Factor setup loop, 1 FSP chain, colors, throttling
Factor out the chart widget creation since it's only executed once during rendering of the first feed/flow whilst keeping plotitem overlay creation inside the (flume oriented) init loop. Only create one vlm and FSP chart/chain for now until we figure out if we want FSPs overlayed by default or selected based on the "front" symbol in use. Add a default color-palette set using shades of gray when plotting overlays. Presume that the display loop's quote throttle rate should be uniformly distributed over all input symbol-feeds for now. Restore feed pausing on mouse interaction.epoch_index_backup
parent
4020a198c4
commit
701eb7c2c5
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@ -22,6 +22,7 @@ graphics update methods via our custom ``pyqtgraph`` charting api.
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'''
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'''
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from functools import partial
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from functools import partial
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import itertools
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import time
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import time
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from typing import Optional, Any, Callable
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from typing import Optional, Any, Callable
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@ -73,7 +74,7 @@ from .._profile import Profiler
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log = get_logger(__name__)
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log = get_logger(__name__)
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# TODO: load this from a config.toml!
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# TODO: load this from a config.toml!
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_quote_throttle_rate: int = 16 # Hz
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_quote_throttle_rate: int = round(60 * 6/16) # Hz
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# a working tick-type-classes template
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# a working tick-type-classes template
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@ -93,7 +94,7 @@ def chart_maxmin(
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chart: ChartPlotWidget,
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chart: ChartPlotWidget,
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fqsn: str,
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fqsn: str,
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# ohlcv_shm: ShmArray,
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# ohlcv_shm: ShmArray,
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vlm_chart: Optional[ChartPlotWidget] = None,
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vlm_chart: ChartPlotWidget | None = None,
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) -> tuple[
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) -> tuple[
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@ -487,16 +488,16 @@ async def graphics_update_loop(
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fast_chart.linked.isHidden()
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fast_chart.linked.isHidden()
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or not rt_pi.isVisible()
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or not rt_pi.isVisible()
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):
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):
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print(f'{fqsn} skipping update -> CHART HIDDEN')
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print(f'{fqsn} skipping update for HIDDEN CHART')
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fast_chart.pause_all_feeds()
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continue
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continue
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# if fast_chart.linked.isHidden():
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# fast_chart.pause_all_feeds()
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# ic = fast_chart.view._ic
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ic = fast_chart.view._ic
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# if ic:
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if ic:
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# fast_chart.pause_all_feeds()
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fast_chart.pause_all_feeds()
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# await ic.wait()
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print(f'{fqsn} PAUSING DURING INTERACTION')
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# fast_chart.resume_all_feeds()
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await ic.wait()
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fast_chart.resume_all_feeds()
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# sync call to update all graphics/UX components.
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# sync call to update all graphics/UX components.
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graphics_update_cycle(
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graphics_update_cycle(
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@ -837,6 +838,9 @@ def graphics_update_cycle(
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# volume chart logic..
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# volume chart logic..
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# TODO: can we unify this with the above loop?
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# TODO: can we unify this with the above loop?
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if vlm_chart:
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if vlm_chart:
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# print(f"DOING VLM {fqsn}")
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vlm_flows = vlm_chart._flows
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# always update y-label
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# always update y-label
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ds.vlm_sticky.update_from_data(
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ds.vlm_sticky.update_from_data(
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*array[-1][['index', 'volume']]
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*array[-1][['index', 'volume']]
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@ -880,7 +884,7 @@ def graphics_update_cycle(
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vars['last_mx_vlm'] = mx_vlm_in_view
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vars['last_mx_vlm'] = mx_vlm_in_view
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# update all downstream FSPs
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# update all downstream FSPs
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for curve_name, flow in vlm_chart._flows.items():
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for curve_name, flow in vlm_flows.items():
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if (
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if (
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curve_name not in {'volume', fqsn}
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curve_name not in {'volume', fqsn}
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@ -1124,7 +1128,8 @@ async def display_symbol_data(
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# limit to at least display's FPS
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# limit to at least display's FPS
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# avoiding needless Qt-in-guest-mode context switches
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# avoiding needless Qt-in-guest-mode context switches
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tick_throttle=_quote_throttle_rate,
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tick_throttle=round(_quote_throttle_rate/len(fqsns)),
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# tick_throttle=round(_quote_throttle_rate),
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) as feed:
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) as feed:
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@ -1155,14 +1160,32 @@ async def display_symbol_data(
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rt_chart: None | ChartPlotWidget = None
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rt_chart: None | ChartPlotWidget = None
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hist_chart: None | ChartPlotWidget = None
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hist_chart: None | ChartPlotWidget = None
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vlm_chart: None | ChartPlotWidget = None
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bg_chart_color = 'grayest'
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# TODO: I think some palette's based on asset group types
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bg_last_bar_color = 'grayer'
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# would be good, for eg:
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# - underlying and opts contracts
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# - index and underlyings + futures
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# - gradient in "lightness" based on liquidity, or lifetime in derivs?
