pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

Attempt only rendering ohlc bars in view and ds-ing otherwise

m4_corrections
Tyler Goodlet 2022-04-04 00:10:13 -04:00
parent dcfe89cfa9
commit 242007d7f6
1 changed files with 220 additions and 203 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

373
piker/ui/_ohlc.py
View File

@ -157,23 +157,40 @@ def path_arrays_from_ohlc(
def gen_qpath( def gen_qpath(
data, data: np.ndarray,
start, # XXX: do we need this? start: int, # XXX: do we need this?
w, w: float,
path: Optional[QtGui.QPainterPath] = None,
) -> QtGui.QPainterPath: ) -> QtGui.QPainterPath:
path_was_none = path is None
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'gen_qpath ohlc', msg='gen_qpath ohlc',
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
gt=ms_slower_then, gt=ms_slower_then,
) )
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w) x, y, c = path_arrays_from_ohlc(
data,
start,
bar_gap=w,
)
profiler("generate stream with numba") profiler("generate stream with numba")
# TODO: numba the internals of this! # TODO: numba the internals of this!
path = pg.functions.arrayToQPath(x, y, connect=c) path = pg.functions.arrayToQPath(
x,
y,
connect=c,
path=path,
)
# avoid mem allocs if possible
if path_was_none:
path.reserve(path.capacity())
profiler("generate path with arrayToQPath") profiler("generate path with arrayToQPath")
return path return path
@ -206,6 +223,7 @@ class BarItems(pg.GraphicsObject):
self._color = pen_color self._color = pen_color
self.bars_pen = pg.mkPen(hcolor(pen_color), width=1) self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2) self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
self._name = name
self._ds_line_xy: Optional[ self._ds_line_xy: Optional[
tuple[np.ndarray, np.ndarray] tuple[np.ndarray, np.ndarray]
@ -226,6 +244,7 @@ class BarItems(pg.GraphicsObject):
self._xrange: tuple[int, int] self._xrange: tuple[int, int]
self._yrange: tuple[float, float] self._yrange: tuple[float, float]
self._vrange = None
# TODO: don't render the full backing array each time # TODO: don't render the full backing array each time
# self._path_data = None # self._path_data = None
@ -254,7 +273,6 @@ class BarItems(pg.GraphicsObject):
''' '''
hist, last = ohlc[:-1], ohlc[-1] hist, last = ohlc[:-1], ohlc[-1]
self.path = gen_qpath(hist, start, self.w) self.path = gen_qpath(hist, start, self.w)
# save graphics for later reference and keep track # save graphics for later reference and keep track
@ -270,27 +288,8 @@ class BarItems(pg.GraphicsObject):
# up to last to avoid double draw of last bar # up to last to avoid double draw of last bar
self._last_bar_lines = bar_from_ohlc_row(last, self.w) self._last_bar_lines = bar_from_ohlc_row(last, self.w)
# trigger render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update()
x, y = self._ds_line_xy = ohlc_flatten(ohlc) x, y = self._ds_line_xy = ohlc_flatten(ohlc)
self.update_ds_line(x, y)
self._ds_xrange = (index[0], index[-1])
return self.path
def update_ds_line(
self,
x,
y,
) -> FastAppendCurve:
# determine current potential downsampling value (based on pixel
# scaling) and return any existing curve for it.
curve = self._ds_line
if not curve:
# TODO: figuring out the most optimial size for the ideal # TODO: figuring out the most optimial size for the ideal
# curve-path by, # curve-path by,
# - calcing the display's max px width `.screen()` # - calcing the display's max px width `.screen()`
@ -310,25 +309,25 @@ class BarItems(pg.GraphicsObject):
curve.hide() curve.hide()
self._pi.addItem(curve) self._pi.addItem(curve)
