Move qpath-ops routines back to separate mod
Tyler Goodlet
parent
4ca8e23b5b
commit
a2d23244e7
|
|
@ -14,7 +14,7 @@
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
"""
|
"""
|
||||||
Super fast ``QPainterPath`` generation related operator routines.
|
Pre-(path)-graphics formatted x/y nd/1d rendering subsystem.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
@ -26,20 +26,12 @@ from typing import (
|
||||||
import msgspec
|
import msgspec
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from numpy.lib import recfunctions as rfn
|
from numpy.lib import recfunctions as rfn
|
||||||
from numba import (
|
|
||||||
# types,
|
|
||||||
njit,
|
|
||||||
float64,
|
|
||||||
int64,
|
|
||||||
# optional,
|
|
||||||
)
|
|
||||||
|
|
||||||
from ._sharedmem import (
|
from ._sharedmem import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
# from ._source import numba_ohlc_dtype
|
from ._pathops import (
|
||||||
from ._compression import (
|
path_arrays_from_ohlc,
|
||||||
ds_m4,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
|
|
@ -49,129 +41,6 @@ if TYPE_CHECKING:
|
||||||
from .._profile import Profiler
|
from .._profile import Profiler
|
||||||
|
|
||||||
|
|
||||||
def xy_downsample(
|
|
||||||
x,
|
|
||||||
y,
|
|
||||||
uppx,
|
|
||||||
|
|
||||||
x_spacer: float = 0.5,
|
|
||||||
|
|
||||||
) -> tuple[
|
|
||||||
np.ndarray,
|
|
||||||
np.ndarray,
|
|
||||||
float,
|
|
||||||
float,
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Downsample 1D (flat ``numpy.ndarray``) arrays using M4 given an input
|
|
||||||
``uppx`` (units-per-pixel) and add space between discreet datums.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# downsample whenever more then 1 pixels per datum can be shown.
|
|
||||||
# always refresh data bounds until we get diffing
|
|
||||||
# working properly, see above..
|
|
||||||
bins, x, y, ymn, ymx = ds_m4(
|
|
||||||
x,
|
|
||||||
y,
|
|
||||||
uppx,
|
|
||||||
)
|
|
||||||
|
|
||||||
# flatten output to 1d arrays suitable for path-graphics generation.
|
|
||||||
x = np.broadcast_to(x[:, None], y.shape)
|
|
||||||
x = (x + np.array(
|
|
||||||
[-x_spacer, 0, 0, x_spacer]
|
|
||||||
)).flatten()
|
|
||||||
y = y.flatten()
|
|
||||||
|
|
||||||
return x, y, ymn, ymx
|
|
||||||
|
|
||||||
|
|
||||||
@njit(
|
|
||||||
# NOTE: need to construct this manually for readonly
|
|
||||||
# arrays, see https://github.com/numba/numba/issues/4511
|
|
||||||
# (
|
|
||||||
# types.Array(
|
|
||||||
# numba_ohlc_dtype,
|
|
||||||
# 1,
|
|
||||||
# 'C',
|
|
||||||
# readonly=True,
|
|
||||||
# ),
|
|
||||||
# int64,
|
|
||||||
# types.unicode_type,
|
|
||||||
# optional(float64),
|
|
||||||
# ),
|
|
||||||
nogil=True
|
|
||||||
)
|
|
||||||
def path_arrays_from_ohlc(
|
|
||||||
data: np.ndarray,
|
|
||||||
start: int64,
|
|
||||||
bar_gap: float64 = 0.43,
|
|
||||||
# index_field: str,
|
|
||||||
|
|
||||||
) -> tuple[
|
|
||||||
np.ndarray,
|
|
||||||
np.ndarray,
|
|
||||||
np.ndarray,
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Generate an array of lines objects from input ohlc data.
|
|
||||||
|
|
||||||
'''
|
|
||||||
size = int(data.shape[0] * 6)
|
|
||||||
|
|
||||||
# XXX: see this for why the dtype might have to be defined outside
|
|
||||||
# the routine.
|
|
||||||
# https://github.com/numba/numba/issues/4098#issuecomment-493914533
|
|
||||||
x = np.zeros(
|
|
||||||
shape=size,
|
|
||||||
dtype=float64,
|
|
||||||
)
|
|
||||||
y, c = x.copy(), x.copy()
|
|
||||||
|
|
||||||
# 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):
|
|
||||||
|
|
||||||
# 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_field])
|
|
||||||
index = float64(q['index'])
|
|
||||||
|
|
||||||
istart = i * 6
|
|
||||||
istop = istart + 6
|
|
||||||
|
|
||||||
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
|
||||||
x[istart:istop] = (
|
|
||||||
index - bar_gap,
|
|
||||||
index,
|
|
||||||
index,
|
|
||||||
index,
|
|
||||||
index,
|
|
||||||
index + bar_gap,
|
|
||||||
)
|
|
||||||
y[istart:istop] = (
|
|
||||||
open,
|
|
||||||
open,
|
|
||||||
low,
|
|
||||||
high,
|
|
||||||
close,
|
|
||||||
close,
|
|
||||||
)
|
|
||||||
|
|
||||||
# specifies that the first edge is never connected to the
|
|
||||||
# prior bars last edge thus providing a small "gap"/"space"
|
|
||||||
# between bars determined by ``bar_gap``.
|
|
||||||
c[istart:istop] = (1, 1, 1, 1, 1, 0)
|
|
||||||
|
|
||||||
return x, y, c
|
|
||||||
|
|
||||||
|
|
||||||
class IncrementalFormatter(msgspec.Struct):
|
class IncrementalFormatter(msgspec.Struct):
|
||||||
'''
|
'''
|
||||||
Incrementally updating, pre-path-graphics tracking, formatter.
|
Incrementally updating, pre-path-graphics tracking, formatter.
|
||||||
|
|
@ -652,7 +521,6 @@ class OHLCBarsFmtr(IncrementalFormatter):
|
||||||
new_y_nd.shape,
|
new_y_nd.shape,
|
||||||
) + np.array([-0.5, 0, 0, 0.5])
|
) + np.array([-0.5, 0, 0, 0.5])
|
||||||
|
|
||||||
|
|
||||||
# TODO: can we drop this frame and just use the above?
|
# TODO: can we drop this frame and just use the above?
|
||||||
def format_xy_nd_to_1d(
|
def format_xy_nd_to_1d(
|
||||||
self,
|
self,
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,155 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
"""
|
||||||
|
Super fast ``QPainterPath`` generation related operator routines.
|
||||||
|
|
||||||
|
"""
|
||||||
|
import numpy as np
|
||||||
|
from numba import (
|
||||||
|
# types,
|
||||||
|
njit,
|
||||||
|
float64,
|
||||||
|
int64,
|
||||||
|
# optional,
|
||||||
|
)
|
||||||
|
|
||||||
|
# from ._source import numba_ohlc_dtype
|
||||||
|
from ._compression import (
|
||||||
|
ds_m4,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def xy_downsample(
|
||||||
|
x,
|
||||||
|
y,
|
||||||
|
uppx,
|
||||||
|
|
||||||
|
x_spacer: float = 0.5,
|
||||||
|
|
||||||
|
) -> tuple[
|
||||||
|
np.ndarray,
|
||||||
|
np.ndarray,
|
||||||
|
float,
|
||||||
|
float,
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Downsample 1D (flat ``numpy.ndarray``) arrays using M4 given an input
|
||||||
|
``uppx`` (units-per-pixel) and add space between discreet datums.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# downsample whenever more then 1 pixels per datum can be shown.
|
||||||
|
# always refresh data bounds until we get diffing
|
||||||
|
# working properly, see above..
|
||||||
|
bins, x, y, ymn, ymx = ds_m4(
|
||||||
|
x,
|
||||||
|
y,
|
||||||
|
uppx,
|
||||||
|
)
|
||||||
|
|
||||||
|
# flatten output to 1d arrays suitable for path-graphics generation.
|
||||||
|
x = np.broadcast_to(x[:, None], y.shape)
|
||||||
|
x = (x + np.array(
|
||||||
|
[-x_spacer, 0, 0, x_spacer]
|
||||||
|
)).flatten()
|
||||||
|
y = y.flatten()
|
||||||
|
|
||||||
|
return x, y, ymn, ymx
|
||||||
|
|
||||||
|
|
||||||
|
@njit(
|
||||||
|
# NOTE: need to construct this manually for readonly
|
||||||
|
# arrays, see https://github.com/numba/numba/issues/4511
|
||||||
|
# (
|
||||||
|
# types.Array(
|
||||||
|
# numba_ohlc_dtype,
|
||||||
|
# 1,
|
||||||
|
# 'C',
|
||||||
|
# readonly=True,
|
||||||
|
# ),
|
||||||
|
# int64,
|
||||||
|
# types.unicode_type,
|
||||||
|
# optional(float64),
|
||||||
|
# ),
|
||||||
|
nogil=True
|
||||||
|
)
|
||||||
|
def path_arrays_from_ohlc(
|
||||||
|
data: np.ndarray,
|
||||||
|
start: int64,
|
||||||
|
bar_gap: float64 = 0.43,
|
||||||
|
# index_field: str,
|
||||||
|
|
||||||
|
) -> tuple[
|
||||||
|
np.ndarray,
|
||||||
|
np.ndarray,
|
||||||
|
np.ndarray,
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Generate an array of lines objects from input ohlc data.
|
||||||
|
|
||||||
|
'''
|
||||||
|
size = int(data.shape[0] * 6)
|
||||||
|
|
||||||
|
# XXX: see this for why the dtype might have to be defined outside
|
||||||
|
# the routine.
|
||||||
|
# https://github.com/numba/numba/issues/4098#issuecomment-493914533
|
||||||
|
x = np.zeros(
|
||||||
|
shape=size,
|
||||||
|
dtype=float64,
|
||||||
|
)
|
||||||
|
y, c = x.copy(), x.copy()
|
||||||
|
|
||||||
|
# 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):
|
||||||
|
|
||||||
|
# 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_field])
|
||||||
|
index = float64(q['index'])
|
||||||
|
|
||||||
|
istart = i * 6
|
||||||
|
istop = istart + 6
|
||||||
|
|
||||||
|
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
||||||
|
x[istart:istop] = (
|
||||||
|
index - bar_gap,
|
||||||
|
index,
|
||||||
|
index,
|
||||||
|
index,
|
||||||
|
index,
|
||||||
|
index + bar_gap,
|
||||||
|
)
|
||||||
|
y[istart:istop] = (
|
||||||
|
open,
|
||||||
|
open,
|
||||||
|
low,
|
||||||
|
high,
|
||||||
|
close,
|
||||||
|
close,
|
||||||
|
)
|
||||||
|
|
||||||
|
# specifies that the first edge is never connected to the
|
||||||
|
# prior bars last edge thus providing a small "gap"/"space"
|
||||||
|
# between bars determined by ``bar_gap``.
|
||||||
|
c[istart:istop] = (1, 1, 1, 1, 1, 0)
|
||||||
|
|
||||||
|
return x, y, c
|
||||||
|
|
@ -42,8 +42,8 @@ from ..data._formatters import (
|
||||||
OHLCBarsFmtr, # Plain OHLC renderer
|
OHLCBarsFmtr, # Plain OHLC renderer
|
||||||
OHLCBarsAsCurveFmtr, # OHLC converted to line
|
OHLCBarsAsCurveFmtr, # OHLC converted to line
|
||||||
StepCurveFmtr, # "step" curve (like for vlm)
|
StepCurveFmtr, # "step" curve (like for vlm)
|
||||||
xy_downsample,
|
|
||||||
)
|
)
|
||||||
|
from ..data._pathops import xy_downsample
|
||||||
from .._profile import (
|
from .._profile import (
|
||||||
pg_profile_enabled,
|
pg_profile_enabled,
|
||||||
# ms_slower_then,
|
# ms_slower_then,
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue