commit
2d7608cee9
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@ -18,7 +18,6 @@
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Structured, daemon tree service management.
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Structured, daemon tree service management.
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"""
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"""
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from functools import partial
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from typing import Optional, Union, Callable, Any
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from typing import Optional, Union, Callable, Any
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from contextlib import asynccontextmanager, AsyncExitStack
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from contextlib import asynccontextmanager, AsyncExitStack
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from collections import defaultdict
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from collections import defaultdict
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@ -143,8 +142,14 @@ async def maybe_open_runtime(
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Start the ``tractor`` runtime (a root actor) if none exists.
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Start the ``tractor`` runtime (a root actor) if none exists.
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"""
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"""
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settings = _tractor_kwargs
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settings.update(kwargs)
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if not tractor.current_actor(err_on_no_runtime=False):
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if not tractor.current_actor(err_on_no_runtime=False):
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async with tractor.open_root_actor(loglevel=loglevel, **kwargs):
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async with tractor.open_root_actor(
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loglevel=loglevel,
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**settings,
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):
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yield
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yield
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else:
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else:
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yield
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yield
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@ -32,6 +32,10 @@ class SymbolNotFound(BrokerError):
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"Symbol not found by broker search"
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"Symbol not found by broker search"
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class NoData(BrokerError):
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"Symbol data not permitted"
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def resproc(
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def resproc(
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resp: asks.response_objects.Response,
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resp: asks.response_objects.Response,
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log: logging.Logger,
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log: logging.Logger,
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@ -82,7 +82,7 @@ _ohlc_dtype = [
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ohlc_dtype = np.dtype(_ohlc_dtype)
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ohlc_dtype = np.dtype(_ohlc_dtype)
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_show_wap_in_history = False
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_show_wap_in_history = False
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_search_conf = {'pause_period': 0.375}
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_search_conf = {'pause_period': 0.0616}
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# https://binance-docs.github.io/apidocs/spot/en/#exchange-information
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# https://binance-docs.github.io/apidocs/spot/en/#exchange-information
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@ -207,6 +207,25 @@ class Client:
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return self._pairs
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return self._pairs
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async def search_symbols(
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self,
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pattern: str,
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limit: int = None,
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) -> Dict[str, Any]:
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if self._pairs is not None:
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data = self._pairs
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else:
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data = await self.symbol_info()
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matches = fuzzy.extractBests(
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pattern,
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data,
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score_cutoff=50,
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)
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# repack in dict form
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return {item[0]['symbol']: item[0]
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for item in matches}
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async def bars(
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async def bars(
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self,
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self,
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symbol: str,
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symbol: str,
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@ -298,7 +317,7 @@ async def stream_messages(ws):
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if cs.cancelled_caught:
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if cs.cancelled_caught:
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timeouts += 1
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timeouts += 1
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if timeouts > 2:
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if timeouts > 10:
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raise trio.TooSlowError("binance feed seems down?")
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raise trio.TooSlowError("binance feed seems down?")
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continue
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continue
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@ -30,7 +30,7 @@ import tractor
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from ..cli import cli
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from ..cli import cli
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from .. import watchlists as wl
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from .. import watchlists as wl
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from ..log import get_console_log, colorize_json, get_logger
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from ..log import get_console_log, colorize_json, get_logger
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from .._daemon import maybe_spawn_brokerd
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from .._daemon import maybe_spawn_brokerd, maybe_open_pikerd
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from ..brokers import core, get_brokermod, data
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from ..brokers import core, get_brokermod, data
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log = get_logger('cli')
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log = get_logger('cli')
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@ -50,7 +50,7 @@ def api(config, meth, kwargs, keys):
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"""Make a broker-client API method call
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"""Make a broker-client API method call
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"""
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"""
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# global opts
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# global opts
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broker = config['broker']
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broker = config['brokers'][0]
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_kwargs = {}
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_kwargs = {}
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for kwarg in kwargs:
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for kwarg in kwargs:
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@ -87,7 +87,7 @@ def quote(config, tickers, df_output):
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"""Print symbol quotes to the console
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"""Print symbol quotes to the console
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"""
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"""
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# global opts
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# global opts
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brokermod = config['brokermod']
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brokermod = config['brokermods'][0]
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quotes = trio.run(partial(core.stocks_quote, brokermod, tickers))
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quotes = trio.run(partial(core.stocks_quote, brokermod, tickers))
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if not quotes:
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if not quotes:
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@ -123,7 +123,7 @@ def bars(config, symbol, count, df_output):
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"""Retreive 1m bars for symbol and print on the console
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"""Retreive 1m bars for symbol and print on the console
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"""
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"""
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# global opts
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# global opts
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brokermod = config['brokermod']
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brokermod = config['brokermods'][0]
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# broker backend should return at the least a
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# broker backend should return at the least a
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# list of candle dictionaries
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# list of candle dictionaries
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@ -159,7 +159,7 @@ def record(config, rate, name, dhost, filename):
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"""Record client side quotes to a file on disk
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"""Record client side quotes to a file on disk
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"""
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"""
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# global opts
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# global opts
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brokermod = config['brokermod']
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brokermod = config['brokermods'][0]
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loglevel = config['loglevel']
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loglevel = config['loglevel']
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log = config['log']
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log = config['log']
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@ -222,7 +222,7 @@ def optsquote(config, symbol, df_output, date):
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"""Retreive symbol option quotes on the console
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"""Retreive symbol option quotes on the console
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"""
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"""
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# global opts
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# global opts
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brokermod = config['brokermod']
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brokermod = config['brokermods'][0]
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quotes = trio.run(
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quotes = trio.run(
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partial(
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partial(
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@ -250,7 +250,7 @@ def symbol_info(config, tickers):
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"""Print symbol quotes to the console
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"""Print symbol quotes to the console
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"""
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"""
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# global opts
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# global opts
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brokermod = config['brokermod']
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brokermod = config['brokermods'][0]
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quotes = trio.run(partial(core.symbol_info, brokermod, tickers))
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quotes = trio.run(partial(core.symbol_info, brokermod, tickers))
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if not quotes:
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if not quotes:
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@ -273,13 +273,25 @@ def search(config, pattern):
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"""Search for symbols from broker backend(s).
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"""Search for symbols from broker backend(s).
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"""
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"""
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# global opts
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# global opts
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brokermod = config['brokermod']
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brokermods = config['brokermods']
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quotes = tractor.run(
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# define tractor entrypoint
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partial(core.symbol_search, brokermod, pattern),
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async def main(func):
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start_method='forkserver',
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loglevel='info',
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async with maybe_open_pikerd(
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loglevel=config['loglevel'],
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):
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return await func()
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quotes = trio.run(
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main,
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partial(
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core.symbol_search,
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brokermods,
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pattern,
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),
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)
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)
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if not quotes:
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if not quotes:
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log.error(f"No matches could be found for {pattern}?")
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log.error(f"No matches could be found for {pattern}?")
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return
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return
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@ -24,8 +24,12 @@ import inspect
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from types import ModuleType
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from types import ModuleType
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from typing import List, Dict, Any, Optional
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from typing import List, Dict, Any, Optional
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import trio
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from ..log import get_logger
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from ..log import get_logger
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from . import get_brokermod
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from . import get_brokermod
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from .._daemon import maybe_spawn_brokerd
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from .api import open_cached_client
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log = get_logger(__name__)
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log = get_logger(__name__)
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@ -126,13 +130,41 @@ async def symbol_info(
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return await client.symbol_info(symbol, **kwargs)
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return await client.symbol_info(symbol, **kwargs)
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async def search_w_brokerd(name: str, pattern: str) -> dict:
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async with open_cached_client(name) as client:
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# TODO: support multiple asset type concurrent searches.
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return await client.search_symbols(pattern=pattern)
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async def symbol_search(
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async def symbol_search(
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brokermod: ModuleType,
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brokermods: list[ModuleType],
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pattern: str,
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pattern: str,
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**kwargs,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return symbol info from broker.
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"""Return symbol info from broker.
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"""
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"""
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async with brokermod.get_client() as client:
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results = []
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# TODO: support multiple asset type concurrent searches.
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return await client.search_stocks(pattern=pattern, **kwargs)
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async def search_backend(brokername: str) -> None:
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async with maybe_spawn_brokerd(
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brokername,
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) as portal:
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results.append((
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brokername,
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await portal.run(
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search_w_brokerd,
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name=brokername,
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pattern=pattern,
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),
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))
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async with trio.open_nursery() as n:
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for mod in brokermods:
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n.start_soon(search_backend, mod.name)
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return results
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|
|
@ -45,12 +45,14 @@ from ib_insync.objects import Position
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import ib_insync as ibis
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import ib_insync as ibis
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from ib_insync.wrapper import Wrapper
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from ib_insync.wrapper import Wrapper
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from ib_insync.client import Client as ib_Client
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from ib_insync.client import Client as ib_Client
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from fuzzywuzzy import process as fuzzy
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import numpy as np
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from ..log import get_logger, get_console_log
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from ..log import get_logger, get_console_log
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from .._daemon import maybe_spawn_brokerd
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from .._daemon import maybe_spawn_brokerd
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from ..data._source import from_df
|
from ..data._source import from_df
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from ..data._sharedmem import ShmArray
|
from ..data._sharedmem import ShmArray
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from ._util import SymbolNotFound
|
from ._util import SymbolNotFound, NoData
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|
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|
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log = get_logger(__name__)
|
log = get_logger(__name__)
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|
@ -87,7 +89,15 @@ _time_frames = {
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'Y': 'OneYear',
|
'Y': 'OneYear',
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}
|
}
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|
|
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_show_wap_in_history = False
|
_show_wap_in_history: bool = False
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||||||
|
|
||||||
|
# optional search config the backend can register for
|
||||||
|
# it's symbol search handling (in this case we avoid
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||||||
|
# accepting patterns before the kb has settled more then
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|
# a quarter second).
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|
_search_conf = {
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|
'pause_period': 6/16,
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|
}
|
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|
|
||||||
|
|
||||||
# overrides to sidestep pretty questionable design decisions in
|
# overrides to sidestep pretty questionable design decisions in
|
||||||
|
@ -141,11 +151,39 @@ class NonShittyIB(ibis.IB):
|
||||||
# map of symbols to contract ids
|
# map of symbols to contract ids
|
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_adhoc_cmdty_data_map = {
|
_adhoc_cmdty_data_map = {
|
||||||
# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
|
# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
|
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# NOTE: cmdtys don't have trade data:
|
|
||||||
|
# NOTE: some cmdtys/metals don't have trade data like gold/usd:
|
||||||
# https://groups.io/g/twsapi/message/44174
|
# https://groups.io/g/twsapi/message/44174
|
||||||
'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
|
'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
|
||||||
}
|
}
|
||||||
|
|
||||||
|
_adhoc_futes_set = {
|
||||||
|
|
||||||
|
# equities
|
||||||
|
'nq.globex',
|
||||||
|
'mnq.globex',
|
||||||
|
'es.globex',
|
||||||
|
'mes.globex',
|
||||||
|
|
||||||
|
# cypto$
|
||||||
|
'brr.cmecrypto',
|
||||||
|
'ethusdrr.cmecrypto',
|
||||||
|
|
||||||
|
# metals
|
||||||
|
'xauusd.cmdty',
|
||||||
|
}
|
||||||
|
|
||||||
|
# exchanges we don't support at the moment due to not knowing
|
||||||
|
# how to do symbol-contract lookup correctly likely due
|
||||||
|
# to not having the data feeds subscribed.
|
||||||
|
_exch_skip_list = {
|
||||||
|
'ASX', # aussie stocks
|
||||||
|
'MEXI', # mexican stocks
|
||||||
|
'VALUE', # no idea
|
||||||
|
}
|
||||||
|
|
||||||
|
# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
|
||||||
|
|
||||||
_enters = 0
|
_enters = 0
|
||||||
|
|
||||||
|
|
||||||
|
@ -245,9 +283,12 @@ class Client:
|
||||||
"""
|
"""
|
||||||
descriptions = await self.ib.reqMatchingSymbolsAsync(pattern)
|
descriptions = await self.ib.reqMatchingSymbolsAsync(pattern)
|
||||||
|
|
||||||
|
if descriptions is not None:
|
||||||
|
|
||||||
futs = []
|
futs = []
|
||||||
for d in descriptions:
|
for d in descriptions:
|
||||||
con = d.contract
|
con = d.contract
|
||||||
|
if con.primaryExchange not in _exch_skip_list:
|
||||||
futs.append(self.ib.reqContractDetailsAsync(con))
|
futs.append(self.ib.reqContractDetailsAsync(con))
|
||||||
|
|
||||||
# batch request all details
|
# batch request all details
|
||||||
|
@ -267,6 +308,21 @@ class Client:
|
||||||
|
|
||||||
return details
|
return details
|
||||||
|
|
||||||
|
else:
|
||||||
|
return {}
|
||||||
|
|
||||||
|
async def search_symbols(
|
||||||
|
self,
|
||||||
|
pattern: str,
|
||||||
|
# how many contracts to search "up to"
|
||||||
|
upto: int = 3,
|
||||||
|
asdicts: bool = True,
|
||||||
|
) -> Dict[str, ContractDetails]:
|
||||||
|
|
||||||
|
# TODO add search though our adhoc-locally defined symbol set
|
||||||
|
# for futes/cmdtys/
|
||||||
|
return await self.search_stocks(pattern, upto, asdicts)
|
||||||
|
|
||||||
async def search_futes(
|
async def search_futes(
|
||||||
self,
|
self,
|
||||||
pattern: str,
|
pattern: str,
|
||||||
|
@ -318,7 +374,7 @@ class Client:
|
||||||
sym, exch = symbol.upper().rsplit('.', maxsplit=1)
|
sym, exch = symbol.upper().rsplit('.', maxsplit=1)
|
||||||
except ValueError:
|
except ValueError:
|
||||||
# likely there's an embedded `.` for a forex pair
|
# likely there's an embedded `.` for a forex pair
|
||||||
await tractor.breakpoint()
|
breakpoint()
|
||||||
|
|
||||||
# futes
|
# futes
|
||||||
if exch in ('GLOBEX', 'NYMEX', 'CME', 'CMECRYPTO'):
|
if exch in ('GLOBEX', 'NYMEX', 'CME', 'CMECRYPTO'):
|
||||||
|
@ -346,11 +402,14 @@ class Client:
|
||||||
|
|
||||||
if exch in ('PURE', 'TSE'): # non-yankee
|
if exch in ('PURE', 'TSE'): # non-yankee
|
||||||
currency = 'CAD'
|
currency = 'CAD'
|
||||||
if exch in ('PURE', 'TSE'):
|
|
||||||
# stupid ib...
|
# stupid ib...
|
||||||
primaryExchange = exch
|
primaryExchange = exch
|
||||||
exch = 'SMART'
|
exch = 'SMART'
|
||||||
|
|
||||||
|
else:
|
||||||
|
exch = 'SMART'
|
||||||
|
primaryExchange = exch
|
||||||
|
|
||||||
con = ibis.Stock(
|
con = ibis.Stock(
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
exchange=exch,
|
exchange=exch,
|
||||||
|
@ -562,7 +621,7 @@ class Client:
|
||||||
# default config ports
|
# default config ports
|
||||||
_tws_port: int = 7497
|
_tws_port: int = 7497
|
||||||
_gw_port: int = 4002
|
_gw_port: int = 4002
|
||||||
_try_ports = [_tws_port, _gw_port]
|
_try_ports = [_gw_port, _tws_port]
|
||||||
_client_ids = itertools.count()
|
_client_ids = itertools.count()
|
||||||
_client_cache = {}
|
_client_cache = {}
|
||||||
|
|
||||||
|
@ -641,6 +700,8 @@ async def _aio_run_client_method(
|
||||||
if to_trio and 'to_trio' in args:
|
if to_trio and 'to_trio' in args:
|
||||||
kwargs['to_trio'] = to_trio
|
kwargs['to_trio'] = to_trio
|
||||||
|
|
||||||
|
log.runtime(f'Running {meth}({kwargs})')
|
||||||
|
|
||||||
return await async_meth(**kwargs)
|
return await async_meth(**kwargs)
|
||||||
|
|
||||||
|
|
||||||
|
@ -777,54 +838,34 @@ def normalize(
|
||||||
return data
|
return data
|
||||||
|
|
||||||
|
|
||||||
async def backfill_bars(
|
async def get_bars(
|
||||||
sym: str,
|
sym: str,
|
||||||
shm: ShmArray, # type: ignore # noqa
|
end_dt: str = "",
|
||||||
# count: int = 20, # NOTE: any more and we'll overrun underlying buffer
|
) -> (dict, np.ndarray):
|
||||||
count: int = 10, # NOTE: any more and we'll overrun the underlying buffer
|
|
||||||
|
|
||||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
_err = None
|
||||||
) -> None:
|
|
||||||
"""Fill historical bars into shared mem / storage afap.
|
|
||||||
|
|
||||||
TODO: avoid pacing constraints:
|
|
||||||
https://github.com/pikers/piker/issues/128
|
|
||||||
|
|
||||||
"""
|
|
||||||
first_bars, bars_array = await _trio_run_client_method(
|
|
||||||
method='bars',
|
|
||||||
symbol=sym,
|
|
||||||
)
|
|
||||||
|
|
||||||
# write historical data to buffer
|
|
||||||
shm.push(bars_array)
|
|
||||||
|
|
||||||
with trio.CancelScope() as cs:
|
|
||||||
|
|
||||||
task_status.started(cs)
|
|
||||||
|
|
||||||
next_dt = first_bars[0].date
|
|
||||||
|
|
||||||
i = 0
|
|
||||||
while i < count:
|
|
||||||
|
|
||||||
|
fails = 0
|
||||||
|
for _ in range(2):
|
||||||
try:
|
try:
|
||||||
|
|
||||||
bars, bars_array = await _trio_run_client_method(
|
bars, bars_array = await _trio_run_client_method(
|
||||||
method='bars',
|
method='bars',
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
end_dt=next_dt,
|
end_dt=end_dt,
|
||||||
)
|
)
|
||||||
|
|
||||||
if bars_array is None:
|
if bars_array is None:
|
||||||
raise SymbolNotFound(sym)
|
raise SymbolNotFound(sym)
|
||||||
|
|
||||||
shm.push(bars_array, prepend=True)
|
|
||||||
i += 1
|
|
||||||
next_dt = bars[0].date
|
next_dt = bars[0].date
|
||||||
|
|
||||||
except RequestError as err:
|
return (bars, bars_array, next_dt), fails
|
||||||
# TODO: retreive underlying ``ib_insync`` error?
|
|
||||||
|
|
||||||
|
except RequestError as err:
|
||||||
|
_err = err
|
||||||
|
|
||||||
|
# TODO: retreive underlying ``ib_insync`` error?
|
||||||
if err.code == 162:
|
if err.code == 162:
|
||||||
|
|
||||||
if 'HMDS query returned no data' in err.message:
|
if 'HMDS query returned no data' in err.message:
|
||||||
|
@ -833,6 +874,13 @@ async def backfill_bars(
|
||||||
# throttling despite the rps being low
|
# throttling despite the rps being low
|
||||||
break
|
break
|
||||||
|
|
||||||
|
elif 'No market data permissions for' in err.message:
|
||||||
|
|
||||||
|
# TODO: signalling for no permissions searches
|
||||||
|
raise NoData(f'Symbol: {sym}')
|
||||||
|
break
|
||||||
|
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.exception(
|
log.exception(
|
||||||
"Data query rate reached: Press `ctrl-alt-f`"
|
"Data query rate reached: Press `ctrl-alt-f`"
|
||||||
|
@ -843,6 +891,57 @@ async def backfill_bars(
|
||||||
# and then somehow get that to trigger an event here
|
# and then somehow get that to trigger an event here
|
||||||
# that restarts/resumes this task?
|
# that restarts/resumes this task?
|
||||||
await tractor.breakpoint()
|
await tractor.breakpoint()
|
||||||
|
fails += 1
|
||||||
|
continue
|
||||||
|
|
||||||
|
return (None, None)
|
||||||
|
|
||||||
|
# else: # throttle wasn't fixed so error out immediately
|
||||||
|
# raise _err
|
||||||
|
|
||||||
|
|
||||||
|
async def backfill_bars(
|
||||||
|
sym: str,
|
||||||
|
shm: ShmArray, # type: ignore # noqa
|
||||||
|
# count: int = 20, # NOTE: any more and we'll overrun underlying buffer
|
||||||
|
count: int = 6, # NOTE: any more and we'll overrun the underlying buffer
|
||||||
|
|
||||||
|
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
"""Fill historical bars into shared mem / storage afap.
|
||||||
|
|
||||||
|
TODO: avoid pacing constraints:
|
||||||
|
https://github.com/pikers/piker/issues/128
|
||||||
|
|
||||||
|
"""
|
||||||
|
(first_bars, bars_array, next_dt), fails = await get_bars(sym)
|
||||||
|
|
||||||
|
# write historical data to buffer
|
||||||
|
shm.push(bars_array)
|
||||||
|
|
||||||
|
with trio.CancelScope() as cs:
|
||||||
|
|
||||||
|
task_status.started(cs)
|
||||||
|
|
||||||
|
i = 0
|
||||||
|
while i < count:
|
||||||
|
|
||||||
|
out, fails = await get_bars(sym, end_dt=next_dt)
|
||||||
|
|
||||||
|
if fails is None or fails > 1:
|
||||||
|
break
|
||||||
|
|
||||||
|
if out is (None, None):
|
||||||
|
# could be trying to retreive bars over weekend
|
||||||
|
# TODO: add logic here to handle tradable hours and only grab
|
||||||
|
# valid bars in the range
|
||||||
|
log.error(f"Can't grab bars starting at {next_dt}!?!?")
|
||||||
|
continue
|
||||||
|
|
||||||
|
bars, bars_array, next_dt = out
|
||||||
|
shm.push(bars_array, prepend=True)
|
||||||
|
i += 1
|
||||||
|
|
||||||
|
|
||||||
asset_type_map = {
|
asset_type_map = {
|
||||||
|
@ -990,23 +1089,31 @@ async def stream_quotes(
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
con = first_ticker.contract
|
||||||
|
|
||||||
|
# should be real volume for this contract by default
|
||||||
|
calc_price = False
|
||||||
|
|
||||||
# check for special contract types
|
# check for special contract types
|
||||||
if type(first_ticker.contract) not in (ibis.Commodity, ibis.Forex):
|
if type(first_ticker.contract) not in (ibis.Commodity, ibis.Forex):
|
||||||
suffix = 'exchange'
|
|
||||||
# should be real volume for this contract
|
suffix = con.primaryExchange
|
||||||
calc_price = False
|
if not suffix:
|
||||||
|
suffix = con.exchange
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# commodities and forex don't have an exchange name and
|
# commodities and forex don't have an exchange name and
|
||||||
# no real volume so we have to calculate the price
|
# no real volume so we have to calculate the price
|
||||||
suffix = 'secType'
|
suffix = con.secType
|
||||||
|
# no real volume on this tract
|
||||||
calc_price = True
|
calc_price = True
|
||||||
|
|
||||||
# pass first quote asap
|
|
||||||
quote = normalize(first_ticker, calc_price=calc_price)
|
quote = normalize(first_ticker, calc_price=calc_price)
|
||||||
con = quote['contract']
|
con = quote['contract']
|
||||||
topic = '.'.join((con['symbol'], con[suffix])).lower()
|
topic = '.'.join((con['symbol'], suffix)).lower()
|
||||||
quote['symbol'] = topic
|
quote['symbol'] = topic
|
||||||
|
|
||||||
|
# pass first quote asap
|
||||||
first_quote = {topic: quote}
|
first_quote = {topic: quote}
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
|
@ -1018,13 +1125,13 @@ async def stream_quotes(
|
||||||
task_status.started((init_msgs, first_quote))
|
task_status.started((init_msgs, first_quote))
|
||||||
|
|
||||||
if type(first_ticker.contract) not in (ibis.Commodity, ibis.Forex):
|
if type(first_ticker.contract) not in (ibis.Commodity, ibis.Forex):
|
||||||
suffix = 'exchange'
|
# suffix = 'exchange'
|
||||||
calc_price = False # should be real volume for contract
|
# calc_price = False # should be real volume for contract
|
||||||
|
|
||||||
# wait for real volume on feed (trading might be closed)
|
# wait for real volume on feed (trading might be closed)
|
||||||
async with aclosing(stream):
|
while True:
|
||||||
|
|
||||||
async for ticker in stream:
|
ticker = await stream.receive()
|
||||||
|
|
||||||
# for a real volume contract we rait for the first
|
# for a real volume contract we rait for the first
|
||||||
# "real" trade to take place
|
# "real" trade to take place
|
||||||
|
@ -1045,7 +1152,10 @@ async def stream_quotes(
|
||||||
# tell caller quotes are now coming in live
|
# tell caller quotes are now coming in live
|
||||||
feed_is_live.set()
|
feed_is_live.set()
|
||||||
|
|
||||||
|
# last = time.time()
|
||||||
|
async with aclosing(stream):
|
||||||
async for ticker in stream:
|
async for ticker in stream:
|
||||||
|
# print(f'ticker rate: {1/(time.time() - last)}')
|
||||||
|
|
||||||
# print(ticker.vwap)
|
# print(ticker.vwap)
|
||||||
quote = normalize(
|
quote = normalize(
|
||||||
|
@ -1053,14 +1163,14 @@ async def stream_quotes(
|
||||||
calc_price=calc_price
|
calc_price=calc_price
|
||||||
)
|
)
|
||||||
|
|
||||||
con = quote['contract']
|
# con = quote['contract']
|
||||||
topic = '.'.join((con['symbol'], con[suffix])).lower()
|
# topic = '.'.join((con['symbol'], suffix)).lower()
|
||||||
quote['symbol'] = topic
|
quote['symbol'] = topic
|
||||||
|
|
||||||
await send_chan.send({topic: quote})
|
await send_chan.send({topic: quote})
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
ticker.ticks = []
|
ticker.ticks = []
|
||||||
|
# last = time.time()
|
||||||
|
|
||||||
|
|
||||||
def pack_position(pos: Position) -> Dict[str, Any]:
|
def pack_position(pos: Position) -> Dict[str, Any]:
|
||||||
|
@ -1179,3 +1289,63 @@ async def stream_trades(
|
||||||
continue
|
continue
|
||||||
|
|
||||||
yield {'local_trades': (event_name, msg)}
|
yield {'local_trades': (event_name, msg)}
|
||||||
|
|
||||||
|
|
||||||
|
@tractor.context
|
||||||
|
async def open_symbol_search(
|
||||||
|
ctx: tractor.Context,
|
||||||
|
) -> None:
|
||||||
|
# async with open_cached_client('ib') as client:
|
||||||
|
|
||||||
|
# load all symbols locally for fast search
|
||||||
|
await ctx.started({})
|
||||||
|
|
||||||
|
async with ctx.open_stream() as stream:
|
||||||
|
|
||||||
|
last = time.time()
|
||||||
|
|
||||||
|
async for pattern in stream:
|
||||||
|
log.debug(f'received {pattern}')
|
||||||
|
now = time.time()
|
||||||
|
|
||||||
|
assert pattern, 'IB can not accept blank search pattern'
|
||||||
|
|
||||||
|
# throttle search requests to no faster then 1Hz
|
||||||
|
diff = now - last
|
||||||
|
if diff < 1.0:
|
||||||
|
log.debug('throttle sleeping')
|
||||||
|
await trio.sleep(diff)
|
||||||
|
try:
|
||||||
|
pattern = stream.receive_nowait()
|
||||||
|
except trio.WouldBlock:
|
||||||
|
pass
|
||||||
|
|
||||||
|
if not pattern or pattern.isspace():
|
||||||
|
log.warning('empty pattern received, skipping..')
|
||||||
|
|
||||||
|
# XXX: this unblocks the far end search task which may
|
||||||
|
# hold up a multi-search nursery block
|
||||||
|
await stream.send({})
|
||||||
|
|
||||||
|
continue
|
||||||
|
|
||||||
|
log.debug(f'searching for {pattern}')
|
||||||
|
# await tractor.breakpoint()
|
||||||
|
last = time.time()
|
||||||
|
results = await _trio_run_client_method(
|
||||||
|
method='search_stocks',
|
||||||
|
pattern=pattern,
|
||||||
|
upto=5,
|
||||||
|
)
|
||||||
|
log.debug(f'got results {results.keys()}')
|
||||||
|
|
||||||
|
log.debug("fuzzy matching")
|
||||||
|
matches = fuzzy.extractBests(
|
||||||
|
pattern,
|
||||||
|
results,
|
||||||
|
score_cutoff=50,
|
||||||
|
)
|
||||||
|
|
||||||
|
matches = {item[2]: item[0] for item in matches}
|
||||||
|
log.debug(f"sending matches: {matches.keys()}")
|
||||||
|
await stream.send(matches)
|
||||||
|
|
|
@ -21,7 +21,7 @@ Kraken backend.
|
||||||
from contextlib import asynccontextmanager, AsyncExitStack
|
from contextlib import asynccontextmanager, AsyncExitStack
|
||||||
from dataclasses import asdict, field
|
from dataclasses import asdict, field
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import List, Dict, Any, Tuple
|
from typing import List, Dict, Any, Tuple, Optional
|
||||||
import json
|
import json
|
||||||
import time
|
import time
|
||||||
|
|
||||||
|
@ -37,6 +37,7 @@ from trio_websocket._impl import (
|
||||||
|
|
||||||
import arrow
|
import arrow
|
||||||
import asks
|
import asks
|
||||||
|
from fuzzywuzzy import process as fuzzy
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
|
@ -56,6 +57,11 @@ log = get_logger(__name__)
|
||||||
_url = 'https://api.kraken.com/0'
|
_url = 'https://api.kraken.com/0'
|
||||||
|
|
||||||
|
|
||||||
|
_search_conf = {
|
||||||
|
'pause_period': 0.0616
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
# Broker specific ohlc schema which includes a vwap field
|
# Broker specific ohlc schema which includes a vwap field
|
||||||
_ohlc_dtype = [
|
_ohlc_dtype = [
|
||||||
('index', int),
|
('index', int),
|
||||||
|
@ -147,6 +153,17 @@ class Client:
|
||||||
'User-Agent':
|
'User-Agent':
|
||||||
'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
|
'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
|
||||||
})
|
})
|
||||||
|
self._pairs: list[str] = []
|
||||||
|
|
||||||
|
@property
|
||||||
|
def pairs(self) -> Dict[str, Any]:
|
||||||
|
if self._pairs is None:
|
||||||
|
raise RuntimeError(
|
||||||
|
"Make sure to run `cache_symbols()` on startup!"
|
||||||
|
)
|
||||||
|
# retreive and cache all symbols
|
||||||
|
|
||||||
|
return self._pairs
|
||||||
|
|
||||||
async def _public(
|
async def _public(
|
||||||
self,
|
self,
|
||||||
|
@ -162,14 +179,51 @@ class Client:
|
||||||
|
|
||||||
async def symbol_info(
|
async def symbol_info(
|
||||||
self,
|
self,
|
||||||
pair: str = 'all',
|
pair: Optional[str] = None,
|
||||||
):
|
):
|
||||||
resp = await self._public('AssetPairs', {'pair': pair})
|
if pair is not None:
|
||||||
|
pairs = {'pair': pair}
|
||||||
|
else:
|
||||||
|
pairs = None # get all pairs
|
||||||
|
|
||||||
|
resp = await self._public('AssetPairs', pairs)
|
||||||
err = resp['error']
|
err = resp['error']
|
||||||
if err:
|
if err:
|
||||||
raise BrokerError(err)
|
raise BrokerError(err)
|
||||||
true_pair_key, data = next(iter(resp['result'].items()))
|
|
||||||
|
pairs = resp['result']
|
||||||
|
|
||||||
|
if pair is not None:
|
||||||
|
_, data = next(iter(pairs.items()))
|
||||||
return data
|
return data
|
||||||
|
else:
|
||||||
|
return pairs
|
||||||
|
|
||||||
|
async def cache_symbols(
|
||||||
|
self,
|
||||||
|
) -> dict:
|
||||||
|
if not self._pairs:
|
||||||
|
self._pairs = await self.symbol_info()
|
||||||
|
|
||||||
|
return self._pairs
|
||||||
|
|
||||||
|
async def search_symbols(
|
||||||
|
self,
|
||||||
|
pattern: str,
|
||||||
|
limit: int = None,
|
||||||
|
) -> Dict[str, Any]:
|
||||||
|
if self._pairs is not None:
|
||||||
|
data = self._pairs
|
||||||
|
else:
|
||||||
|
data = await self.symbol_info()
|
||||||
|
|
||||||
|
matches = fuzzy.extractBests(
|
||||||
|
pattern,
|
||||||
|
data,
|
||||||
|
score_cutoff=50,
|
||||||
|
)
|
||||||
|
# repack in dict form
|
||||||
|
return {item[0]['altname']: item[0] for item in matches}
|
||||||
|
|
||||||
async def bars(
|
async def bars(
|
||||||
self,
|
self,
|
||||||
|
@ -182,6 +236,7 @@ class Client:
|
||||||
if since is None:
|
if since is None:
|
||||||
since = arrow.utcnow().floor('minute').shift(
|
since = arrow.utcnow().floor('minute').shift(
|
||||||
minutes=-count).timestamp()
|
minutes=-count).timestamp()
|
||||||
|
|
||||||
# UTC 2017-07-02 12:53:20 is oldest seconds value
|
# UTC 2017-07-02 12:53:20 is oldest seconds value
|
||||||
since = str(max(1499000000, since))
|
since = str(max(1499000000, since))
|
||||||
json = await self._public(
|
json = await self._public(
|
||||||
|
@ -232,7 +287,12 @@ class Client:
|
||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def get_client() -> Client:
|
async def get_client() -> Client:
|
||||||
yield Client()
|
client = Client()
|
||||||
|
|
||||||
|
# at startup, load all symbols locally for fast search
|
||||||
|
await client.cache_symbols()
|
||||||
|
|
||||||
|
yield client
|
||||||
|
|
||||||
|
|
||||||
async def stream_messages(ws):
|
async def stream_messages(ws):
|
||||||
|
@ -249,7 +309,7 @@ async def stream_messages(ws):
|
||||||
|
|
||||||
too_slow_count += 1
|
too_slow_count += 1
|
||||||
|
|
||||||
if too_slow_count > 10:
|
if too_slow_count > 20:
|
||||||
log.warning(
|
log.warning(
|
||||||
"Heartbeat is too slow, resetting ws connection")
|
"Heartbeat is too slow, resetting ws connection")
|
||||||
|
|
||||||
|
@ -317,7 +377,8 @@ def normalize(
|
||||||
|
|
||||||
# seriously eh? what's with this non-symmetry everywhere
|
# seriously eh? what's with this non-symmetry everywhere
|
||||||
# in subscription systems...
|
# in subscription systems...
|
||||||
topic = quote['pair'].replace('/', '')
|
# XXX: piker style is always lowercases symbols.
|
||||||
|
topic = quote['pair'].replace('/', '').lower()
|
||||||
|
|
||||||
# print(quote)
|
# print(quote)
|
||||||
return topic, quote
|
return topic, quote
|
||||||
|
@ -368,10 +429,13 @@ class AutoReconWs:
|
||||||
self,
|
self,
|
||||||
tries: int = 10000,
|
tries: int = 10000,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
while True:
|
||||||
try:
|
try:
|
||||||
await self._stack.aclose()
|
await self._stack.aclose()
|
||||||
except (DisconnectionTimeout, RuntimeError):
|
except (DisconnectionTimeout, RuntimeError):
|
||||||
await trio.sleep(1)
|
await trio.sleep(1)
|
||||||
|
else:
|
||||||
|
break
|
||||||
|
|
||||||
last_err = None
|
last_err = None
|
||||||
for i in range(tries):
|
for i in range(tries):
|
||||||
|
@ -430,12 +494,12 @@ async def open_autorecon_ws(url):
|
||||||
|
|
||||||
|
|
||||||
async def backfill_bars(
|
async def backfill_bars(
|
||||||
|
|
||||||
sym: str,
|
sym: str,
|
||||||
shm: ShmArray, # type: ignore # noqa
|
shm: ShmArray, # type: ignore # noqa
|
||||||
|
|
||||||
count: int = 10, # NOTE: any more and we'll overrun the underlying buffer
|
count: int = 10, # NOTE: any more and we'll overrun the underlying buffer
|
||||||
|
|
||||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Fill historical bars into shared mem / storage afap.
|
"""Fill historical bars into shared mem / storage afap.
|
||||||
"""
|
"""
|
||||||
|
@ -475,6 +539,10 @@ async def stream_quotes(
|
||||||
|
|
||||||
# keep client cached for real-time section
|
# keep client cached for real-time section
|
||||||
for sym in symbols:
|
for sym in symbols:
|
||||||
|
|
||||||
|
# transform to upper since piker style is always lower
|
||||||
|
sym = sym.upper()
|
||||||
|
|
||||||
si = Pair(**await client.symbol_info(sym)) # validation
|
si = Pair(**await client.symbol_info(sym)) # validation
|
||||||
syminfo = si.dict()
|
syminfo = si.dict()
|
||||||
syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
|
syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
|
||||||
|
@ -482,7 +550,7 @@ async def stream_quotes(
|
||||||
sym_infos[sym] = syminfo
|
sym_infos[sym] = syminfo
|
||||||
ws_pairs[sym] = si.wsname
|
ws_pairs[sym] = si.wsname
|
||||||
|
|
||||||
symbol = symbols[0]
|
symbol = symbols[0].lower()
|
||||||
|
|
||||||
init_msgs = {
|
init_msgs = {
|
||||||
# pass back token, and bool, signalling if we're the writer
|
# pass back token, and bool, signalling if we're the writer
|
||||||
|
@ -570,8 +638,34 @@ async def stream_quotes(
|
||||||
|
|
||||||
elif typ == 'l1':
|
elif typ == 'l1':
|
||||||
quote = ohlc
|
quote = ohlc
|
||||||
topic = quote['symbol']
|
topic = quote['symbol'].lower()
|
||||||
|
|
||||||
# XXX: format required by ``tractor.msg.pub``
|
# XXX: format required by ``tractor.msg.pub``
|
||||||
# requires a ``Dict[topic: str, quote: dict]``
|
# requires a ``Dict[topic: str, quote: dict]``
|
||||||
await send_chan.send({topic: quote})
|
await send_chan.send({topic: quote})
|
||||||
|
|
||||||
|
|
||||||
|
@tractor.context
|
||||||
|
async def open_symbol_search(
|
||||||
|
ctx: tractor.Context,
|
||||||
|
) -> Client:
|
||||||
|
async with open_cached_client('kraken') as client:
|
||||||
|
|
||||||
|
# load all symbols locally for fast search
|
||||||
|
cache = await client.cache_symbols()
|
||||||
|
await ctx.started(cache)
|
||||||
|
|
||||||
|
async with ctx.open_stream() as stream:
|
||||||
|
|
||||||
|
async for pattern in stream:
|
||||||
|
|
||||||
|
matches = fuzzy.extractBests(
|
||||||
|
pattern,
|
||||||
|
cache,
|
||||||
|
score_cutoff=50,
|
||||||
|
)
|
||||||
|
# repack in dict form
|
||||||
|
await stream.send(
|
||||||
|
{item[0]['altname']: item[0]
|
||||||
|
for item in matches}
|
||||||
|
)
|
||||||
|
|
|
@ -628,7 +628,7 @@ class Client:
|
||||||
f"Took {time.time() - start} seconds to retreive {len(bars)} bars")
|
f"Took {time.time() - start} seconds to retreive {len(bars)} bars")
|
||||||
return bars
|
return bars
|
||||||
|
|
||||||
async def search_stocks(
|
async def search_symbols(
|
||||||
self,
|
self,
|
||||||
pattern: str,
|
pattern: str,
|
||||||
# how many contracts to return
|
# how many contracts to return
|
||||||
|
|
|
@ -136,7 +136,6 @@ def get_orders(
|
||||||
return _orders
|
return _orders
|
||||||
|
|
||||||
|
|
||||||
# TODO: make this a ``tractor.msg.pub``
|
|
||||||
async def send_order_cmds(symbol_key: str):
|
async def send_order_cmds(symbol_key: str):
|
||||||
"""
|
"""
|
||||||
Order streaming task: deliver orders transmitted from UI
|
Order streaming task: deliver orders transmitted from UI
|
||||||
|
|
|
@ -57,21 +57,31 @@ def pikerd(loglevel, host, tl, pdb):
|
||||||
|
|
||||||
|
|
||||||
@click.group(context_settings=_context_defaults)
|
@click.group(context_settings=_context_defaults)
|
||||||
@click.option('--broker', '-b', default=DEFAULT_BROKER,
|
@click.option(
|
||||||
help='Broker backend to use')
|
'--brokers', '-b',
|
||||||
|
default=[DEFAULT_BROKER],
|
||||||
|
multiple=True,
|
||||||
|
help='Broker backend to use'
|
||||||
|
)
|
||||||
@click.option('--loglevel', '-l', default='warning', help='Logging level')
|
@click.option('--loglevel', '-l', default='warning', help='Logging level')
|
||||||
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
||||||
@click.option('--configdir', '-c', help='Configuration directory')
|
@click.option('--configdir', '-c', help='Configuration directory')
|
||||||
@click.pass_context
|
@click.pass_context
|
||||||
def cli(ctx, broker, loglevel, tl, configdir):
|
def cli(ctx, brokers, loglevel, tl, configdir):
|
||||||
if configdir is not None:
|
if configdir is not None:
|
||||||
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
||||||
config._override_config_dir(configdir)
|
config._override_config_dir(configdir)
|
||||||
|
|
||||||
ctx.ensure_object(dict)
|
ctx.ensure_object(dict)
|
||||||
|
|
||||||
|
if len(brokers) == 1:
|
||||||
|
brokermods = [get_brokermod(brokers[0])]
|
||||||
|
else:
|
||||||
|
brokermods = [get_brokermod(broker) for broker in brokers]
|
||||||
|
|
||||||
ctx.obj.update({
|
ctx.obj.update({
|
||||||
'broker': broker,
|
'brokers': brokers,
|
||||||
'brokermod': get_brokermod(broker),
|
'brokermods': brokermods,
|
||||||
'loglevel': loglevel,
|
'loglevel': loglevel,
|
||||||
'tractorloglevel': None,
|
'tractorloglevel': None,
|
||||||
'log': get_console_log(loglevel),
|
'log': get_console_log(loglevel),
|
||||||
|
|
|
@ -227,7 +227,8 @@ async def sample_and_broadcast(
|
||||||
# end up triggering backpressure which which will
|
# end up triggering backpressure which which will
|
||||||
# eventually block this producer end of the feed and
|
# eventually block this producer end of the feed and
|
||||||
# thus other consumers still attached.
|
# thus other consumers still attached.
|
||||||
subs = bus._subscribers[sym]
|
subs = bus._subscribers[sym.lower()]
|
||||||
|
|
||||||
for ctx in subs:
|
for ctx in subs:
|
||||||
# print(f'sub is {ctx.chan.uid}')
|
# print(f'sub is {ctx.chan.uid}')
|
||||||
try:
|
try:
|
||||||
|
|
|
@ -17,6 +17,8 @@
|
||||||
"""
|
"""
|
||||||
Data feed apis and infra.
|
Data feed apis and infra.
|
||||||
|
|
||||||
|
This module is enabled for ``brokerd`` daemons.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass, field
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
|
@ -25,7 +27,7 @@ from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
Dict, Any, Sequence,
|
Dict, Any, Sequence,
|
||||||
AsyncIterator, Optional,
|
AsyncIterator, Optional,
|
||||||
List
|
List, Awaitable, Callable,
|
||||||
)
|
)
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
@ -43,7 +45,9 @@ from ._sharedmem import (
|
||||||
attach_shm_array,
|
attach_shm_array,
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
|
from .ingest import get_ingestormod
|
||||||
from ._source import base_iohlc_dtype, Symbol
|
from ._source import base_iohlc_dtype, Symbol
|
||||||
|
from ..ui import _search
|
||||||
from ._sampling import (
|
from ._sampling import (
|
||||||
_shms,
|
_shms,
|
||||||
_incrementers,
|
_incrementers,
|
||||||
|
@ -51,7 +55,6 @@ from ._sampling import (
|
||||||
iter_ohlc_periods,
|
iter_ohlc_periods,
|
||||||
sample_and_broadcast,
|
sample_and_broadcast,
|
||||||
)
|
)
|
||||||
from .ingest import get_ingestormod
|
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
@ -145,12 +148,14 @@ async def _setup_persistent_brokerd(
|
||||||
|
|
||||||
|
|
||||||
async def allocate_persistent_feed(
|
async def allocate_persistent_feed(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
bus: _FeedsBus,
|
bus: _FeedsBus,
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
@ -172,7 +177,7 @@ async def allocate_persistent_feed(
|
||||||
)
|
)
|
||||||
|
|
||||||
# do history validation?
|
# do history validation?
|
||||||
assert opened, f'Persistent shm for {symbol} was already open?!'
|
# assert opened, f'Persistent shm for {symbol} was already open?!'
|
||||||
# if not opened:
|
# if not opened:
|
||||||
# raise RuntimeError("Persistent shm for sym was already open?!")
|
# raise RuntimeError("Persistent shm for sym was already open?!")
|
||||||
|
|
||||||
|
@ -198,10 +203,12 @@ async def allocate_persistent_feed(
|
||||||
# TODO: make this into a composed type which also
|
# TODO: make this into a composed type which also
|
||||||
# contains the backfiller cs for individual super-based
|
# contains the backfiller cs for individual super-based
|
||||||
# resspawns when needed.
|
# resspawns when needed.
|
||||||
bus.feeds[symbol] = (cs, init_msg, first_quote)
|
|
||||||
|
# XXX: the ``symbol`` here is put into our native piker format (i.e.
|
||||||
|
# lower case).
|
||||||
|
bus.feeds[symbol.lower()] = (cs, init_msg, first_quote)
|
||||||
|
|
||||||
if opened:
|
if opened:
|
||||||
|
|
||||||
# start history backfill task ``backfill_bars()`` is
|
# start history backfill task ``backfill_bars()`` is
|
||||||
# a required backend func this must block until shm is
|
# a required backend func this must block until shm is
|
||||||
# filled with first set of ohlc bars
|
# filled with first set of ohlc bars
|
||||||
|
@ -235,13 +242,14 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
@tractor.stream
|
@tractor.stream
|
||||||
async def attach_feed_bus(
|
async def attach_feed_bus(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# try:
|
|
||||||
if loglevel is None:
|
if loglevel is None:
|
||||||
loglevel = tractor.current_actor().loglevel
|
loglevel = tractor.current_actor().loglevel
|
||||||
|
|
||||||
|
@ -252,26 +260,33 @@ async def attach_feed_bus(
|
||||||
assert 'brokerd' in tractor.current_actor().name
|
assert 'brokerd' in tractor.current_actor().name
|
||||||
|
|
||||||
bus = get_feed_bus(brokername)
|
bus = get_feed_bus(brokername)
|
||||||
|
|
||||||
async with bus.task_lock:
|
|
||||||
task_cs = bus.feeds.get(symbol)
|
|
||||||
sub_only: bool = False
|
sub_only: bool = False
|
||||||
|
|
||||||
|
entry = bus.feeds.get(symbol)
|
||||||
|
|
||||||
# if no cached feed for this symbol has been created for this
|
# if no cached feed for this symbol has been created for this
|
||||||
# brokerd yet, start persistent stream and shm writer task in
|
# brokerd yet, start persistent stream and shm writer task in
|
||||||
# service nursery
|
# service nursery
|
||||||
if task_cs is None:
|
async with bus.task_lock:
|
||||||
|
if entry is None:
|
||||||
init_msg, first_quote = await bus.nursery.start(
|
init_msg, first_quote = await bus.nursery.start(
|
||||||
partial(
|
partial(
|
||||||
allocate_persistent_feed,
|
allocate_persistent_feed,
|
||||||
ctx=ctx,
|
ctx=ctx,
|
||||||
bus=bus,
|
bus=bus,
|
||||||
brokername=brokername,
|
brokername=brokername,
|
||||||
|
|
||||||
|
# here we pass through the selected symbol in native
|
||||||
|
# "format" (i.e. upper vs. lowercase depending on
|
||||||
|
# provider).
|
||||||
symbol=symbol,
|
symbol=symbol,
|
||||||
|
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
bus._subscribers.setdefault(symbol, []).append(ctx)
|
bus._subscribers.setdefault(symbol, []).append(ctx)
|
||||||
|
assert isinstance(bus.feeds[symbol], tuple)
|
||||||
|
|
||||||
else:
|
else:
|
||||||
sub_only = True
|
sub_only = True
|
||||||
|
|
||||||
|
@ -313,6 +328,8 @@ class Feed:
|
||||||
_trade_stream: Optional[AsyncIterator[Dict[str, Any]]] = None
|
_trade_stream: Optional[AsyncIterator[Dict[str, Any]]] = None
|
||||||
_max_sample_rate: int = 0
|
_max_sample_rate: int = 0
|
||||||
|
|
||||||
|
search: Callable[..., Awaitable] = None
|
||||||
|
|
||||||
# cache of symbol info messages received as first message when
|
# cache of symbol info messages received as first message when
|
||||||
# a stream startsc.
|
# a stream startsc.
|
||||||
symbols: Dict[str, Symbol] = field(default_factory=dict)
|
symbols: Dict[str, Symbol] = field(default_factory=dict)
|
||||||
|
@ -335,6 +352,7 @@ class Feed:
|
||||||
iter_ohlc_periods,
|
iter_ohlc_periods,
|
||||||
delay_s=delay_s or self._max_sample_rate,
|
delay_s=delay_s or self._max_sample_rate,
|
||||||
) as self._index_stream:
|
) as self._index_stream:
|
||||||
|
|
||||||
yield self._index_stream
|
yield self._index_stream
|
||||||
else:
|
else:
|
||||||
yield self._index_stream
|
yield self._index_stream
|
||||||
|
@ -364,6 +382,7 @@ class Feed:
|
||||||
# more then one?
|
# more then one?
|
||||||
topics=['local_trades'],
|
topics=['local_trades'],
|
||||||
) as self._trade_stream:
|
) as self._trade_stream:
|
||||||
|
|
||||||
yield self._trade_stream
|
yield self._trade_stream
|
||||||
else:
|
else:
|
||||||
yield self._trade_stream
|
yield self._trade_stream
|
||||||
|
@ -376,27 +395,78 @@ def sym_to_shm_key(
|
||||||
return f'{broker}.{symbol}'
|
return f'{broker}.{symbol}'
|
||||||
|
|
||||||
|
|
||||||
|
@asynccontextmanager
|
||||||
|
async def install_brokerd_search(
|
||||||
|
|
||||||
|
portal: tractor._portal.Portal,
|
||||||
|
brokermod: ModuleType,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
async with portal.open_context(
|
||||||
|
brokermod.open_symbol_search
|
||||||
|
) as (ctx, cache):
|
||||||
|
|
||||||
|
# shield here since we expect the search rpc to be
|
||||||
|
# cancellable by the user as they see fit.
|
||||||
|
async with ctx.open_stream() as stream:
|
||||||
|
|
||||||
|
async def search(text: str) -> Dict[str, Any]:
|
||||||
|
await stream.send(text)
|
||||||
|
return await stream.receive()
|
||||||
|
|
||||||
|
async with _search.register_symbol_search(
|
||||||
|
|
||||||
|
provider_name=brokermod.name,
|
||||||
|
search_routine=search,
|
||||||
|
|
||||||
|
# TODO: should be make this a required attr of
|
||||||
|
# a backend module?
|
||||||
|
pause_period=getattr(
|
||||||
|
brokermod, '_search_conf', {}
|
||||||
|
).get('pause_period', 0.0616),
|
||||||
|
):
|
||||||
|
yield
|
||||||
|
|
||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def open_feed(
|
async def open_feed(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symbols: Sequence[str],
|
symbols: Sequence[str],
|
||||||
loglevel: Optional[str] = None,
|
loglevel: Optional[str] = None,
|
||||||
|
|
||||||
) -> AsyncIterator[Dict[str, Any]]:
|
) -> AsyncIterator[Dict[str, Any]]:
|
||||||
"""Open a "data feed" which provides streamed real-time quotes.
|
'''
|
||||||
"""
|
Open a "data feed" which provides streamed real-time quotes.
|
||||||
|
|
||||||
|
'''
|
||||||
|
sym = symbols[0].lower()
|
||||||
|
|
||||||
|
# TODO: feed cache locking, right now this is causing
|
||||||
|
# issues when reconnecting to a long running emsd?
|
||||||
|
# global _searcher_cache
|
||||||
|
|
||||||
|
# async with _cache_lock:
|
||||||
|
# feed = _searcher_cache.get((brokername, sym))
|
||||||
|
|
||||||
|
# # if feed is not None and sym in feed.symbols:
|
||||||
|
# if feed is not None:
|
||||||
|
# yield feed
|
||||||
|
# # short circuit
|
||||||
|
# return
|
||||||
|
|
||||||
try:
|
try:
|
||||||
mod = get_brokermod(brokername)
|
mod = get_brokermod(brokername)
|
||||||
except ImportError:
|
except ImportError:
|
||||||
mod = get_ingestormod(brokername)
|
mod = get_ingestormod(brokername)
|
||||||
|
|
||||||
if loglevel is None:
|
# no feed for broker exists so maybe spawn a data brokerd
|
||||||
loglevel = tractor.current_actor().loglevel
|
|
||||||
|
|
||||||
# TODO: do all!
|
async with maybe_spawn_brokerd(
|
||||||
sym = symbols[0]
|
brokername,
|
||||||
|
loglevel=loglevel
|
||||||
# TODO: compress these to one line with py3.9+
|
) as portal:
|
||||||
async with maybe_spawn_brokerd(brokername, loglevel=loglevel) as portal:
|
|
||||||
|
|
||||||
async with portal.open_stream_from(
|
async with portal.open_stream_from(
|
||||||
|
|
||||||
|
@ -449,10 +519,4 @@ async def open_feed(
|
||||||
|
|
||||||
feed._max_sample_rate = max(ohlc_sample_rates)
|
feed._max_sample_rate = max(ohlc_sample_rates)
|
||||||
|
|
||||||
try:
|
|
||||||
yield feed
|
yield feed
|
||||||
|
|
||||||
finally:
|
|
||||||
# always cancel the far end producer task
|
|
||||||
with trio.CancelScope(shield=True):
|
|
||||||
await stream.aclose()
|
|
||||||
|
|
|
@ -19,17 +19,22 @@ High level Qt chart widgets.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
import time
|
import time
|
||||||
|
from contextlib import AsyncExitStack
|
||||||
from typing import Tuple, Dict, Any, Optional, Callable
|
from typing import Tuple, Dict, Any, Optional, Callable
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from functools import partial
|
from functools import partial
|
||||||
|
|
||||||
from PyQt5 import QtCore, QtGui
|
from PyQt5 import QtCore, QtGui
|
||||||
|
from PyQt5.QtCore import Qt
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
|
||||||
|
|
||||||
|
from .._daemon import (
|
||||||
|
maybe_spawn_brokerd,
|
||||||
|
)
|
||||||
|
from ..brokers import get_brokermod
|
||||||
from ._axes import (
|
from ._axes import (
|
||||||
DynamicDateAxis,
|
DynamicDateAxis,
|
||||||
PriceAxis,
|
PriceAxis,
|
||||||
|
@ -55,16 +60,19 @@ from ._style import (
|
||||||
_bars_from_right_in_follow_mode,
|
_bars_from_right_in_follow_mode,
|
||||||
_bars_to_left_in_follow_mode,
|
_bars_to_left_in_follow_mode,
|
||||||
)
|
)
|
||||||
|
from . import _search
|
||||||
|
from ._event import open_key_stream
|
||||||
from ..data._source import Symbol
|
from ..data._source import Symbol
|
||||||
from ..data._sharedmem import ShmArray
|
from ..data._sharedmem import ShmArray
|
||||||
|
from ..data import maybe_open_shm_array
|
||||||
from .. import brokers
|
from .. import brokers
|
||||||
from .. import data
|
from .. import data
|
||||||
from ..data import maybe_open_shm_array
|
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
from ._exec import run_qtractor, current_screen
|
from ._exec import run_qtractor, current_screen
|
||||||
from ._interaction import ChartView
|
from ._interaction import ChartView
|
||||||
from .order_mode import start_order_mode
|
from .order_mode import start_order_mode
|
||||||
from .. import fsp
|
from .. import fsp
|
||||||
|
from ..data import feed
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
@ -78,36 +86,44 @@ class ChartSpace(QtGui.QWidget):
|
||||||
def __init__(self, parent=None):
|
def __init__(self, parent=None):
|
||||||
super().__init__(parent)
|
super().__init__(parent)
|
||||||
|
|
||||||
self.v_layout = QtGui.QVBoxLayout(self)
|
self.hbox = QtGui.QHBoxLayout(self)
|
||||||
self.v_layout.setContentsMargins(0, 0, 0, 0)
|
self.hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
self.v_layout.setSpacing(0)
|
self.hbox.setSpacing(2)
|
||||||
|
|
||||||
|
self.vbox = QtGui.QVBoxLayout()
|
||||||
|
self.vbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.vbox.setSpacing(2)
|
||||||
|
|
||||||
|
self.hbox.addLayout(self.vbox)
|
||||||
|
|
||||||
self.toolbar_layout = QtGui.QHBoxLayout()
|
self.toolbar_layout = QtGui.QHBoxLayout()
|
||||||
self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
||||||
|
|
||||||
self.h_layout = QtGui.QHBoxLayout()
|
|
||||||
self.h_layout.setContentsMargins(0, 0, 0, 0)
|
|
||||||
|
|
||||||
# self.init_timeframes_ui()
|
# self.init_timeframes_ui()
|
||||||
# self.init_strategy_ui()
|
# self.init_strategy_ui()
|
||||||
self.v_layout.addLayout(self.toolbar_layout)
|
self.vbox.addLayout(self.toolbar_layout)
|
||||||
self.v_layout.addLayout(self.h_layout)
|
# self.vbox.addLayout(self.hbox)
|
||||||
|
|
||||||
self._chart_cache = {}
|
self._chart_cache = {}
|
||||||
self.symbol_label: Optional[QtGui.QLabel] = None
|
self.linkedcharts: 'LinkedSplitCharts' = None
|
||||||
|
self._root_n: Optional[trio.Nursery] = None
|
||||||
|
|
||||||
def init_search(self):
|
def set_chart_symbol(
|
||||||
self.symbol_label = label = QtGui.QLabel()
|
self,
|
||||||
label.setTextFormat(3) # markdown
|
symbol_key: str, # of form <fqsn>.<providername>
|
||||||
label.setFont(_font.font)
|
linked_charts: 'LinkedSplitCharts', # type: ignore
|
||||||
label.setMargin(0)
|
|
||||||
# title = f'sym: {self.symbol}'
|
|
||||||
# label.setText(title)
|
|
||||||
|
|
||||||
label.setAlignment(
|
) -> None:
|
||||||
QtCore.Qt.AlignVCenter
|
# re-sort org cache symbol list in LIFO order
|
||||||
| QtCore.Qt.AlignLeft
|
cache = self._chart_cache
|
||||||
)
|
cache.pop(symbol_key, None)
|
||||||
self.v_layout.addWidget(label)
|
cache[symbol_key] = linked_charts
|
||||||
|
|
||||||
|
def get_chart_symbol(
|
||||||
|
self,
|
||||||
|
symbol_key: str,
|
||||||
|
) -> 'LinkedSplitCharts': # type: ignore
|
||||||
|
return self._chart_cache.get(symbol_key)
|
||||||
|
|
||||||
def init_timeframes_ui(self):
|
def init_timeframes_ui(self):
|
||||||
self.tf_layout = QtGui.QHBoxLayout()
|
self.tf_layout = QtGui.QHBoxLayout()
|
||||||
|
@ -130,42 +146,73 @@ class ChartSpace(QtGui.QWidget):
|
||||||
# def init_strategy_ui(self):
|
# def init_strategy_ui(self):
|
||||||
# self.strategy_box = StrategyBoxWidget(self)
|
# self.strategy_box = StrategyBoxWidget(self)
|
||||||
# self.toolbar_layout.addWidget(self.strategy_box)
|
# self.toolbar_layout.addWidget(self.strategy_box)
|
||||||
|
|
||||||
def load_symbol(
|
def load_symbol(
|
||||||
self,
|
self,
|
||||||
brokername: str,
|
providername: str,
|
||||||
symbol_key: str,
|
symbol_key: str,
|
||||||
data: np.ndarray,
|
loglevel: str,
|
||||||
ohlc: bool = True,
|
ohlc: bool = True,
|
||||||
|
reset: bool = False,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Load a new contract into the charting app.
|
"""Load a new contract into the charting app.
|
||||||
|
|
||||||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||||
"""
|
|
||||||
# TODO: symbol search
|
|
||||||
# # of course this doesn't work :eyeroll:
|
|
||||||
# h = _font.boundingRect('Ag').height()
|
|
||||||
# print(f'HEIGHT {h}')
|
|
||||||
# self.symbol_label.setFixedHeight(h + 4)
|
|
||||||
# self.v_layout.update()
|
|
||||||
# self.symbol_label.setText(f'/`{symbol}`')
|
|
||||||
|
|
||||||
linkedcharts = self._chart_cache.setdefault(
|
"""
|
||||||
|
# our symbol key style is always lower case
|
||||||
|
symbol_key = symbol_key.lower()
|
||||||
|
|
||||||
|
# fully qualified symbol name (SNS i guess is what we're making?)
|
||||||
|
fqsn = '.'.join([symbol_key, providername])
|
||||||
|
|
||||||
|
linkedcharts = self.get_chart_symbol(fqsn)
|
||||||
|
|
||||||
|
if not self.vbox.isEmpty():
|
||||||
|
# XXX: this is CRITICAL especially with pixel buffer caching
|
||||||
|
self.linkedcharts.hide()
|
||||||
|
|
||||||
|
# XXX: pretty sure we don't need this
|
||||||
|
# remove any existing plots?
|
||||||
|
# XXX: ahh we might want to support cache unloading..
|
||||||
|
self.vbox.removeWidget(self.linkedcharts)
|
||||||
|
|
||||||
|
# switching to a new viewable chart
|
||||||
|
if linkedcharts is None or reset:
|
||||||
|
|
||||||
|
# we must load a fresh linked charts set
|
||||||
|
linkedcharts = LinkedSplitCharts(self)
|
||||||
|
|
||||||
|
# spawn new task to start up and update new sub-chart instances
|
||||||
|
self._root_n.start_soon(
|
||||||
|
chart_symbol,
|
||||||
|
self,
|
||||||
|
providername,
|
||||||
symbol_key,
|
symbol_key,
|
||||||
LinkedSplitCharts(self)
|
loglevel,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
self.set_chart_symbol(fqsn, linkedcharts)
|
||||||
|
|
||||||
|
self.vbox.addWidget(linkedcharts)
|
||||||
|
|
||||||
|
# chart is already in memory so just focus it
|
||||||
|
if self.linkedcharts:
|
||||||
|
self.linkedcharts.unfocus()
|
||||||
|
|
||||||
|
# self.vbox.addWidget(linkedcharts)
|
||||||
|
linkedcharts.show()
|
||||||
|
linkedcharts.focus()
|
||||||
self.linkedcharts = linkedcharts
|
self.linkedcharts = linkedcharts
|
||||||
|
|
||||||
# remove any existing plots
|
symbol = linkedcharts.symbol
|
||||||
if not self.v_layout.isEmpty():
|
|
||||||
self.v_layout.removeWidget(linkedcharts)
|
|
||||||
|
|
||||||
self.v_layout.addWidget(linkedcharts)
|
if symbol is not None:
|
||||||
|
self.window.setWindowTitle(
|
||||||
return linkedcharts
|
f'{symbol.key}@{symbol.brokers} '
|
||||||
|
f'tick:{symbol.tick_size}'
|
||||||
# TODO: add signalling painter system
|
)
|
||||||
# def add_signals(self):
|
|
||||||
# self.chart.add_signals()
|
|
||||||
|
|
||||||
|
|
||||||
class LinkedSplitCharts(QtGui.QWidget):
|
class LinkedSplitCharts(QtGui.QWidget):
|
||||||
|
@ -184,8 +231,10 @@ class LinkedSplitCharts(QtGui.QWidget):
|
||||||
zoomIsDisabled = QtCore.pyqtSignal(bool)
|
zoomIsDisabled = QtCore.pyqtSignal(bool)
|
||||||
|
|
||||||
def __init__(
|
def __init__(
|
||||||
|
|
||||||
self,
|
self,
|
||||||
chart_space: ChartSpace,
|
chart_space: ChartSpace,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
super().__init__()
|
super().__init__()
|
||||||
self.signals_visible: bool = False
|
self.signals_visible: bool = False
|
||||||
|
@ -194,6 +243,8 @@ class LinkedSplitCharts(QtGui.QWidget):
|
||||||
self.subplots: Dict[Tuple[str, ...], ChartPlotWidget] = {}
|
self.subplots: Dict[Tuple[str, ...], ChartPlotWidget] = {}
|
||||||
self.chart_space = chart_space
|
self.chart_space = chart_space
|
||||||
|
|
||||||
|
self.chart_space = chart_space
|
||||||
|
|
||||||
self.xaxis = DynamicDateAxis(
|
self.xaxis = DynamicDateAxis(
|
||||||
orientation='bottom',
|
orientation='bottom',
|
||||||
linked_charts=self
|
linked_charts=self
|
||||||
|
@ -232,6 +283,14 @@ class LinkedSplitCharts(QtGui.QWidget):
|
||||||
sizes.extend([min_h_ind] * len(self.subplots))
|
sizes.extend([min_h_ind] * len(self.subplots))
|
||||||
self.splitter.setSizes(sizes) # , int(self.height()*0.2)
|
self.splitter.setSizes(sizes) # , int(self.height()*0.2)
|
||||||
|
|
||||||
|
def focus(self) -> None:
|
||||||
|
if self.chart is not None:
|
||||||
|
self.chart.focus()
|
||||||
|
|
||||||
|
def unfocus(self) -> None:
|
||||||
|
if self.chart is not None:
|
||||||
|
self.chart.clearFocus()
|
||||||
|
|
||||||
def plot_ohlc_main(
|
def plot_ohlc_main(
|
||||||
self,
|
self,
|
||||||
symbol: Symbol,
|
symbol: Symbol,
|
||||||
|
@ -250,7 +309,7 @@ class LinkedSplitCharts(QtGui.QWidget):
|
||||||
self.chart = self.add_plot(
|
self.chart = self.add_plot(
|
||||||
name=symbol.key,
|
name=symbol.key,
|
||||||
array=array,
|
array=array,
|
||||||
xaxis=self.xaxis,
|
# xaxis=self.xaxis,
|
||||||
style=style,
|
style=style,
|
||||||
_is_main=True,
|
_is_main=True,
|
||||||
)
|
)
|
||||||
|
@ -447,6 +506,10 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# for when the splitter(s) are resized
|
# for when the splitter(s) are resized
|
||||||
self._vb.sigResized.connect(self._set_yrange)
|
self._vb.sigResized.connect(self._set_yrange)
|
||||||
|
|
||||||
|
def focus(self) -> None:
|
||||||
|
# self.setFocus()
|
||||||
|
self._vb.setFocus()
|
||||||
|
|
||||||
def last_bar_in_view(self) -> int:
|
def last_bar_in_view(self) -> int:
|
||||||
self._ohlc[-1]['index']
|
self._ohlc[-1]['index']
|
||||||
|
|
||||||
|
@ -1127,6 +1190,9 @@ async def spawn_fsps(
|
||||||
Pass target entrypoint and historical data.
|
Pass target entrypoint and historical data.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
|
||||||
|
linked_charts.focus()
|
||||||
|
|
||||||
# spawns sub-processes which execute cpu bound FSP code
|
# spawns sub-processes which execute cpu bound FSP code
|
||||||
async with tractor.open_nursery(loglevel=loglevel) as n:
|
async with tractor.open_nursery(loglevel=loglevel) as n:
|
||||||
|
|
||||||
|
@ -1159,7 +1225,7 @@ async def spawn_fsps(
|
||||||
|
|
||||||
# XXX: fsp may have been opened by a duplicate chart. Error for
|
# XXX: fsp may have been opened by a duplicate chart. Error for
|
||||||
# now until we figure out how to wrap fsps as "feeds".
|
# now until we figure out how to wrap fsps as "feeds".
|
||||||
assert opened, f"A chart for {key} likely already exists?"
|
# assert opened, f"A chart for {key} likely already exists?"
|
||||||
|
|
||||||
conf['shm'] = shm
|
conf['shm'] = shm
|
||||||
|
|
||||||
|
@ -1219,9 +1285,6 @@ async def run_fsp(
|
||||||
# data-array as first msg
|
# data-array as first msg
|
||||||
_ = await stream.receive()
|
_ = await stream.receive()
|
||||||
|
|
||||||
conf['stream'] = stream
|
|
||||||
conf['portal'] = portal
|
|
||||||
|
|
||||||
shm = conf['shm']
|
shm = conf['shm']
|
||||||
|
|
||||||
if conf.get('overlay'):
|
if conf.get('overlay'):
|
||||||
|
@ -1253,16 +1316,27 @@ async def run_fsp(
|
||||||
# fsp_func_name
|
# fsp_func_name
|
||||||
)
|
)
|
||||||
|
|
||||||
# read last value
|
# XXX: ONLY for sub-chart fsps, overlays have their
|
||||||
|
# data looked up from the chart's internal array set.
|
||||||
|
# TODO: we must get a data view api going STAT!!
|
||||||
|
chart._shm = shm
|
||||||
|
|
||||||
|
# should **not** be the same sub-chart widget
|
||||||
|
assert chart.name != linked_charts.chart.name
|
||||||
|
|
||||||
|
# sticky only on sub-charts atm
|
||||||
|
last_val_sticky = chart._ysticks[chart.name]
|
||||||
|
|
||||||
|
# read from last calculated value
|
||||||
array = shm.array
|
array = shm.array
|
||||||
value = array[fsp_func_name][-1]
|
value = array[fsp_func_name][-1]
|
||||||
|
|
||||||
last_val_sticky = chart._ysticks[chart.name]
|
|
||||||
last_val_sticky.update_from_data(-1, value)
|
last_val_sticky.update_from_data(-1, value)
|
||||||
|
|
||||||
chart.update_curve_from_array(fsp_func_name, array)
|
chart._lc.focus()
|
||||||
|
|
||||||
chart._shm = shm
|
# works also for overlays in which case data is looked up from
|
||||||
|
# internal chart array set....
|
||||||
|
chart.update_curve_from_array(fsp_func_name, shm.array)
|
||||||
|
|
||||||
# TODO: figure out if we can roll our own `FillToThreshold` to
|
# TODO: figure out if we can roll our own `FillToThreshold` to
|
||||||
# get brush filled polygons for OS/OB conditions.
|
# get brush filled polygons for OS/OB conditions.
|
||||||
|
@ -1284,8 +1358,6 @@ async def run_fsp(
|
||||||
|
|
||||||
chart._set_yrange()
|
chart._set_yrange()
|
||||||
|
|
||||||
stream = conf['stream']
|
|
||||||
|
|
||||||
last = time.time()
|
last = time.time()
|
||||||
|
|
||||||
# update chart graphics
|
# update chart graphics
|
||||||
|
@ -1306,7 +1378,6 @@ async def run_fsp(
|
||||||
# re-compute steps.
|
# re-compute steps.
|
||||||
read_tries = 2
|
read_tries = 2
|
||||||
while read_tries > 0:
|
while read_tries > 0:
|
||||||
|
|
||||||
try:
|
try:
|
||||||
# read last
|
# read last
|
||||||
array = shm.array
|
array = shm.array
|
||||||
|
@ -1387,7 +1458,6 @@ async def chart_symbol(
|
||||||
brokername: str,
|
brokername: str,
|
||||||
sym: str,
|
sym: str,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
task_status: TaskStatus[Symbol] = trio.TASK_STATUS_IGNORED,
|
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Spawn a real-time chart widget for this symbol and app session.
|
"""Spawn a real-time chart widget for this symbol and app session.
|
||||||
|
|
||||||
|
@ -1408,19 +1478,15 @@ async def chart_symbol(
|
||||||
bars = ohlcv.array
|
bars = ohlcv.array
|
||||||
symbol = feed.symbols[sym]
|
symbol = feed.symbols[sym]
|
||||||
|
|
||||||
task_status.started(symbol)
|
|
||||||
|
|
||||||
# load in symbol's ohlc data
|
# load in symbol's ohlc data
|
||||||
chart_app.window.setWindowTitle(
|
chart_app.window.setWindowTitle(
|
||||||
f'{symbol.key}@{symbol.brokers} '
|
f'{symbol.key}@{symbol.brokers} '
|
||||||
f'tick:{symbol.tick_size}'
|
f'tick:{symbol.tick_size}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# await tractor.breakpoint()
|
|
||||||
linked_charts = chart_app.linkedcharts
|
linked_charts = chart_app.linkedcharts
|
||||||
linked_charts._symbol = symbol
|
linked_charts._symbol = symbol
|
||||||
chart = linked_charts.plot_ohlc_main(symbol, bars)
|
chart = linked_charts.plot_ohlc_main(symbol, bars)
|
||||||
|
|
||||||
chart.setFocus()
|
chart.setFocus()
|
||||||
|
|
||||||
# plot historical vwap if available
|
# plot historical vwap if available
|
||||||
|
@ -1495,9 +1561,8 @@ async def chart_symbol(
|
||||||
)
|
)
|
||||||
|
|
||||||
# wait for a first quote before we start any update tasks
|
# wait for a first quote before we start any update tasks
|
||||||
quote = await feed.receive()
|
# quote = await feed.receive()
|
||||||
|
# log.info(f'Received first quote {quote}')
|
||||||
log.info(f'Received first quote {quote}')
|
|
||||||
|
|
||||||
n.start_soon(
|
n.start_soon(
|
||||||
check_for_new_bars,
|
check_for_new_bars,
|
||||||
|
@ -1518,12 +1583,48 @@ async def chart_symbol(
|
||||||
await start_order_mode(chart, symbol, brokername)
|
await start_order_mode(chart, symbol, brokername)
|
||||||
|
|
||||||
|
|
||||||
|
async def load_providers(
|
||||||
|
brokernames: list[str],
|
||||||
|
loglevel: str,
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
# TODO: seems like our incentive for brokerd caching lelel
|
||||||
|
backends = {}
|
||||||
|
|
||||||
|
async with AsyncExitStack() as stack:
|
||||||
|
# TODO: spawn these async in nursery.
|
||||||
|
# load all requested brokerd's at startup and load their
|
||||||
|
# search engines.
|
||||||
|
for broker in brokernames:
|
||||||
|
|
||||||
|
log.info(f'Loading brokerd for {broker}')
|
||||||
|
# spin up broker daemons for each provider
|
||||||
|
portal = await stack.enter_async_context(
|
||||||
|
maybe_spawn_brokerd(
|
||||||
|
broker,
|
||||||
|
loglevel=loglevel
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
backends[broker] = portal
|
||||||
|
|
||||||
|
await stack.enter_async_context(
|
||||||
|
feed.install_brokerd_search(
|
||||||
|
portal,
|
||||||
|
get_brokermod(broker),
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
# keep search engines up until cancelled
|
||||||
|
await trio.sleep_forever()
|
||||||
|
|
||||||
|
|
||||||
async def _async_main(
|
async def _async_main(
|
||||||
# implicit required argument provided by ``qtractor_run()``
|
# implicit required argument provided by ``qtractor_run()``
|
||||||
widgets: Dict[str, Any],
|
widgets: Dict[str, Any],
|
||||||
|
|
||||||
symbol_key: str,
|
sym: str,
|
||||||
brokername: str,
|
brokernames: str,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
@ -1556,19 +1657,50 @@ async def _async_main(
|
||||||
# that run cached in the bg
|
# that run cached in the bg
|
||||||
chart_app._root_n = root_n
|
chart_app._root_n = root_n
|
||||||
|
|
||||||
chart_app.load_symbol(brokername, symbol_key, loglevel)
|
# setup search widget
|
||||||
|
search = _search.SearchWidget(chart_space=chart_app)
|
||||||
|
|
||||||
symbol = await root_n.start(
|
# the main chart's view is given focus at startup
|
||||||
chart_symbol,
|
search.bar.unfocus()
|
||||||
chart_app,
|
|
||||||
brokername,
|
# add search singleton to global chart-space widget
|
||||||
symbol_key,
|
chart_app.hbox.addWidget(
|
||||||
loglevel,
|
search,
|
||||||
|
|
||||||
|
# alights to top and uses minmial space based on
|
||||||
|
# search bar size hint (i think?)
|
||||||
|
alignment=Qt.AlignTop
|
||||||
)
|
)
|
||||||
|
chart_app.search = search
|
||||||
|
|
||||||
chart_app.window.setWindowTitle(
|
symbol, _, provider = sym.rpartition('.')
|
||||||
f'{symbol.key}@{symbol.brokers} '
|
|
||||||
f'tick:{symbol.tick_size}'
|
# this internally starts a ``chart_symbol()`` task above
|
||||||
|
chart_app.load_symbol(provider, symbol, loglevel)
|
||||||
|
|
||||||
|
root_n.start_soon(load_providers, brokernames, loglevel)
|
||||||
|
|
||||||
|
# spin up a search engine for the local cached symbol set
|
||||||
|
async with _search.register_symbol_search(
|
||||||
|
|
||||||
|
provider_name='cache',
|
||||||
|
search_routine=partial(
|
||||||
|
_search.search_simple_dict,
|
||||||
|
source=chart_app._chart_cache,
|
||||||
|
),
|
||||||
|
|
||||||
|
):
|
||||||
|
# start handling search bar kb inputs
|
||||||
|
async with open_key_stream(
|
||||||
|
search.bar,
|
||||||
|
) as key_stream:
|
||||||
|
|
||||||
|
# start kb handling task for searcher
|
||||||
|
root_n.start_soon(
|
||||||
|
_search.handle_keyboard_input,
|
||||||
|
# chart_app,
|
||||||
|
search,
|
||||||
|
key_stream,
|
||||||
)
|
)
|
||||||
|
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
|
@ -1576,7 +1708,7 @@ async def _async_main(
|
||||||
|
|
||||||
def _main(
|
def _main(
|
||||||
sym: str,
|
sym: str,
|
||||||
brokername: str,
|
brokernames: [str],
|
||||||
piker_loglevel: str,
|
piker_loglevel: str,
|
||||||
tractor_kwargs,
|
tractor_kwargs,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
@ -1586,7 +1718,7 @@ def _main(
|
||||||
# Qt entry point
|
# Qt entry point
|
||||||
run_qtractor(
|
run_qtractor(
|
||||||
func=_async_main,
|
func=_async_main,
|
||||||
args=(sym, brokername, piker_loglevel),
|
args=(sym, brokernames, piker_loglevel),
|
||||||
main_widget=ChartSpace,
|
main_widget=ChartSpace,
|
||||||
tractor_kwargs=tractor_kwargs,
|
tractor_kwargs=tractor_kwargs,
|
||||||
)
|
)
|
||||||
|
|
|
@ -0,0 +1,91 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
"""
|
||||||
|
Qt event proxying and processing using ``trio`` mem chans.
|
||||||
|
|
||||||
|
"""
|
||||||
|
from contextlib import asynccontextmanager
|
||||||
|
|
||||||
|
from PyQt5 import QtCore, QtGui
|
||||||
|
from PyQt5.QtCore import QEvent
|
||||||
|
import trio
|
||||||
|
|
||||||
|
|
||||||
|
class EventCloner(QtCore.QObject):
|
||||||
|
"""Clone and forward keyboard events over a trio memory channel
|
||||||
|
for later async processing.
|
||||||
|
|
||||||
|
"""
|
||||||
|
_event_types: set[QEvent] = set()
|
||||||
|
_send_chan: trio.abc.SendChannel = None
|
||||||
|
|
||||||
|
def eventFilter(
|
||||||
|
self,
|
||||||
|
source: QtGui.QWidget,
|
||||||
|
ev: QEvent,
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
if ev.type() in self._event_types:
|
||||||
|
|
||||||
|
# TODO: what's the right way to allow this?
|
||||||
|
# if ev.isAutoRepeat():
|
||||||
|
# ev.ignore()
|
||||||
|
|
||||||
|
# XXX: we unpack here because apparently doing it
|
||||||
|
# after pop from the mem chan isn't showing the same
|
||||||
|
# event object? no clue wtf is going on there, likely
|
||||||
|
# something to do with Qt internals and calling the
|
||||||
|
# parent handler?
|
||||||
|
|
||||||
|
key = ev.key()
|
||||||
|
mods = ev.modifiers()
|
||||||
|
txt = ev.text()
|
||||||
|
|
||||||
|
# run async processing
|
||||||
|
self._send_chan.send_nowait((ev, key, mods, txt))
|
||||||
|
|
||||||
|
# never intercept the event
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
|
@asynccontextmanager
|
||||||
|
async def open_key_stream(
|
||||||
|
|
||||||
|
source_widget: QtGui.QWidget,
|
||||||
|
event_types: set[QEvent] = {QEvent.KeyPress},
|
||||||
|
|
||||||
|
# TODO: should we offer some kinda option for toggling releases?
|
||||||
|
# would it require a channel per event type?
|
||||||
|
# QEvent.KeyRelease,
|
||||||
|
|
||||||
|
) -> trio.abc.ReceiveChannel:
|
||||||
|
|
||||||
|
# 1 to force eager sending
|
||||||
|
send, recv = trio.open_memory_channel(16)
|
||||||
|
|
||||||
|
kc = EventCloner()
|
||||||
|
kc._send_chan = send
|
||||||
|
kc._event_types = event_types
|
||||||
|
|
||||||
|
source_widget.installEventFilter(kc)
|
||||||
|
|
||||||
|
try:
|
||||||
|
yield recv
|
||||||
|
|
||||||
|
finally:
|
||||||
|
await send.aclose()
|
||||||
|
source_widget.removeEventFilter(kc)
|
|
@ -38,6 +38,7 @@ from PyQt5.QtCore import (
|
||||||
QCoreApplication,
|
QCoreApplication,
|
||||||
)
|
)
|
||||||
import qdarkstyle
|
import qdarkstyle
|
||||||
|
# import qdarkgraystyle
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
from outcome import Error
|
from outcome import Error
|
||||||
|
@ -144,6 +145,9 @@ def run_qtractor(
|
||||||
# currently seem tricky..
|
# currently seem tricky..
|
||||||
app.setQuitOnLastWindowClosed(False)
|
app.setQuitOnLastWindowClosed(False)
|
||||||
|
|
||||||
|
# XXX: lmfao, this is how you disable text edit cursor blinking..smh
|
||||||
|
app.setCursorFlashTime(0)
|
||||||
|
|
||||||
# set global app singleton
|
# set global app singleton
|
||||||
global _qt_app
|
global _qt_app
|
||||||
_qt_app = app
|
_qt_app = app
|
||||||
|
|
|
@ -435,7 +435,12 @@ class Cursor(pg.GraphicsObject):
|
||||||
self,
|
self,
|
||||||
y_label_level: float = None,
|
y_label_level: float = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
g = self.graphics[self.active_plot]
|
|
||||||
|
plot = self.active_plot
|
||||||
|
if not plot:
|
||||||
|
return
|
||||||
|
|
||||||
|
g = self.graphics[plot]
|
||||||
# show horiz line and y-label
|
# show horiz line and y-label
|
||||||
g['hl'].show()
|
g['hl'].show()
|
||||||
g['vl'].show()
|
g['vl'].show()
|
||||||
|
|
|
@ -188,7 +188,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
|
||||||
|
|
||||||
self._abs_top_right = label_anchor
|
self._abs_top_right = label_anchor
|
||||||
self._label_proxy.setPos(self.vb.mapFromView(label_anchor))
|
self._label_proxy.setPos(self.vb.mapFromView(label_anchor))
|
||||||
self._label.show()
|
# self._label.show()
|
||||||
|
|
||||||
def clear(self):
|
def clear(self):
|
||||||
"""Clear the selection box from view.
|
"""Clear the selection box from view.
|
||||||
|
@ -486,6 +486,8 @@ class ChartView(ViewBox):
|
||||||
self._key_buffer = []
|
self._key_buffer = []
|
||||||
self._key_active: bool = False
|
self._key_active: bool = False
|
||||||
|
|
||||||
|
self.setFocusPolicy(QtCore.Qt.StrongFocus)
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def chart(self) -> 'ChartPlotWidget': # type: ignore # noqa
|
def chart(self) -> 'ChartPlotWidget': # type: ignore # noqa
|
||||||
return self._chart
|
return self._chart
|
||||||
|
@ -692,7 +694,7 @@ class ChartView(ViewBox):
|
||||||
ev.accept()
|
ev.accept()
|
||||||
self.mode.submit_exec()
|
self.mode.submit_exec()
|
||||||
|
|
||||||
def keyReleaseEvent(self, ev):
|
def keyReleaseEvent(self, ev: QtCore.QEvent):
|
||||||
"""
|
"""
|
||||||
Key release to normally to trigger release of input mode
|
Key release to normally to trigger release of input mode
|
||||||
|
|
||||||
|
@ -711,6 +713,10 @@ class ChartView(ViewBox):
|
||||||
# if self.state['mouseMode'] == ViewBox.RectMode:
|
# if self.state['mouseMode'] == ViewBox.RectMode:
|
||||||
self.setMouseMode(ViewBox.PanMode)
|
self.setMouseMode(ViewBox.PanMode)
|
||||||
|
|
||||||
|
# ctlalt = False
|
||||||
|
# if (QtCore.Qt.AltModifier | QtCore.Qt.ControlModifier) == mods:
|
||||||
|
# ctlalt = True
|
||||||
|
|
||||||
# if self.state['mouseMode'] == ViewBox.RectMode:
|
# if self.state['mouseMode'] == ViewBox.RectMode:
|
||||||
# if key == QtCore.Qt.Key_Space:
|
# if key == QtCore.Qt.Key_Space:
|
||||||
if mods == QtCore.Qt.ControlModifier or key == QtCore.Qt.Key_Control:
|
if mods == QtCore.Qt.ControlModifier or key == QtCore.Qt.Key_Control:
|
||||||
|
@ -722,7 +728,7 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
self._key_active = False
|
self._key_active = False
|
||||||
|
|
||||||
def keyPressEvent(self, ev):
|
def keyPressEvent(self, ev: QtCore.QEvent) -> None:
|
||||||
"""
|
"""
|
||||||
This routine should capture key presses in the current view box.
|
This routine should capture key presses in the current view box.
|
||||||
|
|
||||||
|
@ -747,15 +753,22 @@ class ChartView(ViewBox):
|
||||||
ctrl = False
|
ctrl = False
|
||||||
if mods == QtCore.Qt.ControlModifier:
|
if mods == QtCore.Qt.ControlModifier:
|
||||||
ctrl = True
|
ctrl = True
|
||||||
|
|
||||||
if mods == QtCore.Qt.ControlModifier:
|
|
||||||
self.mode._exec_mode = 'live'
|
self.mode._exec_mode = 'live'
|
||||||
|
|
||||||
self._key_active = True
|
self._key_active = True
|
||||||
|
|
||||||
# alt
|
# ctrl + alt
|
||||||
if mods == QtCore.Qt.AltModifier:
|
# ctlalt = False
|
||||||
pass
|
# if (QtCore.Qt.AltModifier | QtCore.Qt.ControlModifier) == mods:
|
||||||
|
# ctlalt = True
|
||||||
|
|
||||||
|
# ctlr-<space>/<l> for "lookup", "search" -> open search tree
|
||||||
|
if ctrl and key in {
|
||||||
|
QtCore.Qt.Key_L,
|
||||||
|
QtCore.Qt.Key_Space,
|
||||||
|
}:
|
||||||
|
search = self._chart._lc.chart_space.search
|
||||||
|
search.focus()
|
||||||
|
|
||||||
# esc
|
# esc
|
||||||
if key == QtCore.Qt.Key_Escape or (ctrl and key == QtCore.Qt.Key_C):
|
if key == QtCore.Qt.Key_Escape or (ctrl and key == QtCore.Qt.Key_C):
|
||||||
|
@ -802,5 +815,6 @@ class ChartView(ViewBox):
|
||||||
# elif ev.key() == QtCore.Qt.Key_Backspace:
|
# elif ev.key() == QtCore.Qt.Key_Backspace:
|
||||||
# self.scaleHistory(len(self.axHistory))
|
# self.scaleHistory(len(self.axHistory))
|
||||||
else:
|
else:
|
||||||
|
# maybe propagate to parent widget
|
||||||
ev.ignore()
|
ev.ignore()
|
||||||
self._key_active = False
|
self._key_active = False
|
||||||
|
|
|
@ -0,0 +1,963 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
"""
|
||||||
|
qompleterz: embeddable search and complete using trio, Qt and fuzzywuzzy.
|
||||||
|
|
||||||
|
"""
|
||||||
|
|
||||||
|
# link set for hackzin on this stuff:
|
||||||
|
# https://doc.qt.io/qt-5/qheaderview.html#moving-header-sections
|
||||||
|
# https://doc.qt.io/qt-5/model-view-programming.html
|
||||||
|
# https://doc.qt.io/qt-5/modelview.html
|
||||||
|
# https://doc.qt.io/qt-5/qtreeview.html#selectedIndexes
|
||||||
|
# https://doc.qt.io/qt-5/qmodelindex.html#siblingAtColumn
|
||||||
|
# https://doc.qt.io/qt-5/qitemselectionmodel.html#currentIndex
|
||||||
|
# https://www.programcreek.com/python/example/108109/PyQt5.QtWidgets.QTreeView
|
||||||
|
# https://doc.qt.io/qt-5/qsyntaxhighlighter.html
|
||||||
|
# https://github.com/qutebrowser/qutebrowser/blob/master/qutebrowser/completion/completiondelegate.py#L243
|
||||||
|
# https://forum.qt.io/topic/61343/highlight-matched-substrings-in-qstyleditemdelegate
|
||||||
|
|
||||||
|
from collections import defaultdict
|
||||||
|
from contextlib import asynccontextmanager
|
||||||
|
from functools import partial
|
||||||
|
from typing import (
|
||||||
|
List, Optional, Callable,
|
||||||
|
Awaitable, Sequence, Dict,
|
||||||
|
Any, AsyncIterator, Tuple,
|
||||||
|
)
|
||||||
|
import time
|
||||||
|
# from pprint import pformat
|
||||||
|
|
||||||
|
from fuzzywuzzy import process as fuzzy
|
||||||
|
import trio
|
||||||
|
from trio_typing import TaskStatus
|
||||||
|
from PyQt5 import QtCore, QtGui
|
||||||
|
from PyQt5 import QtWidgets
|
||||||
|
from PyQt5.QtCore import (
|
||||||
|
Qt,
|
||||||
|
# QSize,
|
||||||
|
QModelIndex,
|
||||||
|
QItemSelectionModel,
|
||||||
|
)
|
||||||
|
from PyQt5.QtGui import (
|
||||||
|
# QLayout,
|
||||||
|
QStandardItem,
|
||||||
|
QStandardItemModel,
|
||||||
|
)
|
||||||
|
from PyQt5.QtWidgets import (
|
||||||
|
QWidget,
|
||||||
|
QTreeView,
|
||||||
|
# QListWidgetItem,
|
||||||
|
# QAbstractScrollArea,
|
||||||
|
QStyledItemDelegate,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
from ..log import get_logger
|
||||||
|
from ._style import (
|
||||||
|
_font,
|
||||||
|
DpiAwareFont,
|
||||||
|
# hcolor,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
class SimpleDelegate(QStyledItemDelegate):
|
||||||
|
"""
|
||||||
|
Super simple view delegate to render text in the same
|
||||||
|
font size as the search widget.
|
||||||
|
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
parent=None,
|
||||||
|
font: DpiAwareFont = _font,
|
||||||
|
) -> None:
|
||||||
|
super().__init__(parent)
|
||||||
|
self.dpi_font = font
|
||||||
|
|
||||||
|
|
||||||
|
class CompleterView(QTreeView):
|
||||||
|
|
||||||
|
# XXX: relevant docs links:
|
||||||
|
# - simple widget version of this:
|
||||||
|
# https://doc.qt.io/qt-5/qtreewidget.html#details
|
||||||
|
# - MVC high level instructional:
|
||||||
|
# https://doc.qt.io/qt-5/model-view-programming.html
|
||||||
|
# - MV tut:
|
||||||
|
# https://doc.qt.io/qt-5/modelview.html
|
||||||
|
# - custome header view (for doing stuff like we have in kivy?):
|
||||||
|
# https://doc.qt.io/qt-5/qheaderview.html#moving-header-sections
|
||||||
|
|
||||||
|
# TODO: selection model stuff for eventual aggregate feeds
|
||||||
|
# charting and mgmt;
|
||||||
|
# https://doc.qt.io/qt-5/qabstractitemview.html#setSelectionModel
|
||||||
|
# https://doc.qt.io/qt-5/qitemselectionmodel.html
|
||||||
|
# https://doc.qt.io/qt-5/modelview.html#3-2-working-with-selections
|
||||||
|
# https://doc.qt.io/qt-5/model-view-programming.html#handling-selections-of-items
|
||||||
|
|
||||||
|
# TODO: mouse extended handling:
|
||||||
|
# https://doc.qt.io/qt-5/qabstractitemview.html#entered
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
parent=None,
|
||||||
|
labels: List[str] = [],
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
super().__init__(parent)
|
||||||
|
|
||||||
|
model = QStandardItemModel(self)
|
||||||
|
self.labels = labels
|
||||||
|
|
||||||
|
# a std "tabular" config
|
||||||
|
self.setItemDelegate(SimpleDelegate())
|
||||||
|
self.setModel(model)
|
||||||
|
self.setAlternatingRowColors(True)
|
||||||
|
# TODO: size this based on DPI font
|
||||||
|
self.setIndentation(20)
|
||||||
|
|
||||||
|
self.pressed.connect(self.on_pressed)
|
||||||
|
|
||||||
|
# self.setUniformRowHeights(True)
|
||||||
|
# self.setColumnWidth(0, 3)
|
||||||
|
# self.setVerticalBarPolicy(Qt.ScrollBarAlwaysOff)
|
||||||
|
# self.setSizeAdjustPolicy(QAbstractScrollArea.AdjustIgnored)
|
||||||
|
|
||||||
|
# ux settings
|
||||||
|
self.setItemsExpandable(True)
|
||||||
|
self.setExpandsOnDoubleClick(False)
|
||||||
|
self.setAnimated(False)
|
||||||
|
self.setHorizontalScrollBarPolicy(Qt.ScrollBarAlwaysOff)
|
||||||
|
|
||||||
|
# column headers
|
||||||
|
model.setHorizontalHeaderLabels(labels)
|
||||||
|
|
||||||
|
self._font_size: int = 0 # pixels
|
||||||
|
|
||||||
|
def on_pressed(self, idx: QModelIndex) -> None:
|
||||||
|
|
||||||
|
search = self.parent()
|
||||||
|
search.chart_current_item(clear_to_cache=False)
|
||||||
|
search.focus()
|
||||||
|
|
||||||
|
def set_font_size(self, size: int = 18):
|
||||||
|
# dpi_px_size = _font.px_size
|
||||||
|
# print(size)
|
||||||
|
if size < 0:
|
||||||
|
size = 16
|
||||||
|
|
||||||
|
self._font_size = size
|
||||||
|
|
||||||
|
self.setStyleSheet(f"font: {size}px")
|
||||||
|
|
||||||
|
def resize(self):
|
||||||
|
model = self.model()
|
||||||
|
cols = model.columnCount()
|
||||||
|
|
||||||
|
for i in range(cols):
|
||||||
|
self.resizeColumnToContents(i)
|
||||||
|
|
||||||
|
# inclusive of search bar and header "rows" in pixel terms
|
||||||
|
rows = 100
|
||||||
|
# max_rows = 8 # 6 + search and headers
|
||||||
|
row_px = self.rowHeight(self.currentIndex())
|
||||||
|
# print(f'font_h: {font_h}\n px_height: {px_height}')
|
||||||
|
|
||||||
|
# TODO: probably make this more general / less hacky
|
||||||
|
self.setMinimumSize(self.width(), rows * row_px)
|
||||||
|
self.setMaximumSize(self.width() + 10, rows * row_px)
|
||||||
|
self.setFixedWidth(333)
|
||||||
|
|
||||||
|
def is_selecting_d1(self) -> bool:
|
||||||
|
cidx = self.selectionModel().currentIndex()
|
||||||
|
return cidx.parent() == QModelIndex()
|
||||||
|
|
||||||
|
def previous_index(self) -> QModelIndex:
|
||||||
|
|
||||||
|
cidx = self.selectionModel().currentIndex()
|
||||||
|
one_above = self.indexAbove(cidx)
|
||||||
|
|
||||||
|
if one_above.parent() == QModelIndex():
|
||||||
|
# if the next node up's parent is the root we don't want to select
|
||||||
|
# the next node up since it's a top level node and we only
|
||||||
|
# select entries depth >= 2.
|
||||||
|
|
||||||
|
# see if one more up is not the root and we can select it.
|
||||||
|
two_above = self.indexAbove(one_above)
|
||||||
|
if two_above != QModelIndex():
|
||||||
|
return two_above
|
||||||
|
else:
|
||||||
|
return cidx
|
||||||
|
|
||||||
|
return one_above # just next up
|
||||||
|
|
||||||
|
def next_index(self) -> QModelIndex:
|
||||||
|
cidx = self.selectionModel().currentIndex()
|
||||||
|
one_below = self.indexBelow(cidx)
|
||||||
|
|
||||||
|
if one_below.parent() == QModelIndex():
|
||||||
|
# if the next node up's parent is the root we don't want to select
|
||||||
|
# the next node up since it's a top level node and we only
|
||||||
|
# select entries depth >= 2.
|
||||||
|
|
||||||
|
# see if one more up is not the root and we can select it.
|
||||||
|
two_below = self.indexBelow(one_below)
|
||||||
|
if two_below != QModelIndex():
|
||||||
|
return two_below
|
||||||
|
else:
|
||||||
|
return cidx
|
||||||
|
|
||||||
|
return one_below # just next down
|
||||||
|
|
||||||
|
def select_from_idx(
|
||||||
|
|
||||||
|
self,
|
||||||
|
idx: QModelIndex,
|
||||||
|
|
||||||
|
) -> QStandardItem:
|
||||||
|
'''Select and return the item at index ``idx``.
|
||||||
|
|
||||||
|
'''
|
||||||
|
sel = self.selectionModel()
|
||||||
|
model = self.model()
|
||||||
|
|
||||||
|
sel.setCurrentIndex(
|
||||||
|
idx,
|
||||||
|
QItemSelectionModel.ClearAndSelect |
|
||||||
|
QItemSelectionModel.Rows
|
||||||
|
)
|
||||||
|
|
||||||
|
return model.itemFromIndex(idx)
|
||||||
|
|
||||||
|
def select_first(self) -> QStandardItem:
|
||||||
|
'''Select the first depth >= 2 entry from the completer tree and
|
||||||
|
return it's item.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# ensure we're **not** selecting the first level parent node and
|
||||||
|
# instead its child.
|
||||||
|
model = self.model()
|
||||||
|
for idx, item in self.iter_d1():
|
||||||
|
if model.rowCount(idx) == 0:
|
||||||
|
continue
|
||||||
|
else:
|
||||||
|
return self.select_from_idx(self.indexBelow(idx))
|
||||||
|
|
||||||
|
def select_next(self) -> QStandardItem:
|
||||||
|
idx = self.next_index()
|
||||||
|
assert idx.isValid()
|
||||||
|
return self.select_from_idx(idx)
|
||||||
|
|
||||||
|
def select_previous(self) -> QStandardItem:
|
||||||
|
idx = self.previous_index()
|
||||||
|
assert idx.isValid()
|
||||||
|
return self.select_from_idx(idx)
|
||||||
|
|
||||||
|
def next_section(self, direction: str = 'down') -> QModelIndex:
|
||||||
|
cidx = start_idx = self.selectionModel().currentIndex()
|
||||||
|
|
||||||
|
# step up levels to depth == 1
|
||||||
|
while cidx.parent() != QModelIndex():
|
||||||
|
cidx = cidx.parent()
|
||||||
|
|
||||||
|
# move to next section in `direction`
|
||||||
|
op = {'up': -1, 'down': +1}[direction]
|
||||||
|
next_row = cidx.row() + op
|
||||||
|
nidx = self.model().index(next_row, cidx.column(), QModelIndex())
|
||||||
|
|
||||||
|
# do nothing, if there is no valid "next" section
|
||||||
|
if not nidx.isValid():
|
||||||
|
return self.select_from_idx(start_idx)
|
||||||
|
|
||||||
|
# go to next selectable child item
|
||||||
|
self.select_from_idx(nidx)
|
||||||
|
return self.select_next()
|
||||||
|
|
||||||
|
def iter_d1(
|
||||||
|
self,
|
||||||
|
) -> tuple[QModelIndex, QStandardItem]:
|
||||||
|
|
||||||
|
model = self.model()
|
||||||
|
isections = model.rowCount()
|
||||||
|
|
||||||
|
# much thanks to following code to figure out breadth-first
|
||||||
|
# traversing from the root node:
|
||||||
|
# https://stackoverflow.com/a/33126689
|
||||||
|
for i in range(isections):
|
||||||
|
idx = model.index(i, 0, QModelIndex())
|
||||||
|
item = model.itemFromIndex(idx)
|
||||||
|
yield idx, item
|
||||||
|
|
||||||
|
def find_section(
|
||||||
|
self,
|
||||||
|
section: str,
|
||||||
|
|
||||||
|
) -> Optional[QModelIndex]:
|
||||||
|
'''Find the *first* depth = 1 section matching ``section`` in
|
||||||
|
the tree and return its index.
|
||||||
|
|
||||||
|
'''
|
||||||
|
for idx, item in self.iter_d1():
|
||||||
|
if item.text() == section:
|
||||||
|
return idx
|
||||||
|
else:
|
||||||
|
# caller must expect his
|
||||||
|
return None
|
||||||
|
|
||||||
|
def clear_section(
|
||||||
|
self,
|
||||||
|
section: str,
|
||||||
|
status_field: str = None,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''Clear all result-rows from under the depth = 1 section.
|
||||||
|
|
||||||
|
'''
|
||||||
|
idx = self.find_section(section)
|
||||||
|
model = self.model()
|
||||||
|
|
||||||
|
if idx is not None:
|
||||||
|
if model.hasChildren(idx):
|
||||||
|
rows = model.rowCount(idx)
|
||||||
|
# print(f'removing {rows} from {section}')
|
||||||
|
assert model.removeRows(0, rows, parent=idx)
|
||||||
|
|
||||||
|
# remove section as well ?
|
||||||
|
# model.removeRow(i, QModelIndex())
|
||||||
|
|
||||||
|
if status_field is not None:
|
||||||
|
model.setItem(idx.row(), 1, QStandardItem(status_field))
|
||||||
|
|
||||||
|
else:
|
||||||
|
model.setItem(idx.row(), 1, QStandardItem())
|
||||||
|
|
||||||
|
self.resize()
|
||||||
|
|
||||||
|
return idx
|
||||||
|
else:
|
||||||
|
return None
|
||||||
|
|
||||||
|
def set_section_entries(
|
||||||
|
self,
|
||||||
|
section: str,
|
||||||
|
values: Sequence[str],
|
||||||
|
clear_all: bool = False,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''Set result-rows for depth = 1 tree section ``section``.
|
||||||
|
|
||||||
|
'''
|
||||||
|
model = self.model()
|
||||||
|
if clear_all:
|
||||||
|
# XXX: rewrite the model from scratch if caller requests it
|
||||||
|
model.clear()
|
||||||
|
|
||||||
|
model.setHorizontalHeaderLabels(self.labels)
|
||||||
|
|
||||||
|
section_idx = self.clear_section(section)
|
||||||
|
|
||||||
|
# if we can't find a section start adding to the root
|
||||||
|
if section_idx is None:
|
||||||
|
root = model.invisibleRootItem()
|
||||||
|
section_item = QStandardItem(section)
|
||||||
|
blank = QStandardItem('')
|
||||||
|
root.appendRow([section_item, blank])
|
||||||
|
|
||||||
|
else:
|
||||||
|
section_item = model.itemFromIndex(section_idx)
|
||||||
|
|
||||||
|
# values just needs to be sequence-like
|
||||||
|
for i, s in enumerate(values):
|
||||||
|
|
||||||
|
ix = QStandardItem(str(i))
|
||||||
|
item = QStandardItem(s)
|
||||||
|
|
||||||
|
# Add the item to the model
|
||||||
|
section_item.appendRow([ix, item])
|
||||||
|
|
||||||
|
self.expandAll()
|
||||||
|
|
||||||
|
# TODO: figure out if we can avoid this line in a better way
|
||||||
|
# such that "re-selection" doesn't happen tree-wise for each new
|
||||||
|
# sub-search:
|
||||||
|
# https://doc.qt.io/qt-5/model-view-programming.html#handling-selections-in-item-views
|
||||||
|
|
||||||
|
# XXX: THE BELOW LINE MUST BE CALLED.
|
||||||
|
# this stuff is super finicky and if not done right will cause
|
||||||
|
# Qt crashes out our buttz. it's required in order to get the
|
||||||
|
# view to show right after typing input.
|
||||||
|
|
||||||
|
self.select_first()
|
||||||
|
|
||||||
|
# TODO: the way we might be able to do this more sanely is,
|
||||||
|
# 1. for the currently selected item, when start rewriting
|
||||||
|
# a section figure out the row, column, parent "abstract"
|
||||||
|
# position in the tree view and store it
|
||||||
|
# 2. take that position and re-apply the selection to the new
|
||||||
|
# model/tree by looking up the new "equivalent element" and
|
||||||
|
# selecting
|
||||||
|
|
||||||
|
self.show_matches()
|
||||||
|
|
||||||
|
def show_matches(self) -> None:
|
||||||
|
self.show()
|
||||||
|
self.resize()
|
||||||
|
|
||||||
|
|
||||||
|
class SearchBar(QtWidgets.QLineEdit):
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
|
||||||
|
self,
|
||||||
|
parent: QWidget,
|
||||||
|
parent_chart: QWidget, # noqa
|
||||||
|
view: Optional[CompleterView] = None,
|
||||||
|
font: DpiAwareFont = _font,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
super().__init__(parent)
|
||||||
|
|
||||||
|
# self.setContextMenuPolicy(Qt.CustomContextMenu)
|
||||||
|
# self.customContextMenuRequested.connect(self.show_menu)
|
||||||
|
# self.setStyleSheet(f"font: 18px")
|
||||||
|
|
||||||
|
self.view: CompleterView = view
|
||||||
|
self.dpi_font = font
|
||||||
|
self.chart_app = parent_chart
|
||||||
|
|
||||||
|
# size it as we specify
|
||||||
|
# https://doc.qt.io/qt-5/qsizepolicy.html#Policy-enum
|
||||||
|
self.setSizePolicy(
|
||||||
|
QtWidgets.QSizePolicy.Expanding,
|
||||||
|
QtWidgets.QSizePolicy.Fixed,
|
||||||
|
)
|
||||||
|
self.setFont(font.font)
|
||||||
|
|
||||||
|
# witty bit of margin
|
||||||
|
self.setTextMargins(2, 2, 2, 2)
|
||||||
|
|
||||||
|
def focus(self) -> None:
|
||||||
|
self.selectAll()
|
||||||
|
self.show()
|
||||||
|
self.setFocus()
|
||||||
|
|
||||||
|
def show(self) -> None:
|
||||||
|
super().show()
|
||||||
|
self.view.show_matches()
|
||||||
|
|
||||||
|
def sizeHint(self) -> QtCore.QSize:
|
||||||
|
"""
|
||||||
|
Scale edit box to size of dpi aware font.
|
||||||
|
|
||||||
|
"""
|
||||||
|
psh = super().sizeHint()
|
||||||
|
psh.setHeight(self.dpi_font.px_size + 2)
|
||||||
|
return psh
|
||||||
|
|
||||||
|
def unfocus(self) -> None:
|
||||||
|
self.parent().hide()
|
||||||
|
self.clearFocus()
|
||||||
|
|
||||||
|
if self.view:
|
||||||
|
self.view.hide()
|
||||||
|
|
||||||
|
|
||||||
|
class SearchWidget(QtGui.QWidget):
|
||||||
|
'''Composed widget of ``SearchBar`` + ``CompleterView``.
|
||||||
|
|
||||||
|
Includes helper methods for item management in the sub-widgets.
|
||||||
|
|
||||||
|
'''
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
chart_space: 'ChartSpace', # type: ignore # noqa
|
||||||
|
columns: List[str] = ['src', 'symbol'],
|
||||||
|
parent=None,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
super().__init__(parent or chart_space)
|
||||||
|
|
||||||
|
# size it as we specify
|
||||||
|
self.setSizePolicy(
|
||||||
|
QtWidgets.QSizePolicy.Fixed,
|
||||||
|
QtWidgets.QSizePolicy.Expanding,
|
||||||
|
)
|
||||||
|
|
||||||
|
self.chart_app = chart_space
|
||||||
|
|
||||||
|
self.vbox = QtGui.QVBoxLayout(self)
|
||||||
|
self.vbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.vbox.setSpacing(4)
|
||||||
|
|
||||||
|
# split layout for the (label:| search bar entry)
|
||||||
|
self.bar_hbox = QtGui.QHBoxLayout()
|
||||||
|
self.bar_hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.bar_hbox.setSpacing(4)
|
||||||
|
|
||||||
|
# add label to left of search bar
|
||||||
|
self.label = label = QtGui.QLabel(parent=self)
|
||||||
|
label.setTextFormat(3) # markdown
|
||||||
|
label.setFont(_font.font)
|
||||||
|
label.setMargin(4)
|
||||||
|
label.setText("`search`:")
|
||||||
|
label.show()
|
||||||
|
label.setAlignment(
|
||||||
|
QtCore.Qt.AlignVCenter
|
||||||
|
| QtCore.Qt.AlignLeft
|
||||||
|
)
|
||||||
|
|
||||||
|
self.bar_hbox.addWidget(label)
|
||||||
|
|
||||||
|
self.view = CompleterView(
|
||||||
|
parent=self,
|
||||||
|
labels=columns,
|
||||||
|
)
|
||||||
|
self.bar = SearchBar(
|
||||||
|
parent=self,
|
||||||
|
parent_chart=chart_space,
|
||||||
|
view=self.view,
|
||||||
|
)
|
||||||
|
self.bar_hbox.addWidget(self.bar)
|
||||||
|
|
||||||
|
self.vbox.addLayout(self.bar_hbox)
|
||||||
|
|
||||||
|
self.vbox.setAlignment(self.bar, Qt.AlignTop | Qt.AlignRight)
|
||||||
|
self.vbox.addWidget(self.bar.view)
|
||||||
|
self.vbox.setAlignment(self.view, Qt.AlignTop | Qt.AlignLeft)
|
||||||
|
|
||||||
|
def focus(self) -> None:
|
||||||
|
|
||||||
|
if self.view.model().rowCount(QModelIndex()) == 0:
|
||||||
|
# fill cache list if nothing existing
|
||||||
|
self.view.set_section_entries(
|
||||||
|
'cache',
|
||||||
|
list(reversed(self.chart_app._chart_cache)),
|
||||||
|
clear_all=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
self.bar.focus()
|
||||||
|
self.show()
|
||||||
|
|
||||||
|
def get_current_item(self) -> Optional[Tuple[str, str]]:
|
||||||
|
'''Return the current completer tree selection as
|
||||||
|
a tuple ``(parent: str, child: str)`` if valid, else ``None``.
|
||||||
|
|
||||||
|
'''
|
||||||
|
model = self.view.model()
|
||||||
|
sel = self.view.selectionModel()
|
||||||
|
cidx = sel.currentIndex()
|
||||||
|
|
||||||
|
# TODO: get rid of this hard coded column -> 1
|
||||||
|
# and use the ``CompleterView`` schema/settings
|
||||||
|
# to figure out the desired field(s)
|
||||||
|
# https://doc.qt.io/qt-5/qstandarditemmodel.html#itemFromIndex
|
||||||
|
node = model.itemFromIndex(cidx.siblingAtColumn(1))
|
||||||
|
|
||||||
|
if node:
|
||||||
|
symbol = node.text()
|
||||||
|
try:
|
||||||
|
provider = node.parent().text()
|
||||||
|
except AttributeError:
|
||||||
|
# no text set
|
||||||
|
return None
|
||||||
|
|
||||||
|
# TODO: move this to somewhere non-search machinery specific?
|
||||||
|
if provider == 'cache':
|
||||||
|
symbol, _, provider = symbol.rpartition('.')
|
||||||
|
|
||||||
|
return provider, symbol
|
||||||
|
|
||||||
|
else:
|
||||||
|
return None
|
||||||
|
|
||||||
|
def chart_current_item(
|
||||||
|
self,
|
||||||
|
clear_to_cache: bool = True,
|
||||||
|
) -> Optional[str]:
|
||||||
|
'''Attempt to load and switch the current selected
|
||||||
|
completion result to the affiliated chart app.
