Merge pull request #258 from pikers/fsp_ui_mod

Fsp UI mod
py3.10_support
goodboy 2022-01-25 08:29:27 -05:00 committed by GitHub
commit a40e949940
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8 changed files with 1030 additions and 735 deletions

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@ -505,3 +505,35 @@ def maybe_open_shm_array(
# to fail if a block has been allocated # to fail if a block has been allocated
# on the OS by someone else. # on the OS by someone else.
return open_shm_array(key=key, dtype=dtype, **kwargs), True return open_shm_array(key=key, dtype=dtype, **kwargs), True
def try_read(
array: np.ndarray
) -> Optional[np.ndarray]:
'''
Try to read the last row from a shared mem array or ``None``
if the array read returns a zero-length array result.
Can be used to check for backfilling race conditions where an array
is currently being (re-)written by a writer actor but the reader is
unaware and reads during the window where the first and last indexes
are being updated.
'''
try:
return array[-1]
except IndexError:
# XXX: race condition with backfilling shm.
#
# the underlying issue is that a backfill (aka prepend) and subsequent
# shm array first/last index update could result in an empty array
# read here since the indices may be updated in such a way that
# a read delivers an empty array (though it seems like we
# *should* be able to prevent that?). also, as and alt and
# something we need anyway, maybe there should be some kind of
# signal that a prepend is taking place and this consumer can
# respond (eg. redrawing graphics) accordingly.
# the array read was emtpy
return None

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@ -106,6 +106,18 @@ class Symbol(BaseModel):
mult = 1 / self.tick_size mult = 1 / self.tick_size
return round(value * mult) / mult return round(value * mult) / mult
def front_feed(self) -> tuple[str, str]:
'''
Return the "current" feed key for this symbol.
(i.e. the broker + symbol key in a tuple).
'''
return (
list(self.broker_info.keys())[0],
self.key,
)
@validate_arguments @validate_arguments
def mk_symbol( def mk_symbol(

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@ -186,15 +186,17 @@ async def fsp_compute(
async def cascade( async def cascade(
ctx: tractor.Context, ctx: tractor.Context,
# data feed key
brokername: str, brokername: str,
symbol: str,
src_shm_token: dict, src_shm_token: dict,
dst_shm_token: tuple[str, np.dtype], dst_shm_token: tuple[str, np.dtype],
symbol: str,
func_name: str, func_name: str,
zero_on_step: bool = False,
zero_on_step: bool = False,
loglevel: Optional[str] = None, loglevel: Optional[str] = None,
) -> None: ) -> None:

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@ -19,8 +19,6 @@ High level chart-widget apis.
''' '''
from __future__ import annotations from __future__ import annotations
from functools import partial
from dataclasses import dataclass
from typing import Optional from typing import Optional
from PyQt5 import QtCore, QtWidgets from PyQt5 import QtCore, QtWidgets
@ -383,8 +381,9 @@ class LinkedSplits(QWidget):
style: str = 'bar', style: str = 'bar',
) -> 'ChartPlotWidget': ) -> ChartPlotWidget:
'''Start up and show main (price) chart and all linked subcharts. '''
Start up and show main (price) chart and all linked subcharts.
The data input struct array must include OHLC fields. The data input struct array must include OHLC fields.
@ -537,7 +536,7 @@ class LinkedSplits(QWidget):
) )
self.cursor.contents_labels.add_label( self.cursor.contents_labels.add_label(
cpw, cpw,
'ohlc', name,
anchor_at=('top', 'left'), anchor_at=('top', 'left'),
update_func=ContentsLabel.update_from_ohlc, update_func=ContentsLabel.update_from_ohlc,
) )
@ -611,11 +610,11 @@ class LinkedSplits(QWidget):
# import pydantic # import pydantic
# class ArrayScene(pydantic.BaseModel): # class Graphics(pydantic.BaseModel):
# ''' # '''
# Data-AGGRegate: high level API onto multiple (categorized) # Data-AGGRegate: high level API onto multiple (categorized)
# ``ShmArray``s with high level processing routines mostly for # ``ShmArray``s with high level processing routines for
# graphics summary and display. # graphics computations and display.
# ''' # '''
# arrays: dict[str, np.ndarray] = {} # arrays: dict[str, np.ndarray] = {}
@ -738,7 +737,7 @@ class ChartPlotWidget(pg.PlotWidget):
self.default_view() self.default_view()
self.cv.enable_auto_yrange() self.cv.enable_auto_yrange()
self.overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem) self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
def resume_all_feeds(self): def resume_all_feeds(self):
for feed in self._feeds.values(): for feed in self._feeds.values():
@ -849,7 +848,7 @@ class ChartPlotWidget(pg.PlotWidget):
# 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
self.addItem(graphics) self.plotItem.addItem(graphics)
# draw after to allow self.scene() to work... # draw after to allow self.scene() to work...
graphics.draw_from_data(data) graphics.draw_from_data(data)
@ -860,6 +859,57 @@ class ChartPlotWidget(pg.PlotWidget):
return graphics, data_key return graphics, data_key
def overlay_plotitem(
self,
name: str,
) -> pg.PlotItem:
# Custom viewbox impl
cv = self.mk_vb(name)
cv.chart = self
# xaxis = DynamicDateAxis(
# orientation='bottom',
# linkedsplits=self.linked,
# )
yaxis = PriceAxis(
orientation='right',
linkedsplits=self.linked,
)
plotitem = pg.PlotItem(
parent=self.plotItem,
name=name,
enableMenu=False,
viewBox=cv,
axisItems={
# 'bottom': xaxis,
'right': yaxis,
},
default_axes=[],
)
# plotitem.setAxisItems(
# add_to_layout=False,
# axisItems={
# 'bottom': xaxis,
# 'right': yaxis,
# },
# )
# plotite.hideAxis('right')
# plotite.hideAxis('bottom')
# plotitem.addItem(curve)
cv.enable_auto_yrange()
# plotitem.enableAutoRange(axis='y')
plotitem.hideButtons()
self.pi_overlay.add_plotitem(
plotitem,
# only link x-axes,
link_axes=(0,),
)
return plotitem
def draw_curve( def draw_curve(
self, self,
@ -868,7 +918,6 @@ class ChartPlotWidget(pg.PlotWidget):
array_key: Optional[str] = None, array_key: Optional[str] = None,
overlay: bool = False, overlay: bool = False,
separate_axes: bool = False,
color: Optional[str] = None, color: Optional[str] = None,
add_label: bool = True, add_label: bool = True,
@ -907,11 +956,11 @@ class ChartPlotWidget(pg.PlotWidget):
**pdi_kwargs, **pdi_kwargs,
) )
# XXX: see explanation for differenct caching modes: # XXX: see explanation for different caching modes:
# https://stackoverflow.com/a/39410081 # https://stackoverflow.com/a/39410081
# seems to only be useful if we don't re-generate the entire # seems to only be useful if we don't re-generate the entire
# QPainterPath every time # QPainterPath every time
# curve.curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache) # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
# don't ever use this - it's a colossal nightmare of artefacts # don't ever use this - it's a colossal nightmare of artefacts
# and is disastrous for performance. # and is disastrous for performance.
@ -921,83 +970,28 @@ class ChartPlotWidget(pg.PlotWidget):
self._graphics[name] = curve self._graphics[name] = curve
self._arrays[data_key] = data self._arrays[data_key] = data
pi = self.plotItem
# TODO: this probably needs its own method?
if overlay: if overlay:
# anchor_at = ('bottom', 'left') # anchor_at = ('bottom', 'left')
self._overlays[name] = None self._overlays[name] = None
if separate_axes: if isinstance(overlay, pg.PlotItem):
if overlay not in self.pi_overlay.overlays:
# Custom viewbox impl raise RuntimeError(
cv = self.mk_vb(name) f'{overlay} must be from `.plotitem_overlay()`'
def maxmin():
return self.maxmin(name=data_key)
# ensure view maxmin is computed from correct array
# cv._maxmin = partial(self.maxmin, name=data_key)
cv._maxmin = maxmin
cv.chart = self
# xaxis = DynamicDateAxis(
# orientation='bottom',
# linkedsplits=self.linked,
# )
yaxis = PriceAxis(
orientation='right',
linkedsplits=self.linked,
)
plotitem = pg.PlotItem(
parent=self.plotItem,
name=name,
enableMenu=False,
viewBox=cv,
axisItems={
# 'bottom': xaxis,
'right': yaxis,
},
default_axes=[],
)
# plotitem.setAxisItems(
# add_to_layout=False,
# axisItems={
# 'bottom': xaxis,
# 'right': yaxis,
# },
# )
# plotite.hideAxis('right')
# plotite.hideAxis('bottom')
plotitem.addItem(curve)
cv.enable_auto_yrange()
# config
# plotitem.setAutoVisible(y=True)
# plotitem.enableAutoRange(axis='y')
plotitem.hideButtons()
self.overlay.add_plotitem(
plotitem,
# only link x-axes,
link_axes=(0,),
) )
pi = overlay
else: else:
# this intnernally calls `PlotItem.addItem()` on the
# graphics object
self.addItem(curve)
else:
# this intnernally calls `PlotItem.addItem()` on the
# graphics object
self.addItem(curve)
# anchor_at = ('top', 'left') # anchor_at = ('top', 'left')
# TODO: something instead of stickies for overlays # TODO: something instead of stickies for overlays
# (we need something that avoids clutter on x-axis). # (we need something that avoids clutter on x-axis).
self._add_sticky(name, bg_color=color) self._add_sticky(name, bg_color=color)
pi.addItem(curve)
return curve, data_key return curve, data_key
# TODO: make this a ctx mngr # TODO: make this a ctx mngr
@ -1036,7 +1030,8 @@ class ChartPlotWidget(pg.PlotWidget):
**kwargs, **kwargs,
) -> pg.GraphicsObject: ) -> pg.GraphicsObject:
'''Update the named internal graphics from ``array``. '''
Update the named internal graphics from ``array``.
''' '''
self._arrays[self.name] = array self._arrays[self.name] = array
@ -1053,7 +1048,8 @@ class ChartPlotWidget(pg.PlotWidget):
**kwargs, **kwargs,
) -> pg.GraphicsObject: ) -> pg.GraphicsObject:
'''Update the named internal graphics from ``array``. '''
Update the named internal graphics from ``array``.
''' '''
assert len(array) assert len(array)
@ -1123,7 +1119,7 @@ class ChartPlotWidget(pg.PlotWidget):
def get_index(self, time: float) -> int: def get_index(self, time: float) -> int:
# TODO: this should go onto some sort of # TODO: this should go onto some sort of
# data-view strimg thinger..right? # data-view thinger..right?
ohlc = self._shm.array ohlc = self._shm.array
# XXX: not sure why the time is so off here # XXX: not sure why the time is so off here
@ -1178,15 +1174,9 @@ class ChartPlotWidget(pg.PlotWidget):
yhigh = np.nanmax(bars['high']) yhigh = np.nanmax(bars['high'])
else: else:
try:
view = bars[name or self.data_key] view = bars[name or self.data_key]
except:
breakpoint()
# if self.data_key != 'volume':
# else:
# view = bars
ylow = np.nanmin(view) ylow = np.nanmin(view)
yhigh = np.nanmax(view) yhigh = np.nanmax(view)
# print(f'{(ylow, yhigh)}')
# print(f'{(ylow, yhigh)}')
return ylow, yhigh return ylow, yhigh

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@ -24,7 +24,7 @@ from typing import Optional, Callable
import inspect import inspect
import numpy as np import numpy as np
import pyqtgraph as pg import pyqtgraph as pg
from PyQt5 import QtCore, QtGui, QtWidgets from PyQt5 import QtCore, QtWidgets
from PyQt5.QtCore import QPointF, QRectF from PyQt5.QtCore import QPointF, QRectF
from ._style import ( from ._style import (
@ -43,8 +43,8 @@ log = get_logger(__name__)
# latency (in terms of perceived lag in cross hair) so really be sure # latency (in terms of perceived lag in cross hair) so really be sure
# there's an improvement if you want to change it! # there's an improvement if you want to change it!
_mouse_rate_limit = 120 # TODO; should we calc current screen refresh rate? _mouse_rate_limit = 58 # TODO; should we calc current screen refresh rate?
_debounce_delay = 1 / 40 _debounce_delay = 1 / 60
_ch_label_opac = 1 _ch_label_opac = 1
@ -246,12 +246,16 @@ class ContentsLabels:
# for name, (label, update) in self._labels.items(): # for name, (label, update) in self._labels.items():
for chart, name, label, update in self._labels: for chart, name, label, update in self._labels:
if not (index >= 0 and index < chart._arrays['ohlc'][-1]['index']): array = chart._arrays[name]
if not (
index >= 0
and index < array[-1]['index']
):
# out of range # out of range
print('out of range?') print('out of range?')
continue continue
array = chart._arrays[name] # array = chart._arrays[name]
# call provided update func with data point # call provided update func with data point
try: try:
@ -462,12 +466,15 @@ class Cursor(pg.GraphicsObject):
def mouseMoved( def mouseMoved(
self, self,
evt: 'tuple[QMouseEvent]', # noqa coords: tuple[QPointF], # noqa
) -> None: # noqa
"""Update horizonal and vertical lines when mouse moves inside ) -> None:
'''
Update horizonal and vertical lines when mouse moves inside
either the main chart or any indicator subplot. either the main chart or any indicator subplot.
"""
pos = evt[0] '''
pos = coords[0]
# find position inside active plot # find position inside active plot
try: try:
@ -516,28 +523,37 @@ class Cursor(pg.GraphicsObject):
# with cursor movement # with cursor movement
self.contents_labels.update_labels(ix) self.contents_labels.update_labels(ix)
vl_x = ix + line_offset
for plot, opts in self.graphics.items(): for plot, opts in self.graphics.items():
# update the chart's "contents" label
# plot.update_contents_labels(ix)
# move the vertical line to the current "center of bar" # move the vertical line to the current "center of bar"
opts['vl'].setX(ix + line_offset) opts['vl'].setX(vl_x)
# update all subscribed curve dots # update all subscribed curve dots
for cursor in opts.get('cursors', ()): for cursor in opts.get('cursors', ()):
cursor.setIndex(ix) cursor.setIndex(ix)
# update the label on the bottom of the crosshair # update the label on the bottom of the crosshair
if 'bottom' in plot.plotItem.axes: axes = plot.plotItem.axes
self.xaxis_label.update_label(
# XXX: requires: # TODO: make this an up-front calc that we update
# https://github.com/pyqtgraph/pyqtgraph/pull/1418 # on axis-widget resize events.
# otherwise gobbles tons of CPU.. # left axis offset width for calcuating
# absolute x-axis label placement.
left_axis_width = 0
if 'bottom' in axes:
left = axes.get('left')
if left:
left_axis_width = left['item'].width()
# map back to abs (label-local) coordinates # map back to abs (label-local) coordinates
abs_pos=plot.mapFromView(QPointF(ix + line_offset, iy)), self.xaxis_label.update_label(
abs_pos=(
plot.mapFromView(QPointF(vl_x, iy)) -
QPointF(left_axis_width, 0)
),
value=ix, value=ix,
) )

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@ -21,36 +21,32 @@ this module ties together quote and computational (fsp) streams with
graphics update methods via our custom ``pyqtgraph`` charting api. graphics update methods via our custom ``pyqtgraph`` charting api.
''' '''
from contextlib import asynccontextmanager as acm
from functools import partial from functools import partial
from itertools import cycle
import time import time
from types import ModuleType from typing import Optional
from typing import Optional, AsyncGenerator
import numpy as np import numpy as np
from pydantic import create_model
import pyqtgraph as pg
import tractor import tractor
import trio import trio
from .. import brokers from .. import brokers
from .._cacheables import maybe_open_context
from tractor.trionics import gather_contexts
from ..data.feed import open_feed, Feed from ..data.feed import open_feed, Feed
from ._chart import ( from ._chart import (
ChartPlotWidget, ChartPlotWidget,
LinkedSplits, LinkedSplits,
GodWidget, GodWidget,
) )
from .. import fsp
from ._l1 import L1Labels from ._l1 import L1Labels
from ..data._sharedmem import ShmArray, maybe_open_shm_array from ._fsp import (
update_fsp_chart,
start_fsp_displays,
has_vlm,
open_vlm_displays,
)
from ..data._sharedmem import ShmArray, try_read
from ._forms import ( from ._forms import (
FieldsForm, FieldsForm,
mk_form,
mk_order_pane_layout, mk_order_pane_layout,
open_form_input_handling,
) )
from .order_mode import open_order_mode from .order_mode import open_order_mode
from ..log import get_logger from ..log import get_logger
@ -61,78 +57,6 @@ log = get_logger(__name__)
_quote_throttle_rate: int = 58 # Hz _quote_throttle_rate: int = 58 # Hz
def try_read(
array: np.ndarray
) -> Optional[np.ndarray]:
'''
Try to read the last row from a shared mem array or ``None``
if the array read returns a zero-length array result.
Can be used to check for backfilling race conditions where an array
is currently being (re-)written by a writer actor but the reader is
unaware and reads during the window where the first and last indexes
are being updated.
'''
try:
return array[-1]
except IndexError:
# XXX: race condition with backfilling shm.
#
# the underlying issue is that a backfill (aka prepend) and subsequent
# shm array first/last index update could result in an empty array
# read here since the indices may be updated in such a way that
# a read delivers an empty array (though it seems like we
# *should* be able to prevent that?). also, as and alt and
# something we need anyway, maybe there should be some kind of
# signal that a prepend is taking place and this consumer can
# respond (eg. redrawing graphics) accordingly.
# the array read was emtpy
return None
def update_fsp_chart(
chart: ChartPlotWidget,
shm: ShmArray,
graphics_name: str,
array_key: Optional[str],
) -> None:
array = shm.array
last_row = try_read(array)
# guard against unreadable case
if not last_row:
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
return
# update graphics
# NOTE: this does a length check internally which allows it
# staying above the last row check below..
chart.update_curve_from_array(
graphics_name,
array,
array_key=array_key or graphics_name,
)
chart.cv._set_yrange()
# XXX: re: ``array_key``: fsp func names must be unique meaning we
# can't have duplicates of the underlying data even if multiple
# sub-charts reference it under different 'named charts'.
# read from last calculated value and update any label
last_val_sticky = chart._ysticks.get(graphics_name)
if last_val_sticky:
# array = shm.array[array_key]
# if len(array):
# value = array[-1]
last = last_row[array_key]
last_val_sticky.update_from_data(-1, last)
# a working tick-type-classes template # a working tick-type-classes template
_tick_groups = { _tick_groups = {
'clears': {'trade', 'utrade', 'last'}, 'clears': {'trade', 'utrade', 'last'},
@ -151,6 +75,10 @@ def chart_maxmin(
float, float,
float, float,
]: ]:
'''
Compute max and min datums "in view" for range limits.
'''
# TODO: implement this # TODO: implement this
# https://arxiv.org/abs/cs/0610046 # https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin # https://github.com/lemire/pythonmaxmin
@ -178,7 +106,7 @@ def chart_maxmin(
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
async def update_chart_from_quotes( async def update_linked_charts_graphics(
linked: LinkedSplits, linked: LinkedSplits,
stream: tractor.MsgStream, stream: tractor.MsgStream,
ohlcv: np.ndarray, ohlcv: np.ndarray,
@ -189,7 +117,8 @@ async def update_chart_from_quotes(
) -> None: ) -> None:
'''The 'main' (price) chart real-time update loop. '''The 'main' (price) chart real-time update loop.
