Move OHLC items into new module
parent
b4c28cb086
commit
19e3db8f61
|
@ -383,407 +383,6 @@ class CrossHair(pg.GraphicsObject):
|
|||
return self.plots[0].boundingRect()
|
||||
|
||||
|
||||
def _mk_lines_array(
|
||||
data: List,
|
||||
size: int,
|
||||
elements_step: int = 6,
|
||||
) -> np.ndarray:
|
||||
"""Create an ndarray to hold lines graphics info.
|
||||
|
||||
"""
|
||||
return np.zeros_like(
|
||||
data,
|
||||
shape=(int(size), elements_step),
|
||||
dtype=object,
|
||||
)
|
||||
|
||||
|
||||
def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
|
||||
open, high, low, close, index = row[
|
||||
['open', 'high', 'low', 'close', 'index']]
|
||||
|
||||
# high -> low vertical (body) line
|
||||
if low != high:
|
||||
hl = QLineF(index, low, index, high)
|
||||
else:
|
||||
# XXX: if we don't do it renders a weird rectangle?
|
||||
# see below for filtering this later...
|
||||
hl = None
|
||||
|
||||
# NOTE: place the x-coord start as "middle" of the drawing range such
|
||||
# that the open arm line-graphic is at the left-most-side of
|
||||
# the index's range according to the view mapping.
|
||||
|
||||
# open line
|
||||
o = QLineF(index - w, open, index, open)
|
||||
# close line
|
||||
c = QLineF(index, close, index + w, close)
|
||||
|
||||
return [hl, o, c]
|
||||
|
||||
|
||||
@jit(
|
||||
# TODO: for now need to construct this manually for readonly arrays, see
|
||||
# https://github.com/numba/numba/issues/4511
|
||||
# ntypes.Tuple((float64[:], float64[:], float64[:]))(
|
||||
# numba_ohlc_dtype[::1], # contiguous
|
||||
# int64,
|
||||
# optional(float64),
|
||||
# ),
|
||||
nopython=True,
|
||||
nogil=True
|
||||
)
|
||||
def path_arrays_from_ohlc(
|
||||
data: np.ndarray,
|
||||
start: int64,
|
||||
bar_gap: float64 = 0.43,
|
||||
) -> np.ndarray:
|
||||
"""Generate an array of lines objects from input ohlc data.
|
||||
|
||||
"""
|
||||
size = int(data.shape[0] * 6)
|
||||
|
||||
x = np.zeros(
|
||||
# data,
|
||||
shape=size,
|
||||
dtype=float64,
|
||||
)
|
||||
y, c = x.copy(), x.copy()
|
||||
|
||||
# TODO: report bug for assert @
|
||||
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
|
||||
for i, q in enumerate(data[start:], start):
|
||||
|
||||
# TODO: ask numba why this doesn't work..
|
||||
# open, high, low, close, index = q[
|
||||
# ['open', 'high', 'low', 'close', 'index']]
|
||||
|
||||
open = q['open']
|
||||
high = q['high']
|
||||
low = q['low']
|
||||
close = q['close']
|
||||
index = float64(q['index'])
|
||||
|
||||
istart = i * 6
|
||||
istop = istart + 6
|
||||
|
||||
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
||||
x[istart:istop] = (
|
||||
index - bar_gap,
|
||||
index,
|
||||
index,
|
||||
index,
|
||||
index,
|
||||
index + bar_gap,
|
||||
)
|
||||
y[istart:istop] = (
|
||||
open,
|
||||
open,
|
||||
low,
|
||||
high,
|
||||
close,
|
||||
close,
|
||||
)
|
||||
|
||||
# specifies that the first edge is never connected to the
|
||||
# prior bars last edge thus providing a small "gap"/"space"
|
||||
# between bars determined by ``bar_gap``.
|
||||
c[istart:istop] = (0, 1, 1, 1, 1, 1)
|
||||
|
||||
return x, y, c
|
||||
|
||||
|
||||
# @timeit
|
||||
def gen_qpath(
|
||||
data,
|
||||
start, # XXX: do we need this?
|
||||
w,
|
||||
) -> QtGui.QPainterPath:
|
||||
|
||||
profiler = pg.debug.Profiler(disabled=True)
|
||||
|
||||
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
|
||||
profiler("generate stream with numba")
|
||||
|
||||
# TODO: numba the internals of this!
|
||||
path = pg.functions.arrayToQPath(x, y, connect=c)
|
||||
profiler("generate path with arrayToQPath")
|
||||
|
||||
return path
|
||||
|
||||
|
||||
class BarItems(pg.GraphicsObject):
|
||||
"""Price range bars graphics rendered from a OHLC sequence.
|
||||
"""
|
||||
sigPlotChanged = QtCore.Signal(object)
|
||||
|
||||
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||
w: float = 0.43
|
||||
|
||||
# XXX: for the mega-lulz increasing width here increases draw latency...
|
||||
# so probably don't do it until we figure that out.
|
||||
bars_pen = pg.mkPen(hcolor('bracket'))
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
# scene: 'QGraphicsScene', # noqa
|
||||
plotitem: 'pg.PlotItem', # noqa
|
||||
) -> None:
|
||||
super().__init__()
|
||||
|
||||
# NOTE: this prevents redraws on mouse interaction which is
|
||||
# a huge boon for avg interaction latency.
|
||||
|
||||
# TODO: one question still remaining is if this makes trasform
|
||||
# interactions slower (such as zooming) and if so maybe if/when
|
||||
# we implement a "history" mode for the view we disable this in
|
||||
# that mode?
|
||||
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# not sure if this is actually impoving anything but figured it
|
||||
# was worth a shot:
|
||||
# self.path.reserve(int(100e3 * 6))
|
||||
|
||||
self.path = QtGui.QPainterPath()
|
||||
|
||||
self._pi = plotitem
|
||||
|
||||
self._xrange: Tuple[int, int]
|
||||
self._yrange: Tuple[float, float]
|
||||
|
||||
# TODO: don't render the full backing array each time
|
||||
# self._path_data = None
|
||||
self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
|
||||
|
||||
# track the current length of drawable lines within the larger array
|
||||
self.start_index: int = 0
|
||||
self.stop_index: int = 0
|
||||
|
||||
# @timeit
|
||||
def draw_from_data(
|
||||
self,
|
||||
data: np.ndarray,
|
||||
start: int = 0,
|
||||
) -> QtGui.QPainterPath:
|
||||
"""Draw OHLC datum graphics from a ``np.ndarray``.
|
||||
|
||||
This routine is usually only called to draw the initial history.
|
||||
"""
|
||||
self.path = gen_qpath(data, start, self.w)
|
||||
|
||||
# save graphics for later reference and keep track
|
||||
# of current internal "last index"
|
||||
# self.start_index = len(data)
|
||||
index = data['index']
|
||||
self._xrange = (index[0], index[-1])
|
||||
self._yrange = (
|
||||
np.nanmax(data['high']),
|
||||
np.nanmin(data['low']),
|
||||
)
|
||||
|
||||
# up to last to avoid double draw of last bar
|
||||
self._last_bar_lines = lines_from_ohlc(data[-1], self.w)
|
||||
|
||||
# trigger render
|
||||
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
|
||||
self.update()
|
||||
|
||||
return self.path
|
||||
|
||||
# @timeit
|
||||
def update_from_array(
|
||||
self,
|
||||
array: np.ndarray,
|
||||
just_history=False,
|
||||
) -> None:
|
||||
"""Update the last datum's bar graphic from input data array.
|
||||
|
||||
This routine should be interface compatible with
|
||||
``pg.PlotCurveItem.setData()``. Normally this method in
|
||||
``pyqtgraph`` seems to update all the data passed to the
|
||||
graphics object, and then update/rerender, but here we're
|
||||
assuming the prior graphics havent changed (OHLC history rarely
|
||||
does) so this "should" be simpler and faster.
|
||||
|
||||
This routine should be made (transitively) as fast as possible.
|
||||
"""
|
||||
# index = self.start_index
|
||||
istart, istop = self._xrange
|
||||
|
||||
index = array['index']
|
||||
first_index, last_index = index[0], index[-1]
|
||||
|
||||
# length = len(array)
|
||||
prepend_length = istart - first_index
|
||||
append_length = last_index - istop
|
||||
|
||||
flip_cache = False
|
||||
|
||||
# TODO: allow mapping only a range of lines thus
|
||||
# only drawing as many bars as exactly specified.
|
||||
|
||||
if prepend_length:
|
||||
|
||||
# new history was added and we need to render a new path
|
||||
new_bars = array[:prepend_length]
|
||||
prepend_path = gen_qpath(new_bars, 0, self.w)
|
||||
|
||||
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# y value not matching the first value from
|
||||
# array[prepend_length + 1] ???
|
||||
|
||||
# update path
|
||||
old_path = self.path
|
||||
self.path = prepend_path
|
||||
self.path.addPath(old_path)
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
|
||||
if append_length:
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
|
||||
|
||||
# generate new graphics to match provided array
|
||||
# path appending logic:
|
||||
# we need to get the previous "current bar(s)" for the time step
|
||||
# and convert it to a sub-path to append to the historical set
|
||||
# new_bars = array[istop - 1:istop + append_length - 1]
|
||||
new_bars = array[-append_length - 1:-1]
|
||||
append_path = gen_qpath(new_bars, 0, self.w)
|
||||
self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
|
||||
self.path.addPath(append_path)
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
self.setCacheMode(QtGui.QGraphicsItem.NoCache)
|
||||
flip_cache = True
|
||||
|
||||
self._xrange = first_index, last_index
|
||||
|
||||
# last bar update
|
||||
i, o, h, l, last, v = array[-1][
|
||||
['index', 'open', 'high', 'low', 'close', 'volume']
|
||||
]
|
||||
# assert i == self.start_index - 1
|
||||
assert i == last_index
|
||||
body, larm, rarm = self._last_bar_lines
|
||||
|
||||
# XXX: is there a faster way to modify this?
|
||||
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
||||
# writer is responsible for changing open on "first" volume of bar
|
||||
larm.setLine(larm.x1(), o, larm.x2(), o)
|
||||
|
||||
if l != h: # noqa
|
||||
if body is None:
|
||||
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
|
||||
else:
|
||||
# update body
|
||||
body.setLine(i, l, i, h)
|
||||
|
||||
# XXX: pretty sure this is causing an issue where the bar has
|
||||
# a large upward move right before the next sample and the body
|
||||
# is getting set to None since the next bar is flat but the shm
|
||||
# array index update wasn't read by the time this code runs. Iow
|
||||
# we're doing this removal of the body for a bar index that is
|
||||
# now out of date / from some previous sample. It's weird
|
||||
# though because i've seen it do this to bars i - 3 back?
|
||||
|
||||
self.update()
|
||||
|
||||
if flip_cache:
|
||||
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# @timeit
|
||||
def paint(self, p, opt, widget):
|
||||
|
||||
profiler = pg.debug.Profiler(disabled=False) #, delayed=False)
|
||||
|
||||
# p.setCompositionMode(0)
|
||||
p.setPen(self.bars_pen)
|
||||
|
||||
# TODO: one thing we could try here is pictures being drawn of
|
||||
# a fixed count of bars such that based on the viewbox indices we
|
||||
# only draw the "rounded up" number of "pictures worth" of bars
|
||||
# as is necesarry for what's in "view". Not sure if this will
|
||||
# lead to any perf gains other then when zoomed in to less bars
|
||||
# in view.
|
||||
p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
|
||||
profiler('draw last bar')
|
||||
|
||||
p.drawPath(self.path)
|
||||
profiler('draw history path')
|
||||
|
||||
# @timeit
|
||||
def boundingRect(self):
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
|
||||
# TODO: Can we do rect caching to make this faster
|
||||
# like `pg.PlotCurveItem` does? In theory it's just
|
||||
# computing max/min stuff again like we do in the udpate loop
|
||||
# anyway. Not really sure it's necessary since profiling already
|
||||
# shows this method is faf.
|
||||
|
||||
# boundingRect _must_ indicate the entire area that will be
|
||||
# drawn on or else we will get artifacts and possibly crashing.
|
||||
# (in this case, QPicture does all the work of computing the
|
||||
# bounding rect for us).
|
||||
|
||||
# apparently this a lot faster says the docs?
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
|
||||
hb = self.path.controlPointRect()
|
||||
hb_size = hb.size()
|
||||
# print(f'hb_size: {hb_size}')
|
||||
|
||||
w = hb_size.width() + 1
|
||||
h = hb_size.height() + 1
|
||||
|
||||
br = QtCore.QRectF(
|
||||
|
||||
# top left
|
||||
QtCore.QPointF(hb.topLeft()),
|
||||
|
||||
# total size
|
||||
QtCore.QSizeF(w, h)
|
||||
)
|
||||
# print(f'bounding rect: {br}')
|
||||
return br
|
||||
|
||||
|
||||
# XXX: when we get back to enabling tina mode for xb
|
||||
# class CandlestickItems(BarItems):
|
||||
|
||||
# w2 = 0.7
|
||||
# line_pen = pg.mkPen('#000000')
|
||||
# bull_brush = pg.mkBrush('#00ff00')
|
||||
# bear_brush = pg.mkBrush('#ff0000')
|
||||
|
||||
# def _generate(self, p):
|
||||
# rects = np.array(
|
||||
# [
|
||||
# QtCore.QRectF(
|
||||
# q.id - self.w,
|
||||
# q.open,
|
||||
# self.w2,
|
||||
# q.close - q.open
|
||||
# )
|
||||
# for q in Quotes
|
||||
# ]
|
||||
# )
|
||||
|
||||
# p.setPen(self.line_pen)
|
||||
# p.drawLines(
|
||||
# [QtCore.QLineF(q.id, q.low, q.id, q.high)
|
||||
# for q in Quotes]
|
||||
# )
|
||||
|
||||
# p.setBrush(self.bull_brush)
|
||||
# p.drawRects(*rects[Quotes.close > Quotes.open])
|
||||
|
||||
# p.setBrush(self.bear_brush)
|
||||
# p.drawRects(*rects[Quotes.close < Quotes.open])
|
||||
|
||||
|
||||
class LevelLabel(YSticky):
|
||||
|
||||
line_pen = pg.mkPen(hcolor('bracket'))
|
||||
|
|
|
@ -0,0 +1,429 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
|
||||
# This program is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU Affero General Public License for more details.
|
||||
|
||||
# You should have received a copy of the GNU Affero General Public License
|
||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
"""
|
||||
Super fast OHLC sampling graphics types.
|
||||
"""
|
||||
from typing import List, Optional, Tuple
|
||||
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
from numba import jit, float64, int64 # , optional
|
||||
# from numba import types as ntypes
|
||||
from PyQt5 import QtCore, QtGui
|
||||
from PyQt5.QtCore import QLineF, QPointF
|
||||
|
||||
from .._style import hcolor
|
||||
|
||||
|
||||
def _mk_lines_array(
|
||||
data: List,
|
||||
size: int,
|
||||
elements_step: int = 6,
|
||||
) -> np.ndarray:
|
||||
"""Create an ndarray to hold lines graphics info.
|
||||
|
||||
"""
|
||||
return np.zeros_like(
|
||||
data,
|
||||
shape=(int(size), elements_step),
|
||||
dtype=object,
|
||||
)
|
||||
|
||||
|
||||
def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
|
||||
open, high, low, close, index = row[
|
||||
['open', 'high', 'low', 'close', 'index']]
|
||||
|
||||
# high -> low vertical (body) line
|
||||
if low != high:
|
||||
hl = QLineF(index, low, index, high)
|
||||
else:
|
||||
# XXX: if we don't do it renders a weird rectangle?
|
||||
# see below for filtering this later...
|
||||
hl = None
|
||||
|
||||
# NOTE: place the x-coord start as "middle" of the drawing range such
|
||||
# that the open arm line-graphic is at the left-most-side of
|
||||
# the index's range according to the view mapping.
|
||||
|
||||
# open line
|
||||
o = QLineF(index - w, open, index, open)
|
||||
# close line
|
||||
c = QLineF(index, close, index + w, close)
|
||||
|
||||
return [hl, o, c]
|
||||
|
||||
|
||||
@jit(
|
||||
# TODO: for now need to construct this manually for readonly arrays, see
|
||||
# https://github.com/numba/numba/issues/4511
|
||||
# ntypes.Tuple((float64[:], float64[:], float64[:]))(
|
||||
# numba_ohlc_dtype[::1], # contiguous
|
||||
# int64,
|
||||
# optional(float64),
|
||||
# ),
|
||||
nopython=True,
|
||||
nogil=True
|
||||
)
|
||||
def path_arrays_from_ohlc(
|
||||
data: np.ndarray,
|
||||
start: int64,
|
||||
bar_gap: float64 = 0.43,
|
||||
) -> np.ndarray:
|
||||
"""Generate an array of lines objects from input ohlc data.
|
||||
|
||||
"""
|
||||
size = int(data.shape[0] * 6)
|
||||
|
||||
x = np.zeros(
|
||||
# data,
|
||||
shape=size,
|
||||
dtype=float64,
|
||||
)
|
||||
y, c = x.copy(), x.copy()
|
||||
|
||||
# TODO: report bug for assert @
|
||||
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
|
||||
for i, q in enumerate(data[start:], start):
|
||||
|
||||
# TODO: ask numba why this doesn't work..
|
||||
# open, high, low, close, index = q[
|
||||
# ['open', 'high', 'low', 'close', 'index']]
|
||||
|
||||
open = q['open']
|
||||
high = q['high']
|
||||
low = q['low']
|
||||
close = q['close']
|
||||
index = float64(q['index'])
|
||||
|
||||
istart = i * 6
|
||||
istop = istart + 6
|
||||
|
||||
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
||||
x[istart:istop] = (
|
||||
index - bar_gap,
|
||||
index,
|
||||
index,
|
||||
index,
|
||||
index,
|
||||
index + bar_gap,
|
||||
)
|
||||
y[istart:istop] = (
|
||||
open,
|
||||
open,
|
||||
low,
|
||||
high,
|
||||
close,
|
||||
close,
|
||||
)
|
||||
|
||||
# specifies that the first edge is never connected to the
|
||||
# prior bars last edge thus providing a small "gap"/"space"
|
||||
# between bars determined by ``bar_gap``.
|
||||
c[istart:istop] = (0, 1, 1, 1, 1, 1)
|
||||
|
||||
return x, y, c
|
||||
|
||||
|
||||
# @timeit
|
||||
def gen_qpath(
|
||||
data,
|
||||
start, # XXX: do we need this?
|
||||
w,
|
||||
) -> QtGui.QPainterPath:
|
||||
|
||||
profiler = pg.debug.Profiler(disabled=True)
|
||||
|
||||
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
|
||||
profiler("generate stream with numba")
|
||||
|
||||
# TODO: numba the internals of this!
|
||||
path = pg.functions.arrayToQPath(x, y, connect=c)
|
||||
profiler("generate path with arrayToQPath")
|
||||
|
||||
return path
|
||||
|
||||
|
||||
class BarItems(pg.GraphicsObject):
|
||||
"""Price range bars graphics rendered from a OHLC sequence.
|
||||
"""
|
||||
sigPlotChanged = QtCore.Signal(object)
|
||||
|
||||
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||
w: float = 0.43
|
||||
|
||||
# XXX: for the mega-lulz increasing width here increases draw latency...
|
||||
# so probably don't do it until we figure that out.
|
||||
bars_pen = pg.mkPen(hcolor('bracket'))
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
# scene: 'QGraphicsScene', # noqa
|
||||
plotitem: 'pg.PlotItem', # noqa
|
||||
) -> None:
|
||||
super().__init__()
|
||||
|
||||
# NOTE: this prevents redraws on mouse interaction which is
|
||||
# a huge boon for avg interaction latency.
|
||||
|
||||
# TODO: one question still remaining is if this makes trasform
|
||||
# interactions slower (such as zooming) and if so maybe if/when
|
||||
# we implement a "history" mode for the view we disable this in
|
||||
# that mode?
|
||||
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# not sure if this is actually impoving anything but figured it
|
||||
# was worth a shot:
|
||||
# self.path.reserve(int(100e3 * 6))
|
||||
|
||||
self.path = QtGui.QPainterPath()
|
||||
|
||||
self._pi = plotitem
|
||||
|
||||
self._xrange: Tuple[int, int]
|
||||
self._yrange: Tuple[float, float]
|
||||
|
||||
# TODO: don't render the full backing array each time
|
||||
# self._path_data = None
|
||||
self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
|
||||
|
||||
# track the current length of drawable lines within the larger array
|
||||
self.start_index: int = 0
|
||||
self.stop_index: int = 0
|
||||
|
||||
# @timeit
|
||||
def draw_from_data(
|
||||
self,
|
||||
data: np.ndarray,
|
||||
start: int = 0,
|
||||
) -> QtGui.QPainterPath:
|
||||
"""Draw OHLC datum graphics from a ``np.ndarray``.
|
||||
|
||||
This routine is usually only called to draw the initial history.
|
||||
"""
|
||||
self.path = gen_qpath(data, start, self.w)
|
||||
|
||||
# save graphics for later reference and keep track
|
||||
# of current internal "last index"
|
||||
# self.start_index = len(data)
|
||||
index = data['index']
|
||||
self._xrange = (index[0], index[-1])
|
||||
self._yrange = (
|
||||
np.nanmax(data['high']),
|
||||
np.nanmin(data['low']),
|
||||
)
|
||||
|
||||
# up to last to avoid double draw of last bar
|
||||
self._last_bar_lines = lines_from_ohlc(data[-1], self.w)
|
||||
|
||||
# trigger render
|
||||
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
|
||||
self.update()
|
||||
|
||||
return self.path
|
||||
|
||||
# @timeit
|
||||
def update_from_array(
|
||||
self,
|
||||
array: np.ndarray,
|
||||
just_history=False,
|
||||
) -> None:
|
||||
"""Update the last datum's bar graphic from input data array.
|
||||
|
||||
This routine should be interface compatible with
|
||||
``pg.PlotCurveItem.setData()``. Normally this method in
|
||||
``pyqtgraph`` seems to update all the data passed to the
|
||||
graphics object, and then update/rerender, but here we're
|
||||
assuming the prior graphics havent changed (OHLC history rarely
|
||||
does) so this "should" be simpler and faster.
|
||||
|
||||
This routine should be made (transitively) as fast as possible.
|
||||
"""
|
||||
# index = self.start_index
|
||||
istart, istop = self._xrange
|
||||
|
||||
index = array['index']
|
||||
first_index, last_index = index[0], index[-1]
|
||||
|
||||
# length = len(array)
|
||||
prepend_length = istart - first_index
|
||||
append_length = last_index - istop
|
||||
|
||||
flip_cache = False
|
||||
|
||||
# TODO: allow mapping only a range of lines thus
|
||||
# only drawing as many bars as exactly specified.
|
||||
|
||||
if prepend_length:
|
||||
|
||||
# new history was added and we need to render a new path
|
||||
new_bars = array[:prepend_length]
|
||||
prepend_path = gen_qpath(new_bars, 0, self.w)
|
||||
|
||||
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# y value not matching the first value from
|
||||
# array[prepend_length + 1] ???
|
||||
|
||||
# update path
|
||||
old_path = self.path
|
||||
self.path = prepend_path
|
||||
self.path.addPath(old_path)
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
|
||||
if append_length:
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
|
||||
|
||||
# generate new graphics to match provided array
|
||||
# path appending logic:
|
||||
# we need to get the previous "current bar(s)" for the time step
|
||||
# and convert it to a sub-path to append to the historical set
|
||||
# new_bars = array[istop - 1:istop + append_length - 1]
|
||||
new_bars = array[-append_length - 1:-1]
|
||||
append_path = gen_qpath(new_bars, 0, self.w)
|
||||
self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
|
||||
self.path.addPath(append_path)
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
self.setCacheMode(QtGui.QGraphicsItem.NoCache)
|
||||
flip_cache = True
|
||||
|
||||
self._xrange = first_index, last_index
|
||||
|
||||
# last bar update
|
||||
i, o, h, l, last, v = array[-1][
|
||||
['index', 'open', 'high', 'low', 'close', 'volume']
|
||||
]
|
||||
# assert i == self.start_index - 1
|
||||
assert i == last_index
|
||||
body, larm, rarm = self._last_bar_lines
|
||||
|
||||
# XXX: is there a faster way to modify this?
|
||||
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
||||
# writer is responsible for changing open on "first" volume of bar
|
||||
larm.setLine(larm.x1(), o, larm.x2(), o)
|
||||
|
||||
if l != h: # noqa
|
||||
if body is None:
|
||||
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
|
||||
else:
|
||||
# update body
|
||||
body.setLine(i, l, i, h)
|
||||
|
||||
# XXX: pretty sure this is causing an issue where the bar has
|
||||
# a large upward move right before the next sample and the body
|
||||
# is getting set to None since the next bar is flat but the shm
|
||||
# array index update wasn't read by the time this code runs. Iow
|
||||
# we're doing this removal of the body for a bar index that is
|
||||
# now out of date / from some previous sample. It's weird
|
||||
# though because i've seen it do this to bars i - 3 back?
|
||||
|
||||
self.update()
|
||||
|
||||
if flip_cache:
|
||||
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# @timeit
|
||||
def paint(self, p, opt, widget):
|
||||
|
||||
profiler = pg.debug.Profiler(disabled=False) # , delayed=False)
|
||||
|
||||
# p.setCompositionMode(0)
|
||||
p.setPen(self.bars_pen)
|
||||
|
||||
# TODO: one thing we could try here is pictures being drawn of
|
||||
# a fixed count of bars such that based on the viewbox indices we
|
||||
# only draw the "rounded up" number of "pictures worth" of bars
|
||||
# as is necesarry for what's in "view". Not sure if this will
|
||||
# lead to any perf gains other then when zoomed in to less bars
|
||||
# in view.
|
||||
p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
|
||||
profiler('draw last bar')
|
||||
|
||||
p.drawPath(self.path)
|
||||
profiler('draw history path')
|
||||
|
||||
# @timeit
|
||||
def boundingRect(self):
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
|
||||
# TODO: Can we do rect caching to make this faster
|
||||
# like `pg.PlotCurveItem` does? In theory it's just
|
||||
# computing max/min stuff again like we do in the udpate loop
|
||||
# anyway. Not really sure it's necessary since profiling already
|
||||
# shows this method is faf.
|
||||
|
||||
# boundingRect _must_ indicate the entire area that will be
|
||||
# drawn on or else we will get artifacts and possibly crashing.
|
||||
# (in this case, QPicture does all the work of computing the
|
||||
# bounding rect for us).
|
||||
|
||||
# apparently this a lot faster says the docs?
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
|
||||
hb = self.path.controlPointRect()
|
||||
hb_size = hb.size()
|
||||
# print(f'hb_size: {hb_size}')
|
||||
|
||||
w = hb_size.width() + 1
|
||||
h = hb_size.height() + 1
|
||||
|
||||
br = QtCore.QRectF(
|
||||
|
||||
# top left
|
||||
QPointF(hb.topLeft()),
|
||||
|
||||
# total size
|
||||
QtCore.QSizeF(w, h)
|
||||
)
|
||||
# print(f'bounding rect: {br}')
|
||||
return br
|
||||
|
||||
|
||||
# XXX: when we get back to enabling tina mode for xb
|
||||
# class CandlestickItems(BarItems):
|
||||
|
||||
# w2 = 0.7
|
||||
# line_pen = pg.mkPen('#000000')
|
||||
# bull_brush = pg.mkBrush('#00ff00')
|
||||
# bear_brush = pg.mkBrush('#ff0000')
|
||||
|
||||
# def _generate(self, p):
|
||||
# rects = np.array(
|
||||
# [
|
||||
# QtCore.QRectF(
|
||||
# q.id - self.w,
|
||||
# q.open,
|
||||
# self.w2,
|
||||
# q.close - q.open
|
||||
# )
|
||||
# for q in Quotes
|
||||
# ]
|
||||
# )
|
||||
|
||||
# p.setPen(self.line_pen)
|
||||
# p.drawLines(
|
||||
# [QtCore.QLineF(q.id, q.low, q.id, q.high)
|
||||
# for q in Quotes]
|
||||
# )
|
||||
|
||||
# p.setBrush(self.bull_brush)
|
||||
# p.drawRects(*rects[Quotes.close > Quotes.open])
|
||||
|
||||
# p.setBrush(self.bear_brush)
|
||||
# p.drawRects(*rects[Quotes.close < Quotes.open])
|
Loading…
Reference in New Issue