pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

Right, handle the case where the shm prepend history isn't full XD

incr_update_backup
Tyler Goodlet 2022-04-22 23:02:02 -04:00
parent d3251a2922
commit 55606cffbb
1 changed files with 88 additions and 57 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

145
piker/ui/_flows.py
View File

@ -37,7 +37,7 @@ from PyQt5.QtGui import QPainterPath
from ..data._sharedmem import ( from ..data._sharedmem import (
ShmArray, ShmArray,
open_shm_array, # open_shm_array,
) )
from .._profile import pg_profile_enabled, ms_slower_then from .._profile import pg_profile_enabled, ms_slower_then
from ._ohlc import ( from ._ohlc import (
@ -48,7 +48,7 @@ from ._curve import (
FastAppendCurve, FastAppendCurve,
) )
from ._compression import ( from ._compression import (
ohlc_flatten, # ohlc_flatten,
ds_m4, ds_m4,
) )
from ..log import get_logger from ..log import get_logger
@ -103,15 +103,15 @@ def rowarr_to_path(
) )
def ohlc_flat_view( def mk_ohlc_flat_copy(
ohlc_shm: ShmArray, ohlc_shm: ShmArray,
# XXX: we bind this in currently.. # XXX: we bind this in currently..
x_basis: np.ndarray, # x_basis: np.ndarray,
# vr: Optional[slice] = None, # vr: Optional[slice] = None,
) -> np.ndarray: ) -> tuple[np.ndarray, np.ndarray]:
''' '''
Return flattened-non-copy view into an OHLC shm array. Return flattened-non-copy view into an OHLC shm array.
@ -127,8 +127,8 @@ def ohlc_flat_view(
) )
# breakpoint() # breakpoint()
y = unstructured.flatten() y = unstructured.flatten()
x = x_basis[:y.size] # x = x_basis[:y.size]
return x, y return y
class Flow(msgspec.Struct): # , frozen=True): class Flow(msgspec.Struct): # , frozen=True):
@ -151,7 +151,8 @@ class Flow(msgspec.Struct): # , frozen=True):
render: bool = True # toggle for display loop render: bool = True # toggle for display loop
flat: Optional[ShmArray] = None flat: Optional[ShmArray] = None
x_basis: Optional[np.ndarray] = None x_basis: Optional[np.ndarray] = None
_iflat: int = 0 _iflat_last: int = 0
_iflat_first: int = 0
_last_uppx: float = 0 _last_uppx: float = 0
_in_ds: bool = False _in_ds: bool = False
@ -344,7 +345,6 @@ class Flow(msgspec.Struct): # , frozen=True):
graphics = self.graphics graphics = self.graphics
if isinstance(graphics, BarItems): if isinstance(graphics, BarItems):
fields = ['open', 'high', 'low', 'close']
# if no source data renderer exists create one. # if no source data renderer exists create one.
r = self._src_r r = self._src_r
if not r: if not r:
@ -356,49 +356,11 @@ class Flow(msgspec.Struct): # , frozen=True):
last_read=read, last_read=read,
) )
# create a flattened view onto the OHLC array
# which can be read as a line-style format
shm = self.shm
# flat = self.flat = self.shm.unstruct_view(fields)
self.flat = self.shm.ustruct(fields)
self._iflat = self.shm._last.value
# import pdbpp
# pdbpp.set_trace()
# assert len(flat._array) == len(self.shm._array[fields])
x = self.x_basis = (
np.broadcast_to(
shm._array['index'][:, None],
(
shm._array.size,
# 4, # only ohlc
self.flat.shape[1],
),
) + np.array([-0.5, 0, 0, 0.5])
)
# fshm = self.flat = open_shm_array(
# f'{self.name}_flat',
# dtype=flattened.dtype,
# size=flattened.size,
# )
# fshm.push(flattened)
# print(f'unstruct diff: {time.time() - start}')
# profiler('read unstr view bars to line')
# start = self.flat._first.value
ds_curve_r = Renderer( ds_curve_r = Renderer(
flow=self, flow=self,
# just swap in the flat view # just swap in the flat view
data_t=lambda array: self.flat.array, # data_t=lambda array: self.flat.array,
# data_t=partial(
# ohlc_flat_view,
# self.shm,
# ),
last_read=read, last_read=read,
draw_path=partial( draw_path=partial(
rowarr_to_path, rowarr_to_path,
@ -435,12 +397,14 @@ class Flow(msgspec.Struct): # , frozen=True):
