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