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Merge pull request #134 from pikers/graphics_pixel_buffer 

Graphics pixel buffers, sexy curves...
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goodboy 2021-01-01 12:31:52 -05:00 committed by GitHub
parent 6166e5900e f3a0b1e91e
commit 373327e3b7
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GPG Key ID: 4AEE18F83AFDEB23
14 changed files with 1333 additions and 1049 deletions
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3
piker/__init__.py
View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers.
# Copyright 2018 Tyler Goodlet
# Copyright 2020-eternity 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
@ -16,6 +16,7 @@
"""
piker: trading gear for hackers.
"""
import msgpack # noqa
import msgpack_numpy

8
piker/_profile.py
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@ -16,10 +16,18 @@
"""
Profiling wrappers for internal libs.
"""
import time
from functools import wraps
_pg_profile: bool = False
def pg_profile_enabled() -> bool:
global _pg_profile
return _pg_profile
def timeit(fn):
@wraps(fn)

3
piker/brokers/ib.py
View File

@ -622,8 +622,7 @@ async def fill_bars(
sym: str,
first_bars: list,
shm: 'ShmArray', # type: ignore # noqa
count: int = 21,
# count: int = 1,
count: int = 21, # NOTE: any more and we'll overrun the underlying buffer
) -> None:
"""Fill historical bars into shared mem / storage afap.

18
piker/ui/_axes.py
View File

@ -22,7 +22,7 @@ from typing import List, Tuple, Optional
import pandas as pd
import pyqtgraph as pg
from PyQt5 import QtCore, QtGui
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QPointF
from ._style import DpiAwareFont, hcolor, _font
@ -44,6 +44,10 @@ class Axis(pg.AxisItem):
) -> None:
super().__init__(**kwargs)
# XXX: pretty sure this makes things slower
# self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
self.linked_charts = linked_charts
self._min_tick = min_tick
@ -158,9 +162,12 @@ class AxisLabel(pg.GraphicsObject):
fg_color: str = 'black',
opacity: int = 0,
font_size_inches: Optional[float] = None,
):
) -> None:
super().__init__(parent)
self.setFlag(self.ItemIgnoresTransformations)
# XXX: pretty sure this is faster
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
self.parent = parent
self.opacity = opacity
@ -177,7 +184,12 @@ class AxisLabel(pg.GraphicsObject):
self.rect = None
def paint(self, p, option, widget):
def paint(
self,
p: QtGui.QPainter,
opt: QtWidgets.QStyleOptionGraphicsItem,
w: QtWidgets.QWidget
) -> None:
# p.setCompositionMode(QtGui.QPainter.CompositionMode_SourceOver)
if self.label_str:

59
piker/ui/_chart.py
View File

@ -30,13 +30,16 @@ from ._axes import (
DynamicDateAxis,
PriceAxis,
)
from ._graphics import (
from ._graphics._cursor import (
CrossHair,
ContentsLabel,
BarItems,
)
from ._graphics._lines import (
level_line,
L1Labels,
)
from ._graphics._ohlc import BarItems
from ._graphics._curve import FastAppendCurve
from ._axes import YSticky
from ._style import (
_font,
@ -550,20 +553,37 @@ class ChartPlotWidget(pg.PlotWidget):
}
pdi_kwargs.update(_pdi_defaults)
curve = pg.PlotDataItem(
# curve = pg.PlotDataItem(
# curve = pg.PlotCurveItem(
curve = FastAppendCurve(
y=data[name],
x=data['index'],
# antialias=True,
name=name,
# XXX: pretty sure this is just more overhead
# on data reads and makes graphics rendering no faster
# clipToView=True,
# TODO: see how this handles with custom ohlcv bars graphics
# and/or if we can implement something similar for OHLC graphics
# clipToView=True,
autoDownsample=True,
downsampleMethod='subsample',
# autoDownsample=True,
# downsample=60,
# downsampleMethod='subsample',
**pdi_kwargs,
)
# XXX: see explanation for differenct caching modes:
# https://stackoverflow.com/a/39410081
# seems to only be useful if we don't re-generate the entire
# QPainterPath every time
# curve.curve.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
# don't ever use this - it's a colossal nightmare of artefacts
# and is disastrous for performance.
# curve.setCacheMode(QtGui.QGraphicsItem.ItemCoordinateCache)
self.addItem(curve)
# register curve graphics and backing array for name
@ -647,6 +667,7 @@ class ChartPlotWidget(pg.PlotWidget):
"""Update the named internal graphics from ``array``.
"""
if name not in self._overlays:
self._ohlc = array
else:
@ -654,11 +675,13 @@ class ChartPlotWidget(pg.PlotWidget):
curve = self._graphics[name]
if len(array):
# TODO: we should instead implement a diff based
# "only update with new items" on the pg.PlotCurveItem
# one place to dig around this might be the `QBackingStore`
# https://doc.qt.io/qt-5/qbackingstore.html
curve.setData(y=array[name], x=array['index'], **kwargs)
# curve.setData(y=array[name], x=array['index'], **kwargs)
curve.update_from_array(x=array['index'], y=array[name], **kwargs)
return curve
@ -689,13 +712,15 @@ class ChartPlotWidget(pg.PlotWidget):
# figure out x-range in view such that user can scroll "off"
# the data set up to the point where ``_min_points_to_show``
# are left.
view_len = r - l
# view_len = r - l
# TODO: logic to check if end of bars in view
extra = view_len - _min_points_to_show
begin = self._ohlc[0]['index'] - extra
# end = len(self._ohlc) - 1 + extra
end = self._ohlc[-1]['index'] - 1 + extra
# extra = view_len - _min_points_to_show
# begin = self._ohlc[0]['index'] - extra
# # end = len(self._ohlc) - 1 + extra
# end = self._ohlc[-1]['index'] - 1 + extra
# XXX: test code for only rendering lines for the bars in view.
# This turns out to be very very poor perf when scaling out to
@ -1292,11 +1317,11 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
# current bar) and then either write the current bar manually
# or place a cursor for visual cue of the current time step.
price_chart.update_ohlc_from_array(
price_chart.name,
ohlcv.array,
just_history=True,
)
# price_chart.update_ohlc_from_array(
# price_chart.name,
# ohlcv.array,
# just_history=True,
# )
# XXX: this puts a flat bar on the current time step
# TODO: if we eventually have an x-axis time-step "cursor"

21
piker/ui/_exec.py
View File

@ -83,8 +83,7 @@ class MainWindow(QtGui.QMainWindow):
"""Cancel the root actor asap.
"""
# raising KBI seems to get intercepted by by Qt so just use the
# system.
# raising KBI seems to get intercepted by by Qt so just use the system.
os.kill(os.getpid(), signal.SIGINT)
@ -160,20 +159,20 @@ def run_qtractor(
'main': instance,
}
# setup tractor entry point args
main = partial(
tractor._main,
async_fn=func,
args=args + (widgets,),
# define tractor entrypoint
async def main():
async with tractor.open_root_actor(
arbiter_addr=(
tractor._default_arbiter_host,
tractor._default_arbiter_port,
tractor._root._default_arbiter_host,
tractor._root._default_arbiter_port,
),
name='qtractor',
**tractor_kwargs,
)
) as a:
await func(*(args + (widgets,)))
# guest mode
# guest mode entry
trio.lowlevel.start_guest_run(
main,
run_sync_soon_threadsafe=run_sync_soon_threadsafe,

