Adjust OHLC bar x-offsets to be time span matched
Previously we were drawing with the middle of the bar on each index with arms to either side: +/- some arm length. Instead this changes so that each bar is drawn *after* each index/timestamp such that in graphics coords the bar span more correctly matches the time span in the x-domain. This makes the linked region between slow and fast chart directly match (without any transform) for epoch-time indexing such that the last x-coord in view on the fast chart is no more then the next time step in (downsampled) slow view. Deats: - adjust in `._pathops.path_arrays_from_ohlc()` and take an `bar_w` bar width input (normally taken from the data step size). - change `.ui._ohlc.bar_from_ohlc_row()` and `BarItems.draw_last_datum()` to match.epoch_indexing_and_dataviz_layer
parent
0d0675ac7e
commit
444768d30f
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@ -93,7 +93,8 @@ def xy_downsample(
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def path_arrays_from_ohlc(
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def path_arrays_from_ohlc(
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data: np.ndarray,
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data: np.ndarray,
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start: int64,
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start: int64,
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bar_gap: float64 = 0.43,
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bar_w: float64,
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bar_gap: float64 = 0.16,
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use_time_index: bool = True,
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use_time_index: bool = True,
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# XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
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# XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
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@ -119,6 +120,8 @@ def path_arrays_from_ohlc(
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)
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)
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y, c = x.copy(), x.copy()
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y, c = x.copy(), x.copy()
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half_w: float = bar_w/2
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# TODO: report bug for assert @
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# TODO: report bug for assert @
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# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
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# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
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for i, q in enumerate(data[start:], start):
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for i, q in enumerate(data[start:], start):
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@ -143,13 +146,14 @@ def path_arrays_from_ohlc(
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istop = istart + 6
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istop = istart + 6
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# x,y detail the 6 points which connect all vertexes of a ohlc bar
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# x,y detail the 6 points which connect all vertexes of a ohlc bar
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mid: float = index + half_w
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x[istart:istop] = (
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x[istart:istop] = (
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index - bar_gap,
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index,
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index,
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index,
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index,
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index + bar_gap,
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index + bar_gap,
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mid,
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mid,
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mid,
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mid,
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index + bar_w - bar_gap,
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)
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)
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y[istart:istop] = (
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y[istart:istop] = (
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open,
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open,
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@ -51,7 +51,8 @@ log = get_logger(__name__)
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def bar_from_ohlc_row(
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def bar_from_ohlc_row(
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row: np.ndarray,
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row: np.ndarray,
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# 0.5 is no overlap between arms, 1.0 is full overlap
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# 0.5 is no overlap between arms, 1.0 is full overlap
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bar_gap: float = 0.43
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bar_w: float,
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bar_gap: float = 0.16
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) -> tuple[QLineF]:
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) -> tuple[QLineF]:
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'''
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'''
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@ -67,9 +68,11 @@ def bar_from_ohlc_row(
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# history path faster since it's done in C++:
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# history path faster since it's done in C++:
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# https://doc.qt.io/qt-5/qgraphicslineitem.html
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# https://doc.qt.io/qt-5/qgraphicslineitem.html
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mid: float = (bar_w / 2) + index
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# high -> low vertical (body) line
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# high -> low vertical (body) line
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if low != high:
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if low != high:
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hl = QLineF(index, low, index, high)
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hl = QLineF(mid, low, mid, high)
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else:
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else:
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# XXX: if we don't do it renders a weird rectangle?
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# XXX: if we don't do it renders a weird rectangle?
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# see below for filtering this later...
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# see below for filtering this later...
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@ -80,10 +83,13 @@ def bar_from_ohlc_row(
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# the index's range according to the view mapping coordinates.
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# the index's range according to the view mapping coordinates.
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# open line
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# open line
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o = QLineF(index - bar_gap, open, index, open)
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o = QLineF(index + bar_gap, open, mid, open)
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# close line
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# close line
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c = QLineF(index, close, index + bar_gap, close)
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c = QLineF(
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mid, close,
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index + bar_w - bar_gap, close,
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)
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return [hl, o, c]
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return [hl, o, c]
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@ -249,10 +255,11 @@ class BarItems(pg.GraphicsObject):
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step_size = index[-1] - index[-2]
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step_size = index[-1] - index[-2]
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# generate new lines objects for updatable "current bar"
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# generate new lines objects for updatable "current bar"
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bg: float = 0.16 * step_size
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self._last_bar_lines = bar_from_ohlc_row(
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self._last_bar_lines = bar_from_ohlc_row(
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last_row,
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last_row,
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bar_gap=step_size * 0.43
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bar_w=step_size,
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# fields,
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bar_gap=bg,
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)
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)
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# assert i == graphics.start_index - 1
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# assert i == graphics.start_index - 1
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@ -268,10 +275,16 @@ class BarItems(pg.GraphicsObject):
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if l != h: # noqa
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if l != h: # noqa
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if body is None:
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if body is None:
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body = self._last_bar_lines[0] = QLineF(i, l, i, h)
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body = self._last_bar_lines[0] = QLineF(
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i + bg, l,
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i + step_size - bg, h,
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)
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else:
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else:
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# update body
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# update body
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body.setLine(i, l, i, h)
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body.setLine(
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body.x1(), l,
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body.x2(), h,
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)
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# XXX: pretty sure this is causing an issue where the
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# XXX: pretty sure this is causing an issue where the
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# bar has a large upward move right before the next
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# bar has a large upward move right before the next
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