First attempt, field-index agnostic formatting
Remove harcoded `'index'` field refs from all formatters in a first attempt at moving towards epoch-time alignment (though don't actually use it it yet). Adjustments to the formatter interface: - property for `.xy_nd` the x/y nd arrays. - property for and `.xy_slice` the nd format array(s) start->stop index slice. Internal routine tweaks: - drop `read_src_from_key` and always pass full source array on updates and adjust handlers to expect to have to index the data field of interest. - set `.last_read` right after update calls instead of after 1d conversion. - drop `slice_to_head` array read slicing. - add some debug points for testing 'time' indexing (though not used here yet). - add `.x_nd` array update logic for when the `.index_field` is not 'index' - i.e. when we begin to try and support epoch time. - simplify some new y_nd updates to not require use of `np.broadcast()` where possible.multichartz
Tyler Goodlet
parent
772d1f0f4e
commit
a1dd0fb997
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@ -27,14 +27,12 @@ import msgspec
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import numpy as np
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from numpy.lib import recfunctions as rfn
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from numba import (
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types,
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# types,
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njit,
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float64,
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int64,
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optional,
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# optional,
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)
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from numba.core.types.misc import StringLiteral
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# from numba.extending import as_numba_type
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from ._sharedmem import (
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ShmArray,
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@ -77,6 +75,40 @@ class IncrementalFormatter(msgspec.Struct):
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def last_read(self) -> tuple | None:
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return self._last_read
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# Incrementally updated xy ndarray formatted data, a pre-1d
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# format which is updated and cached independently of the final
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# pre-graphics-path 1d format.
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x_nd: Optional[np.ndarray] = None
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y_nd: Optional[np.ndarray] = None
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@property
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def xy_nd(self) -> tuple[np.ndarray, np.ndarray]:
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return (
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self.x_nd[self.xy_slice],
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self.y_nd[self.xy_slice],
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)
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@property
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def xy_slice(self) -> slice:
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return slice(
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self.xy_nd_start,
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self.xy_nd_stop,
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)
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# indexes which slice into the above arrays (which are allocated
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# based on source data shm input size) and allow retrieving
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# incrementally updated data.
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xy_nd_start: int = 0
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xy_nd_stop: int = 0
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# TODO: eventually incrementally update 1d-pre-graphics path data?
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# x_1d: Optional[np.ndarray] = None
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# y_1d: Optional[np.ndarray] = None
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# incremental view-change state(s) tracking
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_last_vr: tuple[float, float] | None = None
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_last_ivdr: tuple[float, float] | None = None
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def __repr__(self) -> str:
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msg = (
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f'{type(self)}: ->\n\n'
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@ -86,8 +118,8 @@ class IncrementalFormatter(msgspec.Struct):
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f'last_vr={self._last_vr}\n'
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f'last_ivdr={self._last_ivdr}\n\n'
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f'xy_nd_start={self.xy_nd_start}\n'
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f'xy_nd_stop={self.xy_nd_stop}\n\n'
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f'xy_slice={self.xy_slice}\n'
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# f'xy_nd_stop={self.xy_nd_stop}\n\n'
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)
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x_nd_len = 0
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@ -137,6 +169,12 @@ class IncrementalFormatter(msgspec.Struct):
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prepend_length = int(last_xfirst - xfirst)
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append_length = int(xlast - last_xlast)
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if (
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prepend_length < 0
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or append_length < 0
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):
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breakpoint()
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# blah blah blah
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# do diffing for prepend, append and last entry
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return (
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@ -146,26 +184,6 @@ class IncrementalFormatter(msgspec.Struct):
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slice(last_xlast, xlast),
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)
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# Incrementally updated xy ndarray formatted data, a pre-1d
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# format which is updated and cached independently of the final
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# pre-graphics-path 1d format.
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x_nd: Optional[np.ndarray] = None
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y_nd: Optional[np.ndarray] = None
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# indexes which slice into the above arrays (which are allocated
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# based on source data shm input size) and allow retrieving
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# incrementally updated data.
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xy_nd_start: int = 0
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xy_nd_stop: int = 0
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# TODO: eventually incrementally update 1d-pre-graphics path data?
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# x_1d: Optional[np.ndarray] = None
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# y_1d: Optional[np.ndarray] = None
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# incremental view-change state(s) tracking
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_last_vr: tuple[float, float] | None = None
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_last_ivdr: tuple[float, float] | None = None
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def _track_inview_range(
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self,
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view_range: tuple[int, int],
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@ -244,18 +262,18 @@ class IncrementalFormatter(msgspec.Struct):
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if self.y_nd is None:
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# we first need to allocate xy data arrays
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# from the source data.
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self.xy_nd_start = shm._first.value
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self.xy_nd_stop = shm._last.value
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self.x_nd, self.y_nd = self.allocate_xy_nd(
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shm,
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array_key,
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)
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self.xy_nd_start = shm._first.value
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self.xy_nd_stop = shm._last.value
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profiler('allocated xy history')
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if prepend_len:
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y_prepend = shm._array[pre_slice]
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if read_src_from_key:
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y_prepend = y_prepend[array_key]
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# if read_src_from_key:
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# y_prepend = y_prepend[array_key]
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(
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new_y_nd,
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@ -292,8 +310,8 @@ class IncrementalFormatter(msgspec.Struct):
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if append_len:
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y_append = shm._array[post_slice]
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if read_src_from_key:
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y_append = y_append[array_key]
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# if read_src_from_key:
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# y_append = y_append[array_key]
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(
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new_y_nd,
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@ -314,14 +332,16 @@ class IncrementalFormatter(msgspec.Struct):
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# self.y_nd[post_slice] = new_y_nd
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# self.y_nd[xy_slice or post_slice] = xy_data
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self.y_nd[y_nd_slc] = new_y_nd
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# if read_src_from_key:
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# y_nd_view[:][array_key] = new_y_nd
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# else:
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# y_nd_view[:] = new_y_nd
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self.xy_nd_stop = shm._last.value
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profiler('appened xy history: {append_length}')
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# TODO: eventually maybe we can implement some kind of
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# transform on the ``QPainterPath`` that will more or less
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# detect the diff in "elements" terms?
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# update diff state since we've now rendered paths.
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self._last_read = new_read
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view_changed: bool = False
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view_range: tuple[int, int] = (ivl, ivr)
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if slice_to_inview:
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@ -329,11 +349,14 @@ class IncrementalFormatter(msgspec.Struct):
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array = in_view
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profiler(f'{self.viz.name} view range slice {view_range}')
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hist = array[:slice_to_head]
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# hist = array[:slice_to_head]
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# XXX: WOA WTF TRACTOR DEBUGGING BUGGG
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# assert 0
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# xy-path data transform: convert source data to a format
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# able to be passed to a `QPainterPath` rendering routine.
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if not len(hist):
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if not len(array):
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# XXX: this might be why the profiler only has exits?
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return
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@ -341,7 +364,7 @@ class IncrementalFormatter(msgspec.Struct):
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# x/y_data in the case where allocate_xy is
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# defined?
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x_1d, y_1d, connect = self.format_xy_nd_to_1d(
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hist,
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array,
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array_key,
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view_range,
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)
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@ -369,13 +392,10 @@ class IncrementalFormatter(msgspec.Struct):
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if len(x_1d):
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self._last_ivdr = x_1d[0], x_1d[slice_to_head]
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# TODO: eventually maybe we can implement some kind of
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# transform on the ``QPainterPath`` that will more or less
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# detect the diff in "elements" terms?
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# update diff state since we've now rendered paths.
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self._last_read = new_read
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profiler('.format_to_1d()')
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if (x_1d[-1] == 0.5).any():
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breakpoint()
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return (
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x_1d,
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y_1d,
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@ -429,21 +449,22 @@ class IncrementalFormatter(msgspec.Struct):
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nd_stop: int,
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is_append: bool,
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index_field: str = 'index',
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) -> tuple[
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np.ndarray,
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slice,
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]:
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# write pushed data to flattened copy
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new_y_nd = new_from_src
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new_y_nd = new_from_src[data_field]
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# XXX
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# TODO: this should be returned and written by caller!
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# XXX
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# generate same-valued-per-row x support based on y shape
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# generate same-valued-per-row x support with Nx1 shape
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index_field = self.index_field
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if index_field != 'index':
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self.x_nd[read_slc, :] = new_from_src[index_field]
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x_nd_new = self.x_nd[read_slc]
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x_nd_new[:] = new_from_src[index_field]
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return new_y_nd, read_slc
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@ -573,6 +594,7 @@ class OHLCBarsFmtr(IncrementalFormatter):
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low = q['low']
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close = q['close']
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# index = float64(q[index_field])
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# index = float64(q['time'])
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index = float64(q['index'])
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istart = i * 6
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@ -649,7 +671,6 @@ class OHLCBarsFmtr(IncrementalFormatter):
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nd_stop: int,
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is_append: bool,
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index_field: str = 'index',
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) -> tuple[
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np.ndarray,
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@ -665,8 +686,13 @@ class OHLCBarsFmtr(IncrementalFormatter):
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# TODO: this should be returned and written by caller!
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# XXX
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# generate same-valued-per-row x support based on y shape
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index_field: str = self.index_field
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if index_field != 'index':
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self.x_nd[read_slc, :] = new_from_src[index_field]
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x_nd_new = self.x_nd[read_slc]
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x_nd_new[:] = new_from_src[index_field][:, np.newaxis]
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if (self.x_nd[self.xy_slice] == 0.5).any():
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breakpoint()
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return new_y_nd, read_slc
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@ -712,8 +738,6 @@ class StepCurveFmtr(IncrementalFormatter):
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shm: ShmArray,
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data_field: str,
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index_field: str = 'index',
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) -> tuple[
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np.ndarray, # x
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np.nd.array # y
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@ -731,11 +755,17 @@ class StepCurveFmtr(IncrementalFormatter):
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(i.size, 2),
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) + np.array([-0.5, 0.5])
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y_out = np.empty((len(out), 2), dtype=out.dtype)
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# fill out Nx2 array to hold each step's left + right vertices.
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y_out = np.empty(
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# (len(out), 2),
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x_out.shape,
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dtype=out.dtype,
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)
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# fill in (current) values from source shm buffer
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y_out[:] = out[:, np.newaxis]
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# start y at origin level
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y_out[0, 0] = 0
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y_out[self.xy_nd_start] = 0
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return x_out, y_out
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def incr_update_xy_nd(
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@ -744,12 +774,12 @@ class StepCurveFmtr(IncrementalFormatter):
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src_shm: ShmArray,
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array_key: str,
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src_update: np.ndarray, # portion of source that was updated
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slc: slice,
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new_from_src: np.ndarray, # portion of source that was updated
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read_slc: slice,
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ln: int, # len of updated
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first: int,
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last: int,
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nd_start: int,
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nd_stop: int,
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is_append: bool,
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@ -760,20 +790,29 @@ class StepCurveFmtr(IncrementalFormatter):
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# for a step curve we slice from one datum prior
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# to the current "update slice" to get the previous
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# "level".
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if is_append:
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start = max(last - 1, 0)
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end = src_shm._last.value
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new_y = src_shm._array[start:end][array_key]
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slc = slice(start, end)
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# if is_append:
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# start = max(last - 1, 0)
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# end = src_shm._last.value
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# new_y = src_shm._array[start:end][array_key]
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# append_slc = slice(start, end)
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else:
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new_y = src_update
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new_y = new_from_src[array_key][:, np.newaxis]
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index_field = self.index_field
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if index_field != 'index':
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x_nd_new = self.x_nd[read_slc]
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x_nd_new[:] = new_from_src[index_field][:, np.newaxis]
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if (self.x_nd[self.xy_slice][-1] == 0.5).any():
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breakpoint()
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return (
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np.broadcast_to(
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new_y[:, None], (new_y.size, 2),
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),
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slc,
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new_y,
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# np.broadcast_to(
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# new_x[:, None],
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# (new_y.size, 2),
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# ),
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read_slc,
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)
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def format_xy_nd_to_1d(
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@ -788,23 +827,40 @@ class StepCurveFmtr(IncrementalFormatter):
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np.ndarray,
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str,
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]:
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lasts = array[['index', array_key]]
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last = lasts[array_key][-1]
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last_t, last = array[-1][[self.index_field, array_key]]
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start = self.xy_nd_start
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# 2 more datum-indexes to capture zero at end
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x_step = self.x_nd[self.xy_nd_start:self.xy_nd_stop+2]
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y_step = self.y_nd[self.xy_nd_start:self.xy_nd_stop+2]
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# XXX: can we drop this ``extra`` bit?
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extra = 2
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stop = self.xy_nd_stop + extra
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x_step = self.x_nd[start:stop]
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y_step = self.y_nd[start:stop]
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# if (x_step[-1] == 0.5).any():
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# breakpoint()
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# pack in duplicate final value to complete last step level
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x_step[-1] = last_t
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y_step[-1] = last
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# slice out in-view data
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ivl, ivr = vr
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ys_iv = y_step[ivl:ivr+1]
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xs_iv = x_step[ivl:ivr+1]
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# ys_iv = y_step[ivl:ivr+1]
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# xs_iv = x_step[ivl:ivr+1]
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ys_iv = y_step[ivl:ivr]
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xs_iv = x_step[ivl:ivr]
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# flatten to 1d
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y_iv = ys_iv.reshape(ys_iv.size)
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x_iv = xs_iv.reshape(xs_iv.size)
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if (x_iv[-1] == 0.5).any():
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breakpoint()
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# s = 100
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# print(
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# f'ys_iv : {ys_iv[-s:]}\n'
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# f'y_iv: {y_iv[-s:]}\n'
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Reference in New Issue