Update fsps and overlays inside main OHLC chart update loop
Tyler Goodlet
parent
6897393715
commit
3f39c2bdfa
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@ -59,9 +59,58 @@ _clear_throttle_rate: int = 58 # Hz
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_book_throttle_rate: int = 16 # Hz
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def update_fsp_chart(
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chart: ChartPlotWidget,
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shm: ShmArray,
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display_name: str,
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array_key: Optional[str],
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) -> None:
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array = shm.array
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# XXX: is this a problem any more after porting to the
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# ``tractor.Context`` api or can we remove it?
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# TODO: provide a read sync mechanism to avoid this polling. the
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# underlying issue is that a backfill (aka prepend) and subsequent
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# shm array first/last index update could result in an empty array
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# read here since the stream is never torn down on the re-compute
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# steps.
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# read_tries = 2
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# while read_tries > 0:
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# try:
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# # read last
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# array = shm.array
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# value = array[-1][array_key]
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# break
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# except IndexError:
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# read_tries -= 1
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# continue
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# update graphics
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chart.update_curve_from_array(
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display_name,
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array,
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array_key=array_key or display_name,
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)
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last_val_sticky = chart._ysticks.get(display_name)
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if last_val_sticky:
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# read from last calculated value
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# XXX: fsp func names must be unique meaning we don't have
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# duplicates of the underlying data even if multiple
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# sub-charts reference it under different 'named charts'.
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array = shm.array[array_key]
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if len(array):
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value = array[-1]
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last_val_sticky.update_from_data(-1, value)
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async def update_chart_from_quotes(
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chart: ChartPlotWidget,
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linked: LinkedSplits,
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stream: tractor.MsgStream,
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ohlcv: np.ndarray,
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@ -84,6 +133,8 @@ async def update_chart_from_quotes(
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# - 1-5 sec bar lookback-autocorrection like tws does?
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# (would require a background history checker task)
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chart = linked.chart
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# update last price sticky
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last_price_sticky = chart._ysticks[chart.name]
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last_price_sticky.update_from_data(
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@ -310,6 +361,33 @@ async def update_chart_from_quotes(
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last_mx, last_mn = mx, mn
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# run synchronous update on all derived fsp subplots
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# print(f'subplots: {linked.subplots.keys()}')
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for name, subchart in linked.subplots.items():
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update_fsp_chart(
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subchart,
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subchart._shm,
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# XXX: do we really needs seperate names here?
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name,
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array_key=name,
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)
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# TODO: all overlays on all subplots..
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# run synchronous update on all derived overlays
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# print(f'overlays: {chart._overlays}')
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for name, shm in chart._overlays.items():
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update_fsp_chart(
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chart,
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shm,
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# XXX: do we really needs seperate names here?
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name,
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array_key=name,
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)
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def maybe_mk_fsp_shm(
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sym: str,
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@ -318,7 +396,8 @@ def maybe_mk_fsp_shm(
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readonly: bool = True,
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) -> (ShmArray, bool):
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'''Allocate a single row shm array for an symbol-fsp pair.
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'''Allocate a single row shm array for an symbol-fsp pair if none
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exists, otherwise load the shm already existing for that token.
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'''
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uid = tractor.current_actor().uid
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@ -436,7 +515,6 @@ async def open_fspd_cluster(
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tractor.open_nursery() as n,
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trio.open_nursery() as ln,
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):
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# Currently we spawn an actor per fsp chain but
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# likely we'll want to pool them eventually to
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# scale horizonatlly once cores are used up.
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@ -456,8 +534,6 @@ async def open_fspd_cluster(
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# "feeds". assert opened, f"A chart for {key} likely
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# already exists?"
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# conf['shm'] = shm
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portal = await n.start_actor(
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enable_modules=['piker.fsp._engine'],
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name='fsp.' + display_name,
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@ -543,6 +619,8 @@ async def update_chart_from_fsp(
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overlay=True,
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color='default_light',
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)
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# specially store ref to shm for lookup in display loop
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chart._overlays[display_name] = shm
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else:
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chart = linkedsplits.add_plot(
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@ -636,52 +714,6 @@ async def update_chart_from_fsp(
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last = time.time()
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def update_fsp_chart(
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chart: ChartPlotWidget,
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shm: ShmArray,
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display_name: str,
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array_key: str,
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) -> None:
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array = shm.array
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# XXX: is this a problem any more after porting to the
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# ``tractor.Context`` api?
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# TODO: provide a read sync mechanism to avoid this polling. the
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# underlying issue is that a backfill (aka prepend) and subsequent
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# shm array first/last index update could result in an empty array
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# read here since the stream is never torn down on the re-compute
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# steps.
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# read_tries = 2
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# while read_tries > 0:
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# try:
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# # read last
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# array = shm.array
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# value = array[-1][array_key]
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# break
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# except IndexError:
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# read_tries -= 1
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# continue
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# update graphics
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chart.update_curve_from_array(
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display_name,
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array,
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array_key=array_key,
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)
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last_val_sticky = chart._ysticks.get(display_name)
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if last_val_sticky:
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# read from last calculated value
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# XXX: fsp func names must be unique meaning we don't have
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# duplicates of the underlying data even if multiple
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# sub-charts reference it under different 'named charts'.
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value = shm.array[array_key][-1]
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last_val_sticky.update_from_data(-1, value)
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async def check_for_new_bars(feed, ohlcv, linkedsplits):
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"""Task which updates from new bars in the shared ohlcv buffer every
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``delay_s`` seconds.
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@ -1002,7 +1034,7 @@ async def display_symbol_data(
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# start graphics update loop(s)after receiving first live quote
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ln.start_soon(
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update_chart_from_quotes,
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chart,
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linkedsplits,
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feed.stream,
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ohlcv,
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wap_in_history,
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