self._ds_line = curve self._ds_line = curve
return curve
# TODO: we should be diffing the amount of new data which self._ds_xrange = (index[0], index[-1])
# needs to be downsampled. Ideally we actually are just
# doing all the ds-ing in sibling actors so that the data
# can just be read and rendered to graphics on events of our
# choice.
# diff = do_diff(ohlc, new_bit)
curve.update_from_array( # trigger render
y=y, # https://doc.qt.io/qt-5/qgraphicsitem.html#update
x=x, self.update()
)
return curve return self.path
def update_from_array( def update_from_array(
self, self,
# full array input history
ohlc: np.ndarray, ohlc: np.ndarray,
just_history=False,
# pre-sliced array data that's "in view"
ohlc_iv: np.ndarray,
view_range: Optional[tuple[int, int]] = None,
) -> None: ) -> None:
''' '''
@ -357,14 +356,102 @@ class BarItems(pg.GraphicsObject):
first_index, last_index = index[0], index[-1] first_index, last_index = index[0], index[-1]
# length = len(ohlc) # length = len(ohlc)
prepend_length = istart - first_index # prepend_length = istart - first_index
append_length = last_index - istop # append_length = last_index - istop
ds_prepend_length = ds_istart - first_index # ds_prepend_length = ds_istart - first_index
ds_append_length = last_index - ds_istop # ds_append_length = last_index - ds_istop
flip_cache = False flip_cache = False
x_gt = 2
if self._ds_line:
uppx = self._ds_line.x_uppx()
else:
uppx = 0
should_line = self._in_ds
if (
self._in_ds
and uppx < x_gt
):
should_line = False
elif (
not self._in_ds
and uppx >= x_gt
):
should_line = True
if (
should_line
):
# update the line graphic
# x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
profiler('flattening bars to line')
# TODO: we should be diffing the amount of new data which
# needs to be downsampled. Ideally we actually are just
# doing all the ds-ing in sibling actors so that the data
# can just be read and rendered to graphics on events of our
# choice.
# diff = do_diff(ohlc, new_bit)
curve = self._ds_line
curve.update_from_array(
x=x,
y=y,
x_iv=x_iv,
y_iv=y_iv,
view_range=view_range, # hack
)
profiler('udated ds line')
if not self._in_ds:
# hide bars and show line
self.hide()
# XXX: is this actually any faster?
# self._pi.removeItem(self)
# TODO: a `.ui()` log level?
log.info(
f'downsampling to line graphic {self._name}'
)
# self._pi.addItem(curve)
curve.show()
curve.update()
self._in_ds = True
# stop here since we don't need to update bars path any more
# as we delegate to the downsample line with updates.
return
elif (
not should_line
and self._in_ds
):
# flip back to bars graphics and hide the downsample line.
log.info(f'showing bars graphic {self._name}')
curve = self._ds_line
curve.hide()
# self._pi.removeItem(curve)
# XXX: is this actually any faster?
# self._pi.addItem(self)
self.show()
self._in_ds = False
# generate in_view path
self.path = gen_qpath(
ohlc_iv,
0,
self.w,
# path=self.path,
)
# TODO: to make the downsampling faster # TODO: to make the downsampling faster
# - allow mapping only a range of lines thus only drawing as # - allow mapping only a range of lines thus only drawing as
# many bars as exactly specified. # many bars as exactly specified.
@ -372,88 +459,98 @@ class BarItems(pg.GraphicsObject):
# - maybe move all this embedded logic to a higher # - maybe move all this embedded logic to a higher
# level type? # level type?
fx, fy = self._ds_line_xy # ohlc = in_view
if prepend_length: # if prepend_length:
# new history was added and we need to render a new path # # new history was added and we need to render a new path
prepend_bars = ohlc[:prepend_length] # prepend_bars = ohlc[:prepend_length]
if ds_prepend_length: # if ds_prepend_length:
ds_prepend_bars = ohlc[:ds_prepend_length] # ds_prepend_bars = ohlc[:ds_prepend_length]
pre_x, pre_y = ohlc_flatten(ds_prepend_bars) # pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
fx = np.concatenate((pre_x, fx)) # fx = np.concatenate((pre_x, fx))
fy = np.concatenate((pre_y, fy)) # fy = np.concatenate((pre_y, fy))
profiler('ds line prepend diff complete') # profiler('ds line prepend diff complete')
if append_length: # if append_length:
# generate new graphics to match provided array # # generate new graphics to match provided array
# path appending logic: # # path appending logic:
# we need to get the previous "current bar(s)" for the time step # # 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 # # and convert it to a sub-path to append to the historical set
# new_bars = ohlc[istop - 1:istop + append_length - 1] # # new_bars = ohlc[istop - 1:istop + append_length - 1]
append_bars = ohlc[-append_length - 1:-1] # append_bars = ohlc[-append_length - 1:-1]
# print(f'ohlc bars to append size: {append_bars.size}\n') # # print(f'ohlc bars to append size: {append_bars.size}\n')
if ds_append_length: # if ds_append_length:
ds_append_bars = ohlc[-ds_append_length - 1:-1] # ds_append_bars = ohlc[-ds_append_length - 1:-1]
post_x, post_y = ohlc_flatten(ds_append_bars) # post_x, post_y = ohlc_flatten(ds_append_bars)
# print(f'ds curve to append sizes: {(post_x.size, post_y.size)}') # print(
fx = np.concatenate((fx, post_x)) # f'ds curve to append sizes: {(post_x.size, post_y.size)}'
fy = np.concatenate((fy, post_y)) # )
# fx = np.concatenate((fx, post_x))
# fy = np.concatenate((fy, post_y))
profiler('ds line append diff complete') # profiler('ds line append diff complete')
profiler('array diffs complete') profiler('array diffs complete')
# does this work? # does this work?
last = ohlc[-1] last = ohlc[-1]
fy[-1] = last['close'] # fy[-1] = last['close']
# incremental update and cache line datums # # incremental update and cache line datums
self._ds_line_xy = fx, fy # self._ds_line_xy = fx, fy
# maybe downsample to line # maybe downsample to line
ds = self.maybe_downsample() # ds = self.maybe_downsample()
if ds: # if ds:
# if we downsample to a line don't bother with # # if we downsample to a line don't bother with
# any more path generation / updates # # any more path generation / updates
self._ds_xrange = first_index, last_index # self._ds_xrange = first_index, last_index
profiler('downsampled to line') # profiler('downsampled to line')
return # return
# print(in_view.size)
# if self.path:
# self.path = path
# self.path.reserve(path.capacity())
# self.path.swap(path)
# path updates # path updates
if prepend_length: # if prepend_length:
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path # # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
# y value not matching the first value from # # y value not matching the first value from
# ohlc[prepend_length + 1] ??? # # ohlc[prepend_length + 1] ???
prepend_path = gen_qpath(prepend_bars, 0, self.w) # prepend_path = gen_qpath(prepend_bars, 0, self.w)
old_path = self.path # old_path = self.path
self.path = prepend_path # self.path = prepend_path
self.path.addPath(old_path) # self.path.addPath(old_path)
profiler('path PREPEND') # profiler('path PREPEND')
if append_length: # if append_length:
append_path = gen_qpath(append_bars, 0, self.w) # append_path = gen_qpath(append_bars, 0, self.w)
self.path.moveTo( # self.path.moveTo(
float(istop - self.w), # float(istop - self.w),
float(append_bars[0]['open']) # float(append_bars[0]['open'])
) # )
self.path.addPath(append_path) # self.path.addPath(append_path)
profiler('path APPEND') # profiler('path APPEND')
# fp = self.fast_path # fp = self.fast_path
# if fp is None: # if fp is None:
# self.fast_path = append_path # self.fast_path = append_path
# else: # else:
# fp.moveTo(float(istop - self.w), float(new_bars[0]['open'])) # fp.moveTo(
# float(istop - self.w), float(new_bars[0]['open'])
# )
# fp.addPath(append_path) # fp.addPath(append_path)
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache) # self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
# flip_cache = True # flip_cache = True
self._xrange = first_index, last_index self._xrange = first_index, last_index
# trigger redraw despite caching # trigger redraw despite caching
@ -559,74 +656,6 @@ class BarItems(pg.GraphicsObject):
) )
def maybe_downsample(
self,
x_gt: float = 2.,
) -> bool:
'''
Call this when you want to stop drawing individual
bars and instead use a ``FastAppendCurve`` intepolation
line (normally when the width of a bar (aka 1.0 in the x)
is less then a pixel width on the device).
'''
curve = self._ds_line
if not curve:
return False
# this is the ``float`` value of the "number of x units" (in
# view coords) that a pixel spans.
xs_in_px = self._ds_line.x_uppx()
linked = self.linked
if (
self._ds_line_xy is not None
):
curve = self.update_ds_line(
*self._ds_line_xy,
)
if (
not self._in_ds
and xs_in_px >= x_gt
):
# TODO: a `.ui()` log level?
log.info(
f'downsampling to line graphic {linked.symbol.key}'
)
self.hide()
# XXX: is this actually any faster?
# self._pi.removeItem(self)
self._xs_in_px = xs_in_px
# self._pi.addItem(curve)
curve.show()
self._in_ds = True
elif (
self._in_ds
and xs_in_px < x_gt
):
log.info(f'showing bars graphic {linked.symbol.key}')
curve = self._ds_line
curve.hide()
# self._pi.removeItem(curve)
# XXX: is this actually any faster?
# self._pi.addItem(self)
self.show()
self.update()
self._in_ds = False
# no curve change
return self._in_ds
def paint( def paint(
self, self,
p: QtGui.QPainter, p: QtGui.QPainter,
@ -657,20 +686,8 @@ class BarItems(pg.GraphicsObject):
p.setPen(self.bars_pen) p.setPen(self.bars_pen)
p.drawPath(self.path) p.drawPath(self.path)
profiler('draw history path') profiler(f'draw history path: {self.path.capacity()}')
# if self.fast_path: # if self.fast_path:
# p.drawPath(self.fast_path) # p.drawPath(self.fast_path)
# profiler('draw fast path') # profiler('draw fast path')
profiler.finish()
# NOTE: for testing paint frequency as throttled by display loop.
# now = time.time()
# global _last_draw
# print(f'DRAW RATE {1/(now - _last_draw)}')
# _last_draw = now
# import time
# _last_draw: float = time.time()