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Merge pull request #342 from pikers/mxmn_from_m4 

Mxmn from m4
ib_rt_pp_update_hotfix
goodboy 2022-06-28 10:07:17 -04:00 committed by GitHub
parent 5a3b465ac0 be7afdaa89
commit b2d5892010
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GPG Key ID: 4AEE18F83AFDEB23
8 changed files with 163 additions and 107 deletions
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5
piker/fsp/_engine.py
View File

@ -114,7 +114,7 @@ async def fsp_compute(
dict[str, np.ndarray], # multi-output case dict[str, np.ndarray], # multi-output case
np.ndarray, # single output case np.ndarray, # single output case
] ]
history_output = await out_stream.__anext__() history_output = await anext(out_stream)
func_name = func.__name__ func_name = func.__name__
profiler(f'{func_name} generated history') profiler(f'{func_name} generated history')
@ -374,7 +374,8 @@ async def cascade(
'key': dst_shm_token, 'key': dst_shm_token,
'first': dst._first.value, 'first': dst._first.value,
'last': dst._last.value, 'last': dst._last.value,
}}) }
})
return tracker, index return tracker, index
def is_synced( def is_synced(

60
piker/ui/_chart.py
View File

@ -230,25 +230,26 @@ class GodWidget(QWidget):
# - we'll probably want per-instrument/provider state here? # - we'll probably want per-instrument/provider state here?
# change the order config form over to the new chart # change the order config form over to the new chart
# XXX: since the pp config is a singleton widget we have to
# also switch it over to the new chart's interal-layout
# self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
chart = linkedsplits.chart
# chart is already in memory so just focus it # chart is already in memory so just focus it
linkedsplits.show() linkedsplits.show()
linkedsplits.focus() linkedsplits.focus()
linkedsplits.graphics_cycle() linkedsplits.graphics_cycle()
await trio.sleep(0) await trio.sleep(0)
# resume feeds *after* rendering chart view asap # XXX: since the pp config is a singleton widget we have to
chart.resume_all_feeds() # also switch it over to the new chart's interal-layout
# self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
chart = linkedsplits.chart
# TODO: we need a check to see if the chart # resume feeds *after* rendering chart view asap
# last had the xlast in view, if so then shift so it's if chart:
# still in view, if the user was viewing history then chart.resume_all_feeds()
# do nothing yah?
chart.default_view() # TODO: we need a check to see if the chart
# last had the xlast in view, if so then shift so it's
# still in view, if the user was viewing history then
# do nothing yah?
chart.default_view()
self.linkedsplits = linkedsplits self.linkedsplits = linkedsplits
symbol = linkedsplits.symbol symbol = linkedsplits.symbol
@ -760,9 +761,18 @@ class ChartPlotWidget(pg.PlotWidget):
self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem) self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
# indempotent startup flag for auto-yrange subsys
# to detect the "first time" y-domain graphics begin
# to be shown in the (main) graphics view.
self._on_screen: bool = False
def resume_all_feeds(self): def resume_all_feeds(self):
for feed in self._feeds.values(): try:
self.linked.godwidget._root_n.start_soon(feed.resume) for feed in self._feeds.values():
self.linked.godwidget._root_n.start_soon(feed.resume)
except RuntimeError:
# TODO: cancel the qtractor runtime here?
raise
def pause_all_feeds(self): def pause_all_feeds(self):
for feed in self._feeds.values(): for feed in self._feeds.values():
@ -859,7 +869,8 @@ class ChartPlotWidget(pg.PlotWidget):
def default_view( def default_view(
self, self,
bars_from_y: int = 3000, bars_from_y: int = 616,
do_ds: bool = True,
) -> None: ) -> None:
''' '''
@ -920,8 +931,11 @@ class ChartPlotWidget(pg.PlotWidget):
max=end, max=end,
padding=0, padding=0,
) )
self.view.maybe_downsample_graphics()
view._set_yrange() if do_ds:
self.view.maybe_downsample_graphics()
view._set_yrange()
try: try:
self.linked.graphics_cycle() self.linked.graphics_cycle()
except IndexError: except IndexError:
@ -1255,7 +1269,6 @@ class ChartPlotWidget(pg.PlotWidget):
If ``bars_range`` is provided use that range. If ``bars_range`` is provided use that range.
''' '''
# print(f'Chart[{self.name}].maxmin()')
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`', msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
@ -1287,11 +1300,18 @@ class ChartPlotWidget(pg.PlotWidget):
key = round(lbar), round(rbar) key = round(lbar), round(rbar)
res = flow.maxmin(*key) res = flow.maxmin(*key)
if res == (None, None):
log.error( if (
res is None
):
log.warning(
f"{flow_key} no mxmn for bars_range => {key} !?" f"{flow_key} no mxmn for bars_range => {key} !?"
) )
res = 0, 0 res = 0, 0
if not self._on_screen:
self.default_view(do_ds=False)
self._on_screen = True
profiler(f'yrange mxmn: {key} -> {res}') profiler(f'yrange mxmn: {key} -> {res}')
# print(f'{flow_key} yrange mxmn: {key} -> {res}')
return res return res

