Factor step format data gen into `to_step_format()`
Yet another path ops routine which converts a 1d array into a data format suitable for rendering a "step curve" graphics path (aka a "bar graph" but implemented as a continuous line). Also, factor the `BarItems` rendering logic (which determines whether to render the literal bars lines or a downsampled curve) into a routine `render_baritems()` until we figure out the right abstraction layer for it.pre_flow
Tyler Goodlet
parent
06d3cadcc0
commit
3cb6b7221c
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@ -53,6 +53,7 @@ from .._profile import (
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from ._pathops import (
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from ._pathops import (
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gen_ohlc_qpath,
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gen_ohlc_qpath,
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ohlc_to_line,
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ohlc_to_line,
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to_step_format,
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)
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)
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from ._ohlc import (
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from ._ohlc import (
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BarItems,
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BarItems,
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@ -140,6 +141,243 @@ def mk_ohlc_flat_copy(
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return y
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return y
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def render_baritems(
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flow: Flow,
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graphics: BarItems,
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read: tuple[
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int, int, np.ndarray,
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int, int, np.ndarray,
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],
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profiler: pg.debug.Profiler,
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**kwargs,
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) -> None:
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'''
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Graphics management logic for a ``BarItems`` object.
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Mostly just logic to determine when and how to downsample an OHLC
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lines curve into a flattened line graphic and when to display one
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graphic or the other.
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TODO: this should likely be moved into some kind of better abstraction
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layer, if not a `Renderer` then something just above it?
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'''
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(
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xfirst, xlast, array,
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ivl, ivr, in_view,
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) = read
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# if no source data renderer exists create one.
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self = flow
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r = self._src_r
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if not r:
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# OHLC bars path renderer
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r = self._src_r = Renderer(
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flow=self,
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# TODO: rename this to something with ohlc
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draw_path=gen_ohlc_qpath,
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last_read=read,
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)
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ds_curve_r = Renderer(
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flow=self,
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# just swap in the flat view
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# data_t=lambda array: self.gy.array,
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last_read=read,
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draw_path=partial(
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rowarr_to_path,
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x_basis=None,
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),
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)
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curve = FastAppendCurve(
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name='OHLC',
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color=graphics._color,
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)
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curve.hide()
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self.plot.addItem(curve)
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# baseline "line" downsampled OHLC curve that should
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# kick on only when we reach a certain uppx threshold.
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self._render_table[0] = (
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ds_curve_r,
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curve,
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)
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dsc_r, curve = self._render_table[0]
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# do checks for whether or not we require downsampling:
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# - if we're **not** downsampling then we simply want to
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# render the bars graphics curve and update..
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# - if insteam we are in a downsamplig state then we to
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x_gt = 6
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uppx = curve.x_uppx()
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in_line = should_line = curve.isVisible()
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if (
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should_line
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and uppx < x_gt
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):
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print('FLIPPING TO BARS')
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should_line = False
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elif (
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not should_line
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and uppx >= x_gt
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):
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print('FLIPPING TO LINE')
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should_line = True
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profiler(f'ds logic complete line={should_line}')
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# do graphics updates
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if should_line:
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fields = ['open', 'high', 'low', 'close']
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if self.gy is None:
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# create a flattened view onto the OHLC array
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# which can be read as a line-style format
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shm = self.shm
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(
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self._iflat_first,
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self._iflat_last,
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self.gx,
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self.gy,
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) = ohlc_to_line(
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shm,
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fields=fields,
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)
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# print(f'unstruct diff: {time.time() - start}')
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gy = self.gy
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# update flatted ohlc copy
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(
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iflat_first,
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iflat,
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ishm_last,
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ishm_first,
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) = (
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self._iflat_first,
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self._iflat_last,
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self.shm._last.value,
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self.shm._first.value
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)
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# check for shm prepend updates since last read.
