More WIP, implement `BarItems` rendering in `Flow.update_graphics()`
parent
789c77f9b2
commit
44c7ff253f
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@ -23,6 +23,8 @@ incremental update.
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'''
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from __future__ import annotations
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from functools import partial
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import time
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from typing import (
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Optional,
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Callable,
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@ -30,6 +32,7 @@ from typing import (
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import msgspec
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import numpy as np
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from numpy.lib import recfunctions as rfn
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import pyqtgraph as pg
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from PyQt5.QtGui import QPainterPath
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@ -37,6 +40,7 @@ from ..data._sharedmem import (
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ShmArray,
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# attach_shm_array
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)
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from .._profile import pg_profile_enabled, ms_slower_then
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from ._ohlc import (
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BarItems,
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gen_qpath,
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@ -46,7 +50,12 @@ from ._curve import (
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)
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from ._compression import (
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ohlc_flatten,
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ds_m4,
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)
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from ..log import get_logger
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log = get_logger(__name__)
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# class FlowsTable(msgspec.Struct):
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# '''
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@ -72,11 +81,63 @@ from ._compression import (
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# return cls(shm)
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def rowarr_to_path(
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rows_array: np.ndarray,
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x_basis: np.ndarray,
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flow: Flow,
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) -> QPainterPath:
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# TODO: we could in theory use ``numba`` to flatten
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# if needed?
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# to 1d
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y = rows_array.flatten()
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return pg.functions.arrayToQPath(
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# these get passed at render call time
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x=x_basis[:y.size],
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y=y,
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connect='all',
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finiteCheck=False,
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path=flow.path,
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)
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def ohlc_flat_view(
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ohlc_shm: ShmArray,
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# XXX: we bind this in currently..
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x_basis: np.ndarray,
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# vr: Optional[slice] = None,
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) -> np.ndarray:
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'''
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Return flattened-non-copy view into an OHLC shm array.
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'''
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ohlc = ohlc_shm._array[['open', 'high', 'low', 'close']]
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# if vr:
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# ohlc = ohlc[vr]
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# x = x_basis[vr]
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unstructured = rfn.structured_to_unstructured(
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ohlc,
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copy=False,
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)
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# breakpoint()
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y = unstructured.flatten()
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x = x_basis[:y.size]
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return x, y
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class Flow(msgspec.Struct): # , frozen=True):
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'''
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(Financial Signal-)Flow compound type which wraps a real-time
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graphics (curve) and its backing data stream together for high level
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access and control.
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shm array stream with displayed graphics (curves, charts)
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for high level access and control as well as efficient incremental
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update.
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The intention is for this type to eventually be capable of shm-passing
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of incrementally updated graphics stream data between actors.
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@ -89,6 +150,8 @@ class Flow(msgspec.Struct): # , frozen=True):
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is_ohlc: bool = False
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render: bool = True # toggle for display loop
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flat: Optional[ShmArray] = None
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x_basis: Optional[np.ndarray] = None
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_last_uppx: float = 0
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_in_ds: bool = False
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@ -96,6 +159,7 @@ class Flow(msgspec.Struct): # , frozen=True):
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_graphics_tranform_fn: Optional[Callable[ShmArray, np.ndarray]] = None
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# map from uppx -> (downsampled data, incremental graphics)
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_src_r: Optional[Renderer] = None
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_render_table: dict[
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Optional[int],
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tuple[Renderer, pg.GraphicsItem],
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@ -215,7 +279,9 @@ class Flow(msgspec.Struct): # , frozen=True):
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int, int, np.ndarray,
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int, int, np.ndarray,
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]:
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# read call
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array = self.shm.array
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indexes = array['index']
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ifirst = indexes[0]
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ilast = indexes[-1]
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@ -245,6 +311,8 @@ class Flow(msgspec.Struct): # , frozen=True):
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render: bool = True,
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array_key: Optional[str] = None,
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profiler=None,
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**kwargs,
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) -> pg.GraphicsObject:
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@ -253,8 +321,19 @@ class Flow(msgspec.Struct): # , frozen=True):
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render to graphics.