997
piker/ui/_graphics.py
View File

@ -1,997 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Chart graphics for displaying a slew of different data types.
"""
import inspect
from typing import List, Optional, Tuple
import numpy as np
import pyqtgraph as pg
from numba import jit, float64, int64 # , optional
# from numba import types as ntypes
from PyQt5 import QtCore, QtGui
from PyQt5.QtCore import QLineF, QPointF
from .._profile import timeit
# from ..data._source import numba_ohlc_dtype
from ._style import (
_xaxis_at,
hcolor,
_font,
_down_2_font_inches_we_like,
)
from ._axes import YAxisLabel, XAxisLabel, YSticky
# XXX: these settings seem to result in really decent mouse scroll
# latency (in terms of perceived lag in cross hair) so really be sure
# there's an improvement if you want to change it!
_mouse_rate_limit = 60 # TODO; should we calc current screen refresh rate?
_debounce_delay = 1 / 2e3
_ch_label_opac = 1
# TODO: we need to handle the case where index is outside
# the underlying datums range
class LineDot(pg.CurvePoint):
def __init__(
self,
curve: pg.PlotCurveItem,
index: int,
plot: 'ChartPlotWidget',
pos=None,
size: int = 2, # in pxs
color: str = 'default_light',
) -> None:
pg.CurvePoint.__init__(
self,
curve,
index=index,
pos=pos,
rotate=False,
)
self._plot = plot
# TODO: get pen from curve if not defined?
cdefault = hcolor(color)
pen = pg.mkPen(cdefault)
brush = pg.mkBrush(cdefault)
# presuming this is fast since it's built in?
dot = self.dot = QtGui.QGraphicsEllipseItem(
QtCore.QRectF(-size / 2, -size / 2, size, size)
)
# if we needed transformable dot?
# dot.translate(-size*0.5, -size*0.5)
dot.setPen(pen)
dot.setBrush(brush)
dot.setParentItem(self)
# keep a static size
self.setFlag(self.ItemIgnoresTransformations)
def event(
self,
ev: QtCore.QEvent,
) -> None:
# print((ev, type(ev)))
if not isinstance(ev, QtCore.QDynamicPropertyChangeEvent) or self.curve() is None:
return False
# if ev.propertyName() == 'index':
# print(ev)
# # self.setProperty
(x, y) = self.curve().getData()
index = self.property('index')
# first = self._plot._ohlc[0]['index']
# first = x[0]
# i = index - first
i = index - x[0]
if i > 0 and i < len(y):
newPos = (index, y[i])
QtGui.QGraphicsItem.setPos(self, *newPos)
return True
return False
_corner_anchors = {
'top': 0,
'left': 0,
'bottom': 1,
'right': 1,
}
# XXX: fyi naming here is confusing / opposite to coords
_corner_margins = {
('top', 'left'): (-4, -5),
('top', 'right'): (4, -5),
('bottom', 'left'): (-4, lambda font_size: font_size * 2),
('bottom', 'right'): (4, lambda font_size: font_size * 2),
}
class ContentsLabel(pg.LabelItem):
"""Label anchored to a ``ViewBox`` typically for displaying
datum-wise points from the "viewed" contents.
"""
def __init__(
self,
chart: 'ChartPlotWidget', # noqa
anchor_at: str = ('top', 'right'),
justify_text: str = 'left',
font_size: Optional[int] = None,
) -> None:
font_size = font_size or _font.font.pixelSize()
super().__init__(
justify=justify_text,
size=f'{str(font_size)}px'
)
# anchor to viewbox
self.setParentItem(chart._vb)
chart.scene().addItem(self)
self.chart = chart
v, h = anchor_at
index = (_corner_anchors[h], _corner_anchors[v])
margins = _corner_margins[(v, h)]
ydim = margins[1]
if inspect.isfunction(margins[1]):
margins = margins[0], ydim(font_size)
self.anchor(itemPos=index, parentPos=index, offset=margins)
def update_from_ohlc(
self,
name: str,
index: int,
array: np.ndarray,
) -> None:
# this being "html" is the dumbest shit :eyeroll:
first = array[0]['index']
self.setText(
"<b>i</b>:{index}<br/>"
"<b>O</b>:{}<br/>"
"<b>H</b>:{}<br/>"
"<b>L</b>:{}<br/>"
"<b>C</b>:{}<br/>"
"<b>V</b>:{}<br/>"
"<b>wap</b>:{}".format(
*array[index - first][
['open', 'high', 'low', 'close', 'volume', 'bar_wap']
],
name=name,
index=index,
)
)
def update_from_value(
self,
name: str,
index: int,
array: np.ndarray,
) -> None:
first = array[0]['index']
if index < array[-1]['index'] and index > first:
data = array[index - first][name]
self.setText(f"{name}: {data:.2f}")
class CrossHair(pg.GraphicsObject):
def __init__(
self,
linkedsplitcharts: 'LinkedSplitCharts', # noqa
digits: int = 0
) -> None:
super().__init__()
# XXX: not sure why these are instance variables?
# It's not like we can change them on the fly..?
self.pen = pg.mkPen(
color=hcolor('default'),
style=QtCore.Qt.DashLine,
)
self.lines_pen = pg.mkPen(
color='#a9a9a9', # gray?
style=QtCore.Qt.DashLine,
)
self.lsc = linkedsplitcharts
self.graphics = {}
self.plots = []
self.active_plot = None
self.digits = digits
self._lastx = None
def add_plot(
self,
plot: 'ChartPlotWidget', # noqa
digits: int = 0,
) -> None:
# add ``pg.graphicsItems.InfiniteLine``s
# vertical and horizonal lines and a y-axis label
vl = plot.addLine(x=0, pen=self.lines_pen, movable=False)
hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
hl.hide()
yl = YAxisLabel(
parent=plot.getAxis('right'),
digits=digits or self.digits,
opacity=_ch_label_opac,
bg_color='default',
)
yl.hide() # on startup if mouse is off screen
# TODO: checkout what ``.sigDelayed`` can be used for
# (emitted once a sufficient delay occurs in mouse movement)
px_moved = pg.SignalProxy(
plot.scene().sigMouseMoved,
rateLimit=_mouse_rate_limit,
slot=self.mouseMoved,
delay=_debounce_delay,
)
px_enter = pg.SignalProxy(
plot.sig_mouse_enter,
rateLimit=_mouse_rate_limit,
slot=lambda: self.mouseAction('Enter', plot),
delay=_debounce_delay,
)
px_leave = pg.SignalProxy(
plot.sig_mouse_leave,
rateLimit=_mouse_rate_limit,
slot=lambda: self.mouseAction('Leave', plot),
delay=_debounce_delay,
)
self.graphics[plot] = {
'vl': vl,
'hl': hl,
'yl': yl,
'px': (px_moved, px_enter, px_leave),
}
self.plots.append(plot)
# Determine where to place x-axis label.
# Place below the last plot by default, ow
# keep x-axis right below main chart
plot_index = -1 if _xaxis_at == 'bottom' else 0
self.xaxis_label = XAxisLabel(
parent=self.plots[plot_index].getAxis('bottom'),
opacity=_ch_label_opac,
bg_color='default',
)
# place label off-screen during startup
self.xaxis_label.setPos(self.plots[0].mapFromView(QPointF(0, 0)))
def add_curve_cursor(
self,
plot: 'ChartPlotWidget', # noqa
curve: 'PlotCurveItem', # noqa
) -> LineDot:
# if this plot contains curves add line dot "cursors" to denote
# the current sample under the mouse
cursor = LineDot(curve, index=plot._ohlc[-1]['index'], plot=plot)
plot.addItem(cursor)
self.graphics[plot].setdefault('cursors', []).append(cursor)
return cursor
def mouseAction(self, action, plot): # noqa
if action == 'Enter':
self.active_plot = plot
# show horiz line and y-label
self.graphics[plot]['hl'].show()
self.graphics[plot]['yl'].show()
else: # Leave
self.active_plot = None
# hide horiz line and y-label
self.graphics[plot]['hl'].hide()
self.graphics[plot]['yl'].hide()
def mouseMoved(
self,
evt: 'Tuple[QMouseEvent]', # noqa
) -> None: # noqa
"""Update horizonal and vertical lines when mouse moves inside
either the main chart or any indicator subplot.
"""
pos = evt[0]
# find position inside active plot
try:
# map to view coordinate system
mouse_point = self.active_plot.mapToView(pos)
except AttributeError:
# mouse was not on active plot
return
x, y = mouse_point.x(), mouse_point.y()
plot = self.active_plot
# update y-range items
self.graphics[plot]['hl'].setY(y)
self.graphics[self.active_plot]['yl'].update_label(
abs_pos=pos, value=y
)