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if iflat_first != ishm_first:
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# write newly prepended data to flattened copy
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gy[
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ishm_first:iflat_first
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] = rfn.structured_to_unstructured(
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self.shm._array[fields][ishm_first:iflat_first]
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)
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self._iflat_first = ishm_first
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to_update = rfn.structured_to_unstructured(
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self.shm._array[iflat:ishm_last][fields]
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)
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gy[iflat:ishm_last][:] = to_update
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profiler('updated ustruct OHLC data')
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# slice out up-to-last step contents
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y_flat = gy[ishm_first:ishm_last]
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x_flat = self.gx[ishm_first:ishm_last]
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# update local last-index tracking
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self._iflat_last = ishm_last
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# reshape to 1d for graphics rendering
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y = y_flat.reshape(-1)
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x = x_flat.reshape(-1)
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profiler('flattened ustruct OHLC data')
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# do all the same for only in-view data
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y_iv_flat = y_flat[ivl:ivr]
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x_iv_flat = x_flat[ivl:ivr]
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y_iv = y_iv_flat.reshape(-1)
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x_iv = x_iv_flat.reshape(-1)
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profiler('flattened ustruct in-view OHLC data')
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# pass into curve graphics processing
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curve.update_from_array(
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x,
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y,
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x_iv=x_iv,
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y_iv=y_iv,
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view_range=(ivl, ivr), # hack
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profiler=profiler,
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# should_redraw=False,
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# NOTE: already passed through by display loop?
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# do_append=uppx < 16,
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**kwargs,
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)
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curve.show()
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profiler('updated ds curve')
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else:
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# render incremental or in-view update
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# and apply ouput (path) to graphics.
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path, last = r.render(
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read,
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only_in_view=True,
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)
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graphics.path = path
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graphics.draw_last(last)
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# NOTE: on appends we used to have to flip the coords
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# cache thought it doesn't seem to be required any more?
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# graphics.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
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# graphics.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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# graphics.prepareGeometryChange()
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graphics.update()
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if (
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not in_line
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and should_line
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):
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# change to line graphic
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log.info(
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f'downsampling to line graphic {self.name}'
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)
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graphics.hide()
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# graphics.update()
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curve.show()
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curve.update()
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elif in_line and not should_line:
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log.info(f'showing bars graphic {self.name}')
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curve.hide()
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graphics.show()
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graphics.update()
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# update our pre-downsample-ready data and then pass that
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# new data the downsampler algo for incremental update.
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# graphics.update_from_array(
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# array,
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# in_view,
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# view_range=(ivl, ivr) if use_vr else None,
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# **kwargs,
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# )
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# generate and apply path to graphics obj
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# graphics.path, last = r.render(
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# read,
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# only_in_view=True,
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# )
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# graphics.draw_last(last)
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class Flow(msgspec.Struct): # , frozen=True):
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class Flow(msgspec.Struct): # , frozen=True):
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'''
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'''
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(Financial Signal-)Flow compound type which wraps a real-time
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(Financial Signal-)Flow compound type which wraps a real-time
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@ -355,276 +593,30 @@ class Flow(msgspec.Struct): # , frozen=True):
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graphics = self.graphics
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graphics = self.graphics
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if isinstance(graphics, BarItems):
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if isinstance(graphics, BarItems):
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render_baritems(
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# if no source data renderer exists create one.
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self,
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r = self._src_r
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graphics,
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if not r:
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read,
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# OHLC bars path renderer
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profiler,
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r = self._src_r = Renderer(
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flow=self,
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# TODO: rename this to something with ohlc
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draw_path=gen_ohlc_qpath,
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last_read=read,
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)
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ds_curve_r = Renderer(
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flow=self,
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# just swap in the flat view
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# data_t=lambda array: self.gy.array,
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last_read=read,
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draw_path=partial(
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rowarr_to_path,
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x_basis=None,
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),
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)
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curve = FastAppendCurve(
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name='OHLC',
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color=graphics._color,
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)
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curve.hide()
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self.plot.addItem(curve)
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# baseline "line" downsampled OHLC curve that should
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# kick on only when we reach a certain uppx threshold.
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self._render_table[0] = (
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ds_curve_r,
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curve,
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)
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dsc_r, curve = self._render_table[0]
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# do checks for whether or not we require downsampling:
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# - if we're **not** downsampling then we simply want to
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# render the bars graphics curve and update..
