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Draw bars using `QPainterPath` magic 

This gives a massive speedup when viewing large bar sets (think a day's
worth of 5s bars) by using the `pg.functions.arrayToQPath()` "magic"
binary array writing that is also used in `PlotCurveItem`.  We're using
this same (lower level) function directly to draw bars as part of one
large path and it seems to be painting 15k (ish) bars with around 3ms
`.paint()` latency. The only thing still a bit slow is the path array
generation despite doing it with `numba`. Likely, either having multiple
paths or, only regenerating the missing backing array elements should
speed this up further to avoid slight delays when incrementing the bar
step.

This is of course a first draft and more cleanups are coming.
tina_free_vwap
Tyler Goodlet 2020-11-23 23:32:55 -05:00
parent 46089d36c9
commit 7fe62690b9
1 changed files with 306 additions and 63 deletions
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365
piker/ui/_graphics.py
View File

@ -18,16 +18,16 @@
Chart graphics for displaying a slew of different data types.
"""
# import time
import time
from typing import List, Optional, Tuple
import numpy as np
import pyqtgraph as pg
# from numba import jit, float64, optional, int64
from numba import jit, float64, optional, int64
from PyQt5 import QtCore, QtGui
from PyQt5.QtCore import QLineF, QPointF
# from .._profile import timeit
from .._profile import timeit
from ._style import (
_xaxis_at,
hcolor,
@ -44,6 +44,8 @@ _debounce_delay = 1 / 2e3
_ch_label_opac = 1
# TODO: we need to handle the case where index is outside
# the underlying datums range
class LineDot(pg.CurvePoint):
def __init__(
@ -149,6 +151,7 @@ class ContentsLabel(pg.LabelItem):
index: int,
array: np.ndarray,
) -> None:
if index < len(array):
data = array[index][name]
self.setText(f"{name}: {data:.2f}")
@ -246,7 +249,7 @@ class CrossHair(pg.GraphicsObject):
) -> LineDot:
# if this plot contains curves add line dot "cursors" to denote
# the current sample under the mouse
cursor = LineDot(curve, index=len(plot._array))
cursor = LineDot(curve, index=len(plot._ohlc))
plot.addItem(cursor)
self.graphics[plot].setdefault('cursors', []).append(cursor)
return cursor
@ -341,18 +344,45 @@ class CrossHair(pg.GraphicsObject):
# nopython=True,
# nogil=True
# )
def _mk_lines_array(data: List, size: int) -> np.ndarray:
"""Create an ndarray to hold lines graphics objects.
def _mk_lines_array(
data: List,
size: int,
elements_step: int = 6,
) -> np.ndarray:
"""Create an ndarray to hold lines graphics info.
"""
return np.zeros_like(
data,
shape=(int(size), 3),
shape=(int(size), elements_step),
dtype=object,
)
# TODO: `numba` this?
def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
open, high, low, close, index = row[
['open', 'high', 'low', 'close', 'index']]
# high -> low vertical (body) line
if low != high:
hl = QLineF(index, low, index, high)
else:
# XXX: if we don't do it renders a weird rectangle?
# see below for filtering this later...
hl = None
# NOTE: place the x-coord start as "middle" of the drawing range such
# that the open arm line-graphic is at the left-most-side of
# the index's range according to the view mapping.
# open line
o = QLineF(index - w, open, index, open)
# close line
c = QLineF(index, close, index + w, close)
return [hl, o, c]
# TODO: `numba` this?
# @jit(
# # float64[:](
# # float64[:],
@ -370,7 +400,7 @@ def bars_from_ohlc(
"""Generate an array of lines objects from input ohlc data.
"""
lines = _mk_lines_array(data, data.shape[0])
lines = _mk_lines_array(data, data.shape[0], 3)
for i, q in enumerate(data[start:], start=start):
open, high, low, close, index = q[
@ -424,6 +454,94 @@ def bars_from_ohlc(
return lines
# @timeit
@jit(
# float64[:](
# float64[:],
# optional(float64),
# optional(int64)
# ),
nopython=True,
nogil=True
)
def path_arrays_from_ohlc(
data: np.ndarray,
w: float64,
start: int64 = int64(0),
) -> np.ndarray:
"""Generate an array of lines objects from input ohlc data.
"""
size = int(data.shape[0] * 6)
x = np.zeros(
# data,
shape=size,
dtype=float64,
)
y = np.zeros(
# data,
shape=size,
dtype=float64,
)
c = np.zeros(
# data,
shape=size,
dtype=float64,
)
# TODO: report bug for assert
# @ /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
# for i, q in enumerate(data[start:], start):
for i, q in enumerate(data[start:], start):
# TODO: ask numba why this doesn't work..
# open, high, low, close, index = q[
# ['open', 'high', 'low', 'close', 'index']]
open = q['open']
high = q['high']
low = q['low']
close = q['close']
index = float64(q['index'])
istart = i * 6
istop = istart + 6
# write points for x, y, and connections
x[istart:istop] = (
index - w,
index,
index,
index,
index,
index + w,
)
y[istart:istop] = (
open,
open,
low,
high,
close,
close,
)
c[istart:istop] = (0, 1, 1, 1, 1, 1)
return x, y, c
@timeit
def gen_qpath(
data,
w,
start,
) -> QtGui.QPainterPath:
x, y, c = path_arrays_from_ohlc(data, w, start=start)
return pg.functions.arrayToQPath(x, y, connect=c)
class BarItems(pg.GraphicsObject):
"""Price range bars graphics rendered from a OHLC sequence.
"""
@ -431,6 +549,9 @@ class BarItems(pg.GraphicsObject):
# 0.5 is no overlap between arms, 1.0 is full overlap
w: float = 0.43
# XXX: for the mega-lulz increasing width here increases draw latency...
# so probably don't do it until we figure that out.
bars_pen = pg.mkPen(hcolor('bracket'))
# XXX: tina mode, see below
@ -443,7 +564,8 @@ class BarItems(pg.GraphicsObject):
plotitem: 'pg.PlotItem', # noqa
) -> None:
super().__init__()
self.last = QtGui.QPicture()
self.last_bar = QtGui.QPicture()
self.history = QtGui.QPicture()
# TODO: implement updateable pixmap solution
self._pi = plotitem
@ -456,7 +578,11 @@ class BarItems(pg.GraphicsObject):
# XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below?
# lines container
self.lines = _mk_lines_array([], 50e3)
day_in_s = 60 * 60 * 12
self.lines = _mk_lines_array([], 50e3, 6)
# TODO: don't render the full backing array each time
# self._path_data = None
self._last_bar_lines = None
# track the current length of drawable lines within the larger array
self.index: int = 0
@ -471,67 +597,136 @@ class BarItems(pg.GraphicsObject):
This routine is usually only called to draw the initial history.
"""
lines = bars_from_ohlc(data, self.w, start=start)
# start_lines = time.time()
# lines = bars_from_ohlc(data, self.w, start=start)
# start_path = time.time()
# assert len(data) == 2000
self.path = gen_qpath(data, self.w, start=start)
# end = time.time()
# print(f"paths took {end - start_path}\n lines took {start_path - start_lines}")
# save graphics for later reference and keep track
# of current internal "last index"
index = len(lines)
self.lines[:index] = lines
self.index = index
# index = len(lines)
# index = len(data)
# self.lines[:index] = lines
# lines = bars_from_ohlc(data[-1:], self.w, start=start)
self.index = len(data)
# up to last to avoid double draw of last bar
self.draw_lines(just_history=True, iend=self.index - 1)
self.draw_lines(iend=self.index)
# self.draw_lines(just_history=True, iend=self.index - 1, path=self.path)
# @timeit
# self.draw_lines(iend=self.index)
self._last_bar_lines = lines_from_ohlc(data[-1], self.w)
# create pics
self.draw_history()
self.draw_last_bar()
# trigger render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update()
def draw_last_bar(self) -> None:
# pic = self.last_bar
# pre-computing a QPicture object allows paint() to run much
# more quickly, rather than re-drawing the shapes every time.
p = QtGui.QPainter(self.last_bar)
p.setPen(self.bars_pen)
# print(self._last_bar_lines)
p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
p.end()
# trigger re-render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
# self.update()
def draw_history(self) -> None:
p = QtGui.QPainter(self.history)
p.setPen(self.bars_pen)
p.drawPath(self.path)
p.end()
# self.update()
@timeit
def draw_lines(
self,
istart=0,
iend=None,
just_history=False,
istart=0,
path: QtGui.QPainterPath = None,
# TODO: could get even fancier and only update the single close line?
lines=None,
) -> None:
"""Draw the current line set using the painter.
Currently this draws lines to a cached ``QPicture`` which
is supposed to speed things up on ``.paint()`` calls (which
is a call to ``QPainter.drawPicture()`` but I'm not so sure.
"""
if just_history:
# draw bars for the "history" picture
iend = iend or self.index - 1
pic = self.history
else:
# draw the last bar
istart = self.index - 1
iend = iend or self.index
pic = self.last
# if path is None:
# if just_history:
# raise RuntimeError
# # draw bars for the "history" picture
# iend = iend or self.index - 1
# pic = self.history
# else:
# # draw the last bar
# istart = self.index - 1
# iend = iend or self.index
# use 2d array of lines objects, see conlusion on speed:
# https://stackoverflow.com/a/60089929
flat = np.ravel(self.lines[istart:iend])
# pic = self.last_bar
# TODO: do this with numba for speed gain:
# https://stackoverflow.com/questions/58422690/filtering-a-numpy-array-what-is-the-best-approach
to_draw = flat[np.where(flat != None)] # noqa
# # use 2d array of lines objects, see conlusion on speed:
# # https://stackoverflow.com/a/60089929
# flat = np.ravel(self.lines[istart:iend])
# # TODO: do this with numba for speed gain:
# # https://stackoverflow.com/questions/58422690/filtering-a-numpy-array-what-is-the-best-approach
# to_draw = flat[np.where(flat != None)] # noqa
# else:
# pic = self.history
pic = self.last_bar
# pre-computing a QPicture object allows paint() to run much
# more quickly, rather than re-drawing the shapes every time.
p = QtGui.QPainter(pic)
p.setPen(self.bars_pen)
# TODO: is there any way to not have to pass all the lines every
# iteration? It seems they won't draw unless it's done this way..
p.drawLines(*to_draw)
p.drawLines(*self._last_bar_lines)
p.end()
# XXX: if we ever try using `QPixmap` again...
# if self._pmi is None:
# self._pmi = self.scene().addPixmap(self.picture)
# else:
# self._pmi.setPixmap(self.picture)
# trigger re-render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update()
# TODO: is there any way to not have to pass all the lines every
# iteration? It seems they won't draw unless it's done this way..
# if path is None:
# # p.drawLines(*to_draw)
# p.drawLines(*self._last_bars_lines)
# else:
# p.drawPath(path)
# p.end()
# trigger re-render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
# self.update()
def update_from_array(
self,
array: np.ndarray,
@ -552,25 +747,51 @@ class BarItems(pg.GraphicsObject):
# start_bar_to_update = index - 100
# TODO: allow mapping only a range of lines thus
# only drawing as many bars as exactly specified.
if extra > 0:
# generate new graphics to match provided array
# lines = bars_from_ohlc(new, self.w)
# lines = bars_from_ohlc(array[-1:], self.w)
self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
# TODO: only draw these new bars to the backing binary
# path array and then call arrayToQpath() on the whole
# -> will avoid multiple passes for path data we've already
# already generated
new = array[index:index + extra]
lines = bars_from_ohlc(new, self.w)
bars_added = len(lines)
self.lines[index:index + bars_added] = lines
self.index += bars_added
self.path = gen_qpath(array[:-1], self.w, start=0)
# self.path.connectPath(path)
# bars_added = len(new)
# bars_added = extra
# self.lines[index:index + bars_added] = lines
self.index += extra
# start_bar_to_update = index - bars_added
self.draw_lines(just_history=True)
# self.draw_lines(just_history=True, path=self.path)
# self.update()
self.draw_history()
if just_history:
self.update()
return
# current bar update
# last bar update
i, o, h, l, last, v = array[-1][
['index', 'open', 'high', 'low', 'close', 'volume']
]
assert i == self.index - 1
body, larm, rarm = self.lines[i]
# assert i == self.index - 1
# body, larm, rarm = self.lines[i]
# body, larm, rarm = self._bars
body, larm, rarm = self._last_bar_lines
# XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
@ -579,18 +800,30 @@ class BarItems(pg.GraphicsObject):
if l != h: # noqa
if body is None:
body = self.lines[index - 1][0] = QLineF(i, l, i, h)
# body = self.lines[index - 1][0] = QLineF(i, l, i, h)
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
else:
# XXX: h == l -> remove any HL line to avoid render bug
if body is not None:
body = self.lines[index - 1][0] = None
self.draw_lines(just_history=False)
# XXX: pretty sure this is causing an issue where the bar has
# a large upward move right before the next sample and the body
# is getting set to None since the next bar is flat but the shm
# array index update wasn't read by the time this code runs. Iow
# we're doing this removal of the body for a bar index that is
# now out of date / from some previous sample. It's weird
# though because i've seen it do this to bars i - 3 back?
# @timeit
# else:
# # XXX: h == l -> remove any HL line to avoid render bug
# if body is not None:
# body = self.lines[index - 1][0] = None
# self.draw_lines(just_history=False)
self.draw_last_bar()
self.update()
@timeit
def paint(self, p, opt, widget):
# profiler = pg.debug.Profiler(disabled=False, delayed=False)
@ -606,8 +839,17 @@ class BarItems(pg.GraphicsObject):
# as is necesarry for what's in "view". Not sure if this will
# lead to any perf gains other then when zoomed in to less bars
# in view.
p.drawPicture(0, 0, self.history)
p.drawPicture(0, 0, self.last)
# p.drawPicture(0, 0, self.history)
p.drawPicture(0, 0, self.last_bar)
# p = QtGui.QPainter(pic)
p.setPen(self.bars_pen)
# p.drawLines(*self._last_bar_lines)
# TODO: is there any way to not have to pass all the lines every
# iteration? It seems they won't draw unless it's done this way..
p.drawPath(self.path)
# TODO: if we can ever make pixmaps work...
# p.drawPixmap(0, 0, self.picture)
@ -616,6 +858,7 @@ class BarItems(pg.GraphicsObject):
# profiler('bars redraw:')
# @timeit
def boundingRect(self):
# TODO: can we do rect caching to make this faster?
@ -626,7 +869,7 @@ class BarItems(pg.GraphicsObject):
# bounding rect for us).
# compute aggregate bounding rectangle
lb = self.last.boundingRect()
lb = self.last_bar.boundingRect()
hb = self.history.boundingRect()
return QtCore.QRectF(
# top left