WIP incrementally update step array format
Tyler Goodlet
parent
a1de89d825
commit
243a9aa905
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@ -58,36 +58,55 @@ def step_path_arrays_from_1d(
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'''
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y_out = y.copy()
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x_out = x.copy()
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x2 = np.empty(
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# the data + 2 endpoints on either end for
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# "termination of the path".
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(len(x) + 1, 2),
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# we want to align with OHLC or other sampling style
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# bars likely so we need fractinal values
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dtype=float,
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)
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x2[0] = x[0] - 0.5
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x2[1] = x[0] + 0.5
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x2[1:] = x[:, np.newaxis] + 0.5
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# x2 = np.empty(
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# # the data + 2 endpoints on either end for
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# # "termination of the path".
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# (len(x) + 1, 2),
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# # we want to align with OHLC or other sampling style
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# # bars likely so we need fractinal values
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# dtype=float,
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# )
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x2 = np.broadcast_to(
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x[:, None],
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(
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x_out.size,
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# 4, # only ohlc
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2,
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),
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) + np.array([-0.5, 0.5])
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# x2[0] = x[0] - 0.5
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# x2[1] = x[0] + 0.5
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# x2[0, 0] = x[0] - 0.5
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# x2[0, 1] = x[0] + 0.5
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# x2[1:] = x[:, np.newaxis] + 0.5
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# import pdbpp
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# pdbpp.set_trace()
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# flatten to 1-d
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x_out = x2.reshape(x2.size)
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# x_out = x2.reshape(x2.size)
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x_out = x2
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# we create a 1d with 2 extra indexes to
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# hold the start and (current) end value for the steps
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# on either end
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y2 = np.empty((len(y), 2), dtype=y.dtype)
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y2[:] = y[:, np.newaxis]
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y2[-1] = 0
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y_out = np.empty(
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2*len(y) + 2,
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dtype=y.dtype
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)
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y_out = y2
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# y_out = np.empty(
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# 2*len(y) + 2,
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# dtype=y.dtype
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# )
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# flatten and set 0 endpoints
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y_out[1:-1] = y2.reshape(y2.size)
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y_out[0] = 0
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y_out[-1] = 0
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# y_out[1:-1] = y2.reshape(y2.size)
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# y_out[0] = 0
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# y_out[-1] = 0
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if not include_endpoints:
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return x_out[:-1], y_out[:-1]
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@ -414,16 +433,16 @@ class FastAppendCurve(pg.GraphicsObject):
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# step mode: draw flat top discrete "step"
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# over the index space for each datum.
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if self._step_mode:
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x_out, y_out = step_path_arrays_from_1d(
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x_out,
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y_out,
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)
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# self.disable_cache()
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# flip_cache = True
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# if self._step_mode:
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# x_out, y_out = step_path_arrays_from_1d(
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# x_out,
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# y_out,
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# )
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# # self.disable_cache()
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# # flip_cache = True
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# TODO: numba this bish
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profiler('generated step arrays')
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# # TODO: numba this bish
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# profiler('generated step arrays')
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if should_redraw:
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if self.path:
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@ -501,27 +520,26 @@ class FastAppendCurve(pg.GraphicsObject):
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new_y = y[-append_length - 2:-1]
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profiler('sliced append path')
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if self._step_mode:
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new_x, new_y = step_path_arrays_from_1d(
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new_x,
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new_y,
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)
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# [1:] since we don't need the vertical line normally at
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# the beginning of the step curve taking the first (x,
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# y) poing down to the x-axis **because** this is an
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# appended path graphic.
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new_x = new_x[1:]
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new_y = new_y[1:]
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# if self._step_mode:
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# new_x, new_y = step_path_arrays_from_1d(
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# new_x,
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# new_y,
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# )
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# # [1:] since we don't need the vertical line normally at
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# # the beginning of the step curve taking the first (x,
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# # y) poing down to the x-axis **because** this is an
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# # appended path graphic.
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# new_x = new_x[1:]
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# new_y = new_y[1:]
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# self.disable_cache()
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# flip_cache = True
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# # self.disable_cache()
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# # flip_cache = True
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profiler('generated step data')
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# profiler('generated step data')
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else:
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profiler(
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f'diffed array input, append_length={append_length}'
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)
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profiler(
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f'diffed array input, append_length={append_length}'
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)
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# if should_ds:
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# new_x, new_y = self.downsample(
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@ -655,6 +673,10 @@ class FastAppendCurve(pg.GraphicsObject):
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# self.disable_cache()
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# self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
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def reset_cache(self) -> None:
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self.disable_cache()
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self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
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def disable_cache(self) -> None:
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'''
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Disable the use of the pixel coordinate cache and trigger a geo event.
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@ -46,6 +46,7 @@ from ._ohlc import (
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)
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from ._curve import (
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FastAppendCurve,
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step_path_arrays_from_1d,
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)
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from ._compression import (
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# ohlc_flatten,
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@ -149,8 +150,8 @@ class Flow(msgspec.Struct): # , frozen=True):
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is_ohlc: bool = False
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render: bool = True # toggle for display loop
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flat: Optional[ShmArray] = None
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x_basis: Optional[np.ndarray] = None
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gy: Optional[ShmArray] = None
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gx: Optional[np.ndarray] = None
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_iflat_last: int = 0
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_iflat_first: int = 0
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@ -360,7 +361,7 @@ class Flow(msgspec.Struct): # , frozen=True):
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flow=self,
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# just swap in the flat view
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# data_t=lambda array: self.flat.array,
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# data_t=lambda array: self.gy.array,
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last_read=read,
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draw_path=partial(
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rowarr_to_path,
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@ -413,37 +414,37 @@ class Flow(msgspec.Struct): # , frozen=True):
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if should_line:
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fields = ['open', 'high', 'low', 'close']
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if self.flat is None:
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if self.gy is None:
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# create a flattened view onto the OHLC array
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# which can be read as a line-style format
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shm = self.shm
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# flat = self.flat = self.shm.unstruct_view(fields)
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self.flat = self.shm.ustruct(fields)
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# flat = self.gy = self.shm.unstruct_view(fields)
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self.gy = self.shm.ustruct(fields)
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first = self._iflat_first = self.shm._first.value
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last = self._iflat_last = self.shm._last.value
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# write pushed data to flattened copy
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self.flat[first:last] = rfn.structured_to_unstructured(
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self.gy[first:last] = rfn.structured_to_unstructured(
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self.shm.array[fields]
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)
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# generate an flat-interpolated x-domain
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self.x_basis = (
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self.gx = (
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np.broadcast_to(
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shm._array['index'][:, None],
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(
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shm._array.size,
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# 4, # only ohlc
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self.flat.shape[1],
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self.gy.shape[1],
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),
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) + np.array([-0.5, 0, 0, 0.5])
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)
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assert self.flat.any()
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assert self.gy.any()
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# print(f'unstruct diff: {time.time() - start}')
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# profiler('read unstr view bars to line')
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# start = self.flat._first.value
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# start = self.gy._first.value
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# update flatted ohlc copy
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(
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iflat_first,
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@ -461,15 +462,15 @@ class Flow(msgspec.Struct): # , frozen=True):
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if iflat_first != ishm_first:
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# write newly prepended data to flattened copy
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self.flat[
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self.gy[
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ishm_first:iflat_first
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] = rfn.structured_to_unstructured(
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self.shm.array[fields][:iflat_first]
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)
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self._iflat_first = ishm_first
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# # flat = self.flat = self.shm.unstruct_view(fields)
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# self.flat = self.shm.ustruct(fields)
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# # flat = self.gy = self.shm.unstruct_view(fields)
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# self.gy = self.shm.ustruct(fields)
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# # self._iflat_last = self.shm._last.value
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# # self._iflat_first = self.shm._first.value
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@ -481,12 +482,12 @@ class Flow(msgspec.Struct): # , frozen=True):
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self.shm._array[iflat:ishm_last][fields]
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)
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self.flat[iflat:ishm_last][:] = to_update
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self.gy[iflat:ishm_last][:] = to_update
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profiler('updated ustruct OHLC data')
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# slice out up-to-last step contents
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y_flat = self.flat[ishm_first:ishm_last]
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x_flat = self.x_basis[ishm_first:ishm_last]
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y_flat = self.gy[ishm_first:ishm_last]
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x_flat = self.gx[ishm_first:ishm_last]