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# - if insteam we are in a downsamplig state then we to
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x_gt = 6
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uppx = curve.x_uppx()
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in_line = should_line = curve.isVisible()
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if (
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should_line
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and uppx < x_gt
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):
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print('FLIPPING TO BARS')
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should_line = False
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elif (
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not should_line
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and uppx >= x_gt
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):
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print('FLIPPING TO LINE')
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should_line = True
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profiler(f'ds logic complete line={should_line}')
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# do graphics updates
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if should_line:
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fields = ['open', 'high', 'low', 'close']
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if self.gy is None:
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# create a flattened view onto the OHLC array
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# which can be read as a line-style format
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shm = self.shm
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(
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self._iflat_first,
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self._iflat_last,
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self.gx,
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self.gy,
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) = ohlc_to_line(shm)
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# self.gy = self.shm.ustruct(fields)
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# first = self._iflat_first = self.shm._first.value
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# last = self._iflat_last = self.shm._last.value
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# # write pushed data to flattened copy
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# self.gy[first:last] = rfn.structured_to_unstructured(
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# self.shm.array[fields]
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# )
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# # generate an flat-interpolated x-domain
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# self.gx = (
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# np.broadcast_to(
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# shm._array['index'][:, None],
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# (
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# shm._array.size,
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# # 4, # only ohlc
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# self.gy.shape[1],
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# ),
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# ) + np.array([-0.5, 0, 0, 0.5])
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# )
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# assert self.gy.any()
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# print(f'unstruct diff: {time.time() - start}')
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# profiler('read unstr view bars to line')
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# start = self.gy._first.value
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# update flatted ohlc copy
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(
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iflat_first,
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iflat,
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ishm_last,
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ishm_first,
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) = (
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self._iflat_first,
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self._iflat_last,
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self.shm._last.value,
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self.shm._first.value
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)
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# check for shm prepend updates since last read.
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if iflat_first != ishm_first:
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# write newly prepended data to flattened copy
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self.gy[
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ishm_first:iflat_first
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] = rfn.structured_to_unstructured(
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self.shm._array[fields][ishm_first:iflat_first]
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)
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self._iflat_first = ishm_first
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# # flat = self.gy = self.shm.unstruct_view(fields)
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# self.gy = self.shm.ustruct(fields)
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# # self._iflat_last = self.shm._last.value
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# # self._iflat_first = self.shm._first.value
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# # do an update for the most recent prepend
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# # index
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# iflat = ishm_first
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to_update = rfn.structured_to_unstructured(
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self.shm._array[iflat:ishm_last][fields]
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)
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self.gy[iflat:ishm_last][:] = to_update
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profiler('updated ustruct OHLC data')
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# slice out up-to-last step contents
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y_flat = self.gy[ishm_first:ishm_last]
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x_flat = self.gx[ishm_first:ishm_last]
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# update local last-index tracking
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self._iflat_last = ishm_last
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# reshape to 1d for graphics rendering
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y = y_flat.reshape(-1)
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x = x_flat.reshape(-1)
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|
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profiler('flattened ustruct OHLC data')
|
|
||||||
|
|
||||||
# do all the same for only in-view data
|
|
||||||
y_iv_flat = y_flat[ivl:ivr]
|
|
||||||
x_iv_flat = x_flat[ivl:ivr]
|
|
||||||
y_iv = y_iv_flat.reshape(-1)
|
|
||||||
x_iv = x_iv_flat.reshape(-1)
|
|
||||||
profiler('flattened ustruct in-view OHLC data')
|
|
||||||
|
|
||||||
# legacy full-recompute-everytime method
|
|
||||||
# x, y = ohlc_flatten(array)
|
|
||||||
# x_iv, y_iv = ohlc_flatten(in_view)
|
|
||||||
# profiler('flattened OHLC data')
|
|
||||||
|
|
||||||
curve.update_from_array(
|
|
||||||
x,
|
|
||||||
y,
|
|
||||||
x_iv=x_iv,
|
|
||||||
y_iv=y_iv,
|
|
||||||
view_range=(ivl, ivr), # hack
|
|
||||||
profiler=profiler,
|
|
||||||
# should_redraw=False,
|
|
||||||
|
|
||||||
# NOTE: already passed through by display loop?
|
|
||||||
# do_append=uppx < 16,
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
)
|
)
|
||||||
curve.show()
|
|
||||||
profiler('updated ds curve')
|
|
||||||
|
|
||||||
else:
|
|
||||||
# render incremental or in-view update
|
|
||||||
# and apply ouput (path) to graphics.
|
|
||||||
path, last = r.render(
|
|
||||||
read,
|
|
||||||
only_in_view=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
graphics.path = path
|
|
||||||
graphics.draw_last(last)
