Attempt only rendering ohlc bars in view and ds-ing otherwise
Tyler Goodlet
parent
2fa553f1b7
commit
675611dc61
|
|
@ -157,23 +157,40 @@ def path_arrays_from_ohlc(
|
|||
|
||||
|
||||
def gen_qpath(
|
||||
data,
|
||||
start, # XXX: do we need this?
|
||||
w,
|
||||
data: np.ndarray,
|
||||
start: int, # XXX: do we need this?
|
||||
w: float,
|
||||
path: Optional[QtGui.QPainterPath] = None,
|
||||
|
||||
) -> QtGui.QPainterPath:
|
||||
|
||||
path_was_none = path is None
|
||||
|
||||
profiler = pg.debug.Profiler(
|
||||
msg=f'gen_qpath ohlc',
|
||||
msg='gen_qpath ohlc',
|
||||
disabled=not pg_profile_enabled(),
|
||||
gt=ms_slower_then,
|
||||
)
|
||||
|
||||
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
|
||||
x, y, c = path_arrays_from_ohlc(
|
||||
data,
|
||||
start,
|
||||
bar_gap=w,
|
||||
)
|
||||
profiler("generate stream with numba")
|
||||
|
||||
# TODO: numba the internals of this!
|
||||
path = pg.functions.arrayToQPath(x, y, connect=c)
|
||||
path = pg.functions.arrayToQPath(
|
||||
x,
|
||||
y,
|
||||
connect=c,
|
||||
path=path,
|
||||
)
|
||||
|
||||
# avoid mem allocs if possible
|
||||
if path_was_none:
|
||||
path.reserve(path.capacity())
|
||||
|
||||
profiler("generate path with arrayToQPath")
|
||||
|
||||
return path
|
||||
|
|
@ -206,6 +223,7 @@ class BarItems(pg.GraphicsObject):
|
|||
self._color = pen_color
|
||||
self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
|
||||
self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
|
||||
self._name = name
|
||||
|
||||
self._ds_line_xy: Optional[
|
||||
tuple[np.ndarray, np.ndarray]
|
||||
|
|
@ -226,6 +244,7 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
self._xrange: tuple[int, int]
|
||||
self._yrange: tuple[float, float]
|
||||
self._vrange = None
|
||||
|
||||
# TODO: don't render the full backing array each time
|
||||
# self._path_data = None
|
||||
|
|
@ -254,7 +273,6 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
'''
|
||||
hist, last = ohlc[:-1], ohlc[-1]
|
||||
|
||||
self.path = gen_qpath(hist, start, self.w)
|
||||
|
||||
# save graphics for later reference and keep track
|
||||
|
|
@ -270,65 +288,46 @@ class BarItems(pg.GraphicsObject):
|
|||
# up to last to avoid double draw of last bar
|
||||
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
||||
|
||||
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
|
||||
|
||||
# TODO: figuring out the most optimial size for the ideal
|
||||
# curve-path by,
|
||||
# - calcing the display's max px width `.screen()`
|
||||
# - drawing a curve and figuring out it's capacity:
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#capacity
|
||||
# - reserving that cap for each curve-mapped-to-shm with
|
||||
|
||||
# - leveraging clearing when needed to redraw the entire
|
||||
# curve that does not release mem allocs:
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#clear
|
||||
curve = FastAppendCurve(
|
||||
y=y,
|
||||
x=x,
|
||||
name='OHLC',
|
||||
color=self._color,
|
||||
)
|
||||
curve.hide()
|
||||
self._pi.addItem(curve)
|
||||
self._ds_line = curve
|
||||
|
||||
self._ds_xrange = (index[0], index[-1])
|
||||
|
||||
# trigger render
|
||||
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
|
||||
self.update()
|
||||
|
||||
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
|
||||
self.update_ds_line(x, y)
|
||||
self._ds_xrange = (index[0], index[-1])
|
||||
return self.path
|
||||
|
||||
def update_ds_line(
|
||||
self,
|
||||
x,
|
||||
y,
|
||||
|
||||
) -> FastAppendCurve:
