Store lines graphics in struct array to simplify indexing
Tyler Goodlet
parent
93fed5ec28
commit
cf8a5d04ce
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@ -1,9 +1,9 @@
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"""
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Chart graphics for displaying a slew of different data types.
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"""
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# from typing import Dict, Any
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from typing import List
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from enum import Enum
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from contextlib import contextmanager
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from itertools import chain
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import numpy as np
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import pyqtgraph as pg
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@ -169,17 +169,34 @@ class CrossHairItem(pg.GraphicsObject):
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return self.parent.boundingRect()
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def _mk_lines_array(data: List, size: int) -> np.ndarray:
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"""Create an ndarray to hold lines graphics objects.
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"""
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# TODO: might want to just make this a 2d array to be faster at
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# flattening using .ravel()?
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return np.empty_like(
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data,
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shape=(int(size),),
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dtype=[
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('index', int),
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('body', object),
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('rarm', object),
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('larm', object)
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],
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)
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def bars_from_ohlc(
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data: np.ndarray,
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start: int = 0,
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w: float = 0.4,
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w: float = 0.43,
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) -> np.ndarray:
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lines = np.empty_like(data, shape=(data.shape[0]*3,), dtype=object)
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"""Generate an array of lines objects from input ohlc data.
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"""
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lines = _mk_lines_array(data, data.shape[0])
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for i, q in enumerate(data[start:], start=start):
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low = q['low']
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high = q['high']
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index = q['index']
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low, high, index = q['low'], q['high'], q['index']
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# high - low line
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if low != high:
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@ -195,7 +212,8 @@ def bars_from_ohlc(
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c = QLineF(index + w, q['close'], index, q['close'])
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# indexing here is as per the below comments
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lines[3*i:3*i+3] = (hl, o, c)
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# lines[3*i:3*i+3] = (hl, o, c)
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lines[i] = (index, hl, o, c)
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# if not _tina_mode: # piker mode
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# else _tina_mode:
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@ -240,27 +258,10 @@ class BarItems(pg.GraphicsObject):
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# XXX: not sure this actually needs to be an array other
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# then for the old tina mode calcs for up/down bars below?
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# lines container
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self.lines: np.ndarray = np.empty_like(
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[], shape=(int(50e3),), dtype=object)
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self._index = 0
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self.lines = _mk_lines_array([], 50e3)
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def _set_index(self, val):
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# breakpoint()
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self._index = val
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def _get_index(self):
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return self._index
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index = property(_get_index, _set_index)
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# TODO: can we be faster just dropping this?
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@contextmanager
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def painter(self):
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# pre-computing a QPicture object allows paint() to run much
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# more quickly, rather than re-drawing the shapes every time.
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p = QtGui.QPainter(self.picture)
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yield p
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p.end()
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# track the current length of drawable lines within the larger array
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self.index: int = 0
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@timeit
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def draw_from_data(
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@ -270,17 +271,28 @@ class BarItems(pg.GraphicsObject):
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):
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"""Draw OHLC datum graphics from a ``np.recarray``.
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"""
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lines = bars_from_ohlc(data, start=start, w=self.w)
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lines = bars_from_ohlc(data, start=start)
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# save graphics for later reference and keep track
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# of current internal "last index"
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index = len(lines)
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self.lines[:index] = lines
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self.index = index
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self.draw_lines()
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with self.painter() as p:
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p.setPen(self.bull_pen)
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p.drawLines(*self.lines[:index])
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def draw_lines(self):
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"""Draw the current line set using the painter.
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"""
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to_draw = self.lines[
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['body', 'larm', 'rarm']][:self.index]
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# pre-computing a QPicture object allows paint() to run much
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# more quickly, rather than re-drawing the shapes every time.
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p = QtGui.QPainter(self.picture)
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p.setPen(self.bull_pen)
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# TODO: might be better to use 2d array
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p.drawLines(*chain.from_iterable(to_draw))
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p.end()
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def update_from_array(
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self,
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@ -297,58 +309,51 @@ class BarItems(pg.GraphicsObject):
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"""
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index = self.index
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length = len(array)
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idata = int(index/3) - 1
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extra = length - idata
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extra = length - index
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if extra > 0:
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# generate new graphics to match provided array
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new = array[-extra:]
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lines = bars_from_ohlc(new, w=self.w)
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new = array[index:index + extra]
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lines = bars_from_ohlc(new)
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bars_added = len(lines)
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self.lines[index:index + bars_added] = lines
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self.index += bars_added
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added = len(new) * 3
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assert len(lines) == added
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# else: # current bar update
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# do we really need to verify the entire past data set?
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# index, time, open, high, low, close, volume
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i, time, _, _, _, close, _ = array[-1]
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last = close
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i, body, larm, rarm = self.lines[index-1]
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if not rarm:
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breakpoint()
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self.lines[index:index + len(lines)] = lines
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# XXX: is there a faster way to modify this?
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# update right arm
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rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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self.index += len(lines)
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# update body
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high = body.y2()
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low = body.y1()
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if last < low:
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low = last
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else: # current bar update
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# do we really need to verify the entire past data set?
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# index, time, open, high, low, close, volume
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i, time, _, _, _, close, _ = array[-1]
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last = close
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body, larm, rarm = self.lines[index-3:index]
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if not rarm:
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breakpoint()
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if last > high:
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high = last
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# XXX: is there a faster way to modify this?
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# update right arm
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rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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# update body
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high = body.y2()
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low = body.y1()
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if last < low:
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low = last
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if last > high:
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high = last
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if getattr(body, '_flat', None) and low != high:
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# if the bar was flat it likely does not have
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# the index set correctly due to a rendering bug
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# see above
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body.setLine(i, low, i, high)
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body._flat = False
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else:
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body.setLine(body.x1(), low, body.x2(), high)
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if getattr(body, '_flat', None) and low != high:
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# if the bar was flat it likely does not have
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# the index set correctly due to a rendering bug
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# see above
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body.setLine(i, low, i, high)
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body._flat = False
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else:
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body.setLine(body.x1(), low, body.x2(), high)
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# draw the pic
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with self.painter() as p:
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p.setPen(self.bull_pen)
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p.drawLines(*self.lines[:index])
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self.draw_lines()
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# trigger re-render
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self.update()
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# trigger re-render
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self.update()
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# be compat with ``pg.PlotCurveItem``
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setData = update_from_array
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