Bar graphics update speed improvements

Use two separate `QPicture` instances:
- one for the 3 lines for the last bar
- one for all the historical bars lines

On price changes update the last bar and only update historical bars
when the current bar's period expires (when a new bar is "added").
Add a flag `just_history` for this  `BarItems.draw_lines()`.
Also, switch the internal lines array/buffer to a 2D numpy array to avoid
the type-cast step and instead just flatten using `numpy.ravel()`.

Overall this should avoid the problem of draws getting slower over time
as new bars are added to the history since price updates only redraw
a single bar to the "last" `QPicture` instance. Ideally in the future we
can make the `history` `QPicture` a `QPixmap` but it looks like this
will require some internal work in `pyqtgraph` to support it.
bar_select
Tyler Goodlet 2020-09-07 16:41:11 -04:00
parent b1591e3ee1
commit 9d8a867767
2 changed files with 105 additions and 71 deletions

View File

@ -345,18 +345,17 @@ class ChartPlotWidget(pg.PlotWidget):
) -> pg.GraphicsObject: ) -> pg.GraphicsObject:
"""Draw OHLC datums to chart. """Draw OHLC datums to chart.
""" """
# remember it's an enum type.. graphics = style(self.plotItem)
graphics = style()
# adds all bar/candle graphics objects for each data point in # adds all bar/candle graphics objects for each data point in
# the np array buffer to be drawn on next render cycle # the np array buffer to be drawn on next render cycle
graphics.draw_from_data(data)
self.addItem(graphics) self.addItem(graphics)
# draw after to allow self.scene() to work...
graphics.draw_from_data(data)
self._graphics[name] = graphics self._graphics[name] = graphics
# XXX: How to stack labels vertically? # XXX: How to stack labels vertically?
# Ogi says: " # Ogi says: "use ..."
label = pg.LabelItem( label = pg.LabelItem(
justify='left', justify='left',
size='5pt', size='5pt',
@ -596,8 +595,13 @@ async def add_new_bars(delay_s, linked_charts):
# if last_quote == ohlc[-1]: # if last_quote == ohlc[-1]:
# log.debug("Printing flat line for {sym}") # log.debug("Printing flat line for {sym}")
# update chart graphics and resize view # update chart historical bars graphics
price_chart.update_from_array(price_chart.name, ohlc) price_chart.update_from_array(
price_chart.name,
ohlc,
just_history=True
)
# resize view
price_chart._set_yrange() price_chart._set_yrange()
for name, chart in linked_charts.subplots.items(): for name, chart in linked_charts.subplots.items():
@ -611,6 +615,9 @@ async def add_new_bars(delay_s, linked_charts):
# TODO: should we update a graphics again time here? # TODO: should we update a graphics again time here?
# Think about race conditions with data update task. # Think about race conditions with data update task.
# UPDATE: don't think this should matter know since the last bar
# and the prior historical bars are being updated in 2 separate
# steps now.
async def _async_main( async def _async_main(

