Merge pull request #447 from pikers/pregraphics_formatters
Pregraphics formatters: `IncrementalFormatter`update_qt_screen_info_script
goodboy
GitHub
commit
dcdfd2577a
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@ -28,10 +28,7 @@ from PyQt5.QtWidgets import QGraphicsItem
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from PyQt5.QtCore import (
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Qt,
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QLineF,
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QSizeF,
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QRectF,
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# QRect,
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QPointF,
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)
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from PyQt5.QtGui import (
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QPainter,
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@ -89,9 +86,9 @@ class Curve(pg.GraphicsObject):
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'''
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# sub-type customization methods
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sub_br: Optional[Callable] = None
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sub_paint: Optional[Callable] = None
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declare_paintables: Optional[Callable] = None
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sub_paint: Optional[Callable] = None
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# sub_br: Optional[Callable] = None
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def __init__(
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self,
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@ -140,9 +137,7 @@ class Curve(pg.GraphicsObject):
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# self.last_step_pen = pg.mkPen(hcolor(color), width=2)
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self.last_step_pen = pg.mkPen(pen, width=2)
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# self._last_line: Optional[QLineF] = None
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self._last_line = QLineF()
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self._last_w: float = 1
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# flat-top style histogram-like discrete curve
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# self._step_mode: bool = step_mode
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@ -231,8 +226,8 @@ class Curve(pg.GraphicsObject):
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self.path.clear()
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if self.fast_path:
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# self.fast_path.clear()
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self.fast_path = None
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self.fast_path.clear()
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# self.fast_path = None
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@cm
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def reset_cache(self) -> None:
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@ -252,77 +247,65 @@ class Curve(pg.GraphicsObject):
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self.boundingRect = self._path_br
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return self._path_br()
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# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
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def _path_br(self):
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'''
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Post init ``.boundingRect()```.
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'''
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# hb = self.path.boundingRect()
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hb = self.path.controlPointRect()
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hb_size = hb.size()
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fp = self.fast_path
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if fp:
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fhb = fp.controlPointRect()
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hb_size = fhb.size() + hb_size
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# print(f'hb_size: {hb_size}')
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# if self._last_step_rect:
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# hb_size += self._last_step_rect.size()
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# if self._line:
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# br = self._last_step_rect.bottomRight()
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# tl = QPointF(
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# # self._vr[0],
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# # hb.topLeft().y(),
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# # 0,
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# # hb_size.height() + 1
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# profiler = Profiler(
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# msg=f'Curve.boundingRect(): `{self._name}`',
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# disabled=not pg_profile_enabled(),
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# ms_threshold=ms_slower_then,
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# )
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pr = self.path.controlPointRect()
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hb_tl, hb_br = (
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pr.topLeft(),
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pr.bottomRight(),
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)
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mn_y = hb_tl.y()
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mx_y = hb_br.y()
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most_left = hb_tl.x()
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most_right = hb_br.x()
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# profiler('calc path vertices')
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# br = self._last_step_rect.bottomRight()
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# TODO: if/when we get fast path appends working in the
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# `Renderer`, then we might need to actually use this..
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# fp = self.fast_path
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# if fp:
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# fhb = fp.controlPointRect()
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# # hb_size = fhb.size() + hb_size
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# br = pr.united(fhb)
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w = hb_size.width()
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h = hb_size.height()
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# XXX: *was* a way to allow sub-types to extend the
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# boundingrect calc, but in the one use case for a step curve
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# doesn't seem like we need it as long as the last line segment
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# is drawn as it is?
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# sbr = self.sub_br
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# if sbr:
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# # w, h = self.sub_br(w, h)
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# sub_br = sbr()
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# br = br.united(sub_br)
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sbr = self.sub_br
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if sbr:
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w, h = self.sub_br(w, h)
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else:
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# assume plain line graphic and use
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# default unit step in each direction.
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ll = self._last_line
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y1, y2 = ll.y1(), ll.y2()
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x1, x2 = ll.x1(), ll.x2()
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# only on a plane line do we include
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# and extra index step's worth of width
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# since in the step case the end of the curve
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# actually terminates earlier so we don't need
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# this for the last step.
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w += self._last_w
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# ll = self._last_line
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h += 1 # ll.y2() - ll.y1()
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ymn = min(y1, y2, mn_y)
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ymx = max(y1, y2, mx_y)
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most_left = min(x1, x2, most_left)
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most_right = max(x1, x2, most_right)
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# profiler('calc last line vertices')
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# br = QPointF(
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# self._vr[-1],
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# # tl.x() + w,
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# tl.y() + h,
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# )
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br = QRectF(
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# top left
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# hb.topLeft()
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# tl,
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QPointF(hb.topLeft()),
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# br,
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# total size
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# QSizeF(hb_size)
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# hb_size,
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QSizeF(w, h)
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return QRectF(
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most_left,
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ymn,
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most_right - most_left + 1,
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ymx,
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)
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# print(f'bounding rect: {br}')
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return br
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def paint(
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self,
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@ -340,7 +323,7 @@ class Curve(pg.GraphicsObject):
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sub_paint = self.sub_paint
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if sub_paint:
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sub_paint(p, profiler)
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sub_paint(p)
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p.setPen(self.last_step_pen)
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p.drawLine(self._last_line)
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@ -450,36 +433,34 @@ class StepCurve(Curve):
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y = src_data[array_key]
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x_last = x[-1]
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x_2last = x[-2]
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y_last = y[-1]
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step_size = x_last - x_2last
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half_step = step_size / 2
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# lol, commenting this makes step curves
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# all "black" for me :eyeroll:..
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self._last_line = QLineF(
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x_last - w, 0,
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x_last + w, 0,
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x_2last, 0,
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x_last, 0,
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)
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self._last_step_rect = QRectF(
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x_last - w, 0,
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x_last + w, y_last,
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x_last - half_step, 0,
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step_size, y_last,
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)
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return x, y
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def sub_paint(
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self,
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p: QPainter,
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profiler: Profiler,
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) -> None:
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# p.drawLines(*tuple(filter(bool, self._last_step_lines)))
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# p.drawRect(self._last_step_rect)
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p.fillRect(self._last_step_rect, self._brush)
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profiler('.fillRect()')
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def sub_br(
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self,
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path_w: float,
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path_h: float,
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) -> (float, float):
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# passthrough
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return path_w, path_h
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# def sub_br(
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# self,
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# parent_br: QRectF | None = None,
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# ) -> QRectF:
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# return self._last_step_rect
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@ -25,13 +25,10 @@ incremental update.
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from __future__ import annotations
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from typing import (
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Optional,
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Callable,
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Union,
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)
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import msgspec
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import numpy as np
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from numpy.lib import recfunctions as rfn
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import pyqtgraph as pg
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from PyQt5.QtGui import QPainterPath
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from PyQt5.QtCore import QLineF
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@ -44,9 +41,10 @@ from .._profile import (
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# ms_slower_then,
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)
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from ._pathops import (
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gen_ohlc_qpath,
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ohlc_to_line,
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to_step_format,
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IncrementalFormatter,
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OHLCBarsFmtr, # Plain OHLC renderer
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OHLCBarsAsCurveFmtr, # OHLC converted to line
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StepCurveFmtr, # "step" curve (like for vlm)
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xy_downsample,
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)
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from ._ohlc import (
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@ -65,65 +63,6 @@ from .._profile import Profiler
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log = get_logger(__name__)
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# class FlowsTable(msgspec.Struct):
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# '''
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# Data-AGGRegate: high level API onto multiple (categorized)
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# ``Flow``s with high level processing routines for
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# multi-graphics computations and display.
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# '''
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# flows: dict[str, np.ndarray] = {}
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def update_ohlc_to_line(
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src_shm: ShmArray,
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array_key: str,
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src_update: np.ndarray,
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slc: slice,
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ln: int,
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first: int,
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last: int,
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is_append: bool,
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) -> np.ndarray:
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fields = ['open', 'high', 'low', 'close']
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return (
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rfn.structured_to_unstructured(src_update[fields]),
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slc,
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)
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def ohlc_flat_to_xy(
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r: Renderer,
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array: np.ndarray,
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array_key: str,
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vr: tuple[int, int],
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) -> tuple[
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np.ndarray,
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np.nd.array,
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str,
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]:
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# TODO: in the case of an existing ``.update_xy()``
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# should we be passing in array as an xy arrays tuple?
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# 2 more datum-indexes to capture zero at end
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x_flat = r.x_data[r._xy_first:r._xy_last]
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y_flat = r.y_data[r._xy_first:r._xy_last]
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# slice to view
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ivl, ivr = vr
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x_iv_flat = x_flat[ivl:ivr]
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y_iv_flat = y_flat[ivl:ivr]
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# reshape to 1d for graphics rendering
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y_iv = y_iv_flat.reshape(-1)
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x_iv = x_iv_flat.reshape(-1)
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return x_iv, y_iv, 'all'
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def render_baritems(
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flow: Flow,
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graphics: BarItems,
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@ -155,21 +94,24 @@ def render_baritems(
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r = self._src_r
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if not r:
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show_bars = True
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# OHLC bars path renderer
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r = self._src_r = Renderer(
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flow=self,
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format_xy=gen_ohlc_qpath,
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last_read=read,
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fmtr=OHLCBarsFmtr(
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shm=flow.shm,
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flow=flow,
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_last_read=read,
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),
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)
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ds_curve_r = Renderer(
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flow=self,
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last_read=read,
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# incr update routines
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allocate_xy=ohlc_to_line,
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update_xy=update_ohlc_to_line,
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format_xy=ohlc_flat_to_xy,
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fmtr=OHLCBarsAsCurveFmtr(
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shm=flow.shm,
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flow=flow,
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_last_read=read,
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),
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)
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curve = FlattenedOHLC(
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@ -253,77 +195,6 @@ def render_baritems(
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)
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def update_step_xy(
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src_shm: ShmArray,
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array_key: str,
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y_update: np.ndarray,
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slc: slice,
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ln: int,
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first: int,
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last: int,
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is_append: bool,
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) -> np.ndarray:
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# for a step curve we slice from one datum prior
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# to the current "update slice" to get the previous
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# "level".
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if is_append:
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start = max(last - 1, 0)
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end = src_shm._last.value
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new_y = src_shm._array[start:end][array_key]
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slc = slice(start, end)
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else:
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new_y = y_update
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return (
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np.broadcast_to(
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new_y[:, None], (new_y.size, 2),
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),
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slc,
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)
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def step_to_xy(
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r: Renderer,
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array: np.ndarray,
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array_key: str,
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vr: tuple[int, int],
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) -> tuple[
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np.ndarray,
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np.nd.array,
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str,
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]:
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# 2 more datum-indexes to capture zero at end
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x_step = r.x_data[r._xy_first:r._xy_last+2]
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y_step = r.y_data[r._xy_first:r._xy_last+2]
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lasts = array[['index', array_key]]
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last = lasts[array_key][-1]
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y_step[-1] = last
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# slice out in-view data
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ivl, ivr = vr
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ys_iv = y_step[ivl:ivr+1]
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xs_iv = x_step[ivl:ivr+1]
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# flatten to 1d
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y_iv = ys_iv.reshape(ys_iv.size)
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x_iv = xs_iv.reshape(xs_iv.size)
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# print(
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# f'ys_iv : {ys_iv[-s:]}\n'
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# f'y_iv: {y_iv[-s:]}\n'
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# f'xs_iv: {xs_iv[-s:]}\n'
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# f'x_iv: {x_iv[-s:]}\n'
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# )
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return x_iv, y_iv, 'all'
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class Flow(msgspec.Struct): # , frozen=True):
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'''
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(Financial Signal-)Flow compound type which wraps a real-time
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@ -337,7 +208,7 @@ class Flow(msgspec.Struct): # , frozen=True):
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'''
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name: str
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plot: pg.PlotItem
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graphics: Union[Curve, BarItems]
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graphics: Curve | BarItems
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_shm: ShmArray
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yrange: tuple[float, float] = None
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@ -346,7 +217,6 @@ class Flow(msgspec.Struct): # , frozen=True):
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# normally this is just a plain line.
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ds_graphics: Optional[Curve] = None
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is_ohlc: bool = False
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render: bool = True # toggle for display loop
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@ -554,9 +424,14 @@ class Flow(msgspec.Struct): # , frozen=True):
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slice_to_head: int = -1
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should_redraw: bool = False
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should_line: bool = False
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rkwargs = {}
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should_line = False
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# TODO: probably specialize ``Renderer`` types instead of
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# these logic checks?
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# - put these blocks into a `.load_renderer()` meth?
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# - consider a OHLCRenderer, StepCurveRenderer, Renderer?
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r = self._src_r
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if isinstance(graphics, BarItems):
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# XXX: special case where we change out graphics
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# to a line after a certain uppx threshold.
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@ -576,14 +451,34 @@ class Flow(msgspec.Struct): # , frozen=True):
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should_redraw = changed_to_line or not should_line
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self._in_ds = should_line
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elif not r:
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if isinstance(graphics, StepCurve):
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r = self._src_r = Renderer(
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flow=self,
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fmtr=StepCurveFmtr(
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shm=self.shm,
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flow=self,
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_last_read=read,
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),
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)
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# TODO: append logic inside ``.render()`` isn't
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# correct yet for step curves.. remove this to see it.
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should_redraw = True
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slice_to_head = -2
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else:
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r = self._src_r
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if not r:
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# just using for ``.diff()`` atm..
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r = self._src_r = Renderer(
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flow=self,
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# TODO: rename this to something with ohlc
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last_read=read,
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fmtr=IncrementalFormatter(
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shm=self.shm,
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flow=self,
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_last_read=read,
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),
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)
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# ``Curve`` derivative case(s):
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|
|
@ -595,19 +490,6 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
should_ds: bool = r._in_ds
|
||||
showing_src_data: bool = not r._in_ds
|
||||
|
||||
# step_mode = getattr(graphics, '_step_mode', False)
|
||||
step_mode = isinstance(graphics, StepCurve)
|
||||
if step_mode:
|
||||
|
||||
r.allocate_xy = to_step_format
|
||||
r.update_xy = update_step_xy
|
||||
r.format_xy = step_to_xy
|
||||
|
||||
# TODO: append logic inside ``.render()`` isn't
|
||||
# correct yet for step curves.. remove this to see it.
|
||||
should_redraw = True
|
||||
slice_to_head = -2
|
||||
|
||||
# downsampling incremental state checking
|
||||
# check for and set std m4 downsample conditions
|
||||
uppx = graphics.x_uppx()
|
||||
|
|
@ -683,23 +565,24 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
|
||||
# XXX: SUPER UGGGHHH... without this we get stale cache
|
||||
# graphics that don't update until you downsampler again..
|
||||
if reset:
|
||||
with graphics.reset_cache():
|
||||
# assign output paths to graphicis obj
|
||||
graphics.path = r.path
|
||||
graphics.fast_path = r.fast_path
|
||||
# reset = False
|
||||
# if reset:
|
||||
# with graphics.reset_cache():
|
||||
# # assign output paths to graphicis obj
|
||||
# graphics.path = r.path
|
||||
# graphics.fast_path = r.fast_path
|
||||
|
||||
# XXX: we don't need this right?
|
||||
# graphics.draw_last_datum(
|
||||
# path,
|
||||
# src_array,
|
||||
# data,
|
||||
# reset,
|
||||
# array_key,
|
||||
# )
|
||||
# graphics.update()
|
||||
# profiler('.update()')
|
||||
else:
|
||||
# # XXX: we don't need this right?
|
||||
# # graphics.draw_last_datum(
|
||||
# # path,
|
||||
# # src_array,
|
||||
# # data,
|
||||
# # reset,
|
||||
# # array_key,
|
||||
# # )
|
||||
# # graphics.update()
|
||||
# # profiler('.update()')
|
||||
# else:
|
||||
# assign output paths to graphicis obj
|
||||
graphics.path = r.path
|
||||
graphics.fast_path = r.fast_path
|
||||
|
|
@ -786,51 +669,10 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
g.update()
|
||||
|
||||
|
||||
def by_index_and_key(
|
||||
renderer: Renderer,
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
return array['index'], array[array_key], 'all'
|
||||
|
||||
|
||||
class Renderer(msgspec.Struct):
|
||||
|
||||
flow: Flow
|
||||
# last array view read
|
||||
last_read: Optional[tuple] = None
|
||||
|
||||
# default just returns index, and named array from data
|
||||
format_xy: Callable[
|
||||
[np.ndarray, str],
|
||||
tuple[np.ndarray]
|
||||
] = by_index_and_key
|
||||
|
||||
# optional pre-graphics xy formatted data which
|
||||
# is incrementally updated in sync with the source data.
|
||||
allocate_xy: Optional[Callable[
|
||||
[int, slice],
|
||||
tuple[np.ndarray, np.nd.array]
|
||||
]] = None
|
||||
|
||||
update_xy: Optional[Callable[
|
||||
[int, slice], None]
|
||||
] = None
|
||||
|
||||
x_data: Optional[np.ndarray] = None
|
||||
y_data: Optional[np.ndarray] = None
|
||||
|
||||
# indexes which slice into the above arrays (which are allocated
|
||||
# based on source data shm input size) and allow retrieving
|
||||
# incrementally updated data.
|
||||
_xy_first: int = 0
|
||||
_xy_last: int = 0
|
||||
fmtr: IncrementalFormatter
|
||||
|
||||
# output graphics rendering, the main object
|
||||
# processed in ``QGraphicsObject.paint()``
|
||||
|
|
@ -852,58 +694,11 @@ class Renderer(msgspec.Struct):
|
|||
_last_uppx: float = 0
|
||||
_in_ds: bool = False
|
||||
|
||||
# incremental update state(s)
|
||||
_last_vr: Optional[tuple[float, float]] = None
|
||||
_last_ivr: Optional[tuple[float, float]] = None
|
||||
|
||||
def diff(
|
||||
self,
|
||||
new_read: tuple[np.ndarray],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
(
|
||||
last_xfirst,
|
||||
last_xlast,
|
||||
last_array,
|
||||
last_ivl,
|
||||
last_ivr,
|
||||
last_in_view,
|
||||
) = self.last_read
|
||||
|
||||
# TODO: can the renderer just call ``Flow.read()`` directly?
|
||||
# unpack latest source data read
|
||||
(
|
||||
xfirst,
|
||||
xlast,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
) = new_read
|
||||
|
||||
# compute the length diffs between the first/last index entry in
|
||||
# the input data and the last indexes we have on record from the
|
||||
# last time we updated the curve index.
|
||||
prepend_length = int(last_xfirst - xfirst)
|
||||
append_length = int(xlast - last_xlast)
|
||||
|
||||
# blah blah blah
|
||||
# do diffing for prepend, append and last entry
|
||||
return (
|
||||
slice(xfirst, last_xfirst),
|
||||
prepend_length,
|
||||
append_length,
|
||||
slice(last_xlast, xlast),
|
||||
)
|
||||
|
||||
def draw_path(
|
||||
self,
|
||||
x: np.ndarray,
|
||||
y: np.ndarray,
|
||||
connect: Union[str, np.ndarray] = 'all',
|
||||
connect: str | np.ndarray = 'all',
|
||||
path: Optional[QPainterPath] = None,
|
||||
redraw: bool = False,
|
||||
|
||||
|
|
@ -981,166 +776,54 @@ class Renderer(msgspec.Struct):
|
|||
'''
|
||||
# TODO: can the renderer just call ``Flow.read()`` directly?
|
||||
# unpack latest source data read
|
||||
fmtr = self.fmtr
|
||||
|
||||
(
|
||||
xfirst,
|
||||
xlast,
|
||||
_,
|
||||
_,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
) = new_read
|
||||
|
||||
(
|
||||
pre_slice,
|
||||
prepend_length,
|
||||
append_length,
|
||||
post_slice,
|
||||
) = self.diff(new_read)
|
||||
|
||||
if self.update_xy:
|
||||
|
||||
shm = self.flow.shm
|
||||
|
||||
if self.y_data is None:
|
||||
# we first need to allocate xy data arrays
|
||||
# from the source data.
|
||||
assert self.allocate_xy
|
||||
self.x_data, self.y_data = self.allocate_xy(
|
||||
shm,
|
||||
array_key,
|
||||
)
|
||||
self._xy_first = shm._first.value
|
||||
self._xy_last = shm._last.value
|
||||
profiler('allocated xy history')
|
||||
|
||||
if prepend_length:
|
||||
y_prepend = shm._array[pre_slice]
|
||||
|
||||
if read_from_key:
|
||||
y_prepend = y_prepend[array_key]
|
||||
|
||||
xy_data, xy_slice = self.update_xy(
|
||||
shm,
|
||||
array_key,
|
||||
|
||||
# this is the pre-sliced, "normally expected"
|
||||
# new data that an updater would normally be
|
||||
# expected to process, however in some cases (like
|
||||
# step curves) the updater routine may want to do
|
||||
# the source history-data reading itself, so we pass
|
||||
# both here.
|
||||
y_prepend,
|
||||
|
||||
pre_slice,
|
||||
prepend_length,
|
||||
self._xy_first,
|
||||
self._xy_last,
|
||||
is_append=False,
|
||||
)
|
||||
self.y_data[xy_slice] = xy_data
|
||||
self._xy_first = shm._first.value
|
||||
profiler('prepended xy history: {prepend_length}')
|
||||
|
||||
if append_length:
|
||||
y_append = shm._array[post_slice]
|
||||
|
||||
if read_from_key:
|
||||
y_append = y_append[array_key]
|
||||
|
||||
xy_data, xy_slice = self.update_xy(
|
||||
shm,
|
||||
array_key,
|
||||
|
||||
y_append,
|
||||
post_slice,
|
||||
append_length,
|
||||
|
||||
self._xy_first,
|
||||
self._xy_last,
|
||||
is_append=True,
|
||||
)
|
||||
# self.y_data[post_slice] = xy_data
|
||||
# self.y_data[xy_slice or post_slice] = xy_data
|
||||
self.y_data[xy_slice] = xy_data
|
||||
self._xy_last = shm._last.value
|
||||
profiler('appened xy history: {append_length}')
|
||||
|
||||
if use_vr:
|
||||
array = in_view
|
||||
# else:
|
||||
# ivl, ivr = xfirst, xlast
|
||||
|
||||
hist = array[:slice_to_head]
|
||||
|
||||
# xy-path data transform: convert source data to a format
|
||||
# able to be passed to a `QPainterPath` rendering routine.
|
||||
if not len(hist):
|
||||
fmt_out = fmtr.format_to_1d(
|
||||
new_read,
|
||||
array_key,
|
||||
profiler,
|
||||
|
||||
slice_to_head=slice_to_head,
|
||||
read_src_from_key=read_from_key,
|
||||
slice_to_inview=use_vr,
|
||||
)
|
||||
|
||||
# no history in view case
|
||||
if not fmt_out:
|
||||
# XXX: this might be why the profiler only has exits?
|
||||
return
|
||||
|
||||
x_out, y_out, connect = self.format_xy(
|
||||
self,
|
||||
# TODO: hist here should be the pre-sliced
|
||||
# x/y_data in the case where allocate_xy is
|
||||
# defined?
|
||||
hist,
|
||||
array_key,
|
||||
(ivl, ivr),
|
||||
)
|
||||
(
|
||||
x_1d,
|
||||
y_1d,
|
||||
connect,
|
||||
prepend_length,
|
||||
append_length,
|
||||
view_changed,
|
||||
# append_tres,
|
||||
|
||||
profiler('sliced input arrays')
|
||||
|
||||
if (
|
||||
use_vr
|
||||
):
|
||||
# if a view range is passed, plan to draw the
|
||||
# source ouput that's "in view" of the chart.
|
||||
view_range = (ivl, ivr)
|
||||
# print(f'{self._name} vr: {view_range}')
|
||||
|
||||
profiler(f'view range slice {view_range}')
|
||||
|
||||
vl, vr = view_range
|
||||
|
||||
zoom_or_append = False
|
||||
last_vr = self._last_vr
|
||||
last_ivr = self._last_ivr or vl, vr
|
||||
|
||||
# incremental in-view data update.
|
||||
if last_vr:
|
||||
# relative slice indices
|
||||
lvl, lvr = last_vr
|
||||
# abs slice indices
|
||||
al, ar = last_ivr
|
||||
|
||||
# left_change = abs(x_iv[0] - al) >= 1
|
||||
# right_change = abs(x_iv[-1] - ar) >= 1
|
||||
|
||||
if (
|
||||
# likely a zoom view change
|
||||
(vr - lvr) > 2 or vl < lvl
|
||||
# append / prepend update
|
||||
# we had an append update where the view range
|
||||
# didn't change but the data-viewed (shifted)
|
||||
# underneath, so we need to redraw.
|
||||
# or left_change and right_change and last_vr == view_range
|
||||
|
||||
# not (left_change and right_change) and ivr
|
||||
# (
|
||||
# or abs(x_iv[ivr] - livr) > 1
|
||||
):
|
||||
zoom_or_append = True
|
||||
|
||||
self._last_vr = view_range
|
||||
if len(x_out):
|
||||
self._last_ivr = x_out[0], x_out[slice_to_head]
|
||||
) = fmt_out
|
||||
|
||||
# redraw conditions
|
||||
if (
|
||||
prepend_length > 0
|
||||
or new_sample_rate
|
||||
or view_changed
|
||||
|
||||
# NOTE: comment this to try and make "append paths"
|
||||
# work below..
|
||||
or append_length > 0
|
||||
or zoom_or_append
|
||||
):
|
||||
should_redraw = True
|
||||
|
||||
|
|
@ -1162,9 +845,9 @@ class Renderer(msgspec.Struct):
|
|||
|
||||
elif should_ds and uppx > 1:
|
||||
|
||||
x_out, y_out, ymn, ymx = xy_downsample(
|
||||
x_out,
|
||||
y_out,
|
||||
x_1d, y_1d, ymn, ymx = xy_downsample(
|
||||
x_1d,
|
||||
y_1d,
|
||||
uppx,
|
||||
)
|
||||
self.flow.yrange = ymn, ymx
|
||||
|
|
@ -1175,8 +858,8 @@ class Renderer(msgspec.Struct):
|
|||
self._in_ds = True
|
||||
|
||||
path = self.draw_path(
|
||||
x=x_out,
|
||||
y=y_out,
|
||||
x=x_1d,
|
||||
y=y_1d,
|
||||
connect=connect,
|
||||
path=path,
|
||||
redraw=True,
|
||||
|
|
@ -1191,7 +874,6 @@ class Renderer(msgspec.Struct):
|
|||
# TODO: get this piecewise prepend working - right now it's
|
||||
# giving heck on vwap...
|
||||
# elif prepend_length:
|
||||
# breakpoint()
|
||||
|
||||
# prepend_path = pg.functions.arrayToQPath(
|
||||
# x[0:prepend_length],
|
||||
|
|
@ -1208,18 +890,22 @@ class Renderer(msgspec.Struct):
|
|||
elif (
|
||||
append_length > 0
|
||||
and do_append
|
||||
and not should_redraw
|
||||
):
|
||||
# print(f'{array_key} append len: {append_length}')
|
||||
new_x = x_out[-append_length - 2:] # slice_to_head]
|
||||
new_y = y_out[-append_length - 2:] # slice_to_head]
|
||||
print(f'{array_key} append len: {append_length}')
|
||||
# new_x = x_1d[-append_length - 2:] # slice_to_head]
|
||||
# new_y = y_1d[-append_length - 2:] # slice_to_head]
|
||||
profiler('sliced append path')
|
||||
# (
|
||||
# x_1d,
|
||||
# y_1d,
|
||||
# connect,
|
||||
# ) = append_tres
|
||||
|
||||
profiler(
|
||||
f'diffed array input, append_length={append_length}'
|
||||
)
|
||||
|
||||
# if should_ds:
|
||||
# if should_ds and uppx > 1:
|
||||
# new_x, new_y = xy_downsample(
|
||||
# new_x,
|
||||
# new_y,
|
||||
|
|
@ -1228,14 +914,15 @@ class Renderer(msgspec.Struct):
|
|||
# profiler(f'fast path downsample redraw={should_ds}')
|
||||
|
||||
append_path = self.draw_path(
|
||||
x=new_x,
|
||||
y=new_y,
|
||||
x=x_1d,
|
||||
y=y_1d,
|
||||
connect=connect,
|
||||
path=fast_path,
|
||||
)
|
||||
profiler('generated append qpath')
|
||||
|
||||
if use_fpath:
|
||||
# print(f'{self.flow.name}: FAST PATH')
|
||||
# an attempt at trying to make append-updates faster..
|
||||
if fast_path is None:
|
||||
fast_path = append_path
|
||||
|
|
@ -1245,7 +932,12 @@ class Renderer(msgspec.Struct):
|
|||
size = fast_path.capacity()
|
||||
profiler(f'connected fast path w size: {size}')
|
||||
|
||||
# print(f"append_path br: {append_path.boundingRect()}")
|
||||
print(
|
||||
f"append_path br: {append_path.boundingRect()}\n"
|
||||
f"path size: {size}\n"
|
||||
f"append_path len: {append_path.length()}\n"
|
||||
f"fast_path len: {fast_path.length()}\n"
|
||||
)
|
||||
# graphics.path.moveTo(new_x[0], new_y[0])
|
||||
# path.connectPath(append_path)
|
||||
|
||||
|
|
@ -1259,10 +951,4 @@ class Renderer(msgspec.Struct):
|
|||
self.path = path
|
||||
self.fast_path = fast_path
|
||||
|
||||
# TODO: eventually maybe we can implement some kind of
|
||||
# transform on the ``QPainterPath`` that will more or less
|
||||
# detect the diff in "elements" terms?
|
||||
# update diff state since we've now rendered paths.
|
||||
self.last_read = new_read
|
||||
|
||||
return self.path, array, reset
|
||||
|
|
|
|||
|
|
@ -25,8 +25,15 @@ from typing import (
|
|||
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
from PyQt5 import QtCore, QtGui, QtWidgets
|
||||
from PyQt5.QtCore import QLineF, QPointF
|
||||
from PyQt5 import (
|
||||
QtGui,
|
||||
QtWidgets,
|
||||
)
|
||||
from PyQt5.QtCore import (
|
||||
QLineF,
|
||||
QRectF,
|
||||
)
|
||||
|
||||
from PyQt5.QtGui import QPainterPath
|
||||
|
||||
from .._profile import pg_profile_enabled, ms_slower_then
|
||||
|
|
@ -114,8 +121,13 @@ class BarItems(pg.GraphicsObject):
|
|||
# we expect the downsample curve report this.
|
||||
return 0
|
||||
|
||||
def boundingRect(self):
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
def boundingRect(self):
|
||||
# profiler = Profiler(
|
||||
# msg=f'BarItems.boundingRect(): `{self._name}`',
|
||||
# disabled=not pg_profile_enabled(),
|
||||
# ms_threshold=ms_slower_then,
|
||||
# )
|
||||
|
||||
# TODO: Can we do rect caching to make this faster
|
||||
# like `pg.PlotCurveItem` does? In theory it's just
|
||||
|
|
@ -135,32 +147,37 @@ class BarItems(pg.GraphicsObject):
|
|||
hb.topLeft(),
|
||||
hb.bottomRight(),
|
||||
)
|
||||
mn_y = hb_tl.y()
|
||||
mx_y = hb_br.y()
|
||||
most_left = hb_tl.x()
|
||||
most_right = hb_br.x()
|
||||
# profiler('calc path vertices')
|
||||
|
||||
# need to include last bar height or BR will be off
|
||||
mx_y = hb_br.y()
|
||||
mn_y = hb_tl.y()
|
||||
|
||||
last_lines = self._last_bar_lines
|
||||
# OHLC line segments: [hl, o, c]
|
||||
last_lines: tuple[QLineF] | None = self._last_bar_lines
|
||||
if last_lines:
|
||||
body_line = self._last_bar_lines[0]
|
||||
if body_line:
|
||||
mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
|
||||
mn_y = min(mn_y, min(body_line.y1(), body_line.y2()))
|
||||
(
|
||||
hl,
|
||||
o,
|
||||
c,
|
||||
) = last_lines
|
||||
most_right = c.x2() + 1
|
||||
ymx = ymn = c.y2()
|
||||
|
||||
return QtCore.QRectF(
|
||||
if hl:
|
||||
y1, y2 = hl.y1(), hl.y2()
|
||||
ymn = min(y1, y2)
|
||||
ymx = max(y1, y2)
|
||||
mx_y = max(ymx, mx_y)
|
||||
mn_y = min(ymn, mn_y)
|
||||
# profiler('calc last bar vertices')
|
||||
|
||||
# top left
|
||||
QPointF(
|
||||
hb_tl.x(),
|
||||
return QRectF(
|
||||
most_left,
|
||||
mn_y,
|
||||
),
|
||||
|
||||
# bottom right
|
||||
QPointF(
|
||||
hb_br.x() + 1,
|
||||
mx_y,
|
||||
)
|
||||
|
||||
most_right - most_left + 1,
|
||||
mx_y - mn_y,
|
||||
)
|
||||
|
||||
def paint(
|
||||
|
|
@ -213,11 +230,15 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
# relevant fields
|
||||
ohlc = src_data[fields]
|
||||
last_row = ohlc[-1:]
|
||||
# last_row = ohlc[-1:]
|
||||
|
||||
# individual values
|
||||
last_row = i, o, h, l, last = ohlc[-1]
|
||||
|
||||
# times = src_data['time']
|
||||
# if times[-1] - times[-2]:
|
||||
# breakpoint()
|
||||
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = bar_from_ohlc_row(last_row)
|
||||
|
||||
|
|
@ -248,4 +269,5 @@ class BarItems(pg.GraphicsObject):
|
|||
# date / from some previous sample. It's weird though
|
||||
# because i've seen it do this to bars i - 3 back?
|
||||
|
||||
# return ohlc['time'], ohlc['close']
|
||||
return ohlc['index'], ohlc['close']
|
||||
|
|
|
|||
|
|
@ -19,15 +19,16 @@ Super fast ``QPainterPath`` generation related operator routines.
|
|||
"""
|
||||
from __future__ import annotations
|
||||
from typing import (
|
||||
# Optional,
|
||||
Optional,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import msgspec
|
||||
import numpy as np
|
||||
from numpy.lib import recfunctions as rfn
|
||||
from numba import njit, float64, int64 # , optional
|
||||
# import pyqtgraph as pg
|
||||
from PyQt5 import QtGui
|
||||
# from PyQt5 import QtGui
|
||||
# from PyQt5.QtCore import QLineF, QPointF
|
||||
|
||||
from ..data._sharedmem import (
|
||||
|
|
@ -39,45 +40,497 @@ from ._compression import (
|
|||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._flows import Renderer
|
||||
from ._flows import (
|
||||
Renderer,
|
||||
Flow,
|
||||
)
|
||||
from .._profile import Profiler
|
||||
|
||||
|
||||
def xy_downsample(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
|
||||
x_spacer: float = 0.5,
|
||||
def by_index_and_key(
|
||||
renderer: Renderer,
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
float,
|
||||
float,
|
||||
np.ndarray,
|
||||
]:
|
||||
return array['index'], array[array_key], 'all'
|
||||
|
||||
# downsample whenever more then 1 pixels per datum can be shown.
|
||||
# always refresh data bounds until we get diffing
|
||||
# working properly, see above..
|
||||
bins, x, y, ymn, ymx = ds_m4(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
|
||||
class IncrementalFormatter(msgspec.Struct):
|
||||
'''
|
||||
Incrementally updating, pre-path-graphics tracking, formatter.
|
||||
|
||||
Allows tracking source data state in an updateable pre-graphics
|
||||
``np.ndarray`` format (in local process memory) as well as
|
||||
incrementally rendering from that format **to** 1d x/y for path
|
||||
generation using ``pg.functions.arrayToQPath()``.
|
||||
|
||||
'''
|
||||
shm: ShmArray
|
||||
flow: Flow
|
||||
|
||||
# last read from shm (usually due to an update call)
|
||||
_last_read: tuple[
|
||||
int,
|
||||
int,
|
||||
np.ndarray
|
||||
|
||||
]
|
||||
|
||||
@property
|
||||
def last_read(self) -> tuple | None:
|
||||
return self._last_read
|
||||
|
||||
def __repr__(self) -> str:
|
||||
msg = (
|
||||
f'{type(self)}: ->\n\n'
|
||||
f'fqsn={self.flow.name}\n'
|
||||
f'shm_name={self.shm.token["shm_name"]}\n\n'
|
||||
|
||||
f'last_vr={self._last_vr}\n'
|
||||
f'last_ivdr={self._last_ivdr}\n\n'
|
||||
|
||||
f'xy_nd_start={self.xy_nd_start}\n'
|
||||
f'xy_nd_stop={self.xy_nd_stop}\n\n'
|
||||
)
|
||||
|
||||
# flatten output to 1d arrays suitable for path-graphics generation.
|
||||
x = np.broadcast_to(x[:, None], y.shape)
|
||||
x = (x + np.array(
|
||||
[-x_spacer, 0, 0, x_spacer]
|
||||
)).flatten()
|
||||
y = y.flatten()
|
||||
x_nd_len = 0
|
||||
y_nd_len = 0
|
||||
if self.x_nd is not None:
|
||||
x_nd_len = len(self.x_nd)
|
||||
y_nd_len = len(self.y_nd)
|
||||
|
||||
return x, y, ymn, ymx
|
||||
msg += (
|
||||
f'x_nd_len={x_nd_len}\n'
|
||||
f'y_nd_len={y_nd_len}\n'
|
||||
)
|
||||
|
||||
return msg
|
||||
|
||||
def diff(
|
||||
self,
|
||||
new_read: tuple[np.ndarray],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
(
|
||||
last_xfirst,
|
||||
last_xlast,
|
||||
last_array,
|
||||
last_ivl,
|
||||
last_ivr,
|
||||
last_in_view,
|
||||
) = self.last_read
|
||||
|
||||
# TODO: can the renderer just call ``Flow.read()`` directly?
|
||||
# unpack latest source data read
|
||||
(
|
||||
xfirst,
|
||||
xlast,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
) = new_read
|
||||
|
||||
# compute the length diffs between the first/last index entry in
|
||||
# the input data and the last indexes we have on record from the
|
||||
# last time we updated the curve index.
|
||||
prepend_length = int(last_xfirst - xfirst)
|
||||
append_length = int(xlast - last_xlast)
|
||||
|
||||
# blah blah blah
|
||||
# do diffing for prepend, append and last entry
|
||||
return (
|
||||
slice(xfirst, last_xfirst),
|
||||
prepend_length,
|
||||
append_length,
|
||||
slice(last_xlast, xlast),
|
||||
)
|
||||
|
||||
# Incrementally updated xy ndarray formatted data, a pre-1d
|
||||
# format which is updated and cached independently of the final
|
||||
# pre-graphics-path 1d format.
|
||||
x_nd: Optional[np.ndarray] = None
|
||||
y_nd: Optional[np.ndarray] = None
|
||||
|
||||
# indexes which slice into the above arrays (which are allocated
|
||||
# based on source data shm input size) and allow retrieving
|
||||
# incrementally updated data.
|
||||
xy_nd_start: int = 0
|
||||
xy_nd_stop: int = 0
|
||||
|
||||
# TODO: eventually incrementally update 1d-pre-graphics path data?
|
||||
# x_1d: Optional[np.ndarray] = None
|
||||
# y_1d: Optional[np.ndarray] = None
|
||||
|
||||
# incremental view-change state(s) tracking
|
||||
_last_vr: tuple[float, float] | None = None
|
||||
_last_ivdr: tuple[float, float] | None = None
|
||||
|
||||
def _track_inview_range(
|
||||
self,
|
||||
view_range: tuple[int, int],
|
||||
|
||||
) -> bool:
|
||||
# if a view range is passed, plan to draw the
|
||||
# source ouput that's "in view" of the chart.
|
||||
vl, vr = view_range
|
||||
zoom_or_append = False
|
||||
last_vr = self._last_vr
|
||||
|
||||
# incremental in-view data update.
|
||||
if last_vr:
|
||||
lvl, lvr = last_vr # relative slice indices
|
||||
|
||||
# TODO: detecting more specifically the interaction changes
|
||||
# last_ivr = self._last_ivdr or (vl, vr)
|
||||
# al, ar = last_ivr # abs slice indices
|
||||
# left_change = abs(x_iv[0] - al) >= 1
|
||||
# right_change = abs(x_iv[-1] - ar) >= 1
|
||||
|
||||
# likely a zoom/pan view change or data append update
|
||||
if (
|
||||
(vr - lvr) > 2
|
||||
or vl < lvl
|
||||
|
||||
# append / prepend update
|
||||
# we had an append update where the view range
|
||||
# didn't change but the data-viewed (shifted)
|
||||
# underneath, so we need to redraw.
|
||||
# or left_change and right_change and last_vr == view_range
|
||||
|
||||
# not (left_change and right_change) and ivr
|
||||
# (
|
||||
# or abs(x_iv[ivr] - livr) > 1
|
||||
):
|
||||
zoom_or_append = True
|
||||
|
||||
self._last_vr = view_range
|
||||
|
||||
return zoom_or_append
|
||||
|
||||
def format_to_1d(
|
||||
self,
|
||||
new_read: tuple,
|
||||
array_key: str,
|
||||
profiler: Profiler,
|
||||
|
||||
slice_to_head: int = -1,
|
||||
read_src_from_key: bool = True,
|
||||
slice_to_inview: bool = True,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
shm = self.shm
|
||||
|
||||
(
|
||||
_,
|
||||
_,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
|
||||
) = new_read
|
||||
|
||||
(
|
||||
pre_slice,
|
||||
prepend_len,
|
||||
append_len,
|
||||
post_slice,
|
||||
) = self.diff(new_read)
|
||||
|
||||
if self.y_nd is None:
|
||||
# we first need to allocate xy data arrays
|
||||
# from the source data.
|
||||
self.x_nd, self.y_nd = self.allocate_xy_nd(
|
||||
shm,
|
||||
array_key,
|
||||
)
|
||||
self.xy_nd_start = shm._first.value
|
||||
self.xy_nd_stop = shm._last.value
|
||||
profiler('allocated xy history')
|
||||
|
||||
if prepend_len:
|
||||
y_prepend = shm._array[pre_slice]
|
||||
if read_src_from_key:
|
||||
y_prepend = y_prepend[array_key]
|
||||
|
||||
(
|
||||
new_y_nd,
|
||||
y_nd_slc,
|
||||
|
||||
) = self.incr_update_xy_nd(
|
||||
shm,
|
||||
array_key,
|
||||
|
||||
# this is the pre-sliced, "normally expected"
|
||||
# new data that an updater would normally be
|
||||
# expected to process, however in some cases (like
|
||||
# step curves) the updater routine may want to do
|
||||
# the source history-data reading itself, so we pass
|
||||
# both here.
|
||||
y_prepend,
|
||||
pre_slice,
|
||||
prepend_len,
|
||||
|
||||
self.xy_nd_start,
|
||||
self.xy_nd_stop,
|
||||
is_append=False,
|
||||
)
|
||||
|
||||
# y_nd_view = self.y_nd[y_nd_slc]
|
||||
self.y_nd[y_nd_slc] = new_y_nd
|
||||
# if read_src_from_key:
|
||||
# y_nd_view[:][array_key] = new_y_nd
|
||||
# else:
|
||||
# y_nd_view[:] = new_y_nd
|
||||
|
||||
self.xy_nd_start = shm._first.value
|
||||
profiler('prepended xy history: {prepend_length}')
|
||||
|
||||
if append_len:
|
||||
y_append = shm._array[post_slice]
|
||||
if read_src_from_key:
|
||||
y_append = y_append[array_key]
|
||||
|
||||
(
|
||||
new_y_nd,
|
||||
y_nd_slc,
|
||||
|
||||
) = self.incr_update_xy_nd(
|
||||
shm,
|
||||
array_key,
|
||||
|
||||
y_append,
|
||||
post_slice,
|
||||
append_len,
|
||||
|
||||
self.xy_nd_start,
|
||||
self.xy_nd_stop,
|
||||
is_append=True,
|
||||
)
|
||||
# self.y_nd[post_slice] = new_y_nd
|
||||
# self.y_nd[xy_slice or post_slice] = xy_data
|
||||
self.y_nd[y_nd_slc] = new_y_nd
|
||||
# if read_src_from_key:
|
||||
# y_nd_view[:][array_key] = new_y_nd
|
||||
# else:
|
||||
# y_nd_view[:] = new_y_nd
|
||||
|
||||
self.xy_nd_stop = shm._last.value
|
||||
profiler('appened xy history: {append_length}')
|
||||
|
||||
view_changed: bool = False
|
||||
view_range: tuple[int, int] = (ivl, ivr)
|
||||
if slice_to_inview:
|
||||
view_changed = self._track_inview_range(view_range)
|
||||
array = in_view
|
||||
profiler(f'{self.flow.name} view range slice {view_range}')
|
||||
|
||||
hist = array[:slice_to_head]
