goodboy
GitHub
commit
11544dc64f
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@ -18,30 +18,18 @@
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Cacheing apis and toolz.
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"""
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# further examples of interest:
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# https://gist.github.com/njsmith/cf6fc0a97f53865f2c671659c88c1798#file-cache-py-L8
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from collections import OrderedDict
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from typing import (
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Any,
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Hashable,
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Optional,
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TypeVar,
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AsyncContextManager,
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)
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from contextlib import (
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asynccontextmanager,
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)
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import trio
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from trio_typing import TaskStatus
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import tractor
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from tractor.trionics import maybe_open_context
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from .brokers import get_brokermod
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from .log import get_logger
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T = TypeVar('T')
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log = get_logger(__name__)
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@ -74,124 +62,18 @@ def async_lifo_cache(maxsize=128):
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return decorator
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_cache: dict[str, 'Client'] = {} # noqa
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class cache:
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'''Globally (processs wide) cached, task access to a
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kept-alive-while-in-use async resource.
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'''
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lock = trio.Lock()
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users: int = 0
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values: dict[Any, Any] = {}
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resources: dict[
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int,
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Optional[tuple[trio.Nursery, trio.Event]]
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] = {}
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no_more_users: Optional[trio.Event] = None
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@classmethod
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async def run_ctx(
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cls,
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mng,
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key,
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task_status: TaskStatus[T] = trio.TASK_STATUS_IGNORED,
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) -> None:
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async with mng as value:
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_, no_more_users = cls.resources[id(mng)]
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cls.values[key] = value
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task_status.started(value)
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try:
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await no_more_users.wait()
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finally:
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value = cls.values.pop(key)
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# discard nursery ref so it won't be re-used (an error)
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cls.resources.pop(id(mng))
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@asynccontextmanager
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async def maybe_open_ctx(
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key: Hashable,
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mngr: AsyncContextManager[T],
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) -> (bool, T):
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'''Maybe open a context manager if there is not already a cached
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version for the provided ``key``. Return the cached instance on
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a cache hit.
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'''
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await cache.lock.acquire()
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ctx_key = id(mngr)
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value = None
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try:
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# lock feed acquisition around task racing / ``trio``'s
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# scheduler protocol
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value = cache.values[key]
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log.info(f'Reusing cached resource for {key}')
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cache.users += 1
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cache.lock.release()
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yield True, value
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except KeyError:
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log.info(f'Allocating new resource for {key}')
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# **critical section** that should prevent other tasks from
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# checking the cache until complete otherwise the scheduler
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# may switch and by accident we create more then one feed.
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# TODO: avoid pulling from ``tractor`` internals and
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# instead offer a "root nursery" in piker actors?
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service_n = tractor.current_actor()._service_n
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# TODO: does this need to be a tractor "root nursery"?
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ln = cache.resources.get(ctx_key)
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assert not ln
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ln, _ = cache.resources[ctx_key] = (service_n, trio.Event())
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value = await ln.start(cache.run_ctx, mngr, key)
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cache.users += 1
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cache.lock.release()
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yield False, value
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finally:
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cache.users -= 1
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if cache.lock.locked():
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cache.lock.release()
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if value is not None:
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# if no more consumers, teardown the client
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if cache.users <= 0:
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log.warning(f'De-allocating resource for {key}')
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# terminate mngr nursery
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entry = cache.resources.get(ctx_key)
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if entry:
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_, no_more_users = entry
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no_more_users.set()
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@asynccontextmanager
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async def open_cached_client(
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brokername: str,
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) -> 'Client': # noqa
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'''Get a cached broker client from the current actor's local vars.
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'''
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Get a cached broker client from the current actor's local vars.
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If one has not been setup do it and cache it.
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'''
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brokermod = get_brokermod(brokername)
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async with maybe_open_ctx(
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key=brokername,
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mngr=brokermod.get_client(),
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async with maybe_open_context(
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acm_func=brokermod.get_client,
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) as (cache_hit, client):
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yield client
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@ -272,9 +272,8 @@ class ShmArray:
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return end
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except ValueError as err:
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# shoudl raise if diff detected
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# should raise if diff detected
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self.diff_err_fields(data)
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raise err
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def diff_err_fields(
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@ -27,7 +27,6 @@ from types import ModuleType
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from typing import (
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Any, Sequence,
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AsyncIterator, Optional,
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Awaitable, Callable,
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)
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import trio
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@ -37,7 +36,7 @@ import tractor
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from pydantic import BaseModel
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from ..brokers import get_brokermod
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from .._cacheables import maybe_open_ctx
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from .._cacheables import maybe_open_context
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from ..log import get_logger, get_console_log
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from .._daemon import (
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maybe_spawn_brokerd,
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@ -356,7 +355,10 @@ async def open_feed_bus(
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f'Stopping {symbol}.{brokername} feed for {ctx.chan.uid}')
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if tick_throttle:
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n.cancel_scope.cancel()
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try:
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bus._subscribers[symbol].remove(sub)
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except ValueError:
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log.warning(f'{sub} for {symbol} was already removed?')
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@asynccontextmanager
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@ -368,12 +370,13 @@ async def open_sample_step_stream(
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# XXX: this should be singleton on a host,
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# a lone broker-daemon per provider should be
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# created for all practical purposes
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async with maybe_open_ctx(
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key=delay_s,
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mngr=portal.open_stream_from(
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async with maybe_open_context(
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acm_func=partial(
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portal.open_stream_from,
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iter_ohlc_periods,
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delay_s=delay_s, # must be kwarg
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),
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kwargs={'delay_s': delay_s},
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) as (cache_hit, istream):
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if cache_hit:
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# add a new broadcast subscription for the quote stream
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@ -520,7 +523,12 @@ async def open_feed(
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) as (ctx, (init_msg, first_quotes)),
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ctx.open_stream() as stream,
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ctx.open_stream(
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# XXX: be explicit about stream backpressure since we should
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# **never** overrun on feeds being too fast, which will
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# pretty much always happen with HFT XD
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backpressure=True
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) as stream,
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):
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# we can only read from shm
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@ -566,6 +574,7 @@ async def open_feed(
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feed._max_sample_rate = max(ohlc_sample_rates)
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# yield feed
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try:
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yield feed
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finally:
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@ -590,17 +599,19 @@ async def maybe_open_feed(
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'''
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sym = symbols[0].lower()
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async with maybe_open_ctx(
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key=(brokername, sym),
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mngr=open_feed(
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brokername,
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[sym],
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loglevel=loglevel,
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**kwargs,
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),
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async with maybe_open_context(
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acm_func=open_feed,
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kwargs={
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'brokername': brokername,
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'symbols': [sym],
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'loglevel': loglevel,
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'tick_throttle': kwargs.get('tick_throttle'),
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},
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key=sym,
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) as (cache_hit, feed):
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if cache_hit:
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print('USING CACHED FEED')
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# add a new broadcast subscription for the quote stream
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# if this feed is likely already in use
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async with feed.stream.subscribe() as bstream:
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@ -144,10 +144,13 @@ async def fsp_compute(
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profiler(f'{func_name} pushed history')
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profiler.finish()
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# TODO: UGH, what is the right way to do something like this?
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if not ctx._started_called:
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await ctx.started(index)
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# setup a respawn handle
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with trio.CancelScope() as cs:
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tracker = TaskTracker(trio.Event(), cs)
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await ctx.started(index)
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task_status.started((tracker, index))
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profiler(f'{func_name} yield last index')
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@ -0,0 +1,80 @@
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# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship of piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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'''
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sugarz for trio/tractor conc peeps.
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'''
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from typing import AsyncContextManager
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from typing import TypeVar
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from contextlib import asynccontextmanager as acm
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import trio
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# A regular invariant generic type
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T = TypeVar("T")
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async def _enter_and_sleep(
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mngr: AsyncContextManager[T],
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to_yield: dict[int, T],
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all_entered: trio.Event,
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# task_status: TaskStatus[T] = trio.TASK_STATUS_IGNORED,
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) -> T:
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'''Open the async context manager deliver it's value
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to this task's spawner and sleep until cancelled.
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'''
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async with mngr as value:
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to_yield[id(mngr)] = value
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if all(to_yield.values()):
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all_entered.set()
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# sleep until cancelled
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await trio.sleep_forever()
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@acm
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async def async_enter_all(
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*mngrs: list[AsyncContextManager[T]],
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) -> tuple[T]:
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to_yield = {}.fromkeys(id(mngr) for mngr in mngrs)
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all_entered = trio.Event()
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async with trio.open_nursery() as n:
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for mngr in mngrs:
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n.start_soon(
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_enter_and_sleep,
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mngr,
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to_yield,
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all_entered,
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)
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# deliver control once all managers have started up
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await all_entered.wait()
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yield tuple(to_yield.values())
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# tear down all sleeper tasks thus triggering individual
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# mngr ``__aexit__()``s.
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n.cancel_scope.cancel()
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@ -170,10 +170,11 @@ def _main(
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piker_loglevel: str,
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tractor_kwargs,
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) -> None:
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"""Sync entry point to start a chart app.
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'''
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Sync entry point to start a chart: a ``tractor`` + Qt runtime
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entry point
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"""
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# ``tractor`` + Qt runtime entry point
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'''
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run_qtractor(
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func=_async_main,
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args=(sym, brokernames, piker_loglevel),
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|
|
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@ -21,22 +21,23 @@ 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 contextlib import asynccontextmanager
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from contextlib import asynccontextmanager as acm
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from functools import partial
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from itertools import cycle
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import time
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from types import ModuleType
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from typing import Optional
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from typing import Optional, AsyncGenerator
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import numpy as np
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from pydantic import create_model
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import pyqtgraph as pg
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import tractor
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import trio
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from .. import brokers
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from ..data.feed import (
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open_feed,
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# Feed,
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)
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from .._cacheables import maybe_open_context
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from ..trionics import async_enter_all
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from ..data.feed import open_feed, Feed
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from ._chart import (
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ChartPlotWidget,
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LinkedSplits,
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@ -60,27 +61,19 @@ log = get_logger(__name__)
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_quote_throttle_rate: int = 58 # Hz
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def update_fsp_chart(
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chart: ChartPlotWidget,
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shm: ShmArray,
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graphics_name: str,
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array_key: Optional[str],
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def try_read(array: np.ndarray) -> Optional[np.ndarray]:
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'''
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Try to read the last row from a shared mem array or ``None``
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if the array read returns a zero-length array result.
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) -> None:
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array = shm.array
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# update graphics
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# NOTE: this does a length check internally which allows it
|
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# staying above the last row check below..
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chart.update_curve_from_array(
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graphics_name,
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array,
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array_key=array_key or graphics_name,
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)
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Can be used to check for backfilling race conditions where an array
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is currently being (re-)written by a writer actor but the reader is
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unaware and reads during the window where the first and last indexes
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are being updated.
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'''
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try:
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last_row = array[-1]
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return array[-1]
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except IndexError:
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# XXX: race condition with backfilling shm.
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#
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|
@ -93,24 +86,34 @@ def update_fsp_chart(
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# signal that a prepend is taking place and this consumer can
|
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# respond (eg. redrawing graphics) accordingly.
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log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
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||||
# the array read was emtpy
|
||||
return None
|
||||
|
||||
|
||||
def update_fsp_chart(
|
||||
chart: ChartPlotWidget,
|
||||
shm: ShmArray,
|
||||
graphics_name: str,
|
||||
array_key: Optional[str],
|
||||
|
||||
) -> None:
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||||
|
||||
array = shm.array
|
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last_row = try_read(array)
|
||||
# guard against unreadable case
|
||||
if not last_row:
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return
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||||
|
||||
# TODO: provide a read sync mechanism to avoid this polling. the
|
||||
# underlying issue is that a backfill (aka prepend) and subsequent
|
||||
# shm array first/last index update could result in an empty array
|
||||
# read here since the stream is never torn down on the re-compute
|
||||
# steps.
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||||
# read_tries = 2
|
||||
# while read_tries > 0:
|
||||
# try:
|
||||
# # read last
|
||||
# array = shm.array
|
||||
# value = array[-1][array_key]
|
||||
# break
|
||||
|
||||
# except IndexError:
|
||||
# read_tries -= 1
|
||||
# continue
|
||||
# update graphics
|
||||
# NOTE: this does a length check internally which allows it
|
||||
# staying above the last row check below..
|
||||
chart.update_curve_from_array(
|
||||
graphics_name,
|
||||
array,
|
||||
array_key=array_key or graphics_name,
|
||||
)
|
||||
chart._set_yrange()
|
||||
|
||||
# XXX: re: ``array_key``: fsp func names must be unique meaning we
|
||||
# can't have duplicates of the underlying data even if multiple
|
||||
|
|
@ -126,24 +129,12 @@ def update_fsp_chart(
|
|||
last_val_sticky.update_from_data(-1, last)
|
||||
|
||||
|
||||
# _clses = {
|
||||
# 'clears': {'trade', 'utrade', 'last'},
|
||||
# 'last': {'last'},
|
||||
# 'bids': {'bid', 'bsize'},
|
||||
# 'asks': {'ask', 'asize'},
|
||||
# }
|
||||
|
||||
# XXX: idea for frame type data structure we could use on the
|
||||
# wire instead of doing it here?
|
||||
# frames = {
|
||||
# 'index': ['type_a', 'type_c', 'type_n', 'type_n', 'type_c'],
|
||||
|
||||
# 'type_a': [tick0, tick1, tick2, .., tickn],
|
||||
# 'type_b': [tick0, tick1, tick2, .., tickn],
|
||||
# 'type_c': [tick0, tick1, tick2, .., tickn],
|
||||
# ...
|
||||
# 'type_n': [tick0, tick1, tick2, .., tickn],
|
||||
# }
|
||||
# a working tick-type-classes template
|
||||
_tick_groups = {
|
||||
'clears': {'trade', 'utrade', 'last'},
|
||||
'bids': {'bid', 'bsize'},
|
||||
'asks': {'ask', 'asize'},
|
||||
}
|
||||
|
||||
|
||||
def chart_maxmin(
|
||||
|
|
@ -263,8 +254,12 @@ async def update_chart_from_quotes(
|
|||
|
||||
now = time.time()
|
||||
quote_period = now - last_quote
|
||||
if quote_period <= 1/_quote_throttle_rate:
|
||||
log.warning(f'TOO FAST: {1/quote_period}')
|
||||
quote_rate = round(1/quote_period, 1) if quote_period else float('inf')
|
||||
if (
|
||||
quote_period <= 1/_quote_throttle_rate
|
||||
and quote_rate > _quote_throttle_rate + 2
|
||||
):
|
||||
log.warning(f'High quote rate {symbol.key}: {quote_rate}')
|
||||
last_quote = now
|
||||
|
||||
# chart isn't active/shown so skip render cycle and pause feed(s)
|
||||
|
|
@ -291,15 +286,7 @@ async def update_chart_from_quotes(
|
|||
array = ohlcv.array
|
||||
|
||||
if vlm_chart:
|
||||
# print(f"volume: {end['volume']}")
|
||||
vlm_chart.update_curve_from_array('volume', array)
|
||||
|
||||
# built-in tina $vlm FSP using chl3 typical price for ohlc step
|
||||
# last = array[-1]
|
||||
# chl3 = (last['close'] + last['high'] + last['low']) / 3
|
||||
# v = last['volume']
|
||||
# dv = last['volume'] * chl3
|
||||
|
||||
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
|
||||
|
||||
if (
|
||||
|
|
@ -346,7 +333,7 @@ async def update_chart_from_quotes(
|
|||
# TODO: eventually we want to separate out the utrade (aka
|
||||
# dark vlm prices) here and show them as an additional
|
||||
# graphic.
|
||||
clear_types = {'trade', 'utrade', 'last'}
|
||||
clear_types = _tick_groups['clears']
|
||||
|
||||
# XXX: if we wanted to iterate in "latest" (i.e. most
|
||||
# current) tick first order as an optimization where we only
|
||||
|
|
@ -415,11 +402,11 @@ async def update_chart_from_quotes(
|
|||
# label.size -= size
|
||||
|
||||
# elif ticktype in ('ask', 'asize'):
|
||||
elif typ in ('ask', 'asize'):
|
||||
elif typ in _tick_groups['asks']:
|
||||
l1.ask_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# elif ticktype in ('bid', 'bsize'):
|
||||
elif typ in ('bid', 'bsize'):
|
||||
elif typ in _tick_groups['bids']:
|
||||
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# check for y-range re-size
|
||||
|
|
@ -492,7 +479,7 @@ def maybe_mk_fsp_shm(
|
|||
return shm, opened
|
||||
|
||||
|
||||
@asynccontextmanager
|
||||
@acm
|
||||
async def open_fsp_sidepane(
|
||||
|
||||
linked: LinkedSplits,
|
||||
|
|
@ -558,8 +545,52 @@ async def open_fsp_sidepane(
|
|||
yield sidepane
|
||||
|
||||
|
||||
async def open_fspd_cluster(
|
||||
@acm
|
||||
async def open_fsp_cluster(
|
||||
workers: int = 2
|
||||
|
||||
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
|
||||
|
||||
from tractor._clustering import open_actor_cluster
|
||||
|
||||
profiler = pg.debug.Profiler(
|
||||
delayed=False,
|
||||
disabled=False
|
||||
)
|
||||
async with open_actor_cluster(
|
||||
count=2,
|
||||
names=['fsp_0', 'fsp_1'],
|
||||
modules=['piker.fsp._engine'],
|
||||
) as cluster_map:
|
||||
profiler('started fsp cluster')
|
||||
yield cluster_map
|
||||
|
||||
|
||||
@acm
|
||||
async def maybe_open_fsp_cluster(
|
||||
workers: int = 2,
|
||||
**kwargs,
|
||||
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
|
||||
|
||||
kwargs.update(
|
||||
{'workers': workers}
|
||||
)
|
||||
|
||||
async with maybe_open_context(
|
||||
# for now make a cluster per client?
|
||||
acm_func=open_fsp_cluster,
|
||||
kwargs=kwargs,
|
||||
) as (cache_hit, cluster_map):
|
||||
if cache_hit:
|
||||
log.info('re-using existing fsp cluster')
|
||||
yield cluster_map
|
||||
else:
|
||||
yield cluster_map
|
||||
|
||||
|
||||
async def start_fsp_displays(
|
||||
|
||||
cluster_map: dict[str, tractor.Portal],
|
||||
linkedsplits: LinkedSplits,
|
||||
fsps: dict[str, str],
|
||||
sym: str,
|
||||
|
|
@ -580,19 +611,22 @@ async def open_fspd_cluster(
|
|||
'''
|
||||
linkedsplits.focus()
|
||||
|
||||
# spawns sub-processes which execute cpu bound fsp work
|
||||
# which is streamed back to this parent.
|
||||
async with (
|
||||
tractor.open_nursery() as n,
|
||||
trio.open_nursery() as ln,
|
||||
):
|
||||
profiler = pg.debug.Profiler(
|
||||
delayed=False,
|
||||
disabled=False
|
||||
)
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
# Currently we spawn an actor per fsp chain but
|
||||
# likely we'll want to pool them eventually to
|
||||
# scale horizonatlly once cores are used up.
|
||||
for display_name, conf in fsps.items():
|
||||
for (display_name, conf), (name, portal) in zip(
|
||||
fsps.items(),
|
||||
|
||||
# rr to cluster for now..
|
||||
cycle(cluster_map.items()),
|
||||
):
|
||||
func_name = conf['func_name']
|
||||
|
||||
shm, opened = maybe_mk_fsp_shm(
|
||||
sym,
|
||||
field_name=func_name,
|
||||
|
|
@ -600,18 +634,17 @@ async def open_fspd_cluster(
|
|||
readonly=True,
|
||||
)
|
||||
|
||||
profiler(f'created shm for fsp actor: {display_name}')
|
||||
|
||||
# XXX: fsp may have been opened by a duplicate chart.
|
||||
# Error for now until we figure out how to wrap fsps as
|
||||
# "feeds". assert opened, f"A chart for {key} likely
|
||||
# already exists?"
|
||||
|
||||
portal = await n.start_actor(
|
||||
enable_modules=['piker.fsp._engine'],
|
||||
name='fsp.' + display_name,
|
||||
)
|
||||
profiler(f'attached to fsp portal: {display_name}')
|
||||
|
||||
# init async
|
||||
ln.start_soon(
|
||||
n.start_soon(
|
||||
partial(
|
||||
update_chart_from_fsp,
|
||||
|
||||
|
|
@ -627,6 +660,7 @@ async def open_fspd_cluster(
|
|||
is_overlay=conf.get('overlay', False),
|
||||
group_status_key=group_status_key,
|
||||
loglevel=loglevel,
|
||||
profiler=profiler,
|
||||
)
|
||||
)
|
||||
|
||||
|
|
@ -650,6 +684,7 @@ async def update_chart_from_fsp(
|
|||
|
||||
group_status_key: str,
|
||||
loglevel: str,
|
||||
profiler: pg.debug.Profiler,
|
||||
|
||||
) -> None:
|
||||
'''FSP stream chart update loop.
|
||||
|
|
@ -658,6 +693,9 @@ async def update_chart_from_fsp(
|
|||
config map.
|
||||
|
||||
'''
|
||||
|
||||
profiler(f'started chart task for fsp: {func_name}')
|
||||
|
||||
done = linkedsplits.window().status_bar.open_status(
|
||||
f'loading fsp, {display_name}..',
|
||||
group_key=group_status_key,
|
||||
|
|
@ -676,12 +714,15 @@ async def update_chart_from_fsp(
|
|||
symbol=sym,
|
||||
func_name=func_name,
|
||||
loglevel=loglevel,
|
||||
zero_on_step=conf.get('zero_on_step', False),
|
||||
|
||||
) as (ctx, last_index),
|
||||
ctx.open_stream() as stream,
|
||||
|
||||
open_fsp_sidepane(linkedsplits, {display_name: conf},) as sidepane,
|
||||
):
|
||||
profiler(f'fsp:{func_name} attached to fsp ctx-stream')
|
||||
|
||||
if is_overlay:
|
||||
chart = linkedsplits.chart
|
||||
chart.draw_curve(
|
||||
|
|
@ -719,6 +760,8 @@ async def update_chart_from_fsp(
|
|||
|
||||
array_key = func_name
|
||||
|
||||
profiler(f'fsp:{func_name} chart created')
|
||||
|
||||
# first UI update, usually from shm pushed history
|
||||
update_fsp_chart(
|
||||
chart,
|
||||
|
|
@ -753,15 +796,15 @@ async def update_chart_from_fsp(
|
|||
done()
|
||||
chart.linked.resize_sidepanes()
|
||||
|
||||
profiler(f'fsp:{func_name} starting update loop')
|
||||
profiler.finish()
|
||||
|
||||
# update chart graphics
|
||||
i = 0
|
||||
last = time.time()
|
||||
async for value in stream:
|
||||
|
||||
# chart isn't actively shown so just skip render cycle
|
||||
if chart.linked.isHidden():
|
||||
print(f'{i} unseen fsp cyclce')
|
||||
i += 1
|
||||
continue
|
||||
|
||||
else:
|
||||
|
|
@ -785,11 +828,17 @@ async def update_chart_from_fsp(
|
|||
last = time.time()
|
||||
|
||||
|
||||
async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
||||
"""Task which updates from new bars in the shared ohlcv buffer every
|
||||
async def check_for_new_bars(
|
||||
feed: Feed,
|
||||
ohlcv: np.ndarray,
|
||||
linkedsplits: LinkedSplits,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Task which updates from new bars in the shared ohlcv buffer every
|
||||
``delay_s`` seconds.
|
||||
|
||||
"""
|
||||
'''
|
||||
# TODO: right now we'll spin printing bars if the last time
|
||||
# stamp is before a large period of no market activity.
|
||||
# Likely the best way to solve this is to make this task
|
||||
|
|
@ -816,12 +865,17 @@ async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
|||
# current bar) and then either write the current bar manually
|
||||
# or place a cursor for visual cue of the current time step.
|
||||
|
||||
array = ohlcv.array
|
||||
# avoid unreadable race case on backfills
|
||||
while not try_read(array):
|
||||
await trio.sleep(0.01)
