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Support "volume" and "dollar volume" on same chart 

This is a huge commit which moves a bunch of code around in order to
simplify some of our UI modules as well as support our first official
mult-axis chart: overlaid volume and "dollar volume". A good deal of
this change set is to make startup fast such that volume data which is
often shipped alongside OHLC history is loaded and shown asap and FSPs
are loaded in an actor cluster with their graphics overlayed
concurrently as each responsible worker generates plottable output.

For everything to work this commit requires use of a draft `pyqtgraph`
PR: https://github.com/pyqtgraph/pyqtgraph/pull/2162

Change summary:
- move remaining FSP actor cluster helpers into `.ui._fsp` mod as well
  as fsp specific UI managers (`maybe_open_vlm_display()`,
  `start_fsp_displays()`).
- add an `FspAdmin` API for starting fsp chains on the cluster
  concurrently allowing for future work toward reload/unloading.
- bring FSP config dict into `start_fsp_displays()` and `.started()`-deliver
  both the fsp admin and any volume chart back up to the calling display
  loop code.

ToDo:
- repair `ChartView` click-drag interactions
- auto-range on $ vlm needs to use `ChartPlotWidget._set_yrange()`
- a lot better styling for the $_vlm overlay XD
vlm_plotz
Tyler Goodlet 2022-01-24 15:24:46 -05:00
parent c81bb9f89f
commit 51f9511669
3 changed files with 593 additions and 440 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
piker/fsp/_engine.py
View File

@ -186,15 +186,17 @@ async def fsp_compute(
async def cascade(
ctx: tractor.Context,
# data feed key
brokername: str,
symbol: str,
src_shm_token: dict,
dst_shm_token: tuple[str, np.dtype],
symbol: str,
func_name: str,
zero_on_step: bool = False,
zero_on_step: bool = False,
loglevel: Optional[str] = None,
) -> None:

