Add display loop profiling
Probably the best place to root the profiler since we can get a better top down view of bottlenecks in the graphics stack. More, - add in draft M4 downsampling code (commented) after getting it mostly working; next step is to move this processing into an FSP subactor. - always update the vlm chart last y-axis sticky - set call `.default_view()` just before inf sleep on startupm4_corrections
parent
bed52639d0
commit
d86320848f
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@ -29,6 +29,8 @@ from typing import Optional, Any, Callable
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import numpy as np
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import numpy as np
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import tractor
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import tractor
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import trio
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import trio
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import pyqtgraph as pg
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from PyQt5.QtCore import QLineF
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from .. import brokers
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from .. import brokers
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from ..data.feed import open_feed
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from ..data.feed import open_feed
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@ -178,7 +180,6 @@ async def graphics_update_loop(
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vlm_sticky = vlm_chart._ysticks['volume']
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vlm_sticky = vlm_chart._ysticks['volume']
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maxmin = partial(chart_maxmin, chart, vlm_chart)
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maxmin = partial(chart_maxmin, chart, vlm_chart)
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chart.default_view()
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last_bars_range: tuple[float, float]
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last_bars_range: tuple[float, float]
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(
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(
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last_bars_range,
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last_bars_range,
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@ -258,6 +259,8 @@ async def graphics_update_loop(
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}
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}
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})
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})
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chart.default_view()
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# main loop
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# main loop
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async for quotes in stream:
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async for quotes in stream:
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ds.quotes = quotes
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ds.quotes = quotes
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@ -295,6 +298,10 @@ def graphics_update_cycle(
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# TODO: eventually optimize this whole graphics stack with ``numba``
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# TODO: eventually optimize this whole graphics stack with ``numba``
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# hopefully XD
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# hopefully XD
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profiler = pg.debug.Profiler(
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disabled=False, # not pg_profile_enabled(),
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delayed=False,
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)
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# unpack multi-referenced components
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# unpack multi-referenced components
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chart = ds.chart
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chart = ds.chart
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vlm_chart = ds.vlm_chart
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vlm_chart = ds.vlm_chart
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@ -305,6 +312,8 @@ def graphics_update_cycle(
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vars = ds.vars
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vars = ds.vars
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tick_margin = vars['tick_margin']
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tick_margin = vars['tick_margin']
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update_uppx = 5
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for sym, quote in ds.quotes.items():
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for sym, quote in ds.quotes.items():
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# NOTE: vlm may be written by the ``brokerd`` backend
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# NOTE: vlm may be written by the ``brokerd`` backend
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@ -319,10 +328,6 @@ def graphics_update_cycle(
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# are diffed on each draw cycle anyway; so updates to the
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# are diffed on each draw cycle anyway; so updates to the
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# "curve" length is already automatic.
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# "curve" length is already automatic.
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# compute the first available graphic's x-units-per-pixel
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xpx = vlm_chart.view.xs_in_px()
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# print(r)
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# increment the view position by the sample offset.
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# increment the view position by the sample offset.
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i_step = ohlcv.index
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i_step = ohlcv.index
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i_diff = i_step - vars['i_last']
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i_diff = i_step - vars['i_last']
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@ -338,8 +343,63 @@ def graphics_update_cycle(
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l, lbar, rbar, r = brange
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l, lbar, rbar, r = brange
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mx = mx_in_view + tick_margin
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mx = mx_in_view + tick_margin
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mn = mn_in_view - tick_margin
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mn = mn_in_view - tick_margin
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profiler('maxmin call')
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liv = r > i_step # the last datum is in view
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liv = r > i_step # the last datum is in view
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# compute the first available graphic's x-units-per-pixel
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xpx = vlm_chart.view.xs_in_px()
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in_view = chart.in_view(ohlcv.array)
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if lbar != rbar:
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# view box width in pxs
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w = chart.view.boundingRect().width()
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# TODO: a better way to get this?
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# i would guess the esiest way is to just
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# get the ``.boundingRect()`` of the curve
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# in view but maybe there's something smarter?
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# Currently we're just mapping the rbar, lbar to
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# pixels via:
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cw = chart.view.mapViewToDevice(QLineF(lbar, 0, rbar, 0)).length()
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# is this faster?
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# cw = chart.mapFromView(QLineF(lbar, 0 , rbar, 0)).length()
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profiler(
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f'view width pxs: {w}\n'
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f'curve width pxs: {cw}\n'
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f'sliced in view: {in_view.size}'
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)
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# compress bars to m4 line(s) if uppx is high enough
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# if in_view.size > cw:
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# from ._compression import ds_m4, hl2mxmn
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# mxmn, x = hl2mxmn(in_view)
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# profiler('hl tracer')
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# nb, x, y = ds_m4(
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# x=x,
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# y=mxmn,
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# # TODO: this needs to actually be the width
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# # in pixels of the visible curve since we don't
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# # want to downsample any 'zeros' around the curve,
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# # just the values that make up the curve graphic,
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# # i think?
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# px_width=cw,
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# )
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# profiler(
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# 'm4 downsampled\n'
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# f' ds bins: {nb}\n'
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# f' x.shape: {x.shape}\n'
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# f' y.shape: {y.shape}\n'
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# f' x: {x}\n'
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# f' y: {y}\n'
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# )
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# breakpoint()
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# assert y.size == mxmn.size
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# don't real-time "shift" the curve to the
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# don't real-time "shift" the curve to the
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# left unless we get one of the following:
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# left unless we get one of the following:
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if (
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if (
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@ -355,36 +415,37 @@ def graphics_update_cycle(
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# and then iff update curves and shift?
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# and then iff update curves and shift?
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chart.increment_view(steps=i_diff)
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chart.increment_view(steps=i_diff)
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if (
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if vlm_chart:
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vlm_chart
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# always update y-label
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# if zoomed out alot don't update the last "bar"
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and xpx < 4
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):
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vlm_chart.update_curve_from_array('volume', array)
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ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
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ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
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if (
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if (
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mx_vlm_in_view > vars['last_mx_vlm']
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(xpx < update_uppx or i_diff > 0)
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or trigger_all
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or trigger_all
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):
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):
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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vlm_chart.update_curve_from_array('volume', array)
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vlm_chart.view._set_yrange(
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yrange=(0, mx_vlm_in_view * 1.375)
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)
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vars['last_mx_vlm'] = mx_vlm_in_view
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for curve_name, flow in vlm_chart._flows.items():
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if (
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update_fsp_chart(
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mx_vlm_in_view != vars['last_mx_vlm']
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vlm_chart,
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):
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flow.shm,
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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curve_name,
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vlm_chart.view._set_yrange(
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array_key=curve_name,
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yrange=(0, mx_vlm_in_view * 1.375)
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)
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)
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# is this even doing anything?
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vars['last_mx_vlm'] = mx_vlm_in_view
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flow.plot.vb._set_yrange(
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autoscale_linked_plots=False,
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for curve_name, flow in vlm_chart._flows.items():
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name=curve_name,
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update_fsp_chart(
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)
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vlm_chart,
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flow.shm,
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curve_name,
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array_key=curve_name,
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)
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# is this even doing anything?
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flow.plot.vb._set_yrange(
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autoscale_linked_plots=False,
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name=curve_name,
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)
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ticks_frame = quote.get('ticks', ())
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ticks_frame = quote.get('ticks', ())
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# for typ, tick in reversed(lasts.items()):
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# for typ, tick in reversed(lasts.items()):
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# update ohlc sampled price bars
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# update ohlc sampled price bars
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if (
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if xpx < 4 or i_diff > 0:
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xpx < update_uppx
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or i_diff > 0
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):
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chart.update_ohlc_from_array(
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chart.update_ohlc_from_array(
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chart.name,
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chart.name,
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array,
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array,
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@ -600,8 +663,8 @@ async def display_symbol_data(
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f'step:1s '
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f'step:1s '
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)
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)
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linkedsplits = godwidget.linkedsplits
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linked = godwidget.linkedsplits
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linkedsplits._symbol = symbol
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linked._symbol = symbol
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# generate order mode side-pane UI
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# generate order mode side-pane UI
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# A ``FieldsForm`` form to configure order entry
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# A ``FieldsForm`` form to configure order entry
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godwidget.pp_pane = pp_pane
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godwidget.pp_pane = pp_pane
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# create main OHLC chart
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# create main OHLC chart
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chart = linkedsplits.plot_ohlc_main(
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chart = linked.plot_ohlc_main(
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symbol,
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symbol,
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bars,
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bars,
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sidepane=pp_pane,
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sidepane=pp_pane,
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# NOTE: we must immediately tell Qt to show the OHLC chart
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# NOTE: we must immediately tell Qt to show the OHLC chart
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# to avoid a race where the subplots get added/shown to
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# to avoid a race where the subplots get added/shown to
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# the linked set *before* the main price chart!
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# the linked set *before* the main price chart!
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linkedsplits.show()
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linked.show()
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linkedsplits.focus()
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linked.focus()
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await trio.sleep(0)
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await trio.sleep(0)
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vlm_chart: Optional[ChartPlotWidget] = None
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vlm_chart: Optional[ChartPlotWidget] = None
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if has_vlm(ohlcv):
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if has_vlm(ohlcv):
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vlm_chart = await ln.start(
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vlm_chart = await ln.start(
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open_vlm_displays,
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open_vlm_displays,
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linkedsplits,
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linked,
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ohlcv,
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ohlcv,
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)
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)
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@ -660,7 +723,7 @@ async def display_symbol_data(
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# from an input config.
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# from an input config.
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ln.start_soon(
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ln.start_soon(
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start_fsp_displays,
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start_fsp_displays,
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linkedsplits,
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linked,
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ohlcv,
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ohlcv,
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loading_sym_key,
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loading_sym_key,
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loglevel,
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loglevel,
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@ -669,7 +732,7 @@ async def display_symbol_data(
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# start graphics update loop after receiving first live quote
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# start graphics update loop after receiving first live quote
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ln.start_soon(
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ln.start_soon(
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graphics_update_loop,
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graphics_update_loop,
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linkedsplits,
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linked,
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feed.stream,
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feed.stream,
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ohlcv,
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ohlcv,
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wap_in_history,
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wap_in_history,
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@ -687,17 +750,19 @@ async def display_symbol_data(
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# let Qt run to render all widgets and make sure the
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# let Qt run to render all widgets and make sure the
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# sidepanes line up vertically.
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# sidepanes line up vertically.
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await trio.sleep(0)
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await trio.sleep(0)
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linkedsplits.resize_sidepanes()
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linked.resize_sidepanes()
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# NOTE: we pop the volume chart from the subplots set so
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# NOTE: we pop the volume chart from the subplots set so
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# that it isn't double rendered in the display loop
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# that it isn't double rendered in the display loop
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# above since we do a maxmin calc on the volume data to
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# above since we do a maxmin calc on the volume data to
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# determine if auto-range adjustements should be made.
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# determine if auto-range adjustements should be made.
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linkedsplits.subplots.pop('volume', None)
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linked.subplots.pop('volume', None)
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# TODO: make this not so shit XD
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# TODO: make this not so shit XD
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# close group status
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# close group status
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sbar._status_groups[loading_sym_key][1]()
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sbar._status_groups[loading_sym_key][1]()
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# let the app run.. bby
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# let the app run.. bby
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chart.default_view()
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# linked.graphics_cycle()
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await trio.sleep_forever()
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await trio.sleep_forever()
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