Simplify formatter update methodology
Don't expect values (array + slice) to be returned and applied by `.incr_update_xy_nd()` and instead presume this will implemented internally in each (sub)formatter. Attempt to simplify some incr-update routines, (particularly in the step curve formatter, though most of it was reverted to just a simpler form of the original implementation XD) including: - dropping the need for the `slice_to_head: int` control. - using the `xy_nd_start/stop` index counters over custom lookups.epoch_indexing_and_dataviz_layer
parent
696c6f8897
commit
166d14af69
|
@ -272,15 +272,7 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
profiler('allocated xy history')
|
profiler('allocated xy history')
|
||||||
|
|
||||||
if prepend_len:
|
if prepend_len:
|
||||||
y_prepend = shm._array[pre_slice]
|
self.incr_update_xy_nd(
|
||||||
# if read_src_from_key:
|
|
||||||
# y_prepend = y_prepend[array_key]
|
|
||||||
|
|
||||||
(
|
|
||||||
new_y_nd,
|
|
||||||
y_nd_slc,
|
|
||||||
|
|
||||||
) = self.incr_update_xy_nd(
|
|
||||||
shm,
|
shm,
|
||||||
array_key,
|
array_key,
|
||||||
|
|
||||||
|
@ -290,7 +282,7 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
# step curves) the updater routine may want to do
|
# step curves) the updater routine may want to do
|
||||||
# the source history-data reading itself, so we pass
|
# the source history-data reading itself, so we pass
|
||||||
# both here.
|
# both here.
|
||||||
y_prepend,
|
shm._array[pre_slice],
|
||||||
pre_slice,
|
pre_slice,
|
||||||
prepend_len,
|
prepend_len,
|
||||||
|
|
||||||
|
@ -299,30 +291,16 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
is_append=False,
|
is_append=False,
|
||||||
)
|
)
|
||||||
|
|
||||||
# y_nd_view = self.y_nd[y_nd_slc]
|
# self.y_nd[y_nd_slc] = new_y_nd
|
||||||
self.y_nd[y_nd_slc] = new_y_nd
|
|
||||||
# if read_src_from_key:
|
|
||||||
# y_nd_view[:][array_key] = new_y_nd
|
|
||||||
# else:
|
|
||||||
# y_nd_view[:] = new_y_nd
|
|
||||||
|
|
||||||
self.xy_nd_start = shm._first.value
|
self.xy_nd_start = shm._first.value
|
||||||
profiler('prepended xy history: {prepend_length}')
|
profiler('prepended xy history: {prepend_length}')
|
||||||
|
|
||||||
if append_len:
|
if append_len:
|
||||||
y_append = shm._array[post_slice]
|
self.incr_update_xy_nd(
|
||||||
# if read_src_from_key:
|
|
||||||
# y_append = y_append[array_key]
|
|
||||||
|
|
||||||
(
|
|
||||||
new_y_nd,
|
|
||||||
y_nd_slc,
|
|
||||||
|
|
||||||
) = self.incr_update_xy_nd(
|
|
||||||
shm,
|
shm,
|
||||||
array_key,
|
array_key,
|
||||||
|
|
||||||
y_append,
|
shm._array[post_slice],
|
||||||
post_slice,
|
post_slice,
|
||||||
append_len,
|
append_len,
|
||||||
|
|
||||||
|
@ -330,10 +308,6 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
self.xy_nd_stop,
|
self.xy_nd_stop,
|
||||||
is_append=True,
|
is_append=True,
|
||||||
)
|
)
|
||||||
# self.y_nd[post_slice] = new_y_nd
|
|
||||||
# self.y_nd[xy_slice or post_slice] = xy_data
|
|
||||||
self.y_nd[y_nd_slc] = new_y_nd
|
|
||||||
|
|
||||||
self.xy_nd_stop = shm._last.value
|
self.xy_nd_stop = shm._last.value
|
||||||
profiler('appened xy history: {append_length}')
|
profiler('appened xy history: {append_length}')
|
||||||
|
|
||||||
|
@ -392,11 +366,11 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
# update the last "in view data range"
|
# update the last "in view data range"
|
||||||
if len(x_1d):
|
if len(x_1d):
|
||||||
self._last_ivdr = x_1d[0], x_1d[slice_to_head]
|
self._last_ivdr = x_1d[0], x_1d[slice_to_head]
|
||||||
|
|
||||||
profiler('.format_to_1d()')
|
|
||||||
if (x_1d[-1] == 0.5).any():
|
if (x_1d[-1] == 0.5).any():
|
||||||
breakpoint()
|
breakpoint()
|
||||||
|
|
||||||
|
profiler('.format_to_1d()')
|
||||||
|
|
||||||
return (
|
return (
|
||||||
x_1d,
|
x_1d,
|
||||||
y_1d,
|
y_1d,
|
||||||
|
@ -451,10 +425,7 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
|
|
||||||
is_append: bool,
|
is_append: bool,
|
||||||
|
|
||||||
) -> tuple[
|
) -> None:
|
||||||
np.ndarray,
|
|
||||||
slice,
|
|
||||||
]:
|
|
||||||
# write pushed data to flattened copy
|
# write pushed data to flattened copy
|
||||||
new_y_nd = new_from_src[data_field]
|
new_y_nd = new_from_src[data_field]
|
||||||
|
|
||||||
|
@ -467,7 +438,7 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
x_nd_new = self.x_nd[read_slc]
|
x_nd_new = self.x_nd[read_slc]
|
||||||
x_nd_new[:] = new_from_src[index_field]
|
x_nd_new[:] = new_from_src[index_field]
|
||||||
|
|
||||||
return new_y_nd, read_slc
|
self.y_nd[read_slc] = new_y_nd
|
||||||
|
|
||||||
# XXX: was ``.format_xy()``
|
# XXX: was ``.format_xy()``
|
||||||
def format_xy_nd_to_1d(
|
def format_xy_nd_to_1d(
|
||||||
|
@ -489,8 +460,8 @@ class IncrementalFormatter(msgspec.Struct):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
return (
|
return (
|
||||||
array[self.index_field],
|
array[self.index_field][:-1],
|
||||||
array[array_key],
|
array[array_key][:-1],
|
||||||
|
|
||||||
# 1d connection array or style-key to
|
# 1d connection array or style-key to
|
||||||
# ``pg.functions.arrayToQPath()``
|
# ``pg.functions.arrayToQPath()``
|
||||||
|
@ -675,10 +646,7 @@ class OHLCBarsFmtr(IncrementalFormatter):
|
||||||
|
|
||||||
is_append: bool,
|
is_append: bool,
|
||||||
|
|
||||||
) -> tuple[
|
) -> None:
|
||||||
np.ndarray,
|
|
||||||
slice,
|
|
||||||
]:
|
|
||||||
# write newly pushed data to flattened copy
|
# write newly pushed data to flattened copy
|
||||||
# a struct-arr is always passed in.
|
# a struct-arr is always passed in.
|
||||||
new_y_nd = rfn.structured_to_unstructured(
|
new_y_nd = rfn.structured_to_unstructured(
|
||||||
|
@ -697,7 +665,7 @@ class OHLCBarsFmtr(IncrementalFormatter):
|
||||||
if (self.x_nd[self.xy_slice] == 0.5).any():
|
if (self.x_nd[self.xy_slice] == 0.5).any():
|
||||||
breakpoint()
|
breakpoint()
|
||||||
|
|
||||||
return new_y_nd, read_slc
|
self.y_nd[read_slc] = new_y_nd
|
||||||
|
|
||||||
|
|
||||||
class OHLCBarsAsCurveFmtr(OHLCBarsFmtr):
|
class OHLCBarsAsCurveFmtr(OHLCBarsFmtr):
|
||||||
|
@ -767,8 +735,10 @@ class StepCurveFmtr(IncrementalFormatter):
|
||||||
# fill in (current) values from source shm buffer
|
# fill in (current) values from source shm buffer
|
||||||
y_out[:] = out[:, np.newaxis]
|
y_out[:] = out[:, np.newaxis]
