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Merge pull request #250 from pikers/single_display_update_loop 

Single display update loop
misc_ib_updates
goodboy 2022-01-23 15:56:11 -05:00 committed by GitHub
parent 242d02b1cd 139eca47f7
commit 4680d68824
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
4 changed files with 461 additions and 270 deletions
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5
piker/data/feed.py
View File

@ -34,7 +34,6 @@ import trio
from trio.abc import ReceiveChannel
from trio_typing import TaskStatus
import tractor
# from tractor import _broadcast
from pydantic import BaseModel
from ..brokers import get_brokermod
@ -252,7 +251,7 @@ async def allocate_persistent_feed(
@tractor.context
async def attach_feed_bus(
async def open_feed_bus(
ctx: tractor.Context,
brokername: str,
@ -512,7 +511,7 @@ async def open_feed(
portal.open_context(
attach_feed_bus,
open_feed_bus,
brokername=brokername,
symbol=sym,
loglevel=loglevel,

2
piker/fsp/_engine.py
View File

@ -90,7 +90,7 @@ async def fsp_compute(
func_name: str,
func: Callable,
attach_stream: bool = True,
attach_stream: bool = False,
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
) -> None:

6
piker/ui/_app.py
View File

@ -85,11 +85,11 @@ async def _async_main(
screen = godwidget.window.current_screen()
# configure graphics update throttling based on display refresh rate
_display._clear_throttle_rate = min(
_display._quote_throttle_rate = min(
round(screen.refreshRate()),
_display._clear_throttle_rate,
_display._quote_throttle_rate,
)
log.info(f'Set graphics update rate to {_display._clear_throttle_rate} Hz')
log.info(f'Set graphics update rate to {_display._quote_throttle_rate} Hz')
# TODO: do styling / themeing setup
# _style.style_ze_sheets(godwidget)

718
piker/ui/_display.py
View File

@ -15,11 +15,14 @@
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
Real-time display tasks for charting / graphics.
real-time display tasks for charting graphics update.
this module ties together quote and computational (fsp) streams with
graphics update methods via our custom ``pyqtgraph`` charting api.
'''
from contextlib import asynccontextmanager
# from pprint import pformat
from functools import partial
import time
from types import ModuleType
from typing import Optional
@ -53,13 +56,136 @@ from ..log import get_logger
log = get_logger(__name__)
_clear_throttle_rate: int = 58 # Hz
_book_throttle_rate: int = 16 # Hz
# TODO: load this from a config.toml!
_quote_throttle_rate: int = 58 # Hz
def update_fsp_chart(
chart: ChartPlotWidget,
shm: ShmArray,
graphics_name: str,
array_key: Optional[str],
) -> None:
array = shm.array
# update graphics
# NOTE: this does a length check internally which allows it
# staying above the last row check below..
chart.update_curve_from_array(
graphics_name,
array,
array_key=array_key or graphics_name,
)
try:
last_row = array[-1]
except IndexError:
# XXX: race condition with backfilling shm.
#
# the underlying issue is that a backfill (aka prepend) and subsequent
# shm array first/last index update could result in an empty array
# read here since the indices may be updated in such a way that
# a read delivers an empty array (though it seems like we
# *should* be able to prevent that?). also, as and alt and
# something we need anyway, maybe there should be some kind of
# signal that a prepend is taking place and this consumer can
# respond (eg. redrawing graphics) accordingly.
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
return
# TODO: provide a read sync mechanism to avoid this polling. the
# underlying issue is that a backfill (aka prepend) and subsequent
# shm array first/last index update could result in an empty array
# read here since the stream is never torn down on the re-compute
# steps.
# read_tries = 2
# while read_tries > 0:
# try:
# # read last
# array = shm.array
# value = array[-1][array_key]
# break
# except IndexError:
# read_tries -= 1
# continue
# XXX: re: ``array_key``: fsp func names must be unique meaning we
# can't have duplicates of the underlying data even if multiple
# sub-charts reference it under different 'named charts'.
# read from last calculated value and update any label
last_val_sticky = chart._ysticks.get(graphics_name)
if last_val_sticky:
# array = shm.array[array_key]
# if len(array):
# value = array[-1]
last = last_row[array_key]
last_val_sticky.update_from_data(-1, last)
# _clses = {
# 'clears': {'trade', 'utrade', 'last'},
# 'last': {'last'},
# 'bids': {'bid', 'bsize'},
# 'asks': {'ask', 'asize'},
# }
# XXX: idea for frame type data structure we could use on the
# wire instead of doing it here?
# frames = {
# 'index': ['type_a', 'type_c', 'type_n', 'type_n', 'type_c'],
# 'type_a': [tick0, tick1, tick2, .., tickn],
# 'type_b': [tick0, tick1, tick2, .., tickn],
# 'type_c': [tick0, tick1, tick2, .., tickn],
# ...
# 'type_n': [tick0, tick1, tick2, .., tickn],
# }
def chart_maxmin(
chart: ChartPlotWidget,
vlm_chart: Optional[ChartPlotWidget] = None,
) -> tuple[
tuple[int, int, int, int],
float,
float,
float,
]:
# TODO: implement this
# https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin
array = chart._arrays['ohlc']
ifirst = array[0]['index']
last_bars_range = chart.bars_range()
l, lbar, rbar, r = last_bars_range
in_view = array[lbar - ifirst:rbar - ifirst + 1]
assert in_view.size
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
# TODO: when we start using line charts, probably want to make
# this an overloaded call on our `DataView
# sym = chart.name
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
mx_vlm_in_view = 0
if vlm_chart:
mx_vlm_in_view = np.max(in_view['volume'])
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
async def update_chart_from_quotes(
chart: ChartPlotWidget,
linked: LinkedSplits,
stream: tractor.MsgStream,
ohlcv: np.ndarray,
@ -82,6 +208,8 @@ async def update_chart_from_quotes(
# - 1-5 sec bar lookback-autocorrection like tws does?
# (would require a background history checker task)
chart = linked.chart
# update last price sticky
last_price_sticky = chart._ysticks[chart.name]
last_price_sticky.update_from_data(
@ -91,32 +219,7 @@ async def update_chart_from_quotes(
if vlm_chart:
vlm_sticky = vlm_chart._ysticks['volume']
def maxmin():
# TODO: implement this
# https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin
array = chart._arrays['ohlc']
ifirst = array[0]['index']
last_bars_range = chart.bars_range()
l, lbar, rbar, r = last_bars_range
in_view = array[lbar - ifirst:rbar - ifirst + 1]
assert in_view.size
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
# TODO: when we start using line charts, probably want to make
# this an overloaded call on our `DataView
# sym = chart.name
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
mx_vlm_in_view = 0
if vlm_chart:
mx_vlm_in_view = np.max(in_view['volume'])
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
maxmin = partial(chart_maxmin, chart, vlm_chart)
chart.default_view()
@ -150,21 +253,27 @@ async def update_chart_from_quotes(
tick_size = chart.linked.symbol.tick_size
tick_margin = 3 * tick_size
last_ask = last_bid = last_clear = time.time()
chart.show()
last_quote = time.time()
# NOTE: all code below this loop is expected to be synchronous
# and thus draw instructions are not picked up jntil the next
# wait / iteration.
async for quotes in stream:
# chart isn't actively shown so just skip render cycle
now = time.time()
quote_period = now - last_quote
if quote_period <= 1/_quote_throttle_rate:
log.warning(f'TOO FAST: {1/quote_period}')
last_quote = now
# chart isn't active/shown so skip render cycle and pause feed(s)
if chart.linked.isHidden():
await chart.pause_all_feeds()
continue
for sym, quote in quotes.items():
now = time.time()
# brange, mx_in_view, mn_in_view = maxmin()
(
brange,
mx_in_view,
@ -184,6 +293,13 @@ async def update_chart_from_quotes(
if vlm_chart:
# print(f"volume: {end['volume']}")
vlm_chart.update_curve_from_array('volume', array)
# built-in tina $vlm FSP using chl3 typical price for ohlc step
# last = array[-1]
# chl3 = (last['close'] + last['high'] + last['low']) / 3
# v = last['volume']
# dv = last['volume'] * chl3
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
if (
@ -194,30 +310,75 @@ async def update_chart_from_quotes(
vlm_chart._set_yrange(yrange=(0, mx_vlm_in_view * 1.375))
last_mx_vlm = mx_vlm_in_view
for tick in quote.get('ticks', ()):
ticks_frame = quote.get('ticks', ())
# log.info(
# f"quotes: {pformat(quote['symbol'])}: {pformat(tick)}")
ticktype = tick.get('type')
frames_by_type: dict[str, dict] = {}
lasts = {}
# build tick-type "frames" of tick sequences since
# likely the tick arrival rate is higher then our
# (throttled) quote stream rate.
for tick in ticks_frame:
price = tick.get('price')
size = tick.get('size')
ticktype = tick.get('type')
if ticktype == 'n/a' or price == -1:
# okkk..
continue
# clearing price event
if ticktype in ('trade', 'utrade', 'last'):
# keys are entered in olded-event-inserted-first order
# since we iterate ``ticks_frame`` in standard order
# above. in other words the order of the keys is the order
# of tick events by type from the provider feed.
frames_by_type.setdefault(ticktype, []).append(tick)
# throttle clearing price updates to ~ max 60 FPS
period = now - last_clear
if period <= 1/_clear_throttle_rate:
# faster then display refresh rate
continue
# overwrites so the last tick per type is the entry
lasts[ticktype] = tick
# print(f'passthrough {tick}\n{1/(now-last_clear)}')
# set time of last graphics update
last_clear = now
# from pprint import pformat
# frame_counts = {
# typ: len(frame) for typ, frame in frames_by_type.items()
# }
# print(f'{pformat(frame_counts)}')
# print(f'framed: {pformat(frames_by_type)}')
# print(f'lasts: {pformat(lasts)}')
# TODO: eventually we want to separate out the utrade (aka
# dark vlm prices) here and show them as an additional
# graphic.
clear_types = {'trade', 'utrade', 'last'}
# XXX: if we wanted to iterate in "latest" (i.e. most
# current) tick first order as an optimization where we only
# update from the last tick from each type class.
# last_clear_updated: bool = False
# for typ, tick in reversed(lasts.items()):
# iterate in FIFO order per frame
for typ, tick in lasts.items():
price = tick.get('price')
size = tick.get('size')
# compute max and min prices (including bid/ask) from
# tick frames to determine the y-range for chart
# auto-scaling.
# TODO: we need a streaming minmax algo here, see def above.
mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn)
if typ in clear_types:
# XXX: if we only wanted to update graphics from the
# "current"/"latest received" clearing price tick
# once (see alt iteration order above).
# if last_clear_updated:
# continue
# last_clear_updated = True
# we only want to update grahpics from the *last*
# tick event that falls under the "clearing price"
# set.
# update price sticky(s)
end = array[-1]
@ -235,33 +396,11 @@ async def update_chart_from_quotes(
# update vwap overlay line
chart.update_curve_from_array('bar_wap', ohlcv.array)
# l1 book events
# throttle the book graphics updates at a lower rate
# since they aren't as critical for a manual user
# viewing the chart
elif ticktype in ('ask', 'asize'):
if (now - last_ask) <= 1/_book_throttle_rate:
# print(f'skipping\n{tick}')
continue
# print(f'passthrough {tick}\n{1/(now-last_ask)}')
last_ask = now
elif ticktype in ('bid', 'bsize'):
if (now - last_bid) <= 1/_book_throttle_rate:
continue
# print(f'passthrough {tick}\n{1/(now-last_bid)}')
last_bid = now
# compute max and min trade values to display in view
# TODO: we need a streaming minmax algorithm here, see
# def above.
# XXX: prettty sure this is correct?
# L1 book label-line updates
# XXX: is this correct for ib?
# if ticktype in ('trade', 'last'):
if ticktype in ('last',): # 'size'):
# if ticktype in ('last',): # 'size'):
if typ in ('last',): # 'size'):
label = {
l1.ask_label.fields['level']: l1.ask_label,
@ -271,119 +410,90 @@ async def update_chart_from_quotes(
if label is not None:
label.update_fields({'level': price, 'size': size})
# on trades should we be knocking down
# TODO: on trades should we be knocking down
# the relevant L1 queue?
# label.size -= size
elif ticktype in ('ask', 'asize'):
# elif ticktype in ('ask', 'asize'):
elif typ in ('ask', 'asize'):
l1.ask_label.update_fields({'level': price, 'size': size})
elif ticktype in ('bid', 'bsize'):
# elif ticktype in ('bid', 'bsize'):
elif typ in ('bid', 'bsize'):
l1.bid_label.update_fields({'level': price, 'size': size})
# in view y-range checking for auto-scale
# update the max/min price in view to keep bid/ask on screen
mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn)
if (mx > last_mx) or (
mn < last_mn
):