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# update local last-index tracking
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self._iflat_last = ishm_last
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@ -577,16 +578,139 @@ class Flow(msgspec.Struct): # , frozen=True):
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# graphics.draw_last(last)
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else:
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# ``FastAppendCurve`` case:
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array_key = array_key or self.name
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graphics.update_from_array(
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x=array['index'],
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y=array[array_key],
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# ``FastAppendCurve`` case:
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if graphics._step_mode and self.gy is None:
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# create a flattened view onto the OHLC array
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# which can be read as a line-style format
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shm = self.shm
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# fields = ['index', array_key]
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i = shm._array['index']
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out = shm._array[array_key]
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self.gx, self.gy = step_path_arrays_from_1d(i, out)
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# flat = self.gy = self.shm.unstruct_view(fields)
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# self.gy = self.shm.ustruct(fields)
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# first = self._iflat_first = self.shm._first.value
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# last = self._iflat_last = self.shm._last.value
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# # write pushed data to flattened copy
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# self.gy[first:last] = rfn.structured_to_unstructured(
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# self.shm.array[fields]
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# )
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# # generate an flat-interpolated x-domain
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# self.gx = (
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# np.broadcast_to(
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# shm._array['index'][:, None],
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# (
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# shm._array.size,
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# # 4, # only ohlc
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# self.gy.shape[1],
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# ),
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# ) + np.array([-0.5, 0, 0, 0.5])
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# )
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# assert self.gy.any()
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# print(f'unstruct diff: {time.time() - start}')
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# profiler('read unstr view bars to line')
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# start = self.gy._first.value
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# update flatted ohlc copy
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if graphics._step_mode:
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(
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iflat_first,
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iflat,
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ishm_last,
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ishm_first,
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) = (
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self._iflat_first,
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self._iflat_last,
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self.shm._last.value,
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self.shm._first.value
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)
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# check for shm prepend updates since last read.
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if iflat_first != ishm_first:
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# write newly prepended data to flattened copy
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_gx, self.gy[
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ishm_first:iflat_first
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] = step_path_arrays_from_1d(
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self.shm.array['index'][:iflat_first],
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self.shm.array[array_key][:iflat_first],
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)
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self._iflat_first = ishm_first
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# # flat = self.gy = self.shm.unstruct_view(fields)
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# self.gy = self.shm.ustruct(fields)
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# # self._iflat_last = self.shm._last.value
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# # self._iflat_first = self.shm._first.value
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# # do an update for the most recent prepend
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# # index
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# iflat = ishm_first
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if iflat != ishm_last:
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_x, to_update = step_path_arrays_from_1d(
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self.shm._array[iflat:ishm_last]['index'],
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self.shm._array[iflat:ishm_last][array_key],
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)
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# to_update = rfn.structured_to_unstructured(
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# self.shm._array[iflat:ishm_last][fields]
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# )
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# import pdbpp
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# pdbpp.set_trace()
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self.gy[iflat:ishm_last-1] = to_update
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self.gy[-1] = 0
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print(f'updating step curve {to_update}')
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profiler('updated step curve data')
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# slice out up-to-last step contents
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x_step = self.gx[ishm_first:ishm_last]
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x = x_step.reshape(-1)
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y_step = self.gy[ishm_first:ishm_last]
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y = y_step.reshape(-1)
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profiler('sliced step data')
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# update local last-index tracking
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self._iflat_last = ishm_last
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# reshape to 1d for graphics rendering
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# y = y_flat.reshape(-1)
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# x = x_flat.reshape(-1)
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# do all the same for only in-view data
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y_iv = y_step[ivl:ivr].reshape(-1)
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x_iv = x_step[ivl:ivr].reshape(-1)
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# y_iv = y_iv_flat.reshape(-1)
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# x_iv = x_iv_flat.reshape(-1)
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profiler('flattened ustruct in-view OHLC data')
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# legacy full-recompute-everytime method
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# x, y = ohlc_flatten(array)
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# x_iv, y_iv = ohlc_flatten(in_view)
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# profiler('flattened OHLC data')
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graphics.reset_cache()
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else:
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x = array['index']
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y = array[array_key]
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x_iv = in_view['index']
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y_iv = in_view[array_key]
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graphics.update_from_array(
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x=x,
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y=y,
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x_iv=x_iv,
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y_iv=y_iv,
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x_iv=in_view['index'],
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y_iv=in_view[array_key],
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view_range=(ivl, ivr) if use_vr else None,
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**kwargs
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