Add a naive maxmin calc to avoid frequent resizes
If we know the max and min in view then on datum updates we can avoid resizing the y-range when a new max/min has not yet arrived. This adds a very naive numpy calc in the drawing thread which we can likely improve with a more efficient streaming alternative which can also likely be run in a fsp subactor. Also, since this same calc is essentially done inside `._set_yrange()` we will likely want to allow passing the result into the method to avoid duplicate work.bar_select
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@ -137,7 +137,7 @@ class LinkedSplitCharts(QtGui.QWidget):
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# if _xaxis_at == 'bottom':
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# self.xaxis.setStyle(showValues=False)
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# # self.xaxis.hide()
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# self.xaxis.hide()
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# else:
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# self.xaxis_ind.setStyle(showValues=False)
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# self.xaxis.hide()
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@ -705,15 +705,19 @@ async def chart_from_quotes(
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# - 5 sec bar lookback-autocorrection like tws does?
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last_price_sticky = chart._ysticks[chart.name]
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def maxmin():
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array = chart._array
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last_bars_range = chart.bars_range()
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l, lbar, rbar, r = last_bars_range
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in_view = array[lbar:rbar]
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mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
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return last_bars_range, mx, mn
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last_bars_range, last_mx, last_mn = maxmin()
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async for quotes in stream:
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for sym, quote in quotes.items():
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for tick in iterticks(quote, type='trade'):
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# TODO:
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# - eventually we'll want to update bid/ask labels and
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# other data as subscribed by underlying UI consumers.
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# - in theory we should be able to read buffer data
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# faster then msgs arrive.. needs some tinkering and
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# testing
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array = ohlcv.array
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chart.update_from_array(
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chart.name,
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@ -722,12 +726,27 @@ async def chart_from_quotes(
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# update sticky(s)
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last = array[-1]
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last_price_sticky.update_from_data(*last[['index', 'close']])
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# TODO: we need a streaming minmax algorithm here to
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brange, mx, mn = maxmin()
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if brange != last_bars_range:
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if mx > last_mx or mn < last_mn:
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# avoid running this every cycle.
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chart._set_yrange()
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# save for next cycle
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last_mx, last_mn = mx, mn
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if vwap_in_history:
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# update vwap overlay line
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chart.update_from_array('vwap', ohlcv.array['vwap'])
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# TODO:
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# - eventually we'll want to update bid/ask labels and
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# other data as subscribed by underlying UI consumers.
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# - in theory we should be able to read buffer data
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# faster then msgs arrive.. needs some tinkering and testing
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async def chart_from_fsp(
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linked_charts,
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@ -830,7 +849,7 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
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# just_history=True
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)
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# resize view
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price_chart._set_yrange()
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# price_chart._set_yrange()
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for name, curve in price_chart._overlays.items():
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# TODO: standard api for signal lookups per plot
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@ -843,7 +862,7 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
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for name, chart in linked_charts.subplots.items():
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chart.update_from_array(chart.name, chart._shm.array[chart.name])
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chart._set_yrange()
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# chart._set_yrange()
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def _main(
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