|
||||
|
||||
# XXX: this puts a flat bar on the current time step
|
||||
# TODO: if we eventually have an x-axis time-step "cursor"
|
||||
# we can get rid of this since it is extra overhead.
|
||||
price_chart.update_ohlc_from_array(
|
||||
price_chart.name,
|
||||
ohlcv.array,
|
||||
array,
|
||||
just_history=False,
|
||||
)
|
||||
|
||||
|
|
@ -835,6 +889,9 @@ async def check_for_new_bars(feed, ohlcv, linkedsplits):
|
|||
|
||||
# each subplot
|
||||
for name, chart in linkedsplits.subplots.items():
|
||||
|
||||
# TODO: do we need the same unreadable guard as for the
|
||||
# price chart (above) here?
|
||||
chart.update_curve_from_array(
|
||||
chart.name,
|
||||
chart._shm.array,
|
||||
|
|
@ -853,7 +910,7 @@ def has_vlm(ohlcv: ShmArray) -> bool:
|
|||
return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm)))
|
||||
|
||||
|
||||
@asynccontextmanager
|
||||
@acm
|
||||
async def maybe_open_vlm_display(
|
||||
|
||||
linked: LinkedSplits,
|
||||
|
|
@ -875,12 +932,12 @@ async def maybe_open_vlm_display(
|
|||
|
||||
async with open_fsp_sidepane(
|
||||
linked, {
|
||||
'volume': {
|
||||
'$_vlm': {
|
||||
|
||||
'params': {
|
||||
|
||||
'price_func': {
|
||||
'default_value': 'ohl3',
|
||||
'default_value': 'chl3',
|
||||
# tell target ``Edit`` widget to not allow
|
||||
# edits for now.
|
||||
'widget_kwargs': {'readonly': True},
|
||||
|
|
@ -957,7 +1014,8 @@ async def display_symbol_data(
|
|||
order_mode_started: trio.Event,
|
||||
|
||||
) -> None:
|
||||
'''Spawn a real-time updated chart for ``symbol``.
|
||||
'''
|
||||
Spawn a real-time updated chart for ``symbol``.
|
||||
|
||||
Spawned ``LinkedSplits`` chart widgets can remain up but hidden so
|
||||
that multiple symbols can be viewed and switched between extremely
|
||||
|
|
@ -979,17 +1037,19 @@ async def display_symbol_data(
|
|||
# group_key=loading_sym_key,
|
||||
# )
|
||||
|
||||
async with(
|
||||
async with async_enter_all(
|
||||
open_feed(
|
||||
provider,
|
||||
[sym],
|
||||
loglevel=loglevel,
|
||||
|
||||
# 60 FPS to limit context switches
|
||||
# limit to at least display's FPS
|
||||
# avoiding needless Qt-in-guest-mode context switches
|
||||
tick_throttle=_quote_throttle_rate,
|
||||
),
|
||||
maybe_open_fsp_cluster(),
|
||||
|
||||
) as feed,
|
||||
):
|
||||
) as (feed, cluster_map):
|
||||
|
||||
ohlcv: ShmArray = feed.shm
|
||||
bars = ohlcv.array
|
||||
|
|
@ -1043,9 +1103,7 @@ async def display_symbol_data(
|
|||
fsp_conf = {
|
||||
|
||||
'rsi': {
|
||||
|
||||
# literal python func ref lookup name
|
||||
'func_name': 'rsi',
|
||||
'func_name': 'rsi', # literal python func ref lookup name
|
||||
|
||||
# map of parameters to place on the fsp sidepane widget
|
||||
# which should map to dynamic inputs available to the
|
||||
|
|
@ -1062,7 +1120,6 @@ async def display_symbol_data(
|
|||
'static_yrange': (0, 100),
|
||||
},
|
||||
},
|
||||
|
||||
}
|
||||
|
||||
if has_vlm(ohlcv): # and provider != 'binance':
|
||||
|
|
@ -1086,13 +1143,15 @@ async def display_symbol_data(
|
|||
linkedsplits.focus()
|
||||
await trio.sleep(0)
|
||||
|
||||
vlm_chart = None
|
||||
async with (
|
||||
trio.open_nursery() as ln,
|
||||
maybe_open_vlm_display(linkedsplits, ohlcv) as vlm_chart,
|
||||
):
|
||||
# load initial fsp chain (otherwise known as "indicators")
|
||||
ln.start_soon(
|
||||
open_fspd_cluster,
|
||||
start_fsp_displays,
|
||||
cluster_map,
|
||||
linkedsplits,
|
||||
fsp_conf,
|
||||
sym,
|
||||
|
|
|
|||
Loading…
Reference in New Issue