57
piker/ui/_compression.py
View File

@ -223,14 +223,20 @@ def ds_m4(
assert frames >= (xrange / uppx) assert frames >= (xrange / uppx)
# call into ``numba`` # call into ``numba``
nb, i_win, y_out = _m4( (
nb,
x_out,
y_out,
ymn,
ymx,
) = _m4(
x, x,
y, y,
frames, frames,
# TODO: see func below.. # TODO: see func below..
# i_win, # x_out,
# y_out, # y_out,
# first index in x data to start at # first index in x data to start at
@ -243,10 +249,11 @@ def ds_m4(
# filter out any overshoot in the input allocation arrays by # filter out any overshoot in the input allocation arrays by
# removing zero-ed tail entries which should start at a certain # removing zero-ed tail entries which should start at a certain
# index. # index.
i_win = i_win[i_win != 0] x_out = x_out[x_out != 0]
y_out = y_out[:i_win.size] y_out = y_out[:x_out.size]
return nb, i_win, y_out # print(f'M4 output ymn, ymx: {ymn},{ymx}')
return nb, x_out, y_out, ymn, ymx
@jit( @jit(
@ -260,8 +267,8 @@ def _m4(
frames: int, frames: int,
# TODO: using this approach by having the ``.zeros()`` alloc lines # TODO: using this approach, having the ``.zeros()`` alloc lines
# below, in put python was causing segs faults and alloc crashes.. # below in pure python, there were segs faults and alloc crashes..
# we might need to see how it behaves with shm arrays and consider # we might need to see how it behaves with shm arrays and consider
# allocating them once at startup? # allocating them once at startup?
@ -274,14 +281,22 @@ def _m4(
x_start: int, x_start: int,
step: float, step: float,
) -> int: ) -> tuple[
# nbins = len(i_win) int,
# count = len(xs) np.ndarray,
np.ndarray,
float,
float,
]:
'''
Implementation of the m4 algorithm in ``numba``:
http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
'''
# these are pre-allocated and mutated by ``numba`` # these are pre-allocated and mutated by ``numba``
# code in-place. # code in-place.
y_out = np.zeros((frames, 4), ys.dtype) y_out = np.zeros((frames, 4), ys.dtype)
i_win = np.zeros(frames, xs.dtype) x_out = np.zeros(frames, xs.dtype)
bincount = 0 bincount = 0
x_left = x_start x_left = x_start
@ -295,24 +310,34 @@ def _m4(
# set all bins in the left-most entry to the starting left-most x value # set all bins in the left-most entry to the starting left-most x value
# (aka a row broadcast). # (aka a row broadcast).
i_win[bincount] = x_left x_out[bincount] = x_left
# set all y-values to the first value passed in. # set all y-values to the first value passed in.
y_out[bincount] = ys[0] y_out[bincount] = ys[0]
# full input y-data mx and mn
mx: float = -np.inf
mn: float = np.inf
# compute OHLC style max / min values per window sized x-frame.
for i in range(len(xs)): for i in range(len(xs)):
x = xs[i] x = xs[i]
y = ys[i] y = ys[i]
if x < x_left + step: # the current window "step" is [bin, bin+1) if x < x_left + step: # the current window "step" is [bin, bin+1)
y_out[bincount, 1] = min(y, y_out[bincount, 1]) ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
y_out[bincount, 2] = max(y, y_out[bincount, 2]) ymx = y_out[bincount, 2] = max(y, y_out[bincount, 2])
y_out[bincount, 3] = y y_out[bincount, 3] = y
mx = max(mx, ymx)
mn = min(mn, ymn)
else: else:
# Find the next bin # Find the next bin
while x >= x_left + step: while x >= x_left + step:
x_left += step x_left += step
bincount += 1 bincount += 1
i_win[bincount] = x_left x_out[bincount] = x_left
y_out[bincount] = y y_out[bincount] = y
return bincount, i_win, y_out return bincount, x_out, y_out, mn, mx

