Put fsp plotting into a couple tasks, startup speedups.

Break the chart update code for fsps into a new task (add a nursery) in
new `spawn_fsps` (was `chart_from_fsps`) that async requests actor
spawning and initial historical data (all CPU bound work).  For multiple
fsp subcharts this allows processing initial output in parallel
(multi-core). We might want to wrap this in a "feed" like api
eventually. Basically the fsp startup sequence is now:
- start all requested fsp actors in an async loop and wait for
  historical data to arrive
- loop through them all again to start update tasks which do chart
  graphics rendering

Add separate x-axis objects for each new subchart (required by
pyqtgraph); still need to fix hiding unnecessary ones.
Add a `ChartPlotWidget._arrays: dict` for holding overlay data distinct
from ohlc. Drop the sizing yrange to label heights for now since it's
pretty much all gone to hell since adding L1 labels. Fix y-stickies to
look up correct overly arrays.

piker/ui/_chart.py

@@ -184,11 +184,6 @@ class LinkedSplitCharts(QtGui.QWidget):
             orientation='bottom',
             linked_charts=self
         )
-        self.xaxis_ind = DynamicDateAxis(
-            orientation='bottom',
-            linked_charts=self
-        )
-
         # if _xaxis_at == 'bottom':
         #     self.xaxis.setStyle(showValues=False)
         #     self.xaxis.hide()
@@ -274,7 +269,12 @@ class LinkedSplitCharts(QtGui.QWidget):
         cv.linked_charts = self
 
         # use "indicator axis" by default
-        xaxis = self.xaxis_ind if xaxis is None else xaxis
+        if xaxis is None:
+            xaxis = DynamicDateAxis(
+                orientation='bottom',
+                linked_charts=self
+            )
+
         cpw = ChartPlotWidget(
             array=array,
             parent=self.splitter,
@@ -286,6 +286,8 @@ class LinkedSplitCharts(QtGui.QWidget):
             cursor=self._ch,
             **cpw_kwargs,
         )
+        cv.chart = cpw
+
         # this name will be used to register the primary
         # graphics curve managed by the subchart
         cpw.name = name
@@ -357,6 +359,7 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         # self.setViewportMargins(0, 0, 0, 0)
         self._array = array  # readonly view of data
+        self._arrays = {}  # readonly view of overlays
         self._graphics = {}  # registry of underlying graphics
         self._overlays = {}  # registry of overlay curves
         self._labels = {}  # registry of underlying graphics
@@ -389,11 +392,19 @@ class ChartPlotWidget(pg.PlotWidget):
     def last_bar_in_view(self) -> bool:
         self._array[-1]['index']
 
-    def update_contents_labels(self, index: int) -> None:
+    def update_contents_labels(
+        self,
+        index: int,
+        # array_name: str,
+    ) -> None:
         if index >= 0 and index < len(self._array):
-            array = self._array
-
             for name, (label, update) in self._labels.items():
+
+                if name is self.name :
+                    array = self._array
+                else:
+                    array = self._arrays[name]
+
                 update(index, array)
 
     def _set_xlimits(
@@ -477,7 +488,7 @@ class ChartPlotWidget(pg.PlotWidget):
         label = ContentsLabel(chart=self, anchor_at=('top', 'left'))
         self._labels[name] = (label, partial(label.update_from_ohlc, name))
         label.show()
-        self.update_contents_labels(len(data) - 1)
+        self.update_contents_labels(len(data) - 1) #, name)
 
         self._add_sticky(name)
 
@@ -512,6 +523,7 @@ class ChartPlotWidget(pg.PlotWidget):
         if overlay:
             anchor_at = ('bottom', 'right')
             self._overlays[name] = curve
+            self._arrays[name] = data
 
         else:
             anchor_at = ('top', 'right')
@@ -523,7 +535,7 @@ class ChartPlotWidget(pg.PlotWidget):
         label = ContentsLabel(chart=self, anchor_at=anchor_at)
         self._labels[name] = (label, partial(label.update_from_value, name))
         label.show()
-        self.update_contents_labels(len(data) - 1)
+        self.update_contents_labels(len(data) - 1) #, name)
 
         if self._cursor:
             self._cursor.add_curve_cursor(self, curve)
@@ -556,9 +568,7 @@ class ChartPlotWidget(pg.PlotWidget):
         """Update the named internal graphics from ``array``.
 
         """
-        if name not in self._overlays:
         self._array = array
-
         graphics = self._graphics[name]
         graphics.update_from_array(array, **kwargs)
         return graphics
@@ -574,6 +584,8 @@ class ChartPlotWidget(pg.PlotWidget):
         """
         if name not in self._overlays:
             self._array = array
+        else:
+            self._arrays[name] = array
 
         curve = self._graphics[name]
         # TODO: we should instead implement a diff based
@@ -644,39 +656,42 @@ class ChartPlotWidget(pg.PlotWidget):
                 ylow = np.nanmin(bars['low'])
                 yhigh = np.nanmax(bars['high'])
             except (IndexError, ValueError):
-                # must be non-ohlc array?
+                # likely non-ohlc array?
+                bars = bars[self.name]
                 ylow = np.nanmin(bars)
                 yhigh = np.nanmax(bars)
 
         # view margins: stay within a % of the "true range"
         diff = yhigh - ylow
         ylow = ylow - (diff * 0.04)
-        # yhigh = yhigh + (diff * 0.01)
+        yhigh = yhigh + (diff * 0.04)
 
-        # compute contents label "height" in view terms
+        # # compute contents label "height" in view terms
-        # to avoid having data "contents" overlap with them
+        # # to avoid having data "contents" overlap with them
-        if self._labels:
+        # if self._labels:
-            label = self._labels[self.name][0]
+        #     label = self._labels[self.name][0]
 
-            rect = label.itemRect()
+        #     rect = label.itemRect()
-            tl, br = rect.topLeft(), rect.bottomRight()
+        #     tl, br = rect.topLeft(), rect.bottomRight()
-            vb = self.plotItem.vb
+        #     vb = self.plotItem.vb
 
-            try:
+        #     try:
-                # on startup labels might not yet be rendered
+        #         # on startup labels might not yet be rendered
-                top, bottom = (vb.mapToView(tl).y(), vb.mapToView(br).y())
+        #         top, bottom = (vb.mapToView(tl).y(), vb.mapToView(br).y())
 
-                # XXX: magic hack, how do we compute exactly?
+        #         # XXX: magic hack, how do we compute exactly?
-                label_h = (top - bottom) * 0.42
+        #         label_h = (top - bottom) * 0.42
 
-            except np.linalg.LinAlgError:
+        #     except np.linalg.LinAlgError:
-                label_h = 0
+        #         label_h = 0
-        else:
+        # else:
-            label_h = 0
+        #     label_h = 0
 
-        # print(f'label height {self.name}: {label_h}')
+        # # print(f'label height {self.name}: {label_h}')
 
-        if label_h > yhigh - ylow:
+        # if label_h > yhigh - ylow:
+        #     label_h = 0
+        # print(f"bounds (ylow, yhigh): {(ylow, yhigh)}")
         label_h = 0
 
         self.setLimits(
@@ -715,9 +730,6 @@ async def _async_main(
 
     # chart_app.init_search()
 
-    # from ._exec import get_screen
-    # screen = get_screen(chart_app.geometry().bottomRight())
-
     # XXX: bug zone if you try to ctl-c after this we get hangs again?
     # wtf...
     # await tractor.breakpoint()
@@ -749,13 +761,28 @@ async def _async_main(
 
         chart._set_yrange()
 
+        # eventually we'll support some kind of n-compose syntax
+        fsp_conf = {
+            'vwap': {
+                'overlay': True,
+                'anchor': 'session',
+            },
+            'rsi': {
+                'period': 14,
+                'chart_kwargs': {
+                    'static_yrange': (0, 100),
+                },
+            },
+
+        }
+
         async with trio.open_nursery() as n:
 
