Attempt to add numba typing and use `QGraphicsPathItem`

Failed at using either.

Quirks in numba's typing require specifying readonly arrays by
composing types manually.

The graphics item path thing, while it does take less time to write on
bar appends, seems to be slower in general in calculating the
``.boundingRect()`` value. Likely we'll just add manual max/min tracking
on array updates like ``pg.PlotCurveItem`` to squeeze some final juices
on this.
tina_free_vwap
Tyler Goodlet 2020-11-25 14:55:18 -05:00
parent 26d1632888
commit ea8f17c94b
1 changed files with 39 additions and 26 deletions

View File

@ -22,11 +22,13 @@ from typing import List, Optional, Tuple
import numpy as np
import pyqtgraph as pg
from numba import jit, float64, int64
from numba import jit, float64, int64 # , optional
# from numba import types as ntypes
from PyQt5 import QtCore, QtGui
from PyQt5.QtCore import QLineF, QPointF
from .._profile import timeit
# from ..data._source import numba_ohlc_dtype
from ._style import (
_xaxis_at,
hcolor,
@ -375,18 +377,20 @@ def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
# @timeit
@jit(
# float64[:](
# float64[:],
# 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,
# optional(float64),
# optional(int64)
# ),
nopython=True,
nogil=True
)
def path_arrays_from_ohlc(
data: np.ndarray,
w: float64,
start: int64 = int64(0),
start: int64,
bar_gap: float64 = 0.43,
) -> np.ndarray:
"""Generate an array of lines objects from input ohlc data.
@ -398,16 +402,7 @@ def path_arrays_from_ohlc(
shape=size,
dtype=float64,
)
y = np.zeros(
# data,
shape=size,
dtype=float64,
)
c = np.zeros(
# data,
shape=size,
dtype=float64,
)
y, c = x.copy(), x.copy()
# TODO: report bug for assert @
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
@ -426,14 +421,14 @@ def path_arrays_from_ohlc(
istart = i * 6
istop = istart + 6
# write points for x, y, and connections
# x,y detail the 6 points which connect all vertexes of a ohlc bar
x[istart:istop] = (
index - w,
index - bar_gap,
index,
index,
index,
index,
index + w,
index + bar_gap,
)
y[istart:istop] = (
open,
@ -443,6 +438,10 @@ def path_arrays_from_ohlc(
close,
close,
)
# specifies that the first edge is never connected to the
# prior bars last edge thus providing a small "gap"/"space"
# between bars determined by ``bar_gap``.
c[istart:istop] = (0, 1, 1, 1, 1, 1)
return x, y, c
@ -451,11 +450,11 @@ def path_arrays_from_ohlc(
@timeit
def gen_qpath(
data,
w,
start,
w,
) -> QtGui.QPainterPath:
x, y, c = path_arrays_from_ohlc(data, w, start=start)
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
return pg.functions.arrayToQPath(x, y, connect=c)
@ -481,12 +480,15 @@ class BarItems(pg.GraphicsObject):
self.last_bar = QtGui.QPicture()
self.history = QtGui.QPicture()
self.path = QtGui.QPainterPath()
self._h_path = QtGui.QGraphicsPathItem(self.path)
self._pi = plotitem
# XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below?
# lines container
self.lines = _mk_lines_array([], 50e3, 6)
# self.lines = _mk_lines_array([], 50e3, 6)
# TODO: don't render the full backing array each time
# self._path_data = None
@ -505,7 +507,7 @@ class BarItems(pg.GraphicsObject):
This routine is usually only called to draw the initial history.
"""
self.path = gen_qpath(data, self.w, start=start)
self.path = gen_qpath(data, start, self.w)
# save graphics for later reference and keep track
# of current internal "last index"
@ -533,7 +535,13 @@ class BarItems(pg.GraphicsObject):
p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
p.end()
@timeit
def draw_history(self) -> None:
# TODO: avoid having to use a ```QPicture` to calc the
# ``.boundingRect()``, use ``QGraphicsPathItem`` instead?
# https://doc.qt.io/qt-5/qgraphicspathitem.html
# self._h_path.setPath(self.path)
p = QtGui.QPainter(self.history)
p.setPen(self.bars_pen)
p.drawPath(self.path)
@ -571,11 +579,10 @@ class BarItems(pg.GraphicsObject):
# generate new graphics to match provided array
# path appending logic:
# we need to get the previous "current bar(s)" for the time step
# and convert it to a path to append to the historical set
# and convert it to a sub-path to append to the historical set
new_history_istart = length - 2
to_history = array[new_history_istart:new_history_istart + extra]
# generate a new sub-path for this now-ready-for-history bar set
new_history_qpath = gen_qpath(to_history, self.w, 0)
new_history_qpath = gen_qpath(to_history, 0, self.w)
# move to position of placement for the next bar in history
# and append new sub-path
@ -646,6 +653,9 @@ class BarItems(pg.GraphicsObject):
p.drawPicture(0, 0, self.last_bar)
p.setPen(self.bars_pen)
# TODO: does it matter which we use?
# p.drawPath(self._h_path.path())
p.drawPath(self.path)
# @timeit
@ -664,10 +674,13 @@ class BarItems(pg.GraphicsObject):
# compute aggregate bounding rectangle
lb = self.last_bar.boundingRect()
hb = self.history.boundingRect()
# hb = self._h_path.boundingRect()
return QtCore.QRectF(
# top left
QtCore.QPointF(hb.topLeft()),
# total size
# QtCore.QSizeF(QtCore.QSizeF(lb.size()) + hb.size())
QtCore.QSizeF(lb.size() + hb.size())
)