowNums = A.sepBy A.scientific +rowNums sep = A.sepBy A.scientific sep rowNumSpace :: AP.Parser Text [Scientific] rowNumSpace = rowNums space - - -- | parse a grid of numbers, separated by `sep` gridNum :: AP.Parser Text s -> AP.Parser Text [[Scientific]] gridNum sep = A.sepBy (rowNums sep) A.endOfLine + + + + + + + + + +-- * Forex dataset + +parseFxDataset :: AP.Parser Text [TsPoint (FxRow Scientific)] +parseFxDataset = A.sepBy parseFxRow A.endOfLine + +parseFxRow :: AP.Parser Text (TsPoint (FxRow Scientific)) +parseFxRow = do + (d, t) <- parseDateTime + _ <- comma + open <- A.scientific + _ <- comma + hi <- A.scientific + _ <- comma + lo <- A.scientific + _ <- comma + close <- A.scientific + pure $ Tsp (Tick d t) (FxRow open hi lo close) + +parseDateTime :: AP.Parser Text (Day, TimeOfDay) +parseDateTime = do + d <- AT.dayInISO8601 + _ <- space + t <- AT.timeOfDayInISO8601 + return (d, t) + + diff --git a/src/Graphics/Rendering/Plot/Light/Internal.hs b/src/Graphics/Rendering/Plot/Light/Internal.hs --- a/src/Graphics/Rendering/Plot/Light/Internal.hs +++ b/src/Graphics/Rendering/Plot/Light/Internal.hs @@ -1,7 +1,6 @@ {-# LANGUAGE OverloadedStrings #-} module Graphics.Rendering.Plot.Light.Internal where - import Control.Arrow ((&&&), (***)) -- import Data.Foldable @@ -11,34 +10,16 @@ import Text.Blaze.Svg import Text.Blaze.Svg11 -- ((!), mkPath, rotate, translate, l, m) import qualified Text.Blaze.Svg11 as S -import qualified Text.Blaze.Svg11.Attributes as A +import qualified Text.Blaze.Svg11.Attributes as S import Text.Blaze.Svg.Renderer.String (renderSvg) import qualified Data.Colour as C import qualified Data.Colour.Names as C import qualified Data.Colour.SRGB as C - - -data FigureData a d = - FigData { - _width :: a - , _height :: a - , _xmin :: a - , _xmax :: a - , _ymin :: a - , _ymax :: a - , _figData :: d - } - - --- | A LabeledPoint carries the information of where a point should be plotted, what label should it carry (e.g. for labelling the axes) and its function value -data LabeledPoint c l a = - LabeledPoint { _coord :: c, _label :: l, _value :: a } - -data P1 a = P1 a -data P2 a = P2 a a +import GHC.Real +import Graphics.Rendering.Plot.Light.Internal.Types -- axis f1 figd = undefined @@ -49,38 +30,46 @@ -- m = minimum d --- | Given a point `x` in a range [x1min, x1max], map it by affine transformation onto the interval [x2min, x2max] -affine :: Fractional t => t -> t -> t -> t -> t -> t -affine x2min x2max x1min x1max x = (x - x1min)*d2/d1 + x2min where - d1 = x1max - x1min - d2 = x2max - x2min + -- | Header for a Figure figure :: FigureData Int d -> Svg -> Svg figure fd = S.docTypeSvg - ! A.version "1.1" - ! A.width (vi $ _width fd) - ! A.height (vi $ _height fd) - ! A.viewbox (vis [_xmin fd, _ymin fd, _xmax fd, _ymax fd]) + ! S.version "1.1" + ! S.width (vi $ _width fd) + ! S.height (vi $ _height fd) + ! S.viewbox (vis [_xmin fd, _ymin fd, _xmax fd, _ymax fd]) -- | A filled rectangle, centered at (x0, y0) rectCentered :: Double -> Double -> Double -> Double -> C.Colour Double -> Svg -rectCentered x0 y0 wid hei col = S.g ! A.transform (translate x0c y0c) $ - S.rect ! A.width (vd wid) ! A.height (vd hei) ! A.fill (colourAttr col) where +rectCentered x0 y0 wid hei col = S.g ! S.transform (translate x0c y0c) $ + S.rect ! S.width (vd wid) ! S.height (vd hei) ! S.fill (colourAttr col) where x0c = x0 - (wid / 2) y0c = y0 - (hei / 2) -- centeredAt x0 y0 = S.g ! A.transform (translate x0 y0) +line x1 x2 y1 y2 = S.line ! S.x1 (vd x1) ! S.x2 (vd x2) ! S.y1 (vd y1) ! S.y2 (vd y2) --- * Helpers +-- * Helpers + + +-- | Given a point `x` in a range [x1min, x1max], map it by affine transformation onto the interval [x2min, x2max] +affine :: Fractional t => t -> t -> t -> t -> t -> t +affine x2min x2max x1min x1max x = (x - x1min)*d2/d1 + x2min where + d1 = x1max - x1min + d2 = x2max - x2min + + + + -- Render a Colour from `colour` into a `blaze` Attribute colourAttr :: C.Colour Double -> S.AttributeValue colourAttr = S.toValue . C.sRGB24show @@ -88,6 +77,7 @@ -- ** Conversion from primitive numerical types to AttributeValue vi :: Int -> S.AttributeValue vi = S.toValue + -- | For use e.g. in `viewbox` vis :: [Int] -> S.AttributeValue diff --git a/src/Graphics/Rendering/Plot/Light/Internal/Types.hs b/src/Graphics/Rendering/Plot/Light/Internal/Types.hs new file mode 100644 --- /dev/null +++ b/src/Graphics/Rendering/Plot/Light/Internal/Types.hs @@ -0,0 +1,20 @@ +module Graphics.Rendering.Plot.Light.Internal.Types where + + +data FigureData a d = + FigData { + _width :: a + , _height :: a + , _xmin :: a + , _xmax :: a + , _ymin :: a + , _ymax :: a + , _figData :: d + } + +-- | A LabeledPoint carries the information of where a point should be plotted, what label should it carry (e.g. for labelling the axes) and its function value +data LabeledPoint c l a = + LabeledPoint { _coord :: c, _label :: l, _value :: a } + +data P1 a = P1 a +data P2 a = P2 a a diff --git a/src/Graphics/Rendering/Plot/Light/PlotTypes/TimeSeries.hs b/src/Graphics/Rendering/Plot/Light/PlotTypes/TimeSeries.hs --- a/src/Graphics/Rendering/Plot/Light/PlotTypes/TimeSeries.hs +++ b/src/Graphics/Rendering/Plot/Light/PlotTypes/TimeSeries.hs @@ -6,11 +6,11 @@ import qualified Data.Text as T import Graphics.Rendering.Plot.Light.Internal +import Graphics.Rendering.Plot.Light.Internal.Types +import Data.TimeSeries.Forex --- | An instant, defined by date (Day) and TimeOfDay -data Tick = Tick Day TimeOfDay - deriving (Eq, Show, Ord) + -- | Create a Tick from valid (year, month, day, hour, minute, second) mkTick :: Integer -> Int -> Int -> Int -> Int -> Pico -> Maybe Tick mkTick yy mm dd hr mi se = do @@ -23,12 +23,7 @@ fromTick :: Tick -> Rational fromTick (Tick d t) = fromIntegral (toModifiedJulianDay d) + timeOfDayToDayFraction t --- | A point in a time series -data TsPoint a = - Tsp { - _tick :: Tick, - _val :: a - } deriving (Eq, Show) + -- | Transform the time coordinate of a timeseries point