Add `BarItems.draw_last()` and disable `.update_from_array()`
Tyler Goodlet
parent
340b3b8c25
commit
4877aee729
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@ -244,7 +244,7 @@ class BarItems(pg.GraphicsObject):
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self.fast_path = QtGui.QPainterPath()
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self._xrange: tuple[int, int]
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self._yrange: tuple[float, float]
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# self._yrange: tuple[float, float]
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self._vrange = None
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# TODO: don't render the full backing array each time
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@ -281,10 +281,10 @@ class BarItems(pg.GraphicsObject):
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# self.start_index = len(ohlc)
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index = ohlc['index']
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self._xrange = (index[0], index[-1])
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self._yrange = (
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np.nanmax(ohlc['high']),
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np.nanmin(ohlc['low']),
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)
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# self._yrange = (
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# np.nanmax(ohlc['high']),
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# np.nanmin(ohlc['low']),
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# )
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# up to last to avoid double draw of last bar
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self._last_bar_lines = bar_from_ohlc_row(last, self.w)
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@ -325,286 +325,326 @@ class BarItems(pg.GraphicsObject):
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else:
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return 0
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def update_from_array(
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# def update_from_array(
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# self,
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# # full array input history
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# ohlc: np.ndarray,
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# # pre-sliced array data that's "in view"
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# ohlc_iv: np.ndarray,
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# view_range: Optional[tuple[int, int]] = None,
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# profiler: Optional[pg.debug.Profiler] = None,
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# ) -> None:
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# '''
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# Update the last datum's bar graphic from input data array.
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# This routine should be interface compatible with
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# ``pg.PlotCurveItem.setData()``. Normally this method in
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# ``pyqtgraph`` seems to update all the data passed to the
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# graphics object, and then update/rerender, but here we're
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# assuming the prior graphics havent changed (OHLC history rarely
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# does) so this "should" be simpler and faster.
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# This routine should be made (transitively) as fast as possible.
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# '''
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# profiler = profiler or pg.debug.Profiler(
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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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# # index = self.start_index
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# istart, istop = self._xrange
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# # ds_istart, ds_istop = self._ds_xrange
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# index = ohlc['index']
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# first_index, last_index = index[0], index[-1]
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# # length = len(ohlc)
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# # prepend_length = istart - first_index
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# # append_length = last_index - istop
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# # ds_prepend_length = ds_istart - first_index
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# # ds_append_length = last_index - ds_istop
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# flip_cache = False
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# x_gt = 16
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# if self._ds_line:
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# uppx = self._ds_line.x_uppx()
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# else:
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# uppx = 0
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# should_line = self._in_ds
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# if (
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# self._in_ds
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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 self._in_ds
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# and uppx >= x_gt
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# ):
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# should_line = True
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# profiler('ds logic complete')
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# if should_line:
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# # update the line graphic
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# # x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
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# x, y = self._ds_line_xy = ohlc_flatten(ohlc)
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# x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
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# profiler('flattening bars to line')
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# # TODO: we should be diffing the amount of new data which
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# # needs to be downsampled. Ideally we actually are just
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# # doing all the ds-ing in sibling actors so that the data
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# # can just be read and rendered to graphics on events of our
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# # choice.
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# # diff = do_diff(ohlc, new_bit)
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# curve = self._ds_line
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# curve.update_from_array(
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# x=x,
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# y=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 line')
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# if not self._in_ds:
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# # hide bars and show line
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# self.hide()
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# # XXX: is this actually any faster?
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# # self._pi.removeItem(self)
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# # TODO: a `.ui()` log level?
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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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# # self._pi.addItem(curve)
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# curve.show()
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# curve.update()
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# self._in_ds = True
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# # stop here since we don't need to update bars path any more
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# # as we delegate to the downsample line with updates.
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# else:
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# # we should be in bars mode
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# if self._in_ds:
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# # flip back to bars graphics and hide the downsample line.
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# log.info(f'showing bars graphic {self._name}')
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# curve = self._ds_line
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# curve.hide()
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# # self._pi.removeItem(curve)
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# # XXX: is this actually any faster?
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# # self._pi.addItem(self)
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# self.show()
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# self._in_ds = False
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# # generate in_view path
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# self.path = gen_qpath(
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# ohlc_iv,
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# 0,
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# self.w,
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# # path=self.path,
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# )
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# # TODO: to make the downsampling faster
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# # - allow mapping only a range of lines thus only drawing as
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# # many bars as exactly specified.
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# # - move ohlc "flattening" to a shmarr
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# # - maybe move all this embedded logic to a higher
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# # level type?
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# # if prepend_length:
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# # # new history was added and we need to render a new path
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# # prepend_bars = ohlc[:prepend_length]
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# # if ds_prepend_length:
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# # ds_prepend_bars = ohlc[:ds_prepend_length]
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# # pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
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# # fx = np.concatenate((pre_x, fx))
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# # fy = np.concatenate((pre_y, fy))
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# # profiler('ds line prepend diff complete')
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# # if append_length:
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# # # generate new graphics to match provided array
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# # # path appending logic:
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# # # we need to get the previous "current bar(s)" for the time step
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# # # and convert it to a sub-path to append to the historical set
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# # # new_bars = ohlc[istop - 1:istop + append_length - 1]
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# # append_bars = ohlc[-append_length - 1:-1]
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# # # print(f'ohlc bars to append size: {append_bars.size}\n')
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# # if ds_append_length:
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# # ds_append_bars = ohlc[-ds_append_length - 1:-1]
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# # post_x, post_y = ohlc_flatten(ds_append_bars)
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# # print(
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# # f'ds curve to append sizes: {(post_x.size, post_y.size)}'
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# # )
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# # fx = np.concatenate((fx, post_x))
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# # fy = np.concatenate((fy, post_y))
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# # profiler('ds line append diff complete')
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# profiler('array diffs complete')
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# # does this work?
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# last = ohlc[-1]
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# # fy[-1] = last['close']
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# # # incremental update and cache line datums
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# # self._ds_line_xy = fx, fy
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# # maybe downsample to line
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# # ds = self.maybe_downsample()
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# # if ds:
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# # # if we downsample to a line don't bother with
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# # # any more path generation / updates
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# # self._ds_xrange = first_index, last_index
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# # profiler('downsampled to line')
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# # return
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# # print(in_view.size)
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# # if self.path:
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# # self.path = path
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# # self.path.reserve(path.capacity())
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# # self.path.swap(path)
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# # path updates
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# # if prepend_length:
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# # # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
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# # # y value not matching the first value from
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# # # ohlc[prepend_length + 1] ???
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# # prepend_path = gen_qpath(prepend_bars, 0, self.w)
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# # old_path = self.path
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# # self.path = prepend_path
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# # self.path.addPath(old_path)
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# # profiler('path PREPEND')
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# # if append_length:
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# # append_path = gen_qpath(append_bars, 0, self.w)
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# # self.path.moveTo(
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# # float(istop - self.w),
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# # float(append_bars[0]['open'])
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# # )
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# # self.path.addPath(append_path)
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# # profiler('path APPEND')
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# # fp = self.fast_path
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# # if fp is None:
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# # self.fast_path = append_path
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# # else:
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# # fp.moveTo(
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# # float(istop - self.w), float(new_bars[0]['open'])
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# # )
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# # fp.addPath(append_path)
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# # self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
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# # flip_cache = True
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# self._xrange = first_index, last_index
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# # trigger redraw despite caching
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# self.prepareGeometryChange()
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# self.draw_last(last)
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# # # generate new lines objects for updatable "current bar"
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# # self._last_bar_lines = bar_from_ohlc_row(last, self.w)
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# # # last bar update
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# # i, o, h, l, last, v = last[
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# # ['index', 'open', 'high', 'low', 'close', 'volume']
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# # ]
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# # # assert i == self.start_index - 1
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# # # assert i == last_index
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# # body, larm, rarm = self._last_bar_lines
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# # # XXX: is there a faster way to modify this?
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# # rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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# # # writer is responsible for changing open on "first" volume of bar
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# # larm.setLine(larm.x1(), o, larm.x2(), o)
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# # if l != h: # noqa
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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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# # else:
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# # # update body
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# # body.setLine(i, l, i, h)
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# # # XXX: pretty sure this is causing an issue where the bar has
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# # # a large upward move right before the next sample and the body
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# # # is getting set to None since the next bar is flat but the shm
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# # # array index update wasn't read by the time this code runs. Iow
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# # # we're doing this removal of the body for a bar index that is
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# # # now out of date / from some previous sample. It's weird
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# # # though because i've seen it do this to bars i - 3 back?
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# profiler('last bar set')
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# self.update()
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# profiler('.update()')
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# if flip_cache:
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# self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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# # profiler.finish()
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def draw_last(
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self,
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# full array input history
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ohlc: np.ndarray,
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# pre-sliced array data that's "in view"
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ohlc_iv: np.ndarray,
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view_range: Optional[tuple[int, int]] = None,
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profiler: Optional[pg.debug.Profiler] = None,
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last: np.ndarray,
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) -> None:
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'''
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Update the last datum's bar graphic from input data array.
