pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

Move bar generation into func; support bar appends 

There's really nothing coupling it to the graphics class (which frankly
also seems like it doesn't need to be a class.. Qt).

Add support to `.update_from_array()` for diffing with the input array
and creating additional bar-lines where necessary. Note, there are still
issues with the "correctness" here in terms of bucketing open/close
values in the time frame / bar range. Also, this jamming of each bar's 3
lines into a homogeneous array seems like it could be better done with
struct arrays and avoid all this "index + 3" stuff.
bar_select
Tyler Goodlet 2020-07-08 15:06:39 -04:00
parent 3c55f7c6e2
commit 2dec32e41f
1 changed files with 119 additions and 72 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

149
piker/ui/_graphics.py
View File

@ -169,48 +169,14 @@ class CrossHairItem(pg.GraphicsObject):
return self.parent.boundingRect()
class BarItems(pg.GraphicsObject):
"""Price range bars graphics rendered from a OHLC sequence.
"""
sigPlotChanged = QtCore.Signal(object)
def bars_from_ohlc(
data: np.ndarray,
start: int = 0,
w: float = 0.4,
) -> np.ndarray:
lines = np.empty_like(data, shape=(data.shape[0]*3,), dtype=object)
# 0.5 is no overlap between arms, 1.0 is full overlap
w: float = 0.4
bull_pen = pg.mkPen('#808080')
# XXX: tina mode, see below
# bull_brush = pg.mkPen('#00cc00')
# bear_brush = pg.mkPen('#fa0000')
def __init__(self):
super().__init__()
self.picture = QtGui.QPicture()
# lines container
self.lines: np.ndarray = None
# TODO: can we be faster just dropping this?
@contextmanager
def painter(self):
# pre-computing a QPicture object allows paint() to run much
# more quickly, rather than re-drawing the shapes every time.
p = QtGui.QPainter(self.picture)
yield p
p.end()
@timeit
def draw_from_data(
self,
data: np.recarray,
):
"""Draw OHLC datum graphics from a ``np.recarray``.
"""
# XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below?
self.lines = lines = np.empty_like(
data, shape=(data.shape[0]*3,), dtype=object)
with self.painter() as p:
for i, q in enumerate(data):
for i, q in enumerate(data[start:], start=start):
low = q['low']
high = q['high']
index = q['index']
@ -224,15 +190,13 @@ class BarItems(pg.GraphicsObject):
hl = QLineF(low, low, low, low)
hl._flat = True
# open line
o = QLineF(index - self.w, q['open'], index, q['open'])
o = QLineF(index - w, q['open'], index, q['open'])
# close line
c = QLineF(index + self.w, q['close'], index, q['close'])
c = QLineF(index + w, q['close'], index, q['close'])
# indexing here is as per the below comments
lines[3*i:3*i+3] = (hl, o, c)
p.setPen(self.bull_pen)
p.drawLines(*lines)
# if not _tina_mode: # piker mode
# else _tina_mode:
# self.lines = lines = np.concatenate(
@ -253,6 +217,71 @@ class BarItems(pg.GraphicsObject):
# p.setPen(self.bear_brush)
# p.drawLines(*downs)
return lines
class BarItems(pg.GraphicsObject):
"""Price range bars graphics rendered from a OHLC sequence.
"""
sigPlotChanged = QtCore.Signal(object)
# 0.5 is no overlap between arms, 1.0 is full overlap
w: float = 0.4
bull_pen = pg.mkPen('#808080')
# XXX: tina mode, see below
# bull_brush = pg.mkPen('#00cc00')
# bear_brush = pg.mkPen('#fa0000')
def __init__(self):
super().__init__()
self.picture = QtGui.QPicture()
# XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below?
# lines container
self.lines: np.ndarray = np.empty_like(
[], shape=(int(50e3),), dtype=object)
self._index = 0
def _set_index(self, val):
# breakpoint()
self._index = val
def _get_index(self):
return self._index
index = property(_get_index, _set_index)
# TODO: can we be faster just dropping this?
@contextmanager
def painter(self):
# pre-computing a QPicture object allows paint() to run much
# more quickly, rather than re-drawing the shapes every time.
p = QtGui.QPainter(self.picture)
yield p
p.end()
@timeit
def draw_from_data(
self,
data: np.recarray,
start: int = 0,
):
"""Draw OHLC datum graphics from a ``np.recarray``.
"""
lines = bars_from_ohlc(data, start=start, w=self.w)
# save graphics for later reference and keep track
# of current internal "last index"
index = len(lines)
self.lines[:index] = lines
self.index = index
with self.painter() as p:
p.setPen(self.bull_pen)
p.drawLines(*self.lines[:index])
def update_from_array(
self,
array: np.ndarray,
@ -266,12 +295,30 @@ class BarItems(pg.GraphicsObject):
assuming the prior graphics havent changed (OHLC history rarely
does) so this "should" be simpler and faster.
"""
index = self.index
length = len(array)
idata = int(index/3) - 1
extra = length - idata
if extra > 0:
# generate new graphics to match provided array
new = array[-extra:]
lines = bars_from_ohlc(new, w=self.w)
added = len(new) * 3
assert len(lines) == added
self.lines[index:index + len(lines)] = lines
self.index += len(lines)
else: # current bar update
# do we really need to verify the entire past data set?
# last = array['close'][-1]
# index, time, open, high, low, close, volume
index, time, _, _, _, close, _ = array[-1]
i, time, _, _, _, close, _ = array[-1]
last = close
body, larm, rarm = self.lines[-3:]
body, larm, rarm = self.lines[index-3:index]
if not rarm:
breakpoint()
# XXX: is there a faster way to modify this?
# update right arm
@ -290,7 +337,7 @@ class BarItems(pg.GraphicsObject):
# if the bar was flat it likely does not have
# the index set correctly due to a rendering bug
# see above
body.setLine(index, low, index, high)
body.setLine(i, low, i, high)
body._flat = False
else:
body.setLine(body.x1(), low, body.x2(), high)
@ -298,7 +345,7 @@ class BarItems(pg.GraphicsObject):
# draw the pic
with self.painter() as p:
p.setPen(self.bull_pen)
p.drawLines(*self.lines)
p.drawLines(*self.lines[:index])
# trigger re-render
self.update()
@ -319,7 +366,7 @@ class BarItems(pg.GraphicsObject):
return QtCore.QRectF(self.picture.boundingRect())
# XXX: when we get back to enabling tina mode
# XXX: when we get back to enabling tina mode for xb
# class CandlestickItems(BarItems):
# w2 = 0.7