Move ohlc lines-curve generators into pathops mod
Tyler Goodlet
parent
ce68e612de
commit
e9c244ccd0
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@ -48,20 +48,18 @@ from ..data._sharedmem import (
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)
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from .._profile import (
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pg_profile_enabled,
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ms_slower_then,
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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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)
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from ._ohlc import (
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BarItems,
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gen_ohlc_qpath,
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)
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from ._curve import (
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FastAppendCurve,
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# step_path_arrays_from_1d,
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)
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from ._compression import (
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# ohlc_flatten,
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ds_m4,
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)
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from ..log import get_logger
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@ -784,7 +782,7 @@ class Flow(msgspec.Struct): # , frozen=True):
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profiler=profiler,
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**kwargs
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)
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profiler(f'`graphics.update_from_array()` complete')
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profiler('`graphics.update_from_array()` complete')
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return graphics
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@ -25,7 +25,6 @@ from typing import (
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import numpy as np
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import pyqtgraph as pg
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from numba import njit, float64, int64 # , optional
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from PyQt5 import QtCore, QtGui, QtWidgets
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from PyQt5.QtCore import QLineF, QPointF
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# from numba import types as ntypes
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@ -36,6 +35,7 @@ from ._style import hcolor
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from ..log import get_logger
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from ._curve import FastAppendCurve
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from ._compression import ohlc_flatten
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from ._pathops import gen_ohlc_qpath
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if TYPE_CHECKING:
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from ._chart import LinkedSplits
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@ -84,119 +84,6 @@ def bar_from_ohlc_row(
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return [hl, o, c]
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@njit(
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# TODO: for now need to construct this manually for readonly arrays, see
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# https://github.com/numba/numba/issues/4511
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# ntypes.tuple((float64[:], float64[:], float64[:]))(
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# numba_ohlc_dtype[::1], # contiguous
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# int64,
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# optional(float64),
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# ),
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nogil=True
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)
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def path_arrays_from_ohlc(
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data: np.ndarray,
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start: int64,
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bar_gap: float64 = 0.43,
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) -> np.ndarray:
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'''
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Generate an array of lines objects from input ohlc data.
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'''
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size = int(data.shape[0] * 6)
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x = np.zeros(
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# data,
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shape=size,
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dtype=float64,
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)
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y, c = x.copy(), x.copy()
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# TODO: report bug for assert @
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# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
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for i, q in enumerate(data[start:], start):
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# TODO: ask numba why this doesn't work..
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# open, high, low, close, index = q[
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# ['open', 'high', 'low', 'close', 'index']]
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open = q['open']
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high = q['high']
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low = q['low']
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close = q['close']
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index = float64(q['index'])
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istart = i * 6
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istop = istart + 6
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# x,y detail the 6 points which connect all vertexes of a ohlc bar
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x[istart:istop] = (
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index - bar_gap,
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index,
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index,
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index,
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index,
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index + bar_gap,
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)
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y[istart:istop] = (
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open,
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open,
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low,
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high,
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close,
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close,
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)
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# specifies that the first edge is never connected to the
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# prior bars last edge thus providing a small "gap"/"space"
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# between bars determined by ``bar_gap``.
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c[istart:istop] = (1, 1, 1, 1, 1, 0)
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return x, y, c
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def gen_ohlc_qpath(
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data: np.ndarray,
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start: int = 0, # XXX: do we need this?
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# 0.5 is no overlap between arms, 1.0 is full overlap
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w: float = 0.43,
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path: Optional[QtGui.QPainterPath] = None,
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) -> QtGui.QPainterPath:
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path_was_none = path is None
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profiler = pg.debug.Profiler(
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msg='gen_qpath ohlc',
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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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x, y, c = path_arrays_from_ohlc(
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data,
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start,
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bar_gap=w,
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)
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profiler("generate stream with numba")
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# TODO: numba the internals of this!
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path = pg.functions.arrayToQPath(
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x,
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y,
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connect=c,
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path=path,
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)
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# avoid mem allocs if possible
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if path_was_none:
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path.reserve(path.capacity())
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profiler("generate path with arrayToQPath")
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return path
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class BarItems(pg.GraphicsObject):
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'''
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"Price range" bars graphics rendered from a OHLC sampled sequence.
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@ -17,13 +17,17 @@
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Super fast ``QPainterPath`` generation related operator routines.
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"""
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from typing import (
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Optional,
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)
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import numpy as np
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# from numba import njit, float64, int64 # , optional
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# import pyqtgraph as pg
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# from PyQt5 import QtCore, QtGui, QtWidgets
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from numba import njit, float64, int64 # , optional
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import pyqtgraph as pg
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from PyQt5 import QtGui
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# from PyQt5.QtCore import QLineF, QPointF
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from .._profile import pg_profile_enabled, ms_slower_then
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from ._compression import (
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# ohlc_flatten,
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ds_m4,
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@ -59,3 +63,116 @@ def xy_downsample(
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y = y.flatten()
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return x, y
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@njit(
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# TODO: for now need to construct this manually for readonly arrays, see
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# https://github.com/numba/numba/issues/4511
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# ntypes.tuple((float64[:], float64[:], float64[:]))(
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# numba_ohlc_dtype[::1], # contiguous
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# int64,
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# optional(float64),
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# ),
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nogil=True
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)
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def path_arrays_from_ohlc(
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data: np.ndarray,
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start: int64,
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bar_gap: float64 = 0.43,
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) -> np.ndarray:
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'''
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Generate an array of lines objects from input ohlc data.
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'''
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size = int(data.shape[0] * 6)
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x = np.zeros(
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# data,
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shape=size,
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dtype=float64,
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)
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y, c = x.copy(), x.copy()
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# TODO: report bug for assert @
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# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
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for i, q in enumerate(data[start:], start):
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# TODO: ask numba why this doesn't work..
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# open, high, low, close, index = q[
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# ['open', 'high', 'low', 'close', 'index']]
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open = q['open']
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high = q['high']
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low = q['low']
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close = q['close']
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index = float64(q['index'])
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istart = i * 6
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istop = istart + 6
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# x,y detail the 6 points which connect all vertexes of a ohlc bar
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x[istart:istop] = (
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index - bar_gap,
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index,
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index,
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index,
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index,
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index + bar_gap,
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)
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y[istart:istop] = (
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open,
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open,
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low,
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high,
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close,
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close,
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)
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# specifies that the first edge is never connected to the
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# prior bars last edge thus providing a small "gap"/"space"
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# between bars determined by ``bar_gap``.
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c[istart:istop] = (1, 1, 1, 1, 1, 0)
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return x, y, c
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def gen_ohlc_qpath(
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data: np.ndarray,
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start: int = 0, # XXX: do we need this?
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# 0.5 is no overlap between arms, 1.0 is full overlap
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w: float = 0.43,
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path: Optional[QtGui.QPainterPath] = None,
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) -> QtGui.QPainterPath:
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path_was_none = path is None
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profiler = pg.debug.Profiler(
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msg='gen_qpath ohlc',
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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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x, y, c = path_arrays_from_ohlc(
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data,
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start,
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bar_gap=w,
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)
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profiler("generate stream with numba")
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# TODO: numba the internals of this!
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path = pg.functions.arrayToQPath(
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x,
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y,
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connect=c,
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path=path,
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)
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# avoid mem allocs if possible
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if path_was_none:
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path.reserve(path.capacity())
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profiler("generate path with arrayToQPath")
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return path
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