goodboy
GitHub
commit
bf7a49c19b
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@ -29,6 +29,7 @@ import itertools
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from math import isnan
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from typing import (
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Any,
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Optional,
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Union,
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)
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import asyncio
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@ -43,8 +44,11 @@ import trio
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import tractor
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from tractor import to_asyncio
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import ib_insync as ibis
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from ib_insync.wrapper import RequestError
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from ib_insync.contract import Contract, ContractDetails
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from ib_insync.contract import (
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Contract,
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ContractDetails,
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Option,
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)
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from ib_insync.order import Order
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from ib_insync.ticker import Ticker
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from ib_insync.objects import (
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@ -53,7 +57,10 @@ from ib_insync.objects import (
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Execution,
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CommissionReport,
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)
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from ib_insync.wrapper import Wrapper
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from ib_insync.wrapper import (
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Wrapper,
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RequestError,
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)
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from ib_insync.client import Client as ib_Client
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import numpy as np
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@ -184,12 +191,12 @@ _adhoc_futes_set = {
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'ethusdrr.cmecrypto',
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# agriculture
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'he.globex', # lean hogs
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'le.globex', # live cattle (geezers)
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'gf.globex', # feeder cattle (younguns)
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'he.nymex', # lean hogs
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'le.nymex', # live cattle (geezers)
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'gf.nymex', # feeder cattle (younguns)
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# raw
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'lb.globex', # random len lumber
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'lb.nymex', # random len lumber
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# metals
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'xauusd.cmdty', # gold spot
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@ -205,6 +212,19 @@ _adhoc_futes_set = {
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}
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# taken from list here:
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# https://www.interactivebrokers.com/en/trading/products-spot-currencies.php
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_adhoc_fiat_set = set((
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'USD, AED, AUD, CAD,'
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'CHF, CNH, CZK, DKK,'
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'EUR, GBP, HKD, HUF,'
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'ILS, JPY, MXN, NOK,'
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'NZD, PLN, RUB, SAR,'
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'SEK, SGD, TRY, ZAR'
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).split(' ,')
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)
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# map of symbols to contract ids
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_adhoc_symbol_map = {
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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@ -234,6 +254,7 @@ _exch_skip_list = {
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'VALUE',
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'FUNDSERV',
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'SWB2',
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'PSE',
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}
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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@ -336,7 +357,7 @@ class Client:
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_enters += 1
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contract = await self.find_contract(fqsn)
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contract = (await self.find_contracts(fqsn))[0]
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bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
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# _min = min(2000*100, count)
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@ -391,7 +412,15 @@ class Client:
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futs.append(self.ib.reqContractDetailsAsync(con))
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# batch request all details
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try:
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results = await asyncio.gather(*futs)
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except RequestError as err:
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msg = err.message
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if (
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'No security definition' in msg
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):
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log.warning(f'{msg}: {contracts}')
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return {}
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# one set per future result
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details = {}
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@ -400,20 +429,11 @@ class Client:
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# XXX: if there is more then one entry in the details list
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# then the contract is so called "ambiguous".
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for d in details_set:
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con = d.contract
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key = '.'.join([
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con.symbol,
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con.primaryExchange or con.exchange,
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])
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expiry = con.lastTradeDateOrContractMonth
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if expiry:
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key += f'.{expiry}'
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# nested dataclass we probably don't need and that
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# won't IPC serialize..
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# nested dataclass we probably don't need and that won't
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# IPC serialize..
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d.secIdList = ''
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key, calc_price = con2fqsn(d.contract)
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details[key] = d
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return details
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@ -443,7 +463,7 @@ class Client:
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self,
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pattern: str,
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# how many contracts to search "up to"
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upto: int = 3,
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upto: int = 6,
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asdicts: bool = True,
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) -> dict[str, ContractDetails]:
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@ -454,7 +474,6 @@ class Client:
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pattern,
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upto=upto,
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)
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for key, deats in results.copy().items():
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tract = deats.contract
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@ -464,21 +483,44 @@ class Client:
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if sectype == 'IND':
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results[f'{sym}.IND'] = tract
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results.pop(key)
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exch = tract.exchange
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# exch = tract.exchange
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if exch in _futes_venues:
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# XXX: add back one of these to get the weird deadlock
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# on the debugger from root without the latest
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# maybe_wait_for_debugger() fix in the `open_context()`
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# exit.
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# assert 0
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# if con.exchange not in _exch_skip_list:
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exch = tract.exchange
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if exch not in _exch_skip_list:
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# try get all possible contracts for symbol as per,
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# https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
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con = ibis.Future(
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symbol=sym,
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exchange=exch,
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)
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try:
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# TODO: make this work, think it's something to do
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# with the qualify flag.
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# cons = await self.find_contracts(
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# contract=con,
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# err_on_qualify=False,
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# )
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# if cons:
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all_deats = await self.con_deats([con])
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results |= all_deats
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except RequestError as err:
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log.warning(err.message)
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# forex pairs
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elif sectype == 'CASH':
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dst, src = tract.localSymbol.split('.')
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pair_key = "/".join([dst, src])
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exch = tract.exchange.lower()
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results[f'{pair_key}.{exch}'] = tract
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results.pop(key)
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# XXX: again seems to trigger the weird tractor
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# bug with the debugger..
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# assert 0
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return results
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@ -518,13 +560,11 @@ class Client:
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ibis.Contract(conId=conid)
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)
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async def find_contract(
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def parse_patt2fqsn(
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self,
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pattern: str,
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currency: str = 'USD',
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**kwargs,
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) -> Contract:
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) -> tuple[str, str, str, str]:
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# TODO: we can't use this currently because
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# ``wrapper.starTicker()`` currently cashes ticker instances
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@ -537,12 +577,30 @@ class Client:
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# XXX UPDATE: we can probably do the tick/trades scraping
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# inside our eventkit handler instead to bypass this entirely?
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currency = ''
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# fqsn parsing stage
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# ------------------
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if '.ib' in pattern:
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from ..data._source import unpack_fqsn
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broker, symbol, expiry = unpack_fqsn(pattern)
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_, symbol, expiry = unpack_fqsn(pattern)
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else:
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symbol = pattern
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expiry = ''
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# another hack for forex pairs lul.
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if (
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'.idealpro' in symbol
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# or '/' in symbol
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):
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exch = 'IDEALPRO'
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symbol = symbol.removesuffix('.idealpro')
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if '/' in symbol:
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symbol, currency = symbol.split('/')
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else:
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# TODO: yes, a cache..
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# try:
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# # give the cache a go
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# return self._contracts[symbol]
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@ -553,42 +611,70 @@ class Client:
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symbol, _, expiry = symbol.rpartition('.')
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# use heuristics to figure out contract "type"
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sym, exch = symbol.upper().rsplit('.', maxsplit=1)
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symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
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qualify: bool = True
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return symbol, currency, exch, expiry
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async def find_contracts(
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self,
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pattern: Optional[str] = None,
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contract: Optional[Contract] = None,
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qualify: bool = True,
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err_on_qualify: bool = True,
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) -> Contract:
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if pattern is not None:
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symbol, currency, exch, expiry = self.parse_patt2fqsn(
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pattern,
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)
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sectype = ''
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else:
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assert contract
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symbol = contract.symbol
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sectype = contract.secType
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exch = contract.exchange or contract.primaryExchange
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expiry = contract.lastTradeDateOrContractMonth
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currency = contract.currency
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# contract searching stage
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# ------------------------
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# futes
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if exch in _futes_venues:
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if expiry:
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# get the "front" contract
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contract = await self.get_fute(
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symbol=sym,
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con = await self.get_fute(
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symbol=symbol,
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exchange=exch,
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expiry=expiry,
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)
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else:
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# get the "front" contract
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contract = await self.get_fute(
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symbol=sym,
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con = await self.get_fute(
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symbol=symbol,
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exchange=exch,
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front=True,
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)
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qualify = False
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elif exch in ('FOREX'):
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currency = ''
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symbol, currency = sym.split('/')
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elif (
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exch in ('IDEALPRO')
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or sectype == 'CASH'
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):
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# if '/' in symbol:
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# currency = ''
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# symbol, currency = symbol.split('/')
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con = ibis.Forex(
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symbol=symbol,
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pair=''.join((symbol, currency)),
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currency=currency,
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)
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con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
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# commodities
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elif exch == 'CMDTY': # eg. XAUUSD.CMDTY
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con_kwargs, bars_kwargs = _adhoc_symbol_map[sym]
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con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
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con = ibis.Commodity(**con_kwargs)
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con.bars_kwargs = bars_kwargs
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@ -604,33 +690,50 @@ class Client:
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exch = 'SMART'
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else:
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exch = 'SMART'
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# XXX: order is super important here since
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# a primary == 'SMART' won't ever work.
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primaryExchange = exch
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exch = 'SMART'
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con = ibis.Stock(
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symbol=sym,
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symbol=symbol,
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exchange=exch,
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primaryExchange=primaryExchange,
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currency=currency,
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)
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try:
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exch = 'SMART' if not exch else exch
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if qualify:
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contract = (await self.ib.qualifyContractsAsync(con))[0]
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else:
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assert contract
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except IndexError:
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contracts = [con]
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if qualify:
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try:
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contracts = await self.ib.qualifyContractsAsync(con)
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except RequestError as err:
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msg = err.message
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if (
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'No security definition' in msg
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and not err_on_qualify
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):
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log.warning(
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f'Could not find def for {con}')
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return None
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else:
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raise
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if not contracts:
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raise ValueError(f"No contract could be found {con}")
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self._contracts[pattern] = contract
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# pack all contracts into cache
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for tract in contracts:
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exch: str = tract.primaryExchange or tract.exchange or exch
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pattern = f'{symbol}.{exch}'
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expiry = tract.lastTradeDateOrContractMonth
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# add an entry with expiry suffix if available
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if expiry:
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pattern += f'.{expiry}'
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# add an aditional entry with expiry suffix if available
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conexp = contract.lastTradeDateOrContractMonth
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if conexp:
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self._contracts[pattern + f'.{conexp}'] = contract
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self._contracts[pattern.lower()] = tract
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return contract
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return contracts
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async def get_head_time(
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self,
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@ -649,9 +752,10 @@ class Client:
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async def get_sym_details(
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self,
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symbol: str,
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) -> tuple[Contract, Ticker, ContractDetails]:
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contract = await self.find_contract(symbol)
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contract = (await self.find_contracts(symbol))[0]
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ticker: Ticker = self.ib.reqMktData(
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contract,
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snapshot=True,
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@ -839,6 +943,73 @@ class Client:
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return self.ib.positions(account=account)
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def con2fqsn(
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con: Contract,
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_cache: dict[int, (str, bool)] = {}
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) -> tuple[str, bool]:
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'''
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Convert contracts to fqsn-style strings to be used both in symbol-search
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matching and as feed tokens passed to the front end data deed layer.
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Previously seen contracts are cached by id.
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'''
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# should be real volume for this contract by default
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calc_price = False
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if con.conId:
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try:
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return _cache[con.conId]
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except KeyError:
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pass
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suffix = con.primaryExchange or con.exchange
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symbol = con.symbol
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expiry = con.lastTradeDateOrContractMonth or ''
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match con:
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case Option():
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# TODO: option symbol parsing and sane display:
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symbol = con.localSymbol.replace(' ', '')
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case ibis.Commodity():
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# commodities and forex don't have an exchange name and
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# no real volume so we have to calculate the price
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suffix = con.secType
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# no real volume on this tract
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calc_price = True
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case ibis.Forex() | ibis.Contract(secType='CASH'):
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dst, src = con.localSymbol.split('.')
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symbol = ''.join([dst, src])
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suffix = con.exchange
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# no real volume on forex feeds..
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calc_price = True
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if not suffix:
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entry = _adhoc_symbol_map.get(
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con.symbol or con.localSymbol
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)
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if entry:
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meta, kwargs = entry
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cid = meta.get('conId')
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if cid:
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assert con.conId == meta['conId']
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suffix = meta['exchange']
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# append a `.<suffix>` to the returned symbol
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# key for derivatives that normally is the expiry
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# date key.
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if expiry:
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suffix += f'.{expiry}'
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fqsn_key = '.'.join((symbol, suffix)).lower()
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_cache[con.conId] = fqsn_key, calc_price
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return fqsn_key, calc_price
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# per-actor API ep caching
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_client_cache: dict[tuple[str, int], Client] = {}
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_scan_ignore: set[tuple[str, int]] = set()
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|
|
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|
@ -36,6 +36,7 @@ import tractor
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from ib_insync.contract import (
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Contract,
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Option,
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Forex,
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)
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from ib_insync.order import (
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Trade,
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|
@ -88,9 +89,18 @@ def pack_position(
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# TODO: lookup fqsn even for derivs.
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symbol = con.symbol.lower()
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# TODO: probably write a mofo exchange mapper routine since ib
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# can't get it's shit together like, ever.
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# try our best to figure out the exchange / venue
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exch = (con.primaryExchange or con.exchange).lower()
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if not exch:
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if isinstance(con, Forex):
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# bc apparently it's not in the contract obj?
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exch = 'idealfx'
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else:
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# for wtv cucked reason some futes don't show their
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# exchange (like CL.NYMEX) ...
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||||
entry = _adhoc_symbol_map.get(
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|
|
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|
|
@ -41,7 +41,8 @@ from trio_typing import TaskStatus
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from piker.data._sharedmem import ShmArray
|
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from .._util import SymbolNotFound, NoData
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||||
from .api import (
|
||||
_adhoc_futes_set,
|
||||
# _adhoc_futes_set,
|
||||
con2fqsn,
|
||||
log,
|
||||
load_aio_clients,
|
||||
ibis,
|
||||
|
|
@ -207,8 +208,6 @@ async def get_bars(
|
|||
|
||||
except RequestError as err:
|
||||
msg = err.message
|
||||
# why do we always need to rebind this?
|
||||
# _err = err
|
||||
|
||||
if 'No market data permissions for' in msg:
|
||||
# TODO: signalling for no permissions searches
|
||||
|
|
@ -239,7 +238,8 @@ async def get_bars(
|
|||
|
||||
# elif (
|
||||
# err.code == 162 and
|
||||
# 'Trading TWS session is connected from a different IP address' in err.message
|
||||
# 'Trading TWS session is connected from a different IP
|
||||
# address' in err.message
|
||||
# ):
|
||||
# log.warning("ignoring ip address warning")
|
||||
# continue
|
||||
|
|
@ -560,38 +560,18 @@ async def open_aio_quote_stream(
|
|||
|
||||
|
||||
# TODO: cython/mypyc/numba this!
|
||||
# or we can at least cache a majority of the values
|
||||
# except for the ones we expect to change?..
|
||||
def normalize(
|
||||
ticker: Ticker,
|
||||
calc_price: bool = False
|
||||
|
||||
) -> dict:
|
||||
|
||||
# should be real volume for this contract by default
|
||||
calc_price = False
|
||||
|
||||
# check for special contract types
|
||||
con = ticker.contract
|
||||
if type(con) in (
|
||||
ibis.Commodity,
|
||||
ibis.Forex,
|
||||
):
|
||||
# commodities and forex don't have an exchange name and
|
||||
# no real volume so we have to calculate the price
|
||||
suffix = con.secType
|
||||
# no real volume on this tract
|
||||
calc_price = True
|
||||
|
||||
else:
|
||||
suffix = con.primaryExchange
|
||||
if not suffix:
|
||||
suffix = con.exchange
|
||||
|
||||
# append a `.<suffix>` to the returned symbol
|
||||
# key for derivatives that normally is the expiry
|
||||
# date key.
|
||||
expiry = con.lastTradeDateOrContractMonth
|
||||
if expiry:
|
||||
suffix += f'.{expiry}'
|
||||
fqsn, calc_price = con2fqsn(con)
|
||||
|
||||
# convert named tuples to dicts so we send usable keys
|
||||
new_ticks = []
|
||||
|
|
@ -623,9 +603,7 @@ def normalize(
|
|||
|
||||
# generate fqsn with possible specialized suffix
|
||||
# for derivatives, note the lowercase.
|
||||
data['symbol'] = data['fqsn'] = '.'.join(
|
||||
(con.symbol, suffix)
|
||||
).lower()
|
||||
data['symbol'] = data['fqsn'] = fqsn
|
||||
|
||||
# convert named tuples to dicts for transport
|
||||
tbts = data.get('tickByTicks')
|
||||
|
|
@ -690,6 +668,13 @@ async def stream_quotes(
|
|||
# TODO: more consistent field translation
|
||||
atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
|
||||
|
||||
if atype in {
|
||||
'forex',
|
||||
'index',
|
||||
'commodity',
|
||||
}:
|
||||
syminfo['no_vlm'] = True
|
||||
|
||||
# for stocks it seems TWS reports too small a tick size
|
||||
# such that you can't submit orders with that granularity?
|
||||
min_tick = 0.01 if atype == 'stock' else 0
|
||||
|
|
@ -716,9 +701,9 @@ async def stream_quotes(
|
|||
},
|
||||
|
||||
}
|
||||
return init_msgs
|
||||
return init_msgs, syminfo
|
||||
|
||||
init_msgs = mk_init_msgs()
|
||||
init_msgs, syminfo = mk_init_msgs()
|
||||
|
||||
# TODO: we should instead spawn a task that waits on a feed to start
|
||||
# and let it wait indefinitely..instead of this hard coded stuff.
|
||||
|
|
@ -727,7 +712,13 @@ async def stream_quotes(
|
|||
|
||||
# it might be outside regular trading hours so see if we can at
|
||||
# least grab history.
|
||||
if isnan(first_ticker.last):
|
||||
if (
|
||||
isnan(first_ticker.last)
|
||||
and type(first_ticker.contract) not in (
|
||||
ibis.Commodity,
|
||||
ibis.Forex
|
||||
)
|
||||
):
|
||||
task_status.started((init_msgs, first_quote))
|
||||
|
||||
# it's not really live but this will unblock
|
||||
|
|
@ -750,10 +741,16 @@ async def stream_quotes(
|
|||
task_status.started((init_msgs, first_quote))
|
||||
|
||||
async with aclosing(stream):
|
||||
if type(first_ticker.contract) not in (
|
||||
ibis.Commodity,
|
||||
ibis.Forex
|
||||
):
|
||||
if syminfo.get('no_vlm', False):
|
||||
|
||||
# generally speaking these feeds don't
|
||||
# include vlm data.
|
||||
atype = syminfo['asset_type']
|
||||
log.info(
|
||||
f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
|
||||
)
|
||||
|
||||
else:
|
||||
# wait for real volume on feed (trading might be closed)
|
||||
while True:
|
||||
ticker = await stream.receive()
|
||||
|
|
@ -812,6 +809,9 @@ async def data_reset_hack(
|
|||
successful.
|
||||
- other OS support?
|
||||
- integration with ``ib-gw`` run in docker + Xorg?
|
||||
- is it possible to offer a local server that can be accessed by
|
||||
a client? Would be sure be handy for running native java blobs
|
||||
that need to be wrangle.
|
||||
|
||||
'''
|
||||
|
||||
|
|
@ -926,7 +926,8 @@ async def open_symbol_search(
|
|||
# adhoc_match_results = {}
|
||||
# if adhoc_matches:
|
||||
# # TODO: do we need to pull contract details?
|
||||
# adhoc_match_results = {i[0]: {} for i in adhoc_matches}
|
||||
# adhoc_match_results = {i[0]: {} for i in
|
||||
# adhoc_matches}
|
||||
|
||||
log.debug(f'fuzzy matching stocks {stock_results}')
|
||||
stock_matches = fuzzy.extractBests(
|
||||
|
|
|
|||
|
|
@ -56,7 +56,7 @@ def iterticks(
|
|||
sig = (
|
||||
time,
|
||||
tick['price'],
|
||||
tick['size']
|
||||
tick.get('size')
|
||||
)
|
||||
|
||||
if ttype == 'dark_trade':
|
||||
|
|
|
|||
|
|
@ -453,13 +453,6 @@ class LinkedSplits(QWidget):
|
|||
# add crosshair graphic
|
||||
self.chart.addItem(self.cursor)
|
||||
|
||||
# axis placement
|
||||
if (
|
||||
_xaxis_at == 'bottom' and
|
||||
'bottom' in self.chart.plotItem.axes
|
||||
):
|
||||
self.chart.hideAxis('bottom')
|
||||
|
||||
# style?
|
||||
self.chart.setFrameStyle(
|
||||
QFrame.StyledPanel |
|
||||
|
|
@ -524,6 +517,15 @@ class LinkedSplits(QWidget):
|
|||
cpw.hideAxis('left')
|
||||
cpw.hideAxis('bottom')
|
||||
|
||||
if (
|
||||
_xaxis_at == 'bottom' and (
|
||||
self.xaxis_chart
|
||||
or (
|
||||
not self.subplots
|
||||
and self.xaxis_chart is None
|
||||
)
|
||||
)
|
||||
):
|
||||
if self.xaxis_chart:
|
||||
self.xaxis_chart.hideAxis('bottom')
|
||||
|
||||
|
|
@ -532,13 +534,9 @@ class LinkedSplits(QWidget):
|
|||
# https://github.com/pikers/pyqtgraph/tree/plotitemoverlay_onto_pg_master
|
||||
# _ = self.xaxis_chart.removeAxis('bottom', unlink=False)
|
||||
# assert 'bottom' not in self.xaxis_chart.plotItem.axes
|
||||
|
||||
self.xaxis_chart = cpw
|
||||
cpw.showAxis('bottom')
|
||||
|
||||
if self.xaxis_chart is None:
|
||||
self.xaxis_chart = cpw
|
||||
|
||||
qframe.chart = cpw
|
||||
qframe.hbox.addWidget(cpw)
|
||||
|
||||
|
|
|
|||
|
|
@ -63,7 +63,7 @@ from ..log import get_logger
|
|||
log = get_logger(__name__)
|
||||
|
||||
# TODO: load this from a config.toml!
|
||||
_quote_throttle_rate: int = 22 # Hz
|
||||
_quote_throttle_rate: int = 60 # Hz
|
||||
|
||||
|
||||
# a working tick-type-classes template
|
||||
|
|
@ -136,16 +136,16 @@ class DisplayState:
|
|||
# high level chart handles
|
||||
linked: LinkedSplits
|
||||
chart: ChartPlotWidget
|
||||
vlm_chart: ChartPlotWidget
|
||||
|
||||
# axis labels
|
||||
l1: L1Labels
|
||||
last_price_sticky: YAxisLabel
|
||||
vlm_sticky: YAxisLabel
|
||||
|
||||
# misc state tracking
|
||||
vars: dict[str, Any]
|
||||
|
||||
vlm_chart: Optional[ChartPlotWidget] = None
|
||||
vlm_sticky: Optional[YAxisLabel] = None
|
||||
wap_in_history: bool = False
|
||||
|
||||
|
||||
|
|
@ -185,9 +185,6 @@ async def graphics_update_loop(
|
|||
*ohlcv.array[-1][['index', 'close']]
|
||||
)
|
||||
|
||||
if vlm_chart:
|
||||
vlm_sticky = vlm_chart._ysticks['volume']
|
||||
|
||||
maxmin = partial(
|
||||
chart_maxmin,
|
||||
chart,
|
||||
|
|
@ -236,8 +233,6 @@ async def graphics_update_loop(
|
|||
'ohlcv': ohlcv,
|
||||
'chart': chart,
|
||||
'last_price_sticky': last_price_sticky,
|
||||
'vlm_chart': vlm_chart,
|
||||
'vlm_sticky': vlm_sticky,
|
||||
'l1': l1,
|
||||
|
||||
'vars': {
|
||||
|
|
@ -250,6 +245,11 @@ async def graphics_update_loop(
|
|||
}
|
||||
})
|
||||
|
||||
if vlm_chart:
|
||||
vlm_sticky = vlm_chart._ysticks['volume']
|
||||
ds.vlm_chart = vlm_chart
|
||||
ds.vlm_sticky = vlm_sticky
|
||||
|
||||
chart.default_view()
|
||||
|
||||
# main real-time quotes update loop
|
||||
|
|
@ -322,7 +322,7 @@ def graphics_update_cycle(
|
|||
for sym, quote in ds.quotes.items():
|
||||
|
||||
# compute the first available graphic's x-units-per-pixel
|
||||
uppx = vlm_chart.view.x_uppx()
|
||||
uppx = chart.view.x_uppx()
|
||||
|
||||
# NOTE: vlm may be written by the ``brokerd`` backend
|
||||
# event though a tick sample is not emitted.
|
||||
|
|
@ -786,7 +786,10 @@ async def display_symbol_data(
|
|||
async with trio.open_nursery() as ln:
|
||||
|
||||
# if available load volume related built-in display(s)
|
||||
if has_vlm(ohlcv):
|
||||
if (
|
||||
not symbol.broker_info[provider].get('no_vlm', False)
|
||||
and has_vlm(ohlcv)
|
||||
):
|
||||
vlm_chart = await ln.start(
|
||||
open_vlm_displays,
|
||||
linked,
|
||||
|
|
@ -821,6 +824,9 @@ async def display_symbol_data(
|
|||
order_mode_started
|
||||
)
|
||||
):
|
||||
if not vlm_chart:
|
||||
chart.default_view()
|
||||
|
||||
# let Qt run to render all widgets and make sure the
|
||||
# sidepanes line up vertically.
|
||||
await trio.sleep(0)
|
||||
|
|
|
|||
Loading…
Reference in New Issue