Make `BarItems` use our line curve for downsampling
Drop all the logic originally in `.update_ds_line()` which is now done internal to our `FastAppendCurve`. Add incremental update of the flattened OHLC -> line curve (unfortunately using `np.concatenate()` for the moment) and maintain a new `._ds_line_xy` arrays tuple which keeps the internal state. Add `.maybe_downsample()` as per the new interaction update method requirement. Draft out some fast path curve stuff like in our line graphic. Short-circuit bars path updates when we downsample to line. Oh, and add a ton more profiling in prep for getting all this stuff faf.marketstore_backup
Tyler Goodlet
parent
f4feb6406f
commit
2db41855e0
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@ -31,13 +31,11 @@ from PyQt5.QtCore import QLineF, QPointF
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# from numba import types as ntypes
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# from ..data._source import numba_ohlc_dtype
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from .._profile import pg_profile_enabled
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from .._profile import pg_profile_enabled, ms_slower_then
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from ._style import hcolor
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from ..log import get_logger
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from ._curve import FastAppendCurve
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from ._compression import (
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ohlc_to_m4_line,
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)
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from ._compression import ohlc_flatten
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if TYPE_CHECKING:
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from ._chart import LinkedSplits
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@ -46,29 +44,16 @@ if TYPE_CHECKING:
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log = get_logger(__name__)
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def _mk_lines_array(
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data: list,
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size: int,
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elements_step: int = 6,
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) -> np.ndarray:
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'''
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Create an ndarray to hold lines graphics info.
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'''
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return np.zeros_like(
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data,
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shape=(int(size), elements_step),
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dtype=object,
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)
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def lines_from_ohlc(
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def bar_from_ohlc_row(
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row: np.ndarray,
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w: float
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) -> tuple[QLineF]:
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'''
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Generate the minimal ``QLineF`` lines to construct a single
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OHLC "bar" for use in the "last datum" of a series.
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'''
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open, high, low, close, index = row[
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['open', 'high', 'low', 'close', 'index']]
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@ -178,7 +163,11 @@ def gen_qpath(
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) -> QtGui.QPainterPath:
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profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
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profiler = pg.debug.Profiler(
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msg=f'gen_qpath ohlc',
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disabled=not pg_profile_enabled(),
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gt=ms_slower_then,
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)
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x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
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profiler("generate stream with numba")
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@ -202,7 +191,6 @@ class BarItems(pg.GraphicsObject):
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def __init__(
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self,
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# scene: 'QGraphicsScene', # noqa
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linked: LinkedSplits,
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plotitem: 'pg.PlotItem', # noqa
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pen_color: str = 'bracket',
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@ -211,15 +199,17 @@ class BarItems(pg.GraphicsObject):
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name: Optional[str] = None,
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) -> None:
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self.linked = linked
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super().__init__()
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self.linked = linked
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# XXX: for the mega-lulz increasing width here increases draw
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# latency... so probably don't do it until we figure that out.
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self._color = pen_color
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self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
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self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
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self._array = None
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self._ds_line_xy: Optional[
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tuple[np.ndarray, np.ndarray]
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] = None
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# NOTE: this prevents redraws on mouse interaction which is
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# a huge boon for avg interaction latency.
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@ -232,6 +222,7 @@ class BarItems(pg.GraphicsObject):
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self._pi = plotitem
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self.path = QtGui.QPainterPath()
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self.fast_path = QtGui.QPainterPath()
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self._xrange: tuple[int, int]
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self._yrange: tuple[float, float]
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@ -246,7 +237,6 @@ class BarItems(pg.GraphicsObject):
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# downsampler-line state
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self._in_ds: bool = False
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self._ds_lines: dict[int, FastAppendCurve] = {}
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self._ds_line: Optional[FastAppendCurve] = None
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self._dsi: tuple[int, int] = 0, 0
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self._xs_in_px: float = 0
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@ -278,96 +268,29 @@ class BarItems(pg.GraphicsObject):
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)
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# up to last to avoid double draw of last bar
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self._last_bar_lines = lines_from_ohlc(last, self.w)
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self._last_bar_lines = bar_from_ohlc_row(last, self.w)
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# trigger render
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# https://doc.qt.io/qt-5/qgraphicsitem.html#update
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self.update()
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# self.update_ds_line(ohlc)
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# assert self._ds_line
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# self._ds_line.hide()
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self._array = ohlc
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x, y = self._ds_line_xy = ohlc_flatten(ohlc)
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self.update_ds_line(x, y)
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self._ds_xrange = (index[0], index[-1])
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return self.path
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def get_ds_line(
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self,
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ds: Optional[int] = None,
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) -> tuple[FastAppendCurve, int]:
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px_vecs = self.pixelVectors()[0]
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if not px_vecs and self._ds_line:
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px_vecs = self._ds_line.pixelVectors()[0]
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if px_vecs:
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xs_in_px = px_vecs.x()
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ds = round(xs_in_px)
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else:
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ds = 0
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return self._ds_line, ds
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# return self._ds_line.get(ds), ds
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def update_ds_line(
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self,
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ohlc: np.ndarray,
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x,
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y,
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) -> int:
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) -> FastAppendCurve:
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# determine current potential downsampling value (based on pixel
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# scaling) and return any existing curve for it.
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curve, uppx = self.get_ds_line()
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# print(f'uppx: {uppx}')
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chart = self.linked.chart
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if not chart:
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return
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else:
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px_width = round(chart.curve_width_pxs())
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if px_width == 0:
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return
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# if self._ds_line:
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# self._pi.removeItem(self._ds_line)
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# log.info(f'current dsi: {self._dsi}')
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old_dsi = ds_uppx, ds_px_width = self._dsi
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changed = False
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if (
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abs(uppx - ds_uppx) >= 4
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# or not self._in_ds
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):
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changed = True
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if curve:
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# trigger a full redraw of the curve path since
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# we have downsampled another "level" using m4.
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curve.clear()
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ds_uppx, ds_px_width = dsi = (uppx, px_width)
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self._dsi = dsi
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if changed:
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log.info(f'sampler change: {old_dsi} -> {dsi}')
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# always refresh data bounds until we get diffing
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# working properly, see above..
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x, y = ohlc_to_m4_line(
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ohlc,
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px_width=ds_px_width,
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uppx=ds_uppx,
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# pretrace=True,
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# activate m4 ds?
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downsample=True,
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)
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curve = self._ds_line
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if not curve:
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# TODO: figuring out the most optimial size for the ideal
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# curve-path by,
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# - calcing the display's max px width `.screen()`
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@ -381,16 +304,13 @@ class BarItems(pg.GraphicsObject):
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curve = FastAppendCurve(
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y=y,
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x=x,
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name='ds',
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name='OHLC',
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color=self._color,
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# color='dad_blue',
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# use_polyline=True, # pretty sure this is slower?
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)
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curve.hide()
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self._pi.addItem(curve)
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self._ds_lines[ds_uppx] = curve
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self._ds_line = curve
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return curve, ds_uppx
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return curve
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# TODO: we should be diffing the amount of new data which
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# needs to be downsampled. Ideally we actually are just
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@ -403,7 +323,7 @@ class BarItems(pg.GraphicsObject):
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y=y,
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x=x,
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)
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return curve, ds_uppx
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return curve
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def update_from_array(
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self,
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@ -424,14 +344,14 @@ class BarItems(pg.GraphicsObject):
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This routine should be made (transitively) as fast as possible.
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'''
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# XXX: always do this?
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# if self._ds_line:
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# del self._array
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self._array = ohlc
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self.update_ds_line(ohlc)
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profiler = pg.debug.Profiler(
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disabled=not pg_profile_enabled(),
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gt=ms_slower_then,
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)
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# index = self.start_index
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istart, istop = self._xrange
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ds_istart, ds_istop = self._ds_xrange
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index = ohlc['index']
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first_index, last_index = index[0], index[-1]
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@ -440,52 +360,110 @@ class BarItems(pg.GraphicsObject):
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prepend_length = istart - first_index
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append_length = last_index - istop
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ds_prepend_length = ds_istart - first_index
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ds_append_length = last_index - ds_istop
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flip_cache = False
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# TODO: allow mapping only a range of lines thus
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# only drawing as many bars as exactly specified.
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# TODO: to make the downsampling faster
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# - allow mapping only a range of lines thus only drawing as
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# many bars as exactly specified.
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# - move ohlc "flattening" to a shmarr
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# - maybe move all this embedded logic to a higher
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# level type?
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fx, fy = self._ds_line_xy
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if prepend_length:
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# new history was added and we need to render a new path
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new_bars = ohlc[:prepend_length]
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prepend_path = gen_qpath(new_bars, 0, self.w)
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prepend_bars = ohlc[:prepend_length]
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# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
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# y value not matching the first value from
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# ohlc[prepend_length + 1] ???
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# update path
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old_path = self.path
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self.path = prepend_path
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self.path.addPath(old_path)
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# trigger redraw despite caching
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self.prepareGeometryChange()
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if ds_prepend_length:
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ds_prepend_bars = ohlc[:ds_prepend_length]
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pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
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fx = np.concatenate((pre_x, fx))
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fy = np.concatenate((pre_y, fy))
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profiler('ds line prepend diff complete')
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if append_length:
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# generate new lines objects for updatable "current bar"
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self._last_bar_lines = lines_from_ohlc(ohlc[-1], self.w)
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# generate new graphics to match provided array
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# path appending logic:
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# we need to get the previous "current bar(s)" for the time step
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# and convert it to a sub-path to append to the historical set
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# new_bars = ohlc[istop - 1:istop + append_length - 1]
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new_bars = ohlc[-append_length - 1:-1]
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append_path = gen_qpath(new_bars, 0, self.w)
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self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
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append_bars = ohlc[-append_length - 1:-1]
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# print(f'ohlc bars to append size: {append_bars.size}\n')
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if ds_append_length:
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ds_append_bars = ohlc[-ds_append_length - 1:-1]
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post_x, post_y = ohlc_flatten(ds_append_bars)
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# print(f'ds curve to append sizes: {(post_x.size, post_y.size)}')
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fx = np.concatenate((fx, post_x))
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fy = np.concatenate((fy, post_y))
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profiler('ds line append diff complete')
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profiler('array diffs complete')
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# does this work?
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last = ohlc[-1]
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fy[-1] = last['close']
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# incremental update and cache line datums
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self._ds_line_xy = fx, fy
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# maybe downsample to line
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ds = self.maybe_downsample()
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if ds:
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# if we downsample to a line don't bother with
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# any more path generation / updates
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self._ds_xrange = first_index, last_index
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profiler('downsampled to line')
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return
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# path updates
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if prepend_length:
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# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
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# y value not matching the first value from
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# ohlc[prepend_length + 1] ???
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prepend_path = gen_qpath(prepend_bars, 0, self.w)
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old_path = self.path
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self.path = prepend_path
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self.path.addPath(old_path)
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profiler('path PREPEND')
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if append_length:
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append_path = gen_qpath(append_bars, 0, self.w)
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self.path.moveTo(
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float(istop - self.w),
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float(append_bars[0]['open'])
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)
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self.path.addPath(append_path)
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# trigger redraw despite caching
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self.prepareGeometryChange()
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self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
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flip_cache = True
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profiler('path APPEND')
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# fp = self.fast_path
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# if fp is None:
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# self.fast_path = append_path
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# else:
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# fp.moveTo(float(istop - self.w), float(new_bars[0]['open']))
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# fp.addPath(append_path)
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# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
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# flip_cache = True
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self._xrange = first_index, last_index
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# trigger redraw despite caching
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self.prepareGeometryChange()
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# generate new lines objects for updatable "current bar"
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self._last_bar_lines = bar_from_ohlc_row(last, self.w)
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# last bar update
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i, o, h, l, last, v = ohlc[-1][
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i, o, h, l, last, v = last[
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['index', 'open', 'high', 'low', 'close', 'volume']
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]
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# assert i == self.start_index - 1
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@ -514,7 +492,10 @@ class BarItems(pg.GraphicsObject):
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# now out of date / from some previous sample. It's weird
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# though because i've seen it do this to bars i - 3 back?
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profiler('last bar set')
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self.update()
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profiler('.update()')
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if flip_cache:
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self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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@ -536,7 +517,20 @@ class BarItems(pg.GraphicsObject):
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# apparently this a lot faster says the docs?
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# https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
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hb = self.path.controlPointRect()
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hb_tl, hb_br = hb.topLeft(), hb.bottomRight()
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hb_tl, hb_br = (
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hb.topLeft(),
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hb.bottomRight(),
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)
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# fp = self.fast_path
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# if fp:
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# fhb = fp.controlPointRect()
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# print((hb_tl, hb_br))
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# print(fhb)
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# hb_tl, hb_br = (
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# fhb.topLeft() + hb.topLeft(),
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# fhb.bottomRight() + hb.bottomRight(),
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# )
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# need to include last bar height or BR will be off
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mx_y = hb_br.y()
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@ -565,7 +559,7 @@ class BarItems(pg.GraphicsObject):
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)
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def maybe_paint_line(
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def maybe_downsample(
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self,
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x_gt: float = 2.,
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@ -583,54 +577,35 @@ class BarItems(pg.GraphicsObject):
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# this is the ``float`` value of the "number of x units" (in
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# view coords) that a pixel spans.
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xvec = self.pixelVectors()[0]
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if xvec:
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xs_in_px = xvec.x()
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else:
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xs_in_px = self._ds_line.pixelVectors()[0].x()
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xs_in_px = self._ds_line.x_uppx()
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linked = self.linked
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if (
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# xs_in_px != self._xs_in_px
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self._array is not None
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self._ds_line_xy is not None
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):
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# print('refreshing curve')
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out = self.update_ds_line(self._array)
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if not out:
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print("NOTHING!?")
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return
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curve, ds = out
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curve = self.update_ds_line(
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*self._ds_line_xy,
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)
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if (
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not self._in_ds
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and xs_in_px >= x_gt
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):
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# TODO: a `.ui()` log level?
|
||||
log.info(f'downsampling to line graphic {linked.symbol.key}')
|
||||
log.info(
|
||||
f'downsampling to line graphic {linked.symbol.key}'
|
||||
)
|
||||
self.hide()
|
||||
# XXX: is this actually any faster?
|
||||
# self._pi.removeItem(self)
|
||||
|
||||
curve, ds = out
|
||||
self._xs_in_px = xs_in_px
|
||||
# curve, ds = self.get_ds_line(ds=0)
|
||||
curve.clear()
|
||||
curve.update()
|
||||
|
||||
curve, out = self.update_ds_line(self._array)
|
||||
|
||||
# curve = self._ds_line
|
||||
# assert last_curve is curve
|
||||
|
||||
# self._pi.addItem(curve)
|
||||
curve.show()
|
||||
curve.update()
|
||||
|
||||
linked.graphics_cycle()
|
||||
self._in_ds = True
|
||||
return True
|
||||
|
||||
elif (
|
||||
self._in_ds
|
||||
|
|
@ -638,10 +613,7 @@ class BarItems(pg.GraphicsObject):
|
|||
):
|
||||
log.info(f'showing bars graphic {linked.symbol.key}')
|
||||
|
||||
# curve, ds = self.get_ds_line()
|
||||
curve = self._ds_line
|
||||
# assert last_curve is curve
|
||||
curve.clear()
|
||||
curve.hide()
|
||||
# self._pi.removeItem(curve)
|
||||
|
||||
|
|
@ -651,31 +623,9 @@ class BarItems(pg.GraphicsObject):
|
|||
self.update()
|
||||
|
||||
self._in_ds = False
|
||||
linked.graphics_cycle()
|
||||
|
||||
return True
|
||||
|
||||
# elif (
|
||||
# self._in_ds
|
||||
# and self._dsi != ds
|
||||
# ):
|
||||
# # curve = self._ds_lines.get(ds)
|
||||
# # assert self._ds_line is not curve
|
||||
# if self._ds_line and self._ds_line is not curve:
|
||||
# self._ds_line.hide()
|
||||
|
||||
# if curve:
|
||||
# # self._pi.removeItem(curve)
|
||||
# curve.show()
|
||||
# curve.update()
|
||||
|
||||
# self._ds_line = curve
|
||||
# self._dsi = ds
|
||||
# linked.graphics_cycle()
|
||||
# return True
|
||||
|
||||
# no curve change
|
||||
return False
|
||||
return self._in_ds
|
||||
|
||||
def paint(
|
||||
self,
|
||||
|
|
@ -690,7 +640,7 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
profiler = pg.debug.Profiler(
|
||||
disabled=not pg_profile_enabled(),
|
||||
delayed=False,
|
||||
gt=ms_slower_then,
|
||||
)
|
||||
|
||||
# p.setCompositionMode(0)
|
||||
|
|
@ -708,6 +658,11 @@ class BarItems(pg.GraphicsObject):
|
|||
p.setPen(self.bars_pen)
|
||||
p.drawPath(self.path)
|
||||
profiler('draw history path')
|
||||
|
||||
# if self.fast_path:
|
||||
# p.drawPath(self.fast_path)
|
||||
# profiler('draw fast path')
|
||||
|
||||
profiler.finish()
|
||||
|
||||
# NOTE: for testing paint frequency as throttled by display loop.
|
||||
|
|
|
|||
Loading…
Reference in New Issue