381
piker/ui/_display.py
View File

@ -21,35 +21,25 @@ this module ties together quote and computational (fsp) streams with
graphics update methods via our custom ``pyqtgraph`` charting api.
'''
from contextlib import asynccontextmanager as acm
from functools import partial
from itertools import cycle
import time
from types import ModuleType
from typing import Optional, AsyncGenerator
from typing import Optional
import numpy as np
import pyqtgraph as pg
import tractor
import trio
from .. import brokers
from .._cacheables import maybe_open_context
from tractor.trionics import gather_contexts
from ..data.feed import open_feed, Feed
from ._chart import (
ChartPlotWidget,
LinkedSplits,
GodWidget,
)
from .. import fsp
from ._l1 import L1Labels
from ._fsp import (
update_fsp_chart,
maybe_mk_fsp_shm,
open_fsp_sidepane,
has_vlm,
maybe_open_vlm_display,
start_fsp_displays,
)
from ..data._sharedmem import ShmArray, try_read
from ._forms import (
@ -83,6 +73,10 @@ def chart_maxmin(
float,
float,
]:
'''
Compute max and min datums "in view" for range limits.
'''
# TODO: implement this
# https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin
@ -110,7 +104,7 @@ def chart_maxmin(
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
async def update_chart_from_quotes(
async def update_linked_charts_graphics(
linked: LinkedSplits,
stream: tractor.MsgStream,
ohlcv: np.ndarray,
@ -121,7 +115,8 @@ async def update_chart_from_quotes(
) -> None:
'''The 'main' (price) chart real-time update loop.
Receive from the quote stream and update the OHLC chart.
Receive from the primary instrument quote stream and update the OHLC
chart.
'''
# TODO: bunch of stuff:
@ -231,6 +226,14 @@ 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 curve_name, shm in vlm_chart._overlays.items():
update_fsp_chart(
vlm_chart,
shm,
curve_name,
array_key=curve_name,
)
ticks_frame = quote.get('ticks', ())
frames_by_type: dict[str, dict] = {}
@ -381,284 +384,6 @@ async def update_chart_from_quotes(
)
@acm
async def open_fsp_cluster(
workers: int = 2
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
from tractor._clustering import open_actor_cluster
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
async with open_actor_cluster(
count=2,
names=['fsp_0', 'fsp_1'],
modules=['piker.fsp._engine'],
) as cluster_map:
profiler('started fsp cluster')
yield cluster_map
@acm
async def maybe_open_fsp_cluster(
workers: int = 2,
**kwargs,
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
kwargs.update(
{'workers': workers}
)
async with maybe_open_context(
# for now make a cluster per client?
acm_func=open_fsp_cluster,
kwargs=kwargs,
) as (cache_hit, cluster_map):
if cache_hit:
log.info('re-using existing fsp cluster')
yield cluster_map
else:
yield cluster_map
async def start_fsp_displays(
cluster_map: dict[str, tractor.Portal],
linkedsplits: LinkedSplits,
fsps: dict[str, str],
sym: str,
src_shm: list,
brokermod: ModuleType,
group_status_key: str,
loglevel: str,
) -> 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()
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
async with trio.open_nursery() as n:
# 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), (name, portal) in zip(
fsps.items(),
# round robin to cluster for now..
cycle(cluster_map.items()),
):
func_name = conf['func_name']
shm, opened = maybe_mk_fsp_shm(
sym,
field_name=func_name,
display_name=display_name,
readonly=True,
)
profiler(f'created shm for fsp actor: {display_name}')
# 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?"
profiler(f'attached to fsp portal: {display_name}')
# init async
n.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,
profiler=profiler,
)
)
# blocks here until all fsp actors complete
async def update_chart_from_fsp(
portal: tractor.Portal,
linkedsplits: LinkedSplits,
brokermod: ModuleType,
sym: str,
src_shm: ShmArray,
func_name: str,
display_name: str,
conf: dict[str, dict],
shm: ShmArray,
is_overlay: bool,
group_status_key: str,
loglevel: str,
profiler: pg.debug.Profiler,
) -> None:
'''
FSP stream chart update loop.
This is called once for each entry in the fsp
config map.
'''