|
|
||||||
|
|
||||||
# NOTE: on appends we used to have to flip the coords
|
|
||||||
# cache thought it doesn't seem to be required any more?
|
|
||||||
# graphics.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
|
||||||
# graphics.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
|
||||||
|
|
||||||
# graphics.prepareGeometryChange()
|
|
||||||
graphics.update()
|
|
||||||
|
|
||||||
if (
|
|
||||||
not in_line
|
|
||||||
and should_line
|
|
||||||
):
|
|
||||||
# change to line graphic
|
|
||||||
|
|
||||||
log.info(
|
|
||||||
f'downsampling to line graphic {self.name}'
|
|
||||||
)
|
|
||||||
graphics.hide()
|
|
||||||
# graphics.update()
|
|
||||||
curve.show()
|
|
||||||
curve.update()
|
|
||||||
|
|
||||||
elif in_line and not should_line:
|
|
||||||
log.info(f'showing bars graphic {self.name}')
|
|
||||||
curve.hide()
|
|
||||||
graphics.show()
|
|
||||||
graphics.update()
|
|
||||||
|
|
||||||
# update our pre-downsample-ready data and then pass that
|
|
||||||
# new data the downsampler algo for incremental update.
|
|
||||||
|
|
||||||
# graphics.update_from_array(
|
|
||||||
# array,
|
|
||||||
# in_view,
|
|
||||||
# view_range=(ivl, ivr) if use_vr else None,
|
|
||||||
|
|
||||||
# **kwargs,
|
|
||||||
# )
|
|
||||||
|
|
||||||
# generate and apply path to graphics obj
|
|
||||||
# graphics.path, last = r.render(
|
|
||||||
# read,
|
|
||||||
# only_in_view=True,
|
|
||||||
# )
|
|
||||||
# graphics.draw_last(last)
|
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# ``FastAppendCurve`` case:
|
# ``FastAppendCurve`` case:
|
||||||
array_key = array_key or self.name
|
array_key = array_key or self.name
|
||||||
uppx = graphics.x_uppx()
|
uppx = graphics.x_uppx()
|
||||||
profiler('read uppx')
|
profiler(f'read uppx {uppx}')
|
||||||
|
|
||||||
if graphics._step_mode and self.gy is None:
|
if graphics._step_mode and self.gy is None:
|
||||||
self._iflat_first = self.shm._first.value
|
|
||||||
|
|
||||||
# create a flattened view onto the OHLC array
|
|
||||||
# which can be read as a line-style format
|
|
||||||
shm = self.shm
|
shm = self.shm
|
||||||
|
(
|
||||||
# fields = ['index', array_key]
|
self._iflat_first,
|
||||||
i = shm._array['index'].copy()
|
self.gx,
|
||||||
out = shm._array[array_key].copy()
|
self.gy,
|
||||||
|
) = to_step_format(
|
||||||
self.gx = np.broadcast_to(
|
shm,
|
||||||
i[:, None],
|
array_key,
|
||||||
(i.size, 2),
|
)
|
||||||
) + np.array([-0.5, 0.5])
|
|
||||||
|
|
||||||
# self.gy = np.broadcast_to(
|
|
||||||
# out[:, None], (out.size, 2),
|
|
||||||
# )
|
|
||||||
self.gy = np.empty((len(out), 2), dtype=out.dtype)
|
|
||||||
self.gy[:] = out[:, np.newaxis]
|
|
||||||
|
|
||||||
# start y at origin level
|
|
||||||
self.gy[0, 0] = 0
|
|
||||||
profiler('generated step mode data')
|
profiler('generated step mode data')
|
||||||
|
|
||||||
if graphics._step_mode:
|
if graphics._step_mode:
|
||||||
|
|
|
||||||
|
|
@ -226,3 +226,31 @@ def ohlc_to_line(
|
||||||
x_out,
|
x_out,
|
||||||
y_out,
|
y_out,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def to_step_format(
|
||||||
|
shm: ShmArray,
|
||||||
|
data_field: str,
|
||||||
|
index_field: str = 'index',
|
||||||
|
|
||||||
|
) -> tuple[int, np.ndarray, np.ndarray]:
|
||||||
|
'''
|
||||||
|
Convert an input 1d shm array to a "step array" format
|
||||||
|
for use by path graphics generation.
|
||||||
|
|
||||||
|
'''
|
||||||
|
first = shm._first.value
|
||||||
|
i = shm._array['index'].copy()
|
||||||
|
out = shm._array[data_field].copy()
|
||||||
|
|
||||||
|
x_out = np.broadcast_to(
|
||||||
|
i[:, None],
|
||||||
|
(i.size, 2),
|
||||||
|
) + np.array([-0.5, 0.5])
|
||||||
|
|
||||||
|
y_out = np.empty((len(out), 2), dtype=out.dtype)
|
||||||
|
y_out[:] = out[:, np.newaxis]
|
||||||
|
|
||||||
|
# start y at origin level
|
||||||
|
y_out[0, 0] = 0
|
||||||
|
return first, x_out, y_out
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue