Move (unused) path gen routines to `.ui._pathops`
parent
9052ed5ddf
commit
7124a131dd
|
@ -23,9 +23,8 @@ import math
|
||||||
from typing import Optional
|
from typing import Optional
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from numpy.lib import recfunctions as rfn
|
|
||||||
from numba import (
|
from numba import (
|
||||||
jit,
|
njit,
|
||||||
# float64, optional, int64,
|
# float64, optional, int64,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
@ -35,114 +34,6 @@ from ..log import get_logger
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
def hl2mxmn(
|
|
||||||
ohlc: np.ndarray,
|
|
||||||
index_field: str = 'index',
|
|
||||||
|
|
||||||
) -> np.ndarray:
|
|
||||||
'''
|
|
||||||
Convert a OHLC struct-array containing 'high'/'low' columns
|
|
||||||
to a "joined" max/min 1-d array.
|
|
||||||
|
|
||||||
'''
|
|
||||||
index = ohlc[index_field]
|
|
||||||
hls = ohlc[[
|
|
||||||
'low',
|
|
||||||
'high',
|
|
||||||
]]
|
|
||||||
|
|
||||||
mxmn = np.empty(2*hls.size, dtype=np.float64)
|
|
||||||
x = np.empty(2*hls.size, dtype=np.float64)
|
|
||||||
trace_hl(hls, mxmn, x, index[0])
|
|
||||||
x = x + index[0]
|
|
||||||
|
|
||||||
return mxmn, x
|
|
||||||
|
|
||||||
|
|
||||||
@jit(
|
|
||||||
# TODO: the type annots..
|
|
||||||
# float64[:](float64[:],),
|
|
||||||
nopython=True,
|
|
||||||
)
|
|
||||||
def trace_hl(
|
|
||||||
hl: 'np.ndarray',
|
|
||||||
out: np.ndarray,
|
|
||||||
x: np.ndarray,
|
|
||||||
start: int,
|
|
||||||
|
|
||||||
# the "offset" values in the x-domain which
|
|
||||||
# place the 2 output points around each ``int``
|
|
||||||
# master index.
|
|
||||||
margin: float = 0.43,
|
|
||||||
|
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
"Trace" the outline of the high-low values of an ohlc sequence
|
|
||||||
as a line such that the maximum deviation (aka disperaion) between
|
|
||||||
bars if preserved.
|
|
||||||
|
|
||||||
This routine is expected to modify input arrays in-place.
|
|
||||||
|
|
||||||
'''
|
|
||||||
last_l = hl['low'][0]
|
|
||||||
last_h = hl['high'][0]
|
|
||||||
|
|
||||||
for i in range(hl.size):
|
|
||||||
row = hl[i]
|
|
||||||
l, h = row['low'], row['high']
|
|
||||||
|
|
||||||
up_diff = h - last_l
|
|
||||||
down_diff = last_h - l
|
|
||||||
|
|
||||||
if up_diff > down_diff:
|
|
||||||
out[2*i + 1] = h
|
|
||||||
out[2*i] = last_l
|
|
||||||
else:
|
|
||||||
out[2*i + 1] = l
|
|
||||||
out[2*i] = last_h
|
|
||||||
|
|
||||||
last_l = l
|
|
||||||
last_h = h
|
|
||||||
|
|
||||||
x[2*i] = int(i) - margin
|
|
||||||
x[2*i + 1] = int(i) + margin
|
|
||||||
|
|
||||||
return out
|
|
||||||
|
|
||||||
|
|
||||||
def ohlc_flatten(
|
|
||||||
ohlc: np.ndarray,
|
|
||||||
use_mxmn: bool = True,
|
|
||||||
index_field: str = 'index',
|
|
||||||
|
|
||||||
) -> tuple[np.ndarray, np.ndarray]:
|
|
||||||
'''
|
|
||||||
Convert an OHLCV struct-array into a flat ready-for-line-plotting
|
|
||||||
1-d array that is 4 times the size with x-domain values distributed
|
|
||||||
evenly (by 0.5 steps) over each index.
|
|
||||||
|
|
||||||
'''
|
|
||||||
index = ohlc[index_field]
|
|
||||||
|
|
||||||
if use_mxmn:
|
|
||||||
# traces a line optimally over highs to lows
|
|
||||||
# using numba. NOTE: pretty sure this is faster
|
|
||||||
# and looks about the same as the below output.
|
|
||||||
flat, x = hl2mxmn(ohlc)
|
|
||||||
|
|
||||||
else:
|
|
||||||
flat = rfn.structured_to_unstructured(
|
|
||||||
ohlc[['open', 'high', 'low', 'close']]
|
|
||||||
).flatten()
|
|
||||||
|
|
||||||
x = np.linspace(
|
|
||||||
start=index[0] - 0.5,
|
|
||||||
stop=index[-1] + 0.5,
|
|
||||||
num=len(flat),
|
|
||||||
)
|
|
||||||
return x, flat
|
|
||||||
|
|
||||||
|
|
||||||
def ds_m4(
|
def ds_m4(
|
||||||
x: np.ndarray,
|
x: np.ndarray,
|
||||||
y: np.ndarray,
|
y: np.ndarray,
|
||||||
|
@ -263,8 +154,7 @@ def ds_m4(
|
||||||
return nb, x_out, y_out, ymn, ymx
|
return nb, x_out, y_out, ymn, ymx
|
||||||
|
|
||||||
|
|
||||||
@jit(
|
@njit(
|
||||||
nopython=True,
|
|
||||||
nogil=True,
|
nogil=True,
|
||||||
)
|
)
|
||||||
def _m4(
|
def _m4(
|
||||||
|
|
|
@ -18,6 +18,7 @@ Super fast ``QPainterPath`` generation related operator routines.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
from numpy.lib import recfunctions as rfn
|
||||||
from numba import (
|
from numba import (
|
||||||
# types,
|
# types,
|
||||||
njit,
|
njit,
|
||||||
|
@ -153,3 +154,110 @@ def path_arrays_from_ohlc(
|
||||||
c[istart:istop] = (1, 1, 1, 1, 1, 0)
|
c[istart:istop] = (1, 1, 1, 1, 1, 0)
|
||||||
|
|
||||||
return x, y, c
|
return x, y, c
|
||||||
|
|
||||||
|
|
||||||
|
def hl2mxmn(
|
||||||
|
ohlc: np.ndarray,
|
||||||
|
index_field: str = 'index',
|
||||||
|
|
||||||
|
) -> np.ndarray:
|
||||||
|
'''
|
||||||
|
Convert a OHLC struct-array containing 'high'/'low' columns
|
||||||
|
to a "joined" max/min 1-d array.
|
||||||
|
|
||||||
|
'''
|
||||||
|
index = ohlc[index_field]
|
||||||
|
hls = ohlc[[
|
||||||
|
'low',
|
||||||
|
'high',
|
||||||
|
]]
|
||||||
|
|
||||||
|
mxmn = np.empty(2*hls.size, dtype=np.float64)
|
||||||
|
x = np.empty(2*hls.size, dtype=np.float64)
|
||||||
|
trace_hl(hls, mxmn, x, index[0])
|
||||||
|
x = x + index[0]
|
||||||
|
|
||||||
|
return mxmn, x
|
||||||
|
|
||||||
|
|
||||||
|
@njit(
|
||||||
|
# TODO: the type annots..
|
||||||
|
# float64[:](float64[:],),
|
||||||
|
)
|
||||||
|
def trace_hl(
|
||||||
|
hl: 'np.ndarray',
|
||||||
|
out: np.ndarray,
|
||||||
|
x: np.ndarray,
|
||||||
|
start: int,
|
||||||
|
|
||||||
|
# the "offset" values in the x-domain which
|
||||||
|
# place the 2 output points around each ``int``
|
||||||
|
# master index.
|
||||||
|
margin: float = 0.43,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
"Trace" the outline of the high-low values of an ohlc sequence
|
||||||
|
as a line such that the maximum deviation (aka disperaion) between
|
||||||
|
bars if preserved.
|
||||||
|
|
||||||
|
This routine is expected to modify input arrays in-place.
|
||||||
|
|
||||||
|
'''
|
||||||
|
last_l = hl['low'][0]
|
||||||
|
last_h = hl['high'][0]
|
||||||
|
|
||||||
|
for i in range(hl.size):
|
||||||
|
row = hl[i]
|
||||||
|
l, h = row['low'], row['high']
|
||||||
|
|
||||||
|
up_diff = h - last_l
|
||||||
|
down_diff = last_h - l
|
||||||
|
|
||||||
|
if up_diff > down_diff:
|
||||||
|
out[2*i + 1] = h
|
||||||
|
out[2*i] = last_l
|
||||||
|
else:
|
||||||
|
out[2*i + 1] = l
|
||||||
|
out[2*i] = last_h
|
||||||
|
|
||||||
|
last_l = l
|
||||||
|
last_h = h
|
||||||
|
|
||||||
|
x[2*i] = int(i) - margin
|
||||||
|
x[2*i + 1] = int(i) + margin
|
||||||
|
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
def ohlc_flatten(
|
||||||
|
ohlc: np.ndarray,
|
||||||
|
use_mxmn: bool = True,
|
||||||
|
index_field: str = 'index',
|
||||||
|
|
||||||
|
) -> tuple[np.ndarray, np.ndarray]:
|
||||||
|
'''
|
||||||
|
Convert an OHLCV struct-array into a flat ready-for-line-plotting
|
||||||
|
1-d array that is 4 times the size with x-domain values distributed
|
||||||
|
evenly (by 0.5 steps) over each index.
|
||||||
|
|
||||||
|
'''
|
||||||
|
index = ohlc[index_field]
|
||||||
|
|
||||||
|
if use_mxmn:
|
||||||
|
# traces a line optimally over highs to lows
|
||||||
|
# using numba. NOTE: pretty sure this is faster
|
||||||
|
# and looks about the same as the below output.
|
||||||
|
flat, x = hl2mxmn(ohlc)
|
||||||
|
|
||||||
|
else:
|
||||||
|
flat = rfn.structured_to_unstructured(
|
||||||
|
ohlc[['open', 'high', 'low', 'close']]
|
||||||
|
).flatten()
|
||||||
|
|
||||||
|
x = np.linspace(
|
||||||
|
start=index[0] - 0.5,
|
||||||
|
stop=index[-1] + 0.5,
|
||||||
|
num=len(flat),
|
||||||
|
)
|
||||||
|
return x, flat
|
||||||
|
|
Loading…
Reference in New Issue