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Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

.ui._display: filter y-ranging to `_auction_ticks` 

Since we only ever want to do incremental y-range calcs based on the
price always skip any tick types emitted by the data daemon which aren't
defined in the fundamental set. Further, toss in a new `debug_n_trade:
bool` toggle which by default turns off all loggin and profiler calls;
if you want to do profiling this has to now be adjusted manually!
basic_buy_bot
Tyler Goodlet 2023-06-20 15:54:47 -04:00
parent d42aa60325
commit c4277ebd8e
1 changed files with 70 additions and 31 deletions
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101
piker/ui/_display.py
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@ -50,6 +50,7 @@ from ..data._sharedmem import (
) )
from ..data._sampling import ( from ..data._sampling import (
_tick_groups, _tick_groups,
_auction_ticks,
open_sample_stream, open_sample_stream,
) )
from ._axes import YAxisLabel from ._axes import YAxisLabel
@ -518,15 +519,21 @@ def graphics_update_cycle(
trigger_all: bool = False, # flag used by prepend history updates trigger_all: bool = False, # flag used by prepend history updates
prepend_update_index: int | None = None, prepend_update_index: int | None = None,
# NOTE: this has to be manually turned on in code (or by
# caller) to get profiling since by default we never want the
# overhead!
debug_n_trace: bool = False,
) -> None: ) -> None:
profiler = Profiler( if debug_n_trace:
msg=f'Graphics loop cycle for: `{ds.fqme}`', profiler = Profiler(
disabled=not pg_profile_enabled(), msg=f'Graphics loop cycle for: `{ds.fqme}`',
ms_threshold=ms_slower_then, disabled=not pg_profile_enabled(),
delayed=True, ms_threshold=ms_slower_then,
# ms_threshold=4, delayed=True,
) # ms_threshold=4,
)
# TODO: SPEEDing this all up.. # TODO: SPEEDing this all up..
# - optimize this whole graphics stack with ``numba`` hopefully # - optimize this whole graphics stack with ``numba`` hopefully
@ -558,7 +565,8 @@ def graphics_update_cycle(
do_rt_update, do_rt_update,
should_tread, should_tread,
) = main_viz.incr_info(ds=ds) ) = main_viz.incr_info(ds=ds)
profiler('`.incr_info()`') if debug_n_trace:
profiler('`.incr_info()`')
# TODO: we should only run mxmn when we know # TODO: we should only run mxmn when we know
# an update is due via ``do_px_step`` above. # an update is due via ``do_px_step`` above.
@ -596,7 +604,8 @@ def graphics_update_cycle(
# since .interact_graphics_cycle() also calls it? # since .interact_graphics_cycle() also calls it?
# I guess we can add a guard in there? # I guess we can add a guard in there?
_, i_read_range, _ = main_viz.update_graphics() _, i_read_range, _ = main_viz.update_graphics()
profiler('`Viz.update_graphics()` call') if debug_n_trace:
profiler('`Viz.update_graphics()` call')
# don't real-time "shift" the curve to the # don't real-time "shift" the curve to the
# left unless we get one of the following: # left unless we get one of the following:
@ -611,7 +620,8 @@ def graphics_update_cycle(
# if vlm_chart: # if vlm_chart:
# vlm_chart.increment_view(datums=append_diff) # vlm_chart.increment_view(datums=append_diff)
profiler('view incremented') if debug_n_trace:
profiler('view incremented')
# NOTE: do this **after** the tread to ensure we take the yrange # NOTE: do this **after** the tread to ensure we take the yrange
# from the most current view x-domain. # from the most current view x-domain.
@ -623,16 +633,25 @@ def graphics_update_cycle(
i_read_range, i_read_range,
main_viz, main_viz,
ds.vlm_viz, ds.vlm_viz,
profiler, profiler if debug_n_trace else None,
) )
profiler(f'{fqme} `multi_maxmin()` call') if debug_n_trace:
profiler(f'{fqme} `multi_maxmin()` call')
# iterate frames of ticks-by-type such that we only update graphics # iterate frames of ticks-by-type such that we only update graphics
# using the last update per type where possible. # using the last update per type where possible.
ticks_by_type = quote.get('tbt', {}) ticks_by_type = quote.get('tbt', {})
for typ, ticks in ticks_by_type.items(): for typ, ticks in ticks_by_type.items():
if typ not in _auction_ticks:
if debug_n_trace:
log.warning(
'Skipping non-auction-native `{typ}` ticks:\n'
f'{ticks}\n'
)
continue
# NOTE: ticks are `.append()`-ed to the `ticks_by_type: dict` by the # NOTE: ticks are `.append()`-ed to the `ticks_by_type: dict` by the
# `._sampling.uniform_rate_send()` loop # `._sampling.uniform_rate_send()` loop
tick = ticks[-1] # get most recent value tick = ticks[-1] # get most recent value
@ -652,16 +671,18 @@ def graphics_update_cycle(
if ( if (
price < mn price < mn
): ):
if debug_n_trace:
log.info(f'{this_viz.name} new MN from TICK {mn} -> {price}')
mn = price mn = price
yrange_margin = 0.16 yrange_margin = 0.16
# # print(f'{this_viz.name} new MN from TICK {mn}')
if ( if (
price > mx price > mx
): ):
if debug_n_trace:
log.info(f'{this_viz.name} new MX from TICK {mx} -> {price}')
mx = price mx = price
yrange_margin = 0.16 yrange_margin = 0.16
# # print(f'{this_viz.name} new MX from TICK {mx}')
# mx = max(price, mx) # mx = max(price, mx)
# mn = min(price, mn) # mn = min(price, mn)
@ -719,7 +740,8 @@ def graphics_update_cycle(
): ):
l1.bid_label.update_fields({'level': price, 'size': size}) l1.bid_label.update_fields({'level': price, 'size': size})
profiler('L1 labels updates') if debug_n_trace:
profiler('L1 labels updates')
# Y-autoranging: adjust y-axis limits based on state tracking # Y-autoranging: adjust y-axis limits based on state tracking
# of previous "last" L1 values which are in view. # of previous "last" L1 values which are in view.
@ -737,9 +759,14 @@ def graphics_update_cycle(
# complain about out-of-range outliers which can show up # complain about out-of-range outliers which can show up
# in certain annoying feeds (like ib).. # in certain annoying feeds (like ib)..
if ( if (
abs(mx_diff) > .25 * lmx lmx
or and lmn
abs(mn_diff) > .25 * lmn and (
abs(mx_diff) > .25 * lmx
or
abs(mn_diff) > .25 * lmn
)
and debug_n_trace
): ):
log.error( log.error(
f'WTF MN/MX IS WAY OFF:\n' f'WTF MN/MX IS WAY OFF:\n'
@ -750,6 +777,9 @@ def graphics_update_cycle(
f'mx_diff: {mx_diff}\n' f'mx_diff: {mx_diff}\n'
f'mn_diff: {mn_diff}\n' f'mn_diff: {mn_diff}\n'
) )
chart.pause_all_feeds()
breakpoint()
chart.resume_all_feeds()
# TODO: track local liv maxmin without doing a recompute all the # TODO: track local liv maxmin without doing a recompute all the
# time..plus, just generally the user is more likely to be # time..plus, just generally the user is more likely to be
@ -792,7 +822,8 @@ def graphics_update_cycle(
}, },
} }
) )
profiler('main vb y-autorange') if debug_n_trace:
profiler('main vb y-autorange')
# SLOW CHART y-auto-range resize casd # SLOW CHART y-auto-range resize casd
# (NOTE: still is still inside the y-range # (NOTE: still is still inside the y-range
@ -820,7 +851,8 @@ def graphics_update_cycle(
# f'datetime: {dt}\n' # f'datetime: {dt}\n'
# ) # )
# profiler('hist `Viz.incr_info()`') # if debug_n_trace:
# profiler('hist `Viz.incr_info()`')
# hist_chart = ds.hist_chart # hist_chart = ds.hist_chart
# if ( # if (
@ -876,8 +908,8 @@ def graphics_update_cycle(
# `draw_last_datum()` .. # `draw_last_datum()` ..
only_last_uppx=True, only_last_uppx=True,
) )
if debug_n_trace:
profiler('overlays updates') profiler('overlays updates')
# volume chart logic.. # volume chart logic..
# TODO: can we unify this with the above loop? # TODO: can we unify this with the above loop?
@ -925,7 +957,8 @@ def graphics_update_cycle(
# connected to update accompanying overlay # connected to update accompanying overlay
# graphics.. # graphics..
) )
profiler('`main_vlm_viz.update_graphics()`') if debug_n_trace:
profiler('`main_vlm_viz.update_graphics()`')
if ( if (
mx_vlm_in_view mx_vlm_in_view
@ -948,7 +981,8 @@ def graphics_update_cycle(
}, },
}, },
) )
profiler('`vlm_chart.view.interact_graphics_cycle()`') if debug_n_trace:
profiler('`vlm_chart.view.interact_graphics_cycle()`')
# update all downstream FSPs # update all downstream FSPs
for curve_name, viz in vlm_vizs.items(): for curve_name, viz in vlm_vizs.items():
@ -968,7 +1002,8 @@ def graphics_update_cycle(
curve_name, curve_name,
array_key=curve_name, array_key=curve_name,
) )
profiler(f'vlm `Viz[{viz.name}].update_graphics()`') if debug_n_trace:
profiler(f'vlm `Viz[{viz.name}].update_graphics()`')
# is this even doing anything? # is this even doing anything?
# (pretty sure it's the real-time # (pretty sure it's the real-time
@ -980,9 +1015,10 @@ def graphics_update_cycle(
# do_linked_charts=False, # do_linked_charts=False,
# do_overlay_scaling=False, # do_overlay_scaling=False,
# ) # )
profiler( if debug_n_trace:
f'Viz[{viz.name}].plot.vb.interact_graphics_cycle()`' profiler(
) f'Viz[{viz.name}].plot.vb.interact_graphics_cycle()`'
)
# even if we're downsampled bigly # even if we're downsampled bigly
# draw the last datum in the final # draw the last datum in the final
@ -996,11 +1032,14 @@ def graphics_update_cycle(
# always update the last datum-element # always update the last datum-element
# graphic for all vizs # graphic for all vizs
viz.draw_last(array_key=curve_name) viz.draw_last(array_key=curve_name)
profiler(f'vlm `Viz[{viz.name}].draw_last()`') if debug_n_trace:
profiler(f'vlm `Viz[{viz.name}].draw_last()`')
profiler('vlm Viz all updates complete') if debug_n_trace:
profiler('vlm Viz all updates complete')
profiler.finish() if debug_n_trace:
profiler.finish()
async def link_views_with_region( async def link_views_with_region(