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

Add optional mxmn oh tracer support to m4 sampler

mkts_backup
Tyler Goodlet 2022-03-23 17:29:28 -04:00
parent 9fcb1d3501
commit 36b13012b4
1 changed files with 19 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

29
piker/ui/_compression.py
View File

@ -185,14 +185,19 @@ def ohlc_to_m4_line(
ohlc: np.ndarray, ohlc: np.ndarray,
px_width: int, px_width: int,
downsample: bool = False,
uppx: Optional[float] = None, uppx: Optional[float] = None,
pretrace: bool = False,
) -> tuple[np.ndarray, np.ndarray]: ) -> tuple[np.ndarray, np.ndarray]:
''' '''
Convert an OHLC struct-array to a m4 downsampled 1-d array. Convert an OHLC struct-array to a m4 downsampled 1-d array.
''' '''
xpts, flat = ohlc_flatten(ohlc) xpts, flat = ohlc_flatten(
ohlc,
use_mxmn=pretrace,
)
if uppx: if uppx:
# optionally log-scale down the "supposed pxs on screen" # optionally log-scale down the "supposed pxs on screen"
@ -208,15 +213,19 @@ def ohlc_to_m4_line(
) )
px_width *= scaler px_width *= scaler
bins, x, y = ds_m4( if downsample:
xpts, bins, x, y = ds_m4(
flat, xpts,
px_width=px_width, flat,
) px_width=px_width,
x = np.broadcast_to(x[:, None], y.shape) )
x = (x + np.array([-0.43, 0, 0, 0.43])).flatten() x = np.broadcast_to(x[:, None], y.shape)
y = y.flatten() x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
return x, y y = y.flatten()
return x, y
else:
return xpts, flat
def ds_m4( def ds_m4(