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palette = itertools.cycle([
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# curve color, last bar curve color
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['i3', 'gray'],
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['grayer', 'bracket'],
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['grayest', 'i3'],
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['default_dark', 'default'],
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])
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pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {}
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pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {}
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# load in ohlc data to a common linked but split chart set.
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# load in ohlc data to a common linked but split chart set.
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for fqsn, flume in feed.flumes.items():
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fitems: list[
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tuple[str, Flume]
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] = list(feed.flumes.items())
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# for the "first"/selected symbol we create new chart widgets
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# and sub-charts for FSPs
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fqsn, flume = fitems[0]
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rt_linked._symbol = flume.symbol
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rt_linked._symbol = flume.symbol
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hist_linked._symbol = flume.symbol
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hist_linked._symbol = flume.symbol
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@ -1170,9 +1193,9 @@ async def display_symbol_data(
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hist_ohlcv: ShmArray = flume.hist_shm
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hist_ohlcv: ShmArray = flume.hist_shm
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symbol = flume.symbol
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symbol = flume.symbol
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brokername = symbol.brokers[0]
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fqsn = symbol.fqsn
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fqsn = symbol.fqsn
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if hist_chart is None:
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hist_chart = hist_linked.plot_ohlc_main(
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hist_chart = hist_linked.plot_ohlc_main(
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symbol,
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symbol,
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hist_ohlcv,
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hist_ohlcv,
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@ -1182,7 +1205,77 @@ async def display_symbol_data(
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sidepane=godwidget.search,
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sidepane=godwidget.search,
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)
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)
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pis.setdefault(fqsn, [None, None])[1] = hist_chart.plotItem
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pis.setdefault(fqsn, [None, None])[1] = hist_chart.plotItem
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else:
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# don't show when not focussed
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hist_linked.cursor.always_show_xlabel = False
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rt_chart = rt_linked.plot_ohlc_main(
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symbol,
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ohlcv,
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# in the case of history chart we explicitly set `False`
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# to avoid internal pane creation.
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sidepane=pp_pane,
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)
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pis.setdefault(fqsn, [None, None])[0] = rt_chart.plotItem
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# for pause/resume on mouse interaction
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rt_chart.feed = feed
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async with trio.open_nursery() as ln:
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# if available load volume related built-in display(s)
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vlm_charts: dict[
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str,
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None | ChartPlotWidget
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] = {}.fromkeys(feed.flumes)
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if (
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not symbol.broker_info[brokername].get('no_vlm', False)
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and has_vlm(ohlcv)
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and vlm_chart is None
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):
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vlm_charts[fqsn] = await ln.start(
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open_vlm_displays,
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rt_linked,
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flume,
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)
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# load (user's) FSP set (otherwise known as "indicators")
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# from an input config.
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ln.start_soon(
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start_fsp_displays,
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rt_linked,
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flume,
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loading_sym_key,
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loglevel,
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)
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# XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
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# plot historical vwap if available
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wap_in_history = False
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# if (
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# brokermod._show_wap_in_history
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# and 'bar_wap' in bars.dtype.fields
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# ):
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# wap_in_history = True
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# rt_chart.draw_curve(
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# name='bar_wap',
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# shm=ohlcv,
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# color='default_light',
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# add_label=False,
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# )
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for fqsn, flume in fitems[1:]:
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# get a new color from the palette
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bg_chart_color, bg_last_bar_color = next(palette)
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rt_linked._symbol = flume.symbol
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hist_linked._symbol = flume.symbol
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ohlcv: ShmArray = flume.rt_shm
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hist_ohlcv: ShmArray = flume.hist_shm
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symbol = flume.symbol
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fqsn = symbol.fqsn
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hist_pi = hist_chart.overlay_plotitem(
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hist_pi = hist_chart.overlay_plotitem(
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name=fqsn,
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name=fqsn,
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axis_title=fqsn,
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axis_title=fqsn,
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# ``.draw_curve()``.
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# ``.draw_curve()``.
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flow = hist_chart._flows[fqsn]
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flow = hist_chart._flows[fqsn]
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assert flow.plot is hist_pi
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assert flow.plot is hist_pi
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# group_mxmn = partial(
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# multi_maxmin,
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# names=fqsns,
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# chart=hist_chart,
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# )
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# hist_pi.vb._maxmin = group_mxmn
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pis.setdefault(fqsn, [None, None])[1] = hist_pi
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pis.setdefault(fqsn, [None, None])[1] = hist_pi
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# don't show when not focussed
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hist_linked.cursor.always_show_xlabel = False
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# create main OHLC chart
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if rt_chart is None:
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rt_chart = rt_linked.plot_ohlc_main(
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symbol,
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ohlcv,
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# in the case of history chart we explicitly set `False`
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# to avoid internal pane creation.
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sidepane=pp_pane,
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)
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pis.setdefault(fqsn, [None, None])[0] = rt_chart.plotItem
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else:
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rt_pi = rt_chart.overlay_plotitem(
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rt_pi = rt_chart.overlay_plotitem(
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name=fqsn,
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name=fqsn,
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axis_title=fqsn,
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axis_title=fqsn,
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rt_chart.maxmin,
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rt_chart.maxmin,
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name=fqsn,
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name=fqsn,
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)
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)
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# multi_maxmin,
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# names=fqsn
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# TODO: we need a better API to do this..
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# TODO: we need a better API to do this..
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# specially store ref to shm for lookup in display loop
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# specially store ref to shm for lookup in display loop
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@ -1267,33 +1337,10 @@ async def display_symbol_data(
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# ``.draw_curve()``.
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# ``.draw_curve()``.
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flow = rt_chart._flows[fqsn]
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flow = rt_chart._flows[fqsn]
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assert flow.plot is rt_pi
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assert flow.plot is rt_pi
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# group_mxmn = partial(
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# multi_maxmin,
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# names=fqsns,
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# chart=rt_chart,
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# )
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# rt_pi.vb._maxmin = group_mxmn
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pis.setdefault(fqsn, [None, None])[0] = rt_pi
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pis.setdefault(fqsn, [None, None])[0] = rt_pi
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rt_chart._feeds[symbol.key] = feed
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rt_chart.setFocus()
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rt_chart.setFocus()
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# XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
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# plot historical vwap if available
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wap_in_history = False
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# if (
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# brokermod._show_wap_in_history
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# and 'bar_wap' in bars.dtype.fields
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# ):
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# wap_in_history = True
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# rt_chart.draw_curve(
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# name='bar_wap',
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# shm=ohlcv,
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# color='default_light',
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# add_label=False,
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# )
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# NOTE: we must immediately tell Qt to show the OHLC chart
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# NOTE: we must immediately tell Qt to show the OHLC chart
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# to avoid a race where the subplots get added/shown to
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# to avoid a race where the subplots get added/shown to
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# the linked set *before* the main price chart!
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# the linked set *before* the main price chart!
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@ -1307,37 +1354,9 @@ async def display_symbol_data(
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godwidget.resize_all()
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godwidget.resize_all()
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vlms: dict[str, ChartPlotWidget] = {}
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# add all additional symbols as overlays
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async with trio.open_nursery() as ln:
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for fqsn, flume in feed.flumes.items():
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for fqsn, flume in feed.flumes.items():
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vlm_chart: Optional[ChartPlotWidget] = None
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ohlcv: ShmArray = flume.rt_shm
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hist_ohlcv: ShmArray = flume.hist_shm
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symbol = flume.symbol
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brokername = symbol.brokers[0]
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# if available load volume related built-in display(s)
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if (
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not symbol.broker_info[brokername].get('no_vlm', False)
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and has_vlm(ohlcv)
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):
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vlms[fqsn] = vlm_chart = await ln.start(
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open_vlm_displays,
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rt_linked,
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flume,
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)
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# load (user's) FSP set (otherwise known as "indicators")
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# from an input config.
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ln.start_soon(
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start_fsp_displays,
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rt_linked,
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flume,
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loading_sym_key,
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loglevel,
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)
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# size view to data prior to order mode init
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# size view to data prior to order mode init
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rt_chart.default_view()
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rt_chart.default_view()
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rt_linked.graphics_cycle()
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rt_linked.graphics_cycle()
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@ -1352,8 +1371,8 @@ async def display_symbol_data(
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godwidget.resize_all()
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godwidget.resize_all()
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if not vlm_chart:
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# trigger another view reset if no sub-chart
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# trigger another view reset if no sub-chart
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hist_chart.default_view()
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rt_chart.default_view()
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rt_chart.default_view()
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# let Qt run to render all widgets and make sure the
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# let Qt run to render all widgets and make sure the
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@ -1376,6 +1395,7 @@ async def display_symbol_data(
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# sbar._status_groups[loading_sym_key][1]()
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# sbar._status_groups[loading_sym_key][1]()
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hist_linked.graphics_cycle()
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hist_linked.graphics_cycle()
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rt_chart.default_view()
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await trio.sleep(0)
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await trio.sleep(0)
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bars_in_mem = int(len(hist_ohlcv.array))
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bars_in_mem = int(len(hist_ohlcv.array))
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@ -1400,9 +1420,10 @@ async def display_symbol_data(
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feed,
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feed,
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pis,
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pis,
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wap_in_history,
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wap_in_history,
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vlms,
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vlm_charts,
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)
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)
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rt_chart.default_view()
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await trio.sleep(0)
|
await trio.sleep(0)
|
||||||
|
|
||||||
mode: OrderMode
|
mode: OrderMode
|
||||||
|
@ -1416,5 +1437,6 @@ async def display_symbol_data(
|
||||||
):
|
):
|
||||||
rt_linked.mode = mode
|
rt_linked.mode = mode
|
||||||
|
|
||||||
# let the app run.. bby
|
rt_chart.default_view()
|
||||||
await trio.sleep_forever()
|
hist_chart.default_view()
|
||||||
|
await trio.sleep_forever() # let the app run.. bby
|
||||||
|
|
Loading…
Reference in New Issue