# print(f'new y range: {(mn, mx)}')
chart._set_yrange(
yrange=(mn, mx),
# TODO: we should probably scale
# the view margin based on the size
# of the true range? This way you can
# slap in orders outside the current
# L1 (only) book range.
# range_margin=0.1,
)
# check for y-range re-size
if (mx > last_mx) or (mn < last_mn):
# print(f'new y range: {(mn, mx)}')
chart._set_yrange(
yrange=(mn, mx),
# TODO: we should probably scale
# the view margin based on the size
# of the true range? This way you can
# slap in orders outside the current
# L1 (only) book range.
# range_margin=0.1,
)
last_mx, last_mn = mx, mn
last_mx, last_mn = mx, mn
# run synchronous update on all derived fsp subplots
for name, subchart in linked.subplots.items():
update_fsp_chart(
subchart,
subchart._shm,
# XXX: do we really needs seperate names here?
name,
array_key=name,
)
# TODO: all overlays on all subplots..
# run synchronous update on all derived overlays
for curve_name, shm in chart._overlays.items():
update_fsp_chart(
chart,
shm,
curve_name,
array_key=curve_name,
)
async def fan_out_spawn_fsp_daemons(
linkedsplits: LinkedSplits,
fsps: dict[str, str],
def maybe_mk_fsp_shm(
sym: str,
src_shm: list,
brokermod: ModuleType,
group_status_key: str,
loglevel: str,
field_name: str,
display_name: Optional[str] = None,
readonly: bool = True,
) -> None:
'''Create financial signal processing sub-actors (under flat tree)
for each entry in config and attach to local graphics update tasks.
Pass target entrypoint and historical data.
) -> (ShmArray, bool):
'''Allocate a single row shm array for an symbol-fsp pair if none
exists, otherwise load the shm already existing for that token.
'''
linkedsplits.focus()
uid = tractor.current_actor().uid
if not display_name:
display_name = field_name
# spawns sub-processes which execute cpu bound FSP code
async with (
tractor.open_nursery() as n,
trio.open_nursery() as ln,
):
# TODO: load function here and introspect
# return stream type(s)
# Currently we spawn an actor per fsp chain but
# likely we'll want to pool them eventually to
# scale horizonatlly once cores are used up.
for display_name, conf in fsps.items():
# TODO: should `index` be a required internal field?
fsp_dtype = np.dtype([('index', int), (field_name, float)])
fsp_func_name = conf['fsp_func_name']
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
# TODO: load function here and introspect
# return stream type(s)
# TODO: should `index` be a required internal field?
fsp_dtype = np.dtype([('index', int), (fsp_func_name, float)])
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
# this is all sync currently
shm, opened = maybe_open_shm_array(
key,
# TODO: create entry for each time frame
dtype=fsp_dtype,
readonly=True,
)
# XXX: fsp may have been opened by a duplicate chart.
# Error for now until we figure out how to wrap fsps as
# "feeds". assert opened, f"A chart for {key} likely
# already exists?"
conf['shm'] = shm
portal = await n.start_actor(
enable_modules=['piker.fsp._engine'],
name='fsp.' + display_name,
)
# init async
ln.start_soon(
run_fsp,
portal,
linkedsplits,
brokermod,
sym,
src_shm,
fsp_func_name,
display_name,
conf,
group_status_key,
loglevel,
)
# blocks here until all fsp actors complete
shm, opened = maybe_open_shm_array(
key,
# TODO: create entry for each time frame
dtype=fsp_dtype,
readonly=True,
)
return shm, opened
@asynccontextmanager
async def open_sidepane(
async def open_fsp_sidepane(
linked: LinkedSplits,
conf: dict[str, dict[str, str]],
@ -403,8 +513,11 @@ async def open_sidepane(
}
# add parameters for selection "options"
defaults = config.get('params', {})
for name, default in defaults.items():
params = config.get('params', {})
for name, config in params.items():
default = config['default_value']
kwargs = config.get('widget_kwargs', {})
# add to ORM schema
schema.update({
@ -412,6 +525,7 @@ async def open_sidepane(
'label': f'**{name}**:',
'type': 'edit',
'default_value': default,
'kwargs': kwargs,
},
})
@ -424,7 +538,7 @@ async def open_sidepane(
FspConfig = create_model(
'FspConfig',
name=display_name,
**defaults,
**params,
)
sidepane.model = FspConfig()
@ -444,16 +558,96 @@ async def open_sidepane(
yield sidepane
async def run_fsp(
async def open_fspd_cluster(
linkedsplits: LinkedSplits,
fsps: dict[str, str],
sym: str,
src_shm: list,
brokermod: ModuleType,
group_status_key: str,
loglevel: str,
# this con
display_in_own_task: bool = False,
) -> None:
'''Create sub-actors (under flat tree)
for each entry in config and attach to local graphics update tasks.
Pass target entrypoint and historical data.
'''
linkedsplits.focus()
# spawns sub-processes which execute cpu bound fsp work
# which is streamed back to this parent.
async with (
tractor.open_nursery() as n,
trio.open_nursery() as ln,
):
# Currently we spawn an actor per fsp chain but
# likely we'll want to pool them eventually to
# scale horizonatlly once cores are used up.
for display_name, conf in fsps.items():
func_name = conf['func_name']
shm, opened = maybe_mk_fsp_shm(
sym,
field_name=func_name,
display_name=display_name,
readonly=True,
)
# XXX: fsp may have been opened by a duplicate chart.
# Error for now until we figure out how to wrap fsps as
# "feeds". assert opened, f"A chart for {key} likely
# already exists?"
portal = await n.start_actor(
enable_modules=['piker.fsp._engine'],
name='fsp.' + display_name,
)
# init async
ln.start_soon(
partial(
update_chart_from_fsp,
portal,
linkedsplits,
brokermod,
sym,
src_shm,
func_name,
display_name,
conf=conf,
shm=shm,
is_overlay=conf.get('overlay', False),
group_status_key=group_status_key,
loglevel=loglevel,
)
)
# blocks here until all fsp actors complete
async def update_chart_from_fsp(
portal: tractor.Portal,
portal: tractor._portal.Portal,
linkedsplits: LinkedSplits,
brokermod: ModuleType,
sym: str,
src_shm: ShmArray,
fsp_func_name: str,
func_name: str,
display_name: str,
conf: dict[str, dict],
shm: ShmArray,
is_overlay: bool,
group_status_key: str,
loglevel: str,
@ -478,22 +672,17 @@ async def run_fsp(
# name as title of sub-chart
brokername=brokermod.name,
src_shm_token=src_shm.token,
dst_shm_token=conf['shm'].token,
dst_shm_token=shm.token,
symbol=sym,
func_name=fsp_func_name,
func_name=func_name,
loglevel=loglevel,
) as (ctx, last_index),
ctx.open_stream() as stream,
open_sidepane(
linkedsplits,
{display_name: conf},
) as sidepane,
open_fsp_sidepane(linkedsplits, {display_name: conf},) as sidepane,
):
shm = conf['shm']
if conf.get('overlay'):
if is_overlay:
chart = linkedsplits.chart
chart.draw_curve(
name=display_name,
@ -501,15 +690,15 @@ async def run_fsp(
overlay=True,
color='default_light',
)
last_val_sticky = None
# specially store ref to shm for lookup in display loop
chart._overlays[display_name] = shm
else:
chart = linkedsplits.add_plot(
name=display_name,
array=shm.array,
array_key=conf['fsp_func_name'],
array_key=conf['func_name'],
sidepane=sidepane,
# curve by default
@ -528,30 +717,17 @@ async def run_fsp(
# should **not** be the same sub-chart widget
assert chart.name != linkedsplits.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
array_key = func_name
# read from last calculated value
array = shm.array
# XXX: fsp func names must be unique meaning we don't have
# duplicates of the underlying data even if multiple
# sub-charts reference it under different 'named charts'.
value = array[fsp_func_name][-1]
last_val_sticky.update_from_data(-1, value)
chart.linked.focus()
# works also for overlays in which case data is looked up from
# internal chart array set....
chart.update_curve_from_array(
# first UI update, usually from shm pushed history
update_fsp_chart(
chart,
shm,
display_name,
shm.array,
array_key=fsp_func_name
array_key=array_key,
)
chart.linked.resize_sidepanes()
chart.linked.focus()