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'''
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profiler = profiler or pg.debug.Profiler(
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msg=f'Flow.update_graphics() for {self.name}',
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disabled=not pg_profile_enabled(),
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gt=ms_slower_then,
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delayed=True,
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)
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# shm read and slice to view
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read = xfirst, xlast, array, ivl, ivr, in_view = self.read()
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read = (
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xfirst, xlast, array,
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ivl, ivr, in_view,
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) = self.read()
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profiler('read src shm data')
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if (
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not in_view.size
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@ -265,100 +344,182 @@ class Flow(msgspec.Struct): # , frozen=True):
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graphics = self.graphics
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if isinstance(graphics, BarItems):
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# ugh, not luvin dis, should we have just a designated
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# instance var?
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r = self._render_table.get('src')
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# if no source data renderer exists create one.
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r = self._src_r
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if not r:
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r = Renderer(
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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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draw=gen_qpath, # TODO: rename this to something with ohlc
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# TODO: rename this to something with ohlc
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draw_path=gen_qpath,
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last_read=read,
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)
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self._render_table['src'] = (r, graphics)
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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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# self.flat = shm.unstruct_view(['open', 'high', 'low', 'close'])
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# import pdbpp
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# pdbpp.set_trace()
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# x = self.x_basis = (
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# np.broadcast_to(
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# shm._array['index'][:, None],
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# # self.flat._array.shape,
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# self.flat.shape,
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# ) + np.array([-0.5, 0, 0, 0.5])
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# )
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ds_curve_r = Renderer(
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flow=self,
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draw=gen_qpath, # TODO: rename this to something with ohlc
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# just swap in the flat view
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data_t=lambda array: self.flat.array,
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# data_t=partial(
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# ohlc_flat_view,
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# self.shm,
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# ),
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last_read=read,
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prerender_fn=ohlc_flatten,
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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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# y=y,
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# x=x,
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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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FastAppendCurve(
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y=y,
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x=x,
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name='OHLC',
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color=self._color,
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),
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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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# 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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x_gt = 8
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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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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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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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# start = time.time()
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# y = self.shm.unstruct_view(
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# ['open', 'high', 'low', 'close'],
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# )
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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.flat._first.value
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# x = self.x_basis[:y.size].flatten()
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# y = y.flatten()
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# profiler('flattening bars to line')
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# path, last = dsc_r.render(read)
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# x, flat = ohlc_flat_view(
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# ohlc_shm=self.shm,
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# x_basis=x_basis,
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# )
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# y = y.flatten()
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# y_iv = y[ivl:ivr].flatten()
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# x_iv = x[ivl:ivr].flatten()
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# assert y.size == x.size
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x, y = self.flat = ohlc_flatten(array)
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x_iv, y_iv = ohlc_flatten(in_view)
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profiler('flattened OHLC data')
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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=None, # hack
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profiler=profiler,
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)
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profiler('updated ds curve')
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else:
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pass
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# do 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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# 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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# generate and apply path to graphics obj
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graphics.path, last = r.render(only_in_view=True)
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graphics.path = path
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graphics.draw_last(last)
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else:
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# should_ds = False
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# should_redraw = False
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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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# # downsampling incremental state checking
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# uppx = bars.x_uppx()
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# px_width = bars.px_width()
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# uppx_diff = (uppx - self._last_uppx)
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graphics.prepareGeometryChange()
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graphics.update()
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# if self.renderer is None:
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# self.renderer = Renderer(
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# flow=self,
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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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# if not self._in_ds:
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# # in not currently marked as downsampling graphics
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# # then only draw the full bars graphic for datums "in
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# # view".
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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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# # check for downsampling conditions
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# if (
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# # std m4 downsample conditions
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# px_width
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# and uppx_diff >= 4
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# or uppx_diff <= -3
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# or self._step_mode and abs(uppx_diff) >= 4
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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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# ):
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# log.info(
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# f'{self._name} sampler change: {self._last_uppx} -> {uppx}'
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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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# self._last_uppx = uppx
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# should_ds = True
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# elif (
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# uppx <= 2
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# and self._in_ds
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# ):
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# # we should de-downsample back to our original
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# # source data so we clear our path data in prep
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# # to generate a new one from original source data.
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# should_redraw = True
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# should_ds = False
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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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else:
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# ``FastAppendCurve`` case:
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array_key = array_key or self.name
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@ -376,23 +537,64 @@ class Flow(msgspec.Struct): # , frozen=True):
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return graphics
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def xy_downsample(
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x,
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y,
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px_width,
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uppx,
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x_spacer: float = 0.5,
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) -> tuple[np.ndarray, np.ndarray]:
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# downsample whenever more then 1 pixels per datum can be shown.
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# always refresh data bounds until we get diffing
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# working properly, see above..
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bins, x, y = ds_m4(
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x,
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y,
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px_width=px_width,
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uppx=uppx,
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log_scale=bool(uppx)
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)
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# flatten output to 1d arrays suitable for path-graphics generation.
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x = np.broadcast_to(x[:, None], y.shape)
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x = (x + np.array(
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[-x_spacer, 0, 0, x_spacer]
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)).flatten()
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y = y.flatten()
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return x, y
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class Renderer(msgspec.Struct):
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flow: Flow
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# called to render path graphics
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draw: Callable[np.ndarray, QPainterPath]
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draw_path: Callable[np.ndarray, QPainterPath]
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# called on input data but before
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prerender_fn: Optional[Callable[ShmArray, np.ndarray]] = None
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# called on input data but before any graphics format
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# conversions or processing.
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data_t: Optional[Callable[ShmArray, np.ndarray]] = None
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data_t_shm: Optional[ShmArray] = None
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# called on the final data (transform) output to convert
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# to "graphical data form" a format that can be passed to
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# the ``.draw()`` implementation.
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graphics_t: Optional[Callable[ShmArray, np.ndarray]] = None
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graphics_t_shm: Optional[ShmArray] = None
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# path graphics update implementation methods
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prepend_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
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append_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
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# last array view read
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last_read: Optional[np.ndarray] = None
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# output graphics rendering
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# output graphics rendering, the main object
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# processed in ``QGraphicsObject.paint()``
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path: Optional[QPainterPath] = None
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# def diff(
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@ -411,8 +613,10 @@ class Renderer(msgspec.Struct):
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def render(
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self,
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new_read,
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# only render datums "in view" of the ``ChartView``
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only_in_view: bool = True,
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only_in_view: bool = False,
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) -> list[QPainterPath]:
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'''
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@ -428,28 +632,42 @@ class Renderer(msgspec.Struct):
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'''
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# do full source data render to path
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xfirst, xlast, array, ivl, ivr, in_view = self.last_read
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last_read = (
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xfirst, xlast, array,
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ivl, ivr, in_view,
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) = self.last_read
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if only_in_view:
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# get latest data from flow shm
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self.last_read = (
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xfirst, xlast, array, ivl, ivr, in_view
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) = self.flow.read()
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array = in_view
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# # get latest data from flow shm
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# self.last_read = (
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# xfirst, xlast, array, ivl, ivr, in_view
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# ) = new_read
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if self.path is None or in_view:
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if self.path is None or only_in_view:
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# redraw the entire source data if we have either of:
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# - no prior path graphic rendered or,
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||||
# - we always intend to re-render the data only in view
|
||||
|
||||
if self.prerender_fn:
|
||||
array = self.prerender_fn(array)
|
||||
# data transform: convert source data to a format
|
||||
# expected to be incrementally updates and later rendered
|
||||
# to a more graphics native format.
|
||||
if self.data_t:
|
||||
array = self.data_t(array)
|
||||
|
||||
hist, last = array[:-1], array[-1]
|
||||
# maybe allocate shm for data transform output
|
||||
# if self.data_t_shm is None:
|
||||
# fshm = self.flow.shm
|
||||
|
||||
# call path render func on history
|
||||
self.path = self.draw(hist)
|
||||
# shm, opened = maybe_open_shm_array(
|
||||
# f'{self.flow.name}_data_t',
|
||||
# # TODO: create entry for each time frame
|
||||
# dtype=array.dtype,
|
||||
# readonly=False,
|
||||
# )
|
||||
# assert opened
|
||||
# shm.push(array)
|
||||
# self.data_t_shm = shm
|
||||
|
||||
elif self.path:
|
||||
print(f'inremental update not supported yet {self.flow.name}')
|
||||
|
@ -459,4 +677,10 @@ class Renderer(msgspec.Struct):
|
|||
# do path generation for each segment
|
||||
# and then push into graphics object.
|
||||
|
||||
hist, last = array[:-1], array[-1]
|
||||
|
||||
# call path render func on history
|
||||
self.path = self.draw_path(hist)
|
||||
|
||||
self.last_read = new_read
|
||||
return self.path, last
|
||||
|
|
Loading…
Reference in New Issue