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Add display loop profiling 

Probably the best place to root the profiler since we can get a better
top down view of bottlenecks in the graphics stack.

More,
- add in draft M4 downsampling code (commented) after getting it mostly
  working; next step is to move this processing into an FSP subactor.
- always update the vlm chart last y-axis sticky
- set call `.default_view()` just before inf sleep on startup
marketstore_backup
Tyler Goodlet 2022-03-16 07:24:14 -04:00
parent 5c1c7ac32e
commit 3441d3a196
1 changed files with 113 additions and 43 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

156
piker/ui/_display.py
View File

@ -29,6 +29,8 @@ from typing import Optional, Any, Callable
import numpy as np
import tractor
import trio
import pyqtgraph as pg
from PyQt5.QtCore import QLineF, QPointF
from .. import brokers
from ..data.feed import open_feed
@ -178,7 +180,6 @@ async def graphics_update_loop(
vlm_sticky = vlm_chart._ysticks['volume']
maxmin = partial(chart_maxmin, chart, vlm_chart)
chart.default_view()
last_bars_range: tuple[float, float]
(
last_bars_range,
@ -258,6 +259,8 @@ async def graphics_update_loop(
}
})
chart.default_view()
# main loop
async for quotes in stream:
@ -296,6 +299,10 @@ def graphics_update_cycle(
# TODO: eventually optimize this whole graphics stack with ``numba``
# hopefully XD
profiler = pg.debug.Profiler(
disabled=False, # not pg_profile_enabled(),
delayed=False,
)
# unpack multi-referenced components
chart = ds.chart
vlm_chart = ds.vlm_chart
@ -306,11 +313,68 @@ def graphics_update_cycle(
vars = ds.vars
tick_margin = vars['tick_margin']
update_uppx = 5
for sym, quote in ds.quotes.items():
brange, mx_in_view, mn_in_view, mx_vlm_in_view = ds.maxmin()
l, lbar, rbar, r = brange
mx = mx_in_view + tick_margin
mn = mn_in_view - tick_margin
profiler('maxmin call')
# compute the first available graphic's x-units-per-pixel
xpx = vlm_chart.view.xs_in_px()
in_view = chart.in_view(ohlcv.array)
if lbar != rbar:
# view box width in pxs
w = chart.view.boundingRect().width()
# TODO: a better way to get this?
# i would guess the esiest way is to just
# get the ``.boundingRect()`` of the curve
# in view but maybe there's something smarter?
# Currently we're just mapping the rbar, lbar to
# pixels via:
cw = chart.view.mapViewToDevice(QLineF(lbar, 0, rbar, 0)).length()
# is this faster?
# cw = chart.mapFromView(QLineF(lbar, 0 , rbar, 0)).length()
profiler(
f'view width pxs: {w}\n'
f'curve width pxs: {cw}\n'
f'sliced in view: {in_view.size}'
)
# compress bars to m4 line(s) if uppx is high enough
# if in_view.size > cw:
# from ._compression import ds_m4, hl2mxmn
# mxmn, x = hl2mxmn(in_view)
# profiler('hl tracer')
# nb, x, y = ds_m4(
# x=x,
# y=mxmn,
# # TODO: this needs to actually be the width
# # in pixels of the visible curve since we don't
# # want to downsample any 'zeros' around the curve,
# # just the values that make up the curve graphic,
# # i think?
# px_width=cw,
# )
# profiler(
# 'm4 downsampled\n'
# f' ds bins: {nb}\n'
# f' x.shape: {x.shape}\n'
# f' y.shape: {y.shape}\n'
# f' x: {x}\n'
# f' y: {y}\n'
# )
# breakpoint()
# assert y.size == mxmn.size
# NOTE: vlm may be written by the ``brokerd`` backend
# event though a tick sample is not emitted.
@ -324,10 +388,6 @@ def graphics_update_cycle(
# are diffed on each draw cycle anyway; so updates to the
# "curve" length is already automatic.
# compute the first available graphic's x-units-per-pixel
xpx = vlm_chart.view.xs_in_px()
# print(r)
# increment the view position by the sample offset.
i_step = ohlcv.index
i_diff = i_step - vars['i_last']
@ -337,41 +397,47 @@ def graphics_update_cycle(
# left under the following conditions:
if (
i_diff > 0 # no new sample step
and xpx < 4 # chart is zoomed out very far
and xpx < update_uppx # chart is zoomed out very far
