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