Display loop mega-cleanup
The most important changes include: - iterating the new `Flow` type and updating graphics - adding detailed profiling - increasing the min uppx before graphics updates are throttled - including the L1 spread in y-range calcs so that you never have the bid/ask go "out of view".. - pass around `Flow`s instead of shms - drop all the old prototyped downsampling codem4_corrections
Tyler Goodlet
parent
6843f9a515
commit
2abb3ec84d
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@ -30,7 +30,6 @@ import numpy as np
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import tractor
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import trio
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import pyqtgraph as pg
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from PyQt5.QtCore import QLineF
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from .. import brokers
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from ..data.feed import open_feed
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@ -73,13 +72,20 @@ _tick_groups = {
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}
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# TODO: delegate this to each `Flow.maxmin()` which includes
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# caching and further we should implement the following stream based
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# approach, likely with ``numba``:
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# https://arxiv.org/abs/cs/0610046
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# https://github.com/lemire/pythonmaxmin
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def chart_maxmin(
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chart: ChartPlotWidget,
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ohlcv_shm: ShmArray,
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vlm_chart: Optional[ChartPlotWidget] = None,
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) -> tuple[
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tuple[int, int, int, int],
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float,
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float,
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float,
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@ -88,11 +94,6 @@ def chart_maxmin(
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Compute max and min datums "in view" for range limits.
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'''
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# TODO: implement this
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# https://arxiv.org/abs/cs/0610046
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# https://github.com/lemire/pythonmaxmin
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# array = chart._arrays[chart.name]
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array = ohlcv_shm.array
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ifirst = array[0]['index']
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@ -105,18 +106,23 @@ def chart_maxmin(
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chart.default_view()
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return (last_bars_range, 0, 0, 0)
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mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
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# TODO: when we start using line charts, probably want to make
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# this an overloaded call on our `DataView
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# sym = chart.name
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# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
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mx, mn = (
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np.nanmax(in_view['high']),
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np.nanmin(in_view['low'],)
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)
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mx_vlm_in_view = 0
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if vlm_chart:
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mx_vlm_in_view = np.max(in_view['volume'])
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mx_vlm_in_view = np.max(
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in_view['volume']
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)
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return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
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return (
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last_bars_range,
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mx,
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max(mn, 0), # presuming price can't be negative?
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mx_vlm_in_view,
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)
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@dataclass
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@ -272,8 +278,9 @@ async def graphics_update_loop(
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chart.default_view()
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# main loop
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# main real-time quotes update loop
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async for quotes in stream:
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ds.quotes = quotes
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quote_period = time.time() - last_quote
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quote_rate = round(
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@ -311,36 +318,40 @@ def graphics_update_cycle(
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trigger_all: bool = False, # flag used by prepend history updates
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) -> None:
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# TODO: eventually optimize this whole graphics stack with ``numba``
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# hopefully XD
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chart = ds.chart
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profiler = pg.debug.Profiler(
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msg=f'Graphics loop cycle for: `{chart.name}`',
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disabled=True, # not pg_profile_enabled(),
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gt=1/12 * 1e3,
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# gt=ms_slower_then,
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)
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# unpack multi-referenced components
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chart = ds.chart
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vlm_chart = ds.vlm_chart
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l1 = ds.l1
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ohlcv = ds.ohlcv
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array = ohlcv.array
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vars = ds.vars
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tick_margin = vars['tick_margin']
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update_uppx = 5
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update_uppx = 6
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for sym, quote in ds.quotes.items():
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# compute the first available graphic's x-units-per-pixel
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xpx = vlm_chart.view.x_uppx()
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# NOTE: vlm may be written by the ``brokerd`` backend
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# event though a tick sample is not emitted.
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# TODO: show dark trades differently
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# https://github.com/pikers/piker/issues/116
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# NOTE: this used to be implemented in a dedicated
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# "increment tas": ``check_for_new_bars()`` but it doesn't
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# "increment task": ``check_for_new_bars()`` but it doesn't
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# make sense to do a whole task switch when we can just do
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# this simple index-diff and all the fsp sub-curve graphics
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# are diffed on each draw cycle anyway; so updates to the
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@ -364,60 +375,6 @@ def graphics_update_cycle(
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profiler('maxmin call')
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liv = r > i_step # the last datum is in view
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# compute the first available graphic's x-units-per-pixel
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xpx = vlm_chart.view.xs_in_px()
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# print(f'vlm xpx {xpx}')
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in_view = chart.in_view(ohlcv.array)
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if lbar != rbar:
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# view box width in pxs
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w = chart.view.boundingRect().width()
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# TODO: a better way to get this?
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# i would guess the esiest way is to just
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# get the ``.boundingRect()`` of the curve
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# in view but maybe there's something smarter?
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# Currently we're just mapping the rbar, lbar to
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# pixels via:
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cw = chart.view.mapViewToDevice(QLineF(lbar, 0, rbar, 0)).length()
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# is this faster?
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# cw = chart.mapFromView(QLineF(lbar, 0 , rbar, 0)).length()
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profiler(
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f'view width pxs: {w}\n'
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f'curve width pxs: {cw}\n'
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f'sliced in view: {in_view.size}'
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)
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# compress bars to m4 line(s) if uppx is high enough
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# if in_view.size > cw:
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# from ._compression import ds_m4, hl2mxmn
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# mxmn, x = hl2mxmn(in_view)
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# profiler('hl tracer')
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# nb, x, y = ds_m4(
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# x=x,
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# y=mxmn,
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# # TODO: this needs to actually be the width
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# # in pixels of the visible curve since we don't
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# # want to downsample any 'zeros' around the curve,
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# # just the values that make up the curve graphic,
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# # i think?
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# px_width=cw,
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# )
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# profiler(
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# 'm4 downsampled\n'
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# f' ds bins: {nb}\n'
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# f' x.shape: {x.shape}\n'
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# f' y.shape: {y.shape}\n'
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# f' x: {x}\n'
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# f' y: {y}\n'
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# )
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# assert y.size == mxmn.size
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# don't real-time "shift" the curve to the
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# left unless we get one of the following:
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if (
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@ -435,7 +392,9 @@ def graphics_update_cycle(
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if vlm_chart:
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# always update y-label
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ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
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ds.vlm_sticky.update_from_data(
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*array[-1][['index', 'volume']]
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)
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if (
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(xpx < update_uppx or i_diff > 0)
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@ -464,17 +423,17 @@ def graphics_update_cycle(
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if (
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mx_vlm_in_view != vars['last_mx_vlm']
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):
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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yrange = (0, mx_vlm_in_view * 1.375)
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vlm_chart.view._set_yrange(
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yrange=yrange,
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)
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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vars['last_mx_vlm'] = mx_vlm_in_view
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for curve_name, flow in vlm_chart._flows.items():
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update_fsp_chart(
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vlm_chart,
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flow.shm,
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flow,
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curve_name,
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array_key=curve_name,
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)
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@ -529,7 +488,6 @@ def graphics_update_cycle(
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# current) tick first order as an optimization where we only
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# update from the last tick from each type class.
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# last_clear_updated: bool = False
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# for typ, tick in reversed(lasts.items()):
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# update ohlc sampled price bars
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if (
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@ -541,7 +499,7 @@ def graphics_update_cycle(
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array,
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)
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# iterate in FIFO order per frame
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# iterate in FIFO order per tick-frame
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for typ, tick in lasts.items():
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price = tick.get('price')
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@ -612,42 +570,34 @@ def graphics_update_cycle(
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if (
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(mx > vars['last_mx']) or (mn < vars['last_mn'])
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and not chart._static_yrange == 'axis'
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and r > i_step # the last datum is in view
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):
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# print(f'new y range: {(mn, mx)}')
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chart.view._set_yrange(
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yrange=(mn, mx),
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main_vb = chart.view
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if (
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main_vb._ic is None
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or not main_vb._ic.is_set()
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):
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main_vb._set_yrange(
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# TODO: we should probably scale
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# the view margin based on the size
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# of the true range? This way you can
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# slap in orders outside the current
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# L1 (only) book range.
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# range_margin=0.1,
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yrange=(mn, mx),
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)
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vars['last_mx'], vars['last_mn'] = mx, mn
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# run synchronous update on all derived fsp subplots
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for name, subchart in ds.linked.subplots.items():
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if name == 'volume':
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# run synchronous update on all linked flows
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for curve_name, flow in chart._flows.items():
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# TODO: should the "main" (aka source) flow be special?
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if curve_name == chart.data_key:
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continue
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update_fsp_chart(
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subchart,
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subchart._shm,
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# XXX: do we really needs seperate names here?
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name,
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array_key=name,
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)
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subchart.cv._set_yrange()
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# TODO: all overlays on all subplots..
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# run synchronous update on all derived overlays
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for curve_name, flow in chart._flows.items():
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update_fsp_chart(
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chart,
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flow.shm,
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flow,
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curve_name,
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array_key=curve_name,
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)
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@ -743,6 +693,7 @@ async def display_symbol_data(
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# TODO: a data view api that makes this less shit
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chart._shm = ohlcv
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chart._flows[chart.data_key].shm = ohlcv
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# NOTE: we must immediately tell Qt to show the OHLC chart
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# to avoid a race where the subplots get added/shown to
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@ -799,7 +750,7 @@ async def display_symbol_data(
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# that it isn't double rendered in the display loop
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# above since we do a maxmin calc on the volume data to
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# determine if auto-range adjustements should be made.
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linked.subplots.pop('volume', None)
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# linked.subplots.pop('volume', None)
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# TODO: make this not so shit XD
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# close group status
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