# Update x if cursor changed after discretization calc
# (this saves draw cycles on small mouse moves)
lastx = self._lastx
ix = round(x) # since bars are centered around index
if ix != lastx:
for plot, opts in self.graphics.items():
# move the vertical line to the current "center of bar"
opts['vl'].setX(ix)
# update the chart's "contents" label
plot.update_contents_labels(ix)
# update all subscribed curve dots
# first = plot._ohlc[0]['index']
for cursor in opts.get('cursors', ()):
cursor.setIndex(ix) # - first)
# update the label on the bottom of the crosshair
self.xaxis_label.update_label(
# XXX: requires:
# https://github.com/pyqtgraph/pyqtgraph/pull/1418
# otherwise gobbles tons of CPU..
# map back to abs (label-local) coordinates
abs_pos=plot.mapFromView(QPointF(ix, y)),
value=x,
)
self._lastx = ix
def boundingRect(self):
try:
return self.active_plot.boundingRect()
except AttributeError:
return self.plots[0].boundingRect()
def _mk_lines_array(
data: List,
size: int,
elements_step: int = 6,
) -> np.ndarray:
"""Create an ndarray to hold lines graphics info.
"""
return np.zeros_like(
data,
shape=(int(size), elements_step),
dtype=object,
)
def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
open, high, low, close, index = row[
['open', 'high', 'low', 'close', 'index']]
# high -> low vertical (body) line
if low != high:
hl = QLineF(index, low, index, high)
else:
# XXX: if we don't do it renders a weird rectangle?
# see below for filtering this later...
hl = None
# NOTE: place the x-coord start as "middle" of the drawing range such
# that the open arm line-graphic is at the left-most-side of
# the index's range according to the view mapping.
# open line
o = QLineF(index - w, open, index, open)
# close line
c = QLineF(index, close, index + w, close)
return [hl, o, c]
@jit(
# TODO: for now need to construct this manually for readonly arrays, see
# https://github.com/numba/numba/issues/4511
# ntypes.Tuple((float64[:], float64[:], float64[:]))(
# numba_ohlc_dtype[::1], # contiguous
# int64,
# optional(float64),
# ),
nopython=True,
nogil=True
)
def path_arrays_from_ohlc(
data: np.ndarray,
start: int64,
bar_gap: float64 = 0.43,
) -> np.ndarray:
"""Generate an array of lines objects from input ohlc data.
"""
size = int(data.shape[0] * 6)
x = np.zeros(
# data,
shape=size,
dtype=float64,
)
y, c = x.copy(), x.copy()
# TODO: report bug for assert @
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
for i, q in enumerate(data[start:], start):
# TODO: ask numba why this doesn't work..
# open, high, low, close, index = q[
# ['open', 'high', 'low', 'close', 'index']]
open = q['open']
high = q['high']
low = q['low']
close = q['close']
index = float64(q['index'])
istart = i * 6
istop = istart + 6
# x,y detail the 6 points which connect all vertexes of a ohlc bar
x[istart:istop] = (
index - bar_gap,
index,
index,
index,
index,
index + bar_gap,
)
y[istart:istop] = (
open,
open,
low,
high,
close,
close,
)
# specifies that the first edge is never connected to the
# prior bars last edge thus providing a small "gap"/"space"
# between bars determined by ``bar_gap``.
c[istart:istop] = (0, 1, 1, 1, 1, 1)
return x, y, c
# @timeit
def gen_qpath(
data,
start, # XXX: do we need this?
w,
) -> QtGui.QPainterPath:
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
# TODO: numba the internals of this!
return pg.functions.arrayToQPath(x, y, connect=c)
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 = 0.43
# XXX: for the mega-lulz increasing width here increases draw latency...
# so probably don't do it until we figure that out.
bars_pen = pg.mkPen(hcolor('bracket'))
def __init__(
self,
# scene: 'QGraphicsScene', # noqa
plotitem: 'pg.PlotItem', # noqa
) -> None:
super().__init__()
self.last_bar = QtGui.QPicture()
self.path = QtGui.QPainterPath()
# self._h_path = QtGui.QGraphicsPathItem(self.path)
self._pi = plotitem
self._xrange: Tuple[int, int]
self._yrange: Tuple[float, float]
# 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 = _mk_lines_array([], 50e3, 6)
# TODO: don't render the full backing array each time
# self._path_data = None
self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
# track the current length of drawable lines within the larger array
self.start_index: int = 0
self.stop_index: int = 0
# @timeit
def draw_from_data(
self,
data: np.ndarray,
start: int = 0,
) -> QtGui.QPainterPath:
"""Draw OHLC datum graphics from a ``np.ndarray``.
This routine is usually only called to draw the initial history.
"""
self.path = gen_qpath(data, start, self.w)
# save graphics for later reference and keep track
# of current internal "last index"
# self.start_index = len(data)
index = data['index']
self._xrange = (index[0], index[-1])
self._yrange = (
np.nanmax(data['high']),
np.nanmin(data['low']),
)
# up to last to avoid double draw of last bar
self._last_bar_lines = lines_from_ohlc(data[-1], self.w)
# create pics
# self.draw_history()
self.draw_last_bar()
# trigger render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update()
return self.path
# def update_ranges(
# self,
# xmn: int,
# xmx: int,
# ymn: float,
# ymx: float,
# ) -> None:
# ...
def draw_last_bar(self) -> None:
"""Currently this draws lines to a cached ``QPicture`` which
is supposed to speed things up on ``.paint()`` calls (which
is a call to ``QPainter.drawPicture()`` but I'm not so sure.
"""
p = QtGui.QPainter(self.last_bar)
p.setPen(self.bars_pen)
p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
p.end()
# @timeit
def update_from_array(
self,
array: np.ndarray,
just_history=False,
) -> None:
"""Update the last datum's bar graphic from input data array.
This routine should be interface compatible with
``pg.PlotCurveItem.setData()``. Normally this method in
``pyqtgraph`` seems to update all the data passed to the
graphics object, and then update/rerender, but here we're
assuming the prior graphics havent changed (OHLC history rarely
does) so this "should" be simpler and faster.
This routine should be made (transitively) as fast as possible.
"""
# index = self.start_index
istart, istop = self._xrange
index = array['index']
first_index, last_index = index[0], index[-1]
# length = len(array)
prepend_length = istart - first_index
append_length = last_index - istop
# TODO: allow mapping only a range of lines thus
# only drawing as many bars as exactly specified.
if prepend_length:
# new history was added and we need to render a new path
new_bars = array[:prepend_length]
prepend_path = gen_qpath(new_bars, 0, self.w)
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
# y value not matching the first value from
# array[prepend_length + 1] ???
# update path
old_path = self.path
self.path = prepend_path
self.path.addPath(old_path)
if append_length:
# generate new lines objects for updatable "current bar"
self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
self.draw_last_bar()
# generate new graphics to match provided array
# path appending logic:
# we need to get the previous "current bar(s)" for the time step
# and convert it to a sub-path to append to the historical set
# new_bars = array[istop - 1:istop + append_length - 1]
new_bars = array[-append_length - 1:-1]
append_path = gen_qpath(new_bars, 0, self.w)
self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
self.path.addPath(append_path)
self._xrange = first_index, last_index
if just_history:
self.update()
return
# last bar update
i, o, h, l, last, v = array[-1][
['index', 'open', 'high', 'low', 'close', 'volume']
]
# assert i == self.start_index - 1
assert i == last_index
body, larm, rarm = self._last_bar_lines
# XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# writer is responsible for changing open on "first" volume of bar
larm.setLine(larm.x1(), o, larm.x2(), o)
if l != h: # noqa
if body is None:
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
# XXX: pretty sure this is causing an issue where the bar has
# a large upward move right before the next sample and the body
# is getting set to None since the next bar is flat but the shm
# array index update wasn't read by the time this code runs. Iow
# we're doing this removal of the body for a bar index that is
# now out of date / from some previous sample. It's weird
# though because i've seen it do this to bars i - 3 back?
# else:
# # XXX: h == l -> remove any HL line to avoid render bug
# if body is not None:
# body = self.lines[index - 1][0] = None
self.draw_last_bar()
self.update()
# @timeit
def paint(self, p, opt, widget):
# profiler = pg.debug.Profiler(disabled=False, delayed=False)
# TODO: use to avoid drawing artefacts?
# self.prepareGeometryChange()
# p.setCompositionMode(0)
# TODO: one thing we could try here is pictures being drawn of
# a fixed count of bars such that based on the viewbox indices we
# only draw the "rounded up" number of "pictures worth" of bars
# as is necesarry for what's in "view". Not sure if this will
# lead to any perf gains other then when zoomed in to less bars
# in view.
p.drawPicture(0, 0, self.last_bar)
p.setPen(self.bars_pen)
p.drawPath(self.path)
# @timeit
def boundingRect(self):
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
# TODO: Can we do rect caching to make this faster
# like `pg.PlotCurveItem` does? In theory it's just
# computing max/min stuff again like we do in the udpate loop
# anyway. Not really sure it's necessary since profiling already
# shows this method is faf.
# boundingRect _must_ indicate the entire area that will be
# drawn on or else we will get artifacts and possibly crashing.
# (in this case, QPicture does all the work of computing the
# bounding rect for us).
# compute aggregate bounding rectangle
lb = self.last_bar.boundingRect()
hb = self.path.boundingRect()
return QtCore.QRectF(
# top left
QtCore.QPointF(hb.topLeft()),
# total size
QtCore.QSizeF(QtCore.QSizeF(lb.size()) + hb.size())
# QtCore.QSizeF(lb.size() + hb.size())
)
# XXX: when we get back to enabling tina mode for xb
# class CandlestickItems(BarItems):
# w2 = 0.7
# line_pen = pg.mkPen('#000000')
# bull_brush = pg.mkBrush('#00ff00')
# bear_brush = pg.mkBrush('#ff0000')
# def _generate(self, p):
# rects = np.array(
# [
# QtCore.QRectF(
# q.id - self.w,
# q.open,
# self.w2,
# q.close - q.open
# )
# for q in Quotes
# ]
# )
# p.setPen(self.line_pen)
# p.drawLines(
# [QtCore.QLineF(q.id, q.low, q.id, q.high)
# for q in Quotes]
# )
# p.setBrush(self.bull_brush)
# p.drawRects(*rects[Quotes.close > Quotes.open])
# p.setBrush(self.bear_brush)
# p.drawRects(*rects[Quotes.close < Quotes.open])
class LevelLabel(YSticky):
line_pen = pg.mkPen(hcolor('bracket'))
_w_margin = 4
_h_margin = 3
level: float = 0
def __init__(
self,
chart,
*args,
orient_v: str = 'bottom',
orient_h: str = 'left',
**kwargs
) -> None:
super().__init__(chart, *args, **kwargs)
# orientation around axis options
self._orient_v = orient_v
self._orient_h = orient_h
self._v_shift = {
'top': 1.,
'bottom': 0,
'middle': 1 / 2.
}[orient_v]
self._h_shift = {
'left': -1., 'right': 0
}[orient_h]
def update_label(
self,
abs_pos: QPointF, # scene coords
level: float, # data for text
offset: int = 1 # if have margins, k?
) -> None:
# write contents, type specific
self.set_label_str(level)
br = self.boundingRect()
h, w = br.height(), br.width()
# this triggers ``.pain()`` implicitly?
self.setPos(QPointF(
self._h_shift * w - offset,
abs_pos.y() - (self._v_shift * h) - offset
))
self.update()
self.level = level
def set_label_str(self, level: float):
# this is read inside ``.paint()``
# self.label_str = '{size} x {level:.{digits}f}'.format(
self.label_str = '{level:.{digits}f}'.format(
# size=self._size,
digits=self.digits,
level=level
).replace(',', ' ')
def size_hint(self) -> Tuple[None, None]:
return None, None
def draw(
self,
p: QtGui.QPainter,
rect: QtCore.QRectF
) -> None:
p.setPen(self.line_pen)
if self._orient_v == 'bottom':
lp, rp = rect.topLeft(), rect.topRight()
# p.drawLine(rect.topLeft(), rect.topRight())
elif self._orient_v == 'top':
lp, rp = rect.bottomLeft(), rect.bottomRight()
p.drawLine(lp.x(), lp.y(), rp.x(), rp.y())
class L1Label(LevelLabel):
size: float = 0
size_digits: float = 3
text_flags = (
QtCore.Qt.TextDontClip
| QtCore.Qt.AlignLeft
)
def set_label_str(self, level: float) -> None:
"""Reimplement the label string write to include the level's order-queue's
size in the text, eg. 100 x 323.3.
"""
self.label_str = '{size:.{size_digits}f} x {level:,.{digits}f}'.format(
size_digits=self.size_digits,
size=self.size or '?',
digits=self.digits,
level=level
).replace(',', ' ')
class L1Labels:
"""Level 1 bid ask labels for dynamic update on price-axis.
"""
max_value: float = '100.0 x 100 000.00'
def __init__(
self,
chart: 'ChartPlotWidget', # noqa
digits: int = 2,
size_digits: int = 0,
font_size_inches: float = _down_2_font_inches_we_like,
) -> None:
self.chart = chart
self.bid_label = L1Label(
chart=chart,
parent=chart.getAxis('right'),
# TODO: pass this from symbol data
digits=digits,
opacity=1,
font_size_inches=font_size_inches,
bg_color='papas_special',
fg_color='bracket',
orient_v='bottom',
)
self.bid_label.size_digits = size_digits
self.bid_label._size_br_from_str(self.max_value)
self.ask_label = L1Label(
chart=chart,
parent=chart.getAxis('right'),
# TODO: pass this from symbol data
digits=digits,
opacity=1,
font_size_inches=font_size_inches,
bg_color='papas_special',
fg_color='bracket',
orient_v='top',
)
self.ask_label.size_digits = size_digits
self.ask_label._size_br_from_str(self.max_value)
class LevelLine(pg.InfiniteLine):
def __init__(
self,
label: LevelLabel,
**kwargs,
) -> None:
self.label = label
super().__init__(**kwargs)
self.sigPositionChanged.connect(self.set_level)
def set_level(self, value: float) -> None:
self.label.update_from_data(0, self.value())
def level_line(
chart: 'ChartPlogWidget', # noqa
level: float,
digits: int = 1,
# size 4 font on 4k screen scaled down, so small-ish.
font_size_inches: float = _down_2_font_inches_we_like,
show_label: bool = True,
**linelabelkwargs
) -> LevelLine:
"""Convenience routine to add a styled horizontal line to a plot.
"""
label = LevelLabel(
chart=chart,
parent=chart.getAxis('right'),
# TODO: pass this from symbol data
digits=digits,
opacity=1,
font_size_inches=font_size_inches,
# TODO: make this take the view's bg pen
bg_color='papas_special',
fg_color='default',
**linelabelkwargs
)
label.update_from_data(0, level)
# TODO: can we somehow figure out a max value from the parent axis?
label._size_br_from_str(label.label_str)
line = LevelLine(
label,
movable=True,
angle=0,
)
line.setValue(level)
line.setPen(pg.mkPen(hcolor('default')))
# activate/draw label
line.setValue(level)
chart.plotItem.addItem(line)
if not show_label:
label.hide()
return line

20
piker/ui/_graphics/__init__.py 100644
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# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Internal custom graphics mostly built for low latency and reuse.
"""

376
piker/ui/_graphics/_cursor.py 100644
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# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Mouse interaction graphics
"""
from typing import Optional, Tuple
import inspect
import numpy as np
import pyqtgraph as pg
from PyQt5 import QtCore, QtGui
from PyQt5.QtCore import QPointF
from .._style import (
_xaxis_at,
hcolor,
_font,
)
from .._axes import YAxisLabel, XAxisLabel
# XXX: these settings seem to result in really decent mouse scroll
# latency (in terms of perceived lag in cross hair) so really be sure
# there's an improvement if you want to change it!
_mouse_rate_limit = 60 # TODO; should we calc current screen refresh rate?
_debounce_delay = 1 / 2e3
_ch_label_opac = 1
# TODO: we need to handle the case where index is outside
# the underlying datums range
class LineDot(pg.CurvePoint):
def __init__(
self,
curve: pg.PlotCurveItem,
index: int,
plot: 'ChartPlotWidget', # type: ingore # noqa
pos=None,
size: int = 2, # in pxs
color: str = 'default_light',
) -> None:
pg.CurvePoint.__init__(
self,
curve,
index=index,
pos=pos,
rotate=False,
)
self._plot = plot
# TODO: get pen from curve if not defined?
cdefault = hcolor(color)
pen = pg.mkPen(cdefault)
brush = pg.mkBrush(cdefault)
# presuming this is fast since it's built in?
dot = self.dot = QtGui.QGraphicsEllipseItem(
QtCore.QRectF(-size / 2, -size / 2, size, size)
)
# if we needed transformable dot?
# dot.translate(-size*0.5, -size*0.5)
dot.setPen(pen)
dot.setBrush(brush)
dot.setParentItem(self)
# keep a static size
self.setFlag(self.ItemIgnoresTransformations)
def event(
self,
ev: QtCore.QEvent,
) -> None:
# print((ev, type(ev)))
if not isinstance(
ev, QtCore.QDynamicPropertyChangeEvent
) or self.curve() is None:
return False
# if ev.propertyName() == 'index':
# print(ev)
# # self.setProperty
(x, y) = self.curve().getData()
index = self.property('index')
# first = self._plot._ohlc[0]['index']
# first = x[0]
# i = index - first
i = index - x[0]
if i > 0 and i < len(y):
newPos = (index, y[i])
QtGui.QGraphicsItem.setPos(self, *newPos)
return True
return False
_corner_anchors = {
'top': 0,
'left': 0,
'bottom': 1,
'right': 1,
}
# XXX: fyi naming here is confusing / opposite to coords
_corner_margins = {
('top', 'left'): (-4, -5),
('top', 'right'): (4, -5),
('bottom', 'left'): (-4, lambda font_size: font_size * 2),
('bottom', 'right'): (4, lambda font_size: font_size * 2),
}
class ContentsLabel(pg.LabelItem):
"""Label anchored to a ``ViewBox`` typically for displaying
datum-wise points from the "viewed" contents.
"""
def __init__(
self,
chart: 'ChartPlotWidget', # noqa
anchor_at: str = ('top', 'right'),
justify_text: str = 'left',
font_size: Optional[int] = None,
) -> None:
font_size = font_size or _font.font.pixelSize()
super().__init__(
justify=justify_text,
size=f'{str(font_size)}px'
)
# anchor to viewbox
self.setParentItem(chart._vb)
chart.scene().addItem(self)
self.chart = chart
v, h = anchor_at
index = (_corner_anchors[h], _corner_anchors[v])
margins = _corner_margins[(v, h)]
ydim = margins[1]
if inspect.isfunction(margins[1]):
margins = margins[0], ydim(font_size)
self.anchor(itemPos=index, parentPos=index, offset=margins)
def update_from_ohlc(
self,
name: str,
index: int,
array: np.ndarray,
) -> None:
# this being "html" is the dumbest shit :eyeroll:
first = array[0]['index']
self.setText(
"<b>i</b>:{index}<br/>"
"<b>O</b>:{}<br/>"
"<b>H</b>:{}<br/>"
"<b>L</b>:{}<br/>"
"<b>C</b>:{}<br/>"
"<b>V</b>:{}<br/>"
"<b>wap</b>:{}".format(
*array[index - first][
['open', 'high', 'low', 'close', 'volume', 'bar_wap']
],
name=name,
index=index,
)
)
def update_from_value(
self,
name: str,
index: int,
array: np.ndarray,
) -> None:
first = array[0]['index']
if index < array[-1]['index'] and index > first:
data = array[index - first][name]
self.setText(f"{name}: {data:.2f}")
class CrossHair(pg.GraphicsObject):
def __init__(
self,
linkedsplitcharts: 'LinkedSplitCharts', # noqa
digits: int = 0
) -> None:
super().__init__()
# XXX: not sure why these are instance variables?
# It's not like we can change them on the fly..?
self.pen = pg.mkPen(
color=hcolor('default'),
style=QtCore.Qt.DashLine,
)
self.lines_pen = pg.mkPen(
color='#a9a9a9', # gray?
style=QtCore.Qt.DashLine,
)
self.lsc = linkedsplitcharts
self.graphics = {}
self.plots = []
self.active_plot = None
self.digits = digits
self._lastx = None
def add_plot(
self,
plot: 'ChartPlotWidget', # noqa
digits: int = 0,
) -> None:
# add ``pg.graphicsItems.InfiniteLine``s
# vertical and horizonal lines and a y-axis label
vl = plot.addLine(x=0, pen=self.lines_pen, movable=False)
vl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
hl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
hl.hide()
yl = YAxisLabel(
parent=plot.getAxis('right'),
digits=digits or self.digits,
opacity=_ch_label_opac,
bg_color='default',
)
yl.hide() # on startup if mouse is off screen
# TODO: checkout what ``.sigDelayed`` can be used for
# (emitted once a sufficient delay occurs in mouse movement)
px_moved = pg.SignalProxy(
plot.scene().sigMouseMoved,
rateLimit=_mouse_rate_limit,
slot=self.mouseMoved,
delay=_debounce_delay,
)
px_enter = pg.SignalProxy(
plot.sig_mouse_enter,
rateLimit=_mouse_rate_limit,
slot=lambda: self.mouseAction('Enter', plot),
delay=_debounce_delay,
)
px_leave = pg.SignalProxy(
plot.sig_mouse_leave,
rateLimit=_mouse_rate_limit,
slot=lambda: self.mouseAction('Leave', plot),
delay=_debounce_delay,
)
self.graphics[plot] = {
'vl': vl,
'hl': hl,
'yl': yl,
'px': (px_moved, px_enter, px_leave),
}
self.plots.append(plot)
# Determine where to place x-axis label.
# Place below the last plot by default, ow
# keep x-axis right below main chart
plot_index = -1 if _xaxis_at == 'bottom' else 0
self.xaxis_label = XAxisLabel(
parent=self.plots[plot_index].getAxis('bottom'),
opacity=_ch_label_opac,
bg_color='default',
)
# place label off-screen during startup
self.xaxis_label.setPos(self.plots[0].mapFromView(QPointF(0, 0)))
def add_curve_cursor(
self,
plot: 'ChartPlotWidget', # noqa
curve: 'PlotCurveItem', # noqa
) -> LineDot:
# if this plot contains curves add line dot "cursors" to denote
# the current sample under the mouse
cursor = LineDot(curve, index=plot._ohlc[-1]['index'], plot=plot)
plot.addItem(cursor)
self.graphics[plot].setdefault('cursors', []).append(cursor)
return cursor
def mouseAction(self, action, plot): # noqa
if action == 'Enter':
self.active_plot = plot
# show horiz line and y-label
self.graphics[plot]['hl'].show()
self.graphics[plot]['yl'].show()
else: # Leave
self.active_plot = None
# hide horiz line and y-label
self.graphics[plot]['hl'].hide()
self.graphics[plot]['yl'].hide()
def mouseMoved(
self,
evt: 'Tuple[QMouseEvent]', # noqa
) -> None: # noqa
"""Update horizonal and vertical lines when mouse moves inside
either the main chart or any indicator subplot.
"""
pos = evt[0]
# find position inside active plot
try:
# map to view coordinate system
mouse_point = self.active_plot.mapToView(pos)
except AttributeError:
# mouse was not on active plot
return
x, y = mouse_point.x(), mouse_point.y()
plot = self.active_plot
# update y-range items
self.graphics[plot]['hl'].setY(y)
self.graphics[self.active_plot]['yl'].update_label(
abs_pos=pos, value=y
)
# Update x if cursor changed after discretization calc
# (this saves draw cycles on small mouse moves)
lastx = self._lastx
ix = round(x) # since bars are centered around index
if ix != lastx:
for plot, opts in self.graphics.items():
# move the vertical line to the current "center of bar"
opts['vl'].setX(ix)
# update the chart's "contents" label
plot.update_contents_labels(ix)
# update all subscribed curve dots
# first = plot._ohlc[0]['index']
for cursor in opts.get('cursors', ()):
cursor.setIndex(ix)
# update the label on the bottom of the crosshair
self.xaxis_label.update_label(
# XXX: requires:
# https://github.com/pyqtgraph/pyqtgraph/pull/1418
# otherwise gobbles tons of CPU..
# map back to abs (label-local) coordinates
abs_pos=plot.mapFromView(QPointF(ix, y)),
value=x,
)
self._lastx = ix
def boundingRect(self):
try:
return self.active_plot.boundingRect()
except AttributeError:
return self.plots[0].boundingRect()

