Add for a `BarItems` to display a line on high uppx
When a bars graphic is zoomed out enough you get a high uppx, datum units-per-pixel, and there is no point in drawing the 6-lines in each bar element-graphic if you can't see them on the screen/display device. Instead here we offer converting to a `FastAppendCurve` which traces the high-low outline and instead display that when it's impossible to see the details of bars - approximately when the uppx >= 2. There is also some draft-commented code in here for downsampling the outlines as zoom level increases but it's not fully working and should likely be factored out into a higher level api anyway.big_data_lines
Tyler Goodlet
parent
e7dc1a036b
commit
7e49b7c033
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@ -34,6 +34,8 @@ from PyQt5.QtCore import QLineF, QPointF
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from .._profile import pg_profile_enabled
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from ._style import hcolor
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from ..log import get_logger
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from ._curve import FastAppendCurve
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from ._compression import hl2mxmn
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if TYPE_CHECKING:
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from ._chart import LinkedSplits
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@ -46,10 +48,12 @@ def _mk_lines_array(
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data: list,
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size: int,
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elements_step: int = 6,
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) -> np.ndarray:
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"""Create an ndarray to hold lines graphics info.
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"""
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) -> np.ndarray:
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'''
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Create an ndarray to hold lines graphics info.
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'''
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return np.zeros_like(
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data,
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shape=(int(size), elements_step),
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@ -107,10 +111,12 @@ def path_arrays_from_ohlc(
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data: np.ndarray,
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start: int64,
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bar_gap: float64 = 0.43,
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) -> np.ndarray:
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"""Generate an array of lines objects from input ohlc data.
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"""
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) -> np.ndarray:
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'''
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Generate an array of lines objects from input ohlc data.
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'''
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size = int(data.shape[0] * 6)
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x = np.zeros(
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@ -220,13 +226,12 @@ class BarItems(pg.GraphicsObject):
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# that mode?
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self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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# not sure if this is actually impoving anything but figured it
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# was worth a shot:
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# self.path.reserve(int(100e3 * 6))
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self.path = QtGui.QPainterPath()
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self._pi = plotitem
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self.path = QtGui.QPainterPath()
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# not sure if this is actually impoving anything but figured it
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# was worth a shot:
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self.path.reserve(int(100e3 * 6))
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self._xrange: tuple[int, int]
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self._yrange: tuple[float, float]
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@ -239,11 +244,15 @@ class BarItems(pg.GraphicsObject):
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self.start_index: int = 0
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self.stop_index: int = 0
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# downsampler-line state
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self._in_ds: bool = False
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self._ds_lines: dict[int, FastAppendCurve] = {}
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self._ds_line: Optional[FastAppendCurve] = None
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self._ds: int = 0
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def draw_from_data(
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self,
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data: np.ndarray,
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ohlc: np.ndarray,
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start: int = 0,
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) -> QtGui.QPainterPath:
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@ -253,18 +262,18 @@ class BarItems(pg.GraphicsObject):
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This routine is usually only called to draw the initial history.
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'''
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hist, last = data[:-1], data[-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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# save graphics for later reference and keep track
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# of current internal "last index"
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# self.start_index = len(data)
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index = data['index']
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# self.start_index = len(ohlc)
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index = ohlc['index']
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self._xrange = (index[0], index[-1])
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self._yrange = (
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np.nanmax(data['high']),
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np.nanmin(data['low']),
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np.nanmax(ohlc['high']),
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np.nanmin(ohlc['low']),
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)
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# up to last to avoid double draw of last bar
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@ -274,23 +283,86 @@ class BarItems(pg.GraphicsObject):
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# https://doc.qt.io/qt-5/qgraphicsitem.html#update
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self.update()
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from ._curve import FastAppendCurve
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self._ds_line = FastAppendCurve(
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y=data['close'],
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x=data['index'],
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name='ohlc_ds_line',
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color=self._color,
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# use_polyline=True, # pretty sure this is slower?
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)
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self.update_from_array(data)
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self._pi.addItem(self._ds_line)
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self.update_ds_line(ohlc)
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assert self._ds_line
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self._ds_line.hide()
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return self.path
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def get_ds_line(
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self,
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ds: Optional[int] = None,
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) -> tuple[FastAppendCurve, int]:
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if ds is None:
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px_vecs = self.pixelVectors()[0]
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if px_vecs:
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xs_in_px = px_vecs.x()
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ds = round(xs_in_px)
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else:
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ds = 0
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# print(f'ds is {ds}')
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return self._ds_lines.get(ds), ds
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def update_ds_line(
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self,
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ohlc: np.ndarray,
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use_ds: bool = False,
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) -> int:
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if not use_ds:
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ds = 0
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else:
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ds = None
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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, ds = self.get_ds_line(ds=ds)
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# curve = self._ds_lines.get(ds)
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# if current and current != curve:
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# current.hide()
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# if no curve for this downsample rate yet, allowcate a new one
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if not curve:
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mxmn, x = hl2mxmn(ohlc, downsample_by=ds)
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curve = FastAppendCurve(
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y=mxmn,
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x=x,
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name='ohlc_ds_line',
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color=self._color,
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# color='dad_blue',
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# use_polyline=True, # pretty sure this is slower?
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)
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# self._pi.addItem(curve)
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self._ds_lines[ds] = curve
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self._ds_line = curve
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# elif ds != self._ds:
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# print(f'ds changed {self._ds} -> {ds}')
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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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mxmn, x = hl2mxmn(ohlc, downsample_by=ds)
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curve.update_from_array(
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y=mxmn,
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x=x,
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)
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self._ds = ds
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return curve, ds
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def update_from_array(
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self,
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array: np.ndarray,
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ohlc: np.ndarray,
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just_history=False,
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) -> None:
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@ -309,19 +381,16 @@ class BarItems(pg.GraphicsObject):
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'''
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# XXX: always do this?
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if self._in_ds:
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self._ds_line.update_from_array(
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x=array['index'],
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y=array['close'],
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)
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curve, ds = self.update_ds_line(ohlc)
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return
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# index = self.start_index
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istart, istop = self._xrange
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index = array['index']
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index = ohlc['index']
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first_index, last_index = index[0], index[-1]
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# length = len(array)
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# length = len(ohlc)
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prepend_length = istart - first_index
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append_length = last_index - istop
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@ -333,12 +402,12 @@ class BarItems(pg.GraphicsObject):
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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_bars = array[:prepend_length]
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new_bars = ohlc[:prepend_length]
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prepend_path = gen_qpath(new_bars, 0, self.w)
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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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# array[prepend_length + 1] ???
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# ohlc[prepend_length + 1] ???
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# update path
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old_path = self.path
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@ -350,14 +419,14 @@ class BarItems(pg.GraphicsObject):
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if append_length:
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# generate new lines objects for updatable "current bar"
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self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
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self._last_bar_lines = lines_from_ohlc(ohlc[-1], self.w)
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# generate new graphics to match provided array
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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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# and convert it to a sub-path to append to the historical set
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# new_bars = array[istop - 1:istop + append_length - 1]
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new_bars = array[-append_length - 1:-1]
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# new_bars = ohlc[istop - 1:istop + append_length - 1]
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new_bars = ohlc[-append_length - 1:-1]
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append_path = gen_qpath(new_bars, 0, self.w)
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self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
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self.path.addPath(append_path)
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@ -370,7 +439,7 @@ class BarItems(pg.GraphicsObject):
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self._xrange = first_index, last_index
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# last bar update
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i, o, h, l, last, v = array[-1][
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i, o, h, l, last, v = ohlc[-1][
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['index', 'open', 'high', 'low', 'close', 'volume']
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]
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# assert i == self.start_index - 1
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@ -462,36 +531,76 @@ class BarItems(pg.GraphicsObject):
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'''
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# this is the ``float`` value of the "number of x units" (in
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# view coords) that a pixel spans.
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xs_in_px = self.pixelVectors()[0].x()
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xvec = self.pixelVectors()[0]
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if xvec:
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xs_in_px = xvec.x()
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else:
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xs_in_px = self._ds_line.pixelVectors()[0].x()
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linked = self.linked
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if (
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not self._in_ds
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and xs_in_px >= x_gt
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):
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linked = self.linked
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# TODO: a `.ui()` log level?
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log.info(f'downsampling to line graphic {linked.symbol.key}')
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self._in_ds = True
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self.hide()
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self._pi.addItem(self._ds_line)
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self._ds_line.show()
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self._ds_line.update()
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# XXX: is this actually any faster?
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self._pi.removeItem(self)
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curve, ds = self.get_ds_line(ds=0)
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last_curve = self._ds_line
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assert last_curve is curve
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self._pi.addItem(curve)
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curve.show()
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curve.update()
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linked.graphics_cycle()
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self._in_ds = True
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return True
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elif (
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self._in_ds
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and xs_in_px < x_gt
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):
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linked = self.linked
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log.info(f'showing bars graphic {linked.symbol.key}')
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self._in_ds = False
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curve, ds = self.get_ds_line(ds=0)
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last_curve = self._ds_line
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assert last_curve is curve
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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.update()
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self._ds_line.hide()
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self._pi.removeItem(self._ds_line)
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self._in_ds = False
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linked.graphics_cycle()
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return True
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# elif (
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# self._in_ds
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# and self._ds != ds
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# ):
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# # curve = self._ds_lines.get(ds)
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# # assert self._ds_line is not curve
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# if self._ds_line and self._ds_line is not curve:
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# self._ds_line.hide()
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# if curve:
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# # self._pi.removeItem(curve)
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# curve.show()
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# curve.update()
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# self._ds_line = curve
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# self._ds = ds
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# linked.graphics_cycle()
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# return True
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# no curve change
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return False
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