Receive from the quote stream and update the OHLC chart. Receive from the primary instrument quote stream and update the OHLC
chart.
''' '''
# TODO: bunch of stuff: # TODO: bunch of stuff:
@ -261,7 +190,10 @@ async def update_chart_from_quotes(
if ( if (
quote_period <= 1/_quote_throttle_rate quote_period <= 1/_quote_throttle_rate
and quote_rate > _quote_throttle_rate * 1.5
# in the absolute worst case we shouldn't see more then
# twice the expected throttle rate right!?
and quote_rate >= _quote_throttle_rate * 1.5
): ):
log.warning(f'High quote rate {symbol.key}: {quote_rate}') log.warning(f'High quote rate {symbol.key}: {quote_rate}')
last_quote = now last_quote = now
@ -297,12 +229,20 @@ async def update_chart_from_quotes(
mx_vlm_in_view != last_mx_vlm or mx_vlm_in_view != last_mx_vlm or
mx_vlm_in_view > last_mx_vlm mx_vlm_in_view > last_mx_vlm
): ):
print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}') # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vlm_view._set_yrange( vlm_view._set_yrange(
yrange=(0, mx_vlm_in_view * 1.375) yrange=(0, mx_vlm_in_view * 1.375)
) )
last_mx_vlm = mx_vlm_in_view last_mx_vlm = mx_vlm_in_view
for curve_name, shm in vlm_chart._overlays.items():
update_fsp_chart(
vlm_chart,
shm,
curve_name,
array_key=curve_name,
)
ticks_frame = quote.get('ticks', ()) ticks_frame = quote.get('ticks', ())
frames_by_type: dict[str, dict] = {} frames_by_type: dict[str, dict] = {}
@ -420,7 +360,7 @@ async def update_chart_from_quotes(
(mx > last_mx) or (mn < last_mn) (mx > last_mx) or (mn < last_mn)
and not chart._static_yrange == 'axis' and not chart._static_yrange == 'axis'
): ):
print(f'new y range: {(mn, mx)}') # print(f'new y range: {(mn, mx)}')
view._set_yrange( view._set_yrange(
yrange=(mn, mx), yrange=(mn, mx),
# TODO: we should probably scale # TODO: we should probably scale
@ -458,382 +398,6 @@ async def update_chart_from_quotes(
# chart._set_yrange() # chart._set_yrange()
def maybe_mk_fsp_shm(
sym: str,
field_name: str,
display_name: Optional[str] = None,
readonly: bool = True,
) -> (ShmArray, bool):
'''
Allocate a single row shm array for an symbol-fsp pair if none
exists, otherwise load the shm already existing for that token.
'''
uid = tractor.current_actor().uid
if not display_name:
display_name = field_name
# TODO: load function here and introspect
# return stream type(s)
# TODO: should `index` be a required internal field?
fsp_dtype = np.dtype([('index', int), (field_name, float)])
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
shm, opened = maybe_open_shm_array(
key,
# TODO: create entry for each time frame
dtype=fsp_dtype,
readonly=True,
)
return shm, opened
@acm
async def open_fsp_sidepane(
linked: LinkedSplits,
conf: dict[str, dict[str, str]],
) -> FieldsForm:
schema = {}
assert len(conf) == 1 # for now
# add (single) selection widget
for display_name, config in conf.items():
schema[display_name] = {
'label': '**fsp**:',
'type': 'select',
'default_value': [display_name],
}
# add parameters for selection "options"
params = config.get('params', {})
for name, config in params.items():
default = config['default_value']
kwargs = config.get('widget_kwargs', {})
# add to ORM schema
schema.update({
name: {
'label': f'**{name}**:',
'type': 'edit',
'default_value': default,
'kwargs': kwargs,
},
})
sidepane: FieldsForm = mk_form(
parent=linked.godwidget,
fields_schema=schema,
)
# https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
FspConfig = create_model(
'FspConfig',
name=display_name,
**params,
)
sidepane.model = FspConfig()
# just a logger for now until we get fsp configs up and running.
async def settings_change(key: str, value: str) -> bool:
print(f'{key}: {value}')
return True
# TODO:
async with (
open_form_input_handling(
sidepane,
focus_next=linked.godwidget,
on_value_change=settings_change,
)
):
yield sidepane
@acm
async def open_fsp_cluster(
workers: int = 2
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
from tractor._clustering import open_actor_cluster
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
async with open_actor_cluster(
count=2,
names=['fsp_0', 'fsp_1'],
modules=['piker.fsp._engine'],
) as cluster_map:
profiler('started fsp cluster')
yield cluster_map
@acm
async def maybe_open_fsp_cluster(
workers: int = 2,
**kwargs,
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
kwargs.update(
{'workers': workers}
)
async with maybe_open_context(
# for now make a cluster per client?
acm_func=open_fsp_cluster,
kwargs=kwargs,
) as (cache_hit, cluster_map):
if cache_hit:
log.info('re-using existing fsp cluster')
yield cluster_map
else:
yield cluster_map
async def start_fsp_displays(
cluster_map: dict[str, tractor.Portal],
linkedsplits: LinkedSplits,
fsps: dict[str, str],
sym: str,
src_shm: list,
brokermod: ModuleType,
group_status_key: str,
loglevel: str,
) -> None:
'''
Create sub-actors (under flat tree)
for each entry in config and attach to local graphics update tasks.
Pass target entrypoint and historical data.
'''
linkedsplits.focus()
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
async with trio.open_nursery() as n:
# Currently we spawn an actor per fsp chain but
# likely we'll want to pool them eventually to
# scale horizonatlly once cores are used up.
for (display_name, conf), (name, portal) in zip(
fsps.items(),
# round robin to cluster for now..
cycle(cluster_map.items()),
):
func_name = conf['func_name']
shm, opened = maybe_mk_fsp_shm(
sym,
field_name=func_name,
display_name=display_name,
readonly=True,
)
profiler(f'created shm for fsp actor: {display_name}')
# XXX: fsp may have been opened by a duplicate chart.
# Error for now until we figure out how to wrap fsps as
# "feeds". assert opened, f"A chart for {key} likely
# already exists?"
profiler(f'attached to fsp portal: {display_name}')
# init async
n.start_soon(
partial(
update_chart_from_fsp,
portal,
linkedsplits,
brokermod,
sym,
src_shm,
func_name,
display_name,
conf=conf,
shm=shm,
is_overlay=conf.get('overlay', False),
group_status_key=group_status_key,
loglevel=loglevel,
profiler=profiler,
)
)
# blocks here until all fsp actors complete
async def update_chart_from_fsp(
portal: tractor.Portal,
linkedsplits: LinkedSplits,
brokermod: ModuleType,
sym: str,
src_shm: ShmArray,
func_name: str,
display_name: str,
conf: dict[str, dict],
shm: ShmArray,
is_overlay: bool,
group_status_key: str,
loglevel: str,
profiler: pg.debug.Profiler,
) -> None:
'''
FSP stream chart update loop.
This is called once for each entry in the fsp
config map.
'''
profiler(f'started chart task for fsp: {func_name}')
done = linkedsplits.window().status_bar.open_status(
f'loading fsp, {display_name}..',
group_key=group_status_key,
)
async with (
portal.open_context(
# chaining entrypoint
fsp.cascade,
# name as title of sub-chart
brokername=brokermod.name,
src_shm_token=src_shm.token,
dst_shm_token=shm.token,
symbol=sym,
func_name=func_name,
loglevel=loglevel,
zero_on_step=conf.get('zero_on_step', False),
) as (ctx, last_index),
ctx.open_stream() as stream,
open_fsp_sidepane(linkedsplits, {display_name: conf},) as sidepane,
):
profiler(f'fsp:{func_name} attached to fsp ctx-stream')
if is_overlay:
chart = linkedsplits.chart
chart.draw_curve(
name=display_name,
data=shm.array,
overlay=True,
color='default_light',
)
# specially store ref to shm for lookup in display loop
chart._overlays[display_name] = shm
else:
chart = linkedsplits.add_plot(
name=display_name,
array=shm.array,
array_key=conf['func_name'],
sidepane=sidepane,
# curve by default
ohlc=False,
# settings passed down to ``ChartPlotWidget``
**conf.get('chart_kwargs', {})
# static_yrange=(0, 100),
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linkedsplits.chart.name
array_key = func_name
profiler(f'fsp:{func_name} chart created')
# first UI update, usually from shm pushed history
update_fsp_chart(
chart,
shm,
display_name,
array_key=array_key,
)
chart.linked.focus()
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
# ``pg.FillBetweenItems`` seems to be one technique using
# generic fills between curve types while ``PlotCurveItem`` has
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
# might be the best solution?
# graphics = chart.update_from_array(chart.name, array[func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
if func_name == 'rsi':
from ._lines import level_line
# add moveable over-[sold/bought] lines
# and labels only for the 70/30 lines
level_line(chart, 20)
level_line(chart, 30, orient_v='top')
level_line(chart, 70, orient_v='bottom')
level_line(chart, 80, orient_v='top')
chart.cv._set_yrange()
done() # status updates
profiler(f'fsp:{func_name} starting update loop')
profiler.finish()
# update chart graphics
last = time.time()
async for value in stream:
# chart isn't actively shown so just skip render cycle
if chart.linked.isHidden():
continue
else:
now = time.time()
period = now - last
if period <= 1/_quote_throttle_rate:
# faster then display refresh rate
print(f'fsp too fast: {1/period}')
continue
# run synchronous update
update_fsp_chart(
chart,
shm,
display_name,
array_key=func_name,
)
# set time of last graphics update
last = time.time()
async def check_for_new_bars( async def check_for_new_bars(
feed: Feed, feed: Feed,
ohlcv: np.ndarray, ohlcv: np.ndarray,
@ -908,93 +472,6 @@ async def check_for_new_bars(
price_chart.increment_view() price_chart.increment_view()
def has_vlm(ohlcv: ShmArray) -> bool:
# make sure that the instrument supports volume history
# (sometimes this is not the case for some commodities and
# derivatives)
volm = ohlcv.array['volume']
return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm)))
@acm
async def maybe_open_vlm_display(
linked: LinkedSplits,
ohlcv: ShmArray,
) -> ChartPlotWidget:
if not has_vlm(ohlcv):
log.warning(f"{linked.symbol.key} does not seem to have volume info")
yield
return
else:
shm, opened = maybe_mk_fsp_shm(
linked.symbol.key,
'vlm',
readonly=True,
)
async with open_fsp_sidepane(
linked, {
'vlm': {
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane:
# built-in $vlm
shm = ohlcv
chart = linked.add_plot(
name='volume',
array=shm.array,
array_key='volume',
sidepane=sidepane,
# curve by default
ohlc=False,
# Draw vertical bars from zero.
# we do this internally ourselves since
# the curve item internals are pretty convoluted.
style='step',
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linked.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
chart.update_curve_from_array(
'volume',
shm.array,
)
# size view to data once at outset
chart.cv._set_yrange()
yield chart
async def display_symbol_data( async def display_symbol_data(
godwidget: GodWidget, godwidget: GodWidget,
provider: str, provider: str,
@ -1084,57 +561,6 @@ async def display_symbol_data(
# TODO: a data view api that makes this less shit # TODO: a data view api that makes this less shit
chart._shm = ohlcv chart._shm = ohlcv
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
# 'dolla_vlm': {
# 'func_name': 'dolla_vlm',
# 'zero_on_step': True,
# 'params': {
# 'price_func': {
# 'default_value': 'chl3',
# # tell target ``Edit`` widget to not allow
# # edits for now.
# 'widget_kwargs': {'readonly': True},
# },
# },
# 'chart_kwargs': {'style': 'step'}
# },
# 'rsi': {
# 'func_name': 'rsi', # literal python func ref lookup name
# # map of parameters to place on the fsp sidepane widget
# # which should map to dynamic inputs available to the
# # fsp function at runtime.
# 'params': {
# 'period': {
# 'default_value': 14,
# 'widget_kwargs': {'readonly': True},
# },
# },
# # ``ChartPlotWidget`` options passthrough
# 'chart_kwargs': {
# 'static_yrange': (0, 100),
# },
# },
}
if has_vlm(ohlcv): # and provider != 'binance':
# binance is too fast atm for FSPs until we wrap
# the fsp streams as throttled ``Feeds``, see
#
# add VWAP to fsp config for downstream loading
fsp_conf.update({
'vwap': {
'func_name': 'vwap',
'overlay': True,
'anchor': 'session',
},
})
# NOTE: we must immediately tell Qt to show the OHLC chart # NOTE: we must immediately tell Qt to show the OHLC chart
# to avoid a race where the subplots get added/shown to # to avoid a race where the subplots get added/shown to
# the linked set *before* the main price chart! # the linked set *before* the main price chart!
@ -1142,32 +568,30 @@ async def display_symbol_data(
linkedsplits.focus() linkedsplits.focus()
await trio.sleep(0) await trio.sleep(0)
vlm_chart = None vlm_chart: Optional[ChartPlotWidget] = None
async with trio.open_nursery() as ln:
async with gather_contexts( # if available load volume related built-in display(s)
( if has_vlm(ohlcv):
trio.open_nursery(), vlm_chart = await ln.start(
maybe_open_vlm_display(linkedsplits, ohlcv), open_vlm_displays,
maybe_open_fsp_cluster(), linkedsplits,
ohlcv,
) )
) as (ln, vlm_chart, cluster_map):
# load initial fsp chain (otherwise known as "indicators") # load (user's) FSP set (otherwise known as "indicators")
# from an input config.
ln.start_soon( ln.start_soon(
start_fsp_displays, start_fsp_displays,
cluster_map,
linkedsplits, linkedsplits,
fsp_conf,
sym,
ohlcv, ohlcv,
brokermod,
loading_sym_key, loading_sym_key,
loglevel, loglevel,
) )
# start graphics update loop after receiving first live quote # start graphics update loop after receiving first live quote
ln.start_soon( ln.start_soon(
update_chart_from_quotes, update_linked_charts_graphics,
linkedsplits, linkedsplits,
feed.stream, feed.stream,
ohlcv, ohlcv,
@ -1175,6 +599,7 @@ async def display_symbol_data(
vlm_chart, vlm_chart,
) )
# start sample step incrementer
ln.start_soon( ln.start_soon(
check_for_new_bars, check_for_new_bars,
feed, feed,
@ -1196,5 +621,9 @@ async def display_symbol_data(
await trio.sleep(0) await trio.sleep(0)
linkedsplits.resize_sidepanes() linkedsplits.resize_sidepanes()
# TODO: make this not so shit XD
# close group status
sbar._status_groups[loading_sym_key][1]()
# let the app run. # let the app run.
await trio.sleep_forever() await trio.sleep_forever()

812
piker/ui/_fsp.py 100644
View File

@ -0,0 +1,812 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# 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/>.
'''
FSP UI and graphics components.
Financial signal processing cluster and real-time graphics management.
'''
from contextlib import asynccontextmanager as acm
from functools import partial
from itertools import cycle
from typing import Optional, AsyncGenerator, Any
import numpy as np
from pydantic import create_model
import tractor
# from tractor.trionics import gather_contexts
import pyqtgraph as pg
import trio
from trio_typing import TaskStatus
from .._cacheables import maybe_open_context
from ..data._sharedmem import (
ShmArray,
maybe_open_shm_array,
try_read,
)
from ._chart import (
ChartPlotWidget,
LinkedSplits,
)
from .. import fsp
from ._forms import (
FieldsForm,
mk_form,
open_form_input_handling,
)
from ..log import get_logger
log = get_logger(__name__)
def maybe_mk_fsp_shm(
sym: str,
field_name: str,
display_name: Optional[str] = None,
readonly: bool = True,
) -> (ShmArray, bool):
'''
Allocate a single row shm array for an symbol-fsp pair if none
exists, otherwise load the shm already existing for that token.
'''
uid = tractor.current_actor().uid
if not display_name:
display_name = field_name
# TODO: load function here and introspect
# return stream type(s)
# TODO: should `index` be a required internal field?
fsp_dtype = np.dtype([('index', int), (field_name, float)])
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
shm, opened = maybe_open_shm_array(
key,
# TODO: create entry for each time frame
dtype=fsp_dtype,
readonly=True,
)
return shm, opened
def has_vlm(ohlcv: ShmArray) -> bool:
# make sure that the instrument supports volume history
# (sometimes this is not the case for some commodities and
# derivatives)
vlm = ohlcv.array['volume']
return not bool(np.all(np.isin(vlm, -1)) or np.all(np.isnan(vlm)))
def update_fsp_chart(
chart: ChartPlotWidget,
shm: ShmArray,
graphics_name: str,
array_key: Optional[str],
) -> None:
array = shm.array
last_row = try_read(array)
# guard against unreadable case
if not last_row:
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
return
# update graphics
# NOTE: this does a length check internally which allows it
# staying above the last row check below..
chart.update_curve_from_array(
graphics_name,
array,
array_key=array_key or graphics_name,
)
# XXX: re: ``array_key``: fsp func names must be unique meaning we
# can't have duplicates of the underlying data even if multiple
# sub-charts reference it under different 'named charts'.
# read from last calculated value and update any label
last_val_sticky = chart._ysticks.get(graphics_name)
if last_val_sticky:
# array = shm.array[array_key]
# if len(array):
# value = array[-1]
last = last_row[array_key]
last_val_sticky.update_from_data(-1, last)
@acm
async def open_fsp_sidepane(
linked: LinkedSplits,
conf: dict[str, dict[str, str]],
) -> FieldsForm:
schema = {}
assert len(conf) == 1 # for now
# add (single) selection widget
for display_name, config in conf.items():
schema[display_name] = {
'label': '**fsp**:',
'type': 'select',
'default_value': [display_name],
}
# add parameters for selection "options"
params = config.get('params', {})
for name, config in params.items():
default = config['default_value']
kwargs = config.get('widget_kwargs', {})
# add to ORM schema
schema.update({
name: {
'label': f'**{name}**:',
'type': 'edit',
'default_value': default,
'kwargs': kwargs,
},
})
sidepane: FieldsForm = mk_form(
parent=linked.godwidget,
fields_schema=schema,
)
# https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
FspConfig = create_model(
'FspConfig',
name=display_name,
**params,
)
sidepane.model = FspConfig()
# just a logger for now until we get fsp configs up and running.
async def settings_change(key: str, value: str) -> bool:
print(f'{key}: {value}')
return True
# TODO:
async with (
open_form_input_handling(
sidepane,
focus_next=linked.godwidget,
on_value_change=settings_change,
)
):
yield sidepane
@acm
async def open_fsp_actor_cluster(
names: list[str] = ['fsp_0', 'fsp_1'],
) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
from tractor._clustering import open_actor_cluster
# profiler = pg.debug.Profiler(
# delayed=False,
# disabled=False
# )
async with open_actor_cluster(
count=2,
names=names,
modules=['piker.fsp._engine'],
) as cluster_map:
# profiler('started fsp cluster')
yield cluster_map
async def run_fsp_ui(
linkedsplits: LinkedSplits,
shm: ShmArray,
started: trio.Event,
func_name: str,
display_name: str,
conf: dict[str, dict],
loglevel: str,
# profiler: pg.debug.Profiler,
# _quote_throttle_rate: int = 58,
) -> None:
'''
Taskf for UI spawning around a ``LinkedSplits`` chart for fsp
related graphics/UX management.