should_line should_line
and uppx < x_gt and uppx < x_gt
): ):
print('FLIPPING TO BARS')
should_line = False should_line = False
elif ( elif (
not should_line not should_line
and uppx >= x_gt and uppx >= x_gt
): ):
print('FLIPPING TO LINE')
should_line = True should_line = True
profiler(f'ds logic complete line={should_line}') profiler(f'ds logic complete line={should_line}')
@ -448,32 +412,98 @@ class Flow(msgspec.Struct): # , frozen=True):
# do graphics updates # do graphics updates
if should_line: if should_line:
fields = ['open', 'high', 'low', 'close']
if self.flat is None:
# create a flattened view onto the OHLC array
# which can be read as a line-style format
shm = self.shm
# flat = self.flat = self.shm.unstruct_view(fields)
self.flat = self.shm.ustruct(fields)
first = self._iflat_first = self.shm._first.value
last = self._iflat_last = self.shm._last.value
# write pushed data to flattened copy
self.flat[first:last] = rfn.structured_to_unstructured(
self.shm.array[fields]
)
# generate an flat-interpolated x-domain
self.x_basis = (
np.broadcast_to(
shm._array['index'][:, None],
(
shm._array.size,
# 4, # only ohlc
self.flat.shape[1],
),
) + np.array([-0.5, 0, 0, 0.5])
)
assert self.flat.any()
# print(f'unstruct diff: {time.time() - start}')
# profiler('read unstr view bars to line')
# start = self.flat._first.value
# update flatted ohlc copy # update flatted ohlc copy
iflat, ishm = self._iflat, self.shm._last.value (
to_update = rfn.structured_to_unstructured( iflat_first,
self.shm._array[iflat:ishm][fields] iflat,
ishm_last,
ishm_first,
) = (
self._iflat_first,
self._iflat_last,
self.shm._last.value,
self.shm._first.value
) )
# print(to_update) # check for shm prepend updates since last read.
self.flat[iflat:ishm][:] = to_update if iflat_first != ishm_first:
# write newly prepended data to flattened copy
self.flat[
ishm_first:iflat_first
] = rfn.structured_to_unstructured(
self.shm.array[fields][:iflat_first]
)
self._iflat_first = ishm_first
# # flat = self.flat = self.shm.unstruct_view(fields)
# self.flat = self.shm.ustruct(fields)
# # self._iflat_last = self.shm._last.value
# # self._iflat_first = self.shm._first.value
# # do an update for the most recent prepend
# # index
# iflat = ishm_first
to_update = rfn.structured_to_unstructured(
self.shm._array[iflat:ishm_last][fields]
)
self.flat[iflat:ishm_last][:] = to_update
profiler('updated ustruct OHLC data') profiler('updated ustruct OHLC data')
y_flat = self.flat[:ishm] # slice out up-to-last step contents
x_flat = self.x_basis[:ishm] y_flat = self.flat[ishm_first:ishm_last]
x_flat = self.x_basis[ishm_first:ishm_last]
self._iflat = ishm # update local last-index tracking
self._iflat_last = ishm_last
# reshape to 1d for graphics rendering
y = y_flat.reshape(-1) y = y_flat.reshape(-1)
x = x_flat.reshape(-1) x = x_flat.reshape(-1)
profiler('flattened ustruct OHLC data') profiler('flattened ustruct OHLC data')
# do all the same for only in-view data
y_iv_flat = y_flat[ivl:ivr] y_iv_flat = y_flat[ivl:ivr]
x_iv_flat = x_flat[ivl:ivr] x_iv_flat = x_flat[ivl:ivr]
y_iv = y_iv_flat.reshape(-1) y_iv = y_iv_flat.reshape(-1)
x_iv = x_iv_flat.reshape(-1) x_iv = x_iv_flat.reshape(-1)
profiler('flattened ustruct in-view OHLC data') profiler('flattened ustruct in-view OHLC data')
# legacy full-recompute-everytime method
# x, y = ohlc_flatten(array) # x, y = ohlc_flatten(array)
# x_iv, y_iv = ohlc_flatten(in_view) # x_iv, y_iv = ohlc_flatten(in_view)
# profiler('flattened OHLC data') # profiler('flattened OHLC data')
@ -486,6 +516,7 @@ class Flow(msgspec.Struct): # , frozen=True):
view_range=(ivl, ivr), # hack view_range=(ivl, ivr), # hack
profiler=profiler, profiler=profiler,
) )
curve.show()
profiler('updated ds curve') profiler('updated ds curve')
else: else: