Factor sync part of graphics update into func, add `trigger_update()``

offline_history_loading
Tyler Goodlet 2022-03-06 17:02:49 -05:00
parent ed8cfcf66d
commit b75a3310fe
1 changed files with 267 additions and 202 deletions

View File

@ -23,7 +23,7 @@ graphics update methods via our custom ``pyqtgraph`` charting api.
'''
from functools import partial
import time
from typing import Optional
from typing import Optional, Any
import numpy as np
import tractor
@ -109,6 +109,12 @@ def chart_maxmin(
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
# actor-local graphics state that can be passed
# to a ``graphic_update_cycle()`` call by any task
# wishing to update the UI.
_ux_state: dict[str, Any] = {}
async def graphics_update_loop(
linked: LinkedSplits,
@ -147,7 +153,7 @@ async def graphics_update_loop(
if vlm_chart:
vlm_sticky = vlm_chart._ysticks['volume']
vlm_view = vlm_chart.view
# vlm_view = vlm_chart.view
maxmin = partial(chart_maxmin, chart, vlm_chart)
chart.default_view()
@ -183,7 +189,7 @@ async def graphics_update_loop(
tick_margin = 3 * tick_size
chart.show()
view = chart.view
# view = chart.view
last_quote = time.time()
i_last = ohlcv.index
@ -210,7 +216,27 @@ async def graphics_update_loop(
# async for quotes in iter_drain_quotes():
_ux_state.update({
'quotes': {},
'linked': linked,
'maxmin': maxmin,
'tick_margin': tick_margin,
'ohlcv': ohlcv,
'chart': chart,
'last_price_sticky': last_price_sticky,
'vlm_chart': vlm_chart,
'i_last': i_last,
'last_mx_vlm': last_mx_vlm,
'vlm_sticky': vlm_sticky,
'l1': l1,
'last_mx': last_mx,
'last_mn': last_mn,
})
async for quotes in stream:
_ux_state['quotes'] = quotes
quote_period = time.time() - last_quote
quote_rate = round(
1/quote_period, 1) if quote_period > 0 else float('inf')
@ -231,222 +257,259 @@ async def graphics_update_loop(
chart.pause_all_feeds()
continue
for sym, quote in quotes.items():
# sync call to update all graphics/UX components.
graphics_update_cycle(**_ux_state)
(
brange,
mx_in_view,
mn_in_view,
mx_vlm_in_view,
) = maxmin()
l, lbar, rbar, r = brange
mx = mx_in_view + tick_margin
mn = mn_in_view - tick_margin
# NOTE: vlm may be written by the ``brokerd`` backend
# event though a tick sample is not emitted.
# TODO: show dark trades differently
# https://github.com/pikers/piker/issues/116
array = ohlcv.array
def trigger_update() -> None:
'''
Manually trigger a graphics update from global state.
# NOTE: this used to be implemented in a dedicated
# "increment tas": ``check_for_new_bars()`` but it doesn't
# make sense to do a whole task switch when we can just do
# this simple index-diff and all the fsp sub-curve graphics
# are diffed on each draw cycle anyway; so updates to the
# "curve" length is already automatic.
Generally used from remote actors who wish to trigger a UI refresh.
# increment the view position by the sample offset.
i_step = ohlcv.index
i_diff = i_step - i_last
if i_diff > 0:
chart.increment_view(
steps=i_diff,
)
i_last = i_step
'''
assert _ux_state is not None, 'graphics engine not initialized?'
graphics_update_cycle(**_ux_state)
if vlm_chart:
vlm_chart.update_curve_from_array('volume', array)
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
if (
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}')
vlm_view._set_yrange(
yrange=(0, mx_vlm_in_view * 1.375)
)
last_mx_vlm = mx_vlm_in_view
def graphics_update_cycle(
quotes,
linked,
maxmin,
tick_margin,
ohlcv,
chart,
last_price_sticky,
vlm_chart,
i_last,
last_mx_vlm,
vlm_sticky,
l1,
for curve_name, flow in vlm_chart._flows.items():
update_fsp_chart(
vlm_chart,
flow.shm,
curve_name,
array_key=curve_name,
)
# is this even doing anything?
flow.plot.vb._set_yrange(
autoscale_linked_plots=False,
name=curve_name,
)
last_mx,
last_mn,
ticks_frame = quote.get('ticks', ())
wap_in_history: bool = False,
# vlm_view,
frames_by_type: dict[str, dict] = {}
lasts = {}
) -> None:
# build tick-type "frames" of tick sequences since
# likely the tick arrival rate is higher then our
# (throttled) quote stream rate.
for tick in ticks_frame:
price = tick.get('price')
ticktype = tick.get('type')
for sym, quote in quotes.items():
if ticktype == 'n/a' or price == -1:
# okkk..
continue
(
brange,
mx_in_view,
mn_in_view,
mx_vlm_in_view,
) = maxmin()
l, lbar, rbar, r = brange
mx = mx_in_view + tick_margin
mn = mn_in_view - tick_margin
# keys are entered in olded-event-inserted-first order
# since we iterate ``ticks_frame`` in standard order
# above. in other words the order of the keys is the order
# of tick events by type from the provider feed.
frames_by_type.setdefault(ticktype, []).append(tick)