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# generate new lines objects for updatable "current bar"
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self._last_bar_lines = bar_from_ohlc_row(last, self.w)
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This routine should be interface compatible with
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``pg.PlotCurveItem.setData()``. Normally this method in
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``pyqtgraph`` seems to update all the data passed to the
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graphics object, and then update/rerender, but here we're
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assuming the prior graphics havent changed (OHLC history rarely
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does) so this "should" be simpler and faster.
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# last bar update
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i, o, h, l, last, v = last[
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['index', 'open', 'high', 'low', 'close', 'volume']
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]
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# assert i == self.start_index - 1
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# assert i == last_index
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body, larm, rarm = self._last_bar_lines
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This routine should be made (transitively) as fast as possible.
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# XXX: is there a faster way to modify this?
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rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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'''
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profiler = profiler or pg.debug.Profiler(
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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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# writer is responsible for changing open on "first" volume of bar
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larm.setLine(larm.x1(), o, larm.x2(), o)
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# index = self.start_index
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istart, istop = self._xrange
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# ds_istart, ds_istop = self._ds_xrange
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if l != h: # noqa
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index = ohlc['index']
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first_index, last_index = index[0], index[-1]
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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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else:
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# update body
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body.setLine(i, l, i, h)
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# length = len(ohlc)
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# prepend_length = istart - first_index
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# append_length = last_index - istop
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# ds_prepend_length = ds_istart - first_index
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# ds_append_length = last_index - ds_istop
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flip_cache = False
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x_gt = 16
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if self._ds_line:
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uppx = self._ds_line.x_uppx()
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else:
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uppx = 0
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should_line = self._in_ds
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if (
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self._in_ds
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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 self._in_ds
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and uppx >= x_gt
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):
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should_line = True
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profiler('ds logic complete')
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if should_line:
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# update the line graphic
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# x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
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x, y = self._ds_line_xy = ohlc_flatten(ohlc)
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x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
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profiler('flattening bars to line')
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# TODO: we should be diffing the amount of new data which
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# needs to be downsampled. Ideally we actually are just
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# doing all the ds-ing in sibling actors so that the data
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# can just be read and rendered to graphics on events of our
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# choice.
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# diff = do_diff(ohlc, new_bit)
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curve = self._ds_line
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curve.update_from_array(
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x=x,
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y=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 line')
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if not self._in_ds:
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# hide bars and show line
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self.hide()
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# XXX: is this actually any faster?
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# self._pi.removeItem(self)
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# TODO: a `.ui()` log level?
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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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# self._pi.addItem(curve)
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curve.show()
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curve.update()
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self._in_ds = True
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# stop here since we don't need to update bars path any more
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# as we delegate to the downsample line with updates.
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else:
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# we should be in bars mode
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if self._in_ds:
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# flip back to bars graphics and hide the downsample line.
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log.info(f'showing bars graphic {self._name}')
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curve = self._ds_line
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curve.hide()
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# self._pi.removeItem(curve)
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# XXX: is this actually any faster?
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# self._pi.addItem(self)
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self.show()
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self._in_ds = False
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# generate in_view path
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self.path = gen_qpath(
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ohlc_iv,
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0,
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self.w,
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# path=self.path,
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)
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# TODO: to make the downsampling faster
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# - allow mapping only a range of lines thus only drawing as
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# many bars as exactly specified.
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# - move ohlc "flattening" to a shmarr
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# - maybe move all this embedded logic to a higher
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# level type?
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# if prepend_length:
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# # new history was added and we need to render a new path
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# prepend_bars = ohlc[:prepend_length]
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# if ds_prepend_length:
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# ds_prepend_bars = ohlc[:ds_prepend_length]
|
||||
# pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
|
||||
# fx = np.concatenate((pre_x, fx))
|
||||
# fy = np.concatenate((pre_y, fy))
|
||||
# profiler('ds line prepend diff complete')
|
||||
|
||||
# if append_length:
|
||||
# # generate new graphics to match provided array
|
||||
# # path appending logic:
|
||||
# # we need to get the previous "current bar(s)" for the time step
|
||||
# # and convert it to a sub-path to append to the historical set
|
||||
# # new_bars = ohlc[istop - 1:istop + append_length - 1]
|
||||
# append_bars = ohlc[-append_length - 1:-1]
|
||||
# # print(f'ohlc bars to append size: {append_bars.size}\n')
|
||||
|
||||
# if ds_append_length:
|
||||
# ds_append_bars = ohlc[-ds_append_length - 1:-1]
|
||||
# post_x, post_y = ohlc_flatten(ds_append_bars)
|
||||
# print(
|
||||
# f'ds curve to append sizes: {(post_x.size, post_y.size)}'
|
||||
# )
|
||||
# fx = np.concatenate((fx, post_x))
|
||||
# fy = np.concatenate((fy, post_y))
|
||||
|
||||
# profiler('ds line append diff complete')
|
||||
|
||||
profiler('array diffs complete')