34
piker/ui/_display.py
View File

@ -105,6 +105,10 @@ def chart_maxmin(
mn, mx = out mn, mx = out
mx_vlm_in_view = 0 mx_vlm_in_view = 0
# TODO: we need to NOT call this to avoid a manual
# np.max/min trigger and especially on the vlm_chart
# flows which aren't shown.. like vlm?
if vlm_chart: if vlm_chart:
out = vlm_chart.maxmin() out = vlm_chart.maxmin()
if out: if out:
@ -222,33 +226,9 @@ async def graphics_update_loop(
tick_margin = 3 * tick_size tick_margin = 3 * tick_size
chart.show() chart.show()
# view = chart.view
last_quote = time.time() last_quote = time.time()
i_last = ohlcv.index i_last = ohlcv.index
# async def iter_drain_quotes():
# # NOTE: all code below this loop is expected to be synchronous
# # and thus draw instructions are not picked up jntil the next
# # wait / iteration.
# async for quotes in stream:
# while True:
# try:
# moar = stream.receive_nowait()
# except trio.WouldBlock:
# yield quotes
# break
# else:
# for sym, quote in moar.items():
# ticks_frame = quote.get('ticks')
# if ticks_frame:
# quotes[sym].setdefault(
# 'ticks', []).extend(ticks_frame)
# print('pulled extra')
# yield quotes
# async for quotes in iter_drain_quotes():
ds = linked.display_state = DisplayState(**{ ds = linked.display_state = DisplayState(**{
'quotes': {}, 'quotes': {},
'linked': linked, 'linked': linked,
@ -293,6 +273,7 @@ async def graphics_update_loop(
# chart isn't active/shown so skip render cycle and pause feed(s) # chart isn't active/shown so skip render cycle and pause feed(s)
if chart.linked.isHidden(): if chart.linked.isHidden():
print('skipping update')
chart.pause_all_feeds() chart.pause_all_feeds()
continue continue
@ -416,10 +397,8 @@ def graphics_update_cycle(
) )
or trigger_all or trigger_all
): ):
# TODO: we should track and compute whether the last
# pixel in a curve should show new data based on uppx
# and then iff update curves and shift?
chart.increment_view(steps=i_diff) chart.increment_view(steps=i_diff)
# chart.increment_view(steps=i_diff + round(append_diff - uppx))
if vlm_chart: if vlm_chart:
vlm_chart.increment_view(steps=i_diff) vlm_chart.increment_view(steps=i_diff)
@ -477,7 +456,6 @@ def graphics_update_cycle(
): ):
chart.update_graphics_from_flow( chart.update_graphics_from_flow(
chart.name, chart.name,
# do_append=uppx < update_uppx,
do_append=do_append, do_append=do_append,
) )

80
piker/ui/_flows.py
View File

@ -337,6 +337,7 @@ class Flow(msgspec.Struct): # , frozen=True):
name: str name: str
plot: pg.PlotItem plot: pg.PlotItem
graphics: Union[Curve, BarItems] graphics: Union[Curve, BarItems]
yrange: tuple[float, float] = None
# in some cases a flow may want to change its # in some cases a flow may want to change its
# graphical "type" or, "form" when downsampling, # graphical "type" or, "form" when downsampling,
@ -386,10 +387,11 @@ class Flow(msgspec.Struct): # , frozen=True):
lbar: int, lbar: int,
rbar: int, rbar: int,
) -> tuple[float, float]: ) -> Optional[tuple[float, float]]:
''' '''
Compute the cached max and min y-range values for a given Compute the cached max and min y-range values for a given
x-range determined by ``lbar`` and ``rbar``. x-range determined by ``lbar`` and ``rbar`` or ``None``
if no range can be determined (yet).
''' '''
rkey = (lbar, rbar) rkey = (lbar, rbar)
@ -399,40 +401,44 @@ class Flow(msgspec.Struct): # , frozen=True):
shm = self.shm shm = self.shm
if shm is None: if shm is None:
mxmn = None return None
else: # new block for profiling?.. arr = shm.array
arr = shm.array
# build relative indexes into shm array # build relative indexes into shm array
# TODO: should we just add/use a method # TODO: should we just add/use a method
# on the shm to do this? # on the shm to do this?
ifirst = arr[0]['index'] ifirst = arr[0]['index']
slice_view = arr[ slice_view = arr[
lbar - ifirst: lbar - ifirst:
(rbar - ifirst) + 1 (rbar - ifirst) + 1
] ]
if not slice_view.size: if not slice_view.size:
mxmn = None return None
elif self.yrange:
mxmn = self.yrange
# print(f'{self.name} M4 maxmin: {mxmn}')
else:
if self.is_ohlc:
ylow = np.min(slice_view['low'])
yhigh = np.max(slice_view['high'])
else: else:
if self.is_ohlc: view = slice_view[self.name]
ylow = np.min(slice_view['low']) ylow = np.min(view)
yhigh = np.max(slice_view['high']) yhigh = np.max(view)
else: mxmn = ylow, yhigh
view = slice_view[self.name] # print(f'{self.name} MANUAL maxmin: {mxmin}')
ylow = np.min(view)
yhigh = np.max(view)
mxmn = ylow, yhigh # cache result for input range
assert mxmn
self._mxmns[rkey] = mxmn
if mxmn is not None: return mxmn
# cache new mxmn result
self._mxmns[rkey] = mxmn
return mxmn
def view_range(self) -> tuple[int, int]: def view_range(self) -> tuple[int, int]:
''' '''
@ -628,10 +634,13 @@ class Flow(msgspec.Struct): # , frozen=True):
# source data so we clear our path data in prep # source data so we clear our path data in prep
# to generate a new one from original source data. # to generate a new one from original source data.
new_sample_rate = True new_sample_rate = True
showing_src_data = True
should_ds = False should_ds = False
should_redraw = True should_redraw = True
showing_src_data = True
# reset yrange to be computed from source data
self.yrange = None
# MAIN RENDER LOGIC: # MAIN RENDER LOGIC:
# - determine in view data and redraw on range change # - determine in view data and redraw on range change
# - determine downsampling ops if needed # - determine downsampling ops if needed
@ -657,6 +666,10 @@ class Flow(msgspec.Struct): # , frozen=True):
**rkwargs, **rkwargs,
) )
if showing_src_data:
# print(f"{self.name} SHOWING SOURCE")
# reset yrange to be computed from source data
self.yrange = None
if not out: if not out:
log.warning(f'{self.name} failed to render!?') log.warning(f'{self.name} failed to render!?')
@ -664,6 +677,9 @@ class Flow(msgspec.Struct): # , frozen=True):
path, data, reset = out path, data, reset = out
# if self.yrange:
# print(f'flow {self.name} yrange from m4: {self.yrange}')
# XXX: SUPER UGGGHHH... without this we get stale cache # XXX: SUPER UGGGHHH... without this we get stale cache
# graphics that don't update until you downsampler again.. # graphics that don't update until you downsampler again..
if reset: if reset:
@ -1058,6 +1074,7 @@ class Renderer(msgspec.Struct):
# xy-path data transform: convert source data to a format # xy-path data transform: convert source data to a format
# able to be passed to a `QPainterPath` rendering routine. # able to be passed to a `QPainterPath` rendering routine.
if not len(hist): if not len(hist):
# XXX: this might be why the profiler only has exits?
return return
x_out, y_out, connect = self.format_xy( x_out, y_out, connect = self.format_xy(
@ -1144,11 +1161,14 @@ class Renderer(msgspec.Struct):
elif should_ds and uppx > 1: elif should_ds and uppx > 1:
x_out, y_out = xy_downsample( x_out, y_out, ymn, ymx = xy_downsample(
x_out, x_out,
y_out, y_out,
uppx, uppx,
) )
self.flow.yrange = ymn, ymx
# print(f'{self.flow.name} post ds: ymn, ymx: {ymn},{ymx}')
reset = True reset = True
profiler(f'FULL PATH downsample redraw={should_ds}') profiler(f'FULL PATH downsample redraw={should_ds}')
self._in_ds = True self._in_ds = True

