From 7a41c83f84906b1b200cd73d34c1328fbbb893bf Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Thu, 30 Dec 2021 14:30:33 -0500 Subject: [PATCH] Move FSP related graphics management into new mod --- piker/ui/_display.py | 294 +++---------------------------------------- piker/ui/_fsp.py | 272 +++++++++++++++++++++++++++++++++++++++ 2 files changed, 288 insertions(+), 278 deletions(-) create mode 100644 piker/ui/_fsp.py diff --git a/piker/ui/_display.py b/piker/ui/_display.py index 657d203a..b4b9618f 100644 --- a/piker/ui/_display.py +++ b/piker/ui/_display.py @@ -29,7 +29,6 @@ from types import ModuleType from typing import Optional, AsyncGenerator import numpy as np -from pydantic import create_model import pyqtgraph as pg import tractor import trio @@ -45,12 +44,17 @@ from ._chart import ( ) from .. import fsp from ._l1 import L1Labels -from ..data._sharedmem import ShmArray, maybe_open_shm_array +from ._fsp import ( + update_fsp_chart, + maybe_mk_fsp_shm, + open_fsp_sidepane, + has_vlm, + maybe_open_vlm_display, +) +from ..data._sharedmem import ShmArray, try_read from ._forms import ( FieldsForm, - mk_form, mk_order_pane_layout, - open_form_input_handling, ) from .order_mode import open_order_mode from ..log import get_logger @@ -61,78 +65,6 @@ log = get_logger(__name__) _quote_throttle_rate: int = 58 # Hz -def try_read( - array: np.ndarray - -) -> Optional[np.ndarray]: - ''' - Try to read the last row from a shared mem array or ``None`` - if the array read returns a zero-length array result. - - Can be used to check for backfilling race conditions where an array - is currently being (re-)written by a writer actor but the reader is - unaware and reads during the window where the first and last indexes - are being updated. - - ''' - try: - return array[-1] - except IndexError: - # XXX: race condition with backfilling shm. - # - # the underlying issue is that a backfill (aka prepend) and subsequent - # shm array first/last index update could result in an empty array - # read here since the indices may be updated in such a way that - # a read delivers an empty array (though it seems like we - # *should* be able to prevent that?). also, as and alt and - # something we need anyway, maybe there should be some kind of - # signal that a prepend is taking place and this consumer can - # respond (eg. redrawing graphics) accordingly. - - # the array read was emtpy - return None - - -def update_fsp_chart( - chart: ChartPlotWidget, - shm: ShmArray, - graphics_name: str, - array_key: Optional[str], - -) -> None: - - array = shm.array - last_row = try_read(array) - - # guard against unreadable case - if not last_row: - log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}') - return - - # update graphics - # NOTE: this does a length check internally which allows it - # staying above the last row check below.. - chart.update_curve_from_array( - graphics_name, - array, - array_key=array_key or graphics_name, - ) - chart.cv._set_yrange() - - # XXX: re: ``array_key``: fsp func names must be unique meaning we - # can't have duplicates of the underlying data even if multiple - # sub-charts reference it under different 'named charts'. - - # read from last calculated value and update any label - last_val_sticky = chart._ysticks.get(graphics_name) - if last_val_sticky: - # array = shm.array[array_key] - # if len(array): - # value = array[-1] - last = last_row[array_key] - last_val_sticky.update_from_data(-1, last) - - # a working tick-type-classes template _tick_groups = { 'clears': {'trade', 'utrade', 'last'}, @@ -155,7 +87,7 @@ def chart_maxmin( # https://arxiv.org/abs/cs/0610046 # https://github.com/lemire/pythonmaxmin - array = chart._arrays[chart.name] + array = chart._arrays['ohlc'] ifirst = array[0]['index'] last_bars_range = chart.bars_range() @@ -212,7 +144,6 @@ async def update_chart_from_quotes( if vlm_chart: vlm_sticky = vlm_chart._ysticks['volume'] - vlm_view = vlm_chart.view maxmin = partial(chart_maxmin, chart, vlm_chart) @@ -249,7 +180,6 @@ async def update_chart_from_quotes( tick_margin = 3 * tick_size chart.show() - view = chart.view last_quote = time.time() async for quotes in stream: @@ -297,10 +227,8 @@ async def update_chart_from_quotes( mx_vlm_in_view != last_mx_vlm or mx_vlm_in_view > last_mx_vlm ): - print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}') - vlm_view._set_yrange( - yrange=(0, mx_vlm_in_view * 1.375) - ) + # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}') + vlm_chart._set_yrange(yrange=(0, mx_vlm_in_view * 1.375)) last_mx_vlm = mx_vlm_in_view ticks_frame = quote.get('ticks', ()) @@ -416,12 +344,9 @@ async def update_chart_from_quotes( l1.bid_label.update_fields({'level': price, 'size': size}) # check for y-range re-size - if ( - (mx > last_mx) or (mn < last_mn) - and not chart._static_yrange == 'axis' - ): - print(f'new y range: {(mn, mx)}') - view._set_yrange( + if (mx > last_mx) or (mn < last_mn): + # print(f'new y range: {(mn, mx)}') + chart._set_yrange( yrange=(mn, mx), # TODO: we should probably scale # the view margin based on the size @@ -443,7 +368,6 @@ async def update_chart_from_quotes( name, array_key=name, ) - subchart.cv._set_yrange() # TODO: all overlays on all subplots.. @@ -455,105 +379,6 @@ async def update_chart_from_quotes( curve_name, array_key=curve_name, ) - # chart._set_yrange() - - -def maybe_mk_fsp_shm( - sym: str, - field_name: str, - display_name: Optional[str] = None, - readonly: bool = True, - -) -> (ShmArray, bool): - ''' - Allocate a single row shm array for an symbol-fsp pair if none - exists, otherwise load the shm already existing for that token. - - ''' - uid = tractor.current_actor().uid - if not display_name: - display_name = field_name - - # TODO: load function here and introspect - # return stream type(s) - - # TODO: should `index` be a required internal field? - fsp_dtype = np.dtype([('index', int), (field_name, float)]) - - key = f'{sym}.fsp.{display_name}.{".".join(uid)}' - - shm, opened = maybe_open_shm_array( - key, - # TODO: create entry for each time frame - dtype=fsp_dtype, - readonly=True, - ) - return shm, opened - - -@acm -async def open_fsp_sidepane( - linked: LinkedSplits, - conf: dict[str, dict[str, str]], - -) -> FieldsForm: - - schema = {} - - assert len(conf) == 1 # for now - - # add (single) selection widget - for display_name, config in conf.items(): - schema[display_name] = { - 'label': '**fsp**:', - 'type': 'select', - 'default_value': [display_name], - } - - # add parameters for selection "options" - params = config.get('params', {}) - for name, config in params.items(): - - default = config['default_value'] - kwargs = config.get('widget_kwargs', {}) - - # add to ORM schema - schema.update({ - name: { - 'label': f'**{name}**:', - 'type': 'edit', - 'default_value': default, - 'kwargs': kwargs, - }, - }) - - sidepane: FieldsForm = mk_form( - parent=linked.godwidget, - fields_schema=schema, - ) - - # https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation - FspConfig = create_model( - 'FspConfig', - name=display_name, - **params, - ) - sidepane.model = FspConfig() - - # just a logger for now until we get fsp configs up and running. - async def settings_change(key: str, value: str) -> bool: - print(f'{key}: {value}') - return True - - # TODO: - async with ( - open_form_input_handling( - sidepane, - focus_next=linked.godwidget, - on_value_change=settings_change, - ) - ): - yield sidepane @acm @@ -799,7 +624,7 @@ async def update_chart_from_fsp( level_line(chart, 70, orient_v='bottom') level_line(chart, 80, orient_v='top') - chart.cv._set_yrange() + chart._set_yrange() done() # status updates profiler(f'fsp:{func_name} starting update loop') @@ -908,93 +733,6 @@ async def check_for_new_bars( price_chart.increment_view() -def has_vlm(ohlcv: ShmArray) -> bool: - # make sure that the instrument supports volume history - # (sometimes this is not the case for some commodities and - # derivatives) - volm = ohlcv.array['volume'] - return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm))) - - -@acm -async def maybe_open_vlm_display( - linked: LinkedSplits, - ohlcv: ShmArray, - -) -> ChartPlotWidget: - - if not has_vlm(ohlcv): - log.warning(f"{linked.symbol.key} does not seem to have volume info") - yield - return - else: - - shm, opened = maybe_mk_fsp_shm( - linked.symbol.key, - 'vlm', - readonly=True, - ) - - async with open_fsp_sidepane( - linked, { - 'vlm': { - 'params': { - 'price_func': { - 'default_value': 'chl3', - # tell target ``Edit`` widget to not allow - # edits for now. - 'widget_kwargs': {'readonly': True}, - }, - }, - } - }, - ) as sidepane: - - # built-in $vlm - shm = ohlcv - chart = linked.add_plot( - name='volume', - array=shm.array, - - array_key='volume', - sidepane=sidepane, - - # curve by default - ohlc=False, - - # Draw vertical bars from zero. - # we do this internally ourselves since - # the curve item internals are pretty convoluted. - style='step', - ) - - # XXX: ONLY for sub-chart fsps, overlays have their - # data looked up from the chart's internal array set. - # TODO: we must get a data view api going STAT!! - chart._shm = shm - - # should **not** be the same sub-chart widget - assert chart.name != linked.chart.name - - # sticky only on sub-charts atm - last_val_sticky = chart._ysticks[chart.name] - - # read from last calculated value - value = shm.array['volume'][-1] - - last_val_sticky.update_from_data(-1, value) - - chart.update_curve_from_array( - 'volume', - shm.array, - ) - - # size view to data once at outset - chart.cv._set_yrange() - - yield chart - - async def display_symbol_data( godwidget: GodWidget, provider: str, @@ -1079,7 +817,7 @@ async def display_symbol_data( ) # size view to data once at outset - chart.cv._set_yrange() + chart._set_yrange() # TODO: a data view api that makes this less shit chart._shm = ohlcv diff --git a/piker/ui/_fsp.py b/piker/ui/_fsp.py new file mode 100644 index 00000000..7d45fef2 --- /dev/null +++ b/piker/ui/_fsp.py @@ -0,0 +1,272 @@ +# piker: trading gear for hackers +# Copyright (C) Tyler Goodlet (in stewardship for pikers) + +# This program is free software: you can redistribute it and/or modify +# it under the terms of the GNU Affero General Public License as published by +# the Free Software Foundation, either version 3 of the License, or +# (at your option) any later version. + +# This program is distributed in the hope that it will be useful, +# but WITHOUT ANY WARRANTY; without even the implied warranty of +# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +# GNU Affero General Public License for more details. + +# You should have received a copy of the GNU Affero General Public License +# along with this program. If not, see . + +''' +FSP UI and graphics components. + +Financial signal processing cluster and real-time graphics management. + +''' +from contextlib import asynccontextmanager as acm +from typing import Optional + +import numpy as np +from pydantic import create_model +import tractor + +from ..data._sharedmem import ( + ShmArray, + maybe_open_shm_array, + try_read, +) +from ._chart import ( + ChartPlotWidget, + LinkedSplits, + # GodWidget, +) +from ._forms import ( + FieldsForm, + mk_form, + open_form_input_handling, +) +from ..log import get_logger + +log = get_logger(__name__) + + +def maybe_mk_fsp_shm( + sym: str, + field_name: str, + display_name: Optional[str] = None, + readonly: bool = True, + +) -> (ShmArray, bool): + ''' + Allocate a single row shm array for an symbol-fsp pair if none + exists, otherwise load the shm already existing for that token. + + ''' + uid = tractor.current_actor().uid + if not display_name: + display_name = field_name + + # TODO: load function here and introspect + # return stream type(s) + + # TODO: should `index` be a required internal field? + fsp_dtype = np.dtype([('index', int), (field_name, float)]) + + key = f'{sym}.fsp.{display_name}.{".".join(uid)}' + + shm, opened = maybe_open_shm_array( + key, + # TODO: create entry for each time frame + dtype=fsp_dtype, + readonly=True, + ) + return shm, opened + + +def has_vlm(ohlcv: ShmArray) -> bool: + # make sure that the instrument supports volume history + # (sometimes this is not the case for some commodities and + # derivatives) + volm = ohlcv.array['volume'] + return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm))) + + +@acm +async def maybe_open_vlm_display( + linked: LinkedSplits, + ohlcv: ShmArray, + +) -> ChartPlotWidget: + + if not has_vlm(ohlcv): + log.warning(f"{linked.symbol.key} does not seem to have volume info") + yield + return + else: + + shm, opened = maybe_mk_fsp_shm( + linked.symbol.key, + 'vlm', + readonly=True, + ) + + async with open_fsp_sidepane( + linked, { + 'vlm': { + 'params': { + 'price_func': { + 'default_value': 'chl3', + # tell target ``Edit`` widget to not allow + # edits for now. + 'widget_kwargs': {'readonly': True}, + }, + }, + } + }, + ) as sidepane: + + # built-in $vlm + shm = ohlcv + chart = linked.add_plot( + name='volume', + array=shm.array, + + array_key='volume', + sidepane=sidepane, + + # curve by default + ohlc=False, + + # Draw vertical bars from zero. + # we do this internally ourselves since + # the curve item internals are pretty convoluted. + style='step', + ) + + # XXX: ONLY for sub-chart fsps, overlays have their + # data looked up from the chart's internal array set. + # TODO: we must get a data view api going STAT!! + chart._shm = shm + + # should **not** be the same sub-chart widget + assert chart.name != linked.chart.name + + # sticky only on sub-charts atm + last_val_sticky = chart._ysticks[chart.name] + + # read from last calculated value + value = shm.array['volume'][-1] + + last_val_sticky.update_from_data(-1, value) + + chart.update_curve_from_array( + 'volume', + shm.array, + ) + + # size view to data once at outset + chart._set_yrange() + + yield chart + + +def update_fsp_chart( + chart: ChartPlotWidget, + shm: ShmArray, + graphics_name: str, + array_key: Optional[str], + +) -> None: + + array = shm.array + last_row = try_read(array) + + # guard against unreadable case + if not last_row: + log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}') + return + + # update graphics + # NOTE: this does a length check internally which allows it + # staying above the last row check below.. + chart.update_curve_from_array( + graphics_name, + array, + array_key=array_key or graphics_name, + ) + chart._set_yrange() + + # XXX: re: ``array_key``: fsp func names must be unique meaning we + # can't have duplicates of the underlying data even if multiple + # sub-charts reference it under different 'named charts'. + + # read from last calculated value and update any label + last_val_sticky = chart._ysticks.get(graphics_name) + if last_val_sticky: + # array = shm.array[array_key] + # if len(array): + # value = array[-1] + last = last_row[array_key] + last_val_sticky.update_from_data(-1, last) + + +@acm +async def open_fsp_sidepane( + linked: LinkedSplits, + conf: dict[str, dict[str, str]], + +) -> FieldsForm: + + schema = {} + + assert len(conf) == 1 # for now + + # add (single) selection widget + for display_name, config in conf.items(): + schema[display_name] = { + 'label': '**fsp**:', + 'type': 'select', + 'default_value': [display_name], + } + + # add parameters for selection "options" + params = config.get('params', {}) + for name, config in params.items(): + + default = config['default_value'] + kwargs = config.get('widget_kwargs', {}) + + # add to ORM schema + schema.update({ + name: { + 'label': f'**{name}**:', + 'type': 'edit', + 'default_value': default, + 'kwargs': kwargs, + }, + }) + + sidepane: FieldsForm = mk_form( + parent=linked.godwidget, + fields_schema=schema, + ) + + # https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation + FspConfig = create_model( + 'FspConfig', + name=display_name, + **params, + ) + sidepane.model = FspConfig() + + # just a logger for now until we get fsp configs up and running. + async def settings_change(key: str, value: str) -> bool: + print(f'{key}: {value}') + return True + + # TODO: + async with ( + open_form_input_handling( + sidepane, + focus_next=linked.godwidget, + on_value_change=settings_change, + ) + ): + yield sidepane