.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
parent
d42aa60325
commit
c4277ebd8e
|
|
@ -50,6 +50,7 @@ from ..data._sharedmem import (
|
|||
)
|
||||
from ..data._sampling import (
|
||||
_tick_groups,
|
||||
_auction_ticks,
|
||||
open_sample_stream,
|
||||
)
|
||||
from ._axes import YAxisLabel
|
||||
|
|
@ -518,8 +519,14 @@ def graphics_update_cycle(
|
|||
trigger_all: bool = False, # flag used by prepend history updates
|
||||
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:
|
||||
|
||||
if debug_n_trace:
|
||||
profiler = Profiler(
|
||||
msg=f'Graphics loop cycle for: `{ds.fqme}`',
|
||||
disabled=not pg_profile_enabled(),
|
||||
|
|
@ -558,6 +565,7 @@ def graphics_update_cycle(
|
|||
do_rt_update,
|
||||
should_tread,
|
||||
) = main_viz.incr_info(ds=ds)
|
||||
if debug_n_trace:
|
||||
profiler('`.incr_info()`')
|
||||
|
||||
# TODO: we should only run mxmn when we know
|
||||
|
|
@ -596,6 +604,7 @@ def graphics_update_cycle(
|
|||
# since .interact_graphics_cycle() also calls it?
|
||||
# I guess we can add a guard in there?
|
||||
_, i_read_range, _ = main_viz.update_graphics()
|
||||
if debug_n_trace:
|
||||
profiler('`Viz.update_graphics()` call')
|
||||
|
||||
# don't real-time "shift" the curve to the
|
||||
|
|
@ -611,6 +620,7 @@ def graphics_update_cycle(
|
|||
# if vlm_chart:
|
||||
# vlm_chart.increment_view(datums=append_diff)
|
||||
|
||||
if debug_n_trace:
|
||||
profiler('view incremented')
|
||||
|
||||
# NOTE: do this **after** the tread to ensure we take the yrange
|
||||
|
|
@ -623,9 +633,10 @@ def graphics_update_cycle(
|
|||
i_read_range,
|
||||
main_viz,
|
||||
ds.vlm_viz,
|
||||
profiler,
|
||||
profiler if debug_n_trace else None,
|
||||
)
|
||||
|
||||
if debug_n_trace:
|
||||
profiler(f'{fqme} `multi_maxmin()` call')
|
||||
|
||||
# iterate frames of ticks-by-type such that we only update graphics
|
||||
|
|
@ -633,6 +644,14 @@ def graphics_update_cycle(
|
|||
ticks_by_type = quote.get('tbt', {})
|
||||
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
|
||||
# `._sampling.uniform_rate_send()` loop
|
||||
tick = ticks[-1] # get most recent value
|
||||
|
|
@ -652,16 +671,18 @@ def graphics_update_cycle(
|
|||
if (
|
||||
price < mn
|
||||
):
|
||||
if debug_n_trace:
|
||||
log.info(f'{this_viz.name} new MN from TICK {mn} -> {price}')
|
||||
mn = price
|
||||
yrange_margin = 0.16
|
||||
# # print(f'{this_viz.name} new MN from TICK {mn}')
|
||||
|
||||
if (
|
||||
price > mx
|
||||
):
|
||||
if debug_n_trace:
|
||||
log.info(f'{this_viz.name} new MX from TICK {mx} -> {price}')
|
||||
mx = price
|
||||
yrange_margin = 0.16
|
||||
# # print(f'{this_viz.name} new MX from TICK {mx}')
|
||||
|
||||
# mx = max(price, mx)
|
||||
# mn = min(price, mn)
|
||||
|
|
@ -719,6 +740,7 @@ def graphics_update_cycle(
|
|||
):
|
||||
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||
|
||||
if debug_n_trace:
|
||||
profiler('L1 labels updates')
|
||||
|
||||
# Y-autoranging: adjust y-axis limits based on state tracking
|
||||
|
|
@ -737,9 +759,14 @@ def graphics_update_cycle(
|
|||
# complain about out-of-range outliers which can show up
|
||||
# in certain annoying feeds (like ib)..
|
||||
if (
|
||||
lmx
|
||||
and lmn
|
||||
and (
|
||||
abs(mx_diff) > .25 * lmx
|
||||
or
|
||||
abs(mn_diff) > .25 * lmn
|
||||
)
|
||||
and debug_n_trace
|
||||
):
|
||||
log.error(
|
||||
f'WTF MN/MX IS WAY OFF:\n'
|
||||
|
|
@ -750,6 +777,9 @@ def graphics_update_cycle(
|
|||
f'mx_diff: {mx_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
|
||||
# time..plus, just generally the user is more likely to be
|
||||
|
|
@ -792,6 +822,7 @@ def graphics_update_cycle(
|
|||
},
|
||||
}
|
||||
)
|
||||
if debug_n_trace:
|
||||
profiler('main vb y-autorange')
|
||||
|
||||
# SLOW CHART y-auto-range resize casd
|
||||
|
|
@ -820,6 +851,7 @@ def graphics_update_cycle(
|
|||
# f'datetime: {dt}\n'
|
||||
# )
|
||||
|
||||
# if debug_n_trace:
|
||||
# profiler('hist `Viz.incr_info()`')
|
||||
|
||||
# hist_chart = ds.hist_chart
|
||||
|
|
@ -876,7 +908,7 @@ def graphics_update_cycle(
|
|||
# `draw_last_datum()` ..
|
||||
only_last_uppx=True,
|
||||
)
|
||||
|
||||
if debug_n_trace:
|
||||
profiler('overlays updates')
|
||||
|
||||
# volume chart logic..
|
||||
|
|
@ -925,6 +957,7 @@ def graphics_update_cycle(
|
|||
# connected to update accompanying overlay
|
||||
# graphics..
|
||||
)
|
||||
if debug_n_trace:
|
||||
profiler('`main_vlm_viz.update_graphics()`')
|
||||
|
||||
if (
|
||||
|
|
@ -948,6 +981,7 @@ def graphics_update_cycle(
|
|||
},
|
||||
},
|
||||
)
|
||||
if debug_n_trace:
|
||||
profiler('`vlm_chart.view.interact_graphics_cycle()`')
|
||||
|
||||
# update all downstream FSPs
|
||||
|
|
@ -968,6 +1002,7 @@ def graphics_update_cycle(
|
|||
curve_name,
|
||||
array_key=curve_name,
|
||||
)
|
||||
if debug_n_trace:
|
||||
profiler(f'vlm `Viz[{viz.name}].update_graphics()`')
|
||||
|
||||
# is this even doing anything?
|
||||
|
|
@ -980,6 +1015,7 @@ def graphics_update_cycle(
|
|||
# do_linked_charts=False,
|
||||
# do_overlay_scaling=False,
|
||||
# )
|
||||
if debug_n_trace:
|
||||
profiler(
|
||||
f'Viz[{viz.name}].plot.vb.interact_graphics_cycle()`'
|
||||
)
|
||||
|
|
@ -996,10 +1032,13 @@ def graphics_update_cycle(
|
|||
# always update the last datum-element
|
||||
# graphic for all vizs
|
||||
viz.draw_last(array_key=curve_name)
|
||||
if debug_n_trace:
|
||||
profiler(f'vlm `Viz[{viz.name}].draw_last()`')
|
||||
|
||||
if debug_n_trace:
|
||||
profiler('vlm Viz all updates complete')
|
||||
|
||||
if debug_n_trace:
|
||||
profiler.finish()
|
||||
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue