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Move charting to new tractor stream api 

This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.

This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
tractor_open_stream_from
Tyler Goodlet 2021-04-29 09:03:28 -04:00
parent d3b50b9920
commit c08f192f77
1 changed files with 341 additions and 300 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

641
piker/ui/_chart.py
View File

@ -19,6 +19,7 @@ High level Qt chart widgets.
"""
from typing import Tuple, Dict, Any, Optional, Callable
from types import ModuleType
from functools import partial
from PyQt5 import QtCore, QtGui
@ -26,6 +27,7 @@ import numpy as np
import pyqtgraph as pg
import tractor
import trio
from trio_typing import TaskStatus
from ._axes import (
DynamicDateAxis,
@ -53,6 +55,7 @@ from ._style import (
_bars_to_left_in_follow_mode,
)
from ..data._source import Symbol
from ..data._sharedmem import ShmArray
from .. import brokers
from .. import data
from ..data import maybe_open_shm_array
@ -128,7 +131,8 @@ class ChartSpace(QtGui.QWidget):
# self.toolbar_layout.addWidget(self.strategy_box)
def load_symbol(
self,
symbol: Symbol,
brokername: str,
symbol_key: str,
data: np.ndarray,
ohlc: bool = True,
) -> None:
@ -136,12 +140,6 @@ class ChartSpace(QtGui.QWidget):
Expects a ``numpy`` structured array containing all the ohlcv fields.
"""
# XXX: let's see if this causes mem problems
self.window.setWindowTitle(
f'{symbol.key}@{symbol.brokers} '
f'tick:{symbol.tick_size}'
)
# TODO: symbol search
# # of course this doesn't work :eyeroll:
# h = _font.boundingRect('Ag').height()
@ -151,19 +149,18 @@ class ChartSpace(QtGui.QWidget):
# self.symbol_label.setText(f'/`{symbol}`')
linkedcharts = self._chart_cache.setdefault(
symbol.key,
LinkedSplitCharts(symbol)
symbol_key,
LinkedSplitCharts(self)
)
self.linkedcharts = linkedcharts
# remove any existing plots
if not self.v_layout.isEmpty():
self.v_layout.removeWidget(linkedcharts)
main_chart = linkedcharts.plot_ohlc_main(symbol, data)
self.v_layout.addWidget(linkedcharts)
return linkedcharts, main_chart
return linkedcharts
# TODO: add signalling painter system
# def add_signals(self):
@ -187,13 +184,14 @@ class LinkedSplitCharts(QtGui.QWidget):
def __init__(
self,
symbol: Symbol,
chart_space: ChartSpace,
) -> None:
super().__init__()
self.signals_visible: bool = False
self._cursor: Cursor = None # crosshair graphics
self.chart: ChartPlotWidget = None # main (ohlc) chart
self.subplots: Dict[Tuple[str, ...], ChartPlotWidget] = {}
self.chart_space = chart_space
self.xaxis = DynamicDateAxis(
orientation='bottom',
@ -215,7 +213,7 @@ class LinkedSplitCharts(QtGui.QWidget):
self.layout.addWidget(self.splitter)
# state tracker?
self._symbol: Symbol = symbol
self._symbol: Symbol = None
@property
def symbol(self) -> Symbol:
@ -939,135 +937,6 @@ async def test_bed(
# rlabel.setPos(vb_right - 2*w, d_coords.y())
async def _async_main(
# implicit required argument provided by ``qtractor_run()``
widgets: Dict[str, Any],
sym: str,
brokername: str,
loglevel: str,
) -> None:
"""Main Qt-trio routine invoked by the Qt loop with
the widgets ``dict``.
"""
chart_app = widgets['main']
# attempt to configure DPI aware font size
_font.configure_to_dpi(current_screen())
# chart_app.init_search()
# historical data fetch
brokermod = brokers.get_brokermod(brokername)
async with data.open_feed(
brokername,
[sym],
loglevel=loglevel,
) as feed:
ohlcv = feed.shm
bars = ohlcv.array
symbol = feed.symbols[sym]
# load in symbol's ohlc data
linked_charts, chart = chart_app.load_symbol(symbol, bars)
# plot historical vwap if available
wap_in_history = False
if brokermod._show_wap_in_history:
if 'bar_wap' in bars.dtype.fields:
wap_in_history = True
chart.draw_curve(
name='bar_wap',
data=bars,
add_label=False,
)
# size view to data once at outset
chart._set_yrange()
# TODO: a data view api that makes this less shit
chart._shm = ohlcv
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
'rsi': {
'period': 14,
'chart_kwargs': {
'static_yrange': (0, 100),
},
},
}
# make sure that the instrument supports volume history
# (sometimes this is not the case for some commodities and
# derivatives)
volm = ohlcv.array['volume']
if (
np.all(np.isin(volm, -1)) or
np.all(np.isnan(volm))
):
log.warning(
f"{sym} does not seem to have volume info,"
" dropping volume signals")
else:
fsp_conf.update({
'vwap': {
'overlay': True,
'anchor': 'session',
},
})
async with trio.open_nursery() as n:
# load initial fsp chain (otherwise known as "indicators")
n.start_soon(
spawn_fsps,
linked_charts,
fsp_conf,
sym,
ohlcv,
brokermod,
loglevel,
)
# start graphics update loop(s)after receiving first live quote
n.start_soon(
chart_from_quotes,
chart,
feed.stream,
ohlcv,
wap_in_history,
)
# wait for a first quote before we start any update tasks
quote = await feed.receive()
log.info(f'Received first quote {quote}')
n.start_soon(
check_for_new_bars,
feed,
# delay,
ohlcv,
linked_charts
)
# interactive testing
# n.start_soon(
# test_bed,
# ohlcv,
# chart,
# linked_charts,
# )
await start_order_mode(chart, symbol, brokername)
async def chart_from_quotes(
chart: ChartPlotWidget,
stream,
@ -1245,7 +1114,7 @@ async def spawn_fsps(
"""
# spawns sub-processes which execute cpu bound FSP code
async with tractor.open_nursery() as n:
async with tractor.open_nursery(loglevel=loglevel) as n:
# spawns local task that consume and chart data streams from
# sub-procs
@ -1280,66 +1149,36 @@ async def spawn_fsps(
conf['shm'] = shm
# spawn closure, can probably define elsewhere
async def spawn_fsp_daemon(
fsp_name: str,
display_name: str,
conf: dict,
):
"""Start an fsp subactor async.
portal = await n.start_actor(
enable_modules=['piker.fsp'],
name=display_name,
)
"""
# print(f'FSP NAME: {fsp_name}')
portal = await n.run_in_actor(
# subactor entrypoint
fsp.cascade,
# name as title of sub-chart
name=display_name,
brokername=brokermod.name,
src_shm_token=src_shm.token,
dst_shm_token=conf['shm'].token,
symbol=sym,
fsp_func_name=fsp_name,
# tractor config
loglevel=loglevel,
)
stream = await portal.result()
# receive last index for processed historical
# data-array as first msg
_ = await stream.receive()
conf['stream'] = stream
conf['portal'] = portal
# new local task
# init async
ln.start_soon(
spawn_fsp_daemon,
run_fsp,
portal,
linked_charts,
brokermod,
sym,
src_shm,
fsp_func_name,
display_name,
conf,
)
# blocks here until all daemons up
# start and block on update loops
async with trio.open_nursery() as ln:
for fsp_func_name, conf in fsps.items():
ln.start_soon(
update_signals,
linked_charts,
fsp_func_name,
conf,
)
# blocks here until all fsp actors complete
async def update_signals(
async def run_fsp(
portal: tractor._portal.Portal,
linked_charts: LinkedSplitCharts,
brokermod: ModuleType,
sym: str,
src_shm: ShmArray,
fsp_func_name: str,
display_name: str,
conf: Dict[str, Any],
) -> None:
@ -1348,96 +1187,117 @@ async def update_signals(
This is called once for each entry in the fsp
config map.
"""
shm = conf['shm']
async with portal.open_stream_from(
if conf.get('overlay'):
chart = linked_charts.chart
chart.draw_curve(
name='vwap',
data=shm.array,
overlay=True,
)
last_val_sticky = None
# subactor entrypoint
fsp.cascade,
else:
# name as title of sub-chart
brokername=brokermod.name,
src_shm_token=src_shm.token,
dst_shm_token=conf['shm'].token,
symbol=sym,
fsp_func_name=fsp_func_name,
chart = linked_charts.add_plot(
name=fsp_func_name,
array=shm.array,
) as stream:
# curve by default
ohlc=False,
# receive last index for processed historical
# data-array as first msg
_ = await stream.receive()
# settings passed down to ``ChartPlotWidget``
**conf.get('chart_kwargs', {})
# static_yrange=(0, 100),
)
conf['stream'] = stream
conf['portal'] = portal
# display contents labels asap
chart.update_contents_labels(
len(shm.array) - 1,
# fsp_func_name
)
shm = conf['shm']
# read last value
array = shm.array
value = array[fsp_func_name][-1]
if conf.get('overlay'):
chart = linked_charts.chart
chart.draw_curve(
name='vwap',
data=shm.array,
overlay=True,
)
last_val_sticky = None
last_val_sticky = chart._ysticks[chart.name]
last_val_sticky.update_from_data(-1, value)
else:
chart.update_curve_from_array(fsp_func_name, array)
chart = linked_charts.add_plot(
name=fsp_func_name,
array=shm.array,
chart._shm = shm
# curve by default
ohlc=False,
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
# ``pg.FillBetweenItems`` seems to be one technique using
# generic fills between curve types while ``PlotCurveItem`` has
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
# might be the best solution?
# graphics = chart.update_from_array(chart.name, array[fsp_func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
# settings passed down to ``ChartPlotWidget``
**conf.get('chart_kwargs', {})
# static_yrange=(0, 100),
)
if fsp_func_name == 'rsi':
# add moveable over-[sold/bought] lines
# and labels only for the 70/30 lines
level_line(chart, 20)
level_line(chart, 30, orient_v='top')
level_line(chart, 70, orient_v='bottom')
level_line(chart, 80, orient_v='top')
# display contents labels asap
chart.update_contents_labels(
len(shm.array) - 1,
# fsp_func_name
)
chart._set_yrange()
# read last value
array = shm.array
value = array[fsp_func_name][-1]
stream = conf['stream']
# update chart graphics
async for value in stream:
# TODO: provide a read sync mechanism to avoid this polling.
# the underlying issue is that a backfill and subsequent shm
# array first/last index update could result in an empty array
# read here since the stream is never torn down on the
# re-compute steps.
read_tries = 2
while read_tries > 0:
try:
# read last
array = shm.array
value = array[-1][fsp_func_name]
break
except IndexError:
read_tries -= 1
continue
if last_val_sticky:
last_val_sticky = chart._ysticks[chart.name]
last_val_sticky.update_from_data(-1, value)
# update graphics
chart.update_curve_from_array(fsp_func_name, array)
chart.update_curve_from_array(fsp_func_name, array)
chart._shm = shm
# TODO: figure out if we can roll our own `FillToThreshold` to
# get brush filled polygons for OS/OB conditions.
# ``pg.FillBetweenItems`` seems to be one technique using
# generic fills between curve types while ``PlotCurveItem`` has
# logic inside ``.paint()`` for ``self.opts['fillLevel']`` which
# might be the best solution?
# graphics = chart.update_from_array(chart.name, array[fsp_func_name])
# graphics.curve.setBrush(50, 50, 200, 100)
# graphics.curve.setFillLevel(50)
if fsp_func_name == 'rsi':
# add moveable over-[sold/bought] lines
# and labels only for the 70/30 lines
level_line(chart, 20)
level_line(chart, 30, orient_v='top')
level_line(chart, 70, orient_v='bottom')
level_line(chart, 80, orient_v='top')
chart._set_yrange()
stream = conf['stream']
# update chart graphics
async for value in stream:
# TODO: provide a read sync mechanism to avoid this polling.
# the underlying issue is that a backfill and subsequent shm
# array first/last index update could result in an empty array
# read here since the stream is never torn down on the
# re-compute steps.
read_tries = 2
while read_tries > 0:
try:
# read last
array = shm.array
value = array[-1][fsp_func_name]
break
except IndexError:
read_tries -= 1
continue
if last_val_sticky:
last_val_sticky.update_from_data(-1, value)
# update graphics
chart.update_curve_from_array(fsp_func_name, array)
async def check_for_new_bars(feed, ohlcv, linked_charts):
@ -1453,45 +1313,226 @@ async def check_for_new_bars(feed, ohlcv, linked_charts):
price_chart = linked_charts.chart
price_chart.default_view()
async for index in await feed.index_stream():
async with feed.index_stream() as stream:
async for index in stream:
# update chart historical bars graphics by incrementing
# a time step and drawing the history and new bar
# update chart historical bars graphics by incrementing
# a time step and drawing the history and new bar
# When appending a new bar, in the time between the insert
# from the writing process and the Qt render call, here,
# the index of the shm buffer may be incremented and the
# (render) call here might read the new flat bar appended
# to the buffer (since -1 index read). In that case H==L and the
# body will be set as None (not drawn) on what this render call
# *thinks* is the curent bar (even though it's reading data from
# the newly inserted flat bar.
#
# HACK: We need to therefore write only the history (not the
# current bar) and then either write the current bar manually
# or place a cursor for visual cue of the current time step.
# When appending a new bar, in the time between the insert
# from the writing process and the Qt render call, here,
# the index of the shm buffer may be incremented and the
# (render) call here might read the new flat bar appended
# to the buffer (since -1 index read). In that case H==L and the
# body will be set as None (not drawn) on what this render call
# *thinks* is the curent bar (even though it's reading data from
# the newly inserted flat bar.
#
# HACK: We need to therefore write only the history (not the
# current bar) and then either write the current bar manually
# or place a cursor for visual cue of the current time step.
# XXX: this puts a flat bar on the current time step
# TODO: if we eventually have an x-axis time-step "cursor"
# we can get rid of this since it is extra overhead.
price_chart.update_ohlc_from_array(
price_chart.name,
ohlcv.array,
just_history=False,
)
for name in price_chart._overlays:
price_chart.update_curve_from_array(
name,
price_chart._arrays[name]
# XXX: this puts a flat bar on the current time step
# TODO: if we eventually have an x-axis time-step "cursor"
# we can get rid of this since it is extra overhead.
price_chart.update_ohlc_from_array(
price_chart.name,
ohlcv.array,
just_history=False,
)
for name, chart in linked_charts.subplots.items():
chart.update_curve_from_array(chart.name, chart._shm.array)
for name in price_chart._overlays:
# shift the view if in follow mode
price_chart.increment_view()
price_chart.update_curve_from_array(
name,
price_chart._arrays[name]
)
for name, chart in linked_charts.subplots.items():
chart.update_curve_from_array(chart.name, chart._shm.array)
# shift the view if in follow mode
price_chart.increment_view()
async def chart_symbol(
chart_app: ChartSpace,
brokername: str,
sym: str,
loglevel: str,
task_status: TaskStatus[Symbol] = trio.TASK_STATUS_IGNORED,
) -> None:
"""Spawn a real-time chart widget for this symbol and app session.
These widgets can remain up but hidden so that multiple symbols
can be viewed and switched between extremely fast.
"""
# historical data fetch
brokermod = brokers.get_brokermod(brokername)
async with data.open_feed(
brokername,
[sym],
loglevel=loglevel,
) as feed:
ohlcv: ShmArray = feed.shm
bars = ohlcv.array
symbol = feed.symbols[sym]
task_status.started(symbol)
# load in symbol's ohlc data
chart_app.window.setWindowTitle(
f'{symbol.key}@{symbol.brokers} '
f'tick:{symbol.tick_size}'
)
# await tractor.breakpoint()
linked_charts = chart_app.linkedcharts
linked_charts._symbol = symbol
chart = linked_charts.plot_ohlc_main(symbol, bars)
chart.setFocus()
# plot historical vwap if available
wap_in_history = False
if brokermod._show_wap_in_history:
if 'bar_wap' in bars.dtype.fields:
wap_in_history = True
chart.draw_curve(
name='bar_wap',
data=bars,
add_label=False,
)
# size view to data once at outset
chart._set_yrange()
# TODO: a data view api that makes this less shit
chart._shm = ohlcv
# TODO: eventually we'll support some kind of n-compose syntax
fsp_conf = {
'rsi': {
'period': 14,
'chart_kwargs': {
'static_yrange': (0, 100),
},
},
}
# make sure that the instrument supports volume history
# (sometimes this is not the case for some commodities and
# derivatives)
volm = ohlcv.array['volume']
if (
np.all(np.isin(volm, -1)) or
np.all(np.isnan(volm))
):
log.warning(
f"{sym} does not seem to have volume info,"
" dropping volume signals")
else:
fsp_conf.update({
'vwap': {
'overlay': True,
'anchor': 'session',
},
})
async with trio.open_nursery() as n:
# load initial fsp chain (otherwise known as "indicators")
n.start_soon(
spawn_fsps,
linked_charts,
fsp_conf,
sym,
ohlcv,
brokermod,
loglevel,
)
# start graphics update loop(s)after receiving first live quote
n.start_soon(
chart_from_quotes,
chart,
feed.stream,
ohlcv,
wap_in_history,
)
# wait for a first quote before we start any update tasks
quote = await feed.receive()
log.info(f'Received first quote {quote}')
n.start_soon(
check_for_new_bars,
feed,
# delay,
ohlcv,
linked_charts
)
# interactive testing
# n.start_soon(
# test_bed,
# ohlcv,
# chart,
# linked_charts,
# )
await start_order_mode(chart, symbol, brokername)
async def _async_main(
# implicit required argument provided by ``qtractor_run()``
widgets: Dict[str, Any],
symbol_key: str,
brokername: str,
loglevel: str,
) -> None:
"""
Main Qt-trio routine invoked by the Qt loop with the widgets ``dict``.
Provision the "main" widget with initial symbol data and root nursery.
"""
chart_app = widgets['main']
# attempt to configure DPI aware font size
_font.configure_to_dpi(current_screen())
async with trio.open_nursery() as root_n:
# set root nursery for spawning other charts/feeds
# that run cached in the bg
chart_app._root_n = root_n
chart_app.load_symbol(brokername, symbol_key, loglevel)
symbol = await root_n.start(
chart_symbol,
chart_app,
brokername,
symbol_key,
loglevel,
)
chart_app.window.setWindowTitle(
f'{symbol.key}@{symbol.brokers} '
f'tick:{symbol.tick_size}'
)
await trio.sleep_forever()
def _main(