Support "pin-to-target-curve" overlay method again

Yah yah, i know it's the same as before (the N > 2 curves case with
out-of-range-minor rescaling the previously scaled curves isn't fixed
yet...) but, this is a much better and optional implementation in less
code. Further we're now better leveraging various new cached properties
and methods on `Viz`.

We now handle different `overlay_technique: str` options using `match:`
syntax in the 2ndary scaling loop, stash the returns scalars per curve
in `overlay_table`, and store and iterate the curves by dispersion
measure sort order.

Further wrt "pin-to-target-curve" mode, which currently still pins to
the largest measured dispersion curve in the overlay set:

- pop major Ci overlay table entries at start for sub-calcs usage when
  handling the "minor requires major rescale after pin" case.
- (finally) correctly rescale the major curve y-mxmn to whatever the
  latest minor overlay curve by calcing the inverse transform from the
  minor *at that point*:
  - the intersect point being that which the minor has starts support on
    the major's x-domain* using the new `Viz.scalars_from_index()` and,
  - checking that the minor is not out of range (versus what the major's
    transform calcs it to be, in which case,
  - calc the inverse transform from the current out-of-range minor and
    use it to project the new y-mxmn for the major/target based on the
    same intersect-reference point in the x-domain used by the minor.
  - always handle the target-major Ci specially by only setting the
    `mx_ymn` / `mx_ymn` value when iterating that entry in the overlay
    table.
  - add todos around also doing the last sub-sub bullet for all previously
    major-transform scaled minor overlays (this is coming next..i hope).
- add a final 3rd overlay loop which goes through a final `scaled: dict`
  to apply all range values to each view; this is where we will
  eventually solve that last edge case of an out-of-range minor's
  scaling needing to be used to rescale already scaled minors XD
log_linearized_curve_overlays
Tyler Goodlet 2023-02-27 15:55:37 -05:00
parent 4d11c5c89c
commit 6601dea8cc
1 changed files with 173 additions and 36 deletions

