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Move FSP related graphics management into new mod

vlm_plotz
Tyler Goodlet 2021-12-30 14:30:33 -05:00
parent 5ba9345c63
commit c81bb9f89f
2 changed files with 288 additions and 278 deletions
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294
piker/ui/_display.py
View File

@ -29,7 +29,6 @@ from types import ModuleType
from typing import Optional, AsyncGenerator from typing import Optional, AsyncGenerator
import numpy as np import numpy as np
from pydantic import create_model
import pyqtgraph as pg import pyqtgraph as pg
import tractor import tractor
import trio import trio
@ -45,12 +44,17 @@ from ._chart import (
) )
from .. import fsp from .. import fsp
from ._l1 import L1Labels from ._l1 import L1Labels
from ..data._sharedmem import ShmArray, maybe_open_shm_array from ._fsp import (
update_fsp_chart,
maybe_mk_fsp_shm,
open_fsp_sidepane,
has_vlm,
maybe_open_vlm_display,
)
from ..data._sharedmem import ShmArray, try_read
from ._forms import ( from ._forms import (
FieldsForm, FieldsForm,
mk_form,
mk_order_pane_layout, mk_order_pane_layout,
open_form_input_handling,
) )
from .order_mode import open_order_mode from .order_mode import open_order_mode
from ..log import get_logger from ..log import get_logger
@ -61,78 +65,6 @@ log = get_logger(__name__)
_quote_throttle_rate: int = 58 # Hz _quote_throttle_rate: int = 58 # Hz
def try_read(
array: np.ndarray
) -> Optional[np.ndarray]:
'''
Try to read the last row from a shared mem array or ``None``
if the array read returns a zero-length array result.
Can be used to check for backfilling race conditions where an array
is currently being (re-)written by a writer actor but the reader is
unaware and reads during the window where the first and last indexes
are being updated.
'''
try:
return array[-1]
except IndexError:
# XXX: race condition with backfilling shm.
#
# the underlying issue is that a backfill (aka prepend) and subsequent
# shm array first/last index update could result in an empty array
# read here since the indices may be updated in such a way that
# a read delivers an empty array (though it seems like we
# *should* be able to prevent that?). also, as and alt and
# something we need anyway, maybe there should be some kind of
# signal that a prepend is taking place and this consumer can
# respond (eg. redrawing graphics) accordingly.
# the array read was emtpy
return None
def update_fsp_chart(
chart: ChartPlotWidget,
shm: ShmArray,
graphics_name: str,
array_key: Optional[str],
) -> None:
array = shm.array
last_row = try_read(array)
# guard against unreadable case
if not last_row:
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
return
# update graphics
# NOTE: this does a length check internally which allows it
# staying above the last row check below..
chart.update_curve_from_array(
graphics_name,
array,
array_key=array_key or graphics_name,
)
chart.cv._set_yrange()
# XXX: re: ``array_key``: fsp func names must be unique meaning we
# can't have duplicates of the underlying data even if multiple
# sub-charts reference it under different 'named charts'.
# read from last calculated value and update any label
last_val_sticky = chart._ysticks.get(graphics_name)
if last_val_sticky:
# array = shm.array[array_key]
# if len(array):
# value = array[-1]
last = last_row[array_key]
last_val_sticky.update_from_data(-1, last)
# a working tick-type-classes template # a working tick-type-classes template
_tick_groups = { _tick_groups = {
'clears': {'trade', 'utrade', 'last'}, 'clears': {'trade', 'utrade', 'last'},
@ -155,7 +87,7 @@ def chart_maxmin(
# https://arxiv.org/abs/cs/0610046 # https://arxiv.org/abs/cs/0610046
# https://github.com/lemire/pythonmaxmin # https://github.com/lemire/pythonmaxmin
array = chart._arrays[chart.name] array = chart._arrays['ohlc']
ifirst = array[0]['index'] ifirst = array[0]['index']
last_bars_range = chart.bars_range() last_bars_range = chart.bars_range()
@ -212,7 +144,6 @@ async def update_chart_from_quotes(
if vlm_chart: if vlm_chart:
vlm_sticky = vlm_chart._ysticks['volume'] vlm_sticky = vlm_chart._ysticks['volume']
vlm_view = vlm_chart.view
maxmin = partial(chart_maxmin, chart, vlm_chart) maxmin = partial(chart_maxmin, chart, vlm_chart)
@ -249,7 +180,6 @@ async def update_chart_from_quotes(
tick_margin = 3 * tick_size tick_margin = 3 * tick_size
chart.show() chart.show()
view = chart.view
last_quote = time.time() last_quote = time.time()
async for quotes in stream: async for quotes in stream:
@ -297,10 +227,8 @@ async def update_chart_from_quotes(
mx_vlm_in_view != last_mx_vlm or mx_vlm_in_view != last_mx_vlm or
mx_vlm_in_view > last_mx_vlm mx_vlm_in_view > last_mx_vlm
): ):
print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}') # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vlm_view._set_yrange( vlm_chart._set_yrange(yrange=(0, mx_vlm_in_view * 1.375))
yrange=(0, mx_vlm_in_view * 1.375)
)
last_mx_vlm = mx_vlm_in_view last_mx_vlm = mx_vlm_in_view
ticks_frame = quote.get('ticks', ()) ticks_frame = quote.get('ticks', ())
@ -416,12 +344,9 @@ async def update_chart_from_quotes(
l1.bid_label.update_fields({'level': price, 'size': size}) l1.bid_label.update_fields({'level': price, 'size': size})
# check for y-range re-size # check for y-range re-size
if ( if (mx > last_mx) or (mn < last_mn):
(mx > last_mx) or (mn < last_mn) # print(f'new y range: {(mn, mx)}')
and not chart._static_yrange == 'axis' chart._set_yrange(
):
print(f'new y range: {(mn, mx)}')
view._set_yrange(
yrange=(mn, mx), yrange=(mn, mx),
# TODO: we should probably scale # TODO: we should probably scale
# the view margin based on the size # the view margin based on the size
@ -443,7 +368,6 @@ async def update_chart_from_quotes(
name, name,
array_key=name, array_key=name,
) )
subchart.cv._set_yrange()
# TODO: all overlays on all subplots.. # TODO: all overlays on all subplots..
@ -455,105 +379,6 @@ async def update_chart_from_quotes(
curve_name, curve_name,
array_key=curve_name, array_key=curve_name,
) )
# chart._set_yrange()
def maybe_mk_fsp_shm(
sym: str,
field_name: str,
display_name: Optional[str] = None,
readonly: bool = True,
) -> (ShmArray, bool):
'''
Allocate a single row shm array for an symbol-fsp pair if none
exists, otherwise load the shm already existing for that token.
'''
uid = tractor.current_actor().uid
if not display_name:
display_name = field_name
# TODO: load function here and introspect
# return stream type(s)
# TODO: should `index` be a required internal field?
fsp_dtype = np.dtype([('index', int), (field_name, float)])
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
shm, opened = maybe_open_shm_array(
key,
# TODO: create entry for each time frame
dtype=fsp_dtype,
readonly=True,
)
return shm, opened
@acm
async def open_fsp_sidepane(
linked: LinkedSplits,
conf: dict[str, dict[str, str]],
) -> FieldsForm:
schema = {}
assert len(conf) == 1 # for now
# add (single) selection widget
for display_name, config in conf.items():
schema[display_name] = {
'label': '**fsp**:',
'type': 'select',
'default_value': [display_name],
}
# add parameters for selection "options"
params = config.get('params', {})
for name, config in params.items():
default = config['default_value']
kwargs = config.get('widget_kwargs', {})
# add to ORM schema
schema.update({
name: {
'label': f'**{name}**:',
'type': 'edit',
'default_value': default,
'kwargs': kwargs,
},
})
sidepane: FieldsForm = mk_form(
parent=linked.godwidget,
fields_schema=schema,
)
# https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
FspConfig = create_model(
'FspConfig',
name=display_name,
**params,
)
sidepane.model = FspConfig()
# just a logger for now until we get fsp configs up and running.
async def settings_change(key: str, value: str) -> bool:
print(f'{key}: {value}')
return True
# TODO:
async with (
open_form_input_handling(
sidepane,
focus_next=linked.godwidget,
on_value_change=settings_change,
)
):
yield sidepane
@acm @acm
@ -799,7 +624,7 @@ async def update_chart_from_fsp(
level_line(chart, 70, orient_v='bottom') level_line(chart, 70, orient_v='bottom')
level_line(chart, 80, orient_v='top') level_line(chart, 80, orient_v='top')
chart.cv._set_yrange() chart._set_yrange()
done() # status updates done() # status updates
profiler(f'fsp:{func_name} starting update loop') profiler(f'fsp:{func_name} starting update loop')
@ -908,93 +733,6 @@ async def check_for_new_bars(
price_chart.increment_view() price_chart.increment_view()
def has_vlm(ohlcv: ShmArray) -> bool:
# make sure that the instrument supports volume history
# (sometimes this is not the case for some commodities and
# derivatives)
volm = ohlcv.array['volume']
return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm)))
@acm
async def maybe_open_vlm_display(
linked: LinkedSplits,
ohlcv: ShmArray,
) -> ChartPlotWidget:
if not has_vlm(ohlcv):
log.warning(f"{linked.symbol.key} does not seem to have volume info")
yield
return
else:
shm, opened = maybe_mk_fsp_shm(
linked.symbol.key,
'vlm',
readonly=True,
)
async with open_fsp_sidepane(
linked, {
'vlm': {
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane:
# built-in $vlm
shm = ohlcv
chart = linked.add_plot(
name='volume',
array=shm.array,
array_key='volume',
sidepane=sidepane,
# curve by default
ohlc=False,
# Draw vertical bars from zero.
# we do this internally ourselves since
# the curve item internals are pretty convoluted.
style='step',
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linked.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
chart.update_curve_from_array(
'volume',
shm.array,
)
# size view to data once at outset
chart.cv._set_yrange()
yield chart
async def display_symbol_data( async def display_symbol_data(
godwidget: GodWidget, godwidget: GodWidget,
provider: str, provider: str,
@ -1079,7 +817,7 @@ async def display_symbol_data(
) )
# size view to data once at outset # size view to data once at outset
chart.cv._set_yrange() chart._set_yrange()
# TODO: a data view api that makes this less shit # TODO: a data view api that makes this less shit
chart._shm = ohlcv chart._shm = ohlcv

272
piker/ui/_fsp.py 100644
View File

@ -0,0 +1,272 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
FSP UI and graphics components.
Financial signal processing cluster and real-time graphics management.
'''
from contextlib import asynccontextmanager as acm
from typing import Optional
import numpy as np
from pydantic import create_model
import tractor
from ..data._sharedmem import (
ShmArray,
maybe_open_shm_array,
try_read,
)
from ._chart import (
ChartPlotWidget,
LinkedSplits,
# GodWidget,
)
from ._forms import (
FieldsForm,
mk_form,
open_form_input_handling,
)
from ..log import get_logger
log = get_logger(__name__)
def maybe_mk_fsp_shm(
sym: str,
field_name: str,
display_name: Optional[str] = None,
readonly: bool = True,
) -> (ShmArray, bool):
'''
Allocate a single row shm array for an symbol-fsp pair if none
exists, otherwise load the shm already existing for that token.
'''
uid = tractor.current_actor().uid
if not display_name:
display_name = field_name
# TODO: load function here and introspect
# return stream type(s)
# TODO: should `index` be a required internal field?
fsp_dtype = np.dtype([('index', int), (field_name, float)])
key = f'{sym}.fsp.{display_name}.{".".join(uid)}'
shm, opened = maybe_open_shm_array(
key,
# TODO: create entry for each time frame
dtype=fsp_dtype,
readonly=True,
)
return shm, opened
def has_vlm(ohlcv: ShmArray) -> bool:
# make sure that the instrument supports volume history
# (sometimes this is not the case for some commodities and
# derivatives)
volm = ohlcv.array['volume']
return not bool(np.all(np.isin(volm, -1)) or np.all(np.isnan(volm)))
@acm
async def maybe_open_vlm_display(
linked: LinkedSplits,
ohlcv: ShmArray,
) -> ChartPlotWidget:
if not has_vlm(ohlcv):
log.warning(f"{linked.symbol.key} does not seem to have volume info")
yield
return
else:
shm, opened = maybe_mk_fsp_shm(
linked.symbol.key,
'vlm',
readonly=True,
)
async with open_fsp_sidepane(
linked, {
'vlm': {
'params': {
'price_func': {
'default_value': 'chl3',
# tell target ``Edit`` widget to not allow
# edits for now.
'widget_kwargs': {'readonly': True},
},
},
}
},
) as sidepane:
# built-in $vlm
shm = ohlcv
chart = linked.add_plot(
name='volume',
array=shm.array,
array_key='volume',
sidepane=sidepane,
# curve by default
ohlc=False,
# Draw vertical bars from zero.
# we do this internally ourselves since
# the curve item internals are pretty convoluted.
style='step',
)
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# should **not** be the same sub-chart widget
assert chart.name != linked.chart.name
# sticky only on sub-charts atm
last_val_sticky = chart._ysticks[chart.name]
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
chart.update_curve_from_array(
'volume',
shm.array,
)
# size view to data once at outset
chart._set_yrange()
yield chart
def update_fsp_chart(
chart: ChartPlotWidget,
shm: ShmArray,
graphics_name: str,
array_key: Optional[str],
) -> None:
array = shm.array
last_row = try_read(array)
# guard against unreadable case
if not last_row:
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
return
# update graphics
# NOTE: this does a length check internally which allows it
# staying above the last row check below..
chart.update_curve_from_array(
graphics_name,
array,
array_key=array_key or graphics_name,
)
chart._set_yrange()
# XXX: re: ``array_key``: fsp func names must be unique meaning we
# can't have duplicates of the underlying data even if multiple
# sub-charts reference it under different 'named charts'.
# read from last calculated value and update any label
last_val_sticky = chart._ysticks.get(graphics_name)
if last_val_sticky:
# array = shm.array[array_key]
# if len(array):
# value = array[-1]
last = last_row[array_key]
last_val_sticky.update_from_data(-1, last)
@acm
async def open_fsp_sidepane(
linked: LinkedSplits,
conf: dict[str, dict[str, str]],
) -> FieldsForm:
schema = {}
assert len(conf) == 1 # for now
# add (single) selection widget
for display_name, config in conf.items():
schema[display_name] = {
'label': '**fsp**:',
'type': 'select',
'default_value': [display_name],
}
# add parameters for selection "options"
params = config.get('params', {})
for name, config in params.items():
default = config['default_value']
kwargs = config.get('widget_kwargs', {})
# add to ORM schema
schema.update({
name: {
'label': f'**{name}**:',
'type': 'edit',
'default_value': default,
'kwargs': kwargs,
},
})
sidepane: FieldsForm = mk_form(
parent=linked.godwidget,
fields_schema=schema,
)
# https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
FspConfig = create_model(
'FspConfig',
name=display_name,
**params,
)
sidepane.model = FspConfig()
# just a logger for now until we get fsp configs up and running.
async def settings_change(key: str, value: str) -> bool:
print(f'{key}: {value}')
return True
# TODO:
async with (
open_form_input_handling(
sidepane,
focus_next=linked.godwidget,
on_value_change=settings_change,
)
):
yield sidepane