Flatten out chart tasks
Tyler Goodlet
parent
ccf600f79a
commit
e6e06a52cb
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@ -1,7 +1,7 @@
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"""
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High level Qt chart widgets.
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"""
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from typing import List, Optional, Tuple
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from typing import List, Optional, Tuple, Dict, Any
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import time
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from PyQt5 import QtCore, QtGui
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@ -21,6 +21,9 @@ from ._source import Symbol
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from .. import brokers
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from .. import data
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from ..log import get_logger
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from ._exec import run_qtractor
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from ._source import ohlc_dtype
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from .. import fsp
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log = get_logger(__name__)
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@ -166,13 +169,13 @@ class LinkedSplitCharts(QtGui.QWidget):
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# add crosshairs
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self._ch = CrossHair(
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parent=self, #.chart,
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parent=self,
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# subplots=[plot for plot, d in self.subplots],
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digits=self.digits
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)
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self.chart = self.add_plot(
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name='main',
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array=array, #['close'],
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array=array,
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xaxis=self.xaxis,
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ohlc=True,
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)
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@ -586,140 +589,158 @@ class ChartView(pg.ViewBox):
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self.sigRangeChangedManually.emit(mask)
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async def add_new_bars(delay_s, linked_charts):
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"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
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"""
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# TODO: right now we'll spin printing bars if the last time
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# stamp is before a large period of no market activity.
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# Likely the best way to solve this is to make this task
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# aware of the instrument's tradable hours?
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# adjust delay to compensate for trio processing time
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ad = delay_s - 0.002
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ohlc = linked_charts._array
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async def sleep():
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"""Sleep until next time frames worth has passed from last bar.
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"""
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last_ts = ohlc[-1]['time']
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delay = max((last_ts + ad) - time.time(), 0)
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await trio.sleep(delay)
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# sleep for duration of current bar
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await sleep()
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while True:
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# TODO: bunch of stuff:
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# - I'm starting to think all this logic should be
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# done in one place and "graphics update routines"
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# should not be doing any length checking and array diffing.
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# - don't keep appending, but instead increase the
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# underlying array's size less frequently
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# - handle odd lot orders
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# - update last open price correctly instead
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# of copying it from last bar's close
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# - 5 sec bar lookback-autocorrection like tws does?
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(index, t, close) = ohlc[-1][['index', 'time', 'close']]
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new = np.append(
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ohlc,
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np.array(
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[(index + 1, t + delay_s, close, close,
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close, close, 0)],
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dtype=ohlc.dtype
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),
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)
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ohlc = linked_charts._array = new
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last_quote = ohlc[-1]
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# we **don't** update the bar right now
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# since the next quote that arrives should
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await sleep()
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# if the last bar has not changed print a flat line and
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# move to the next
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if last_quote == ohlc[-1]:
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log.debug("Printing flat line for {sym}")
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linked_charts.update_from_array(ohlc)
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async def _async_main(
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sym: str,
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brokername: str,
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# implicit required argument provided by ``qtractor_run()``
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widgets: Dict[str, Any],
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# all kwargs are passed through from the CLI entrypoint
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loglevel: str = None,
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) -> None:
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"""Main Qt-trio routine invoked by the Qt loop with
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the widgets ``dict``.
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"""
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chart_app = widgets['main']
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# historical data fetch
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brokermod = brokers.get_brokermod(brokername)
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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bars = await client.bars(symbol=sym)
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# remember, msgpack-numpy's ``from_buffer` returns read-only array
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bars = np.array(bars[list(ohlc_dtype.names)])
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linked_charts = chart_app.load_symbol(sym, bars)
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# determine ohlc delay between bars
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times = bars['time']
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# find expected time step between datums
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delay = times[-1] - times[times != times[-1]][-1]
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async def stream_to_chart(func):
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async with tractor.open_nursery() as n:
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portal = await n.run_in_actor(
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f'fsp_{func.__name__}',
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func,
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brokername=brokermod.name,
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sym=sym,
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# loglevel='info',
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)
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stream = await portal.result()
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# retreive named layout and style instructions
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layout = await stream.__anext__()
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async for quote in stream:
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ticks = quote.get('ticks')
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if ticks:
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for tick in ticks:
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print(tick)
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async with trio.open_nursery() as n:
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async with data.open_feed(
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brokername,
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[sym],
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loglevel=loglevel,
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) as (fquote, stream):
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# start downstream processor
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n.start_soon(stream_to_chart, fsp.broker_latency)
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# wait for a first quote before we start any update tasks
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quote = await stream.__anext__()
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# start graphics tasks after receiving first live quote
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n.start_soon(add_new_bars, delay, linked_charts)
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async for quote in stream:
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ticks = quote.get('ticks')
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if ticks:
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for tick in ticks:
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if tick.get('type') == 'trade':
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linked_charts.update_from_quote(
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{'last': tick['price']}
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)
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def _main(
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sym: str,
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brokername: str,
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**qtractor_kwargs,
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) -> None:
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"""Entry point to spawn a chart app.
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"""Sync entry point to start a chart app.
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"""
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from ._exec import run_qtractor
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from ._source import ohlc_dtype
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async def _main(widgets):
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"""Main Qt-trio routine invoked by the Qt loop with
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the widgets ``dict``.
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"""
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chart_app = widgets['main']
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# historical data fetch
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brokermod = brokers.get_brokermod(brokername)
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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bars = await client.bars(symbol=sym)
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# remember, msgpack-numpy's ``from_buffer` returns read-only array
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bars = np.array(bars[list(ohlc_dtype.names)])
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linked_charts = chart_app.load_symbol(sym, bars)
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# determine ohlc delay between bars
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times = bars['time']
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# find expected time step between datums
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delay = times[-1] - times[times != times[-1]][-1]
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async def add_new_bars(delay_s):
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"""Task which inserts new bars into the ohlc every ``delay_s`` seconds.
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"""
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# TODO: right now we'll spin printing bars if the last time
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# stamp is before a large period of no market activity.
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# Likely the best way to solve this is to make this task
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# aware of the instrument's tradable hours?
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# adjust delay to compensate for trio processing time
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ad = delay_s - 0.002
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ohlc = linked_charts._array
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async def sleep():
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"""Sleep until next time frames worth has passed from last bar.
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"""
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last_ts = ohlc[-1]['time']
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delay = max((last_ts + ad) - time.time(), 0)
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await trio.sleep(delay)
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# sleep for duration of current bar
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await sleep()
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while True:
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# TODO: bunch of stuff:
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# - I'm starting to think all this logic should be
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# done in one place and "graphics update routines"
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# should not be doing any length checking and array diffing.
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# - don't keep appending, but instead increase the
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# underlying array's size less frequently
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# - handle odd lot orders
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# - update last open price correctly instead
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# of copying it from last bar's close
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# - 5 sec bar lookback-autocorrection like tws does?
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(index, t, close) = ohlc[-1][['index', 'time', 'close']]
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new = np.append(
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ohlc,
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np.array(
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[(index + 1, t + delay, close, close,
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close, close, 0)],
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dtype=ohlc.dtype
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),
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)
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ohlc = linked_charts._array = new
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last_quote = ohlc[-1]
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# we **don't** update the bar right now
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# since the next quote that arrives should
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await sleep()
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# if the last bar has not changed print a flat line and
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# move to the next
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if last_quote == ohlc[-1]:
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log.debug("Printing flat line for {sym}")
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linked_charts.update_from_array(ohlc)
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async def stream_to_chart(func):
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async with tractor.open_nursery() as n:
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portal = await n.run_in_actor(
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f'fsp_{func.__name__}',
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func,
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brokername=brokermod.name,
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sym=sym,
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# loglevel='info',
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)
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stream = await portal.result()
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# retreive named layout and style instructions
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layout = await stream.__anext__()
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async for quote in stream:
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ticks = quote.get('ticks')
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if ticks:
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for tick in ticks:
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print(tick)
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async with trio.open_nursery() as n:
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from piker import fsp
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async with data.open_feed(
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brokername,
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[sym],
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loglevel=qtractor_kwargs['loglevel'],
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) as (fquote, stream):
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# start downstream processor
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n.start_soon(stream_to_chart, fsp.broker_latency)
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# wait for a first quote before we start any update tasks
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quote = await stream.__anext__()
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# start graphics tasks after receiving first live quote
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n.start_soon(add_new_bars, delay)
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async for quote in stream:
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ticks = quote.get('ticks')
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if ticks:
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for tick in ticks:
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if tick.get('type') == 'trade':
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linked_charts.update_from_quote(
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{'last': tick['price']}
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)
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run_qtractor(_main, (), ChartSpace, **qtractor_kwargs)
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# Qt entry point
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run_qtractor(
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# func
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_async_main,
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# args,
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(sym, brokername),
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# kwargs passed through
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qtractor_kwargs,
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# main widget
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ChartSpace,
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# **qtractor_kwargs
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)
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@ -5,6 +5,7 @@ Run ``trio`` in guest mode on top of the Qt event loop.
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All global Qt runtime settings are mostly defined here.
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"""
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import traceback
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from typing import Tuple, Callable, Dict
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import PyQt5 # noqa
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from pyqtgraph import QtGui
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@ -28,11 +29,11 @@ class MainWindow(QtGui.QMainWindow):
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def run_qtractor(
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func,
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args,
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func: Callable,
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args: Tuple,
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kwargs: Dict,
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main_widget: QtGui.QWidget,
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window_type: QtGui.QMainWindow = MainWindow,
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loglevel: str = None,
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) -> None:
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# avoids annoying message when entering debugger from qt loop
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pyqtRemoveInputHook()
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@ -92,10 +93,10 @@ def run_qtractor(
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args = (
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# async_fn
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func,
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# args
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(widgets,),
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# args (always append widgets list)
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args + (widgets,),
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# kwargs
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{'loglevel': loglevel},
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kwargs,
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# arbiter_addr
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(
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tractor._default_arbiter_host,
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