# NOTE: vlm may be written by the ``brokerd`` backend
# event though a tick sample is not emitted.
# TODO: show dark trades differently
# https://github.com/pikers/piker/issues/116
array = ohlcv.array
# overwrites so the last tick per type is the entry
lasts[ticktype] = tick
# NOTE: this used to be implemented in a dedicated
# "increment tas": ``check_for_new_bars()`` but it doesn't
# make sense to do a whole task switch when we can just do
# this simple index-diff and all the fsp sub-curve graphics
# are diffed on each draw cycle anyway; so updates to the
# "curve" length is already automatic.
# from pprint import pformat
# frame_counts = {
# typ: len(frame) for typ, frame in frames_by_type.items()
# }
# print(f'{pformat(frame_counts)}')
# print(f'framed: {pformat(frames_by_type)}')
# print(f'lasts: {pformat(lasts)}')
# increment the view position by the sample offset.
i_step = ohlcv.index
i_diff = i_step - i_last
if i_diff > 0:
chart.increment_view(
steps=i_diff,
)
i_last = i_step
# TODO: eventually we want to separate out the utrade (aka
# dark vlm prices) here and show them as an additional
# graphic.
clear_types = _tick_groups['clears']
if vlm_chart:
vlm_chart.update_curve_from_array('volume', array)
vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
# XXX: if we wanted to iterate in "latest" (i.e. most
# current) tick first order as an optimization where we only
# update from the last tick from each type class.
# last_clear_updated: bool = False
# for typ, tick in reversed(lasts.items()):
# iterate in FIFO order per frame
for typ, tick in lasts.items():
price = tick.get('price')
size = tick.get('size')
# compute max and min prices (including bid/ask) from
# tick frames to determine the y-range for chart
# auto-scaling.
# TODO: we need a streaming minmax algo here, see def above.
mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn)
if typ in clear_types:
# XXX: if we only wanted to update graphics from the
# "current"/"latest received" clearing price tick
# once (see alt iteration order above).
# if last_clear_updated:
# continue
# last_clear_updated = True
# we only want to update grahpics from the *last*
# tick event that falls under the "clearing price"
# set.
# update price sticky(s)
end = array[-1]
last_price_sticky.update_from_data(
*end[['index', 'close']]
)
# update ohlc sampled price bars
chart.update_ohlc_from_array(
chart.name,
array,
)
if wap_in_history:
# update vwap overlay line
chart.update_curve_from_array('bar_wap', ohlcv.array)
# L1 book label-line updates
# XXX: is this correct for ib?
# if ticktype in ('trade', 'last'):
# if ticktype in ('last',): # 'size'):
if typ in ('last',): # 'size'):
label = {
l1.ask_label.fields['level']: l1.ask_label,
l1.bid_label.fields['level']: l1.bid_label,
}.get(price)
if label is not None:
label.update_fields({'level': price, 'size': size})
# TODO: on trades should we be knocking down
# the relevant L1 queue?
# label.size -= size
# elif ticktype in ('ask', 'asize'):
elif typ in _tick_groups['asks']:
l1.ask_label.update_fields({'level': price, 'size': size})
# elif ticktype in ('bid', 'bsize'):
elif typ in _tick_groups['bids']:
l1.bid_label.update_fields({'level': price, 'size': size})
# check for y-range re-size
if (
(mx > last_mx) or (mn < last_mn)
and not chart._static_yrange == 'axis'
mx_vlm_in_view != last_mx_vlm or
mx_vlm_in_view > last_mx_vlm
):
# print(f'new y range: {(mn, mx)}')
view._set_yrange(
yrange=(mn, mx),
# TODO: we should probably scale
# the view margin based on the size
# of the true range? This way you can
# slap in orders outside the current
# L1 (only) book range.
# range_margin=0.1,
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vlm_chart.view._set_yrange(
yrange=(0, mx_vlm_in_view * 1.375)
)
last_mx_vlm = mx_vlm_in_view
last_mx, last_mn = mx, mn
# run synchronous update on all derived fsp subplots
for name, subchart in linked.subplots.items():
for curve_name, flow in vlm_chart._flows.items():
update_fsp_chart(
subchart,
subchart._shm,
# XXX: do we really needs seperate names here?
name,
array_key=name,
)
subchart.cv._set_yrange()
# TODO: all overlays on all subplots..
# run synchronous update on all derived overlays
for curve_name, flow in chart._flows.items():
update_fsp_chart(
chart,
vlm_chart,
flow.shm,
curve_name,
array_key=curve_name,
)
# chart.view._set_yrange()
# is this even doing anything?
flow.plot.vb._set_yrange(
autoscale_linked_plots=False,
name=curve_name,
)
# loop end
ticks_frame = quote.get('ticks', ())
frames_by_type: dict[str, dict] = {}
lasts = {}
# build tick-type "frames" of tick sequences since
# likely the tick arrival rate is higher then our
# (throttled) quote stream rate.
for tick in ticks_frame:
price = tick.get('price')
ticktype = tick.get('type')
if ticktype == 'n/a' or price == -1:
# okkk..
continue
# keys are entered in olded-event-inserted-first order
# since we iterate ``ticks_frame`` in standard order
# above. in other words the order of the keys is the order
# of tick events by type from the provider feed.
frames_by_type.setdefault(ticktype, []).append(tick)
# overwrites so the last tick per type is the entry
lasts[ticktype] = tick
# from pprint import pformat
# frame_counts = {
# typ: len(frame) for typ, frame in frames_by_type.items()
# }
# print(f'{pformat(frame_counts)}')
# print(f'framed: {pformat(frames_by_type)}')
# print(f'lasts: {pformat(lasts)}')
# TODO: eventually we want to separate out the utrade (aka
# dark vlm prices) here and show them as an additional
# graphic.
clear_types = _tick_groups['clears']
# XXX: if we wanted to iterate in "latest" (i.e. most
# current) tick first order as an optimization where we only
# update from the last tick from each type class.
# last_clear_updated: bool = False
# for typ, tick in reversed(lasts.items()):
# iterate in FIFO order per frame
for typ, tick in lasts.items():
price = tick.get('price')
size = tick.get('size')
# compute max and min prices (including bid/ask) from
# tick frames to determine the y-range for chart
# auto-scaling.
# TODO: we need a streaming minmax algo here, see def above.
mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn)
if typ in clear_types:
# XXX: if we only wanted to update graphics from the
# "current"/"latest received" clearing price tick
# once (see alt iteration order above).
# if last_clear_updated:
# continue
# last_clear_updated = True
# we only want to update grahpics from the *last*
# tick event that falls under the "clearing price"
# set.
# update price sticky(s)
end = array[-1]
last_price_sticky.update_from_data(
*end[['index', 'close']]
)
# update ohlc sampled price bars
chart.update_ohlc_from_array(
chart.name,
array,
)
if wap_in_history:
# update vwap overlay line
chart.update_curve_from_array('bar_wap', ohlcv.array)
# L1 book label-line updates
# XXX: is this correct for ib?
# if ticktype in ('trade', 'last'):
# if ticktype in ('last',): # 'size'):
if typ in ('last',): # 'size'):
label = {
l1.ask_label.fields['level']: l1.ask_label,
l1.bid_label.fields['level']: l1.bid_label,
}.get(price)
if label is not None:
label.update_fields({'level': price, 'size': size})
# TODO: on trades should we be knocking down
# the relevant L1 queue?
# label.size -= size
# elif ticktype in ('ask', 'asize'):
elif typ in _tick_groups['asks']:
l1.ask_label.update_fields({'level': price, 'size': size})
# elif ticktype in ('bid', 'bsize'):
elif typ in _tick_groups['bids']:
l1.bid_label.update_fields({'level': price, 'size': size})
# check for y-range re-size
if (
(mx > last_mx) or (mn < last_mn)
and not chart._static_yrange == 'axis'
):
# print(f'new y range: {(mn, mx)}')
chart.view._set_yrange(
yrange=(mn, mx),
# TODO: we should probably scale
# the view margin based on the size
# of the true range? This way you can
# slap in orders outside the current
# L1 (only) book range.
# range_margin=0.1,
)
last_mx, last_mn = mx, mn
# run synchronous update on all derived fsp subplots
for name, subchart in linked.subplots.items():
update_fsp_chart(
subchart,
subchart._shm,
# XXX: do we really needs seperate names here?
name,
array_key=name,
)
subchart.cv._set_yrange()
# TODO: all overlays on all subplots..
# run synchronous update on all derived overlays
for curve_name, flow in chart._flows.items():
update_fsp_chart(
chart,
flow.shm,
curve_name,
array_key=curve_name,
)
# chart.view._set_yrange()
# loop end
async def display_symbol_data(
@ -479,23 +542,24 @@ async def display_symbol_data(
# clear_on_next=True,
# group_key=loading_sym_key,
# )
async with open_feed(
['.'.join((sym, provider))],
loglevel=loglevel,
# limit to at least display's FPS
# avoiding needless Qt-in-guest-mode context switches
tick_throttle=_quote_throttle_rate,
async with open_feed(
provider,
[sym],
loglevel=loglevel,
# limit to at least display's FPS
# avoiding needless Qt-in-guest-mode context switches
tick_throttle=_quote_throttle_rate,
) as feed:
ohlcv: ShmArray = feed.shm
bars = ohlcv.array
symbol = feed.symbols[sym]
fqsn = symbol.front_fqsn()
# load in symbol's ohlc data
godwidget.window.setWindowTitle(
f'{fqsn} '
f'{symbol.key}@{symbol.brokers} '
f'tick:{symbol.tick_size} '
f'step:1s '
)
@ -580,7 +644,8 @@ async def display_symbol_data(
open_order_mode(
feed,
chart,
fqsn,
symbol,
provider,
order_mode_started
)
):