158
piker/ui/_graphics/_curve.py 100644
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# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Fast, smooth, sexy curves.
"""
from typing import Tuple
import pyqtgraph as pg
from PyQt5 import QtCore, QtGui, QtWidgets
from ..._profile import pg_profile_enabled
# TODO: got a feeling that dropping this inheritance gets us even more speedups
class FastAppendCurve(pg.PlotCurveItem):
def __init__(self, *args, **kwargs):
# TODO: we can probably just dispense with the parent since
# we're basically only using the pen setting now...
super().__init__(*args, **kwargs)
self._last_line: QtCore.QLineF = None
self._xrange: Tuple[int, int] = self.dataBounds(ax=0)
# TODO: one question still remaining is if this makes trasform
# interactions slower (such as zooming) and if so maybe if/when
# we implement a "history" mode for the view we disable this in
# that mode?
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
def update_from_array(
self,
x,
y,
) -> QtGui.QPainterPath:
profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
flip_cache = False
# print(f"xrange: {self._xrange}")
istart, istop = self._xrange
prepend_length = istart - x[0]
append_length = x[-1] - istop
if self.path is None or prepend_length:
self.path = pg.functions.arrayToQPath(
x[:-1],
y[:-1],
connect='all'
)
profiler('generate fresh path')
# TODO: get this working - right now it's giving heck on vwap...
# if prepend_length:
# breakpoint()
# prepend_path = pg.functions.arrayToQPath(
# x[0:prepend_length],
# y[0:prepend_length],
# connect='all'
# )
# # swap prepend path in "front"
# old_path = self.path
# self.path = prepend_path
# # self.path.moveTo(new_x[0], new_y[0])
# self.path.connectPath(old_path)
if append_length:
# print(f"append_length: {append_length}")
new_x = x[-append_length - 2:-1]
new_y = y[-append_length - 2:-1]
# print((new_x, new_y))
append_path = pg.functions.arrayToQPath(
new_x,
new_y,
connect='all'
)
# print(f"append_path br: {append_path.boundingRect()}")
# self.path.moveTo(new_x[0], new_y[0])
# self.path.connectPath(append_path)
self.path.connectPath(append_path)
# XXX: pretty annoying but, without this there's little
# artefacts on the append updates to the curve...
self.setCacheMode(QtGui.QGraphicsItem.NoCache)
self.prepareGeometryChange()
flip_cache = True
# print(f"update br: {self.path.boundingRect()}")
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
# our `LineDot`) required ``.getData()`` to work..
self.xData = x
self.yData = y
self._xrange = x[0], x[-1]
self._last_line = QtCore.QLineF(x[-2], y[-2], x[-1], y[-1])
# trigger redraw of path
# do update before reverting to cache mode
self.prepareGeometryChange()
self.update()
if flip_cache:
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
def boundingRect(self):
hb = self.path.controlPointRect()
hb_size = hb.size()
# print(f'hb_size: {hb_size}')
w = hb_size.width() + 1
h = hb_size.height() + 1
br = QtCore.QRectF(
# top left
QtCore.QPointF(hb.topLeft()),
# total size
QtCore.QSizeF(w, h)
)
# print(f'bounding rect: {br}')
return br
def paint(
self,
p: QtGui.QPainter,
opt: QtWidgets.QStyleOptionGraphicsItem,
w: QtWidgets.QWidget
) -> None:
profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
# p.setRenderHint(p.Antialiasing, True)
p.setPen(self.opts['pen'])
p.drawLine(self._last_line)
profiler('.drawLine()')
p.drawPath(self.path)
profiler('.drawPath()')

244
piker/ui/_graphics/_lines.py 100644
View File

@ -0,0 +1,244 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Lines for orders, alerts, L2.
"""
from typing import Tuple
import pyqtgraph as pg
from PyQt5 import QtCore, QtGui
from PyQt5.QtCore import QPointF
from .._style import (
hcolor,
_down_2_font_inches_we_like,
)
from .._axes import YSticky
class LevelLabel(YSticky):
line_pen = pg.mkPen(hcolor('bracket'))
_w_margin = 4
_h_margin = 3
level: float = 0
def __init__(
self,
chart,
*args,
orient_v: str = 'bottom',
orient_h: str = 'left',
**kwargs
) -> None:
super().__init__(chart, *args, **kwargs)
# orientation around axis options
self._orient_v = orient_v
self._orient_h = orient_h
self._v_shift = {
'top': 1.,
'bottom': 0,
'middle': 1 / 2.
}[orient_v]
self._h_shift = {
'left': -1., 'right': 0
}[orient_h]
def update_label(
self,
abs_pos: QPointF, # scene coords
level: float, # data for text
offset: int = 1 # if have margins, k?
) -> None:
# write contents, type specific
self.set_label_str(level)
br = self.boundingRect()
h, w = br.height(), br.width()
# this triggers ``.pain()`` implicitly?
self.setPos(QPointF(
self._h_shift * w - offset,
abs_pos.y() - (self._v_shift * h) - offset
))
self.update()
self.level = level
def set_label_str(self, level: float):
# this is read inside ``.paint()``
# self.label_str = '{size} x {level:.{digits}f}'.format(
self.label_str = '{level:.{digits}f}'.format(
# size=self._size,
digits=self.digits,
level=level
).replace(',', ' ')
def size_hint(self) -> Tuple[None, None]:
return None, None
def draw(
self,
p: QtGui.QPainter,
rect: QtCore.QRectF
) -> None:
p.setPen(self.line_pen)
if self._orient_v == 'bottom':
lp, rp = rect.topLeft(), rect.topRight()
# p.drawLine(rect.topLeft(), rect.topRight())
elif self._orient_v == 'top':
lp, rp = rect.bottomLeft(), rect.bottomRight()
p.drawLine(lp.x(), lp.y(), rp.x(), rp.y())
class L1Label(LevelLabel):
size: float = 0
size_digits: float = 3
text_flags = (
QtCore.Qt.TextDontClip
| QtCore.Qt.AlignLeft
)
def set_label_str(self, level: float) -> None:
"""Reimplement the label string write to include the level's order-queue's
size in the text, eg. 100 x 323.3.
"""
self.label_str = '{size:.{size_digits}f} x {level:,.{digits}f}'.format(
size_digits=self.size_digits,
size=self.size or '?',
digits=self.digits,
level=level
).replace(',', ' ')
class L1Labels:
"""Level 1 bid ask labels for dynamic update on price-axis.
"""
max_value: float = '100.0 x 100 000.00'
def __init__(
self,
chart: 'ChartPlotWidget', # noqa
digits: int = 2,
size_digits: int = 0,
font_size_inches: float = _down_2_font_inches_we_like,
) -> None:
self.chart = chart
self.bid_label = L1Label(
chart=chart,
parent=chart.getAxis('right'),
# TODO: pass this from symbol data
digits=digits,
opacity=1,
font_size_inches=font_size_inches,
bg_color='papas_special',
fg_color='bracket',
orient_v='bottom',
)
self.bid_label.size_digits = size_digits
self.bid_label._size_br_from_str(self.max_value)
self.ask_label = L1Label(
chart=chart,
parent=chart.getAxis('right'),
# TODO: pass this from symbol data
digits=digits,
opacity=1,
font_size_inches=font_size_inches,
bg_color='papas_special',
fg_color='bracket',
orient_v='top',
)
self.ask_label.size_digits = size_digits
self.ask_label._size_br_from_str(self.max_value)
class LevelLine(pg.InfiniteLine):
def __init__(
self,
label: LevelLabel,
**kwargs,
) -> None:
self.label = label
super().__init__(**kwargs)
self.sigPositionChanged.connect(self.set_level)
def set_level(self, value: float) -> None:
self.label.update_from_data(0, self.value())
def level_line(
chart: 'ChartPlogWidget', # noqa
level: float,
digits: int = 1,
# size 4 font on 4k screen scaled down, so small-ish.
font_size_inches: float = _down_2_font_inches_we_like,
show_label: bool = True,
**linelabelkwargs
) -> LevelLine:
"""Convenience routine to add a styled horizontal line to a plot.
"""
label = LevelLabel(
chart=chart,
parent=chart.getAxis('right'),
# TODO: pass this from symbol data
digits=digits,
opacity=1,
font_size_inches=font_size_inches,
# TODO: make this take the view's bg pen
bg_color='papas_special',
fg_color='default',
**linelabelkwargs
)
label.update_from_data(0, level)
# TODO: can we somehow figure out a max value from the parent axis?
label._size_br_from_str(label.label_str)
line = LevelLine(
label,
movable=True,
angle=0,
)
line.setValue(level)
line.setPen(pg.mkPen(hcolor('default')))
# activate/draw label
line.setValue(level)
chart.plotItem.addItem(line)
if not show_label:
label.hide()
return line

432
piker/ui/_graphics/_ohlc.py 100644
View File

@ -0,0 +1,432 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Super fast OHLC sampling graphics types.
"""
from typing import List, Optional, Tuple
import numpy as np
import pyqtgraph as pg
from numba import jit, float64, int64 # , optional
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QLineF, QPointF
# from numba import types as ntypes
# from ..data._source import numba_ohlc_dtype
from ..._profile import pg_profile_enabled
from .._style import hcolor
def _mk_lines_array(
data: List,
size: int,
elements_step: int = 6,
) -> np.ndarray:
"""Create an ndarray to hold lines graphics info.
"""
return np.zeros_like(
data,
shape=(int(size), elements_step),
dtype=object,
)
def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
open, high, low, close, index = row[
['open', 'high', 'low', 'close', 'index']]
# high -> low vertical (body) line
if low != high:
hl = QLineF(index, low, index, high)
else:
# XXX: if we don't do it renders a weird rectangle?
# see below for filtering this later...
hl = None
# NOTE: place the x-coord start as "middle" of the drawing range such
# that the open arm line-graphic is at the left-most-side of
# the index's range according to the view mapping.
# open line
o = QLineF(index - w, open, index, open)
# close line
c = QLineF(index, close, index + w, close)
return [hl, o, c]
@jit(
# TODO: for now need to construct this manually for readonly arrays, see
# https://github.com/numba/numba/issues/4511
# ntypes.Tuple((float64[:], float64[:], float64[:]))(
# numba_ohlc_dtype[::1], # contiguous
# int64,
# optional(float64),
# ),
nopython=True,
nogil=True
)
def path_arrays_from_ohlc(
data: np.ndarray,
start: int64,
bar_gap: float64 = 0.43,
) -> np.ndarray:
"""Generate an array of lines objects from input ohlc data.
"""
size = int(data.shape[0] * 6)
x = np.zeros(
# data,
shape=size,
dtype=float64,
)
y, c = x.copy(), x.copy()
# TODO: report bug for assert @
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
for i, q in enumerate(data[start:], start):
# TODO: ask numba why this doesn't work..
# open, high, low, close, index = q[
# ['open', 'high', 'low', 'close', 'index']]
open = q['open']
high = q['high']
low = q['low']
close = q['close']
index = float64(q['index'])
istart = i * 6
istop = istart + 6
# x,y detail the 6 points which connect all vertexes of a ohlc bar
x[istart:istop] = (
index - bar_gap,
index,
index,
index,
index,
index + bar_gap,
)
y[istart:istop] = (
open,
open,
low,
high,
close,
close,
)
# specifies that the first edge is never connected to the
# prior bars last edge thus providing a small "gap"/"space"
# between bars determined by ``bar_gap``.
c[istart:istop] = (0, 1, 1, 1, 1, 1)
return x, y, c
def gen_qpath(
data,
start, # XXX: do we need this?
w,
) -> QtGui.QPainterPath:
profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
profiler("generate stream with numba")
# TODO: numba the internals of this!
path = pg.functions.arrayToQPath(x, y, connect=c)
profiler("generate path with arrayToQPath")
return path
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 = 0.43
# XXX: for the mega-lulz increasing width here increases draw latency...
# so probably don't do it until we figure that out.
bars_pen = pg.mkPen(hcolor('bracket'))
def __init__(
self,
# scene: 'QGraphicsScene', # noqa
plotitem: 'pg.PlotItem', # noqa
) -> None:
super().__init__()
# NOTE: this prevents redraws on mouse interaction which is
# a huge boon for avg interaction latency.
# TODO: one question still remaining is if this makes trasform
# interactions slower (such as zooming) and if so maybe if/when
# we implement a "history" mode for the view we disable this in
# that mode?
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
# not sure if this is actually impoving anything but figured it
# was worth a shot:
# self.path.reserve(int(100e3 * 6))
self.path = QtGui.QPainterPath()
self._pi = plotitem
self._xrange: Tuple[int, int]
self._yrange: Tuple[float, float]
# TODO: don't render the full backing array each time
# self._path_data = None
self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
# track the current length of drawable lines within the larger array
self.start_index: int = 0
self.stop_index: int = 0
def draw_from_data(
self,
data: np.ndarray,
start: int = 0,
) -> QtGui.QPainterPath:
"""Draw OHLC datum graphics from a ``np.ndarray``.
This routine is usually only called to draw the initial history.
"""
self.path = gen_qpath(data, start, self.w)
# save graphics for later reference and keep track
# of current internal "last index"
# self.start_index = len(data)
index = data['index']
self._xrange = (index[0], index[-1])
self._yrange = (
np.nanmax(data['high']),
np.nanmin(data['low']),
)
# up to last to avoid double draw of last bar
self._last_bar_lines = lines_from_ohlc(data[-1], self.w)
# trigger render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update()
return self.path
def update_from_array(
self,
array: np.ndarray,
just_history=False,
) -> None:
"""Update the last datum's bar graphic from input data array.
This routine should be interface compatible with
``pg.PlotCurveItem.setData()``. Normally this method in
``pyqtgraph`` seems to update all the data passed to the
graphics object, and then update/rerender, but here we're
assuming the prior graphics havent changed (OHLC history rarely
does) so this "should" be simpler and faster.
This routine should be made (transitively) as fast as possible.
"""
# index = self.start_index
istart, istop = self._xrange
index = array['index']
first_index, last_index = index[0], index[-1]
# length = len(array)
prepend_length = istart - first_index
append_length = last_index - istop
flip_cache = False
# TODO: allow mapping only a range of lines thus
# only drawing as many bars as exactly specified.
if prepend_length:
# new history was added and we need to render a new path
new_bars = array[:prepend_length]
prepend_path = gen_qpath(new_bars, 0, self.w)
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
# y value not matching the first value from
# array[prepend_length + 1] ???
# update path
old_path = self.path
self.path = prepend_path
self.path.addPath(old_path)
# trigger redraw despite caching
self.prepareGeometryChange()
if append_length:
# generate new lines objects for updatable "current bar"
self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
# generate new graphics to match provided array
# path appending logic:
# we need to get the previous "current bar(s)" for the time step
# and convert it to a sub-path to append to the historical set
# new_bars = array[istop - 1:istop + append_length - 1]
new_bars = array[-append_length - 1:-1]
append_path = gen_qpath(new_bars, 0, self.w)
self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
self.path.addPath(append_path)
# trigger redraw despite caching
self.prepareGeometryChange()
self.setCacheMode(QtGui.QGraphicsItem.NoCache)
flip_cache = True
self._xrange = first_index, last_index
# last bar update
i, o, h, l, last, v = array[-1][
['index', 'open', 'high', 'low', 'close', 'volume']
]
# assert i == self.start_index - 1
assert i == last_index
body, larm, rarm = self._last_bar_lines
# XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# writer is responsible for changing open on "first" volume of bar
larm.setLine(larm.x1(), o, larm.x2(), o)
if l != h: # noqa
if body is None:
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
# XXX: pretty sure this is causing an issue where the bar has
# a large upward move right before the next sample and the body
# is getting set to None since the next bar is flat but the shm
# array index update wasn't read by the time this code runs. Iow
# we're doing this removal of the body for a bar index that is
# now out of date / from some previous sample. It's weird
# though because i've seen it do this to bars i - 3 back?
self.update()
if flip_cache:
self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
def paint(
self,
p: QtGui.QPainter,
opt: QtWidgets.QStyleOptionGraphicsItem,
w: QtWidgets.QWidget
) -> None:
profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
# p.setCompositionMode(0)
p.setPen(self.bars_pen)
# TODO: one thing we could try here is pictures being drawn of
# a fixed count of bars such that based on the viewbox indices we
# only draw the "rounded up" number of "pictures worth" of bars
# as is necesarry for what's in "view". Not sure if this will
# lead to any perf gains other then when zoomed in to less bars
# in view.
p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
profiler('draw last bar')
p.drawPath(self.path)
profiler('draw history path')
def boundingRect(self):
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
# TODO: Can we do rect caching to make this faster
# like `pg.PlotCurveItem` does? In theory it's just
# computing max/min stuff again like we do in the udpate loop
# anyway. Not really sure it's necessary since profiling already
# shows this method is faf.
# boundingRect _must_ indicate the entire area that will be
# drawn on or else we will get artifacts and possibly crashing.
# (in this case, QPicture does all the work of computing the
# bounding rect for us).
# apparently this a lot faster says the docs?
# https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
hb = self.path.controlPointRect()
hb_size = hb.size()
# print(f'hb_size: {hb_size}')
w = hb_size.width() + 1
h = hb_size.height() + 1
br = QtCore.QRectF(
# top left
QPointF(hb.topLeft()),
# total size
QtCore.QSizeF(w, h)
)
# print(f'bounding rect: {br}')
return br
# XXX: when we get back to enabling tina mode for xb
# class CandlestickItems(BarItems):
# w2 = 0.7
# line_pen = pg.mkPen('#000000')
# bull_brush = pg.mkBrush('#00ff00')
# bear_brush = pg.mkBrush('#ff0000')
# def _generate(self, p):
# rects = np.array(
# [
# QtCore.QRectF(
# q.id - self.w,
# q.open,
# self.w2,
# q.close - q.open
# )
# for q in Quotes
# ]
# )
# p.setPen(self.line_pen)
# p.drawLines(
# [QtCore.QLineF(q.id, q.low, q.id, q.high)
# for q in Quotes]
# )
# p.setBrush(self.bull_brush)
# p.drawRects(*rects[Quotes.close > Quotes.open])
# p.setBrush(self.bear_brush)
# p.drawRects(*rects[Quotes.close < Quotes.open])

2
piker/ui/_style.py
View File

@ -112,8 +112,6 @@ CHART_MARGINS = (0, 0, 2, 2)
_min_points_to_show = 6
_bars_from_right_in_follow_mode = int(6**2)
_bars_to_left_in_follow_mode = int(6**3)
_tina_mode = False

15
piker/ui/cli.py
View File

@ -84,7 +84,7 @@ def monitor(config, rate, name, dhost, test, tl):
@cli.command()
@click.option('--tl', is_flag=True, help='Enable tractor logging')
# @click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--date', '-d', help='Contracts expiry date')
@click.option('--test', '-t', help='Test quote stream file')
@click.option('--rate', '-r', default=1, help='Logging level')
@ -121,16 +121,25 @@ def optschain(config, symbol, date, tl, rate, test):
@cli.command()
@click.option(
'--profile',
is_flag=True,
help='Enable pyqtgraph profiling'
)
@click.option('--date', '-d', help='Contracts expiry date')
@click.option('--test', '-t', help='Test quote stream file')
@click.option('--rate', '-r', default=1, help='Logging level')
@click.argument('symbol', required=True)
@click.pass_obj
def chart(config, symbol, date, rate, test):
"""Start an option chain UI
def chart(config, symbol, date, rate, test, profile):
"""Start a real-time chartng UI
"""
from .. import _profile
from ._chart import _main
# possibly enable profiling
_profile._pg_profile = profile
# global opts
brokername = config['broker']
tractorloglevel = config['tractorloglevel']