Update history "last" bar, compute ampling ratio
Add an update call to the display loop to consistently update the last datum in the history view chart. Compute the inter-chart sampling ratio and use it to sync the linear region.history_view
Tyler Goodlet
parent
e06e257a81
commit
59884d251e
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@ -29,7 +29,7 @@ from typing import Optional, Any, Callable
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import numpy as np
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import tractor
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import trio
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# import pendulum
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import pendulum
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import pyqtgraph as pg
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# from .. import brokers
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@ -129,13 +129,14 @@ class DisplayState:
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Chart-local real-time graphics state container.
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'''
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godwidget: GodWidget
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quotes: dict[str, Any]
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maxmin: Callable
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ohlcv: ShmArray
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hist_ohlcv: ShmArray
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# high level chart handles
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linked: LinkedSplits
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chart: ChartPlotWidget
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# axis labels
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@ -155,6 +156,7 @@ async def graphics_update_loop(
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linked: LinkedSplits,
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stream: tractor.MsgStream,
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ohlcv: np.ndarray,
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hist_ohlcv: np.ndarray,
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wap_in_history: bool = False,
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vlm_chart: Optional[ChartPlotWidget] = None,
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@ -176,7 +178,8 @@ async def graphics_update_loop(
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# of copying it from last bar's close
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# - 1-5 sec bar lookback-autocorrection like tws does?
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# (would require a background history checker task)
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display_rate = linked.godwidget.window.current_screen().refreshRate()
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godwidget = linked.godwidget
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display_rate = godwidget.window.current_screen().refreshRate()
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chart = linked.chart
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@ -228,10 +231,11 @@ async def graphics_update_loop(
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i_last = ohlcv.index
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ds = linked.display_state = DisplayState(**{
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'godwidget': godwidget,
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'quotes': {},
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'linked': linked,
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'maxmin': maxmin,
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'ohlcv': ohlcv,
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'hist_ohlcv': hist_ohlcv,
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'chart': chart,
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'last_price_sticky': last_price_sticky,
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'l1': l1,
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@ -299,6 +303,8 @@ def graphics_update_cycle(
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# hopefully XD
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chart = ds.chart
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# TODO: just pass this as a direct ref to avoid so many attr accesses?
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hist_chart = ds.godwidget.hist_linked.chart
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profiler = pg.debug.Profiler(
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msg=f'Graphics loop cycle for: `{chart.name}`',
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@ -312,9 +318,16 @@ def graphics_update_cycle(
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# unpack multi-referenced components
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vlm_chart = ds.vlm_chart
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# rt "HFT" chart
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l1 = ds.l1
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ohlcv = ds.ohlcv
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array = ohlcv.array
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# history view chart
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hist_ohlcv = ds.hist_ohlcv
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hist_array = hist_ohlcv.array
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vars = ds.vars
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tick_margin = vars['tick_margin']
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@ -459,6 +472,10 @@ def graphics_update_cycle(
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chart.name,
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do_append=do_append,
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)
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hist_chart.update_graphics_from_flow(
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chart.name,
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do_append=do_append,
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)
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# NOTE: we always update the "last" datum
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# since the current range should at least be updated
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@ -722,16 +739,27 @@ async def display_symbol_data(
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) as feed:
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ohlcv: ShmArray = feed.rt_shm
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hist_ohlcv: ShmArray = feed.hist_shm
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end_index = hist_ohlcv.index
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times = hist_ohlcv.array['time']
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end = pendulum.from_timestamp(times[-1])
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start = pendulum.from_timestamp(times[times != times[-1]][-1])
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hist_step_size_s = (end - start).seconds
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times = ohlcv.array['time']
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end = pendulum.from_timestamp(times[-1])
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start = pendulum.from_timestamp(times[times != times[-1]][-1])
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rt_step_size_s = (end - start).seconds
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ratio = hist_step_size_s / rt_step_size_s
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# this value needs to be pulled once and only once during
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# startup
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end_index = feed.startup_hist_index
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# bars = ohlcv.array
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symbol = feed.symbols[sym]
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fqsn = symbol.front_fqsn()
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# times = feed.hist_shm.array['time']
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# end = pendulum.from_timestamp(times[-1])
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# start = pendulum.from_timestamp(times[times != times[-1]][-1])
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# step_size_s = (end - start).seconds
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step_size_s = 1
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tf_key = tf_in_1s[step_size_s]
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@ -813,34 +841,38 @@ async def display_symbol_data(
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# a weird placement of the region on the way-far-left..
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# region.setClipItem(flow.graphics)
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def update():
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def update_pi_from_region():
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region.setZValue(10)
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mn, mx = region.getRegion()
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# print(f'region_x: {(mn, mx)}')
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# XXX: seems to cause a real perf hit?
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rt_pi.setXRange(
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(mn - end_index) * 60,
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(mx - end_index) * 60,
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(mn - end_index) * ratio,
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(mx - end_index) * ratio,
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padding=0,
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)
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region.sigRegionChanged.connect(update)
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region.sigRegionChanged.connect(update_pi_from_region)
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def update_region_from_pi(
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window,
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viewRange: tuple[tuple, tuple],
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is_manual: bool = True,
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) -> None:
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# set the region on the history chart
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# to the range currently viewed in the
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# HFT/real-time chart.
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rgn = viewRange[0]
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# print(f'rt_view_range: {rgn}')
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mn, mx = rgn
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mn, mx = viewRange[0]
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ds_mn = mn/ratio
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ds_mx = mx/ratio
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# print(
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# f'rt_view_range: {(mn, mx)}\n'
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# f'ds_mn, ds_mx: {(ds_mn, ds_mx)}\n'
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# )
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region.setRegion((
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mn/60 + end_index,
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mx/60 + end_index,
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ds_mn + end_index,
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ds_mx + end_index,
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))
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# connect region to be updated on plotitem interaction.
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@ -888,6 +920,7 @@ async def display_symbol_data(
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linked,
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feed.stream,
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ohlcv,
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hist_ohlcv,
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wap_in_history,
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vlm_chart,
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)
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