Proper slow chart auto y-range support
The slow (history) chart requires it's own y-range checker logic which needs to be run in 2 cases: - the last datum is in view and goes outside the previous mx/mn in view - the chart is incremented a step Since we need this duplicate logic this patch also factors the incremental graphics update info "reading" into a new `DisplayState.incr_info()` method that can be configured to a chart and input state and returns all relevant "graphics update measure" in a tuple (for now). Use this method throughout the rest of the display loop for both fast and slow chart checks and in the `increment_history_view()` slow chart task.history_view
Tyler Goodlet
parent
7958d8ad4f
commit
10c1944de5
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@ -21,7 +21,6 @@ this module ties together quote and computational (fsp) streams with
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graphics update methods via our custom ``pyqtgraph`` charting api.
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'''
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from dataclasses import dataclass
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from functools import partial
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import time
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from typing import Optional, Any, Callable
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@ -35,6 +34,7 @@ from ..data.feed import (
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open_feed,
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Feed,
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)
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from ..data.types import Struct
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from ._axes import YAxisLabel
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from ._chart import (
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ChartPlotWidget,
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@ -124,8 +124,7 @@ def chart_maxmin(
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)
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@dataclass
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class DisplayState:
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class DisplayState(Struct):
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'''
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Chart-local real-time graphics state container.
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@ -146,12 +145,77 @@ class DisplayState:
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hist_last_price_sticky: YAxisLabel
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# misc state tracking
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vars: dict[str, Any]
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vars: dict[str, Any] = {
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'tick_margin': 0,
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'i_last': 0,
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'i_last_append': 0,
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'last_mx_vlm': 0,
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'last_mx': 0,
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'last_mn': 0,
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}
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vlm_chart: Optional[ChartPlotWidget] = None
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vlm_sticky: Optional[YAxisLabel] = None
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wap_in_history: bool = False
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def incr_info(
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self,
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chart: Optional[ChartPlotWidget] = None,
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shm: Optional[ShmArray] = None,
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state: Optional[dict] = None, # pass in a copy if you don't
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update_state: bool = True,
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update_uppx: float = 16,
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) -> tuple:
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shm = shm or self.ohlcv
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chart = chart or self.chart
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state = state or self.vars
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if not update_state:
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state = state.copy()
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# compute the first available graphic's x-units-per-pixel
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uppx = chart.view.x_uppx()
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# NOTE: this used to be implemented in a dedicated
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# "increment task": ``check_for_new_bars()`` but it doesn't
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# make sense to do a whole task switch when we can just do
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# this simple index-diff and all the fsp sub-curve graphics
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# are diffed on each draw cycle anyway; so updates to the
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# "curve" length is already automatic.
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# increment the view position by the sample offset.
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i_step = shm.index
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i_diff = i_step - state['i_last']
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state['i_last'] = i_step
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append_diff = i_step - state['i_last_append']
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# update the "last datum" (aka extending the flow graphic with
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# new data) only if the number of unit steps is >= the number of
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# such unit steps per pixel (aka uppx). Iow, if the zoom level
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# is such that a datum(s) update to graphics wouldn't span
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# to a new pixel, we don't update yet.
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do_append = (append_diff >= uppx)
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if do_append:
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state['i_last_append'] = i_step
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do_rt_update = uppx < update_uppx
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_, _, _, r = chart.bars_range()
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liv = r >= i_step
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# TODO: pack this into a struct
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return (
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uppx,
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liv,
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do_append,
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i_diff,
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append_diff,
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do_rt_update,
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)
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async def graphics_update_loop(
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@ -271,7 +335,11 @@ async def graphics_update_loop(
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# API that can be reused at least in terms of pulling view
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# params (eg ``.bars_range()``).
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async def increment_history_view():
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i_last_append = i_last = hist_ohlcv.index
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i_last = hist_ohlcv.index
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state = ds.vars.copy() | {
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'i_last_append': i_last,
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'i_last': i_last,
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}
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_, hist_step_size_s, _ = feed.get_ds_info()
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async with feed.index_stream(
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@ -279,27 +347,26 @@ async def graphics_update_loop(
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) as istream:
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async for msg in istream:
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# increment the view position by the sample offset.