|
||||
|
||||
# determine current potential downsampling value (based on pixel
|
||||
# scaling) and return any existing curve for it.
|
||||
curve = self._ds_line
|
||||
|
||||
if not curve:
|
||||
# TODO: figuring out the most optimial size for the ideal
|
||||
# curve-path by,
|
||||
# - calcing the display's max px width `.screen()`
|
||||
# - drawing a curve and figuring out it's capacity:
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#capacity
|
||||
# - reserving that cap for each curve-mapped-to-shm with
|
||||
|
||||
# - leveraging clearing when needed to redraw the entire
|
||||
# curve that does not release mem allocs:
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#clear
|
||||
curve = FastAppendCurve(
|
||||
y=y,
|
||||
x=x,
|
||||
name='OHLC',
|
||||
color=self._color,
|
||||
)
|
||||
curve.hide()
|
||||
self._pi.addItem(curve)
|
||||
self._ds_line = curve
|
||||
return curve
|
||||
|
||||
# TODO: we should be diffing the amount of new data which
|
||||
# needs to be downsampled. Ideally we actually are just
|
||||
# doing all the ds-ing in sibling actors so that the data
|
||||
# can just be read and rendered to graphics on events of our
|
||||
# choice.
|
||||
# diff = do_diff(ohlc, new_bit)
|
||||
|
||||
curve.update_from_array(
|
||||
y=y,
|
||||
x=x,
|
||||
)
|
||||
return curve
|
||||
|
||||
def update_from_array(
|
||||
self,
|
||||
|
||||
# full array input history
|
||||
ohlc: np.ndarray,
|
||||
just_history=False,
|
||||
|
||||
# pre-sliced array data that's "in view"
|
||||
ohlc_iv: np.ndarray,
|
||||
|
||||
view_range: Optional[tuple[int, int]] = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -357,14 +356,102 @@ class BarItems(pg.GraphicsObject):
|
|||
first_index, last_index = index[0], index[-1]
|
||||
|
||||
# length = len(ohlc)
|
||||
prepend_length = istart - first_index
|
||||
append_length = last_index - istop
|
||||
# prepend_length = istart - first_index
|
||||
# append_length = last_index - istop
|
||||
|
||||
ds_prepend_length = ds_istart - first_index
|
||||
ds_append_length = last_index - ds_istop
|
||||
# ds_prepend_length = ds_istart - first_index
|
||||
# ds_append_length = last_index - ds_istop
|
||||
|
||||
flip_cache = False
|
||||
|
||||
x_gt = 2
|
||||
if self._ds_line:
|
||||
uppx = self._ds_line.x_uppx()
|
||||
else:
|
||||
uppx = 0
|
||||
|
||||
should_line = self._in_ds
|
||||
if (
|
||||
self._in_ds
|
||||
and uppx < x_gt
|
||||
):
|
||||
should_line = False
|
||||
|
||||
elif (
|
||||
not self._in_ds
|
||||
and uppx >= x_gt
|
||||
):
|
||||
should_line = True
|
||||
|
||||
if (
|
||||
should_line
|
||||
):
|
||||
# update the line graphic
|
||||
# x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
|
||||
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
|
||||
x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
|
||||
profiler('flattening bars to line')