|
||||||
|
|
||||||
|
Return any loaded symbol
|
||||||
|
|
||||||
|
'''
|
||||||
|
value = self.get_current_item()
|
||||||
|
if value is None:
|
||||||
|
return None
|
||||||
|
|
||||||
|
provider, symbol = value
|
||||||
|
chart = self.chart_app
|
||||||
|
|
||||||
|
log.info(f'Requesting symbol: {symbol}.{provider}')
|
||||||
|
|
||||||
|
chart.load_symbol(
|
||||||
|
provider,
|
||||||
|
symbol,
|
||||||
|
'info',
|
||||||
|
)
|
||||||
|
|
||||||
|
# fully qualified symbol name (SNS i guess is what we're
|
||||||
|
# making?)
|
||||||
|
fqsn = '.'.join([symbol, provider]).lower()
|
||||||
|
|
||||||
|
# Re-order the symbol cache on the chart to display in
|
||||||
|
# LIFO order. this is normally only done internally by
|
||||||
|
# the chart on new symbols being loaded into memory
|
||||||
|
chart.set_chart_symbol(fqsn, chart.linkedcharts)
|
||||||
|
|
||||||
|
if clear_to_cache:
|
||||||
|
self.bar.clear()
|
||||||
|
self.view.set_section_entries(
|
||||||
|
'cache',
|
||||||
|
values=list(reversed(chart._chart_cache)),
|
||||||
|
|
||||||
|
# remove all other completion results except for cache
|
||||||
|
clear_all=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
return fqsn
|
||||||
|
|
||||||
|
|
||||||
|
_search_active: trio.Event = trio.Event()
|
||||||
|
_search_enabled: bool = False
|
||||||
|
|
||||||
|
|
||||||
|
async def pack_matches(
|
||||||
|
view: CompleterView,
|
||||||
|
has_results: dict[str, set[str]],
|
||||||
|
matches: dict[(str, str), [str]],
|
||||||
|
provider: str,
|
||||||
|
pattern: str,
|
||||||
|
search: Callable[..., Awaitable[dict]],
|
||||||
|
task_status: TaskStatus[
|
||||||
|
trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
log.info(f'Searching {provider} for "{pattern}"')
|
||||||
|
|
||||||
|
if provider != 'cache':
|
||||||
|
# insert provider entries with search status
|
||||||
|
view.set_section_entries(
|
||||||
|
section=provider,
|
||||||
|
values=[],
|
||||||
|
)
|
||||||
|
view.clear_section(provider, status_field='-> searchin..')
|
||||||
|
|
||||||
|
else: # for the cache just clear it's entries and don't put a status
|
||||||
|
view.clear_section(provider)
|
||||||
|
|
||||||
|
with trio.CancelScope() as cs:
|
||||||
|
task_status.started(cs)
|
||||||
|
# ensure ^ status is updated
|
||||||
|
results = await search(pattern)
|
||||||
|
|
||||||
|
if provider != 'cache': # XXX: don't cache the cache results xD
|
||||||
|
matches[(provider, pattern)] = results
|
||||||
|
|
||||||
|
# print(f'results from {provider}: {results}')
|
||||||
|
has_results[pattern].add(provider)
|
||||||
|
|
||||||
|
if results:
|
||||||
|
# display completion results
|
||||||
|
view.set_section_entries(
|
||||||
|
section=provider,
|
||||||
|
values=results,
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
view.clear_section(provider)
|
||||||
|
|
||||||
|
|
||||||
|
async def fill_results(
|
||||||
|
|
||||||
|
search: SearchBar,
|
||||||
|
recv_chan: trio.abc.ReceiveChannel,
|
||||||
|
|
||||||
|
# kb debouncing pauses (bracket defaults)
|
||||||
|
min_pause_time: float = 0.1,
|
||||||
|
max_pause_time: float = 6/16,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
"""Task to search through providers and fill in possible
|
||||||
|
completion results.
|
||||||
|
|
||||||
|
"""
|
||||||
|
global _search_active, _search_enabled, _searcher_cache
|
||||||
|
|
||||||
|
bar = search.bar
|
||||||
|
view = bar.view
|
||||||
|
view.select_from_idx(QModelIndex())
|
||||||
|
|
||||||
|
last_text = bar.text()
|
||||||
|
repeats = 0
|
||||||
|
|
||||||
|
# cache of prior patterns to search results
|
||||||
|
matches = defaultdict(list)
|
||||||
|
has_results: defaultdict[str, set[str]] = defaultdict(set)
|
||||||
|
|
||||||
|
while True:
|
||||||
|
await _search_active.wait()
|
||||||
|
period = None
|
||||||
|
|
||||||
|
while True:
|
||||||
|
|
||||||
|
last_text = bar.text()
|
||||||
|
wait_start = time.time()
|
||||||
|
|
||||||
|
with trio.move_on_after(max_pause_time):
|
||||||
|
pattern = await recv_chan.receive()
|
||||||
|
|
||||||
|
period = time.time() - wait_start
|
||||||
|
print(f'{pattern} after {period}')
|
||||||
|
|
||||||
|
# during fast multiple key inputs, wait until a pause
|
||||||
|
# (in typing) to initiate search
|
||||||
|
if period < min_pause_time:
|
||||||
|
log.debug(f'Ignoring fast input for {pattern}')
|
||||||
|
continue
|
||||||
|
|
||||||
|
text = bar.text()
|
||||||
|
# print(f'search: {text}')
|
||||||
|
|
||||||
|
if not text or text.isspace():
|
||||||
|
# print('idling')
|
||||||
|
_search_active = trio.Event()
|
||||||
|
break
|
||||||
|
|
||||||
|
if repeats > 2 and period >= max_pause_time:
|
||||||
|
_search_active = trio.Event()
|
||||||
|
repeats = 0
|
||||||
|
break
|
||||||
|
|
||||||
|
if text == last_text:
|
||||||
|
repeats += 1
|
||||||
|
|
||||||
|
if not _search_enabled:
|
||||||
|
# print('search currently disabled')
|
||||||
|
break
|
||||||
|
|
||||||
|
log.debug(f'Search req for {text}')
|
||||||
|
|
||||||
|
already_has_results = has_results[text]
|
||||||
|
|
||||||
|
# issue multi-provider fan-out search request and place
|
||||||
|
# "searching.." statuses on outstanding results providers
|
||||||
|
async with trio.open_nursery() as n:
|
||||||
|
|
||||||
|
for provider, (search, pause) in (
|
||||||
|
_searcher_cache.copy().items()
|
||||||
|
):
|
||||||
|
|
||||||
|
if provider != 'cache':
|
||||||
|
view.clear_section(
|
||||||
|
provider, status_field='-> searchin..')
|
||||||
|
|
||||||
|
# only conduct search on this backend if it's
|
||||||
|
# registered for the corresponding pause period.
|
||||||
|
if (period >= pause) and (
|
||||||
|
provider not in already_has_results
|
||||||
|
):
|
||||||
|
await n.start(
|
||||||
|
pack_matches,
|
||||||
|
view,
|
||||||
|
has_results,
|
||||||
|
matches,
|
||||||
|
provider,
|
||||||
|
text,
|
||||||
|
search
|
||||||
|
)
|
||||||
|
else: # already has results for this input text
|
||||||
|
results = matches[(provider, text)]
|
||||||
|
if results and provider != 'cache':
|
||||||
|
view.set_section_entries(
|
||||||
|
section=provider,
|
||||||
|
values=results,
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
view.clear_section(provider)
|
||||||
|
|
||||||
|
bar.show()
|
||||||
|
|
||||||
|
|
||||||
|
async def handle_keyboard_input(
|
||||||
|
|
||||||
|
search: SearchWidget,
|
||||||
|
recv_chan: trio.abc.ReceiveChannel,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
global _search_active, _search_enabled
|
||||||
|
|
||||||
|
# startup
|
||||||
|
chart = search.chart_app
|
||||||
|
bar = search.bar
|
||||||
|
view = bar.view
|
||||||
|
view.set_font_size(bar.dpi_font.px_size)
|
||||||
|
|
||||||
|
send, recv = trio.open_memory_channel(16)
|
||||||
|
|
||||||
|
async with trio.open_nursery() as n:
|
||||||
|
|
||||||
|
# start a background multi-searcher task which receives
|
||||||
|
# patterns relayed from this keyboard input handler and
|
||||||
|
# async updates the completer view's results.
|
||||||
|
n.start_soon(
|
||||||
|
partial(
|
||||||
|
fill_results,
|
||||||
|
search,
|
||||||
|
recv,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
async for event, key, mods, txt in recv_chan:
|
||||||
|
|
||||||
|
log.debug(f'key: {key}, mods: {mods}, txt: {txt}')
|
||||||
|
|
||||||
|
ctl = False
|
||||||
|
if mods == Qt.ControlModifier:
|
||||||
|
ctl = True
|
||||||
|
|
||||||
|
# # ctl + alt as combo
|
||||||
|
# ctlalt = False
|
||||||
|
# if (QtCore.Qt.AltModifier | QtCore.Qt.ControlModifier) == mods:
|
||||||
|
# ctlalt = True
|
||||||
|
|
||||||
|
if key in (Qt.Key_Enter, Qt.Key_Return):
|
||||||
|
|
||||||
|
search.chart_current_item(clear_to_cache=True)
|
||||||
|
_search_enabled = False
|
||||||
|
continue
|
||||||
|
|
||||||
|
elif not ctl and not bar.text():
|
||||||
|
# if nothing in search text show the cache
|
||||||
|
view.set_section_entries(
|
||||||
|
'cache',
|
||||||
|
list(reversed(chart._chart_cache)),
|
||||||
|
clear_all=True,
|
||||||
|
)
|
||||||
|
continue
|
||||||
|
|
||||||
|
# cancel and close
|
||||||
|
if ctl and key in {
|
||||||
|
Qt.Key_C,
|
||||||
|
Qt.Key_Space, # i feel like this is the "native" one
|
||||||
|
Qt.Key_Alt,
|
||||||
|
}:
|
||||||
|
search.bar.unfocus()
|
||||||
|
|
||||||
|
# kill the search and focus back on main chart
|
||||||
|
if chart:
|
||||||
|
chart.linkedcharts.focus()
|
||||||
|
|
||||||
|
continue
|
||||||
|
|
||||||
|
if ctl and key in {
|
||||||
|
Qt.Key_L,
|
||||||
|
}:
|
||||||
|
# like url (link) highlight in a web browser
|
||||||
|
bar.focus()
|
||||||
|
|
||||||
|
# selection navigation controls
|
||||||
|
elif ctl and key in {
|
||||||
|
Qt.Key_D,
|
||||||
|
}:
|
||||||
|
view.next_section(direction='down')
|
||||||
|
_search_enabled = False
|
||||||
|
|
||||||
|
elif ctl and key in {
|
||||||
|
Qt.Key_U,
|
||||||
|
}:
|
||||||
|
view.next_section(direction='up')
|
||||||
|
_search_enabled = False
|
||||||
|
|
||||||
|
# selection navigation controls
|
||||||
|
elif (ctl and key in {
|
||||||
|
|
||||||
|
Qt.Key_K,
|
||||||
|
Qt.Key_J,
|
||||||
|
|
||||||
|
}) or key in {
|
||||||
|
|
||||||
|
Qt.Key_Up,
|
||||||
|
Qt.Key_Down,
|
||||||
|
}:
|
||||||
|
_search_enabled = False
|
||||||
|
if key in {Qt.Key_K, Qt.Key_Up}:
|
||||||
|
item = view.select_previous()
|
||||||
|
|
||||||
|
elif key in {Qt.Key_J, Qt.Key_Down}:
|
||||||
|
item = view.select_next()
|
||||||
|
|
||||||
|
if item:
|
||||||
|
parent_item = item.parent()
|
||||||
|
|
||||||
|
if parent_item and parent_item.text() == 'cache':
|
||||||
|
|
||||||
|
# if it's a cache item, switch and show it immediately
|
||||||
|
search.chart_current_item(clear_to_cache=False)
|
||||||
|
|
||||||
|
elif not ctl:
|
||||||
|
# relay to completer task
|
||||||
|
_search_enabled = True
|
||||||
|
send.send_nowait(search.bar.text())
|
||||||
|
_search_active.set()
|
||||||
|
|
||||||
|
|
||||||
|
async def search_simple_dict(
|
||||||
|
text: str,
|
||||||
|
source: dict,
|
||||||
|
) -> Dict[str, Any]:
|
||||||
|
|
||||||
|
# search routine can be specified as a function such
|
||||||
|
# as in the case of the current app's local symbol cache
|
||||||
|
matches = fuzzy.extractBests(
|
||||||
|
text,
|
||||||
|
source.keys(),
|
||||||
|
score_cutoff=90,
|
||||||
|
)
|
||||||
|
|
||||||
|
return [item[0] for item in matches]
|
||||||
|
|
||||||
|
|
||||||
|
# cache of provider names to async search routines
|
||||||
|
_searcher_cache: Dict[str, Callable[..., Awaitable]] = {}
|
||||||
|
|
||||||
|
|
||||||
|
@asynccontextmanager
|
||||||
|
async def register_symbol_search(
|
||||||
|
|
||||||
|
provider_name: str,
|
||||||
|
search_routine: Callable,
|
||||||
|
pause_period: Optional[float] = None,
|
||||||
|
|
||||||
|
) -> AsyncIterator[dict]:
|
||||||
|
|
||||||
|
global _searcher_cache
|
||||||
|
|
||||||
|
pause_period = pause_period or 0.125
|
||||||
|
|
||||||
|
# deliver search func to consumer
|
||||||
|
try:
|
||||||
|
_searcher_cache[provider_name] = (search_routine, pause_period)
|
||||||
|
yield search_routine
|
||||||
|
|
||||||
|
finally:
|
||||||
|
_searcher_cache.pop(provider_name)
|
|
@ -49,7 +49,7 @@ def monitor(config, rate, name, dhost, test, tl):
|
||||||
"""Start a real-time watchlist UI
|
"""Start a real-time watchlist UI
|
||||||
"""
|
"""
|
||||||
# global opts
|
# global opts
|
||||||
brokermod = config['brokermod']
|
brokermod = config['brokermods'][0]
|
||||||
loglevel = config['loglevel']
|
loglevel = config['loglevel']
|
||||||
log = config['log']
|
log = config['log']
|
||||||
|
|
||||||
|
@ -138,17 +138,24 @@ def chart(config, symbol, profile, pdb):
|
||||||
from .. import _profile
|
from .. import _profile
|
||||||
from ._chart import _main
|
from ._chart import _main
|
||||||
|
|
||||||
|
if '.' not in symbol:
|
||||||
|
click.echo(click.style(
|
||||||
|
f'symbol: {symbol} must have a {symbol}.<provider> suffix',
|
||||||
|
fg='red',
|
||||||
|
))
|
||||||
|
return
|
||||||
|
|
||||||
# toggle to enable profiling
|
# toggle to enable profiling
|
||||||
_profile._pg_profile = profile
|
_profile._pg_profile = profile
|
||||||
|
|
||||||
# global opts
|
# global opts
|
||||||
brokername = config['broker']
|
brokernames = config['brokers']
|
||||||
tractorloglevel = config['tractorloglevel']
|
tractorloglevel = config['tractorloglevel']
|
||||||
pikerloglevel = config['loglevel']
|
pikerloglevel = config['loglevel']
|
||||||
|
|
||||||
_main(
|
_main(
|
||||||
sym=symbol,
|
sym=symbol,
|
||||||
brokername=brokername,
|
brokernames=brokernames,
|
||||||
piker_loglevel=pikerloglevel,
|
piker_loglevel=pikerloglevel,
|
||||||
tractor_kwargs={
|
tractor_kwargs={
|
||||||
'debug_mode': pdb,
|
'debug_mode': pdb,
|
||||||
|
|
|
@ -402,7 +402,9 @@ async def start_order_mode(
|
||||||
|
|
||||||
# each clearing tick is responded individually
|
# each clearing tick is responded individually
|
||||||
elif resp in ('broker_filled',):
|
elif resp in ('broker_filled',):
|
||||||
|
|
||||||
action = msg['action']
|
action = msg['action']
|
||||||
|
|
||||||
# TODO: some kinda progress system
|
# TODO: some kinda progress system
|
||||||
order_mode.on_fill(
|
order_mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
|
|
2
setup.py
2
setup.py
|
@ -71,9 +71,11 @@ setup(
|
||||||
'PyQt5',
|
'PyQt5',
|
||||||
'pyqtgraph',
|
'pyqtgraph',
|
||||||
'qdarkstyle==2.8.1',
|
'qdarkstyle==2.8.1',
|
||||||
|
#'kivy', see requirement.txt; using a custom branch atm
|
||||||
|
|
||||||
# tsdbs
|
# tsdbs
|
||||||
'pymarketstore',
|
'pymarketstore',
|
||||||
|
|
||||||
#'kivy', see requirement.txt; using a custom branch atm
|
#'kivy', see requirement.txt; using a custom branch atm
|
||||||
|
|
||||||
# fuzzy search
|
# fuzzy search
|
||||||
|
|
Loading…
Reference in New Issue