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uppx = hist_chart.view.x_uppx()
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l, lbar, rbar, r = hist_chart.bars_range()
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i_step = hist_ohlcv.index
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i_diff = i_step - i_last
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i_last = i_step
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liv = r >= i_step
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append_diff = i_step - i_last_append
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do_append = (append_diff >= uppx)
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if do_append:
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i_last_append = i_step
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# check if slow chart needs a resize
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(
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uppx,
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liv,
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do_append,
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i_diff,
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append_diff,
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do_rt_update,
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) = ds.incr_info(
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chart=hist_chart,
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shm=ds.hist_ohlcv,
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state=state,
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# update_state=False,
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)
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if (
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# i_diff > 0 # no new sample step
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do_append
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# and uppx < 4 # chart is zoomed out very far
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and liv
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):
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hist_chart.increment_view(steps=i_diff)
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hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
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nurse.start_soon(increment_history_view)
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@ -374,47 +441,15 @@ def graphics_update_cycle(
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vars = ds.vars
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tick_margin = vars['tick_margin']
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update_uppx = 16
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for sym, quote in ds.quotes.items():
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# compute the first available graphic's x-units-per-pixel
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uppx = chart.view.x_uppx()
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# NOTE: vlm may be written by the ``brokerd`` backend
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# event though a tick sample is not emitted.
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# TODO: show dark trades differently
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# https://github.com/pikers/piker/issues/116
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# NOTE: this used to be implemented in a dedicated
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# "increment task": ``check_for_new_bars()`` but it doesn't
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# make sense to do a whole task switch when we can just do
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# this simple index-diff and all the fsp sub-curve graphics
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# are diffed on each draw cycle anyway; so updates to the
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# "curve" length is already automatic.
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# increment the view position by the sample offset.
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i_step = ohlcv.index
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i_diff = i_step - vars['i_last']
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vars['i_last'] = i_step
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append_diff = i_step - vars['i_last_append']
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# update the "last datum" (aka extending the flow graphic with
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# new data) only if the number of unit steps is >= the number of
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# such unit steps per pixel (aka uppx). Iow, if the zoom level
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# is such that a datum(s) update to graphics wouldn't span
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# to a new pixel, we don't update yet.
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do_append = (append_diff >= uppx)
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if do_append:
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vars['i_last_append'] = i_step
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do_rt_update = uppx < update_uppx
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# print(
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# f'append_diff:{append_diff}\n'
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# f'uppx:{uppx}\n'
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# f'do_append: {do_append}'
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# )
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(
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uppx,
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liv,
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do_append,
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i_diff,
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append_diff,
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do_rt_update,
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) = ds.incr_info()
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# TODO: we should only run mxmn when we know
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# an update is due via ``do_append`` above.
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@ -430,8 +465,6 @@ def graphics_update_cycle(
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profiler('`ds.maxmin()` call')
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liv = r >= i_step # the last datum is in view
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if (
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prepend_update_index is not None
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and lbar > prepend_update_index
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@ -446,16 +479,10 @@ def graphics_update_cycle(
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# don't real-time "shift" the curve to the
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# left unless we get one of the following:
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if (
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(
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# i_diff > 0 # no new sample step
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do_append
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# and uppx < 4 # chart is zoomed out very far
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and liv
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)
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(do_append and liv)
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or trigger_all
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):
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chart.increment_view(steps=i_diff)
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# chart.increment_view(steps=i_diff + round(append_diff - uppx))
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if vlm_chart:
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vlm_chart.increment_view(steps=i_diff)
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@ -606,26 +633,44 @@ def graphics_update_cycle(
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l1.bid_label.update_fields({'level': price, 'size': size})
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# check for y-range re-size
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if (
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(mx > vars['last_mx']) or (mn < vars['last_mn'])
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and not chart._static_yrange == 'axis'
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and liv
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):
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main_vb = chart.view
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if (mx > vars['last_mx']) or (mn < vars['last_mn']):
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# fast chart resize case
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if (
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main_vb._ic is None
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or not main_vb._ic.is_set()
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liv
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and not chart._static_yrange == 'axis'
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):
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# print(f'updating range due to mxmn')
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main_vb._set_yrange(
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# TODO: we should probably scale
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# the view margin based on the size
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# of the true range? This way you can
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# slap in orders outside the current
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# L1 (only) book range.
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# range_margin=0.1,
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yrange=(mn, mx),
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)
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main_vb = chart.view
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if (
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main_vb._ic is None
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or not main_vb._ic.is_set()
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):
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# print(f'updating range due to mxmn')
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main_vb._set_yrange(
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# TODO: we should probably scale
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# the view margin based on the size
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# of the true range? This way you can
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# slap in orders outside the current
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# L1 (only) book range.
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# range_margin=0.1,
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yrange=(mn, mx),
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)
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# check if slow chart needs a resize
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(
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_,
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hist_liv,
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_,
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_,
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_,
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_,
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) = ds.incr_info(
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chart=hist_chart,
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shm=ds.hist_ohlcv,
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update_state=False,
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)
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if hist_liv:
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hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
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# XXX: update this every draw cycle to make L1-always-in-view work.
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vars['last_mx'], vars['last_mn'] = mx, mn
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