commit
b2d5892010
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@ -114,7 +114,7 @@ async def fsp_compute(
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dict[str, np.ndarray], # multi-output case
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np.ndarray, # single output case
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]
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history_output = await out_stream.__anext__()
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history_output = await anext(out_stream)
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func_name = func.__name__
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profiler(f'{func_name} generated history')
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@ -374,7 +374,8 @@ async def cascade(
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'key': dst_shm_token,
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'first': dst._first.value,
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'last': dst._last.value,
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}})
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}
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})
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return tracker, index
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def is_synced(
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@ -230,18 +230,19 @@ class GodWidget(QWidget):
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# - we'll probably want per-instrument/provider state here?
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# change the order config form over to the new chart
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# XXX: since the pp config is a singleton widget we have to
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# also switch it over to the new chart's interal-layout
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# self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
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chart = linkedsplits.chart
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# chart is already in memory so just focus it
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linkedsplits.show()
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linkedsplits.focus()
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linkedsplits.graphics_cycle()
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await trio.sleep(0)
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# XXX: since the pp config is a singleton widget we have to
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# also switch it over to the new chart's interal-layout
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# self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
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chart = linkedsplits.chart
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# resume feeds *after* rendering chart view asap
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if chart:
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chart.resume_all_feeds()
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# TODO: we need a check to see if the chart
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@ -760,9 +761,18 @@ class ChartPlotWidget(pg.PlotWidget):
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self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
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# indempotent startup flag for auto-yrange subsys
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# to detect the "first time" y-domain graphics begin
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# to be shown in the (main) graphics view.
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self._on_screen: bool = False
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def resume_all_feeds(self):
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try:
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for feed in self._feeds.values():
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self.linked.godwidget._root_n.start_soon(feed.resume)
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except RuntimeError:
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# TODO: cancel the qtractor runtime here?
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raise
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def pause_all_feeds(self):
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for feed in self._feeds.values():
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@ -859,7 +869,8 @@ class ChartPlotWidget(pg.PlotWidget):
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def default_view(
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self,
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bars_from_y: int = 3000,
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bars_from_y: int = 616,
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do_ds: bool = True,
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) -> None:
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'''
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@ -920,8 +931,11 @@ class ChartPlotWidget(pg.PlotWidget):
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max=end,
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padding=0,
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)
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if do_ds:
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self.view.maybe_downsample_graphics()
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view._set_yrange()
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try:
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self.linked.graphics_cycle()
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except IndexError:
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@ -1255,7 +1269,6 @@ class ChartPlotWidget(pg.PlotWidget):
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If ``bars_range`` is provided use that range.
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'''
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# print(f'Chart[{self.name}].maxmin()')
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profiler = pg.debug.Profiler(
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msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
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disabled=not pg_profile_enabled(),
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@ -1287,11 +1300,18 @@ class ChartPlotWidget(pg.PlotWidget):
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key = round(lbar), round(rbar)
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res = flow.maxmin(*key)
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if res == (None, None):
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log.error(
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if (
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res is None
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):
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log.warning(
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f"{flow_key} no mxmn for bars_range => {key} !?"
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)
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res = 0, 0
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if not self._on_screen:
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self.default_view(do_ds=False)
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self._on_screen = True
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profiler(f'yrange mxmn: {key} -> {res}')
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# print(f'{flow_key} yrange mxmn: {key} -> {res}')
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return res
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@ -223,14 +223,20 @@ def ds_m4(
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assert frames >= (xrange / uppx)
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# call into ``numba``
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nb, i_win, y_out = _m4(
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(
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nb,
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x_out,
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y_out,
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ymn,
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ymx,
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) = _m4(
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x,
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y,
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frames,
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# TODO: see func below..
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# i_win,
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# x_out,
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# y_out,
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# first index in x data to start at
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@ -243,10 +249,11 @@ def ds_m4(
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# filter out any overshoot in the input allocation arrays by
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# removing zero-ed tail entries which should start at a certain
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# index.
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i_win = i_win[i_win != 0]
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y_out = y_out[:i_win.size]
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x_out = x_out[x_out != 0]
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y_out = y_out[:x_out.size]
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return nb, i_win, y_out
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# print(f'M4 output ymn, ymx: {ymn},{ymx}')
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return nb, x_out, y_out, ymn, ymx
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@jit(
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@ -260,8 +267,8 @@ def _m4(
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frames: int,
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# TODO: using this approach by having the ``.zeros()`` alloc lines
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# below, in put python was causing segs faults and alloc crashes..
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# TODO: using this approach, having the ``.zeros()`` alloc lines
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# below in pure python, there were segs faults and alloc crashes..
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# we might need to see how it behaves with shm arrays and consider
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# allocating them once at startup?
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@ -274,14 +281,22 @@ def _m4(
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x_start: int,
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step: float,
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) -> int:
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# nbins = len(i_win)
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# count = len(xs)
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) -> tuple[
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int,
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np.ndarray,
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np.ndarray,
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float,
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float,
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]:
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'''
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Implementation of the m4 algorithm in ``numba``:
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http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
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'''
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# these are pre-allocated and mutated by ``numba``
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# code in-place.
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y_out = np.zeros((frames, 4), ys.dtype)
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i_win = np.zeros(frames, xs.dtype)
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x_out = np.zeros(frames, xs.dtype)
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bincount = 0
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x_left = x_start
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@ -295,24 +310,34 @@ def _m4(
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# set all bins in the left-most entry to the starting left-most x value
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# (aka a row broadcast).
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i_win[bincount] = x_left
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x_out[bincount] = x_left
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# set all y-values to the first value passed in.
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y_out[bincount] = ys[0]
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# full input y-data mx and mn
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mx: float = -np.inf
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mn: float = np.inf
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# compute OHLC style max / min values per window sized x-frame.
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for i in range(len(xs)):
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x = xs[i]
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y = ys[i]
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if x < x_left + step: # the current window "step" is [bin, bin+1)
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y_out[bincount, 1] = min(y, y_out[bincount, 1])
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y_out[bincount, 2] = max(y, y_out[bincount, 2])
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ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
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ymx = y_out[bincount, 2] = max(y, y_out[bincount, 2])
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y_out[bincount, 3] = y
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mx = max(mx, ymx)
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mn = min(mn, ymn)
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else:
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# Find the next bin
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while x >= x_left + step:
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x_left += step
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bincount += 1
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i_win[bincount] = x_left
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x_out[bincount] = x_left
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y_out[bincount] = y
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return bincount, i_win, y_out
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return bincount, x_out, y_out, mn, mx
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@ -105,6 +105,10 @@ def chart_maxmin(
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mn, mx = out
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mx_vlm_in_view = 0
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# TODO: we need to NOT call this to avoid a manual
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# np.max/min trigger and especially on the vlm_chart
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# flows which aren't shown.. like vlm?
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if vlm_chart:
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out = vlm_chart.maxmin()
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if out:
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@ -222,33 +226,9 @@ async def graphics_update_loop(
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tick_margin = 3 * tick_size
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chart.show()
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# view = chart.view
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last_quote = time.time()
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i_last = ohlcv.index
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# async def iter_drain_quotes():
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# # NOTE: all code below this loop is expected to be synchronous
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# # and thus draw instructions are not picked up jntil the next
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# # wait / iteration.
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# async for quotes in stream:
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# while True:
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# try:
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# moar = stream.receive_nowait()
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# except trio.WouldBlock:
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# yield quotes
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# break
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# else:
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# for sym, quote in moar.items():
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# ticks_frame = quote.get('ticks')
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# if ticks_frame:
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# quotes[sym].setdefault(
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# 'ticks', []).extend(ticks_frame)
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# print('pulled extra')
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# yield quotes
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# async for quotes in iter_drain_quotes():
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ds = linked.display_state = DisplayState(**{
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'quotes': {},
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'linked': linked,
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@ -293,6 +273,7 @@ async def graphics_update_loop(
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# chart isn't active/shown so skip render cycle and pause feed(s)
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if chart.linked.isHidden():
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print('skipping update')
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chart.pause_all_feeds()
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continue
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@ -416,10 +397,8 @@ def graphics_update_cycle(
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)
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or trigger_all
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):
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# TODO: we should track and compute whether the last
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# pixel in a curve should show new data based on uppx
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# and then iff update curves and shift?
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chart.increment_view(steps=i_diff)
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# chart.increment_view(steps=i_diff + round(append_diff - uppx))
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if vlm_chart:
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vlm_chart.increment_view(steps=i_diff)
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@ -477,7 +456,6 @@ def graphics_update_cycle(
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):
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chart.update_graphics_from_flow(
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chart.name,
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# do_append=uppx < update_uppx,
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do_append=do_append,
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)
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@ -337,6 +337,7 @@ class Flow(msgspec.Struct): # , frozen=True):
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name: str
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plot: pg.PlotItem
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graphics: Union[Curve, BarItems]
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yrange: tuple[float, float] = None
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# in some cases a flow may want to change its
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# graphical "type" or, "form" when downsampling,
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@ -386,10 +387,11 @@ class Flow(msgspec.Struct): # , frozen=True):
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lbar: int,
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rbar: int,
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) -> tuple[float, float]:
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) -> Optional[tuple[float, float]]:
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'''
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Compute the cached max and min y-range values for a given
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x-range determined by ``lbar`` and ``rbar``.
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x-range determined by ``lbar`` and ``rbar`` or ``None``
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if no range can be determined (yet).
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'''
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rkey = (lbar, rbar)
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@ -399,9 +401,8 @@ class Flow(msgspec.Struct): # , frozen=True):
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shm = self.shm
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if shm is None:
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mxmn = None
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return None
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else: # new block for profiling?..
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arr = shm.array
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# build relative indexes into shm array
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@ -414,7 +415,11 @@ class Flow(msgspec.Struct): # , frozen=True):
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]
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if not slice_view.size:
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mxmn = None
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return None
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elif self.yrange:
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mxmn = self.yrange
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# print(f'{self.name} M4 maxmin: {mxmn}')
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else:
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if self.is_ohlc:
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@ -427,9 +432,10 @@ class Flow(msgspec.Struct): # , frozen=True):
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yhigh = np.max(view)
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mxmn = ylow, yhigh
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# print(f'{self.name} MANUAL maxmin: {mxmin}')
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if mxmn is not None:
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# cache new mxmn result
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# cache result for input range
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assert mxmn
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self._mxmns[rkey] = mxmn
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return mxmn
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@ -628,10 +634,13 @@ class Flow(msgspec.Struct): # , frozen=True):
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# source data so we clear our path data in prep
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# to generate a new one from original source data.
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new_sample_rate = True
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showing_src_data = True
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should_ds = False
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should_redraw = True
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showing_src_data = True
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# reset yrange to be computed from source data
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self.yrange = None
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# MAIN RENDER LOGIC:
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# - determine in view data and redraw on range change
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# - determine downsampling ops if needed
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|
@ -657,6 +666,10 @@ class Flow(msgspec.Struct): # , frozen=True):
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**rkwargs,
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)
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if showing_src_data:
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# print(f"{self.name} SHOWING SOURCE")
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# reset yrange to be computed from source data
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self.yrange = None
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if not out:
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log.warning(f'{self.name} failed to render!?')
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|
@ -664,6 +677,9 @@ class Flow(msgspec.Struct): # , frozen=True):
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path, data, reset = out
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# if self.yrange:
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# print(f'flow {self.name} yrange from m4: {self.yrange}')
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# XXX: SUPER UGGGHHH... without this we get stale cache
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# graphics that don't update until you downsampler again..
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if reset:
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|
@ -1058,6 +1074,7 @@ class Renderer(msgspec.Struct):
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# xy-path data transform: convert source data to a format
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# able to be passed to a `QPainterPath` rendering routine.
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if not len(hist):
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# XXX: this might be why the profiler only has exits?
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return
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x_out, y_out, connect = self.format_xy(
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|
@ -1144,11 +1161,14 @@ class Renderer(msgspec.Struct):
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elif should_ds and uppx > 1:
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x_out, y_out = xy_downsample(
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x_out, y_out, ymn, ymx = xy_downsample(
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x_out,
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y_out,
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uppx,
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)
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self.flow.yrange = ymn, ymx
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# print(f'{self.flow.name} post ds: ymn, ymx: {ymn},{ymx}')
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|
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reset = True
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profiler(f'FULL PATH downsample redraw={should_ds}')
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self._in_ds = True
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||||
|
|
|
@ -639,20 +639,25 @@ async def open_vlm_displays(
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names: list[str],
|
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|
||||
) -> tuple[float, float]:
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'''
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Flows "group" maxmin loop; assumes all named flows
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are in the same co-domain and thus can be sorted
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as one set.
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|
||||
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
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for name in names:
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|
||||
mxmn = chart.maxmin(name=name)
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if mxmn:
|
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ymax = mxmn[1]
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if ymax > mx:
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mx = ymax
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ymn, ymx = chart.maxmin(name=name)
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mx = max(mx, ymx)
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|
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return 0, mx
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|
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chart.view.maxmin = partial(multi_maxmin, names=['volume'])
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|
||||
# 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)
|
||||
|
@ -776,6 +781,7 @@ async def open_vlm_displays(
|
|||
|
||||
) -> None:
|
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for name in names:
|
||||
|
||||
if 'dark' in name:
|
||||
color = dark_vlm_color
|
||||
elif 'rate' in name:
|
||||
|
|
|
@ -923,6 +923,7 @@ class ChartView(ViewBox):
|
|||
# XXX: super important to be aware of this.
|
||||
# or not flow.graphics.isVisible()
|
||||
):
|
||||
# print(f'skipping {flow.name}')
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||||
continue
|
||||
|
||||
# pass in no array which will read and render from the last
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||||
|
|
|
@ -49,12 +49,17 @@ def xy_downsample(
|
|||
|
||||
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.
|
||||
# always refresh data bounds until we get diffing
|
||||
# working properly, see above..
|
||||
bins, x, y = ds_m4(
|
||||
bins, x, y, ymn, ymx = ds_m4(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
|
@ -67,7 +72,7 @@ def xy_downsample(
|
|||
)).flatten()
|
||||
y = y.flatten()
|
||||
|
||||
return x, y
|
||||
return x, y, ymn, ymx
|
||||
|
||||
|
||||
@njit(
|
||||
|
|
Loading…
Reference in New Issue