View File

@ -1,9 +1,8 @@
""" """
Chart graphics for displaying a slew of different data types. Chart graphics for displaying a slew of different data types.
""" """
import time # import time
from typing import List from typing import List
from itertools import chain
import numpy as np import numpy as np
import pyqtgraph as pg import pyqtgraph as pg
@ -197,17 +196,10 @@ class CrossHair(pg.GraphicsObject):
def _mk_lines_array(data: List, size: int) -> np.ndarray: def _mk_lines_array(data: List, size: int) -> np.ndarray:
"""Create an ndarray to hold lines graphics objects. """Create an ndarray to hold lines graphics objects.
""" """
# TODO: might want to just make this a 2d array to be faster at
# flattening using .ravel(): https://stackoverflow.com/a/60089929
return np.zeros_like( return np.zeros_like(
data, data,
shape=(int(size),), shape=(int(size), 3),
dtype=[ dtype=object,
('index', int),
('body', object),
('rarm', object),
('larm', object)
],
) )
@ -245,10 +237,13 @@ def bars_from_ohlc(
c = QLineF(index_start + w, close, index_start, close) c = QLineF(index_start + w, close, index_start, close)
# indexing here is as per the below comments # indexing here is as per the below comments
# lines[3*i:3*i+3] = (hl, o, c) lines[i] = (hl, o, c)
lines[i] = (index, hl, o, c)
# if not _tina_mode: # piker mode # XXX: in theory we could get a further speedup by using a flat
# array and avoiding the call to `np.ravel()` below?
# lines[3*i:3*i+3] = (hl, o, c)
# if not _tina_mode:
# else _tina_mode: # else _tina_mode:
# self.lines = lines = np.concatenate( # self.lines = lines = np.concatenate(
# [high_to_low, open_sticks, close_sticks]) # [high_to_low, open_sticks, close_sticks])
@ -284,30 +279,30 @@ class BarItems(pg.GraphicsObject):
# bull_brush = pg.mkPen('#00cc00') # bull_brush = pg.mkPen('#00cc00')
# bear_brush = pg.mkPen('#fa0000') # bear_brush = pg.mkPen('#fa0000')
def __init__(self): def __init__(
self,
# scene: 'QGraphicsScene', # noqa
plotitem: 'pg.PlotItem', # noqa
) -> None:
super().__init__() super().__init__()
self.picture = QtGui.QPicture() self.last = QtGui.QPicture()
self.history = QtGui.QPicture()
# TODO: implement updateable pixmap solution # TODO: implement updateable pixmap solution
# self.picture = QtGui.QPixmap() self._pi = plotitem
# self._scene = plotitem.vb.scene()
# cache bounds dimensions # self.picture = QtGui.QPixmap(1000, 300)
self._boundingRect = None # plotitem.addItem(self.picture)
# self._pmi = None
# self._pmi = self._scene.addPixmap(self.picture)
# XXX: not sure this actually needs to be an array other # XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below? # then for the old tina mode calcs for up/down bars below?
# lines container # lines container
self.lines = _mk_lines_array([], 50e3) self.lines = _mk_lines_array([], 50e3)
# can't use this until we aren't copying the array passed
# to ``QPainter.drawLines()``.
self._cached_lines = None
# track the current length of drawable lines within the larger array # track the current length of drawable lines within the larger array
self.index: int = 0 self.index: int = 0
def last_value(self) -> QLineF:
return self.lines[self.index - 1]['rarm']
@timeit @timeit
def draw_from_data( def draw_from_data(
self, self,
@ -317,62 +312,69 @@ class BarItems(pg.GraphicsObject):
"""Draw OHLC datum graphics from a ``np.recarray``. """Draw OHLC datum graphics from a ``np.recarray``.
""" """
lines = bars_from_ohlc(data, self.w, start=start) lines = bars_from_ohlc(data, self.w, start=start)
# xmx, xmn, ymx, ymn =
# save graphics for later reference and keep track # save graphics for later reference and keep track
# of current internal "last index" # of current internal "last index"
index = len(lines) index = len(lines)
self.lines[:index] = lines self.lines[:index] = lines
self.index = index self.index = index
self.draw_lines() self.draw_lines(just_history=True, iend=self.index)
def draw_lines( def draw_lines(
self, self,
istart=0, istart=0,
use_cached=False, iend=None,
just_history=False,
# TODO: could get even fancier and only update the single close line?
lines=None,
) -> None: ) -> None:
"""Draw the current line set using the painter. """Draw the current line set using the painter.
""" """
start = time.time() # start = time.time()
# istart = self.index - 100
# if self._cached_lines is not None and (
# not (self.index > len(self._cached_lines))
# or use_cached
# ):
# to_draw = self._cached_lines
# else:
# TODO: might be better to use 2d array? if just_history:
# try our fsp.rec2array() and a np.ravel() for speedup istart = 0
# otherwise we might just have to go 2d ndarray of objects. iend = iend or self.index - 1
# see conlusion on speed: # https://stackoverflow.com/a/60089929 pic = self.history
self._cached_lines = to_draw = np.ravel(rec2array( else:
self.lines[['body', 'larm', 'rarm']][istart:self.index] istart = self.index - 1
)) iend = self.index
pic = self.last
if iend is not None:
iend = iend
# use 2d array of lines objects, see conlusion on speed:
# https://stackoverflow.com/a/60089929
to_draw = np.ravel(self.lines[istart:iend])
# pre-computing a QPicture object allows paint() to run much # pre-computing a QPicture object allows paint() to run much
# more quickly, rather than re-drawing the shapes every time. # more quickly, rather than re-drawing the shapes every time.
p = QtGui.QPainter(self.picture) p = QtGui.QPainter(pic)
p.setPen(self.bars_pen) p.setPen(self.bars_pen)
# TODO: is there any way to not have to pass all the lines every # 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.. # iteration? It seems they won't draw unless it's done this way..
p.drawLines(*to_draw) p.drawLines(*to_draw)
# p.end() 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 # trigger re-render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update # https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update() self.update()
diff = time.time() - start # diff = time.time() - start
# print(f'{len(to_draw)} lines update took {diff}')
# print(f'cached: {use_cached} update took {diff}')
# print(f"start: {istart} -> drawing {len(to_draw)} lines")
# print(self.picture.data())
def update_from_array( def update_from_array(
self, self,
array: np.ndarray, array: np.ndarray,
just_history=False,
) -> None: ) -> None:
"""Update the last datum's bar graphic from input data array. """Update the last datum's bar graphic from input data array.
@ -387,7 +389,7 @@ class BarItems(pg.GraphicsObject):
length = len(array) length = len(array)
extra = length - index extra = length - index
# start_bar_to_update = index - 1 # start_bar_to_update = index - 100
if extra > 0: if extra > 0:
# generate new graphics to match provided array # generate new graphics to match provided array
@ -398,13 +400,15 @@ class BarItems(pg.GraphicsObject):
self.index += bars_added self.index += bars_added
# start_bar_to_update = index - bars_added # start_bar_to_update = index - bars_added
if just_history:
# self.draw_lines(istart=self.index - 1) self.draw_lines(just_history=True) # istart=self.index - 1)
return
# current bar update # current bar update
i, time, open, close, = array[-1][['index', 'time', 'open', 'close']] i, open, close, = array[-1][['index', 'open', 'close']]
last = close last = close
i, body, larm, rarm = self.lines[index-1] # i, body, larm, rarm = self.lines[index-1]
body, larm, rarm = self.lines[index-1]
# XXX: is there a faster way to modify this? # XXX: is there a faster way to modify this?
# update right arm # update right arm
@ -428,8 +432,7 @@ class BarItems(pg.GraphicsObject):
else: else:
body.setLine(body.x1(), low, body.x2(), high) body.setLine(body.x1(), low, body.x2(), high)
# self.draw_lines(use_cached=extra == 0) self.draw_lines(just_history=False)
self.draw_lines() #istart=self.index - 1)
# be compat with ``pg.PlotCurveItem`` # be compat with ``pg.PlotCurveItem``
setData = update_from_array setData = update_from_array
@ -437,18 +440,42 @@ class BarItems(pg.GraphicsObject):
# XXX: From the customGraphicsItem.py example: # XXX: From the customGraphicsItem.py example:
# The only required methods are paint() and boundingRect() # The only required methods are paint() and boundingRect()
def paint(self, p, opt, widget): def paint(self, p, opt, widget):
# import pdb; pdb.set_trace() # start = time.time()
# TODO: use to avoid drawing artefacts?
# self.prepareGeometryChange()
# p.setCompositionMode(0) # p.setCompositionMode(0)
p.drawPicture(0, 0, self.picture)
p.drawPicture(0, 0, self.history)
p.drawPicture(0, 0, self.last)
# TODO: if we can ever make pixmaps work...
# p.drawPixmap(0, 0, self.picture)
# self._pmi.setPixmap(self.picture)
# print(self.scene())
# diff = time.time() - start
# print(f'draw time {diff}')
def boundingRect(self): def boundingRect(self):
# TODO: can we do rect caching to make this faster?
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
# boundingRect _must_ indicate the entire area that will be # boundingRect _must_ indicate the entire area that will be
# drawn on or else we will get artifacts and possibly crashing. # drawn on or else we will get artifacts and possibly crashing.
# (in this case, QPicture does all the work of computing the # (in this case, QPicture does all the work of computing the
# bounding rect for us) # bounding rect for us).
br = self._boundingRect = QtCore.QRectF(self.picture.boundingRect())
return br # compute aggregate bounding rectangle
lb = self.last.boundingRect()
hb = self.history.boundingRect()
return QtCore.QRectF(
# top left
QtCore.QPointF(hb.topLeft()),
# total size
QtCore.QSizeF(lb.size() + hb.size())
)
# XXX: when we get back to enabling tina mode for xb # XXX: when we get back to enabling tina mode for xb