Fix overlayed slow chart "treading"
Turns out we were updating the wrong ``Viz``/``DisplayState`` inside the closure style `increment_history_view()`` (probably due to looping through the flumes and dynamically closing in that task-func).. Instead define the history incrementer at module level and pass in the `DisplayState` explicitly. Further rework the `DisplayState` attrs to be more focused around the `Viz` associated with the fast and slow chart and be sure to adjust output from each `Viz.incr_info()` call to latest update. Oh, and just tweaked the line palette for the moment. FYI "treading" here is referring to the x-shifting of the curve when the last datum is in view such that on new sampled appends the "last" datum is kept in the same x-location in UI terms.multichartz_backup
Tyler Goodlet
parent
53dd4ebf42
commit
2a76dd81cd
|
|
@ -41,12 +41,14 @@ from ..data.types import Struct
|
|||
from ..data._sharedmem import (
|
||||
ShmArray,
|
||||
)
|
||||
from ..data._sampling import _tick_groups
|
||||
from ._axes import YAxisLabel
|
||||
from ._chart import (
|
||||
ChartPlotWidget,
|
||||
LinkedSplits,
|
||||
GodWidget,
|
||||
)
|
||||
from ._dataviz import Viz
|
||||
from ._l1 import L1Labels
|
||||
from ._style import hcolor
|
||||
from ._fsp import (
|
||||
|
|
@ -61,7 +63,6 @@ from ._forms import (
|
|||
)
|
||||
from . import _pg_overrides as pgo
|
||||
# from ..data._source import tf_in_1s
|
||||
from ..data._sampling import _tick_groups
|
||||
from .order_mode import (
|
||||
open_order_mode,
|
||||
OrderMode,
|
||||
|
|
@ -136,11 +137,12 @@ class DisplayState(Struct):
|
|||
|
||||
maxmin: Callable
|
||||
flume: Flume
|
||||
ohlcv: ShmArray
|
||||
hist_ohlcv: ShmArray
|
||||
|
||||
# high level chart handles
|
||||
# high level chart handles and underlying ``Viz``
|
||||
chart: ChartPlotWidget
|
||||
viz: Viz
|
||||
hist_chart: ChartPlotWidget
|
||||
hist_viz: Viz
|
||||
|
||||
# axis labels
|
||||
l1: L1Labels
|
||||
|
|
@ -172,6 +174,56 @@ class DisplayState(Struct):
|
|||
wap_in_history: bool = False
|
||||
|
||||
|
||||
async def increment_history_view(
|
||||
ds: DisplayState,
|
||||
):
|
||||
hist_chart = ds.hist_chart
|
||||
hist_viz = ds.hist_viz
|
||||
assert 'hist' in hist_viz.shm.token['shm_name']
|
||||
|
||||
# TODO: seems this is more reliable at keeping the slow
|
||||
# chart incremented in view more correctly?
|
||||
# - It might make sense to just inline this logic with the
|
||||
# main display task? => it's a tradeoff of slower task
|
||||
# wakeups/ctx switches verus logic checks (as normal)
|
||||
# - we need increment logic that only does the view shift
|
||||
# call when the uppx permits/needs it
|
||||
async with hist_viz.flume.index_stream(int(1)) as istream:
|
||||
async for msg in istream:
|
||||
|
||||
# l3 = ds.viz.shm.array[-3:]
|
||||
# print(
|
||||
# f'fast step for {ds.flume.symbol.fqsn}:\n'
|
||||
# f'{list(l3["time"])}\n'
|
||||
# f'{l3}\n'
|
||||
# )
|
||||
# check if slow chart needs an x-domain shift and/or
|
||||
# y-range resize.
|
||||
(
|
||||
uppx,
|
||||
liv,
|
||||
do_append,
|
||||
i_diff_t,
|
||||
append_diff,
|
||||
do_rt_update,
|
||||
should_tread,
|
||||
|
||||
) = hist_viz.incr_info(
|
||||
ds=ds,
|
||||
is_1m=True,
|
||||
)
|
||||
|
||||
if (
|
||||
do_append
|
||||
and liv
|
||||
):
|
||||
hist_viz.plot.vb._set_yrange()
|
||||
|
||||
# check if tread-in-place x-shift is needed
|
||||
if should_tread:
|
||||
hist_chart.increment_view(datums=append_diff)
|
||||
|
||||
|
||||
async def graphics_update_loop(
|
||||
|
||||
nurse: trio.Nursery,
|
||||
|
|
@ -210,8 +262,8 @@ async def graphics_update_loop(
|
|||
# per-multichart-set such that automatic x-domain shifts are only
|
||||
# done once per time step update.
|
||||
globalz = {
|
||||
'i_last': 0, # multiview-global fast (1s) step index
|
||||
'i_last_slow': 0, # multiview-global slow (1m) step index
|
||||
'i_last_t': 0, # multiview-global fast (1s) step index
|
||||
'i_last_slow_t': 0, # multiview-global slow (1m) step index
|
||||
}
|
||||
|
||||
dss: dict[str, DisplayState] = {}
|
||||
|
|
@ -287,25 +339,29 @@ async def graphics_update_loop(
|
|||
tick_margin = 3 * tick_size
|
||||
|
||||
fast_chart.show()
|
||||
last_quote = time.time()
|
||||
i_last: float = 0
|
||||
last_quote_s = time.time()
|
||||
|
||||
dss[fqsn] = ds = linked.display_state = DisplayState(**{
|
||||
'godwidget': godwidget,
|
||||
'quotes': {},
|
||||
'maxmin': maxmin,
|
||||
|
||||
'flume': flume,
|
||||
'ohlcv': ohlcv,
|
||||
'hist_ohlcv': hist_ohlcv,
|
||||
|
||||
'chart': fast_chart,
|
||||
'viz': fast_viz,
|
||||
'last_price_sticky': last_price_sticky,
|
||||
|
||||
'hist_chart': hist_chart,
|
||||
'hist_viz': hist_viz,
|
||||
'hist_last_price_sticky': hist_last_price_sticky,
|
||||
|
||||
'l1': l1,
|
||||
|
||||
'vars': {
|
||||
'tick_margin': tick_margin,
|
||||
'i_last': i_last,
|
||||
'i_last_append': i_last,
|
||||
'i_last': 0,
|
||||
'i_last_append': 0,
|
||||
'last_mx_vlm': last_mx_vlm,
|
||||
'last_mx': last_mx,
|
||||
'last_mn': last_mn,
|
||||
|
|
@ -321,72 +377,25 @@ async def graphics_update_loop(
|
|||
|
||||
fast_chart.default_view()
|
||||
|
||||
ds.hist_vars.update({
|
||||
'i_last_append': i_last,
|
||||
'i_last': i_last,
|
||||
})
|
||||
# ds.hist_vars.update({
|
||||
# 'i_last_append': 0,
|
||||
# 'i_last': 0,
|
||||
# })
|
||||
|
||||
# TODO: probably factor this into some kinda `DisplayState`
|
||||
# API that can be reused at least in terms of pulling view
|
||||
# params (eg ``.bars_range()``).
|
||||
async def increment_history_view():
|
||||
_, hist_step_size_s, _ = flume.get_ds_info()
|
||||
|
||||
async with flume.index_stream(
|
||||
# int(hist_step_size_s)
|
||||
# TODO: seems this is more reliable at keeping the slow
|
||||
# chart incremented in view more correctly?
|
||||
# - It might make sense to just inline this logic with the
|
||||
# main display task? => it's a tradeoff of slower task
|
||||
# wakeups/ctx switches verus logic checks (as normal)
|
||||
# - we need increment logic that only does the view shift
|
||||
# call when the uppx permits/needs it
|
||||
int(1),
|
||||
) as istream:
|
||||
async for msg in istream:
|
||||
|
||||
# check if slow chart needs an x-domain shift and/or
|
||||
# y-range resize.
|
||||
(
|
||||
uppx,
|
||||
liv,
|
||||
do_append,
|
||||
i_diff,
|
||||
append_diff,
|
||||
do_rt_update,
|
||||
should_incr,
|
||||
|
||||
) = hist_viz.incr_info(
|
||||
state=ds,
|
||||
is_1m=True,
|
||||
nurse.start_soon(
|
||||
increment_history_view,
|
||||
ds,
|
||||
)
|
||||
# print(
|
||||
# f'liv: {liv}\n'
|
||||
# f'do_append: {do_append}\n'
|
||||
# f'append_diff: {append_diff}\n'
|
||||
# )
|
||||
|
||||
if (
|
||||
do_append
|
||||
and liv
|
||||
):
|
||||
viz = hist_chart._vizs[fqsn]
|
||||
viz.plot.vb._set_yrange(
|
||||
# yrange=hist_chart.maxmin(name=fqsn)
|
||||
)
|
||||
# hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
|
||||
|
||||
if should_incr:
|
||||
hist_chart.increment_view(steps=i_diff)
|
||||
|
||||
nurse.start_soon(increment_history_view)
|
||||
if ds.hist_vars['i_last'] < ds.hist_vars['i_last_append']:
|
||||
breakpoint()
|
||||
|
||||
# main real-time quotes update loop
|
||||
stream: tractor.MsgStream
|
||||
async with feed.open_multi_stream() as stream:
|
||||
assert stream
|
||||
async for quotes in stream:
|
||||
quote_period = time.time() - last_quote
|
||||
quote_period = time.time() - last_quote_s
|
||||
quote_rate = round(
|
||||
1/quote_period, 1) if quote_period > 0 else float('inf')
|
||||
if (
|
||||
|
|
@ -399,7 +408,7 @@ async def graphics_update_loop(
|
|||
):
|
||||
log.warning(f'High quote rate {symbol.key}: {quote_rate}')
|
||||
|
||||
last_quote = time.time()
|
||||
last_quote_s = time.time()
|
||||
|
||||
for sym, quote in quotes.items():
|
||||
ds = dss[sym]
|
||||
|
|
@ -467,22 +476,21 @@ def graphics_update_cycle(
|
|||
|
||||
# rt "HFT" chart
|
||||
l1 = ds.l1
|
||||
# ohlcv = ds.ohlcv
|
||||
ohlcv = flume.rt_shm
|
||||
array = ohlcv.array
|
||||
|
||||
vars = ds.vars
|
||||
tick_margin = vars['tick_margin']
|
||||
varz = ds.vars
|
||||
tick_margin = varz['tick_margin']
|
||||
|
||||
(
|
||||
uppx,
|
||||
liv,
|
||||
do_append,
|
||||
i_diff,
|
||||
i_diff_t,
|
||||
append_diff,
|
||||
do_rt_update,
|
||||
should_incr,
|
||||
) = main_viz.incr_info(state=ds)
|
||||
should_tread,
|
||||
) = main_viz.incr_info(ds=ds)
|
||||
|
||||
# TODO: we should only run mxmn when we know
|
||||
# an update is due via ``do_append`` above.
|
||||
|
|
@ -497,20 +505,8 @@ def graphics_update_cycle(
|
|||
mn = mn_in_view - tick_margin
|
||||
profiler('`ds.maxmin()` call')
|
||||
|
||||
if (
|
||||
prepend_update_index is not None
|
||||
and lbar > prepend_update_index
|
||||
):
|
||||
# on a history update (usually from the FSP subsys)
|
||||
# if the segment of history that is being prepended
|
||||
# isn't in view there is no reason to do a graphics
|
||||
# update.
|
||||
log.info('Skipping prepend graphics cycle: frame not in view')
|
||||
return
|
||||
|
||||
# TODO: eventually we want to separate out the utrade (aka
|
||||
# dark vlm prices) here and show them as an additional
|
||||
# graphic.
|
||||
# TODO: eventually we want to separate out the dark vlm and show
|
||||
# them as an additional graphic.
|
||||
clear_types = _tick_groups['clears']
|
||||
|
||||
# update ohlc sampled price bars
|
||||
|
|
@ -536,22 +532,19 @@ def graphics_update_cycle(
|
|||
# left unless we get one of the following:
|
||||
if (
|
||||
(
|
||||
should_incr
|
||||
should_tread
|
||||
and do_append
|
||||
and liv
|
||||
)
|
||||
or trigger_all
|
||||
):
|
||||
# print(f'INCREMENTING {fqsn}')
|
||||
chart.increment_view(steps=i_diff)
|
||||
main_viz.plot.vb._set_yrange(
|
||||
# yrange=(mn, mx),
|
||||
)
|
||||
chart.increment_view(datums=append_diff)
|
||||
main_viz.plot.vb._set_yrange()
|
||||
|
||||
# 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(steps=i_diff)
|
||||
# vlm_chart.increment_view(datums=append_diff)
|
||||
|
||||
profiler('view incremented')
|
||||
|
||||
|
|
@ -650,7 +643,7 @@ def graphics_update_cycle(
|
|||
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
# check for y-range re-size
|
||||
if (mx > vars['last_mx']) or (mn < vars['last_mn']):
|
||||
if (mx > varz['last_mx']) or (mn < varz['last_mn']):
|
||||
|
||||
# fast chart resize case
|
||||
if (
|
||||
|
|
@ -686,16 +679,14 @@ def graphics_update_cycle(
|
|||
_,
|
||||
_,
|
||||
) = hist_viz.incr_info(
|
||||
state=ds,
|
||||
ds=ds,
|
||||
is_1m=True,
|
||||
)
|
||||
if hist_liv:
|
||||
hist_viz.plot.vb._set_yrange(
|
||||
# yrange=hist_chart.maxmin(name=fqsn),
|
||||
)
|
||||
hist_viz.plot.vb._set_yrange()
|
||||
|
||||
# XXX: update this every draw cycle to make L1-always-in-view work.
|
||||
vars['last_mx'], vars['last_mn'] = mx, mn
|
||||
varz['last_mx'], varz['last_mn'] = mx, mn
|
||||
|
||||
# run synchronous update on all linked viz
|
||||
# TODO: should the "main" (aka source) viz be special?
|
||||
|
|
@ -724,7 +715,7 @@ def graphics_update_cycle(
|
|||
):
|
||||
viz.draw_last(
|
||||
array_key=curve_name,
|
||||
# only_last_uppx=True,
|
||||
only_last_uppx=True,
|
||||
)
|
||||
|
||||
# volume chart logic..
|
||||
|
|
@ -768,7 +759,7 @@ def graphics_update_cycle(
|
|||
profiler('`vlm_chart.update_graphics_from_flow()`')
|
||||
|
||||
if (
|
||||
mx_vlm_in_view != vars['last_mx_vlm']
|
||||
mx_vlm_in_view != varz['last_mx_vlm']
|
||||
):
|
||||
yrange = (0, mx_vlm_in_view * 1.375)
|
||||
vlm_chart.view._set_yrange(
|
||||
|
|
@ -776,7 +767,7 @@ def graphics_update_cycle(
|
|||
)
|
||||
profiler('`vlm_chart.view._set_yrange()`')
|
||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
||||
vars['last_mx_vlm'] = mx_vlm_in_view
|
||||
varz['last_mx_vlm'] = mx_vlm_in_view
|
||||
|
||||
# update all downstream FSPs
|
||||
for curve_name, viz in vlm_vizs.items():
|
||||
|
|
@ -1108,10 +1099,11 @@ async def display_symbol_data(
|
|||
# - gradient in "lightness" based on liquidity, or lifetime in derivs?
|
||||
palette = itertools.cycle([
|
||||
# curve color, last bar curve color
|
||||
['i3', 'gray'],
|
||||
['grayer', 'bracket'],
|
||||
['grayest', 'i3'],
|
||||
['default_dark', 'default'],
|
||||
|
||||
['grayer', 'bracket'],
|
||||
['i3', 'gray'],
|
||||
])
|
||||
|
||||
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {}
|
||||
|
|
|
|||
Loading…
Reference in New Issue