and r >= i_step # the last datum isn't in view
):
# TODO: we should track and compute whether the last
# pixel in a curve should show new data based on uppx
# and then iff update curves and shift?
chart.increment_view(steps=i_diff)
if (
vlm_chart
# if zoomed out alot don't update the last "bar"
and xpx < 4
):
vlm_chart.update_curve_from_array('volume', array)
if vlm_chart:
# always update y-label
ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
if (
mx_vlm_in_view != vars['last_mx_vlm']
or mx_vlm_in_view > vars['last_mx_vlm']
# if zoomed out alot don't update the last "bar"
(xpx < update_uppx or i_diff > 0)
# and r >= i_step
):
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vlm_chart.view._set_yrange(
yrange=(0, mx_vlm_in_view * 1.375)
)
vars['last_mx_vlm'] = mx_vlm_in_view
vlm_chart.update_curve_from_array('volume', array)
for curve_name, flow in vlm_chart._flows.items():
update_fsp_chart(
vlm_chart,
flow.shm,
curve_name,
array_key=curve_name,
)
# is this even doing anything?
flow.plot.vb._set_yrange(
autoscale_linked_plots=False,
name=curve_name,
)
if (
mx_vlm_in_view != vars['last_mx_vlm']
or mx_vlm_in_view > vars['last_mx_vlm']
):
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vlm_chart.view._set_yrange(
yrange=(0, mx_vlm_in_view * 1.375)
)
vars['last_mx_vlm'] = mx_vlm_in_view
for curve_name, flow in vlm_chart._flows.items():
update_fsp_chart(
vlm_chart,
flow.shm,
curve_name,
array_key=curve_name,
)
# is this even doing anything?
flow.plot.vb._set_yrange(
autoscale_linked_plots=False,
name=curve_name,
)
ticks_frame = quote.get('ticks', ())
@ -418,8 +484,10 @@ def graphics_update_cycle(
# for typ, tick in reversed(lasts.items()):
# update ohlc sampled price bars
if xpx < 4 or i_diff > 0 :
if (
xpx < update_uppx
or i_diff > 0
):
chart.update_ohlc_from_array(
chart.name,
array,
@ -586,8 +654,8 @@ async def display_symbol_data(
f'step:1s '
)
linkedsplits = godwidget.linkedsplits
linkedsplits._symbol = symbol
linked = godwidget.linkedsplits
linked._symbol = symbol
# generate order mode side-pane UI
# A ``FieldsForm`` form to configure order entry
@ -597,7 +665,7 @@ async def display_symbol_data(
godwidget.pp_pane = pp_pane
# create main OHLC chart
chart = linkedsplits.plot_ohlc_main(
chart = linked.plot_ohlc_main(
symbol,
bars,
sidepane=pp_pane,
@ -627,8 +695,8 @@ async def display_symbol_data(
# NOTE: we must immediately tell Qt to show the OHLC chart
# to avoid a race where the subplots get added/shown to
# the linked set *before* the main price chart!
linkedsplits.show()
linkedsplits.focus()
linked.show()
linked.focus()
await trio.sleep(0)
vlm_chart: Optional[ChartPlotWidget] = None
@ -638,7 +706,7 @@ async def display_symbol_data(
if has_vlm(ohlcv):
vlm_chart = await ln.start(
open_vlm_displays,
linkedsplits,
linked,
ohlcv,
)
@ -646,7 +714,7 @@ async def display_symbol_data(
# from an input config.
ln.start_soon(
start_fsp_displays,
linkedsplits,
linked,
ohlcv,
loading_sym_key,
loglevel,
@ -655,7 +723,7 @@ async def display_symbol_data(
# start graphics update loop after receiving first live quote
ln.start_soon(
graphics_update_loop,
linkedsplits,
linked,
feed.stream,
ohlcv,
wap_in_history,
@ -674,17 +742,19 @@ async def display_symbol_data(
# let Qt run to render all widgets and make sure the
# sidepanes line up vertically.
await trio.sleep(0)
linkedsplits.resize_sidepanes()
linked.resize_sidepanes()
# NOTE: we pop the volume chart from the subplots set so
# that it isn't double rendered in the display loop
# above since we do a maxmin calc on the volume data to
# determine if auto-range adjustements should be made.
linkedsplits.subplots.pop('volume', None)
linked.subplots.pop('volume', None)
# TODO: make this not so shit XD
# close group status
sbar._status_groups[loading_sym_key][1]()
# let the app run.. bby
chart.default_view()
# linked.graphics_cycle()
await trio.sleep_forever()