profiler(f'started chart task for fsp: {func_name}')
done = linkedsplits.window().status_bar.open_status(
f'loading fsp, {display_name}..',
group_key=group_status_key,
)
async with (
portal.open_context(
# chaining entrypoint
fsp.cascade,
# name as title of sub-chart
brokername=brokermod.name,
src_shm_token=src_shm.token,
dst_shm_token=shm.token,
symbol=sym,
func_name=func_name,
loglevel=loglevel,
zero_on_step=conf.get('zero_on_step', False),
) as (ctx, last_index),
ctx.open_stream() as stream,
open_fsp_sidepane(linkedsplits, {display_name: conf},) as sidepane,
):
profiler(f'fsp:{func_name} attached to fsp ctx-stream')
if is_overlay:
chart = linkedsplits.chart
chart.draw_curve(
name=display_name,
data=shm.array,
overlay=True,
color='default_light',
)
# 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['func_name'],
sidepane=sidepane,
# curve by default
ohlc=False,
# settings passed down to ``ChartPlotWidget``
**conf.get('chart_kwargs', {})
# static_yrange=(0, 100),
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linkedsplits.chart.name
array_key = func_name
profiler(f'fsp:{func_name} chart created')
# first UI update, usually from shm pushed history
update_fsp_chart(
chart,
shm,
display_name,
array_key=array_key,
)
chart.linked.focus()
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
# ``pg.FillBetweenItems`` seems to be one technique using
# 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[func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
if func_name == 'rsi':
from ._lines import level_line
# add moveable over-[sold/bought] lines
# and labels only for the 70/30 lines
level_line(chart, 20)
level_line(chart, 30, orient_v='top')
level_line(chart, 70, orient_v='bottom')
level_line(chart, 80, orient_v='top')
chart._set_yrange()
done() # status updates
profiler(f'fsp:{func_name} starting update loop')
profiler.finish()
# update chart graphics
last = time.time()
async for value in stream:
# chart isn't actively shown so just skip render cycle
if chart.linked.isHidden():
continue
else:
now = time.time()
period = now - last
if period <= 1/_quote_throttle_rate:
# faster then display refresh rate
print(f'fsp too fast: {1/period}')
continue
# run synchronous update
update_fsp_chart(
chart,
shm,
display_name,
array_key=func_name,
)
# set time of last graphics update
last = time.time()
async def check_for_new_bars(
feed: Feed,
ohlcv: np.ndarray,
@ -822,57 +547,6 @@ async def display_symbol_data(
# TODO: a data view api that makes this less shit
chart._shm = ohlcv
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
# 'dolla_vlm': {
# 'func_name': 'dolla_vlm',
# 'zero_on_step': True,
# 'params': {
# 'price_func': {
# 'default_value': 'chl3',
# # tell target ``Edit`` widget to not allow
# # edits for now.
# 'widget_kwargs': {'readonly': True},
# },
# },
# 'chart_kwargs': {'style': 'step'}
# },
# 'rsi': {
# 'func_name': 'rsi', # literal python func ref lookup name
# # 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): # 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': {
'func_name': 'vwap',
'overlay': True,
'anchor': 'session',
},
})
# NOTE: we must immediately tell Qt to show the OHLC chart
# to avoid a race where the subplots get added/shown to
# the linked set *before* the main price chart!
@ -880,32 +554,24 @@ async def display_symbol_data(
linkedsplits.focus()
await trio.sleep(0)
vlm_chart = None
async with gather_contexts(
(
trio.open_nursery(),
maybe_open_vlm_display(linkedsplits, ohlcv),
maybe_open_fsp_cluster(),
)
) as (ln, vlm_chart, cluster_map):
vlm_chart: Optional[ChartPlotWidget] = None
async with trio.open_nursery() as ln:
# load initial fsp chain (otherwise known as "indicators")
ln.start_soon(
admin, vlm_chart = await ln.start(
start_fsp_displays,
cluster_map,
linkedsplits,
fsp_conf,
brokermod,
sym,
ohlcv,
brokermod,
loading_sym_key,
loglevel,
)
# start graphics update loop after receiving first live quote
ln.start_soon(
update_chart_from_quotes,
update_linked_charts_graphics,
linkedsplits,
feed.stream,
ohlcv,
@ -913,6 +579,7 @@ async def display_symbol_data(
vlm_chart,
)
# start sample step incrementer
ln.start_soon(
check_for_new_bars,
feed,

646
piker/ui/_fsp.py
View File

@ -21,12 +21,20 @@ Financial signal processing cluster and real-time graphics management.
'''
from contextlib import asynccontextmanager as acm
from typing import Optional
from functools import partial
from itertools import cycle
from types import ModuleType
from typing import Optional, AsyncGenerator, Any
import numpy as np
from pydantic import create_model
import tractor
from tractor.trionics import gather_contexts
import pyqtgraph as pg
import trio
from trio_typing import TaskStatus
from .._cacheables import maybe_open_context
from ..data._sharedmem import (
ShmArray,
maybe_open_shm_array,
@ -35,8 +43,8 @@ from ..data._sharedmem import (
from ._chart import (
ChartPlotWidget,
LinkedSplits,
# GodWidget,
)
from .. import fsp
from ._forms import (
FieldsForm,
mk_form,
@ -88,85 +96,6 @@ def has_vlm(ohlcv: ShmArray) -> bool:
return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm)))
@acm
async def maybe_open_vlm_display(
linked: LinkedSplits,
ohlcv: ShmArray,
) -> ChartPlotWidget:
if not has_vlm(ohlcv):
log.warning(f"{linked.symbol.key} does not seem to have volume info")
yield
return
else:
shm, opened = maybe_mk_fsp_shm(
linked.symbol.key,
'vlm',
readonly=True,
)
async with open_fsp_sidepane(
linked, {
'vlm': {
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane:
# built-in $vlm
shm = ohlcv
chart = linked.add_plot(
name='volume',
array=shm.array,
array_key='volume',
sidepane=sidepane,
# curve by default
ohlc=False,
# Draw vertical bars from zero.
# we do this internally ourselves since
# the curve item internals are pretty convoluted.
style='step',
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linked.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
chart.update_curve_from_array(
'volume',
shm.array,
)
# size view to data once at outset
chart._set_yrange()
yield chart
def update_fsp_chart(
chart: ChartPlotWidget,
shm: ShmArray,
@ -270,3 +199,558 @@ async def open_fsp_sidepane(
)
):
yield sidepane
@acm
async def open_fsp_actor_cluster(
names: list[str] = ['fsp_0', 'fsp_1'],
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
from tractor._clustering import open_actor_cluster
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
async with open_actor_cluster(
count=2,
names=names,
modules=['piker.fsp._engine'],
) as cluster_map:
profiler('started fsp cluster')
yield cluster_map
class FspAdmin:
'''
Client API for orchestrating FSP actors and displaying
real-time graphics output.
'''
def __init__(
self,
tn: trio.Nursery,
cluster: dict[str, tractor.Portal],
) -> None:
self.tn = tn
self.cluster = cluster
self._rr_next_actor = cycle(cluster.items())
self._registry: dict[
tuple,
tuple[tractor.MsgStream, ShmArray]
] = {}
def rr_next_portal(self) -> tractor.Portal:
name, portal = next(self._rr_next_actor)
return portal
async def open_remote_fsp(
self,
portal: tractor.Portal,
complete: trio.Event,
started: trio.Event,
brokername: str,
sym: str,
src_shm: ShmArray,
dst_shm: ShmArray,
conf: dict,
func_name: str,
loglevel: str,
) -> None:
'''
Task which opens a remote FSP endpoint in the managed
cluster and sleeps until signalled to exit.
'''
async with (
portal.open_context(
# chaining entrypoint
fsp.cascade,
# data feed key
brokername=brokername,
symbol=sym,
# mems
src_shm_token=src_shm.token,
dst_shm_token=dst_shm.token,
# target
func_name=func_name,
loglevel=loglevel,
zero_on_step=conf.get('zero_on_step', False),
) as (ctx, last_index),
ctx.open_stream() as stream,
):
# register output data
self._registry[(brokername, sym, func_name)] = (
stream, dst_shm, complete)
started.set()
# wait for graceful shutdown signal
await complete.wait()
async def start_fsp(
self,
display_name: str,
feed_key: tuple[str, str],
src_shm: ShmArray,
conf: dict[str, dict[str, Any]],
worker_name: Optional[str] = None,
loglevel: str = 'error',
) -> (ShmArray, trio.Event):
# unpack FSP details from config dict
func_name = conf['func_name']
# allocate an output shm array
dst_shm, opened = maybe_mk_fsp_shm(
feed_key,
field_name=func_name,
display_name=display_name,
readonly=True,
)
if not opened:
raise RuntimeError("Already started FSP {func_name}")
portal = self.cluster.get(worker_name) or self.rr_next_portal()
complete = trio.Event()
started = trio.Event()
brokername, sym = feed_key
self.tn.start_soon(
self.open_remote_fsp,
portal,
complete,
started,
brokername,
sym,
src_shm,
dst_shm,
conf,
func_name,
loglevel,
)
return dst_shm, started
@acm
async def open_fsp_admin(
**kwargs,
) -> AsyncGenerator[dict, dict[str, tractor.Portal]]:
async with (
maybe_open_context(
# for now make a cluster per client?
acm_func=open_fsp_actor_cluster,
kwargs=kwargs,
) as (cache_hit, cluster_map),
trio.open_nursery() as tn,
):
if cache_hit:
log.info('re-using existing fsp cluster')
admin = FspAdmin(tn, cluster_map)
try:
yield admin
finally:
# terminate all tasks via signals
for key, entry in admin._registry.items():
_, _, event = entry
event.set()
@acm
async def maybe_open_vlm_display(
linked: LinkedSplits,
ohlcv: ShmArray,
) -> ChartPlotWidget:
'''
Volume subchart helper.
Since "volume" is often included directly alongside OHLCV price
data, we don't really need a separate FSP-actor + shm array for it
since it's likely already directly adjacent to OHLC samples from the
data provider.
'''
if not has_vlm(ohlcv):
log.warning(f"{linked.symbol.key} does not seem to have volume info")
yield
return
else:
# shm, opened = maybe_mk_fsp_shm(
# linked.symbol.key,
# 'vlm',
# readonly=True,
# )
async with open_fsp_sidepane(
linked, {
'vlm': {
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane:
# built-in $vlm
shm = ohlcv
chart = linked.add_plot(
name='volume',
array=shm.array,
array_key='volume',
sidepane=sidepane,
# curve by default
ohlc=False,
# Draw vertical bars from zero.
# we do this internally ourselves since
# the curve item internals are pretty convoluted.
style='step',
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linked.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
chart.update_curve_from_array(
'volume',
shm.array,
)
# size view to data once at outset
chart._set_yrange()
yield chart
async def run_fsp_ui(
shm: ShmArray,
started: trio.Event,
linkedsplits: LinkedSplits,
func_name: str,
display_name: str,
conf: dict[str, dict],
group_status_key: str,
loglevel: str,
profiler: pg.debug.Profiler,
_quote_throttle_rate: int = 58,
) -> None:
'''
FSP stream chart update loop.
This is called once for each entry in the fsp
config map.
'''
profiler(f'started UI task for fsp: {func_name}')
async with (
# side UI for parameters/controls
open_fsp_sidepane(linkedsplits, {display_name: conf},) as sidepane,
):
await started.wait()
profiler(f'fsp:{func_name} attached to fsp ctx-stream')
overlay_with = conf.get('overlay', False)
if overlay_with:
if overlay_with == 'ohlc':
chart = linkedsplits.chart
else:
chart = linkedsplits.subplots[overlay_with]
chart.draw_curve(
name=display_name,
data=shm.array,
overlay=True,
color='default_light',
separate_axes=conf.get('separate_axes', False),
**conf.get('chart_kwargs', {})
)
# 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=func_name,
sidepane=sidepane,
# curve by default
ohlc=False,
# settings passed down to ``ChartPlotWidget``
**conf.get('chart_kwargs', {})
# static_yrange=(0, 100),
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linkedsplits.chart.name
array_key = func_name
profiler(f'fsp:{func_name} chart created')
# first UI update, usually from shm pushed history
update_fsp_chart(
chart,
shm,
display_name,
array_key=array_key,
)
chart.linked.focus()
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
# ``pg.FillBetweenItems`` seems to be one technique using
# 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[func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
if func_name == 'rsi':
from ._lines import level_line
# add moveable over-[sold/bought] lines
# and labels only for the 70/30 lines
level_line(chart, 20)
level_line(chart, 30, orient_v='top')
level_line(chart, 70, orient_v='bottom')
level_line(chart, 80, orient_v='top')
chart._set_yrange()
# done() # status updates
profiler(f'fsp:{func_name} starting update loop')
profiler.finish()
# update chart graphics
# last = time.time()
# XXX: this currently doesn't loop since
# the FSP engine does **not** push updates atm
# since we do graphics update in the main loop
# in ``._display.
# async for value in stream:
# print(value)
# # chart isn't actively shown so just skip render cycle
# if chart.linked.isHidden():
# continue
# else:
# now = time.time()
# period = now - last
# if period <= 1/_quote_throttle_rate:
# # faster then display refresh rate
# print(f'fsp too fast: {1/period}')
# continue
# # run synchronous update
# update_fsp_chart(
# chart,
# shm,
# display_name,
# array_key=func_name,
# )
# # set time of last graphics update
# last = time.time()
async def start_fsp_displays(
linkedsplits: LinkedSplits,
brokermod: ModuleType,
sym: str,
ohlcv: ShmArray,
group_status_key: str,
loglevel: str,
task_status: TaskStatus[
tuple[FspAdmin, 'ChartPlotWidet']
] = trio.TASK_STATUS_IGNORED,
) -> 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.
'''
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
# 'rsi': {
# 'func_name': 'rsi', # literal python func ref lookup name
# # 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):
fsp_conf.update({
'vwap': {
'func_name': 'vwap',
'overlay': 'ohlc',
'anchor': 'session',
},
'dolla_vlm': {
'func_name': 'dolla_vlm',
'zero_on_step': True,
'overlay': 'volume',
'separate_axes': True,
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
'chart_kwargs': {'step_mode': True}
},
})
linkedsplits.focus()
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
async with gather_contexts((
# NOTE: this admin internally opens an actor pool.
open_fsp_admin(),
trio.open_nursery(),
# TODO: fast startup of volume overlayed with $_vlm
maybe_open_vlm_display(linkedsplits, ohlcv),
)) as (admin, n, vlm_chart):
task_status.started((admin, vlm_chart))
for display_name, conf in fsp_conf.items():
func_name = conf['func_name']
done = linkedsplits.window().status_bar.open_status(
f'loading fsp, {display_name}..',
group_key=group_status_key,
)
shm, started = await admin.start_fsp(
display_name,
(brokermod.name, sym),
ohlcv,
fsp_conf[display_name],
loglevel,
)
profiler(f'created shm for fsp actor: {display_name}')
# 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?"
profiler(f'attached to fsp portal: {display_name}')
# init async
n.start_soon(
partial(
run_fsp_ui,
shm,
started,
linkedsplits,
func_name,
display_name,
conf=conf,
group_status_key=group_status_key,
loglevel=loglevel,
profiler=profiler,
)
)
await started.wait()
done()
# blocks on nursery until all fsp actors complete