commit
a40e949940
|
@ -505,3 +505,35 @@ def maybe_open_shm_array(
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# to fail if a block has been allocated
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# on the OS by someone else.
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return open_shm_array(key=key, dtype=dtype, **kwargs), True
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def try_read(
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array: np.ndarray
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) -> Optional[np.ndarray]:
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'''
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Try to read the last row from a shared mem array or ``None``
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if the array read returns a zero-length array result.
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Can be used to check for backfilling race conditions where an array
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is currently being (re-)written by a writer actor but the reader is
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unaware and reads during the window where the first and last indexes
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are being updated.
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'''
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try:
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return array[-1]
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except IndexError:
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# XXX: race condition with backfilling shm.
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#
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# the underlying issue is that a backfill (aka prepend) and subsequent
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# shm array first/last index update could result in an empty array
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# read here since the indices may be updated in such a way that
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# a read delivers an empty array (though it seems like we
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# *should* be able to prevent that?). also, as and alt and
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# something we need anyway, maybe there should be some kind of
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# signal that a prepend is taking place and this consumer can
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# respond (eg. redrawing graphics) accordingly.
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# the array read was emtpy
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return None
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@ -106,6 +106,18 @@ class Symbol(BaseModel):
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mult = 1 / self.tick_size
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return round(value * mult) / mult
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def front_feed(self) -> tuple[str, str]:
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'''
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Return the "current" feed key for this symbol.
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(i.e. the broker + symbol key in a tuple).
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'''
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return (
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list(self.broker_info.keys())[0],
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self.key,
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)
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@validate_arguments
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def mk_symbol(
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@ -186,15 +186,17 @@ async def fsp_compute(
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async def cascade(
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ctx: tractor.Context,
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# data feed key
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brokername: str,
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symbol: str,
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src_shm_token: dict,
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dst_shm_token: tuple[str, np.dtype],
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symbol: str,
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func_name: str,
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zero_on_step: bool = False,
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zero_on_step: bool = False,
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loglevel: Optional[str] = None,
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) -> None:
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@ -19,8 +19,6 @@ High level chart-widget apis.
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'''
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from __future__ import annotations
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from functools import partial
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from dataclasses import dataclass
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from typing import Optional
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from PyQt5 import QtCore, QtWidgets
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@ -383,8 +381,9 @@ class LinkedSplits(QWidget):
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style: str = 'bar',
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) -> 'ChartPlotWidget':
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'''Start up and show main (price) chart and all linked subcharts.
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) -> ChartPlotWidget:
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'''
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Start up and show main (price) chart and all linked subcharts.
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The data input struct array must include OHLC fields.
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@ -537,7 +536,7 @@ class LinkedSplits(QWidget):
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)
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self.cursor.contents_labels.add_label(
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cpw,
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'ohlc',
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name,
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anchor_at=('top', 'left'),
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update_func=ContentsLabel.update_from_ohlc,
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)
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@ -611,11 +610,11 @@ class LinkedSplits(QWidget):
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# import pydantic
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# class ArrayScene(pydantic.BaseModel):
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# class Graphics(pydantic.BaseModel):
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# '''
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# Data-AGGRegate: high level API onto multiple (categorized)
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# ``ShmArray``s with high level processing routines mostly for
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# graphics summary and display.
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# ``ShmArray``s with high level processing routines for
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# graphics computations and display.
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# '''
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# arrays: dict[str, np.ndarray] = {}
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@ -738,7 +737,7 @@ class ChartPlotWidget(pg.PlotWidget):
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self.default_view()
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self.cv.enable_auto_yrange()
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self.overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
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self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
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def resume_all_feeds(self):
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for feed in self._feeds.values():
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@ -849,7 +848,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# adds all bar/candle graphics objects for each data point in
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# the np array buffer to be drawn on next render cycle
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self.addItem(graphics)
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self.plotItem.addItem(graphics)
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# draw after to allow self.scene() to work...