|
||||
|
||||
# does this work?
|
||||
last = ohlc[-1]
|
||||
# fy[-1] = last['close']
|
||||
|
||||
# # incremental update and cache line datums
|
||||
# self._ds_line_xy = fx, fy
|
||||
|
||||
# maybe downsample to line
|
||||
# ds = self.maybe_downsample()
|
||||
# if ds:
|
||||
# # if we downsample to a line don't bother with
|
||||
# # any more path generation / updates
|
||||
# self._ds_xrange = first_index, last_index
|
||||
# profiler('downsampled to line')
|
||||
# return
|
||||
|
||||
# print(in_view.size)
|
||||
|
||||
# if self.path:
|
||||
# self.path = path
|
||||
# self.path.reserve(path.capacity())
|
||||
# self.path.swap(path)
|
||||
|
||||
# path updates
|
||||
# if prepend_length:
|
||||
# # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# # y value not matching the first value from
|
||||
# # ohlc[prepend_length + 1] ???
|
||||
# prepend_path = gen_qpath(prepend_bars, 0, self.w)
|
||||
# old_path = self.path
|
||||
# self.path = prepend_path
|
||||
# self.path.addPath(old_path)
|
||||
# profiler('path PREPEND')
|
||||
|
||||
# if append_length:
|
||||
# append_path = gen_qpath(append_bars, 0, self.w)
|
||||
|
||||
# self.path.moveTo(
|
||||
# float(istop - self.w),
|
||||
# float(append_bars[0]['open'])
|
||||
# )
|
||||
# self.path.addPath(append_path)
|
||||
|
||||
# profiler('path APPEND')
|
||||
# fp = self.fast_path
|
||||
# if fp is None:
|
||||
# self.fast_path = append_path
|
||||
|
||||
# else:
|
||||
# fp.moveTo(
|
||||
# float(istop - self.w), float(new_bars[0]['open'])
|
||||
# )
|
||||
# fp.addPath(append_path)
|
||||
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||
# flip_cache = True
|
||||
|
||||
self._xrange = first_index, last_index
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
||||
|
||||
# last bar update
|
||||
i, o, h, l, last, v = last[
|
||||
['index', 'open', 'high', 'low', 'close', 'volume']
|
||||
]
|
||||
# assert i == self.start_index - 1
|
||||
# assert i == last_index
|
||||
body, larm, rarm = self._last_bar_lines
|
||||
|
||||
# XXX: is there a faster way to modify this?
|
||||
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
||||
|
||||
# writer is responsible for changing open on "first" volume of bar
|
||||
larm.setLine(larm.x1(), o, larm.x2(), o)
|
||||
|
||||
if l != h: # noqa
|
||||
|
||||
if body is None:
|
||||
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
|
||||
else:
|
||||
# update body
|
||||
body.setLine(i, l, i, h)
|
||||
|
||||
# XXX: pretty sure this is causing an issue where the bar has
|
||||
# a large upward move right before the next sample and the body
|
||||
# is getting set to None since the next bar is flat but the shm
|
||||
# array index update wasn't read by the time this code runs. Iow
|
||||
# we're doing this removal of the body for a bar index that is
|
||||
# now out of date / from some previous sample. It's weird
|
||||
# though because i've seen it do this to bars i - 3 back?
|
||||
|
||||
profiler('last bar set')
|
||||
|
||||
self.update()
|
||||
profiler('.update()')
|
||||
|
||||
if flip_cache:
|
||||
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# profiler.finish()
|
||||
# XXX: pretty sure this is causing an issue where the bar has
|
||||
# a large upward move right before the next sample and the body
|
||||
# is getting set to None since the next bar is flat but the shm
|
||||
# array index update wasn't read by the time this code runs. Iow
|
||||
# we're doing this removal of the body for a bar index that is
|
||||
# now out of date / from some previous sample. It's weird
|
||||
# though because i've seen it do this to bars i - 3 back?
|
||||
|
||||
def boundingRect(self):
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
|
|
|
|||
Loading…
Reference in New Issue