Only update last datum graphic(s) on clear ticks

When a new tick comes in but no new time step / bar is yet needed (to be
appended) we can simply adjust **only** the last bar datum
lines-graphic(s) to avoid a redraw of the preceding `QPainterPath` on
every tick. Do this by calling `Viz.draw_last()` on the fast and slow
chart and adjusting the guards around calls to `Viz.update_graphics()`
(which *does* update paths) to only enter when there's a `do_px_step`
condition. We can stop calling `main_viz.plot.vb._set_yrange()` on view
treading cases since the range should have already been adjusted by the
clearing-tick processing mxmn updates.

Further this changes,
- the `chart_maxmin()` helper (which we should eventually just get rid
  of) to take bound in `Viz`s for the ohlc and vlm chart instead of the
  chart widget handles.
- extend the guard around hist viz yranging to only enter when not in
  "axis mode" - the same as for the fast viz.
overlays_interaction_latency_tuning
Tyler Goodlet 2023-01-17 17:01:00 -05:00
parent 60440bc6b7
commit 1add591b2c
1 changed files with 52 additions and 41 deletions

View File

@ -88,9 +88,9 @@ log = get_logger(__name__)
# https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin
def chart_maxmin(
chart: ChartPlotWidget,
fast_viz: Viz,
fqsn: str,
vlm_chart: ChartPlotWidget | None = None,
vlm_viz: Viz | None = None,
) -> tuple[
@ -104,8 +104,7 @@ def chart_maxmin(
Compute max and min datums "in view" for range limits.
'''
main_viz = chart.get_viz(chart.name)
out = main_viz.maxmin()
out = fast_viz.maxmin()
if out is None:
return (0, 0, 0)
@ -123,10 +122,15 @@ def chart_maxmin(
# TODO: we need to NOT call this to avoid a manual
# np.max/min trigger and especially on the vlm_chart
# vizs which aren't shown.. like vlm?
if vlm_chart:
out = vlm_chart.maxmin()
if vlm_viz:
out = vlm_viz.maxmin()
if out:
_, mx_vlm_in_view = out
(
ixrng,
read_slc,
mxmn,
) = out
mx_vlm_in_view = mxmn[1]
return (
mx,
@ -314,11 +318,13 @@ async def graphics_update_loop(
)
vlm_chart = vlm_charts[fqsn]
vlm_viz = vlm_chart._vizs.get('volume') if vlm_chart else None
maxmin = partial(
chart_maxmin,
fast_chart,
fast_viz,
fqsn,
vlm_chart,
vlm_viz,
)
(
last_mx,
@ -381,7 +387,7 @@ async def graphics_update_loop(
})
if vlm_chart:
vlm_pi = vlm_chart._vizs['volume'].plot
vlm_pi = vlm_viz.plot
vlm_sticky = vlm_pi.getAxis('right')._stickies['volume']
ds.vlm_chart = vlm_chart
ds.vlm_sticky = vlm_sticky
@ -523,38 +529,28 @@ def graphics_update_cycle(
# update ohlc sampled price bars
if (
do_rt_update
or do_px_step
# do_rt_update
# or do_px_step
(liv and do_px_step)
or trigger_all
):
main_viz.update_graphics(array_key=fqsn)
hist_viz.draw_last(array_key=fqsn)
else:
main_viz.draw_last(
array_key=fqsn,
# only_last_uppx=True,
)
# don't real-time "shift" the curve to the
# left unless we get one of the following:
if (
(
# don't real-time "shift" the curve to the
# left unless we get one of the following:
if (
should_tread
and do_px_step
and liv
)
or trigger_all
):
chart.increment_view(datums=append_diff)
main_viz.plot.vb._set_yrange(viz=main_viz)
or trigger_all
):
chart.increment_view(datums=append_diff)
# main_viz.plot.vb._set_yrange(viz=main_viz)
# NOTE: since vlm and ohlc charts are axis linked now we don't
# need the double increment request?
# if vlm_chart:
# vlm_chart.increment_view(datums=append_diff)
# NOTE: since vlm and ohlc charts are axis linked now we don't
# need the double increment request?
# if vlm_chart:
# vlm_chart.increment_view(datums=append_diff)
profiler('view incremented')
profiler('view incremented')
# iterate frames of ticks-by-type such that we only update graphics
# using the last update per type where possible.
@ -593,9 +589,14 @@ def graphics_update_cycle(
ds.last_price_sticky.update_from_data(*end_ic)
ds.hist_last_price_sticky.update_from_data(*end_ic)
if wap_in_history:
# update vwap overlay line
chart.get_viz('bar_wap').update_graphics()
# update vwap overlay line
# if wap_in_history:
# chart.get_viz('bar_wap').update_graphics()
# update OHLC chart last bars
# TODO: fix the only last uppx stuff....
main_viz.draw_last() # only_last_uppx=True)
hist_viz.draw_last() # only_last_uppx=True)
# L1 book label-line updates
if typ in ('last',):
@ -665,7 +666,8 @@ def graphics_update_cycle(
liv
and not chart._static_yrange == 'axis'
):
main_vb = chart._vizs[fqsn].plot.vb
main_vb = main_viz.plot.vb
if (
main_vb._ic is None
or not main_vb._ic.is_set()
@ -699,14 +701,23 @@ def graphics_update_cycle(
ds=ds,
is_1m=True,
)
if hist_liv:
hist_viz.plot.vb._set_yrange(viz=hist_viz)
if (
hist_liv
and not hist_chart._static_yrange == 'axis'
):
hist_viz.plot.vb._set_yrange(
viz=hist_viz,
# yrange=yr, # this is the rt range, not hist.. XD
)
# XXX: update this every draw cycle to ensure y-axis auto-ranging
# only adjusts when the in-view data co-domain actually expands or
# contracts.
varz['last_mx'], varz['last_mn'] = mx, mn
# TODO: a similar, only-update-full-path-on-px-step approach for all
# fsp overlays and vlm stuff..
# run synchronous update on all `Viz` overlays
for curve_name, viz in chart._vizs.items():