Fix overlayed slow chart "treading"
Turns out we were updating the wrong ``Viz``/``DisplayState`` inside the closure style `increment_history_view()`` (probably due to looping through the flumes and dynamically closing in that task-func).. Instead define the history incrementer at module level and pass in the `DisplayState` explicitly. Further rework the `DisplayState` attrs to be more focused around the `Viz` associated with the fast and slow chart and be sure to adjust output from each `Viz.incr_info()` call to latest update. Oh, and just tweaked the line palette for the moment. FYI "treading" here is referring to the x-shifting of the curve when the last datum is in view such that on new sampled appends the "last" datum is kept in the same x-location in UI terms.epoch_indexing_and_dataviz_layer
Tyler Goodlet
parent
b6521498f4
commit
efbb8e86d4
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@ -43,12 +43,14 @@ from ..data.types import Struct
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from ..data._sharedmem import (
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ShmArray,
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)
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from ..data._sampling import _tick_groups
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from ._axes import YAxisLabel
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from ._chart import (
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ChartPlotWidget,
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LinkedSplits,
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GodWidget,
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)
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from ._dataviz import Viz
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from ._l1 import L1Labels
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from ._style import hcolor
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from ._fsp import (
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@ -63,7 +65,6 @@ from ._forms import (
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)
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from . import _pg_overrides as pgo
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# from ..data._source import tf_in_1s
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from ..data._sampling import _tick_groups
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from .order_mode import (
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open_order_mode,
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OrderMode,
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@ -138,11 +139,12 @@ class DisplayState(Struct):
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maxmin: Callable
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flume: Flume
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ohlcv: ShmArray
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hist_ohlcv: ShmArray
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# high level chart handles
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# high level chart handles and underlying ``Viz``
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chart: ChartPlotWidget
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viz: Viz
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hist_chart: ChartPlotWidget
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hist_viz: Viz
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# axis labels
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l1: L1Labels
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@ -178,6 +180,56 @@ class DisplayState(Struct):
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wap_in_history: bool = False
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async def increment_history_view(
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ds: DisplayState,
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):
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hist_chart = ds.hist_chart
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hist_viz = ds.hist_viz
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assert 'hist' in hist_viz.shm.token['shm_name']
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# TODO: seems this is more reliable at keeping the slow
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# chart incremented in view more correctly?
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# - It might make sense to just inline this logic with the
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# main display task? => it's a tradeoff of slower task
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# wakeups/ctx switches verus logic checks (as normal)
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# - we need increment logic that only does the view shift
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# call when the uppx permits/needs it
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async with hist_viz.flume.index_stream(int(1)) as istream:
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async for msg in istream:
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# l3 = ds.viz.shm.array[-3:]
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# print(
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# f'fast step for {ds.flume.symbol.fqsn}:\n'
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# f'{list(l3["time"])}\n'
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# f'{l3}\n'
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# )
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# check if slow chart needs an x-domain shift and/or
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# y-range resize.
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(
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uppx,
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liv,
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do_append,
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i_diff_t,
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append_diff,
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do_rt_update,
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should_tread,
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) = hist_viz.incr_info(
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ds=ds,
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is_1m=True,
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)
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if (
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do_append
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and liv
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):
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hist_viz.plot.vb._set_yrange()
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# check if tread-in-place x-shift is needed
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if should_tread:
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hist_chart.increment_view(datums=append_diff)
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async def graphics_update_loop(
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nurse: trio.Nursery,
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@ -216,8 +268,8 @@ async def graphics_update_loop(
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# per-multichart-set such that automatic x-domain shifts are only
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# done once per time step update.
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globalz = {
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'i_last': 0, # multiview-global fast (1s) step index
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'i_last_slow': 0, # multiview-global slow (1m) step index
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'i_last_t': 0, # multiview-global fast (1s) step index
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'i_last_slow_t': 0, # multiview-global slow (1m) step index
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}
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dss: dict[str, DisplayState] = {}
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@ -293,25 +345,29 @@ async def graphics_update_loop(
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tick_margin = 3 * tick_size
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fast_chart.show()
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last_quote = time.time()
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i_last: float = 0
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last_quote_s = time.time()
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dss[fqsn] = ds = linked.display_state = DisplayState(**{
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'godwidget': godwidget,
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'quotes': {},
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'maxmin': maxmin,
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'flume': flume,
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'ohlcv': ohlcv,
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'hist_ohlcv': hist_ohlcv,
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'chart': fast_chart,
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'viz': fast_viz,
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'last_price_sticky': last_price_sticky,
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'hist_chart': hist_chart,
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'hist_viz': hist_viz,
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'hist_last_price_sticky': hist_last_price_sticky,
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'l1': l1,
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'vars': {
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'tick_margin': tick_margin,
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'i_last': i_last,
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'i_last_append': i_last,
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'i_last': 0,
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'i_last_append': 0,
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'last_mx_vlm': last_mx_vlm,
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'last_mx': last_mx,
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'last_mn': last_mn,
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@ -327,72 +383,25 @@ async def graphics_update_loop(
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fast_chart.default_view()
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ds.hist_vars.update({
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'i_last_append': i_last,
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'i_last': i_last,
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})
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# ds.hist_vars.update({
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# 'i_last_append': 0,
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# 'i_last': 0,
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# })
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# TODO: probably factor this into some kinda `DisplayState`
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# API that can be reused at least in terms of pulling view
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# params (eg ``.bars_range()``).
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async def increment_history_view():
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_, hist_step_size_s, _ = flume.get_ds_info()
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async with flume.index_stream(
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# int(hist_step_size_s)
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# TODO: seems this is more reliable at keeping the slow
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# chart incremented in view more correctly?
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# - It might make sense to just inline this logic with the
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# main display task? => it's a tradeoff of slower task
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# wakeups/ctx switches verus logic checks (as normal)
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# - we need increment logic that only does the view shift
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# call when the uppx permits/needs it
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int(1),
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) as istream:
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async for msg in istream:
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# check if slow chart needs an x-domain shift and/or
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# y-range resize.
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(
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uppx,
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liv,
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do_append,
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i_diff,
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append_diff,
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do_rt_update,
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should_incr,
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) = hist_viz.incr_info(
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state=ds,
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is_1m=True,
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nurse.start_soon(
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increment_history_view,
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ds,
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)
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# print(
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# f'liv: {liv}\n'
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# f'do_append: {do_append}\n'
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# f'append_diff: {append_diff}\n'
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# )
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if (
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do_append
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and liv
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):
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viz = hist_chart._vizs[fqsn]
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viz.plot.vb._set_yrange(
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# yrange=hist_chart.maxmin(name=fqsn)
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)
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# hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
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if should_incr:
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hist_chart.increment_view(steps=i_diff)
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nurse.start_soon(increment_history_view)
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if ds.hist_vars['i_last'] < ds.hist_vars['i_last_append']:
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breakpoint()
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# main real-time quotes update loop
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stream: tractor.MsgStream
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async with feed.open_multi_stream() as stream:
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assert stream
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async for quotes in stream:
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quote_period = time.time() - last_quote
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quote_period = time.time() - last_quote_s
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quote_rate = round(
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1/quote_period, 1) if quote_period > 0 else float('inf')
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if (
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@ -405,7 +414,7 @@ async def graphics_update_loop(
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):
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log.warning(f'High quote rate {symbol.key}: {quote_rate}')
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last_quote = time.time()
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last_quote_s = time.time()
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for sym, quote in quotes.items():
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ds = dss[sym]
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@ -473,22 +482,21 @@ def graphics_update_cycle(
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# rt "HFT" chart
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l1 = ds.l1
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# ohlcv = ds.ohlcv
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ohlcv = flume.rt_shm
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array = ohlcv.array
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vars = ds.vars
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tick_margin = vars['tick_margin']
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varz = ds.vars
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tick_margin = varz['tick_margin']
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(
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uppx,
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liv,
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do_append,
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i_diff,
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i_diff_t,
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append_diff,
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do_rt_update,
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should_incr,
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) = main_viz.incr_info(state=ds)
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should_tread,
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) = main_viz.incr_info(ds=ds)
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# TODO: we should only run mxmn when we know
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# an update is due via ``do_append`` above.
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@ -503,20 +511,8 @@ def graphics_update_cycle(
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mn = mn_in_view - tick_margin
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profiler('`ds.maxmin()` call')
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if (
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prepend_update_index is not None
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and lbar > prepend_update_index
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):
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# on a history update (usually from the FSP subsys)
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# if the segment of history that is being prepended
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# isn't in view there is no reason to do a graphics
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# update.
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log.info('Skipping prepend graphics cycle: frame not in view')
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return
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# TODO: eventually we want to separate out the utrade (aka
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# dark vlm prices) here and show them as an additional
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# graphic.
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# TODO: eventually we want to separate out the dark vlm and show
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# them as an additional graphic.
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clear_types = _tick_groups['clears']
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# update ohlc sampled price bars
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@ -542,22 +538,19 @@ def graphics_update_cycle(
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# left unless we get one of the following:
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if (
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(
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should_incr
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should_tread
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and do_append
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and liv
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)
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or trigger_all
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):
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# print(f'INCREMENTING {fqsn}')
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chart.increment_view(steps=i_diff)
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main_viz.plot.vb._set_yrange(
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# yrange=(mn, mx),
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)
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chart.increment_view(datums=append_diff)
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main_viz.plot.vb._set_yrange()
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# NOTE: since vlm and ohlc charts are axis linked now we don't
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# need the double increment request?
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# if vlm_chart:
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# vlm_chart.increment_view(steps=i_diff)
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# vlm_chart.increment_view(datums=append_diff)
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profiler('view incremented')
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@ -656,7 +649,7 @@ def graphics_update_cycle(
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l1.bid_label.update_fields({'level': price, 'size': size})
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# check for y-range re-size
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if (mx > vars['last_mx']) or (mn < vars['last_mn']):
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if (mx > varz['last_mx']) or (mn < varz['last_mn']):
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# fast chart resize case
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if (
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@ -692,16 +685,14 @@ def graphics_update_cycle(
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_,
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_,
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) = hist_viz.incr_info(
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state=ds,
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ds=ds,
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is_1m=True,
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)
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if hist_liv:
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hist_viz.plot.vb._set_yrange(
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# yrange=hist_chart.maxmin(name=fqsn),
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)
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hist_viz.plot.vb._set_yrange()
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# XXX: update this every draw cycle to make L1-always-in-view work.
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vars['last_mx'], vars['last_mn'] = mx, mn
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varz['last_mx'], varz['last_mn'] = mx, mn
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# run synchronous update on all linked viz
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# TODO: should the "main" (aka source) viz be special?
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@ -730,7 +721,7 @@ def graphics_update_cycle(
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):
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viz.draw_last(
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array_key=curve_name,
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# only_last_uppx=True,
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only_last_uppx=True,
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)
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# volume chart logic..
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@ -774,7 +765,7 @@ def graphics_update_cycle(
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profiler('`vlm_chart.update_graphics_from_flow()`')
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if (
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mx_vlm_in_view != vars['last_mx_vlm']
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mx_vlm_in_view != varz['last_mx_vlm']
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):
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yrange = (0, mx_vlm_in_view * 1.375)
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vlm_chart.view._set_yrange(
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@ -782,7 +773,7 @@ def graphics_update_cycle(
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)
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profiler('`vlm_chart.view._set_yrange()`')
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# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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vars['last_mx_vlm'] = mx_vlm_in_view
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varz['last_mx_vlm'] = mx_vlm_in_view
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# update all downstream FSPs
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for curve_name, viz in vlm_vizs.items():
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@ -1114,10 +1105,11 @@ async def display_symbol_data(
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# - gradient in "lightness" based on liquidity, or lifetime in derivs?
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palette = itertools.cycle([
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# curve color, last bar curve color
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['i3', 'gray'],
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['grayer', 'bracket'],
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['grayest', 'i3'],
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['default_dark', 'default'],
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['grayer', 'bracket'],
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['i3', 'gray'],
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])
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pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {}
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