|
||||
|
||||
# TODO: we should be diffing the amount of new data which
|
||||
# needs to be downsampled. Ideally we actually are just
|
||||
# doing all the ds-ing in sibling actors so that the data
|
||||
# can just be read and rendered to graphics on events of our
|
||||
# choice.
|
||||
# diff = do_diff(ohlc, new_bit)
|
||||
curve = self._ds_line
|
||||
curve.update_from_array(
|
||||
x=x,
|
||||
y=y,
|
||||
x_iv=x_iv,
|
||||
y_iv=y_iv,
|
||||
view_range=view_range, # hack
|
||||
)
|
||||
profiler('udated ds line')
|
||||
|
||||
if not self._in_ds:
|
||||
# hide bars and show line
|
||||
self.hide()
|
||||
# XXX: is this actually any faster?
|
||||
# self._pi.removeItem(self)
|
||||
|
||||
# TODO: a `.ui()` log level?
|
||||
log.info(
|
||||
f'downsampling to line graphic {self._name}'
|
||||
)
|
||||
|
||||
# self._pi.addItem(curve)
|
||||
curve.show()
|
||||
curve.update()
|
||||
self._in_ds = True
|
||||
|
||||
# stop here since we don't need to update bars path any more
|
||||
# as we delegate to the downsample line with updates.
|
||||
return
|
||||
|
||||
elif (
|
||||
not should_line
|
||||
and self._in_ds
|
||||
):
|
||||
# flip back to bars graphics and hide the downsample line.
|
||||
log.info(f'showing bars graphic {self._name}')
|
||||
|
||||
curve = self._ds_line
|
||||
curve.hide()
|
||||
# self._pi.removeItem(curve)
|
||||
|
||||
# XXX: is this actually any faster?
|
||||
# self._pi.addItem(self)
|
||||
self.show()
|
||||
self._in_ds = False
|
||||
|
||||
# generate in_view path
|
||||
self.path = gen_qpath(
|
||||
ohlc_iv,
|
||||
0,
|
||||
self.w,
|
||||
# path=self.path,
|
||||
)
|
||||
|
||||
# TODO: to make the downsampling faster
|
||||
# - allow mapping only a range of lines thus only drawing as
|
||||
# many bars as exactly specified.
|
||||
|
|
@ -372,87 +459,97 @@ class BarItems(pg.GraphicsObject):
|
|||
# - maybe move all this embedded logic to a higher
|
||||
# level type?
|
||||
|
||||
fx, fy = self._ds_line_xy
|
||||
# ohlc = in_view
|
||||
|
||||
if prepend_length:
|
||||
# new history was added and we need to render a new path
|
||||
prepend_bars = ohlc[:prepend_length]
|
||||
# if prepend_length:
|
||||
# # new history was added and we need to render a new path
|
||||
# prepend_bars = ohlc[:prepend_length]
|
||||
|
||||
if ds_prepend_length:
|
||||
ds_prepend_bars = ohlc[:ds_prepend_length]
|
||||
pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
|
||||
fx = np.concatenate((pre_x, fx))
|
||||
fy = np.concatenate((pre_y, fy))
|
||||
profiler('ds line prepend diff complete')
|
||||
# if ds_prepend_length:
|
||||
# ds_prepend_bars = ohlc[:ds_prepend_length]
|
||||
# pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
|
||||
# fx = np.concatenate((pre_x, fx))
|
||||
# fy = np.concatenate((pre_y, fy))
|
||||
# profiler('ds line prepend diff complete')
|
||||
|
||||
if append_length:
|
||||
# generate new graphics to match provided array
|
||||
# path appending logic:
|
||||
# we need to get the previous "current bar(s)" for the time step
|
||||
# and convert it to a sub-path to append to the historical set
|
||||
# new_bars = ohlc[istop - 1:istop + append_length - 1]
|
||||
append_bars = ohlc[-append_length - 1:-1]
|
||||
# print(f'ohlc bars to append size: {append_bars.size}\n')
|
||||
# if append_length:
|
||||
# # generate new graphics to match provided array
|
||||
# # path appending logic:
|
||||
# # we need to get the previous "current bar(s)" for the time step
|
||||
# # and convert it to a sub-path to append to the historical set
|
||||
# # new_bars = ohlc[istop - 1:istop + append_length - 1]
|
||||
# append_bars = ohlc[-append_length - 1:-1]
|
||||
# # print(f'ohlc bars to append size: {append_bars.size}\n')
|
||||
|
||||
if ds_append_length:
|
||||
ds_append_bars = ohlc[-ds_append_length - 1:-1]
|
||||
post_x, post_y = ohlc_flatten(ds_append_bars)
|
||||
# print(f'ds curve to append sizes: {(post_x.size, post_y.size)}')
|
||||
fx = np.concatenate((fx, post_x))
|
||||
fy = np.concatenate((fy, post_y))
|
||||
# if ds_append_length:
|
||||
# ds_append_bars = ohlc[-ds_append_length - 1:-1]
|
||||
# post_x, post_y = ohlc_flatten(ds_append_bars)
|
||||
# print(
|
||||
# f'ds curve to append sizes: {(post_x.size, post_y.size)}'
|
||||
# )
|
||||
# fx = np.concatenate((fx, post_x))
|
||||
# fy = np.concatenate((fy, post_y))
|
||||
|
||||
profiler('ds line append diff complete')
|
||||
# profiler('ds line append diff complete')
|
||||
|
||||
profiler('array diffs complete')
|
||||
|
||||
# does this work?
|
||||
last = ohlc[-1]
|
||||
fy[-1] = last['close']
|
||||
# fy[-1] = last['close']
|
||||
|
||||
# incremental update and cache line datums
|
||||
self._ds_line_xy = fx, fy
|
||||
# # incremental update and cache line datums
|
||||
# self._ds_line_xy = fx, fy
|
||||
|
||||
# maybe downsample to line
|
||||
ds = self.maybe_downsample()
|
||||
if ds:
|
||||
# if we downsample to a line don't bother with
|
||||
# any more path generation / updates
|
||||
self._ds_xrange = first_index, last_index
|
||||
profiler('downsampled to line')
|
||||
return
|
||||
# ds = self.maybe_downsample()
|
||||
# if ds:
|
||||
# # if we downsample to a line don't bother with
|
||||
# # any more path generation / updates
|
||||
# self._ds_xrange = first_index, last_index
|
||||
# profiler('downsampled to line')
|
||||
# return
|
||||
|
||||
# print(in_view.size)
|
||||
|
||||
# if self.path:
|
||||
# self.path = path
|
||||
# self.path.reserve(path.capacity())
|
||||
# self.path.swap(path)
|
||||
|
||||
# path updates
|
||||
if prepend_length:
|
||||
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# y value not matching the first value from
|
||||
# ohlc[prepend_length + 1] ???
|
||||
prepend_path = gen_qpath(prepend_bars, 0, self.w)
|
||||
old_path = self.path
|
||||
self.path = prepend_path
|
||||
self.path.addPath(old_path)
|
||||
profiler('path PREPEND')
|
||||
# if prepend_length:
|
||||
# # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# # y value not matching the first value from
|
||||
# # ohlc[prepend_length + 1] ???
|
||||
# prepend_path = gen_qpath(prepend_bars, 0, self.w)
|
||||
# old_path = self.path
|
||||
# self.path = prepend_path
|
||||
# self.path.addPath(old_path)
|
||||
# profiler('path PREPEND')
|
||||
|
||||
if append_length:
|
||||
append_path = gen_qpath(append_bars, 0, self.w)
|
||||
# if append_length:
|
||||
# append_path = gen_qpath(append_bars, 0, self.w)
|
||||
|
||||
self.path.moveTo(
|
||||
float(istop - self.w),
|
||||
float(append_bars[0]['open'])
|
||||
)
|
||||
self.path.addPath(append_path)
|
||||
# self.path.moveTo(
|
||||
# float(istop - self.w),
|
||||
# float(append_bars[0]['open'])
|
||||
# )
|
||||
# self.path.addPath(append_path)
|
||||
|
||||
profiler('path APPEND')
|
||||
# fp = self.fast_path
|
||||
# if fp is None:
|
||||
# self.fast_path = append_path
|
||||
# profiler('path APPEND')
|
||||
# fp = self.fast_path
|
||||
# if fp is None:
|
||||
# self.fast_path = append_path
|
||||
|
||||
# else:
|
||||
# fp.moveTo(float(istop - self.w), float(new_bars[0]['open']))
|
||||
# fp.addPath(append_path)
|
||||
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||
# flip_cache = True
|
||||
# else:
|
||||
# fp.moveTo(
|
||||
# float(istop - self.w), float(new_bars[0]['open'])
|
||||
# )
|
||||
# fp.addPath(append_path)
|
||||
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||
# flip_cache = True
|
||||
|
||||
self._xrange = first_index, last_index
|
||||
|
||||
|
|
@ -559,74 +656,6 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
)
|
||||
|
||||
def maybe_downsample(
|
||||
self,
|
||||
x_gt: float = 2.,
|
||||
|
||||
) -> bool:
|
||||
'''
|
||||
Call this when you want to stop drawing individual
|
||||
bars and instead use a ``FastAppendCurve`` intepolation
|
||||
line (normally when the width of a bar (aka 1.0 in the x)
|
||||
is less then a pixel width on the device).
|
||||
|
||||
'''
|
||||
curve = self._ds_line
|
||||
if not curve:
|
||||
return False
|
||||
|
||||
# this is the ``float`` value of the "number of x units" (in
|
||||
# view coords) that a pixel spans.
|
||||
xs_in_px = self._ds_line.x_uppx()
|
||||
|
||||
linked = self.linked
|
||||
|
||||
if (
|
||||
self._ds_line_xy is not None
|
||||
):
|
||||
curve = self.update_ds_line(
|
||||
*self._ds_line_xy,
|
||||
)
|
||||
|
||||
if (
|
||||
not self._in_ds
|
||||
and xs_in_px >= x_gt
|
||||
):
|
||||
# TODO: a `.ui()` log level?
|
||||
log.info(
|
||||
f'downsampling to line graphic {linked.symbol.key}'
|
||||
)
|
||||
self.hide()
|
||||
# XXX: is this actually any faster?
|
||||
# self._pi.removeItem(self)
|
||||
|
||||
self._xs_in_px = xs_in_px
|
||||
|
||||
# self._pi.addItem(curve)
|
||||
curve.show()
|
||||
|
||||
self._in_ds = True
|
||||
|
||||
elif (
|
||||
self._in_ds
|
||||
and xs_in_px < x_gt
|
||||
):
|
||||
log.info(f'showing bars graphic {linked.symbol.key}')
|
||||
|
||||
curve = self._ds_line
|
||||
curve.hide()
|
||||
# self._pi.removeItem(curve)
|
||||
|
||||
# XXX: is this actually any faster?
|
||||
# self._pi.addItem(self)
|
||||
self.show()
|
||||
self.update()
|
||||
|
||||
self._in_ds = False
|
||||
|
||||
# no curve change
|
||||
return self._in_ds
|
||||
|
||||
def paint(
|
||||
self,
|
||||
p: QtGui.QPainter,
|
||||
|
|
@ -657,20 +686,8 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
p.setPen(self.bars_pen)
|
||||
p.drawPath(self.path)
|
||||
profiler('draw history path')
|
||||
profiler(f'draw history path: {self.path.capacity()}')
|
||||
|
||||
# if self.fast_path:
|
||||
# p.drawPath(self.fast_path)
|
||||
# profiler('draw fast path')
|
||||
|
||||
profiler.finish()
|
||||
|
||||
# NOTE: for testing paint frequency as throttled by display loop.
|
||||
# now = time.time()
|
||||
# global _last_draw
|
||||
# print(f'DRAW RATE {1/(now - _last_draw)}')
|
||||
# _last_draw = now
|
||||
|
||||
|
||||
# import time
|
||||
# _last_draw: float = time.time()
|
||||
|
|
|
|||
Loading…
Reference in New Issue