             # load initial fsp chain (otherwise known as "indicators")
             n.start_soon(
-                chart_from_fsp,
+                spawn_fsps,
                 linked_charts,
-                'rsi',  # eventually will be n-compose syntax
+                fsp_conf,
                 sym,
                 ohlcv,
                 brokermod,
@@ -800,6 +827,7 @@ async def chart_from_quotes(
     vwap_in_history: bool = False,
 ) -> None:
     """The 'main' (price) chart real-time update loop.
+
     """
     # TODO: bunch of stuff:
     # - I'm starting to think all this logic should be
@@ -836,6 +864,14 @@ async def chart_from_quotes(
         size_digits=min(float_digits(volume), 3)
     )
 
+    # TODO:
+    # - in theory we should be able to read buffer data faster
+    # then msgs arrive.. needs some tinkering and testing
+
+    # - if trade volume jumps above / below prior L1 price
+    # levels this might be dark volume we need to
+    # present differently?
+
     async for quotes in stream:
         for sym, quote in quotes.items():
             # print(f'CHART: {quote}')
@@ -862,19 +898,9 @@ async def chart_from_quotes(
                         array,
                     )
 
-                    if vwap_in_history:
+                    # if vwap_in_history:
-                        # update vwap overlay line
+                    #     # update vwap overlay line
-                        chart.update_curve_from_array('vwap', ohlcv.array)
+                    #     chart.update_curve_from_array('vwap', ohlcv.array)
-
-                    # TODO:
-                    # - eventually we'll want to update bid/ask labels
-                    # and other data as subscribed by underlying UI
-                    # consumers.
-                    # - in theory we should be able to read buffer data faster
-                    # then msgs arrive.. needs some tinkering and testing
-
-                    # if trade volume jumps above / below prior L1 price
-                    # levels adjust bid / ask lines to match
 
                 # compute max and min trade values to display in view
                 # TODO: we need a streaming minmax algorithm here, see
@@ -910,7 +936,7 @@ async def chart_from_quotes(
                     l1.bid_label.update_from_data(0, price)
 
                     # update min price in view to keep bid on screen
-                    mn_in_view = max(price, mn_in_view)
+                    mn_in_view = min(price, mn_in_view)
 
                 if mx_in_view > last_mx or mn_in_view < last_mn:
                     chart._set_yrange(yrange=(mn_in_view, mx_in_view))
@@ -923,9 +949,10 @@ async def chart_from_quotes(
                     last_bars_range = brange
 
 
-async def chart_from_fsp(
+async def spawn_fsps(
-    linked_charts,
+    linked_charts: LinkedSplitCharts,
-    fsp_func_name,
+    # fsp_func_name,
+    fsps: Dict[str, str],
     sym,
     src_shm,
     brokermod,
@@ -934,8 +961,21 @@ async def chart_from_fsp(
     """Start financial signal processing in subactor.
 
     Pass target entrypoint and historical data.
+
     """
-    name = f'fsp.{fsp_func_name}'
+    # spawns sub-processes which execute cpu bound FSP code
+    async with tractor.open_nursery() as n:
+
+        # spawns local task that consume and chart data streams from
+        # sub-procs
+        async with trio.open_nursery() as ln:
+
+            # 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 fsp_func_name, conf in fsps.items():
+
+                display_name = f'fsp.{fsp_func_name}'
 
                 # TODO: load function here and introspect
                 # return stream type(s)
@@ -943,9 +983,9 @@ async def chart_from_fsp(
                 # TODO: should `index` be a required internal field?
                 fsp_dtype = np.dtype([('index', int), (fsp_func_name, float)])
 
-    async with tractor.open_nursery() as n:
+                key = f'{sym}.' + display_name
-        key = f'{sym}.' + name
 
+                # this is all sync currently
                 shm, opened = maybe_open_shm_array(
                     key,
                     # TODO: create entry for each time frame
@@ -957,19 +997,28 @@ async def chart_from_fsp(
                 # now until we figure out how to wrap fsps as "feeds".
                 assert opened, f"A chart for {key} likely already exists?"
 
-        # start fsp sub-actor
+                conf['shm'] = shm
+
+                # spawn closure, can probably define elsewhere
+                async def spawn_fsp_daemon(
+                    fsp_name,
+                    conf,
+                ):
+                    """Start an fsp subactor async.
+
+                    """
                     portal = await n.run_in_actor(
 
                         # name as title of sub-chart
-            name,
+                        display_name,
 
                         # subactor entrypoint
                         fsp.cascade,
                         brokername=brokermod.name,
                         src_shm_token=src_shm.token,
-            dst_shm_token=shm.token,
+                        dst_shm_token=conf['shm'].token,
                         symbol=sym,
-            fsp_func_name=fsp_func_name,
+                        fsp_func_name=fsp_name,
 
                         # tractor config
                         loglevel=loglevel,
@@ -981,6 +1030,50 @@ async def chart_from_fsp(
                     # data-array as first msg
                     _ = await stream.receive()
 
+                    conf['stream'] = stream
+                    conf['portal'] = portal
+
+                # new local task
+                ln.start_soon(
+                    spawn_fsp_daemon,
+                    fsp_func_name,
+                    conf,
+                )
+
+            # blocks here until all daemons up
+
+        # start and block on update loops
+        async with trio.open_nursery() as ln:
+            for fsp_func_name, conf in fsps.items():
+                ln.start_soon(
+                    update_signals,
+                    linked_charts,
+                    fsp_func_name,
+                    conf,
+                )
+
+
+async def update_signals(
+    linked_charts: LinkedSplitCharts,
+    fsp_func_name: str,
+    conf: Dict[str, Any],
+
+) -> None:
+    """FSP stream chart update loop.
+
+    """
+    shm = conf['shm']
+
+    if conf.get('overlay'):
+        chart = linked_charts.chart
+        chart.draw_curve(
+            name='vwap',
+            data=shm.array,
+            overlay=True,
+        )
+        last_val_sticky = None
+
+    else:
         chart = linked_charts.add_plot(
             name=fsp_func_name,
             array=shm.array,
@@ -989,11 +1082,15 @@ async def chart_from_fsp(
             ohlc=False,
 
             # settings passed down to ``ChartPlotWidget``
-            static_yrange=(0, 100),
+            **conf.get('chart_kwargs', {})
+            # static_yrange=(0, 100),
         )
 
         # display contents labels asap
-        chart.update_contents_labels(len(shm.array) - 1)
+        chart.update_contents_labels(
+            len(shm.array) - 1,
+            # fsp_func_name
+        )
 
         array = shm.array
         value = array[fsp_func_name][-1]
@@ -1021,11 +1118,14 @@ async def chart_from_fsp(
     chart._shm = shm
     chart._set_yrange()
 
+    stream = conf['stream']
+
     # update chart graphics
     async for value in stream:
         # p = pg.debug.Profiler(disabled=False, delayed=False)
         array = shm.array
         value = array[-1][fsp_func_name]
+        if last_val_sticky:
             last_val_sticky.update_from_data(-1, value)
         chart.update_curve_from_array(fsp_func_name, array)
         # p('rendered rsi datum')
@@ -1081,11 +1181,16 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
 
         for name, curve in price_chart._overlays.items():
 
-            # TODO: standard api for signal lookups per plot
+            price_chart.update_curve_from_array(
-            if name in price_chart._array.dtype.fields:
+                name,
+                price_chart._arrays[name]
+            )
 
-                # should have already been incremented above
+            # # TODO: standard api for signal lookups per plot
-                price_chart.update_curve_from_array(name, price_chart._array)
+            # if name in price_chart._array.dtype.fields:
+
+            #     # should have already been incremented above
+            #     price_chart.update_curve_from_array(name, price_chart._array)
 
         for name, chart in linked_charts.subplots.items():
             chart.update_curve_from_array(chart.name, chart._shm.array)