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graphics.draw_from_data(data)
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@ -860,6 +859,57 @@ class ChartPlotWidget(pg.PlotWidget):
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return graphics, data_key
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def overlay_plotitem(
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self,
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name: str,
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) -> pg.PlotItem:
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# Custom viewbox impl
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cv = self.mk_vb(name)
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cv.chart = self
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# xaxis = DynamicDateAxis(
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# orientation='bottom',
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# linkedsplits=self.linked,
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# )
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yaxis = PriceAxis(
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orientation='right',
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linkedsplits=self.linked,
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)
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plotitem = pg.PlotItem(
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parent=self.plotItem,
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name=name,
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enableMenu=False,
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viewBox=cv,
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axisItems={
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# 'bottom': xaxis,
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'right': yaxis,
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},
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default_axes=[],
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)
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# plotitem.setAxisItems(
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# add_to_layout=False,
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# axisItems={
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# 'bottom': xaxis,
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# 'right': yaxis,
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# },
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# )
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# plotite.hideAxis('right')
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# plotite.hideAxis('bottom')
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# plotitem.addItem(curve)
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cv.enable_auto_yrange()
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# plotitem.enableAutoRange(axis='y')
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plotitem.hideButtons()
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self.pi_overlay.add_plotitem(
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plotitem,
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# only link x-axes,
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link_axes=(0,),
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)
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return plotitem
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def draw_curve(
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self,
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@ -868,7 +918,6 @@ class ChartPlotWidget(pg.PlotWidget):
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array_key: Optional[str] = None,
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overlay: bool = False,
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separate_axes: bool = False,
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color: Optional[str] = None,
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add_label: bool = True,
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@ -907,11 +956,11 @@ class ChartPlotWidget(pg.PlotWidget):
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**pdi_kwargs,
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)
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# XXX: see explanation for differenct caching modes:
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# XXX: see explanation for different caching modes:
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# https://stackoverflow.com/a/39410081
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# seems to only be useful if we don't re-generate the entire
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# QPainterPath every time
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# curve.curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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# curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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# don't ever use this - it's a colossal nightmare of artefacts
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# and is disastrous for performance.
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@ -921,83 +970,28 @@ class ChartPlotWidget(pg.PlotWidget):
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self._graphics[name] = curve
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self._arrays[data_key] = data
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pi = self.plotItem
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# TODO: this probably needs its own method?
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if overlay:
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# anchor_at = ('bottom', 'left')
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self._overlays[name] = None
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if separate_axes:
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# Custom viewbox impl
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cv = self.mk_vb(name)
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def maxmin():
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return self.maxmin(name=data_key)
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# ensure view maxmin is computed from correct array
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# cv._maxmin = partial(self.maxmin, name=data_key)
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cv._maxmin = maxmin
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cv.chart = self
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# xaxis = DynamicDateAxis(
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# orientation='bottom',
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# linkedsplits=self.linked,
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# )
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yaxis = PriceAxis(
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orientation='right',
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linkedsplits=self.linked,
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)
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plotitem = pg.PlotItem(
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parent=self.plotItem,
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name=name,
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enableMenu=False,
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viewBox=cv,
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axisItems={
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# 'bottom': xaxis,
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'right': yaxis,
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},
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default_axes=[],
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)
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# plotitem.setAxisItems(
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# add_to_layout=False,
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# axisItems={
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# 'bottom': xaxis,
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# 'right': yaxis,
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# },
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# )
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# plotite.hideAxis('right')
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# plotite.hideAxis('bottom')
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plotitem.addItem(curve)
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cv.enable_auto_yrange()
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# config
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# plotitem.setAutoVisible(y=True)
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# plotitem.enableAutoRange(axis='y')
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plotitem.hideButtons()
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self.overlay.add_plotitem(
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plotitem,
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# only link x-axes,
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link_axes=(0,),
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if isinstance(overlay, pg.PlotItem):
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if overlay not in self.pi_overlay.overlays:
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raise RuntimeError(
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f'{overlay} must be from `.plotitem_overlay()`'
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)
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pi = overlay
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else:
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# this intnernally calls `PlotItem.addItem()` on the
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# graphics object
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self.addItem(curve)
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else:
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# this intnernally calls `PlotItem.addItem()` on the
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# graphics object
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self.addItem(curve)
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# anchor_at = ('top', 'left')
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# TODO: something instead of stickies for overlays
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# (we need something that avoids clutter on x-axis).
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self._add_sticky(name, bg_color=color)
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pi.addItem(curve)
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return curve, data_key
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# TODO: make this a ctx mngr
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@ -1036,7 +1030,8 @@ class ChartPlotWidget(pg.PlotWidget):
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**kwargs,
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) -> pg.GraphicsObject:
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'''Update the named internal graphics from ``array``.
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'''
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Update the named internal graphics from ``array``.
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'''
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self._arrays[self.name] = array
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@ -1053,7 +1048,8 @@ class ChartPlotWidget(pg.PlotWidget):
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**kwargs,
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) -> pg.GraphicsObject:
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'''Update the named internal graphics from ``array``.
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'''
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Update the named internal graphics from ``array``.
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'''
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assert len(array)
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@ -1123,7 +1119,7 @@ class ChartPlotWidget(pg.PlotWidget):
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def get_index(self, time: float) -> int:
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# TODO: this should go onto some sort of
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# data-view strimg thinger..right?
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# data-view thinger..right?
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ohlc = self._shm.array
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# XXX: not sure why the time is so off here
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@ -1178,15 +1174,9 @@ class ChartPlotWidget(pg.PlotWidget):
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yhigh = np.nanmax(bars['high'])
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else:
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try:
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view = bars[name or self.data_key]
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except:
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breakpoint()
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# if self.data_key != 'volume':
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# else:
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# view = bars
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ylow = np.nanmin(view)
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yhigh = np.nanmax(view)
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# print(f'{(ylow, yhigh)}')
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# print(f'{(ylow, yhigh)}')
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return ylow, yhigh
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|
|
|
@ -24,7 +24,7 @@ from typing import Optional, Callable
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import inspect
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import numpy as np
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import pyqtgraph as pg
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from PyQt5 import QtCore, QtGui, QtWidgets
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from PyQt5 import QtCore, QtWidgets
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from PyQt5.QtCore import QPointF, QRectF
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from ._style import (
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|
@ -43,8 +43,8 @@ log = get_logger(__name__)
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# latency (in terms of perceived lag in cross hair) so really be sure
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# there's an improvement if you want to change it!
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_mouse_rate_limit = 120 # TODO; should we calc current screen refresh rate?
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_debounce_delay = 1 / 40
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_mouse_rate_limit = 58 # TODO; should we calc current screen refresh rate?
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_debounce_delay = 1 / 60
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_ch_label_opac = 1
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|
@ -246,12 +246,16 @@ class ContentsLabels:
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# for name, (label, update) in self._labels.items():
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for chart, name, label, update in self._labels:
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if not (index >= 0 and index < chart._arrays['ohlc'][-1]['index']):
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array = chart._arrays[name]
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if not (
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index >= 0
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and index < array[-1]['index']
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):
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# out of range
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print('out of range?')
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continue
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array = chart._arrays[name]
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# array = chart._arrays[name]
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||||
# call provided update func with data point
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try:
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||||
|
@ -462,12 +466,15 @@ class Cursor(pg.GraphicsObject):
|
|||
|
||||
def mouseMoved(
|
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self,
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evt: 'tuple[QMouseEvent]', # noqa
|
||||
) -> None: # noqa
|
||||
"""Update horizonal and vertical lines when mouse moves inside
|
||||
coords: tuple[QPointF], # noqa
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Update horizonal and vertical lines when mouse moves inside
|
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either the main chart or any indicator subplot.
|
||||
"""
|
||||
pos = evt[0]
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||||
|
||||
'''
|
||||
pos = coords[0]
|
||||
|
||||
# find position inside active plot
|
||||
try:
|
||||
|
@ -516,28 +523,37 @@ class Cursor(pg.GraphicsObject):
|
|||
# with cursor movement
|
||||
self.contents_labels.update_labels(ix)
|
||||
|
||||
vl_x = ix + line_offset
|
||||
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"
|
||||
opts['vl'].setX(ix + line_offset)
|
||||
opts['vl'].setX(vl_x)
|
||||
|
||||
# update all subscribed curve dots
|
||||
for cursor in opts.get('cursors', ()):
|
||||
cursor.setIndex(ix)
|
||||
|
||||
# update the label on the bottom of the crosshair
|
||||
if 'bottom' in plot.plotItem.axes:
|
||||
self.xaxis_label.update_label(
|
||||
axes = plot.plotItem.axes
|
||||
|
||||
# XXX: requires:
|
||||
# https://github.com/pyqtgraph/pyqtgraph/pull/1418
|
||||
# otherwise gobbles tons of CPU..
|
||||
# TODO: make this an up-front calc that we update
|
||||
# on axis-widget resize events.
|
||||
# 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
|
||||
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,
|
||||
)
|
||||
|
||||
|
|
|
@ -21,36 +21,32 @@ this module ties together quote and computational (fsp) streams with
|
|||
graphics update methods via our custom ``pyqtgraph`` charting api.
|
||||
|
||||
'''
|
||||
from contextlib import asynccontextmanager as acm
|
||||
from functools import partial
|
||||
from itertools import cycle
|
||||
import time
|
||||
from types import ModuleType
|
||||
from typing import Optional, AsyncGenerator
|
||||
from typing import Optional
|
||||
|
||||
import numpy as np
|
||||
from pydantic import create_model
|
||||
import pyqtgraph as pg
|
||||
import tractor
|
||||
import trio
|
||||
|
||||
from .. import brokers
|
||||
from .._cacheables import maybe_open_context
|
||||
from tractor.trionics import gather_contexts
|
||||
from ..data.feed import open_feed, Feed
|
||||
from ._chart import (
|
||||
ChartPlotWidget,
|
||||
LinkedSplits,
|
||||
GodWidget,
|
||||
)
|
||||
from .. import fsp
|
||||
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 (
|
||||
FieldsForm,
|
||||
mk_form,
|
||||
mk_order_pane_layout,
|
||||
open_form_input_handling,
|
||||
)
|
||||
from .order_mode import open_order_mode
|
||||
from ..log import get_logger
|
||||
|
@ -61,78 +57,6 @@ log = get_logger(__name__)
|
|||
_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
|
||||
_tick_groups = {
|
||||
'clears': {'trade', 'utrade', 'last'},
|
||||
|
@ -151,6 +75,10 @@ def chart_maxmin(
|
|||
float,
|
||||
float,
|
||||
]:
|
||||
'''
|
||||
Compute max and min datums "in view" for range limits.
|
||||
|
||||
'''
|
||||
# TODO: implement this
|
||||
# https://arxiv.org/abs/cs/0610046
|
||||
# https://github.com/lemire/pythonmaxmin
|
||||
|
@ -178,7 +106,7 @@ def chart_maxmin(
|
|||
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,
|
||||
stream: tractor.MsgStream,
|
||||
ohlcv: np.ndarray,
|
||||
|
@ -189,7 +117,8 @@ async def update_chart_from_quotes(
|
|||
) -> None:
|
||||
'''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:
|
||||
|
@ -261,7 +190,10 @@ async def update_chart_from_quotes(
|
|||
|
||||
if (
|
||||
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}')
|
||||
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
|
||||
):
|
||||
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(
|
||||
yrange=(0, mx_vlm_in_view * 1.375)
|
||||
)
|
||||
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', ())
|
||||
|
||||
frames_by_type: dict[str, dict] = {}
|
||||
|
@ -420,7 +360,7 @@ async def update_chart_from_quotes(
|
|||
(mx > last_mx) or (mn < last_mn)
|
||||
and not chart._static_yrange == 'axis'
|
||||
):
|
||||
print(f'new y range: {(mn, mx)}')
|
||||
# print(f'new y range: {(mn, mx)}')
|
||||
view._set_yrange(
|
||||
yrange=(mn, mx),
|
||||
# TODO: we should probably scale
|
||||
|
@ -458,382 +398,6 @@ async def update_chart_from_quotes(
|
|||
# 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(
|
||||
feed: Feed,
|
||||
ohlcv: np.ndarray,
|
||||
|
@ -908,93 +472,6 @@ async def check_for_new_bars(
|
|||
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(
|
||||
godwidget: GodWidget,
|
||||
provider: str,
|
||||
|
@ -1084,57 +561,6 @@ async def display_symbol_data(
|
|||
# TODO: a data view api that makes this less shit
|
||||
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
|
||||
# to avoid a race where the subplots get added/shown to
|
||||
# the linked set *before* the main price chart!
|
||||
|
@ -1142,32 +568,30 @@ async def display_symbol_data(
|
|||
linkedsplits.focus()
|
||||
await trio.sleep(0)
|
||||
|
||||
vlm_chart = None
|
||||
vlm_chart: Optional[ChartPlotWidget] = None
|
||||
async with trio.open_nursery() as ln:
|
||||
|
||||
async with gather_contexts(
|
||||
(
|
||||
trio.open_nursery(),
|
||||
maybe_open_vlm_display(linkedsplits, ohlcv),
|
||||
maybe_open_fsp_cluster(),
|
||||
# if available load volume related built-in display(s)
|
||||
if has_vlm(ohlcv):
|
||||
vlm_chart = await ln.start(
|
||||
open_vlm_displays,
|
||||
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(
|
||||
start_fsp_displays,
|
||||
cluster_map,
|
||||
linkedsplits,
|
||||
fsp_conf,
|
||||
sym,
|
||||
ohlcv,
|
||||
brokermod,
|
||||
loading_sym_key,
|
||||
loglevel,
|
||||
)
|
||||
|
||||
# start graphics update loop after receiving first live quote
|
||||
ln.start_soon(
|
||||
update_chart_from_quotes,
|
||||
update_linked_charts_graphics,
|
||||
linkedsplits,
|
||||
feed.stream,
|
||||
ohlcv,
|
||||
|
@ -1175,6 +599,7 @@ async def display_symbol_data(
|
|||
vlm_chart,
|
||||
)
|
||||
|
||||
# start sample step incrementer
|
||||
ln.start_soon(
|
||||
check_for_new_bars,
|
||||
feed,
|
||||
|
@ -1196,5 +621,9 @@ async def display_symbol_data(
|
|||
await trio.sleep(0)
|
||||
linkedsplits.resize_sidepanes()
|
||||
|
||||
# TODO: make this not so shit XD
|
||||
# close group status
|
||||
sbar._status_groups[loading_sym_key][1]()
|
||||
|
||||
# let the app run.
|
||||
await trio.sleep_forever()
|
||||
|
|
|
@ -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
|
|
@ -1,5 +1,5 @@
|
|||
# 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
|
||||
# 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
|
||||
|
||||
from pyqtgraph import QtGui
|
||||
from PyQt5 import QtCore, QtWidgets
|
||||
from PyQt5 import QtCore
|
||||
from PyQt5.QtWidgets import QLabel, QStatusBar
|
||||
|
||||
from ..log import get_logger
|
||||
|
@ -55,7 +55,8 @@ class MultiStatus:
|
|||
group_key: Optional[Union[bool, str]] = False,
|
||||
|
||||
) -> 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``.
|
||||
|
||||
'''
|
||||
|
@ -137,7 +138,8 @@ class MultiStatus:
|
|||
return ret
|
||||
|
||||
def render(self) -> None:
|
||||
'''Display all open statuses to bar.
|
||||
'''
|
||||
Display all open statuses to bar.
|
||||
|
||||
'''
|
||||
if self.statuses:
|
||||
|
|
Loading…
Reference in New Issue