This is normally spawned/called once for each entry in the fsp
config.
'''
# profiler(f'started UI task for fsp: {func_name}')
async with (
# side UI for parameters/controls
open_fsp_sidepane(
linkedsplits,
{display_name: conf},
) as sidepane,
):
await started.wait()
# profiler(f'fsp:{func_name} attached to fsp ctx-stream')
overlay_with = conf.get('overlay', False)
if overlay_with:
if overlay_with == 'ohlc':
chart = linkedsplits.chart
else:
chart = linkedsplits.subplots[overlay_with]
chart.draw_curve(
name=display_name,
data=shm.array,
overlay=True,
color='default_light',
array_key=func_name,
separate_axes=conf.get('separate_axes', False),
**conf.get('chart_kwargs', {})
)
# specially store ref to shm for lookup in display loop
chart._overlays[display_name] = shm
else:
# create a new sub-chart widget for this fsp
chart = linkedsplits.add_plot(
name=display_name,
array=shm.array,
array_key=func_name,
sidepane=sidepane,
# curve by default
ohlc=False,
# settings passed down to ``ChartPlotWidget``
**conf.get('chart_kwargs', {})
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linkedsplits.chart.name
array_key = func_name
# profiler(f'fsp:{func_name} chart created')
# first UI update, usually from shm pushed history
update_fsp_chart(
chart,
shm,
display_name,
array_key=array_key,
)
chart.linked.focus()
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
# ``pg.FillBetweenItems`` seems to be one technique using
# generic fills between curve types while ``PlotCurveItem`` has
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
# might be the best solution?
# graphics = chart.update_from_array(chart.name, array[func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
# if func_name == 'rsi':
# from ._lines import level_line
# # add moveable over-[sold/bought] lines
# # and labels only for the 70/30 lines
# level_line(chart, 20)
# level_line(chart, 30, orient_v='top')
# level_line(chart, 70, orient_v='bottom')
# level_line(chart, 80, orient_v='top')
chart.view._set_yrange()
# done() # status updates
# profiler(f'fsp:{func_name} starting update loop')
# profiler.finish()
# update chart graphics
# last = time.time()
# XXX: this currently doesn't loop since
# the FSP engine does **not** push updates atm
# since we do graphics update in the main loop
# in ``._display.
# async for value in stream:
# print(value)
# # chart isn't actively shown so just skip render cycle
# if chart.linked.isHidden():
# continue
# else:
# now = time.time()
# period = now - last
# if period <= 1/_quote_throttle_rate:
# # faster then display refresh rate
# print(f'fsp too fast: {1/period}')
# continue
# # run synchronous update
# update_fsp_chart(
# chart,
# shm,
# display_name,
# array_key=func_name,
# )
# # set time of last graphics update
# last = time.time()
class FspAdmin:
'''
Client API for orchestrating FSP actors and displaying
real-time graphics output.
'''
def __init__(
self,
tn: trio.Nursery,
cluster: dict[str, tractor.Portal],
linked: LinkedSplits,
src_shm: ShmArray,
) -> None:
self.tn = tn
self.cluster = cluster
self.linked = linked
self._rr_next_actor = cycle(cluster.items())
self._registry: dict[
tuple,
tuple[tractor.MsgStream, ShmArray]
] = {}
self.src_shm = src_shm
def rr_next_portal(self) -> tractor.Portal:
name, portal = next(self._rr_next_actor)
return portal
async def open_chain(
self,
portal: tractor.Portal,
complete: trio.Event,
started: trio.Event,
dst_shm: ShmArray,
conf: dict,
func_name: str,
loglevel: str,
) -> None:
'''
Task which opens a remote FSP endpoint in the managed
cluster and sleeps until signalled to exit.
'''
brokername, sym = self.linked.symbol.front_feed()
async with (
portal.open_context(
# chaining entrypoint
fsp.cascade,
# data feed key
brokername=brokername,
symbol=sym,
# mems
src_shm_token=self.src_shm.token,
dst_shm_token=dst_shm.token,
# target
func_name=func_name,
loglevel=loglevel,
zero_on_step=conf.get('zero_on_step', False),
) as (ctx, last_index),
ctx.open_stream() as stream,
):
# register output data
self._registry[(brokername, sym, func_name)] = (
stream, dst_shm, complete)
started.set()
# wait for graceful shutdown signal
await complete.wait()
async def start_engine_task(
self,
display_name: str,
conf: dict[str, dict[str, Any]],
worker_name: Optional[str] = None,
loglevel: str = 'error',
) -> (ShmArray, trio.Event):
# unpack FSP details from config dict
func_name = conf['func_name']
# allocate an output shm array
dst_shm, opened = maybe_mk_fsp_shm(
self.linked.symbol.front_feed(),
field_name=func_name,
display_name=display_name,
readonly=True,
)
if not opened:
raise RuntimeError(f'Already started FSP {func_name}')
portal = self.cluster.get(worker_name) or self.rr_next_portal()
complete = trio.Event()
started = trio.Event()
self.tn.start_soon(
self.open_chain,
portal,
complete,
started,
dst_shm,
conf,
func_name,
loglevel,
)
return dst_shm, started
async def open_fsp_chart(
self,
display_name: str,
conf: dict, # yeah probably dumb..
loglevel: str = 'error',
) -> (trio.Event, ChartPlotWidget):
func_name = conf['func_name']
shm, started = await self.start_engine_task(
display_name,
conf,
loglevel,
)
# init async
self.tn.start_soon(
partial(
run_fsp_ui,
self.linked,
shm,
started,
func_name,
display_name,
conf=conf,
loglevel=loglevel,
)
)
return started
@acm
async def open_fsp_admin(
linked: LinkedSplits,
src_shm: ShmArray,
**kwargs,
) -> AsyncGenerator[dict, dict[str, tractor.Portal]]:
async with (
maybe_open_context(
# for now make a cluster per client?
acm_func=open_fsp_actor_cluster,
kwargs=kwargs,
) as (cache_hit, cluster_map),
trio.open_nursery() as tn,
):
if cache_hit:
log.info('re-using existing fsp cluster')
admin = FspAdmin(
tn,
cluster_map,
linked,
src_shm,
)
try:
yield admin
finally:
# terminate all tasks via signals
for key, entry in admin._registry.items():
_, _, event = entry
event.set()
async def open_vlm_displays(
linked: LinkedSplits,
ohlcv: ShmArray,
dvlm: bool = True,
task_status: TaskStatus[ChartPlotWidget] = trio.TASK_STATUS_IGNORED,
) -> ChartPlotWidget:
'''
Volume subchart displays.
Since "volume" is often included directly alongside OHLCV price
data, we don't really need a separate FSP-actor + shm array for it
since it's likely already directly adjacent to OHLC samples from the
data provider.
Further only if volume data is detected (it sometimes isn't provided
eg. forex, certain commodities markets) will volume dependent FSPs
be spawned here.
'''
async with (
open_fsp_sidepane(
linked, {
'vlm': {
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane,
open_fsp_admin(linked, ohlcv) as admin,
):
# built-in vlm which we plot ASAP since it's
# usually data provided directly with OHLC history.
shm = ohlcv
chart = linked.add_plot(
name='volume',
array=shm.array,
array_key='volume',
sidepane=sidepane,
# curve by default
ohlc=False,
# Draw vertical bars from zero.
# we do this internally ourselves since
# the curve item internals are pretty convoluted.
style='step',
)
# force 0 to always be in view
def maxmin(name) -> tuple[float, float]:
mxmn = chart.maxmin(name=name)
if mxmn:
return 0, mxmn[1]
return 0, 0
chart.view._maxmin = partial(maxmin, name='volume')
# TODO: fix the x-axis label issue where if you put
# the axis on the left it's totally not lined up...
# show volume units value on LHS (for dinkus)
# chart.hideAxis('right')
# chart.showAxis('left')
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# send back new chart to caller
task_status.started(chart)
# should **not** be the same sub-chart widget
assert chart.name != linked.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
chart.update_curve_from_array(
'volume',
shm.array,
)
# size view to data once at outset
chart.view._set_yrange()
if not dvlm:
return
# spawn and overlay $ vlm on the same subchart
shm, started = await admin.start_engine_task(
'dolla_vlm',
# linked.symbol.front_feed(), # data-feed symbol key
{ # fsp engine conf
'func_name': 'dolla_vlm',
'zero_on_step': True,
'params': {
'price_func': {
'default_value': 'chl3',
},
},
},
# loglevel,
)
# profiler(f'created shm for fsp actor: {display_name}')
await started.wait()
pi = chart.overlay_plotitem(
'dolla_vlm',
)
# add custom auto range handler
pi.vb._maxmin = partial(maxmin, name='dolla_vlm')
curve, _ = chart.draw_curve(
name='dolla_vlm',
data=shm.array,
array_key='dolla_vlm',
overlay=pi,
color='charcoal',
step_mode=True,
# **conf.get('chart_kwargs', {})
)
# TODO: is there a way to "sync" the dual axes such that only
# one curve is needed?
# curve.hide()
# TODO: we need a better API to do this..
# specially store ref to shm for lookup in display loop
# since only a placeholder of `None` is entered in
# ``.draw_curve()``.
chart._overlays['dolla_vlm'] = shm
# XXX: old dict-style config before it was moved into the helper task
# 'dolla_vlm': {
# 'func_name': 'dolla_vlm',
# 'zero_on_step': True,
# 'overlay': 'volume',
# 'separate_axes': True,
# 'params': {
# 'price_func': {
# 'default_value': 'chl3',
# # tell target ``Edit`` widget to not allow
# # edits for now.
# 'widget_kwargs': {'readonly': True},
# },
# },
# 'chart_kwargs': {'step_mode': True}
# },
# }
# built-in vlm fsps
for display_name, conf in {
'vwap': {
'func_name': 'vwap',
'overlay': 'ohlc', # overlays with OHLCV (main) chart
'anchor': 'session',
},
}.items():
started = await admin.open_fsp_chart(
display_name,
conf,
)
async def start_fsp_displays(
linked: LinkedSplits,
ohlcv: ShmArray,
group_status_key: str,
loglevel: str,
) -> None:
'''
Create fsp charts from a config input attached to a local actor
compute cluster.
Pass target entrypoint and historical data via ``ShmArray``.
'''
linked.focus()
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
# 'rsi': {
# 'func_name': 'rsi', # literal python func ref lookup name
# # map of parameters to place on the fsp sidepane widget
# # which should map to dynamic inputs available to the
# # fsp function at runtime.
# 'params': {
# 'period': {
# 'default_value': 14,
# 'widget_kwargs': {'readonly': True},
# },
# },
# # ``ChartPlotWidget`` options passthrough
# 'chart_kwargs': {
# 'static_yrange': (0, 100),
# },
# },
}
profiler = pg.debug.Profiler(
delayed=False,
disabled=False
)
# async with gather_contexts((
async with (
# NOTE: this admin internally opens an actor cluster
open_fsp_admin(linked, ohlcv) as admin,
):
statuses = []
for display_name, conf in fsp_conf.items():
started = await admin.open_fsp_chart(
display_name,
conf,
)
done = linked.window().status_bar.open_status(
f'loading fsp, {display_name}..',
group_key=group_status_key,
)
statuses.append((started, done))
for fsp_loaded, status_cb in statuses:
await fsp_loaded.wait()
profiler(f'attached to fsp portal: {display_name}')
status_cb()
# blocks on nursery until all fsp actors complete

View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers # piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for piker0) # Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify # 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 # it under the terms of the GNU Affero General Public License as published by
@ -25,7 +25,7 @@ from typing import Callable, Optional, Union
import uuid import uuid
from pyqtgraph import QtGui from pyqtgraph import QtGui
from PyQt5 import QtCore, QtWidgets from PyQt5 import QtCore
from PyQt5.QtWidgets import QLabel, QStatusBar from PyQt5.QtWidgets import QLabel, QStatusBar
from ..log import get_logger from ..log import get_logger
@ -55,7 +55,8 @@ class MultiStatus:
group_key: Optional[Union[bool, str]] = False, group_key: Optional[Union[bool, str]] = False,
) -> Union[Callable[..., None], str]: ) -> Union[Callable[..., None], str]:
'''Add a status to the status bar and return a close callback which '''
Add a status to the status bar and return a close callback which
when called will remove the status ``msg``. when called will remove the status ``msg``.
''' '''
@ -137,7 +138,8 @@ class MultiStatus:
return ret return ret
def render(self) -> None: def render(self) -> None:
'''Display all open statuses to bar. '''
Display all open statuses to bar.
''' '''
if self.statuses: if self.statuses: