Factor ohlc to line data conversion into `._pathops.ohlc_to_line()`
parent
ca5a25f921
commit
537b725bf3
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@ -52,13 +52,13 @@ from .._profile import (
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)
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)
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from ._pathops import (
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from ._pathops import (
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gen_ohlc_qpath,
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gen_ohlc_qpath,
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ohlc_to_line,
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)
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)
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from ._ohlc import (
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from ._ohlc import (
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BarItems,
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BarItems,
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)
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)
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from ._curve import (
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from ._curve import (
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FastAppendCurve,
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FastAppendCurve,
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# step_path_arrays_from_1d,
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)
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)
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from ..log import get_logger
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from ..log import get_logger
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@ -426,29 +426,34 @@ class Flow(msgspec.Struct): # , frozen=True):
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# create a flattened view onto the OHLC array
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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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# which can be read as a line-style format
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shm = self.shm
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shm = self.shm
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# flat = self.gy = self.shm.unstruct_view(fields)
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self.gy = self.shm.ustruct(fields)
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first = self._iflat_first = self.shm._first.value
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last = self._iflat_last = self.shm._last.value
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# write pushed data to flattened copy
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self.gy[first:last] = rfn.structured_to_unstructured(
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self.shm.array[fields]
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)
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# generate an flat-interpolated x-domain
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self.gx = (
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np.broadcast_to(
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shm._array['index'][:, None],
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(
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(
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shm._array.size,
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self._iflat_first,
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# 4, # only ohlc
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self._iflat_last,
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self.gy.shape[1],
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self.gx,
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),
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self.gy,
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) + np.array([-0.5, 0, 0, 0.5])
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) = ohlc_to_line(shm)
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)
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assert self.gy.any()
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# self.gy = self.shm.ustruct(fields)
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# first = self._iflat_first = self.shm._first.value
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# last = self._iflat_last = self.shm._last.value
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# # write pushed data to flattened copy
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# self.gy[first:last] = rfn.structured_to_unstructured(
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# self.shm.array[fields]
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# )
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# # generate an flat-interpolated x-domain
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# self.gx = (
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# np.broadcast_to(
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# shm._array['index'][:, None],
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# (
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# shm._array.size,
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# # 4, # only ohlc
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# self.gy.shape[1],
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# ),
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# ) + np.array([-0.5, 0, 0, 0.5])
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# )
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# assert self.gy.any()
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# print(f'unstruct diff: {time.time() - start}')
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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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# profiler('read unstr view bars to line')
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@ -22,11 +22,15 @@ from typing import (
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)
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)
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import numpy as np
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import numpy as np
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from numpy.lib import recfunctions as rfn
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from numba import njit, float64, int64 # , optional
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from numba import njit, float64, int64 # , optional
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import pyqtgraph as pg
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import pyqtgraph as pg
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from PyQt5 import QtGui
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from PyQt5 import QtGui
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# from PyQt5.QtCore import QLineF, QPointF
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# from PyQt5.QtCore import QLineF, QPointF
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from ..data._sharedmem import (
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ShmArray,
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)
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from .._profile import pg_profile_enabled, ms_slower_then
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from .._profile import pg_profile_enabled, ms_slower_then
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from ._compression import (
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from ._compression import (
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# ohlc_flatten,
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# ohlc_flatten,
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@ -176,3 +180,49 @@ def gen_ohlc_qpath(
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profiler("generate path with arrayToQPath")
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profiler("generate path with arrayToQPath")
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return path
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return path
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def ohlc_to_line(
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ohlc_shm: ShmArray,
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fields: list[str] = ['open', 'high', 'low', 'close']
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) -> tuple[
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int, # flattened first index
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int, # flattened last index
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np.ndarray,
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np.ndarray,
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]:
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'''
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Convert an input struct-array holding OHLC samples into a pair of
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flattened x, y arrays with the same size (datums wise) as the source
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data.
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'''
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y_out = ohlc_shm.ustruct(fields)
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first = ohlc_shm._first.value
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last = ohlc_shm._last.value
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# write pushed data to flattened copy
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y_out[first:last] = rfn.structured_to_unstructured(
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ohlc_shm.array[fields]
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)
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# generate an flat-interpolated x-domain
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x_out = (
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np.broadcast_to(
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ohlc_shm._array['index'][:, None],
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(
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ohlc_shm._array.size,
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# 4, # only ohlc
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y_out.shape[1],
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),
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) + np.array([-0.5, 0, 0, 0.5])
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)
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assert y_out.any()
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return (
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first,
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last,
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x_out,
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y_out,
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)
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