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
@ -559,11 +735,11 @@ async def run_fsp(
# generic fills between curve types while ``PlotCurveItem`` has
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
# might be the best solution?
# graphics = chart.update_from_array(chart.name, array[fsp_func_name])
# graphics = chart.update_from_array(chart.name, array[func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
if fsp_func_name == 'rsi':
if func_name == 'rsi':
from ._lines import level_line
# add moveable over-[sold/bought] lines
# and labels only for the 70/30 lines
@ -574,58 +750,39 @@ async def run_fsp(
chart._set_yrange()
last = time.time()
done()
chart.linked.resize_sidepanes()
# i = 0
# update chart graphics
i = 0
last = time.time()
async for value in stream:
# chart isn't actively shown so just skip render cycle
if chart.linked.isHidden():
# print(f'{i} unseen fsp cyclce')
# i += 1
print(f'{i} unseen fsp cyclce')
i += 1
continue
now = time.time()
period = now - last
else:
now = time.time()
period = now - last
# if period <= 1/30:
if period <= 1/_clear_throttle_rate:
# faster then display refresh rate
# print(f'fsp too fast: {1/period}')
continue
# TODO: provide a read sync mechanism to avoid this polling.
# the underlying issue is that a backfill and subsequent shm
# array first/last index update could result in an empty array
# read here since the stream is never torn down on the
# re-compute steps.
read_tries = 2
while read_tries > 0:
try:
# read last
array = shm.array
value = array[-1][fsp_func_name]
break
except IndexError:
read_tries -= 1
if period <= 1/_quote_throttle_rate:
# faster then display refresh rate
print(f'fsp too fast: {1/period}')
continue
if last_val_sticky:
last_val_sticky.update_from_data(-1, value)
# run synchronous update
update_fsp_chart(
chart,
shm,
display_name,
array_key=func_name,
)
# update graphics
chart.update_curve_from_array(
display_name,
array,
array_key=fsp_func_name,
)
# set time of last graphics update
last = time.time()
# set time of last graphics update
last = time.time()
async def check_for_new_bars(feed, ohlcv, linkedsplits):
@ -668,6 +825,7 @@ async def check_for_new_bars(feed, ohlcv, linkedsplits):
just_history=False,
)
# main chart overlays
for name in price_chart._overlays:
price_chart.update_curve_from_array(
@ -675,6 +833,7 @@ async def check_for_new_bars(feed, ohlcv, linkedsplits):
price_chart._arrays[name]
)
# each subplot
for name, chart in linkedsplits.subplots.items():
chart.update_curve_from_array(
chart.name,
@ -707,12 +866,26 @@ async def maybe_open_vlm_display(
yield
return
else:
async with open_sidepane(
shm, opened = maybe_mk_fsp_shm(
linked.symbol.key,
'$_vlm',
readonly=True,
)
async with open_fsp_sidepane(
linked, {
'volume': {
'params': {
'price_func': 'ohl3'
}
'price_func': {
'default_value': 'ohl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane:
@ -813,7 +986,7 @@ async def display_symbol_data(
loglevel=loglevel,
# 60 FPS to limit context switches
tick_throttle=_clear_throttle_rate,
tick_throttle=_quote_throttle_rate,
) as feed,
):
@ -868,20 +1041,39 @@ async def display_symbol_data(
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
# 'rsi': {
# 'fsp_func_name': 'rsi',
# 'params': {'period': 14},
# 'chart_kwargs': {
# 'static_yrange': (0, 100),
# },
# },
'rsi': {
# literal python func ref lookup name
'func_name': 'rsi',
# map of parameters to place on the fsp sidepane widget
# which should map to dynamic inputs available to the
# fsp function at runtime.
'params': {
'period': {
'default_value': 14,
'widget_kwargs': {'readonly': True},
},
},
# ``ChartPlotWidget`` options passthrough
'chart_kwargs': {
'static_yrange': (0, 100),
},
},
}
if has_vlm(ohlcv):
if has_vlm(ohlcv): # and provider != 'binance':
# binance is too fast atm for FSPs until we wrap
# the fsp streams as throttled ``Feeds``, see
#
# add VWAP to fsp config for downstream loading
fsp_conf.update({
'vwap': {
'fsp_func_name': 'vwap',
'func_name': 'vwap',
'overlay': True,
'anchor': 'session',
},
@ -900,7 +1092,7 @@ async def display_symbol_data(
):
# load initial fsp chain (otherwise known as "indicators")
ln.start_soon(
fan_out_spawn_fsp_daemons,
open_fspd_cluster,
linkedsplits,
fsp_conf,
sym,
@ -913,7 +1105,7 @@ async def display_symbol_data(
# start graphics update loop(s)after receiving first live quote
ln.start_soon(
update_chart_from_quotes,
chart,
linkedsplits,
feed.stream,
ohlcv,
wap_in_history,