22
piker/ui/_fsp.py
View File

@ -639,20 +639,25 @@ async def open_vlm_displays(
names: list[str], names: list[str],
) -> tuple[float, float]: ) -> tuple[float, float]:
'''
Flows "group" maxmin loop; assumes all named flows
are in the same co-domain and thus can be sorted
as one set.
Iterates all the named flows and calls the chart
api to find their range values and return.
TODO: really we should probably have a more built-in API
for this?
'''
mx = 0 mx = 0
for name in names: for name in names:
ymn, ymx = chart.maxmin(name=name)
mxmn = chart.maxmin(name=name) mx = max(mx, ymx)
if mxmn:
ymax = mxmn[1]
if ymax > mx:
mx = ymax
return 0, mx return 0, mx
chart.view.maxmin = partial(multi_maxmin, names=['volume'])
# TODO: fix the x-axis label issue where if you put # TODO: fix the x-axis label issue where if you put
# the axis on the left it's totally not lined up... # the axis on the left it's totally not lined up...
# show volume units value on LHS (for dinkus) # show volume units value on LHS (for dinkus)
@ -776,6 +781,7 @@ async def open_vlm_displays(
) -> None: ) -> None:
for name in names: for name in names:
if 'dark' in name: if 'dark' in name:
color = dark_vlm_color color = dark_vlm_color
elif 'rate' in name: elif 'rate' in name:

1
piker/ui/_interaction.py
View File

@ -923,6 +923,7 @@ class ChartView(ViewBox):
# XXX: super important to be aware of this. # XXX: super important to be aware of this.
# or not flow.graphics.isVisible() # or not flow.graphics.isVisible()
): ):
# print(f'skipping {flow.name}')
continue continue
# pass in no array which will read and render from the last # pass in no array which will read and render from the last

11
piker/ui/_pathops.py
View File

@ -49,12 +49,17 @@ def xy_downsample(
x_spacer: float = 0.5, x_spacer: float = 0.5,
) -> tuple[np.ndarray, np.ndarray]: ) -> tuple[
np.ndarray,
np.ndarray,
float,
float,
]:
# downsample whenever more then 1 pixels per datum can be shown. # downsample whenever more then 1 pixels per datum can be shown.
# always refresh data bounds until we get diffing # always refresh data bounds until we get diffing
# working properly, see above.. # working properly, see above..
bins, x, y = ds_m4( bins, x, y, ymn, ymx = ds_m4(
x, x,
y, y,
uppx, uppx,
@ -67,7 +72,7 @@ def xy_downsample(
)).flatten() )).flatten()
y = y.flatten() y = y.flatten()
return x, y return x, y, ymn, ymx
@njit( @njit(