Flatten out chart tasks
Tyler Goodlet
parent
6b572eb0ef
commit
65fb92eaff
|
|
@ -1,7 +1,7 @@
|
|||
"""
|
||||
High level Qt chart widgets.
|
||||
"""
|
||||
from typing import List, Optional, Tuple
|
||||
from typing import List, Optional, Tuple, Dict, Any
|
||||
import time
|
||||
|
||||
from PyQt5 import QtCore, QtGui
|
||||
|
|
@ -21,6 +21,9 @@ from ._source import Symbol
|
|||
from .. import brokers
|
||||
from .. import data
|
||||
from ..log import get_logger
|
||||
from ._exec import run_qtractor
|
||||
from ._source import ohlc_dtype
|
||||
from .. import fsp
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
|
@ -166,13 +169,13 @@ class LinkedSplitCharts(QtGui.QWidget):
|
|||
|
||||
# add crosshairs
|
||||
self._ch = CrossHair(
|
||||
parent=self, #.chart,
|
||||
parent=self,
|
||||
# subplots=[plot for plot, d in self.subplots],
|
||||
digits=self.digits
|
||||
)
|
||||
self.chart = self.add_plot(
|
||||
name='main',
|
||||
array=array, #['close'],
|
||||
array=array,
|
||||
xaxis=self.xaxis,
|
||||
ohlc=True,
|
||||
)
|
||||
|
|
@ -586,140 +589,158 @@ class ChartView(pg.ViewBox):
|
|||
self.sigRangeChangedManually.emit(mask)
|
||||
|
||||
|
||||
async def add_new_bars(delay_s, linked_charts):
|
||||
"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
|
||||
"""
|
||||
# TODO: right now we'll spin printing bars if the last time
|
||||
# stamp is before a large period of no market activity.
|
||||
# Likely the best way to solve this is to make this task
|
||||
# aware of the instrument's tradable hours?
|
||||
|
||||
# adjust delay to compensate for trio processing time
|
||||
ad = delay_s - 0.002
|
||||
|
||||
ohlc = linked_charts._array
|
||||
|
||||
async def sleep():
|
||||
"""Sleep until next time frames worth has passed from last bar.
|
||||
"""
|
||||
last_ts = ohlc[-1]['time']
|
||||
delay = max((last_ts + ad) - time.time(), 0)
|
||||
await trio.sleep(delay)
|
||||
|
||||
# sleep for duration of current bar
|
||||
await sleep()
|
||||
|
||||
while True:
|
||||
# TODO: bunch of stuff:
|
||||
# - I'm starting to think all this logic should be
|
||||
# done in one place and "graphics update routines"
|
||||
# should not be doing any length checking and array diffing.
|
||||
# - don't keep appending, but instead increase the
|
||||
# underlying array's size less frequently
|
||||
# - handle odd lot orders
|
||||
# - update last open price correctly instead
|
||||
# of copying it from last bar's close
|
||||
# - 5 sec bar lookback-autocorrection like tws does?
|
||||
(index, t, close) = ohlc[-1][['index', 'time', 'close']]
|
||||
new = np.append(
|
||||
ohlc,
|
||||
np.array(
|
||||
[(index + 1, t + delay_s, close, close,
|
||||
close, close, 0)],
|
||||
dtype=ohlc.dtype
|
||||
),
|
||||
)
|
||||
ohlc = linked_charts._array = new
|
||||
last_quote = ohlc[-1]
|
||||
|
||||
# we **don't** update the bar right now
|
||||
# since the next quote that arrives should
|
||||
await sleep()
|
||||
|
||||
# if the last bar has not changed print a flat line and
|
||||
# move to the next
|
||||
if last_quote == ohlc[-1]:
|
||||
log.debug("Printing flat line for {sym}")
|
||||
linked_charts.update_from_array(ohlc)
|
||||
|
||||
|
||||
async def _async_main(
|
||||
sym: str,
|
||||
brokername: str,
|
||||
|
||||
# implicit required argument provided by ``qtractor_run()``
|
||||
widgets: Dict[str, Any],
|
||||
|
||||
# all kwargs are passed through from the CLI entrypoint
|
||||
loglevel: str = None,
|
||||
) -> None:
|
||||
"""Main Qt-trio routine invoked by the Qt loop with
|
||||
the widgets ``dict``.
|
||||
"""
|
||||
chart_app = widgets['main']
|
||||
|
||||
# historical data fetch
|
||||
brokermod = brokers.get_brokermod(brokername)
|
||||
|
||||
async with brokermod.get_client() as client:
|
||||
# figure out the exact symbol
|
||||
bars = await client.bars(symbol=sym)
|
||||
|
||||
# remember, msgpack-numpy's ``from_buffer` returns read-only array
|
||||
bars = np.array(bars[list(ohlc_dtype.names)])
|
||||
linked_charts = chart_app.load_symbol(sym, bars)
|
||||
|
||||
# determine ohlc delay between bars
|
||||
times = bars['time']
|
||||
|
||||
# find expected time step between datums
|
||||
delay = times[-1] - times[times != times[-1]][-1]
|
||||
|
||||
async def stream_to_chart(func):
|
||||
|
||||
async with tractor.open_nursery() as n:
|
||||
portal = await n.run_in_actor(
|
||||
f'fsp_{func.__name__}',
|
||||
func,
|
||||
brokername=brokermod.name,
|
||||
sym=sym,
|
||||
# loglevel='info',
|
||||
)
|
||||
stream = await portal.result()
|
||||
|
||||
# retreive named layout and style instructions
|
||||
layout = await stream.__anext__()
|
||||
|
||||
async for quote in stream:
|
||||
ticks = quote.get('ticks')
|
||||
if ticks:
|
||||
for tick in ticks:
|
||||
print(tick)
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
|
||||
async with data.open_feed(
|
||||
brokername,
|
||||
[sym],
|
||||
loglevel=loglevel,
|
||||
) as (fquote, stream):
|
||||
# start downstream processor
|
||||
n.start_soon(stream_to_chart, fsp.broker_latency)
|
||||
|
||||
# wait for a first quote before we start any update tasks
|
||||
quote = await stream.__anext__()
|
||||
|
||||
# start graphics tasks after receiving first live quote
|
||||
n.start_soon(add_new_bars, delay, linked_charts)
|
||||
|
||||
async for quote in stream:
|
||||
ticks = quote.get('ticks')
|
||||
if ticks:
|
||||
for tick in ticks:
|
||||
if tick.get('type') == 'trade':
|
||||
linked_charts.update_from_quote(
|
||||
{'last': tick['price']}
|
||||
)
|
||||
|
||||
|
||||
def _main(
|
||||
sym: str,
|
||||
brokername: str,
|
||||
**qtractor_kwargs,
|
||||
) -> None:
|
||||
"""Entry point to spawn a chart app.
|
||||
"""Sync entry point to start a chart app.
|
||||
"""
|
||||
from ._exec import run_qtractor
|
||||
from ._source import ohlc_dtype
|
||||
|
||||
async def _main(widgets):
|
||||
"""Main Qt-trio routine invoked by the Qt loop with
|
||||
the widgets ``dict``.
|
||||
"""
|
||||
chart_app = widgets['main']
|
||||
|
||||
# historical data fetch
|
||||
brokermod = brokers.get_brokermod(brokername)
|
||||
|
||||
async with brokermod.get_client() as client:
|
||||
# figure out the exact symbol
|
||||
bars = await client.bars(symbol=sym)
|
||||
|
||||
# remember, msgpack-numpy's ``from_buffer` returns read-only array
|
||||
bars = np.array(bars[list(ohlc_dtype.names)])
|
||||
linked_charts = chart_app.load_symbol(sym, bars)
|
||||
|
||||
# determine ohlc delay between bars
|
||||
times = bars['time']
|
||||
|
||||
# find expected time step between datums
|
||||
delay = times[-1] - times[times != times[-1]][-1]
|
||||
|
||||
async def add_new_bars(delay_s):
|
||||
"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
|
||||
"""
|
||||
# TODO: right now we'll spin printing bars if the last time
|
||||
# stamp is before a large period of no market activity.
|
||||
# Likely the best way to solve this is to make this task
|
||||
# aware of the instrument's tradable hours?
|
||||
|
||||
# adjust delay to compensate for trio processing time
|
||||
ad = delay_s - 0.002
|
||||
|
||||
ohlc = linked_charts._array
|
||||
|
||||
async def sleep():
|
||||
"""Sleep until next time frames worth has passed from last bar.
|
||||
"""
|
||||
last_ts = ohlc[-1]['time']
|
||||
delay = max((last_ts + ad) - time.time(), 0)
|
||||
await trio.sleep(delay)
|
||||
|
||||
# sleep for duration of current bar
|
||||
await sleep()
|
||||
|
||||
while True:
|
||||
# TODO: bunch of stuff:
|
||||
# - I'm starting to think all this logic should be
|
||||
# done in one place and "graphics update routines"
|
||||
# should not be doing any length checking and array diffing.
|
||||
# - don't keep appending, but instead increase the
|
||||
# underlying array's size less frequently
|
||||
# - handle odd lot orders
|
||||
# - update last open price correctly instead
|
||||
# of copying it from last bar's close
|
||||
# - 5 sec bar lookback-autocorrection like tws does?
|
||||
(index, t, close) = ohlc[-1][['index', 'time', 'close']]
|
||||
new = np.append(
|
||||
ohlc,
|
||||
np.array(
|
||||
[(index + 1, t + delay, close, close,
|
||||
close, close, 0)],
|
||||
dtype=ohlc.dtype
|
||||
),
|
||||
)
|
||||
ohlc = linked_charts._array = new
|
||||
last_quote = ohlc[-1]
|
||||
|
||||
# we **don't** update the bar right now
|
||||
# since the next quote that arrives should
|
||||
await sleep()
|
||||
|
||||
# if the last bar has not changed print a flat line and
|
||||
# move to the next
|
||||
if last_quote == ohlc[-1]:
|
||||
log.debug("Printing flat line for {sym}")
|
||||
linked_charts.update_from_array(ohlc)
|
||||
|
||||
async def stream_to_chart(func):
|
||||
|
||||
async with tractor.open_nursery() as n:
|
||||
portal = await n.run_in_actor(
|
||||
f'fsp_{func.__name__}',
|
||||
func,
|
||||
brokername=brokermod.name,
|
||||
sym=sym,
|
||||
# loglevel='info',
|
||||
)
|
||||
stream = await portal.result()
|
||||
|
||||
# retreive named layout and style instructions
|
||||
layout = await stream.__anext__()
|
||||
|
||||
async for quote in stream:
|
||||
ticks = quote.get('ticks')
|
||||
if ticks:
|
||||
for tick in ticks:
|
||||
print(tick)
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
from piker import fsp
|
||||
|
||||
async with data.open_feed(
|
||||
brokername,
|
||||
[sym],
|
||||
loglevel=qtractor_kwargs['loglevel'],
|
||||
) as (fquote, stream):
|
||||
# start downstream processor
|
||||
n.start_soon(stream_to_chart, fsp.broker_latency)
|
||||
|
||||
# wait for a first quote before we start any update tasks
|
||||
quote = await stream.__anext__()
|
||||
|
||||
# start graphics tasks after receiving first live quote
|
||||
n.start_soon(add_new_bars, delay)
|
||||
|
||||
async for quote in stream:
|
||||
ticks = quote.get('ticks')
|
||||
if ticks:
|
||||
for tick in ticks:
|
||||
if tick.get('type') == 'trade':
|
||||
linked_charts.update_from_quote(
|
||||
{'last': tick['price']}
|
||||
)
|
||||
|
||||
run_qtractor(_main, (), ChartSpace, **qtractor_kwargs)
|
||||
# Qt entry point
|
||||
run_qtractor(
|
||||
# func
|
||||
_async_main,
|
||||
# args,
|
||||
(sym, brokername),
|
||||
# kwargs passed through
|
||||
qtractor_kwargs,
|
||||
# main widget
|
||||
ChartSpace,
|
||||
# **qtractor_kwargs
|
||||
)
|
||||
|
|
|
|||
|
|
@ -5,6 +5,7 @@ Run ``trio`` in guest mode on top of the Qt event loop.
|
|||
All global Qt runtime settings are mostly defined here.
|
||||
"""
|
||||
import traceback
|
||||
from typing import Tuple, Callable, Dict
|
||||
|
||||
import PyQt5 # noqa
|
||||
from pyqtgraph import QtGui
|
||||
|
|
@ -28,11 +29,11 @@ class MainWindow(QtGui.QMainWindow):
|
|||
|
||||
|
||||
def run_qtractor(
|
||||
func,
|
||||
args,
|
||||
func: Callable,
|
||||
args: Tuple,
|
||||
kwargs: Dict,
|
||||
main_widget: QtGui.QWidget,
|
||||
window_type: QtGui.QMainWindow = MainWindow,
|
||||
loglevel: str = None,
|
||||
) -> None:
|
||||
# avoids annoying message when entering debugger from qt loop
|
||||
pyqtRemoveInputHook()
|
||||
|
|
@ -92,10 +93,10 @@ def run_qtractor(
|
|||
args = (
|
||||
# async_fn
|
||||
func,
|
||||
# args
|
||||
(widgets,),
|
||||
# args (always append widgets list)
|
||||
args + (widgets,),
|
||||
# kwargs
|
||||
{'loglevel': loglevel},
|
||||
kwargs,
|
||||
# arbiter_addr
|
||||
(
|
||||
tractor._default_arbiter_host,
|
||||
|
|
|
|||
Loading…
Reference in New Issue