diff --git a/piker/ui/_display.py b/piker/ui/_display.py index 67e07d0a..27fcc02e 100644 --- a/piker/ui/_display.py +++ b/piker/ui/_display.py @@ -30,7 +30,6 @@ import numpy as np import tractor import trio import pyqtgraph as pg -from PyQt5.QtCore import QLineF from .. import brokers from ..data.feed import open_feed @@ -73,13 +72,20 @@ _tick_groups = { } +# TODO: delegate this to each `Flow.maxmin()` which includes +# caching and further we should implement the following stream based +# approach, likely with ``numba``: +# https://arxiv.org/abs/cs/0610046 +# https://github.com/lemire/pythonmaxmin def chart_maxmin( chart: ChartPlotWidget, ohlcv_shm: ShmArray, vlm_chart: Optional[ChartPlotWidget] = None, ) -> tuple[ + tuple[int, int, int, int], + float, float, float, @@ -88,11 +94,6 @@ def chart_maxmin( Compute max and min datums "in view" for range limits. ''' - # TODO: implement this - # https://arxiv.org/abs/cs/0610046 - # https://github.com/lemire/pythonmaxmin - - # array = chart._arrays[chart.name] array = ohlcv_shm.array ifirst = array[0]['index'] @@ -105,18 +106,23 @@ def chart_maxmin( chart.default_view() return (last_bars_range, 0, 0, 0) - mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low']) - - # TODO: when we start using line charts, probably want to make - # this an overloaded call on our `DataView - # sym = chart.name - # mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym]) + mx, mn = ( + np.nanmax(in_view['high']), + np.nanmin(in_view['low'],) + ) mx_vlm_in_view = 0 if vlm_chart: - mx_vlm_in_view = np.max(in_view['volume']) + mx_vlm_in_view = np.max( + in_view['volume'] + ) - return last_bars_range, mx, max(mn, 0), mx_vlm_in_view + return ( + last_bars_range, + mx, + max(mn, 0), # presuming price can't be negative? + mx_vlm_in_view, + ) @dataclass @@ -272,8 +278,9 @@ async def graphics_update_loop( chart.default_view() - # main loop + # main real-time quotes update loop async for quotes in stream: + ds.quotes = quotes quote_period = time.time() - last_quote quote_rate = round( @@ -311,36 +318,40 @@ def graphics_update_cycle( trigger_all: bool = False, # flag used by prepend history updates ) -> None: - # TODO: eventually optimize this whole graphics stack with ``numba`` # hopefully XD + chart = ds.chart + profiler = pg.debug.Profiler( + msg=f'Graphics loop cycle for: `{chart.name}`', disabled=True, # not pg_profile_enabled(), gt=1/12 * 1e3, + # gt=ms_slower_then, ) # unpack multi-referenced components - chart = ds.chart vlm_chart = ds.vlm_chart l1 = ds.l1 - ohlcv = ds.ohlcv array = ohlcv.array vars = ds.vars tick_margin = vars['tick_margin'] - update_uppx = 5 + update_uppx = 6 for sym, quote in ds.quotes.items(): + # compute the first available graphic's x-units-per-pixel + xpx = vlm_chart.view.x_uppx() + # NOTE: vlm may be written by the ``brokerd`` backend # event though a tick sample is not emitted. # TODO: show dark trades differently # https://github.com/pikers/piker/issues/116 # NOTE: this used to be implemented in a dedicated - # "increment tas": ``check_for_new_bars()`` but it doesn't + # "increment task": ``check_for_new_bars()`` but it doesn't # make sense to do a whole task switch when we can just do # this simple index-diff and all the fsp sub-curve graphics # are diffed on each draw cycle anyway; so updates to the @@ -364,60 +375,6 @@ def graphics_update_cycle( profiler('maxmin call') liv = r > i_step # the last datum is in view - # compute the first available graphic's x-units-per-pixel - xpx = vlm_chart.view.xs_in_px() - # print(f'vlm xpx {xpx}') - - in_view = chart.in_view(ohlcv.array) - - if lbar != rbar: - # view box width in pxs - w = chart.view.boundingRect().width() - - # TODO: a better way to get this? - # i would guess the esiest way is to just - # get the ``.boundingRect()`` of the curve - # in view but maybe there's something smarter? - # Currently we're just mapping the rbar, lbar to - # pixels via: - cw = chart.view.mapViewToDevice(QLineF(lbar, 0, rbar, 0)).length() - # is this faster? - # cw = chart.mapFromView(QLineF(lbar, 0 , rbar, 0)).length() - - profiler( - f'view width pxs: {w}\n' - f'curve width pxs: {cw}\n' - f'sliced in view: {in_view.size}' - ) - - # compress bars to m4 line(s) if uppx is high enough - # if in_view.size > cw: - # from ._compression import ds_m4, hl2mxmn - - # mxmn, x = hl2mxmn(in_view) - # profiler('hl tracer') - - # nb, x, y = ds_m4( - # x=x, - # y=mxmn, - # # TODO: this needs to actually be the width - # # in pixels of the visible curve since we don't - # # want to downsample any 'zeros' around the curve, - # # just the values that make up the curve graphic, - # # i think? - # px_width=cw, - # ) - # profiler( - # 'm4 downsampled\n' - # f' ds bins: {nb}\n' - # f' x.shape: {x.shape}\n' - # f' y.shape: {y.shape}\n' - # f' x: {x}\n' - # f' y: {y}\n' - # ) - - # assert y.size == mxmn.size - # don't real-time "shift" the curve to the # left unless we get one of the following: if ( @@ -435,7 +392,9 @@ def graphics_update_cycle( if vlm_chart: # always update y-label - ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']]) + ds.vlm_sticky.update_from_data( + *array[-1][['index', 'volume']] + ) if ( (xpx < update_uppx or i_diff > 0) @@ -464,17 +423,17 @@ def graphics_update_cycle( if ( mx_vlm_in_view != vars['last_mx_vlm'] ): - # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}') yrange = (0, mx_vlm_in_view * 1.375) vlm_chart.view._set_yrange( yrange=yrange, ) + # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}') vars['last_mx_vlm'] = mx_vlm_in_view for curve_name, flow in vlm_chart._flows.items(): update_fsp_chart( vlm_chart, - flow.shm, + flow, curve_name, array_key=curve_name, ) @@ -529,7 +488,6 @@ def graphics_update_cycle( # current) tick first order as an optimization where we only # update from the last tick from each type class. # last_clear_updated: bool = False - # for typ, tick in reversed(lasts.items()): # update ohlc sampled price bars if ( @@ -541,7 +499,7 @@ def graphics_update_cycle( array, ) - # iterate in FIFO order per frame + # iterate in FIFO order per tick-frame for typ, tick in lasts.items(): price = tick.get('price') @@ -612,42 +570,34 @@ def graphics_update_cycle( if ( (mx > vars['last_mx']) or (mn < vars['last_mn']) and not chart._static_yrange == 'axis' + and r > i_step # the last datum is in view ): - # print(f'new y range: {(mn, mx)}') - chart.view._set_yrange( - yrange=(mn, mx), - # TODO: we should probably scale - # the view margin based on the size - # of the true range? This way you can - # slap in orders outside the current - # L1 (only) book range. - # range_margin=0.1, - ) + main_vb = chart.view + if ( + main_vb._ic is None + or not main_vb._ic.is_set() + ): + main_vb._set_yrange( + # TODO: we should probably scale + # the view margin based on the size + # of the true range? This way you can + # slap in orders outside the current + # L1 (only) book range. + # range_margin=0.1, + yrange=(mn, mx), + ) vars['last_mx'], vars['last_mn'] = mx, mn - # run synchronous update on all derived fsp subplots - for name, subchart in ds.linked.subplots.items(): - if name == 'volume': + # run synchronous update on all linked flows + for curve_name, flow in chart._flows.items(): + # TODO: should the "main" (aka source) flow be special? + if curve_name == chart.data_key: continue - update_fsp_chart( - subchart, - subchart._shm, - - # XXX: do we really needs seperate names here? - name, - array_key=name, - ) - subchart.cv._set_yrange() - - # TODO: all overlays on all subplots.. - - # run synchronous update on all derived overlays - for curve_name, flow in chart._flows.items(): update_fsp_chart( chart, - flow.shm, + flow, curve_name, array_key=curve_name, ) @@ -743,6 +693,7 @@ async def display_symbol_data( # TODO: a data view api that makes this less shit chart._shm = ohlcv + chart._flows[chart.data_key].shm = ohlcv # NOTE: we must immediately tell Qt to show the OHLC chart # to avoid a race where the subplots get added/shown to @@ -799,7 +750,7 @@ async def display_symbol_data( # that it isn't double rendered in the display loop # above since we do a maxmin calc on the volume data to # determine if auto-range adjustements should be made. - linked.subplots.pop('volume', None) + # linked.subplots.pop('volume', None) # TODO: make this not so shit XD # close group status