View File

@ -62,8 +62,8 @@ class OverlayT(Struct):
in the target co-domain.
'''
start_t: float | None = None
viz: Viz | None = None
start_t: float | None = None
# % "range" computed from some ref value to the mn/mx
rng: float | None = None
@ -201,13 +201,13 @@ def overlay_viewlists(
] | None = None,
overlay_technique: Literal[
'loglin_to_first',
'loglin_to_sigma',
'mnmx',
'loglin_ref_to_curve',
'loglin_ref_to_first',
'mxmn',
'solo',
] = 'loglin_to_first',
] = 'loglin_ref_to_curve',
# internal instrumentation
# internal debug
debug_print: bool = False,
) -> None:
@ -236,8 +236,6 @@ def overlay_viewlists(
# -> for any "group" overlay we want to dispersion normalize
# and scale minor charts onto the major chart: the chart
# with the most dispersion in the set.
major_sigma_viz: Viz = None
mx_disp: float = 0
# collect certain flows have grapics objects **in seperate
# plots/viewboxes** into groups and do a common calc to
@ -245,8 +243,9 @@ def overlay_viewlists(
# this is primarly used for our so called "log-linearized
# multi-plot" overlay technique.
overlay_table: dict[
ChartView,
float,
tuple[
ChartView,
Viz,
float, # y start
float, # y min
@ -254,6 +253,8 @@ def overlay_viewlists(
float, # y median
slice, # in-view array slice
np.ndarray, # in-view array
float, # returns up scalar
float, # return down scalar
],
] = {}
@ -323,11 +324,15 @@ def overlay_viewlists(
profiler(f'{viz.name}@{chart_name} common pi sort')
# non-overlay group case
if not viz.is_ohlc:
if (
not viz.is_ohlc
or overlay_technique == 'solo'
):
pi.vb._set_yrange(yrange=yrange)
profiler(
f'{viz.name}@{chart_name} simple std `._set_yrange()`'
)
continue
# handle overlay log-linearized group scaling cases
# TODO: a better predicate here, likely something
@ -338,15 +343,12 @@ def overlay_viewlists(
ymn, ymx = yrange
# determine start datum in view
arr = viz.shm.array
in_view = arr[read_slc]
in_view = viz.vs.in_view
if not in_view.size:
log.warning(f'{viz.name} not in view?')
continue
# row_start = arr[read_slc.start - 1]
row_start = arr[read_slc.start]
row_start = in_view[0]
if viz.is_ohlc:
y_ref = row_start['open']
else:
@ -355,9 +357,11 @@ def overlay_viewlists(
profiler(f'{viz.name}@{chart_name} MINOR curve median')
key = 'open' if viz.is_ohlc else viz.name
start_t = in_view[0]['time']
r_down = (ymn - y_ref) / y_ref
start_t = row_start['time']
# returns scalars
r_up = (ymx - y_ref) / y_ref
r_down = (ymn - y_ref) / y_ref
msg = (
f'### {viz.name}@{chart_name} ###\n'
@ -431,6 +435,8 @@ def overlay_viewlists(
if debug_print:
print(msg)
# is the current up `OverlayT` not yet defined or
# the current `r_up` greater then the previous max.
if (
upt.rng is None
or (
@ -483,27 +489,37 @@ def overlay_viewlists(
profiler(msg)
print(msg)
# find curve with max dispersion
disp = abs(ymx - ymn) / y_ref
if disp > mx_disp:
major_sigma_viz = viz
mx_disp = disp
# disp = viz.disp_from_range(yref=y_ref)
# if disp is None:
# print(f'{viz.name}: WTF NO DISP')
# continue
overlay_table[viz.plot.vb] = (
# r_up, r_dn = disp
disp = r_up - r_down
# register curves by a "full" dispersion metric for
# later sort order in the overlay (technique
# ) application loop below.
overlay_table[disp] = (
viz.plot.vb,
viz,
y_ref,
ymn,
ymx,
read_slc,
in_view,
)
r_up,
r_down,
)
profiler(f'{viz.name}@{chart_name} yrange scan complete')
# NOTE: if no there were no overlay charts
# detected/collected (could be either no group detected or
# chart with a single symbol, thus a single viz/overlay)
# then we ONLY set the lone chart's (viz) yrange and short
# then we ONLY set the mone chart's (viz) yrange and short
# circuit to the next chart in the linked charts loop. IOW
# there's no reason to go through the overlay dispersion
# scaling in the next loop below when only one curve is
@ -534,13 +550,20 @@ def overlay_viewlists(
elif (
mxmns_by_common_pi
and not major_sigma_viz
# and not major_sigma_viz
and not overlay_table
):
# move to next chart in linked set since
# no overlay transforming is needed.
continue
profiler(f'<{chart_name}>.interact_graphics_cycle({name})')
msg = (
f'`Viz` curve first pass complete\n'
f'overlay_table: {overlay_table.keys()}\n'
)
profiler(msg)
if debug_print:
print(msg)
# if a minor curves scaling brings it "outside" the range of
# the major curve (in major curve co-domain terms) then we
@ -548,21 +571,39 @@ def overlay_viewlists(
# below placeholder denotes when this occurs.
# group_mxmn: None | tuple[float, float] = None
# TODO: probably re-write this loop as a compiled cpython or
# numba func.
r_up_mx: float
r_dn_mn: float
mx_disp = max(overlay_table)
mx_entry = overlay_table[mx_disp]
(
_, # viewbox
mx_viz, # viz
_, # y_ref
mx_ymn,
mx_ymx,
_, # read_slc
_, # in_view array
r_up_mx,
r_dn_mn,
) = mx_entry
scaled: dict[float, tuple[float, float, float]] = {}
# conduct "log-linearized multi-plot" scalings for all groups
for (
view,
# -> iterate all curves Ci in dispersion-measure sorted order
# going from smallest swing to largest.
for full_disp in sorted(overlay_table):
(
view,
viz,
y_start,
y_min,
y_max,
read_slc,
minor_in_view,
)
) in overlay_table.items():
r_up,
r_dn,
) = overlay_table[full_disp]
key = 'open' if viz.is_ohlc else viz.name
@ -575,9 +616,100 @@ def overlay_viewlists(
)
continue
xref = minor_in_view[0]['time']
match overlay_technique:
# Pin this curve to the "major dispersion" (or other
# target) curve by finding the intersect datum and
# then scaling according to the returns log-lin transort
# 'at that intersect reference data'. If the pinning
# results in this (minor/pinned) curve being out of view
# adjust the returns scalars to match this curves min
# y-range to stay in view.
case 'loglin_ref_to_curve':
# TODO: technically we only need to do this here if
#
if viz is not mx_viz:
(
i_start,
y_ref_major,
r_major_up_here,
r_major_down_here,
) = mx_viz.scalars_from_index(xref)
# transform y-range scaling to be the same as the
# equivalent "intersect" datum on the major
# dispersion curve (or other target "pin to"
# equivalent).
ymn = y_start * (1 + r_major_down_here)
if ymn > y_min:
ymn = y_min
r_dn_minor = (ymn - y_start) / y_start
mx_ymn = y_ref_major * (1 + r_dn_minor)
# TODO: rescale all already scaled curves to
# new increased range for this side.
# for (
# view,
# (yref, ymn, ymx)
# ) in scaled.items():
# pass
ymx = y_start * (1 + r_major_up_here)
if ymx < y_max:
ymx = y_max
r_up_minor = (ymx - y_start) / y_start
mx_ymx = y_ref_major * (1 + r_up_minor)
if debug_print:
print(
f'Minor SCALARS {viz.name}:\n'
f'xref: {xref}\n'
f'dn: {r_major_down_here}\n'
f'up: {r_major_up_here}\n'
)
else:
if debug_print:
print(
f'MAJOR SCALARS {viz.name}:\n'
f'dn: {r_dn_mn}\n'
f'up: {r_up_mx}\n'
)
# target/major curve's mxmn may have been
# reset by minor overlay steps above.
ymn = mx_ymn
ymx = mx_ymx
# Pin all curves by their first datum in view to all
# others such that each curve's earliest datum provides the
# reference point for returns vs. every other curve in
# view.
case 'loglin_ref_to_first':
ymn = dnt.apply_rng(y_start)
ymx = upt.apply_rng(y_start)
# Do not pin curves by log-linearizing their y-ranges,
# instead allow each curve to fully scale to the
# time-series in view's min and max y-values.
case 'mxmn':
ymn = y_min
ymx = y_max
case _:
raise RuntimeError(
f'overlay_technique is invalid `{overlay_technique}'
)
scaled[view] = (y_start, ymn, ymx)
for (
view,
(yref, ymn, ymx)
) in scaled.items():
# NOTE XXX: we have to set each curve's range once (and
# ONLY ONCE) here since we're doing this entire routine
# inside of a single render cycle (and apparently calling
@ -594,6 +726,8 @@ def overlay_viewlists(
f'LOGLIN SCALE CYCLE: {viz.name}@{chart_name}\n'
f'UP MAJOR C: {upt.viz.name} with disp: {upt.rng}\n'
f'DOWN MAJOR C: {dnt.viz.name} with disp: {dnt.rng}\n'
f'disp: {disp}\n'
f'xref for MINOR: {xref}\n'
f'y_start: {y_start}\n'
f'y min: {y_min}\n'
f'y max: {y_max}\n'
@ -614,7 +748,10 @@ def overlay_viewlists(
+
'\n'
)
profiler(f'<{chart_name}>.interact_graphics_cycle()')
if not do_linked_charts:
return
break
profiler.finish()