pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Delegate to m4 ohlc helper for curve, only ds on uppx steps > 2

big_data_lines
Tyler Goodlet 2022-03-22 09:59:11 -04:00
parent 08f90c275c
commit 03e0e3e76b
1 changed files with 29 additions and 67 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

96
piker/ui/_ohlc.py
View File

@ -25,7 +25,6 @@ from typing import (
import numpy as np
import pyqtgraph as pg
from numpy.lib import recfunctions as rfn
from numba import njit, float64, int64 # , optional
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QLineF, QPointF
@ -36,7 +35,12 @@ from .._profile import pg_profile_enabled
from ._style import hcolor
from ..log import get_logger
from ._curve import FastAppendCurve
from ._compression import hl2mxmn, ds_m4
from ._compression import (
# hl2mxmn,
# ohlc_flatten,
ohlc_to_m4_line,
# ds_m4,
)
if TYPE_CHECKING:
from ._chart import LinkedSplits
@ -298,16 +302,19 @@ class BarItems(pg.GraphicsObject):
) -> tuple[FastAppendCurve, int]:
if ds is None:
px_vecs = self.pixelVectors()[0]
if px_vecs:
xs_in_px = px_vecs.x()
ds = round(xs_in_px)
else:
ds = 0
# print(f'ds is {ds}')
px_vecs = self.pixelVectors()[0]
return self._ds_lines.get(ds), ds
if not px_vecs and self._ds_line:
px_vecs = self._ds_line.pixelVectors()[0]
if px_vecs:
xs_in_px = px_vecs.x()
ds = round(xs_in_px)
else:
ds = 0
return self._ds_line, ds
# return self._ds_line.get(ds), ds
def update_ds_line(
self,
@ -323,18 +330,7 @@ class BarItems(pg.GraphicsObject):
# determine current potential downsampling value (based on pixel
# scaling) and return any existing curve for it.
curve, ds = self.get_ds_line(ds=0)
# curve = self._ds_lines.get(ds)
# if current and current != curve:
# current.hide()
# if no curve for this downsample rate yet, allowcate a new one
# if not self.linked.chart:
# return None, None
index = ohlc['index']
curve, ds = self.get_ds_line()
chart = self.linked.chart
if not chart:
@ -342,50 +338,28 @@ class BarItems(pg.GraphicsObject):
else:
px_width = round(chart.curve_width_pxs())
flat = rfn.structured_to_unstructured(
ohlc[['open', 'high', 'low', 'close']]
).flatten()
xpts = np.linspace(
start=index[0] - 0.5,
stop=index[-1] + 0.5,
num=4*len(ohlc),
)
bins, x, y = ds_m4(
xpts,
flat,
px_width=px_width * 8,
)
# x4 = np.zeros(y.shape)
x = np.broadcast_to(x[:, None], y.shape) #.flatten()
x = (x + np.array([-0.5, 0, 0, 0.5])).flatten()
# x = np.linspace(
# start=x[0] - 0.5,
# stop=x[-1] + 0.5,
# num=4*len(x),
# )
y = y.flatten()
# breakpoint()
# y, x = hl2mxmn(ohlc)
# if self._ds_line:
# self._pi.removeItem(self._ds_line)
# old tracer with no downsampling
# y, x = hl2mxmn(ohlc)
x, y = ohlc_to_m4_line(ohlc, px_width)
if not curve:
curve = FastAppendCurve(
y=y,
# y=mxmn,
x=x,
name='ds',
color=self._color,
# color='dad_blue',
# use_polyline=True, # pretty sure this is slower?
)
curve.hide()
self._pi.addItem(curve)
self._ds_lines[ds] = curve
self._ds_line = curve
curve.ds = px_width
return curve, ds
# elif ds != self._ds:
# print(f'ds changed {self._ds} -> {ds}')
@ -396,29 +370,17 @@ class BarItems(pg.GraphicsObject):
# can just be read and rendered to graphics on events of our
# choice.
# diff = do_diff(ohlc, new_bit)
# mxmn, x = hl2mxmn(ohlc, downsample_by=ds)
# always refresh data bounds until we get diffing
# working properly, see below..
# curve._xrange = curve.dataBounds(ax=0)
# TODO: we need to do a diff here to determine
# which ohlc samples have not yet been converted
# to tracer lines.
# index = ohlc['index']
# istart, istop = curve._xrange
# curve.path = None
# print(x[-10:])
if px_width != curve.ds:
print(f'redrawing {curve.ds} -> {px_width}')
# working properly, see above..
if abs(ds - self._ds) > 2:
log.info(f'sampler change: {self._ds} -> {ds}')
curve.path = None
curve.ds = px_width
curve.update_from_array(
y=y,
x=x,
)
# curve.update()
self._ds = ds
return curve, ds