|
||||||
|
|
||||||
|
# TODO: pretty sure we can drop this?
|
||||||
# start y at origin level
|
# start y at origin level
|
||||||
y_out[self.xy_nd_start] = 0
|
# y_out[0, 0] = 0
|
||||||
|
# y_out[self.xy_nd_start] = 0
|
||||||
return x_out, y_out
|
return x_out, y_out
|
||||||
|
|
||||||
def incr_update_xy_nd(
|
def incr_update_xy_nd(
|
||||||
|
@ -793,13 +763,29 @@ class StepCurveFmtr(IncrementalFormatter):
|
||||||
# for a step curve we slice from one datum prior
|
# for a step curve we slice from one datum prior
|
||||||
# to the current "update slice" to get the previous
|
# to the current "update slice" to get the previous
|
||||||
# "level".
|
# "level".
|
||||||
# if is_append:
|
last_2 = slice(
|
||||||
# start = max(last - 1, 0)
|
read_slc.start,
|
||||||
# end = src_shm._last.value
|
read_slc.stop+1,
|
||||||
# new_y = src_shm._array[start:end][array_key]
|
)
|
||||||
# append_slc = slice(start, end)
|
y_nd_new = self.y_nd[last_2]
|
||||||
|
y_nd_new[:] = src_shm._array[last_2][array_key][:, None]
|
||||||
|
|
||||||
new_y = new_from_src[array_key][:, np.newaxis]
|
# NOTE: we can't use the append slice since we need to "look
|
||||||
|
# forward" one step to get the current level and copy it as
|
||||||
|
# well? (though i still don't really grok why..)
|
||||||
|
# y_nd_new[:] = new_from_src[array_key][:, None]
|
||||||
|
|
||||||
|
# XXX: old approach now duplicated above (we can probably drop
|
||||||
|
# this since the key part was the ``nd_stop + 1``
|
||||||
|
# if is_append:
|
||||||
|
# start = max(nd_stop - 1, 0)
|
||||||
|
# end = src_shm._last.value
|
||||||
|
# y_nd_new = src_shm._array[start:end][array_key]#[:, np.newaxis]
|
||||||
|
# slc = slice(start, end)
|
||||||
|
# self.y_nd[slc] = np.broadcast_to(
|
||||||
|
# y_nd_new[:, None],
|
||||||
|
# (y_nd_new.size, 2),
|
||||||
|
# )
|
||||||
|
|
||||||
index_field = self.index_field
|
index_field = self.index_field
|
||||||
if index_field != 'index':
|
if index_field != 'index':
|
||||||
|
@ -809,15 +795,6 @@ class StepCurveFmtr(IncrementalFormatter):
|
||||||
if (self.x_nd[self.xy_slice][-1] == 0.5).any():
|
if (self.x_nd[self.xy_slice][-1] == 0.5).any():
|
||||||
breakpoint()
|
breakpoint()
|
||||||
|
|
||||||
return (
|
|
||||||
new_y,
|
|
||||||
# np.broadcast_to(
|
|
||||||
# new_x[:, None],
|
|
||||||
# (new_y.size, 2),
|
|
||||||
# ),
|
|
||||||
read_slc,
|
|
||||||
)
|
|
||||||
|
|
||||||
def format_xy_nd_to_1d(
|
def format_xy_nd_to_1d(
|
||||||
self,
|
self,
|
||||||
|
|
||||||
|
@ -833,11 +810,7 @@ class StepCurveFmtr(IncrementalFormatter):
|
||||||
last_t, last = array[-1][[self.index_field, array_key]]
|
last_t, last = array[-1][[self.index_field, array_key]]
|
||||||
|
|
||||||
start = self.xy_nd_start
|
start = self.xy_nd_start
|
||||||
|
stop = self.xy_nd_stop
|
||||||
# 2 more datum-indexes to capture zero at end
|
|
||||||
# XXX: can we drop this ``extra`` bit?
|
|
||||||
extra = 2
|
|
||||||
stop = self.xy_nd_stop + extra
|
|
||||||
|
|
||||||
x_step = self.x_nd[start:stop]
|
x_step = self.x_nd[start:stop]
|
||||||
y_step = self.y_nd[start:stop]
|
y_step = self.y_nd[start:stop]
|
||||||
|
@ -846,32 +819,44 @@ class StepCurveFmtr(IncrementalFormatter):
|
||||||
# breakpoint()
|
# breakpoint()
|
||||||
|
|
||||||
# pack in duplicate final value to complete last step level
|
# pack in duplicate final value to complete last step level
|
||||||
x_step[-1] = last_t
|
# x_step[-1] = last_t
|
||||||
y_step[-1] = last
|
# y_step[-1] = last
|
||||||
|
# x_step[-1, 1] = last_t
|
||||||
|
y_step[-1, 1] = last
|
||||||
|
|
||||||
|
# if y_step.any():
|
||||||
|
# s = 3
|
||||||
|
# print(
|
||||||
|
# f'x_step:\n{x_step[-s:]}\n'
|
||||||
|
# f'y_step:\n{y_step[-s:]}\n\n'
|
||||||
|
# )
|
||||||
|
|
||||||
# slice out in-view data
|
# slice out in-view data
|
||||||
ivl, ivr = vr
|
ivl, ivr = vr
|
||||||
# ys_iv = y_step[ivl:ivr+1]
|
# TODO: WHY do we need the extra +1 index?
|
||||||
# xs_iv = x_step[ivl:ivr+1]
|
x_step_iv = x_step[ivl:ivr+1]
|
||||||
ys_iv = y_step[ivl:ivr]
|
y_step_iv = y_step[ivl:ivr+1]
|
||||||
xs_iv = x_step[ivl:ivr]
|
|
||||||
|
|
||||||
# flatten to 1d
|
# flatten to 1d
|
||||||
y_iv = ys_iv.reshape(ys_iv.size)
|
x_1d = x_step_iv.reshape(x_step_iv.size)
|
||||||
x_iv = xs_iv.reshape(xs_iv.size)
|
y_1d = y_step_iv.reshape(y_step_iv.size)
|
||||||
|
|
||||||
if (x_iv[-1] == 0.5).any():
|
if not x_1d.size == y_1d.size:
|
||||||
breakpoint()
|
breakpoint()
|
||||||
|
|
||||||
# s = 100
|
if x_1d.any() and (x_1d[-1] == 0.5).any():
|
||||||
|
breakpoint()
|
||||||
|
|
||||||
|
# if y_1d.any():
|
||||||
|
# s = 6
|
||||||
# print(
|
# print(
|
||||||
# f'ys_iv : {ys_iv[-s:]}\n'
|
# f'x_step_iv:\n{x_step_iv[-s:]}\n'
|
||||||
# f'y_iv: {y_iv[-s:]}\n'
|
# f'y_step_iv:\n{y_step_iv[-s:]}\n\n'
|
||||||
# f'xs_iv: {xs_iv[-s:]}\n'
|
# f'x_1d:\n{x_1d[-s:]}\n'
|
||||||
# f'x_iv: {x_iv[-s:]}\n'
|
# f'y_1d:\n{y_1d[-s:]}\n'
|
||||||
# )
|
# )
|
||||||
|
|
||||||
return x_iv, y_iv, 'all'
|
return x_1d, y_1d, 'all'
|
||||||
|
|
||||||
|
|
||||||
def xy_downsample(
|
def xy_downsample(
|
||||||
|
|
Loading…
Reference in New Issue