|
||||
|
||||
# xy-path data transform: convert source data to a format
|
||||
# able to be passed to a `QPainterPath` rendering routine.
|
||||
if not len(hist):
|
||||
# XXX: this might be why the profiler only has exits?
|
||||
return
|
||||
|
||||
# TODO: hist here should be the pre-sliced
|
||||
# x/y_data in the case where allocate_xy is
|
||||
# defined?
|
||||
x_1d, y_1d, connect = self.format_xy_nd_to_1d(
|
||||
hist,
|
||||
array_key,
|
||||
view_range,
|
||||
)
|
||||
|
||||
# app_tres = None
|
||||
# if append_len:
|
||||
# appended = array[-append_len-1:slice_to_head]
|
||||
# app_tres = self.format_xy_nd_to_1d(
|
||||
# appended,
|
||||
# array_key,
|
||||
# (
|
||||
# view_range[1] - append_len + slice_to_head,
|
||||
# view_range[1]
|
||||
# ),
|
||||
# )
|
||||
# # assert (len(appended) - 1) == append_len
|
||||
# # assert len(appended) == append_len
|
||||
# print(
|
||||
# f'{self.flow.name} APPEND LEN: {append_len}\n'
|
||||
# f'{self.flow.name} APPENDED: {appended}\n'
|
||||
# f'{self.flow.name} app_tres: {app_tres}\n'
|
||||
# )
|
||||
|
||||
# update the last "in view data range"
|
||||
if len(x_1d):
|
||||
self._last_ivdr = x_1d[0], x_1d[slice_to_head]
|
||||
|
||||
# TODO: eventually maybe we can implement some kind of
|
||||
# transform on the ``QPainterPath`` that will more or less
|
||||
# detect the diff in "elements" terms?
|
||||
# update diff state since we've now rendered paths.
|
||||
self._last_read = new_read
|
||||
|
||||
profiler('.format_to_1d()')
|
||||
return (
|
||||
x_1d,
|
||||
y_1d,
|
||||
connect,
|
||||
prepend_len,
|
||||
append_len,
|
||||
view_changed,
|
||||
# app_tres,
|
||||
)
|
||||
|
||||
###############################
|
||||
# Sub-type override interface #
|
||||
###############################
|
||||
|
||||
# optional pre-graphics xy formatted data which
|
||||
# is incrementally updated in sync with the source data.
|
||||
# XXX: was ``.allocate_xy()``
|
||||
def allocate_xy_nd(
|
||||
self,
|
||||
src_shm: ShmArray,
|
||||
data_field: str,
|
||||
index_field: str = 'index',
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # x
|
||||
np.nd.array # y
|
||||
]:
|
||||
'''
|
||||
Convert the structured-array ``src_shm`` format to
|
||||
a equivalently shaped (and field-less) ``np.ndarray``.
|
||||
|
||||
Eg. a 4 field x N struct-array => (N, 4)
|
||||
|
||||
'''
|
||||
y_nd = src_shm._array[data_field].copy()
|
||||
x_nd = src_shm._array[index_field].copy()
|
||||
return x_nd, y_nd
|
||||
|
||||
# XXX: was ``.update_xy()``
|
||||
def incr_update_xy_nd(
|
||||
self,
|
||||
|
||||
src_shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
new_from_src: np.ndarray, # portion of source that was updated
|
||||
|
||||
read_slc: slice,
|
||||
ln: int, # len of updated
|
||||
|
||||
nd_start: int,
|
||||
nd_stop: int,
|
||||
|
||||
is_append: bool,
|
||||
index_field: str = 'index',
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
slice,
|
||||
]:
|
||||
# write pushed data to flattened copy
|
||||
new_y_nd = new_from_src
|
||||
|
||||
# XXX
|
||||
# TODO: this should be returned and written by caller!
|
||||
# XXX
|
||||
# generate same-valued-per-row x support based on y shape
|
||||
if index_field != 'index':
|
||||
self.x_nd[read_slc, :] = new_from_src[index_field]
|
||||
|
||||
return new_y_nd, read_slc
|
||||
|
||||
# XXX: was ``.format_xy()``
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # 1d x
|
||||
np.ndarray, # 1d y
|
||||
np.ndarray | str, # connection array/style
|
||||
]:
|
||||
'''
|
||||
Default xy-nd array to 1d pre-graphics-path render routine.
|
||||
|
||||
Return single field column data verbatim
|
||||
|
||||
'''
|
||||
return (
|
||||
array['index'],
|
||||
array[array_key],
|
||||
|
||||
# 1d connection array or style-key to
|
||||
# ``pg.functions.arrayToQPath()``
|
||||
'all',
|
||||
)
|
||||
|
||||
|
||||
class OHLCBarsFmtr(IncrementalFormatter):
|
||||
|
||||
fields: list[str] = ['open', 'high', 'low', 'close']
|
||||
|
||||
def allocate_xy_nd(
|
||||
self,
|
||||
|
||||
ohlc_shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # x
|
||||
np.nd.array # y
|
||||
]:
|
||||
'''
|
||||
Convert an input struct-array holding OHLC samples into a pair of
|
||||
flattened x, y arrays with the same size (datums wise) as the source
|
||||
data.
|
||||
|
||||
'''
|
||||
y_nd = ohlc_shm.ustruct(self.fields)
|
||||
|
||||
# generate an flat-interpolated x-domain
|
||||
x_nd = (
|
||||
np.broadcast_to(
|
||||
ohlc_shm._array['index'][:, None],
|
||||
(
|
||||
ohlc_shm._array.size,
|
||||
# 4, # only ohlc
|
||||
y_nd.shape[1],
|
||||
),
|
||||
) + np.array([-0.5, 0, 0, 0.5])
|
||||
)
|
||||
assert y_nd.any()
|
||||
|
||||
# write pushed data to flattened copy
|
||||
return (
|
||||
x_nd,
|
||||
y_nd,
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
@njit(
|
||||
# TODO: for now need to construct this manually for readonly arrays, see
|
||||
# https://github.com/numba/numba/issues/4511
|
||||
# TODO: for now need to construct this manually for readonly
|
||||
# arrays, see https://github.com/numba/numba/issues/4511
|
||||
# ntypes.tuple((float64[:], float64[:], float64[:]))(
|
||||
# numba_ohlc_dtype[::1], # contiguous
|
||||
# int64,
|
||||
|
|
@ -90,7 +543,11 @@ def path_arrays_from_ohlc(
|
|||
start: int64,
|
||||
bar_gap: float64 = 0.43,
|
||||
|
||||
) -> np.ndarray:
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
'''
|
||||
Generate an array of lines objects from input ohlc data.
|
||||
|
||||
|
|
@ -146,80 +603,120 @@ def path_arrays_from_ohlc(
|
|||
|
||||
return x, y, c
|
||||
|
||||
# TODO: can we drop this frame and just use the above?
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
def gen_ohlc_qpath(
|
||||
r: Renderer,
|
||||
data: np.ndarray,
|
||||
array_key: str, # we ignore this
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
start: int = 0, # XXX: do we need this?
|
||||
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||
w: float = 0.43,
|
||||
|
||||
) -> QtGui.QPainterPath:
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
'''
|
||||
More or less direct proxy to ``path_arrays_from_ohlc()``
|
||||
but with closed in kwargs for line spacing.
|
||||
More or less direct proxy to the ``numba``-fied
|
||||
``path_arrays_from_ohlc()`` (above) but with closed in kwargs
|
||||
for line spacing.
|
||||
|
||||
'''
|
||||
x, y, c = path_arrays_from_ohlc(
|
||||
data,
|
||||
x, y, c = self.path_arrays_from_ohlc(
|
||||
array,
|
||||
start,
|
||||
bar_gap=w,
|
||||
)
|
||||
return x, y, c
|
||||
|
||||
def incr_update_xy_nd(
|
||||
self,
|
||||
|
||||
def ohlc_to_line(
|
||||
ohlc_shm: ShmArray,
|
||||
src_shm: ShmArray,
|
||||
data_field: str,
|
||||
fields: list[str] = ['open', 'high', 'low', 'close']
|
||||
|
||||
new_from_src: np.ndarray, # portion of source that was updated
|
||||
|
||||
read_slc: slice,
|
||||
ln: int, # len of updated
|
||||
|
||||
nd_start: int,
|
||||
nd_stop: int,
|
||||
|
||||
is_append: bool,
|
||||
index_field: str = 'index',
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
slice,
|
||||
]:
|
||||
# write newly pushed data to flattened copy
|
||||
# a struct-arr is always passed in.
|
||||
new_y_nd = rfn.structured_to_unstructured(
|
||||
new_from_src[self.fields]
|
||||
)
|
||||
|
||||
# XXX
|
||||
# TODO: this should be returned and written by caller!
|
||||
# XXX
|
||||
# generate same-valued-per-row x support based on y shape
|
||||
if index_field != 'index':
|
||||
self.x_nd[read_slc, :] = new_from_src[index_field]
|
||||
|
||||
return new_y_nd, read_slc
|
||||
|
||||
|
||||
class OHLCBarsAsCurveFmtr(OHLCBarsFmtr):
|
||||
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
str,
|
||||
]:
|
||||
'''
|
||||
Convert an input struct-array holding OHLC samples into a pair of
|
||||
flattened x, y arrays with the same size (datums wise) as the source
|
||||
data.
|
||||
# TODO: in the case of an existing ``.update_xy()``
|
||||
# should we be passing in array as an xy arrays tuple?
|
||||
|
||||
'''
|
||||
y_out = ohlc_shm.ustruct(fields)
|
||||
first = ohlc_shm._first.value
|
||||
last = ohlc_shm._last.value
|
||||
# 2 more datum-indexes to capture zero at end
|
||||
x_flat = self.x_nd[self.xy_nd_start:self.xy_nd_stop]
|
||||
y_flat = self.y_nd[self.xy_nd_start:self.xy_nd_stop]
|
||||
|
||||
# write pushed data to flattened copy
|
||||
y_out[first:last] = rfn.structured_to_unstructured(
|
||||
ohlc_shm.array[fields]
|
||||
)
|
||||
# slice to view
|
||||
ivl, ivr = vr
|
||||
x_iv_flat = x_flat[ivl:ivr]
|
||||
y_iv_flat = y_flat[ivl:ivr]
|
||||
|
||||
# generate an flat-interpolated x-domain
|
||||
x_out = (
|
||||
np.broadcast_to(
|
||||
ohlc_shm._array['index'][:, None],
|
||||
(
|
||||
ohlc_shm._array.size,
|
||||
# 4, # only ohlc
|
||||
y_out.shape[1],
|
||||
),
|
||||
) + np.array([-0.5, 0, 0, 0.5])
|
||||
)
|
||||
assert y_out.any()
|
||||
# reshape to 1d for graphics rendering
|
||||
y_iv = y_iv_flat.reshape(-1)
|
||||
x_iv = x_iv_flat.reshape(-1)
|
||||
|
||||
return (
|
||||
x_out,
|
||||
y_out,
|
||||
)
|
||||
return x_iv, y_iv, 'all'
|
||||
|
||||
|
||||
def to_step_format(
|
||||
class StepCurveFmtr(IncrementalFormatter):
|
||||
|
||||
def allocate_xy_nd(
|
||||
self,
|
||||
|
||||
shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
index_field: str = 'index',
|
||||
|
||||
) -> tuple[int, np.ndarray, np.ndarray]:
|
||||
) -> tuple[
|
||||
np.ndarray, # x
|
||||
np.nd.array # y
|
||||
]:
|
||||
'''
|
||||
Convert an input 1d shm array to a "step array" format
|
||||
for use by path graphics generation.
|
||||
|
|
@ -239,3 +736,116 @@ def to_step_format(
|
|||
# start y at origin level
|
||||
y_out[0, 0] = 0
|
||||
return x_out, y_out
|
||||
|
||||
def incr_update_xy_nd(
|
||||
self,
|
||||
|
||||
src_shm: ShmArray,
|
||||
array_key: str,
|
||||
|
||||
src_update: np.ndarray, # portion of source that was updated
|
||||
slc: slice,
|
||||
ln: int, # len of updated
|
||||
|
||||
first: int,
|
||||
last: int,
|
||||
|
||||
is_append: bool,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
slice,
|
||||
]:
|
||||
# for a step curve we slice from one datum prior
|
||||
# to the current "update slice" to get the previous
|
||||
# "level".
|
||||
if is_append:
|
||||
start = max(last - 1, 0)
|
||||
end = src_shm._last.value
|
||||
new_y = src_shm._array[start:end][array_key]
|
||||
slc = slice(start, end)
|
||||
|
||||
else:
|
||||
new_y = src_update
|
||||
|
||||
return (
|
||||
np.broadcast_to(
|
||||
new_y[:, None], (new_y.size, 2),
|
||||
),
|
||||
slc,
|
||||
)
|
||||
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
str,
|
||||
]:
|
||||
lasts = array[['index', array_key]]
|
||||
last = lasts[array_key][-1]
|
||||
|
||||
# 2 more datum-indexes to capture zero at end
|
||||
x_step = self.x_nd[self.xy_nd_start:self.xy_nd_stop+2]
|
||||
y_step = self.y_nd[self.xy_nd_start:self.xy_nd_stop+2]
|
||||
y_step[-1] = last
|
||||
|
||||
# slice out in-view data
|
||||
ivl, ivr = vr
|
||||
ys_iv = y_step[ivl:ivr+1]
|
||||
xs_iv = x_step[ivl:ivr+1]
|
||||
|
||||
# flatten to 1d
|
||||
y_iv = ys_iv.reshape(ys_iv.size)
|
||||
x_iv = xs_iv.reshape(xs_iv.size)
|
||||
|
||||
# print(
|
||||
# f'ys_iv : {ys_iv[-s:]}\n'
|
||||
# f'y_iv: {y_iv[-s:]}\n'
|
||||
# f'xs_iv: {xs_iv[-s:]}\n'
|
||||
# f'x_iv: {x_iv[-s:]}\n'
|
||||
# )
|
||||
|
||||
return x_iv, y_iv, 'all'
|
||||
|
||||
|
||||
def xy_downsample(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
|
||||
x_spacer: float = 0.5,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
float,
|
||||
float,
|
||||
]:
|
||||
'''
|
||||
Downsample 1D (flat ``numpy.ndarray``) arrays using M4 given an input
|
||||
``uppx`` (units-per-pixel) and add space between discreet datums.
|
||||
|
||||
'''
|
||||
# downsample whenever more then 1 pixels per datum can be shown.
|
||||
# always refresh data bounds until we get diffing
|
||||
# working properly, see above..
|
||||
bins, x, y, ymn, ymx = ds_m4(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
)
|
||||
|
||||
# flatten output to 1d arrays suitable for path-graphics generation.
|
||||
x = np.broadcast_to(x[:, None], y.shape)
|
||||
x = (x + np.array(
|
||||
[-x_spacer, 0, 0, x_spacer]
|
||||
)).flatten()
|
||||
y = y.flatten()
|
||||
|
||||
return x, y, ymn, ymx
|
||||
|
|
|
|||
Loading…
Reference in New Issue