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Merge pull request #490 from pikers/log_linearized_curve_overlays 

Log linearized curve overlays
binance_ws_ep_update
goodboy 2023-03-13 15:32:42 -04:00 committed by GitHub
parent eb51033b18 889e920796
commit f3b04f27e6
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
28 changed files with 1989 additions and 682 deletions
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12
piker/data/_pathops.py
View File

@ -295,7 +295,7 @@ def slice_from_time(
arr: np.ndarray,
start_t: float,
stop_t: float,
step: int | None = None,
step: float, # sampler period step-diff
) -> slice:
'''
@ -324,12 +324,6 @@ def slice_from_time(
# end of the input array.
read_i_max = arr.shape[0]
# TODO: require this is always passed in?
if step is None:
step = round(t_last - times[-2])
if step == 0:
step = 1
# compute (presumed) uniform-time-step index offsets
i_start_t = floor(start_t)
read_i_start = floor(((i_start_t - t_first) // step)) - 1
@ -395,7 +389,7 @@ def slice_from_time(
# f'diff: {t_diff}\n'
# f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
# )
read_i_start = new_read_i_start - 1
read_i_start = new_read_i_start
t_iv_stop = times[read_i_stop - 1]
if (
@ -412,7 +406,7 @@ def slice_from_time(
times[read_i_start:],
# times,
i_stop_t,
side='left',
side='right',
)
if (

57
piker/data/_sampling.py
View File

@ -87,7 +87,6 @@ class Sampler:
# holds all the ``tractor.Context`` remote subscriptions for
# a particular sample period increment event: all subscribers are
# notified on a step.
# subscribers: dict[int, list[tractor.MsgStream]] = {}
subscribers: defaultdict[
float,
list[
@ -240,8 +239,11 @@ class Sampler:
subscribers for a given sample period.
'''
pair: list[float, set]
pair = self.subscribers[period_s]
last_ts: float
subs: set
last_ts, subs = pair
task = trio.lowlevel.current_task()
@ -253,12 +255,17 @@ class Sampler:
# f'consumers: {subs}'
)
borked: set[tractor.MsgStream] = set()
for stream in subs:
sent: set[tractor.MsgStream] = set()
while True:
try:
for stream in (subs - sent):
try:
await stream.send({
'index': time_stamp or last_ts,
'period': period_s,
})
sent.add(stream)
except (
trio.BrokenResourceError,
trio.ClosedResourceError
@ -267,11 +274,16 @@ class Sampler:
f'{stream._ctx.chan.uid} dropped connection'
)
borked.add(stream)
else:
break
except RuntimeError:
log.warning(f'Client subs {subs} changed while broadcasting')
continue
for stream in borked:
try:
subs.remove(stream)
except ValueError:
except KeyError:
log.warning(
f'{stream._ctx.chan.uid} sub already removed!?'
)
@ -419,7 +431,7 @@ async def maybe_open_samplerd(
loglevel: str | None = None,
**kwargs,
) -> tractor._portal.Portal: # noqa
) -> tractor.Portal: # noqa
'''
Client-side helper to maybe startup the ``samplerd`` service
under the ``pikerd`` tree.
@ -609,6 +621,14 @@ async def sample_and_broadcast(
fqsn = f'{broker_symbol}.{brokername}'
lags: int = 0
# TODO: speed up this loop in an AOT compiled lang (like
# rust or nim or zig) and/or instead of doing a fan out to
# TCP sockets here, we add a shm-style tick queue which
# readers can pull from instead of placing the burden of
# broadcast on solely on this `brokerd` actor. see issues:
# - https://github.com/pikers/piker/issues/98
# - https://github.com/pikers/piker/issues/107
for (stream, tick_throttle) in subs.copy():
try:
with trio.move_on_after(0.2) as cs:
@ -738,9 +758,6 @@ def frame_ticks(
ticks_by_type[ttype].append(tick)
# TODO: a less naive throttler, here's some snippets:
# token bucket by njs:
# https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
async def uniform_rate_send(
rate: float,
@ -750,8 +767,22 @@ async def uniform_rate_send(
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
) -> None:
'''
Throttle a real-time (presumably tick event) stream to a uniform
transmissiom rate, normally for the purposes of throttling a data
flow being consumed by a graphics rendering actor which itself is limited
by a fixed maximum display rate.
# try not to error-out on overruns of the subscribed (chart) client
Though this function isn't documented (nor was intentially written
to be) a token-bucket style algo, it effectively operates as one (we
think?).
TODO: a less naive throttler, here's some snippets:
token bucket by njs:
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
'''
# try not to error-out on overruns of the subscribed client
stream._ctx._backpressure = True
# TODO: compute the approx overhead latency per cycle
@ -848,6 +879,16 @@ async def uniform_rate_send(
# rate timing exactly lul
try:
await stream.send({sym: first_quote})
except tractor.RemoteActorError as rme:
if rme.type is not tractor._exceptions.StreamOverrun:
raise
ctx = stream._ctx
chan = ctx.chan
log.warning(
'Throttled quote-stream overrun!\n'
f'{sym}:{ctx.cid}@{chan.uid}'
)
except (
# NOTE: any of these can be raised by ``tractor``'s IPC
# transport-layer and we want to be highly resilient

3
piker/data/feed.py
View File

@ -1589,6 +1589,9 @@ async def open_feed(
(brokermod, bfqsns),
) in zip(ctxs, providers.items()):
# NOTE: do it asap to avoid overruns during multi-feed setup?
ctx._backpressure = backpressure
for fqsn, flume_msg in flumes_msg_dict.items():
flume = Flume.from_msg(flume_msg)
assert flume.symbol.fqsn == fqsn

4
piker/ui/_annotate.py
View File

@ -18,7 +18,7 @@
Annotations for ur faces.
"""
from typing import Callable, Optional
from typing import Callable
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QPointF, QRectF
@ -105,7 +105,7 @@ class LevelMarker(QGraphicsPathItem):
get_level: Callable[..., float],
size: float = 20,
keep_in_view: bool = True,
on_paint: Optional[Callable] = None,
on_paint: Callable | None = None,
) -> None:

24
piker/ui/_axes.py
View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
@ -20,7 +20,7 @@ Chart axes graphics and behavior.
"""
from __future__ import annotations
from functools import lru_cache
from typing import Optional, Callable
from typing import Callable
from math import floor
import numpy as np
@ -60,7 +60,8 @@ class Axis(pg.AxisItem):
**kwargs
)
# XXX: pretty sure this makes things slower
# XXX: pretty sure this makes things slower!
# no idea why given we only move labels for the most part?
# self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
self.pi = plotitem
@ -190,7 +191,7 @@ class PriceAxis(Axis):
*args,
min_tick: int = 2,
title: str = '',
formatter: Optional[Callable[[float], str]] = None,
formatter: Callable[[float], str] | None = None,
**kwargs
) -> None:
@ -202,8 +203,8 @@ class PriceAxis(Axis):
def set_title(
self,
title: str,
view: Optional[ChartView] = None,
color: Optional[str] = None,
view: ChartView | None = None,
color: str | None = None,
) -> Label:
'''
@ -303,8 +304,9 @@ class DynamicDateAxis(Axis):
viz = chart._vizs[chart.name]
shm = viz.shm
array = shm.array
times = array['time']
i_0, i_l = times[0], times[-1]
ifield = viz.index_field
index = array[ifield]
i_0, i_l = index[0], index[-1]
# edge cases
if (
@ -316,11 +318,13 @@ class DynamicDateAxis(Axis):
(indexes[0] > i_0
and indexes[-1] > i_l)
):
# print(f"x-label indexes empty edge case: {indexes}")
return []
if viz.index_field == 'index':
arr_len = times.shape[0]
if ifield == 'index':
arr_len = index.shape[0]
first = shm._first.value
times = array['time']
epochs = times[
list(
map(

233
piker/ui/_chart.py
View File

@ -19,9 +19,12 @@ High level chart-widget apis.
'''
from __future__ import annotations
from contextlib import (
contextmanager as cm,
ExitStack,
)
from typing import (
Iterator,
Optional,
TYPE_CHECKING,
)
@ -102,7 +105,7 @@ class GodWidget(QWidget):
super().__init__(parent)
self.search: Optional[SearchWidget] = None
self.search: SearchWidget | None = None
self.hbox = QHBoxLayout(self)
self.hbox.setContentsMargins(0, 0, 0, 0)
@ -116,22 +119,14 @@ class GodWidget(QWidget):
self.hbox.addLayout(self.vbox)
# self.toolbar_layout = QHBoxLayout()
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
# self.vbox.addLayout(self.toolbar_layout)
# self.init_timeframes_ui()
# self.init_strategy_ui()
# self.vbox.addLayout(self.hbox)
self._chart_cache: dict[
str,
tuple[LinkedSplits, LinkedSplits],
] = {}
self.hist_linked: Optional[LinkedSplits] = None
self.rt_linked: Optional[LinkedSplits] = None
self._active_cursor: Optional[Cursor] = None
self.hist_linked: LinkedSplits | None = None
self.rt_linked: LinkedSplits | None = None
self._active_cursor: Cursor | None = None
# assigned in the startup func `_async_main()`
self._root_n: trio.Nursery = None
@ -143,15 +138,18 @@ class GodWidget(QWidget):
# and the window does not? Never right?!
# self.reg_for_resize(self)
# TODO: strat loader/saver that we don't need yet.
# def init_strategy_ui(self):
# self.toolbar_layout = QHBoxLayout()
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
# self.vbox.addLayout(self.toolbar_layout)
# self.strategy_box = StrategyBoxWidget(self)
# self.toolbar_layout.addWidget(self.strategy_box)
@property
def linkedsplits(self) -> LinkedSplits:
return self.rt_linked
# XXX: strat loader/saver that we don't need yet.
# def init_strategy_ui(self):
# self.strategy_box = StrategyBoxWidget(self)
# self.toolbar_layout.addWidget(self.strategy_box)
def set_chart_symbols(
self,
group_key: tuple[str], # of form <fqsn>.<providername>
@ -263,7 +261,9 @@ class GodWidget(QWidget):
# last had the xlast in view, if so then shift so it's
# still in view, if the user was viewing history then
# do nothing yah?
self.rt_linked.chart.default_view()
self.rt_linked.chart.main_viz.default_view(
do_min_bars=True,
)
# if a history chart instance is already up then
# set the search widget as its sidepane.
@ -372,7 +372,7 @@ class ChartnPane(QFrame):
'''
sidepane: FieldsForm | SearchWidget
hbox: QHBoxLayout
chart: Optional[ChartPlotWidget] = None
chart: ChartPlotWidget | None = None
def __init__(
self,
@ -432,7 +432,7 @@ class LinkedSplits(QWidget):
self.godwidget = godwidget
self.chart: ChartPlotWidget = None # main (ohlc) chart
self.subplots: dict[tuple[str, ...], ChartPlotWidget] = {}
self.subplots: dict[str, ChartPlotWidget] = {}
self.godwidget = godwidget
# placeholder for last appended ``PlotItem``'s bottom axis.
@ -450,7 +450,7 @@ class LinkedSplits(QWidget):
# chart-local graphics state that can be passed to
# a ``graphic_update_cycle()`` call by any task wishing to
# update the UI for a given "chart instance".
self.display_state: Optional[DisplayState] = None
self.display_state: DisplayState | None = None
self._symbol: Symbol = None
@ -480,7 +480,7 @@ class LinkedSplits(QWidget):
def set_split_sizes(
self,
prop: Optional[float] = None,
prop: float | None = None,
) -> None:
'''
@ -494,7 +494,7 @@ class LinkedSplits(QWidget):
prop = 3/8
h = self.height()
histview_h = h * (6/16)
histview_h = h * (4/11)
h = h - histview_h
major = 1 - prop
@ -574,11 +574,11 @@ class LinkedSplits(QWidget):
shm: ShmArray,
flume: Flume,
array_key: Optional[str] = None,
array_key: str | None = None,
style: str = 'line',
_is_main: bool = False,
sidepane: Optional[QWidget] = None,
sidepane: QWidget | None = None,
draw_kwargs: dict = {},
**cpw_kwargs,
@ -634,6 +634,7 @@ class LinkedSplits(QWidget):
axis.pi = cpw.plotItem
cpw.hideAxis('left')
# cpw.removeAxis('left')
cpw.hideAxis('bottom')
if (
@ -750,12 +751,12 @@ class LinkedSplits(QWidget):
# NOTE: back-link the new sub-chart to trigger y-autoranging in
# the (ohlc parent) main chart for this linked set.
if self.chart:
main_viz = self.chart.get_viz(self.chart.name)
self.chart.view.enable_auto_yrange(
src_vb=cpw.view,
viz=main_viz,
)
# if self.chart:
# main_viz = self.chart.get_viz(self.chart.name)
# self.chart.view.enable_auto_yrange(
# src_vb=cpw.view,
# viz=main_viz,
# )
graphics = viz.graphics
data_key = viz.name
@ -793,7 +794,7 @@ class LinkedSplits(QWidget):
def resize_sidepanes(
self,
from_linked: Optional[LinkedSplits] = None,
from_linked: LinkedSplits | None = None,
) -> None:
'''
@ -816,11 +817,17 @@ class LinkedSplits(QWidget):
self.chart.sidepane.setMinimumWidth(sp_w)
# TODO: we should really drop using this type and instead just
# write our own wrapper around `PlotItem`..
# TODO: a general rework of this widget-interface:
# - we should really drop using this type and instead just lever our
# own override of `PlotItem`..
# - possibly rename to class -> MultiChart(pg.PlotWidget):
# where the widget is responsible for containing management
# harness for multi-Viz "view lists" and their associated mode-panes
# (fsp chain, order ctl, feed queue-ing params, actor ctl, etc).
class ChartPlotWidget(pg.PlotWidget):
'''
``GraphicsView`` subtype containing a ``.plotItem: PlotItem`` as well
``PlotWidget`` subtype containing a ``.plotItem: PlotItem`` as well
as a `.pi_overlay: PlotItemOverlay`` which helps manage and overlay flow
graphics view multiple compose view boxes.
@ -861,7 +868,7 @@ class ChartPlotWidget(pg.PlotWidget):
# TODO: load from config
use_open_gl: bool = False,
static_yrange: Optional[tuple[float, float]] = None,
static_yrange: tuple[float, float] | None = None,
parent=None,
**kwargs,
@ -876,7 +883,7 @@ class ChartPlotWidget(pg.PlotWidget):
# NOTE: must be set bfore calling ``.mk_vb()``
self.linked = linkedsplits
self.sidepane: Optional[FieldsForm] = None
self.sidepane: FieldsForm | None = None
# source of our custom interactions
self.cv = self.mk_vb(name)
@ -1010,36 +1017,10 @@ class ChartPlotWidget(pg.PlotWidget):
# )
return line_end, marker_right, r_axis_x
def default_view(
self,
bars_from_y: int = int(616 * 3/8),
y_offset: int = 0,
do_ds: bool = True,
) -> None:
'''
Set the view box to the "default" startup view of the scene.
'''
viz = self.get_viz(self.name)
if not viz:
log.warning(f'`Viz` for {self.name} not loaded yet?')
return
viz.default_view(
bars_from_y,
y_offset,
do_ds,
)
if do_ds:
self.linked.graphics_cycle()
def increment_view(
self,
datums: int = 1,
vb: Optional[ChartView] = None,
vb: ChartView | None = None,
) -> None:
'''
@ -1057,6 +1038,7 @@ class ChartPlotWidget(pg.PlotWidget):
# breakpoint()
return
# should trigger broadcast on all overlays right?
view.setXRange(
min=l + x_shift,
max=r + x_shift,
@ -1069,8 +1051,8 @@ class ChartPlotWidget(pg.PlotWidget):
def overlay_plotitem(
self,
name: str,
index: Optional[int] = None,
axis_title: Optional[str] = None,
index: int | None = None,
axis_title: str | None = None,
axis_side: str = 'right',
axis_kwargs: dict = {},
@ -1119,6 +1101,15 @@ class ChartPlotWidget(pg.PlotWidget):
link_axes=(0,),
)
# hide all axes not named by ``axis_side``
for axname in (
({'bottom'} | allowed_sides) - {axis_side}
):
try:
pi.hideAxis(axname)
except Exception:
pass
# add axis title
# TODO: do we want this API to still work?
# raxis = pi.getAxis('right')
@ -1134,11 +1125,11 @@ class ChartPlotWidget(pg.PlotWidget):
shm: ShmArray,
flume: Flume,
array_key: Optional[str] = None,
array_key: str | None = None,
overlay: bool = False,
color: Optional[str] = None,
color: str | None = None,
add_label: bool = True,
pi: Optional[pg.PlotItem] = None,
pi: pg.PlotItem | None = None,
step_mode: bool = False,
is_ohlc: bool = False,
add_sticky: None | str = 'right',
@ -1197,6 +1188,10 @@ class ChartPlotWidget(pg.PlotWidget):
)
pi.viz = viz
# so that viewboxes are associated 1-to-1 with
# their parent plotitem
pi.vb._viz = viz
assert isinstance(viz.shm, ShmArray)
# TODO: this probably needs its own method?
@ -1209,17 +1204,21 @@ class ChartPlotWidget(pg.PlotWidget):
pi = overlay
if add_sticky:
axis = pi.getAxis(add_sticky)
if pi.name not in axis._stickies:
if pi is not self.plotItem:
# overlay = self.pi_overlay
# assert pi in overlay.overlays
overlay = self.pi_overlay
assert pi in overlay.overlays
overlay_axis = overlay.get_axis(
axis = overlay.get_axis(
pi,
add_sticky,
)
assert overlay_axis is axis
else:
axis = pi.getAxis(add_sticky)
if pi.name not in axis._stickies:
# TODO: UGH! just make this not here! we should
# be making the sticky from code which has access
@ -1263,7 +1262,7 @@ class ChartPlotWidget(pg.PlotWidget):
shm: ShmArray,
flume: Flume,
array_key: Optional[str] = None,
array_key: str | None = None,
**draw_curve_kwargs,
) -> Viz:
@ -1280,24 +1279,6 @@ class ChartPlotWidget(pg.PlotWidget):
**draw_curve_kwargs,
)
def update_graphics_from_flow(
self,
graphics_name: str,
array_key: Optional[str] = None,
**kwargs,
) -> pg.GraphicsObject:
'''
Update the named internal graphics from ``array``.
'''
viz = self._vizs[array_key or graphics_name]
return viz.update_graphics(
array_key=array_key,
**kwargs,
)
# TODO: pretty sure we can just call the cursor
# directly not? i don't wee why we need special "signal proxies"
# for this lul..
@ -1310,43 +1291,6 @@ class ChartPlotWidget(pg.PlotWidget):
self.sig_mouse_leave.emit(self)
self.scene().leaveEvent(ev)
def maxmin(
self,
name: Optional[str] = None,
bars_range: Optional[tuple[
int, int, int, int, int, int
]] = None,
) -> tuple[float, float]:
'''
Return the max and min y-data values "in view".
If ``bars_range`` is provided use that range.
'''
# TODO: here we should instead look up the ``Viz.shm.array``
# and read directly from shm to avoid copying to memory first
# and then reading it again here.
viz_key = name or self.name
viz = self._vizs.get(viz_key)
if viz is None:
log.error(f"viz {viz_key} doesn't exist in chart {self.name} !?")
return 0, 0
res = viz.maxmin()
if (
res is None
):
mxmn = 0, 0
if not self._on_screen:
self.default_view(do_ds=False)
self._on_screen = True
else:
x_range, read_slc, mxmn = res
return mxmn
def get_viz(
self,
key: str,
@ -1360,3 +1304,32 @@ class ChartPlotWidget(pg.PlotWidget):
@property
def main_viz(self) -> Viz:
return self.get_viz(self.name)
def iter_vizs(self) -> Iterator[Viz]:
return iter(self._vizs.values())
@cm
def reset_graphics_caches(self) -> None:
'''
Reset all managed ``Viz`` (flow) graphics objects
Qt cache modes (to ``NoCache`` mode) on enter and
restore on exit.
'''
with ExitStack() as stack:
for viz in self.iter_vizs():
stack.enter_context(
viz.graphics.reset_cache(),
)
# also reset any downsampled alt-graphics objects which
# might be active.
dsg = viz.ds_graphics
if dsg:
stack.enter_context(
dsg.reset_cache(),
)
try:
yield
finally:
stack.close()

12
piker/ui/_cursor.py
View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
@ -21,7 +21,6 @@ Mouse interaction graphics
from __future__ import annotations
from functools import partial
from typing import (
Optional,
Callable,
TYPE_CHECKING,
)
@ -38,7 +37,10 @@ from ._style import (
_font_small,
_font,
)
from ._axes import YAxisLabel, XAxisLabel
from ._axes import (
YAxisLabel,
XAxisLabel,
)
from ..log import get_logger
if TYPE_CHECKING:
@ -167,7 +169,7 @@ class ContentsLabel(pg.LabelItem):
anchor_at: str = ('top', 'right'),
justify_text: str = 'left',
font_size: Optional[int] = None,
font_size: int | None = None,
) -> None:
@ -338,7 +340,7 @@ class Cursor(pg.GraphicsObject):
self.linked = linkedsplits
self.graphics: dict[str, pg.GraphicsObject] = {}
self.xaxis_label: Optional[XAxisLabel] = None
self.xaxis_label: XAxisLabel | None = None
self.always_show_xlabel: bool = True
self.plots: list['PlotChartWidget'] = [] # type: ignore # noqa
self.active_plot = None

68
piker/ui/_curve.py
View File

@ -19,7 +19,7 @@ Fast, smooth, sexy curves.
"""
from contextlib import contextmanager as cm
from typing import Optional, Callable
from typing import Callable
import numpy as np
import pyqtgraph as pg
@ -86,7 +86,7 @@ class FlowGraphic(pg.GraphicsObject):
# line styling
color: str = 'bracket',
last_step_color: str | None = None,
fill_color: Optional[str] = None,
fill_color: str | None = None,
style: str = 'solid',
**kwargs
@ -158,14 +158,37 @@ class FlowGraphic(pg.GraphicsObject):
drawn yet, ``None``.
'''
return self._last_line.x1() if self._last_line else None
if self._last_line:
return self._last_line.x1()
return None
# XXX: due to a variety of weird jitter bugs and "smearing"
# artifacts when click-drag panning and viewing history time series,
# we offer this ctx-mngr interface to allow temporarily disabling
# Qt's graphics caching mode; this is now currently used from
# ``ChartView.start/signal_ic()`` methods which also disable the
# rt-display loop when the user is moving around a view.
@cm
def reset_cache(self) -> None:
try:
none = QGraphicsItem.NoCache
log.debug(
f'{self._name} -> CACHE DISABLE: {none}'
)
self.setCacheMode(none)
yield
finally:
mode = self.cache_mode
log.debug(f'{self._name} -> CACHE ENABLE {mode}')
self.setCacheMode(mode)
class Curve(FlowGraphic):
'''
A faster, simpler, append friendly version of
``pyqtgraph.PlotCurveItem`` built for highly customizable real-time
updates.
updates; a graphics object to render a simple "line" plot.
This type is a much stripped down version of a ``pyqtgraph`` style
"graphics object" in the sense that the internal lower level
@ -191,14 +214,14 @@ class Curve(FlowGraphic):
'''
# TODO: can we remove this?
# sub_br: Optional[Callable] = None
# sub_br: Callable | None = None
def __init__(
self,
*args,
# color: str = 'default_lightest',
# fill_color: Optional[str] = None,
# fill_color: str | None = None,
# style: str = 'solid',
**kwargs
@ -248,12 +271,6 @@ class Curve(FlowGraphic):
self.fast_path.clear()
# self.fast_path = None
@cm
def reset_cache(self) -> None:
self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
yield
self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
def boundingRect(self):
'''
Compute and then cache our rect.
@ -378,7 +395,6 @@ class Curve(FlowGraphic):
) -> None:
# default line draw last call
# with self.reset_cache():
x = src_data[index_field]
y = src_data[array_key]
@ -406,10 +422,20 @@ class Curve(FlowGraphic):
# element such that the current datum in view can be shown
# (via it's max / min) even when highly zoomed out.
class FlattenedOHLC(Curve):
'''
More or less the exact same as a standard line ``Curve`` above
but meant to handle a traced-and-downsampled OHLC time series.
_
_| | _
|_ | |_ | |
_| => |_| |
| |
|_ |_
# avoids strange dragging/smearing artifacts when panning..
cache_mode: int = QGraphicsItem.NoCache
The main implementation different is that ``.draw_last_datum()``
expects an underlying OHLC array for the ``src_data`` input.
'''
def draw_last_datum(
self,
path: QPainterPath,
@ -434,7 +460,19 @@ class FlattenedOHLC(Curve):
class StepCurve(Curve):
'''
A familiar rectangle-with-y-height-per-datum type curve:
||
|| ||
|| || ||||
_||_||_||_||||_ where each datum's y-value is drawn as
a nearly full rectangle, each "level" spans some x-step size.
This is most often used for vlm and option OI style curves and/or
the very popular "bar chart".
'''
def declare_paintables(
self,
) -> None:

348
piker/ui/_dataviz.py
View File

@ -19,17 +19,20 @@ Data vizualization APIs
'''
from __future__ import annotations
from functools import lru_cache
from math import (
ceil,
floor,
)
from typing import (
Optional,
Literal,
TYPE_CHECKING,
)
import msgspec
from msgspec import (
Struct,
field,
)
import numpy as np
import pyqtgraph as pg
from PyQt5.QtCore import QLineF
@ -225,15 +228,51 @@ def render_baritems(
_sample_rates: set[float] = {1, 60}
class Viz(msgspec.Struct): # , frozen=True):
class ViewState(Struct):
'''
Indexing objects representing the current view x-range -> y-range.
'''
# (xl, xr) "input" view range in x-domain
xrange: tuple[
float | int,
float | int
] | None = None
# TODO: cache the (ixl, ixr) read_slc-into-.array style slice index?
# (ymn, ymx) "output" min and max in viewed y-codomain
yrange: tuple[
float | int,
float | int
] | None = None
# last in view ``ShmArray.array[read_slc]`` data
in_view: np.ndarray | None = None
class Viz(Struct):
'''
(Data) "Visualization" compound type which wraps a real-time
shm array stream with displayed graphics (curves, charts)
for high level access and control as well as efficient incremental
update.
update, oriented around the idea of a "view state".
The intention is for this type to eventually be capable of shm-passing
of incrementally updated graphics stream data between actors.
The (backend) intention is for this interface and type is to
eventually be capable of shm-passing of incrementally updated
graphics stream data, thus providing a cross-actor solution to
sharing UI-related update state potentionally in a (compressed)
binary-interchange format.
Further, from an interaction-triggers-view-in-UI perspective, this type
operates as a transform:
(x_left, x_right) -> output metrics {ymn, ymx, uppx, ...}
wherein each x-domain range maps to some output set of (graphics
related) vizualization metrics. In further documentation we often
refer to this abstraction as a vizualization curve: Ci. Each Ci is
considered a function which maps an x-range (input view range) to
a multi-variate (metrics) output.
'''
name: str
@ -242,13 +281,17 @@ class Viz(msgspec.Struct): # , frozen=True):
flume: Flume
graphics: Curve | BarItems
# for tracking y-mn/mx for y-axis auto-ranging
yrange: tuple[float, float] = None
vs: ViewState = field(default_factory=ViewState)
# last calculated y-mn/mx from m4 downsample code, this
# is updated in the body of `Renderer.render()`.
ds_yrange: tuple[float, float] | None = None
yrange: tuple[float, float] | None = None
# in some cases a viz may want to change its
# graphical "type" or, "form" when downsampling, to
# start this is only ever an interpolation line.
ds_graphics: Optional[Curve] = None
ds_graphics: Curve | None = None
is_ohlc: bool = False
render: bool = True # toggle for display loop
@ -264,7 +307,7 @@ class Viz(msgspec.Struct): # , frozen=True):
] = 'time'
# downsampling state
# TODO: maybe compound this into a downsampling state type?
_last_uppx: float = 0
_in_ds: bool = False
_index_step: float | None = None
@ -282,20 +325,44 @@ class Viz(msgspec.Struct): # , frozen=True):
tuple[float, float],
] = {}
# cache of median calcs from input read slice hashes
# see `.median()`
_meds: dict[
int,
float,
] = {}
# to make lru_cache-ing work, see
# https://docs.python.org/3/faq/programming.html#how-do-i-cache-method-calls
def __eq__(self, other):
return self._shm._token == other._shm._token
def __hash__(self):
return hash(self._shm._token)
@property
def shm(self) -> ShmArray:
return self._shm
@property
def index_field(self) -> str:
'''
The column name as ``str`` in the underlying ``._shm: ShmArray``
which will deliver the "index" array.
'''
return self._index_field
def index_step(
self,
reset: bool = False,
) -> float:
'''
Return the size between sample steps in the units of the
x-domain, normally either an ``int`` array index size or an
epoch time in seconds.
'''
# attempt to dectect the best step size by scanning a sample of
# the source data.
if self._index_step is None:
@ -378,7 +445,7 @@ class Viz(msgspec.Struct): # , frozen=True):
# TODO: hash the slice instead maybe?
# https://stackoverflow.com/a/29980872
lbar, rbar = ixrng = round(x_range[0]), round(x_range[1])
ixrng = lbar, rbar = round(x_range[0]), round(x_range[1])
if use_caching:
cached_result = self._mxmns.get(ixrng)
@ -389,6 +456,7 @@ class Viz(msgspec.Struct): # , frozen=True):
f'{ixrng} -> {cached_result}'
)
read_slc, mxmn = cached_result
self.vs.yrange = mxmn
return (
ixrng,
read_slc,
@ -421,8 +489,8 @@ class Viz(msgspec.Struct): # , frozen=True):
)
return None
elif self.yrange:
mxmn = self.yrange
elif self.ds_yrange:
mxmn = self.ds_yrange
if do_print:
print(
f'{self.name} M4 maxmin:\n'
@ -455,6 +523,7 @@ class Viz(msgspec.Struct): # , frozen=True):
# cache result for input range
assert mxmn
self._mxmns[ixrng] = (read_slc, mxmn)
self.vs.yrange = mxmn
profiler(f'yrange mxmn cacheing: {x_range} -> {mxmn}')
return (
ixrng,
@ -473,20 +542,11 @@ class Viz(msgspec.Struct): # , frozen=True):
vr.right(),
)
def bars_range(self) -> tuple[int, int, int, int]:
'''
Return a range tuple for the left-view, left-datum, right-datum
and right-view x-indices.
'''
l, start, datum_start, datum_stop, stop, r = self.datums_range()
return l, datum_start, datum_stop, r
def datums_range(
self,
view_range: None | tuple[float, float] = None,
index_field: str | None = None,
array: None | np.ndarray = None,
array: np.ndarray | None = None,
) -> tuple[
int, int, int, int, int, int
@ -499,42 +559,47 @@ class Viz(msgspec.Struct): # , frozen=True):
index_field: str = index_field or self.index_field
if index_field == 'index':
l, r = round(l), round(r)
l: int = round(l)
r: int = round(r)
if array is None:
array = self.shm.array
index = array[index_field]
first = floor(index[0])
last = ceil(index[-1])
# first and last datums in view determined by
# l / r view range.
leftmost = floor(l)
rightmost = ceil(r)
first: int = floor(index[0])
last: int = ceil(index[-1])
# invalid view state
if (
r < l
or l < 0
or r < 0
or (l > last and r > last)
or (
l > last
and r > last
)
):
leftmost = first
rightmost = last
leftmost: int = first
rightmost: int = last
else:
# determine first and last datums in view determined by
# l -> r view range.
rightmost = max(
min(last, rightmost),
min(last, ceil(r)),
first,
)
leftmost = min(
max(first, leftmost),
max(first, floor(l)),
last,
rightmost - 1,
)
assert leftmost < rightmost
# sanity
# assert leftmost < rightmost
self.vs.xrange = leftmost, rightmost
return (
l, # left x-in-view
@ -547,7 +612,7 @@ class Viz(msgspec.Struct): # , frozen=True):
def read(
self,
array_field: Optional[str] = None,
array_field: str | None = None,
index_field: str | None = None,
profiler: None | Profiler = None,
@ -563,11 +628,9 @@ class Viz(msgspec.Struct): # , frozen=True):
'''
index_field: str = index_field or self.index_field
vr = l, r = self.view_range()
# readable data
array = self.shm.array
if profiler:
profiler('self.shm.array READ')
@ -579,7 +642,6 @@ class Viz(msgspec.Struct): # , frozen=True):
ilast,
r,
) = self.datums_range(
view_range=vr,
index_field=index_field,
array=array,
)
@ -595,17 +657,21 @@ class Viz(msgspec.Struct): # , frozen=True):
array,
start_t=lbar,
stop_t=rbar,
step=self.index_step(),
)
# TODO: maybe we should return this from the slicer call
# above?
in_view = array[read_slc]
if in_view.size:
self.vs.in_view = in_view
abs_indx = in_view['index']
abs_slc = slice(
int(abs_indx[0]),
int(abs_indx[-1]),
)
else:
self.vs.in_view = None
if profiler:
profiler(
@ -626,10 +692,11 @@ class Viz(msgspec.Struct): # , frozen=True):
# BUT the ``in_view`` slice DOES..
read_slc = slice(lbar_i, rbar_i)
in_view = array[lbar_i: rbar_i + 1]
self.vs.in_view = in_view
# in_view = array[lbar_i-1: rbar_i+1]
# XXX: same as ^
# to_draw = array[lbar - ifirst:(rbar - ifirst) + 1]
if profiler:
profiler('index arithmetic for slicing')
@ -664,8 +731,8 @@ class Viz(msgspec.Struct): # , frozen=True):
pg.GraphicsObject,
]:
'''
Read latest datums from shm and render to (incrementally)
render to graphics.
Read latest datums from shm and (incrementally) render to
graphics.
'''
profiler = Profiler(
@ -955,9 +1022,11 @@ class Viz(msgspec.Struct): # , frozen=True):
def default_view(
self,
bars_from_y: int = int(616 * 3/8),
min_bars_from_y: int = int(616 * 4/11),
y_offset: int = 0, # in datums
do_ds: bool = True,
do_min_bars: bool = False,
) -> None:
'''
@ -1013,12 +1082,10 @@ class Viz(msgspec.Struct): # , frozen=True):
data_diff = last_datum - first_datum
rl_diff = vr - vl
rescale_to_data: bool = False
# new_uppx: float = 1
if rl_diff > data_diff:
rescale_to_data = True
rl_diff = data_diff
new_uppx: float = data_diff / self.px_width()
# orient by offset from the y-axis including
# space to compensate for the L1 labels.
@ -1027,17 +1094,29 @@ class Viz(msgspec.Struct): # , frozen=True):
offset = l1_offset
if (
rescale_to_data
):
if rescale_to_data:
new_uppx: float = data_diff / self.px_width()
offset = (offset / uppx) * new_uppx
else:
offset = (y_offset * step) + uppx*step
# NOTE: if we are in the midst of start-up and a bunch of
# widgets are spawning/rendering concurrently, it's likely the
# label size above `l1_offset` won't have yet fully rendered.
# Here we try to compensate for that ensure at least a static
# bar gap between the last datum and the y-axis.
if (
do_min_bars
and offset <= (6 * step)
):
offset = 6 * step
# align right side of view to the rightmost datum + the selected
# offset from above.
r_reset = (self.graphics.x_last() or last_datum) + offset
r_reset = (
self.graphics.x_last() or last_datum
) + offset
# no data is in view so check for the only 2 sane cases:
# - entire view is LEFT of data
@ -1062,12 +1141,20 @@ class Viz(msgspec.Struct): # , frozen=True):
else:
log.warning(f'Unknown view state {vl} -> {vr}')
return
# raise RuntimeError(f'Unknown view state {vl} -> {vr}')
else:
# maintain the l->r view distance
l_reset = r_reset - rl_diff
if (
do_min_bars
and (r_reset - l_reset) < min_bars_from_y
):
l_reset = (
(r_reset + offset)
-
min_bars_from_y * step
)
# remove any custom user yrange setttings
if chartw._static_yrange == 'axis':
chartw._static_yrange = None
@ -1079,9 +1166,7 @@ class Viz(msgspec.Struct): # , frozen=True):
)
if do_ds:
# view.interaction_graphics_cycle()
view.maybe_downsample_graphics()
view._set_yrange(viz=self)
view.interact_graphics_cycle()
def incr_info(
self,
@ -1236,3 +1321,152 @@ class Viz(msgspec.Struct): # , frozen=True):
vr, 0,
)
).length()
@lru_cache(maxsize=6116)
def median_from_range(
self,
start: int,
stop: int,
) -> float:
in_view = self.shm.array[start:stop]
if self.is_ohlc:
return np.median(in_view['close'])
else:
return np.median(in_view[self.name])
@lru_cache(maxsize=6116)
def _dispersion(
self,
# xrange: tuple[float, float],
ymn: float,
ymx: float,
yref: float,
) -> tuple[float, float]:
return (
(ymx - yref) / yref,
(ymn - yref) / yref,
)
def disp_from_range(
self,
xrange: tuple[float, float] | None = None,
yref: float | None = None,
method: Literal[
'up',
'down',
'full', # both sides
'both', # both up and down as separate scalars
] = 'full',
) -> float | tuple[float, float] | None:
'''
Return a dispersion metric referenced from an optionally
provided ``yref`` or the left-most datum level by default.
'''
vs = self.vs
yrange = vs.yrange
if yrange is None:
return None
ymn, ymx = yrange
key = 'open' if self.is_ohlc else self.name
yref = yref or vs.in_view[0][key]
# xrange = xrange or vs.xrange
# call into the lru_cache-d sigma calculator method
r_up, r_down = self._dispersion(ymn, ymx, yref)
match method:
case 'full':
return r_up - r_down
case 'up':
return r_up
case 'down':
return r_up
case 'both':
return r_up, r_down
# @lru_cache(maxsize=6116)
def i_from_t(
self,
t: float,
return_y: bool = False,
) -> int | tuple[int, float]:
istart = slice_from_time(
self.vs.in_view,
start_t=t,
stop_t=t,
step=self.index_step(),
).start
if not return_y:
return istart
vs = self.vs
arr = vs.in_view
key = 'open' if self.is_ohlc else self.name
yref = arr[istart][key]
return istart, yref
def scalars_from_index(
self,
xref: float | None = None,
) -> tuple[
int,
float,
float,
float,
] | None:
'''
Calculate and deliver the log-returns scalars specifically
according to y-data supported on this ``Viz``'s underlying
x-domain data range from ``xref`` -> ``.vs.xrange[1]``.
The main use case for this method (currently) is to generate
scalars which will allow calculating the required y-range for
some "pinned" curve to be aligned *from* the ``xref`` time
stamped datum *to* the curve rendered by THIS viz.
'''
vs = self.vs
arr = vs.in_view
# TODO: make this work by parametrizing over input
# .vs.xrange input for caching?
# read_slc_start = self.i_from_t(xref)
read_slc = slice_from_time(
arr=self.vs.in_view,
start_t=xref,
stop_t=vs.xrange[1],
step=self.index_step(),
)
key = 'open' if self.is_ohlc else self.name
# NOTE: old code, it's no faster right?
# read_slc_start = read_slc.start
# yref = arr[read_slc_start][key]
read = arr[read_slc][key]
if not read.size:
return None
yref = read[0]
ymn, ymx = self.vs.yrange
# print(
# f'Viz[{self.name}].scalars_from_index(xref={xref})\n'
# f'read_slc: {read_slc}\n'
# f'ymnmx: {(ymn, ymx)}\n'
# )
return (
read_slc.start,
yref,
(ymx - yref) / yref,
(ymn - yref) / yref,
)

325
piker/ui/_display.py
View File

@ -21,18 +21,18 @@ this module ties together quote and computational (fsp) streams with
graphics update methods via our custom ``pyqtgraph`` charting api.
'''
from functools import partial
import itertools
from math import floor
import time
from typing import (
Optional,
Any,
TYPE_CHECKING,
)
import tractor
import trio
import pyqtgraph as pg
# import pendulum
from msgspec import field
@ -82,6 +82,9 @@ from .._profile import (
from ..log import get_logger
from .._profile import Profiler
if TYPE_CHECKING:
from ._interaction import ChartView
log = get_logger(__name__)
@ -146,12 +149,11 @@ def multi_maxmin(
profiler(f'vlm_viz.maxmin({read_slc})')
return (
mx,
# enforcing price can't be negative?
# TODO: do we even need this?
max(mn, 0),
mx,
mx_vlm_in_view, # vlm max
)
@ -183,29 +185,23 @@ class DisplayState(Struct):
# misc state tracking
vars: dict[str, Any] = field(
default_factory=lambda: {
'tick_margin': 0,
'i_last': 0,
'i_last_append': 0,
'last_mx_vlm': 0,
'last_mx': 0,
'last_mn': 0,
}
)
hist_vars: dict[str, Any] = field(
default_factory=lambda: {
'tick_margin': 0,
'i_last': 0,
'i_last_append': 0,
'last_mx_vlm': 0,
'last_mx': 0,
'last_mn': 0,
}
)
globalz: None | dict[str, Any] = None
vlm_chart: Optional[ChartPlotWidget] = None
vlm_sticky: Optional[YAxisLabel] = None
vlm_chart: ChartPlotWidget | None = None
vlm_sticky: YAxisLabel | None = None
wap_in_history: bool = False
@ -261,7 +257,10 @@ async def increment_history_view(
profiler('`hist Viz.update_graphics()` call')
if liv:
hist_viz.plot.vb._set_yrange(viz=hist_viz)
hist_viz.plot.vb.interact_graphics_cycle(
do_linked_charts=False,
do_overlay_scaling=True, # always overlayT slow chart
)
profiler('hist chart yrange view')
# check if tread-in-place view x-shift is needed
@ -351,8 +350,8 @@ async def graphics_update_loop(
vlm_viz = vlm_chart._vizs.get('volume') if vlm_chart else None
(
last_mx,
last_mn,
last_mx,
last_mx_vlm,
) = multi_maxmin(
None,
@ -379,9 +378,6 @@ async def graphics_update_loop(
# levels this might be dark volume we need to
# present differently -> likely dark vlm
tick_size = symbol.tick_size
tick_margin = 3 * tick_size
fast_chart.show()
last_quote_s = time.time()
@ -389,7 +385,6 @@ async def graphics_update_loop(
'fqsn': fqsn,
'godwidget': godwidget,
'quotes': {},
# 'maxmin': maxmin,
'flume': flume,
@ -406,12 +401,11 @@ async def graphics_update_loop(
'l1': l1,
'vars': {
'tick_margin': tick_margin,
'i_last': 0,
'i_last_append': 0,
'last_mx_vlm': last_mx_vlm,
'last_mx': last_mx,
'last_mn': last_mn,
# 'last_mx': last_mx,
# 'last_mn': last_mn,
},
'globalz': globalz,
})
@ -422,7 +416,9 @@ async def graphics_update_loop(
ds.vlm_chart = vlm_chart
ds.vlm_sticky = vlm_sticky
fast_chart.default_view()
fast_chart.main_viz.default_view(
do_min_bars=True,
)
# ds.hist_vars.update({
# 'i_last_append': 0,
@ -474,7 +470,7 @@ async def graphics_update_loop(
fast_chart.pause_all_feeds()
continue
ic = fast_chart.view._ic
ic = fast_chart.view._in_interact
if ic:
fast_chart.pause_all_feeds()
print(f'{fqsn} PAUSING DURING INTERACTION')
@ -494,7 +490,7 @@ def graphics_update_cycle(
wap_in_history: bool = False,
trigger_all: bool = False, # flag used by prepend history updates
prepend_update_index: Optional[int] = None,
prepend_update_index: int | None = None,
) -> None:
@ -517,7 +513,7 @@ def graphics_update_cycle(
chart = ds.chart
vlm_chart = ds.vlm_chart
varz = ds.vars
# varz = ds.vars
l1 = ds.l1
flume = ds.flume
ohlcv = flume.rt_shm
@ -527,8 +523,6 @@ def graphics_update_cycle(
main_viz = ds.viz
index_field = main_viz.index_field
tick_margin = varz['tick_margin']
(
uppx,
liv,
@ -547,35 +541,37 @@ def graphics_update_cycle(
# them as an additional graphic.
clear_types = _tick_groups['clears']
mx = varz['last_mx']
mn = varz['last_mn']
mx_vlm_in_view = varz['last_mx_vlm']
# TODO: fancier y-range sorting..
# https://github.com/pikers/piker/issues/325
# - a proper streaming mxmn algo as per above issue.
# - 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.
main_vb: ChartView = main_viz.plot.vb
this_viz: Viz = chart._vizs[fqsn]
this_vb: ChartView = this_viz.plot.vb
this_yr = this_vb._yrange
if this_yr:
lmn, lmx = this_yr
else:
lmn = lmx = 0
mn: float = lmn
mx: float = lmx
mx_vlm_in_view: float | None = None
yrange_margin = 0.09
# update ohlc sampled price bars
if (
# do_rt_update
# or do_px_step
(liv and do_px_step)
or trigger_all
):
# TODO: i think we're double calling this right now
# since .interact_graphics_cycle() also calls it?
# I guess we can add a guard in there?
_, i_read_range, _ = main_viz.update_graphics()
profiler('`Viz.update_graphics()` call')
(
mx_in_view,
mn_in_view,
mx_vlm_in_view,
) = multi_maxmin(
i_read_range,
main_viz,
ds.vlm_viz,
profiler,
)
mx = mx_in_view + tick_margin
mn = mn_in_view - tick_margin
profiler('{fqsdn} `multi_maxmin()` call')
# don't real-time "shift" the curve to the
# left unless we get one of the following:
if (
@ -583,7 +579,6 @@ def graphics_update_cycle(
or trigger_all
):
chart.increment_view(datums=append_diff)
# main_viz.plot.vb._set_yrange(viz=main_viz)
# NOTE: since vlm and ohlc charts are axis linked now we don't
# need the double increment request?
@ -592,6 +587,21 @@ def graphics_update_cycle(
profiler('view incremented')
# NOTE: do this **after** the tread to ensure we take the yrange
# from the most current view x-domain.
(
mn,
mx,
mx_vlm_in_view,
) = multi_maxmin(
i_read_range,
main_viz,
ds.vlm_viz,
profiler,
)
profiler(f'{fqsn} `multi_maxmin()` call')
# iterate frames of ticks-by-type such that we only update graphics
# using the last update per type where possible.
ticks_by_type = quote.get('tbt', {})
@ -613,8 +623,22 @@ def graphics_update_cycle(
# TODO: make sure IB doesn't send ``-1``!
and price > 0
):
mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn)
if (
price < mn
):
mn = price
yrange_margin = 0.16
# # print(f'{this_viz.name} new MN from TICK {mn}')
if (
price > mx
):
mx = price
yrange_margin = 0.16
# # print(f'{this_viz.name} new MX from TICK {mx}')
# mx = max(price, mx)
# mn = min(price, mn)
# clearing price update:
# generally, we only want to update grahpics from the *last*
@ -677,14 +701,16 @@ def graphics_update_cycle(
# Y-autoranging: adjust y-axis limits based on state tracking
# of previous "last" L1 values which are in view.
lmx = varz['last_mx']
lmn = varz['last_mn']
mx_diff = mx - lmx
mn_diff = mn - lmn
mx_diff = mx - lmx
if (
mx_diff
or mn_diff
mn_diff or mx_diff # covers all cases below?
# (mx - lmx) > 0 # upward expansion
# or (mn - lmn) < 0 # downward expansion
# or (lmx - mx) > 0 # upward contraction
# or (lmn - mn) < 0 # downward contraction
):
# complain about out-of-range outliers which can show up
# in certain annoying feeds (like ib)..
@ -703,53 +729,77 @@ def graphics_update_cycle(
f'mn_diff: {mn_diff}\n'
)
# FAST CHART resize case
# TODO: track local liv maxmin without doing a recompute all the
# time..plus, just generally the user is more likely to be
# zoomed out enough on the slow chart that this is never an
# issue (the last datum going out of y-range).
# FAST CHART y-auto-range resize case
elif (
liv
and not chart._static_yrange == 'axis'
):
main_vb = main_viz.plot.vb
# NOTE: this auto-yranging approach is a sort of, hybrid,
# between always aligning overlays to the their common ref
# sample and not updating at all:
# - whenever an interaction happens the overlays are scaled
# to one another and thus are ref-point aligned and
# scaled.
# - on treads and range updates due to new mn/mx from last
# datum, we don't scale to the overlayT instead only
# adjusting when the latest datum is outside the previous
# dispersion range.
mn = min(mn, lmn)
mx = max(mx, lmx)
if (
main_vb._ic is None
or not main_vb._ic.is_set()
main_vb._in_interact is None
or not main_vb._in_interact.is_set()
):
yr = (mn, mx)
# print(
# f'MAIN VIZ yrange update\n'
# f'{fqsn}: {yr}'
# )
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=yr
# print(f'SETTING Y-mnmx -> {main_viz.name}: {(mn, mx)}')
this_vb.interact_graphics_cycle(
do_linked_charts=False,
# TODO: we could optionally offer always doing this
# on treads thus always keeping fast-chart overlays
# aligned by their LHS datum?
do_overlay_scaling=False,
yrange_kwargs={
this_viz: {
'yrange': (mn, mx),
'range_margin': yrange_margin,
},
}
)
profiler('main vb y-autorange')
# SLOW CHART resize case
(
_,
hist_liv,
_,
_,
_,
_,
_,
) = hist_viz.incr_info(
ds=ds,
is_1m=True,
)
profiler('hist `Viz.incr_info()`')
# SLOW CHART y-auto-range resize casd
# (NOTE: still is still inside the y-range
# guard block above!)
# (
# _,
# hist_liv,
# _,
# _,
# _,
# _,
# _,
# ) = hist_viz.incr_info(
# ds=ds,
# is_1m=True,
# )
# if hist_liv:
# times = hist_viz.shm.array['time']
# last_t = times[-1]
# dt = pendulum.from_timestamp(last_t)
# log.info(
# f'{hist_viz.name} TIMESTEP:'
# f'epoch: {last_t}\n'
# f'datetime: {dt}\n'
# )
# profiler('hist `Viz.incr_info()`')
# TODO: track local liv maxmin without doing a recompute all the
# time..plut, just generally the user is more likely to be
# zoomed out enough on the slow chart that this is never an
# issue (the last datum going out of y-range).
# hist_chart = ds.hist_chart
# if (
# hist_liv
@ -764,7 +814,8 @@ def graphics_update_cycle(
# XXX: update this every draw cycle to ensure y-axis auto-ranging
# only adjusts when the in-view data co-domain actually expands or
# contracts.
varz['last_mx'], varz['last_mn'] = mx, mn
# varz['last_mn'] = mn
# varz['last_mx'] = mx
# TODO: a similar, only-update-full-path-on-px-step approach for all
# fsp overlays and vlm stuff..
@ -772,10 +823,12 @@ def graphics_update_cycle(
# run synchronous update on all `Viz` overlays
for curve_name, viz in chart._vizs.items():
if viz.is_ohlc:
continue
# update any overlayed fsp flows
if (
curve_name != fqsn
and not viz.is_ohlc
):
update_fsp_chart(
viz,
@ -788,8 +841,7 @@ def graphics_update_cycle(
# px column to give the user the mx/mn
# range of that set.
if (
curve_name != fqsn
and liv
liv
# and not do_px_step
# and not do_rt_update
):
@ -809,8 +861,14 @@ def graphics_update_cycle(
# TODO: can we unify this with the above loop?
if vlm_chart:
vlm_vizs = vlm_chart._vizs
main_vlm_viz = vlm_vizs['volume']
main_vlm_vb = main_vlm_viz.plot.vb
# TODO: we should probably read this
# from the `Viz.vs: ViewState`!
vlm_yr = main_vlm_vb._yrange
if vlm_yr:
(_, vlm_ymx) = vlm_yrange = vlm_yr
# always update y-label
ds.vlm_sticky.update_from_data(
@ -848,16 +906,30 @@ def graphics_update_cycle(
profiler('`main_vlm_viz.update_graphics()`')
if (
mx_vlm_in_view != varz['last_mx_vlm']
mx_vlm_in_view
and vlm_yr
and mx_vlm_in_view != vlm_ymx
):
varz['last_mx_vlm'] = mx_vlm_in_view
# vlm_yr = (0, mx_vlm_in_view * 1.375)
# vlm_chart.view._set_yrange(yrange=vlm_yr)
# profiler('`vlm_chart.view._set_yrange()`')
# in this case we want to scale all overlays in the
# sub-chart but only incrementally update the vlm since
# we already calculated the new range above.
# TODO: in theory we can incrementally update all
# overlays as well though it will require iteration of
# them here in the display loop right?
main_vlm_viz.plot.vb.interact_graphics_cycle(
do_overlay_scaling=True,
do_linked_charts=False,
yrange_kwargs={
main_vlm_viz: {
'yrange': vlm_yrange,
# 'range_margin': yrange_margin,
},
},
)
profiler('`vlm_chart.view.interact_graphics_cycle()`')
# update all downstream FSPs
for curve_name, viz in vlm_vizs.items():
if curve_name == 'volume':
continue
@ -882,10 +954,13 @@ def graphics_update_cycle(
# XXX: without this we get completely
# mangled/empty vlm display subchart..
# fvb = viz.plot.vb
# fvb._set_yrange(
# viz=viz,
# fvb.interact_graphics_cycle(
# do_linked_charts=False,
# do_overlay_scaling=False,
# )
profiler(f'vlm `Viz[{viz.name}].plot.vb._set_yrange()`')
profiler(
f'Viz[{viz.name}].plot.vb.interact_graphics_cycle()`'
)
# even if we're downsampled bigly
# draw the last datum in the final
@ -1224,6 +1299,9 @@ async def display_symbol_data(
# to avoid internal pane creation.
# sidepane=False,
sidepane=godwidget.search,
draw_kwargs={
'last_step_color': 'original',
},
)
# ensure the last datum graphic is generated
@ -1242,6 +1320,9 @@ async def display_symbol_data(
# in the case of history chart we explicitly set `False`
# to avoid internal pane creation.
sidepane=pp_pane,
draw_kwargs={
'last_step_color': 'original',
},
)
rt_viz = rt_chart.get_viz(fqsn)
pis.setdefault(fqsn, [None, None])[0] = rt_chart.plotItem
@ -1308,13 +1389,6 @@ async def display_symbol_data(
name=fqsn,
axis_title=fqsn,
)
# only show a singleton bottom-bottom axis by default.
hist_pi.hideAxis('bottom')
# XXX: TODO: THIS WILL CAUSE A GAP ON OVERLAYS,
# i think it needs to be "removed" instead when there
# are none?
hist_pi.hideAxis('left')
hist_viz = hist_chart.draw_curve(
fqsn,
@ -1333,10 +1407,6 @@ async def display_symbol_data(
# for zoom-interaction purposes.
hist_viz.draw_last(array_key=fqsn)
hist_pi.vb.maxmin = partial(
hist_chart.maxmin,
name=fqsn,
)
# TODO: we need a better API to do this..
# specially store ref to shm for lookup in display loop
# since only a placeholder of `None` is entered in
@ -1350,9 +1420,6 @@ async def display_symbol_data(
axis_title=fqsn,
)
rt_pi.hideAxis('left')
rt_pi.hideAxis('bottom')
rt_viz = rt_chart.draw_curve(
fqsn,
ohlcv,
@ -1365,10 +1432,6 @@ async def display_symbol_data(
color=bg_chart_color,
last_step_color=bg_last_bar_color,
)
rt_pi.vb.maxmin = partial(
rt_chart.maxmin,
name=fqsn,
)
# TODO: we need a better API to do this..
# specially store ref to shm for lookup in display loop
@ -1395,7 +1458,9 @@ async def display_symbol_data(
for fqsn, flume in feed.flumes.items():
# size view to data prior to order mode init
rt_chart.default_view()
rt_chart.main_viz.default_view(
do_min_bars=True,
)
rt_linked.graphics_cycle()
# TODO: look into this because not sure why it was
@ -1406,7 +1471,9 @@ async def display_symbol_data(
# determine if auto-range adjustements should be made.
# rt_linked.subplots.pop('volume', None)
hist_chart.default_view()
hist_chart.main_viz.default_view(
do_min_bars=True,
)
hist_linked.graphics_cycle()
godwidget.resize_all()
@ -1449,10 +1516,14 @@ async def display_symbol_data(
# default view adjuments and sidepane alignment
# as final default UX touch.
rt_chart.default_view()
rt_chart.main_viz.default_view(
do_min_bars=True,
)
await trio.sleep(0)
hist_chart.default_view()
hist_chart.main_viz.default_view(
do_min_bars=True,
)
hist_viz = hist_chart.get_viz(fqsn)
await trio.sleep(0)

5
piker/ui/_editors.py
View File

@ -21,7 +21,6 @@ Higher level annotation editors.
from __future__ import annotations
from collections import defaultdict
from typing import (
Optional,
TYPE_CHECKING
)
@ -67,7 +66,7 @@ class ArrowEditor(Struct):
x: float,
y: float,
color='default',
pointing: Optional[str] = None,
pointing: str | None = None,
) -> pg.ArrowItem:
'''
@ -221,7 +220,7 @@ class LineEditor(Struct):
line: LevelLine = None,
uuid: str = None,
) -> Optional[LevelLine]:
) -> LevelLine | None:
'''Remove a line by refernce or uuid.
If no lines or ids are provided remove all lines under the

14
piker/ui/_forms.py
View File

@ -23,7 +23,9 @@ from contextlib import asynccontextmanager
from functools import partial
from math import floor
from typing import (
Optional, Any, Callable, Awaitable
Any,
Callable,
Awaitable,
)
import trio
@ -263,7 +265,7 @@ class Selection(QComboBox):
def set_icon(
self,
key: str,
icon_name: Optional[str],
icon_name: str | None,
) -> None:
self.setItemIcon(
@ -344,7 +346,7 @@ class FieldsForm(QWidget):
name: str,
font_size: Optional[int] = None,
font_size: int | None = None,
font_color: str = 'default_lightest',
) -> QtGui.QLabel:
@ -469,7 +471,7 @@ def mk_form(
parent: QWidget,
fields_schema: dict,
font_size: Optional[int] = None,
font_size: int | None = None,
) -> FieldsForm:
@ -628,7 +630,7 @@ def mk_fill_status_bar(
parent_pane: QWidget,
form: FieldsForm,
pane_vbox: QVBoxLayout,
label_font_size: Optional[int] = None,
label_font_size: int | None = None,
) -> (
# TODO: turn this into a composite?
@ -738,7 +740,7 @@ def mk_fill_status_bar(
def mk_order_pane_layout(
parent: QWidget,
# accounts: dict[str, Optional[str]],
# accounts: dict[str, str | None],
) -> FieldsForm:

76
piker/ui/_fsp.py
View File

@ -24,7 +24,10 @@ from contextlib import asynccontextmanager as acm
from functools import partial
import inspect
from itertools import cycle
from typing import Optional, AsyncGenerator, Any
from typing import (
AsyncGenerator,
Any,
)
import numpy as np
import msgspec
@ -80,7 +83,7 @@ def has_vlm(ohlcv: ShmArray) -> bool:
def update_fsp_chart(
viz,
graphics_name: str,
array_key: Optional[str],
array_key: str | None,
**kwargs,
) -> None:
@ -476,7 +479,7 @@ class FspAdmin:
target: Fsp,
conf: dict[str, dict[str, Any]],
worker_name: Optional[str] = None,
worker_name: str | None = None,
loglevel: str = 'info',
) -> (Flume, trio.Event):
@ -608,10 +611,11 @@ async def open_vlm_displays(
linked: LinkedSplits,
flume: Flume,
dvlm: bool = True,
loglevel: str = 'info',
task_status: TaskStatus[ChartPlotWidget] = trio.TASK_STATUS_IGNORED,
) -> ChartPlotWidget:
) -> None:
'''
Volume subchart displays.
@ -666,7 +670,6 @@ async def open_vlm_displays(
# built-in vlm which we plot ASAP since it's
# usually data provided directly with OHLC history.
shm = ohlcv
# ohlc_chart = linked.chart
vlm_chart = linked.add_plot(
name='volume',
@ -690,7 +693,14 @@ async def open_vlm_displays(
# the axis on the left it's totally not lined up...
# show volume units value on LHS (for dinkus)
# vlm_chart.hideAxis('right')
# vlm_chart.showAxis('left')
vlm_chart.hideAxis('left')
# TODO: is it worth being able to remove axes (from i guess
# a perf perspective) enough that we can actually do this and
# other axis related calls (for eg. label upddates in the
# display loop) don't raise when a the axis can't be loaded and
# thus would normally cause many label related calls to crash?
# axis = vlm_chart.removeAxis('left')
# send back new chart to caller
task_status.started(vlm_chart)
@ -704,17 +714,9 @@ async def open_vlm_displays(
# read from last calculated value
value = shm.array['volume'][-1]
last_val_sticky.update_from_data(-1, value)
_, _, vlm_curve = vlm_chart.update_graphics_from_flow(
'volume',
)
# size view to data once at outset
vlm_chart.view._set_yrange(
viz=vlm_viz
)
_, _, vlm_curve = vlm_viz.update_graphics()
# add axis title
axis = vlm_chart.getAxis('right')
@ -722,7 +724,6 @@ async def open_vlm_displays(
if dvlm:
tasks_ready = []
# spawn and overlay $ vlm on the same subchart
dvlm_flume, started = await admin.start_engine_task(
dolla_vlm,
@ -736,22 +737,8 @@ async def open_vlm_displays(
},
},
},
# loglevel,
loglevel,
)
tasks_ready.append(started)
# FIXME: we should error on starting the same fsp right
# since it might collide with existing shm.. or wait we
# had this before??
# dolla_vlm
tasks_ready.append(started)
# profiler(f'created shm for fsp actor: {display_name}')
# wait for all engine tasks to startup
async with trio.open_nursery() as n:
for event in tasks_ready:
n.start_soon(event.wait)
# dolla vlm overlay
# XXX: the main chart already contains a vlm "units" axis
@ -774,10 +761,6 @@ async def open_vlm_displays(
},
)
# TODO: should this maybe be implicit based on input args to
# `.overlay_plotitem()` above?
dvlm_pi.hideAxis('bottom')
# all to be overlayed curve names
dvlm_fields = [
'dolla_vlm',
@ -827,6 +810,7 @@ async def open_vlm_displays(
)
assert viz.plot is pi
await started.wait()
chart_curves(
dvlm_fields,
dvlm_pi,
@ -835,19 +819,17 @@ async def open_vlm_displays(
step_mode=True,
)
# spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
# up since this one depends on it.
# NOTE: spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
# up since calculating vlm "rates" obvs first requires the
# underlying vlm event feed ;)
fr_flume, started = await admin.start_engine_task(
flow_rates,
{ # fsp engine conf
'func_name': 'flow_rates',
'zero_on_step': True,
},
# loglevel,
loglevel,
)
await started.wait()
# chart_curves(
# dvlm_rate_fields,
# dvlm_pi,
@ -859,13 +841,15 @@ async def open_vlm_displays(
# hide the original vlm curve since the $vlm one is now
# displayed and the curves are effectively the same minus
# liquidity events (well at least on low OHLC periods - 1s).
vlm_curve.hide()
# vlm_curve.hide()
vlm_chart.removeItem(vlm_curve)
vlm_viz = vlm_chart._vizs['volume']
vlm_viz.render = False
# avoid range sorting on volume once disabled
vlm_chart.view.disable_auto_yrange()
# NOTE: DON'T DO THIS.
# WHY: we want range sorting on volume for the RHS label!
# -> if you don't want that then use this but likely you
# only will if we decide to drop unit vlm..
# vlm_viz.render = False
# Trade rate overlay
# XXX: requires an additional overlay for
@ -888,8 +872,8 @@ async def open_vlm_displays(
},
)
tr_pi.hideAxis('bottom')
await started.wait()
chart_curves(
trade_rate_fields,
tr_pi,

283
piker/ui/_interaction.py
View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
@ -14,16 +14,17 @@
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
'''
Chart view box primitives
"""
'''
from __future__ import annotations
from contextlib import asynccontextmanager
from functools import partial
from contextlib import (
asynccontextmanager,
ExitStack,
)
import time
from typing import (
Optional,
Callable,
TYPE_CHECKING,
)
@ -40,6 +41,7 @@ import trio
from ..log import get_logger
from .._profile import Profiler
from .._profile import pg_profile_enabled, ms_slower_then
from .view_mode import overlay_viewlists
# from ._style import _min_points_to_show
from ._editors import SelectRect
from . import _event
@ -73,7 +75,7 @@ ORDER_MODE = {
async def handle_viewmode_kb_inputs(
view: 'ChartView',
view: ChartView,
recv_chan: trio.abc.ReceiveChannel,
) -> None:
@ -87,7 +89,7 @@ async def handle_viewmode_kb_inputs(
last = time.time()
action: str
on_next_release: Optional[Callable] = None
on_next_release: Callable | None = None
# for quick key sequence-combo pattern matching
# we have a min_tap period and these should not
@ -142,6 +144,23 @@ async def handle_viewmode_kb_inputs(
if mods == Qt.ControlModifier:
ctrl = True
# UI REPL-shell
if (
ctrl and key in {
Qt.Key_U,
}
):
import tractor
god = order_mode.godw # noqa
feed = order_mode.feed # noqa
chart = order_mode.chart # noqa
viz = chart.main_viz # noqa
vlm_chart = chart.linked.subplots['volume'] # noqa
vlm_viz = vlm_chart.main_viz # noqa
dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot # noqa
await tractor.breakpoint()
view.interact_graphics_cycle()
# SEARCH MODE #
# ctlr-<space>/<l> for "lookup", "search" -> open search tree
if (
@ -169,9 +188,13 @@ async def handle_viewmode_kb_inputs(
# View modes
if key == Qt.Key_R:
# TODO: set this for all subplots
# edge triggered default view activation
view.chart.default_view()
# NOTE: seems that if we don't yield a Qt render
# cycle then the m4 downsampled curves will show here
# without another reset..
view._viz.default_view()
view.interact_graphics_cycle()
await trio.sleep(0)
view.interact_graphics_cycle()
if len(fast_key_seq) > 1:
# begin matches against sequences
@ -313,7 +336,7 @@ async def handle_viewmode_kb_inputs(
async def handle_viewmode_mouse(
view: 'ChartView',
view: ChartView,
recv_chan: trio.abc.ReceiveChannel,
) -> None:
@ -359,7 +382,7 @@ class ChartView(ViewBox):
name: str,
parent: pg.PlotItem = None,
static_yrange: Optional[tuple[float, float]] = None,
static_yrange: tuple[float, float] | None = None,
**kwargs,
):
@ -392,8 +415,13 @@ class ChartView(ViewBox):
self.order_mode: bool = False
self.setFocusPolicy(QtCore.Qt.StrongFocus)
self._ic = None
self._yranger: Callable | None = None
self._in_interact: trio.Event | None = None
self._interact_stack: ExitStack = ExitStack()
# TODO: probably just assign this whenever a new `PlotItem` is
# allocated since they're 1to1 with views..
self._viz: Viz | None = None
self._yrange: tuple[float, float] | None = None
def start_ic(
self,
@ -403,10 +431,15 @@ class ChartView(ViewBox):
to any interested task waiters.
'''
if self._ic is None:
if self._in_interact is None:
chart = self.chart
try:
self.chart.pause_all_feeds()
self._ic = trio.Event()
self._in_interact = trio.Event()
chart.pause_all_feeds()
self._interact_stack.enter_context(
chart.reset_graphics_caches()
)
except RuntimeError:
pass
@ -420,11 +453,13 @@ class ChartView(ViewBox):
to any waiters.
'''
if self._ic:
if self._in_interact:
try:
self._ic.set()
self._ic = None
self._interact_stack.close()
self.chart.resume_all_feeds()
self._in_interact.set()
self._in_interact = None
except RuntimeError:
pass
@ -432,7 +467,7 @@ class ChartView(ViewBox):
async def open_async_input_handler(
self,
) -> 'ChartView':
) -> ChartView:
async with (
_event.open_handlers(
@ -492,7 +527,7 @@ class ChartView(ViewBox):
# don't zoom more then the min points setting
viz = chart.get_viz(chart.name)
vl, lbar, rbar, vr = viz.bars_range()
_, vl, lbar, rbar, vr, r = viz.datums_range()
# TODO: max/min zoom limits incorporating time step size.
# rl = vr - vl
@ -507,7 +542,7 @@ class ChartView(ViewBox):
# return
# actual scaling factor
s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
s = 1.016 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
s = [(None if m is False else s) for m in mask]
if (
@ -533,12 +568,13 @@ class ChartView(ViewBox):
# scale_y = 1.3 ** (center.y() * -1 / 20)
self.scaleBy(s, center)
# zoom in view-box area
else:
# use right-most point of current curve graphic
xl = viz.graphics.x_last()
focal = min(
xl,
vr,
r,
)
self._resetTarget()
@ -552,7 +588,7 @@ class ChartView(ViewBox):
# update, but i gotta feelin that because this one is signal
# based (and thus not necessarily sync invoked right away)
# that calling the resize method manually might work better.
self.sigRangeChangedManually.emit(mask)
# self.sigRangeChangedManually.emit(mask)
# XXX: without this is seems as though sometimes
# when zooming in from far out (and maybe vice versa?)
@ -562,14 +598,15 @@ class ChartView(ViewBox):
# that never seems to happen? Only question is how much this
# "double work" is causing latency when these missing event
# fires don't happen?
self.maybe_downsample_graphics()
self.interact_graphics_cycle()
self.interact_graphics_cycle()
ev.accept()
def mouseDragEvent(
self,
ev,
axis: Optional[int] = None,
axis: int | None = None,
) -> None:
pos = ev.pos()
@ -581,7 +618,10 @@ class ChartView(ViewBox):
button = ev.button()
# Ignore axes if mouse is disabled
mouseEnabled = np.array(self.state['mouseEnabled'], dtype=np.float)
mouseEnabled = np.array(
self.state['mouseEnabled'],
dtype=np.float,
)
mask = mouseEnabled.copy()
if axis is not None:
mask[1-axis] = 0.0
@ -645,9 +685,6 @@ class ChartView(ViewBox):
self.start_ic()
except RuntimeError:
pass
# if self._ic is None:
# self.chart.pause_all_feeds()
# self._ic = trio.Event()
if axis == 1:
self.chart._static_yrange = 'axis'
@ -664,16 +701,19 @@ class ChartView(ViewBox):
if x is not None or y is not None:
self.translateBy(x=x, y=y)
self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
# self.sigRangeChangedManually.emit(mask)
# self.state['mouseEnabled']
# )
self.interact_graphics_cycle()
if ev.isFinish():
self.signal_ic()
# self._ic.set()
# self._ic = None
# self._in_interact.set()
# self._in_interact = None
# self.chart.resume_all_feeds()
# XXX: WHY
ev.accept()
# # XXX: WHY
# ev.accept()
# WEIRD "RIGHT-CLICK CENTER ZOOM" MODE
elif button & QtCore.Qt.RightButton:
@ -695,7 +735,9 @@ class ChartView(ViewBox):
center = Point(tr.map(ev.buttonDownPos(QtCore.Qt.RightButton)))
self._resetTarget()
self.scaleBy(x=x, y=y, center=center)
self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
# self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
self.interact_graphics_cycle()
# XXX: WHY
ev.accept()
@ -719,19 +761,19 @@ class ChartView(ViewBox):
self,
*,
yrange: Optional[tuple[float, float]] = None,
yrange: tuple[float, float] | None = None,
viz: Viz | None = None,
# NOTE: this value pairs (more or less) with L1 label text
# height offset from from the bid/ask lines.
range_margin: float = 0.09,
range_margin: float | None = 0.06,
bars_range: Optional[tuple[int, int, int, int]] = None,
bars_range: tuple[int, int, int, int] | None = None,
# flag to prevent triggering sibling charts from the same linked
# set from recursion errors.
autoscale_linked_plots: bool = False,
name: Optional[str] = None,
name: str | None = None,
) -> None:
'''
@ -743,14 +785,13 @@ class ChartView(ViewBox):
'''
name = self.name
# print(f'YRANGE ON {name}')
# print(f'YRANGE ON {name} -> yrange{yrange}')
profiler = Profiler(
msg=f'`ChartView._set_yrange()`: `{name}`',
disabled=not pg_profile_enabled(),
ms_threshold=ms_slower_then,
delayed=True,
)
set_range = True
chart = self._chart
# view has been set in 'axis' mode
@ -759,8 +800,8 @@ class ChartView(ViewBox):
# - disable autoranging
# - remove any y range limits
if chart._static_yrange == 'axis':
set_range = False
self.setLimits(yMin=None, yMax=None)
return
# static y-range has been set likely by
# a specialized FSP configuration.
@ -773,8 +814,6 @@ class ChartView(ViewBox):
elif yrange is not None:
ylow, yhigh = yrange
if set_range:
# XXX: only compute the mxmn range
# if none is provided as input!
if not yrange:
@ -800,27 +839,47 @@ class ChartView(ViewBox):
ylow, yhigh = yrange
# view margins: stay within a % of the "true range"
diff = yhigh - ylow
ylow = ylow - (diff * range_margin)
yhigh = yhigh + (diff * range_margin)
# always stash last range for diffing by
# incremental update calculations BEFORE adding
# margin.
self._yrange = ylow, yhigh
# XXX: this often needs to be unset
# to get different view modes to operate
# correctly!
# view margins: stay within a % of the "true range"
if range_margin is not None:
diff = yhigh - ylow
ylow = max(
ylow - (diff * range_margin),
0,
)
yhigh = min(
yhigh + (diff * range_margin),
yhigh * (1 + range_margin),
)
# print(
# f'set limits {self.name}:\n'
# f'ylow: {ylow}\n'
# f'yhigh: {yhigh}\n'
# )
self.setYRange(
ylow,
yhigh,
padding=0,
)
self.setLimits(
yMin=ylow,
yMax=yhigh,
)
self.setYRange(ylow, yhigh)
profiler(f'set limits: {(ylow, yhigh)}')
self.update()
# LOL: yet anothercucking pg buggg..
# can't use `msg=f'setYRange({ylow}, {yhigh}')`
profiler.finish()
def enable_auto_yrange(
self,
viz: Viz,
src_vb: Optional[ChartView] = None,
src_vb: ChartView | None = None,
) -> None:
'''
@ -831,18 +890,6 @@ class ChartView(ViewBox):
if src_vb is None:
src_vb = self
if self._yranger is None:
self._yranger = partial(
self._set_yrange,
viz=viz,
)
# widget-UIs/splitter(s) resizing
src_vb.sigResized.connect(self._yranger)
# mouse wheel doesn't emit XRangeChanged
src_vb.sigRangeChangedManually.connect(self._yranger)
# re-sampling trigger:
# TODO: a smarter way to avoid calling this needlessly?
# 2 things i can think of:
@ -850,23 +897,20 @@ class ChartView(ViewBox):
# iterate those.
# - only register this when certain downsample-able graphics are
# "added to scene".
src_vb.sigRangeChangedManually.connect(
self.maybe_downsample_graphics
# src_vb.sigRangeChangedManually.connect(
# self.interact_graphics_cycle
# )
# widget-UIs/splitter(s) resizing
src_vb.sigResized.connect(
self.interact_graphics_cycle
)
def disable_auto_yrange(self) -> None:
# XXX: not entirely sure why we can't de-reg this..
self.sigResized.disconnect(
self._yranger,
)
self.sigRangeChangedManually.disconnect(
self._yranger,
)
self.sigRangeChangedManually.disconnect(
self.maybe_downsample_graphics
self.interact_graphics_cycle
)
def x_uppx(self) -> float:
@ -887,57 +931,54 @@ class ChartView(ViewBox):
else:
return 0
def maybe_downsample_graphics(
def interact_graphics_cycle(
self,
autoscale_overlays: bool = False,
*args, # capture Qt signal (slot) inputs
# debug_print: bool = False,
do_linked_charts: bool = True,
do_overlay_scaling: bool = True,
yrange_kwargs: dict[
str,
tuple[float, float],
] | None = None,
):
profiler = Profiler(
msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
msg=f'ChartView.interact_graphics_cycle() for {self.name}',
disabled=not pg_profile_enabled(),
ms_threshold=ms_slower_then,
# XXX: important to avoid not seeing underlying
# ``.update_graphics_from_flow()`` nested profiling likely
# ``Viz.update_graphics()`` nested profiling likely
# due to the way delaying works and garbage collection of
# the profiler in the delegated method calls.
ms_threshold=6,
# ms_threshold=ms_slower_then,
delayed=True,
# for hardcore latency checking, comment these flags above.
# disabled=False,
# ms_threshold=4,
)
# TODO: a faster single-loop-iterator way of doing this XD
linked = self.linked
if (
do_linked_charts
and linked
):
plots = {linked.chart.name: linked.chart}
plots |= linked.subplots
else:
chart = self._chart
plots = {chart.name: chart}
linked = self.linked
if linked:
plots |= linked.subplots
for chart_name, chart in plots.items():
for name, flow in chart._vizs.items():
if (
not flow.render
# XXX: super important to be aware of this.
# or not flow.graphics.isVisible()
):
# print(f'skipping {flow.name}')
continue
# pass in no array which will read and render from the last
# passed array (normally provided by the display loop.)
chart.update_graphics_from_flow(name)
# for each overlay on this chart auto-scale the
# y-range to max-min values.
# if autoscale_overlays:
# overlay = chart.pi_overlay
# if overlay:
# for pi in overlay.overlays:
# pi.vb._set_yrange(
# # TODO: get the range once up front...
# # bars_range=br,
# viz=pi.viz,
# )
# profiler('autoscaled linked plots')
profiler(f'<{chart_name}>.update_graphics_from_flow({name})')
# TODO: a faster single-loop-iterator way of doing this?
return overlay_viewlists(
self._viz,
plots,
profiler,
do_overlay_scaling=do_overlay_scaling,
do_linked_charts=do_linked_charts,
yrange_kwargs=yrange_kwargs,
)

11
piker/ui/_label.py
View File

@ -19,7 +19,10 @@ Non-shitty labels that don't re-invent the wheel.
"""
from inspect import isfunction
from typing import Callable, Optional, Any
from typing import (
Callable,
Any,
)
import pyqtgraph as pg
from PyQt5 import QtGui, QtWidgets
@ -70,9 +73,7 @@ class Label:
self._fmt_str = fmt_str
self._view_xy = QPointF(0, 0)
self.scene_anchor: Optional[
Callable[..., QPointF]
] = None
self.scene_anchor: Callable[..., QPointF] | None = None
self._x_offset = x_offset
@ -164,7 +165,7 @@ class Label:
self,
y: float,
x: Optional[float] = None,
x: float | None = None,
) -> None:

13
piker/ui/_lines.py
View File

@ -22,7 +22,6 @@ from __future__ import annotations
from functools import partial
from math import floor
from typing import (
Optional,
Callable,
TYPE_CHECKING,
)
@ -32,7 +31,7 @@ from pyqtgraph import Point, functions as fn
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QPointF
from ._annotate import qgo_draw_markers, LevelMarker
from ._annotate import LevelMarker
from ._anchors import (
vbr_left,
right_axis,
@ -295,7 +294,7 @@ class LevelLine(pg.InfiniteLine):
# show y-crosshair again
cursor.show_xhair()
def get_cursor(self) -> Optional[Cursor]:
def get_cursor(self) -> Cursor | None:
chart = self._chart
cur = chart.linked.cursor
@ -610,11 +609,11 @@ def order_line(
chart,
level: float,
action: Optional[str] = 'buy', # buy or sell
action: str | None = 'buy', # buy or sell
marker_style: Optional[str] = None,
level_digits: Optional[float] = 3,
size: Optional[int] = 1,
marker_style: str | None = None,
level_digits: float | None = 3,
size: int | None = 1,
size_digits: int = 1,
show_markers: bool = False,
submit_price: float = None,

3
piker/ui/_notify.py
View File

@ -21,7 +21,6 @@ Notifications utils.
import os
import platform
import subprocess
from typing import Optional
import trio
@ -33,7 +32,7 @@ from ..clearing._messages import (
log = get_logger(__name__)
_dbus_uid: Optional[str] = ''
_dbus_uid: str | None = ''
async def notify_from_ems_status_msg(

10
piker/ui/_ohlc.py
View File

@ -28,7 +28,6 @@ from PyQt5.QtCore import (
QLineF,
QRectF,
)
from PyQt5.QtWidgets import QGraphicsItem
from PyQt5.QtGui import QPainterPath
from ._curve import FlowGraphic
@ -91,10 +90,6 @@ class BarItems(FlowGraphic):
"Price range" bars graphics rendered from a OHLC sampled sequence.
'''
# XXX: causes this weird jitter bug when click-drag panning
# where the path curve will awkwardly flicker back and forth?
cache_mode: int = QGraphicsItem.NoCache
def __init__(
self,
*args,
@ -113,8 +108,9 @@ class BarItems(FlowGraphic):
'''
if self._last_bar_lines:
close_arm_line = self._last_bar_lines[-1]
return close_arm_line.x2() if close_arm_line else None
else:
if close_arm_line:
return close_arm_line.x2()
return None
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect

13
piker/ui/_orm.py
View File

@ -20,8 +20,9 @@ micro-ORM for coupling ``pydantic`` models with Qt input/output widgets.
"""
from __future__ import annotations
from typing import (
Optional, Generic,
TypeVar, Callable,
Generic,
TypeVar,
Callable,
)
# from pydantic import BaseModel, validator
@ -42,13 +43,11 @@ DataType = TypeVar('DataType')
class Field(GenericModel, Generic[DataType]):
widget_factory: Optional[
Callable[
widget_factory: Callable[
[QWidget, 'Field'],
QWidget
]
]
value: Optional[DataType] = None
] | None = None
value: DataType | None = None
class Selection(Field[DataType], Generic[DataType]):

62
piker/ui/_overlay.py
View File

@ -22,7 +22,6 @@ from collections import defaultdict
from functools import partial
from typing import (
Callable,
Optional,
)
from pyqtgraph.graphicsItems.AxisItem import AxisItem
@ -116,6 +115,7 @@ class ComposedGridLayout:
layout.setContentsMargins(0, 0, 0, 0)
layout.setSpacing(0)
layout.setMinimumWidth(0)
if name in ('top', 'bottom'):
orient = Qt.Vertical
@ -125,7 +125,11 @@ class ComposedGridLayout:
layout.setOrientation(orient)
self.insert_plotitem(0, pi)
self.insert_plotitem(
0,
pi,
remove_axes=False,
)
# insert surrounding linear layouts into the parent pi's layout
# such that additional axes can be appended arbitrarily without
@ -140,7 +144,9 @@ class ComposedGridLayout:
assert linlayout.itemAt(0) is axis
# XXX: see comment in ``.insert_plotitem()``...
# our `PlotItem.removeAxis()` does this internally.
# pi.layout.removeItem(axis)
pi.layout.addItem(linlayout, *index)
layout = pi.layout.itemAt(*index)
assert layout is linlayout
@ -165,6 +171,8 @@ class ComposedGridLayout:
index: int,
plotitem: PlotItem,
remove_axes: bool = False,
) -> tuple[int, list[AxisItem]]:
'''
Place item at index by inserting all axes into the grid
@ -193,25 +201,19 @@ class ComposedGridLayout:
axis_view = axis.linkedView()
assert axis_view is plotitem.vb
if (
not axis.isVisible()
# if (
# not axis.isVisible()
# XXX: we never skip moving the axes for the *root*
# plotitem inserted (even if not shown) since we need to
# move all the hidden axes into linear sub-layouts for
# that "central" plot in the overlay. Also if we don't
# do it there's weird geomoetry calc offsets that make
# view coords slightly off somehow .. smh
and not len(self.pitems) == 0
):
continue
# XXX: Remove old axis?
# No, turns out we don't need this?
# DON'T UNLINK IT since we need the original ``ViewBox`` to
# still drive it with events/handlers B)
# popped = plotitem.removeAxis(name, unlink=False)
# assert axis is popped
# # XXX: we never skip moving the axes for the *root*
# # plotitem inserted (even if not shown) since we need to
# # move all the hidden axes into linear sub-layouts for
# # that "central" plot in the overlay. Also if we don't
# # do it there's weird geomoetry calc offsets that make
# # view coords slightly off somehow .. smh
# and not len(self.pitems) == 0
# ):
# print(f'SKIPPING MOVE: {plotitem.name}:{name} -> {axis}')
# continue
# invert insert index for layouts which are
# not-left-to-right, top-to-bottom insert oriented
@ -225,6 +227,16 @@ class ComposedGridLayout:
self._register_item(index, plotitem)
if remove_axes:
for name, axis_info in plotitem.axes.copy().items():
axis = axis_info['item']
# XXX: Remove old axis?
# No, turns out we don't need this?
# DON'T UNLINK IT since we need the original ``ViewBox`` to
# still drive it with events/handlers B)
popped = plotitem.removeAxis(name, unlink=False)
assert axis is popped
return (index, inserted_axes)
def append_plotitem(
@ -246,7 +258,7 @@ class ComposedGridLayout:
plot: PlotItem,
name: str,
) -> Optional[AxisItem]:
) -> AxisItem | None:
'''
Retrieve the named axis for overlayed ``plot`` or ``None``
if axis for that name is not shown.
@ -321,7 +333,7 @@ class PlotItemOverlay:
def add_plotitem(
self,
plotitem: PlotItem,
index: Optional[int] = None,
index: int | None = None,
# event/signal names which will be broadcasted to all added
# (relayee) ``PlotItem``s (eg. ``ViewBox.mouseDragEvent``).
@ -376,7 +388,7 @@ class PlotItemOverlay:
# TODO: drop this viewbox specific input and
# allow a predicate to be passed in by user.
axis: 'Optional[int]' = None,
axis: int | None = None,
*,
@ -487,10 +499,10 @@ class PlotItemOverlay:
else:
insert_index, axes = self.layout.insert_plotitem(index, plotitem)
plotitem.setGeometry(root.vb.sceneBoundingRect())
plotitem.vb.setGeometry(root.vb.sceneBoundingRect())
def size_to_viewbox(vb: 'ViewBox'):
plotitem.setGeometry(vb.sceneBoundingRect())
plotitem.vb.setGeometry(root.vb.sceneBoundingRect())
root.vb.sigResized.connect(size_to_viewbox)

26
piker/ui/_pg_overrides.py
View File

@ -22,8 +22,6 @@ Generally, our does not require "scentific precision" for pixel perfect
view transforms.
"""
from typing import Optional
import pyqtgraph as pg
from ._axes import Axis
@ -47,9 +45,10 @@ def invertQTransform(tr):
def _do_overrides() -> None:
"""Dooo eeet.
'''
Dooo eeet.
"""
'''
# we don't care about potential fp issues inside Qt
pg.functions.invertQTransform = invertQTransform
pg.PlotItem = PlotItem
@ -91,7 +90,7 @@ class PlotItem(pg.PlotItem):
title=None,
viewBox=None,
axisItems=None,
default_axes=['left', 'bottom'],
default_axes=['right', 'bottom'],
enableMenu=True,
**kargs
):
@ -119,7 +118,7 @@ class PlotItem(pg.PlotItem):
name: str,
unlink: bool = True,
) -> Optional[pg.AxisItem]:
) -> pg.AxisItem | None:
"""
Remove an axis from the contained axis items
by ```name: str```.
@ -130,7 +129,7 @@ class PlotItem(pg.PlotItem):
If the ``unlink: bool`` is set to ``False`` then the axis will
stay linked to its view and will only be removed from the
layoutonly be removed from the layout.
layout.
If no axis with ``name: str`` is found then this is a noop.
@ -144,7 +143,10 @@ class PlotItem(pg.PlotItem):
axis = entry['item']
self.layout.removeItem(axis)
axis.scene().removeItem(axis)
scn = axis.scene()
if scn:
scn.removeItem(axis)
if unlink:
axis.unlinkFromView()
@ -166,14 +168,14 @@ class PlotItem(pg.PlotItem):
def setAxisItems(
self,
# XXX: yeah yeah, i know we can't use type annots like this yet.
axisItems: Optional[dict[str, pg.AxisItem]] = None,
axisItems: dict[str, pg.AxisItem] | None = None,
add_to_layout: bool = True,
default_axes: list[str] = ['left', 'bottom'],
):
"""
Override axis item setting to only
'''
Override axis item setting to only what is passed in.
"""
'''
axisItems = axisItems or {}
# XXX: wth is is this even saying?!?

13
piker/ui/_position.py
View File

@ -25,7 +25,6 @@ from functools import partial
from math import floor, copysign
from typing import (
Callable,
Optional,
TYPE_CHECKING,
)
@ -170,12 +169,12 @@ class SettingsPane:
limit_label: QLabel
# encompasing high level namespace
order_mode: Optional['OrderMode'] = None # typing: ignore # noqa
order_mode: OrderMode | None = None # typing: ignore # noqa
def set_accounts(
self,
names: list[str],
sizes: Optional[list[float]] = None,
sizes: list[float] | None = None,
) -> None:
combo = self.form.fields['account']
@ -540,8 +539,8 @@ class Nav(Struct):
charts: dict[int, ChartPlotWidget]
pp_labels: dict[str, Label] = {}
size_labels: dict[str, Label] = {}
lines: dict[str, Optional[LevelLine]] = {}
level_markers: dict[str, Optional[LevelMarker]] = {}
lines: dict[str, LevelLine | None] = {}
level_markers: dict[str, LevelMarker | None] = {}
color: str = 'default_lightest'
def update_ui(
@ -550,7 +549,7 @@ class Nav(Struct):
price: float,
size: float,
slots_used: float,
size_digits: Optional[int] = None,
size_digits: int | None = None,
) -> None:
'''
@ -847,7 +846,7 @@ class PositionTracker:
def update_from_pp(
self,
position: Optional[Position] = None,
position: Position | None = None,
set_as_startup: bool = False,
) -> None:

21
piker/ui/_render.py
View File

@ -51,7 +51,20 @@ log = get_logger(__name__)
class Renderer(msgspec.Struct):
'''
Low(er) level interface for converting a source, real-time updated,
data buffer (usually held in a ``ShmArray``) to a graphics data
format usable by `Qt`.
A renderer reads in context-specific source data using a ``Viz``,
formats that data to a 2D-xy pre-graphics format using
a ``IncrementalFormatter``, then renders that data to a set of
output graphics objects normally a ``.ui._curve.FlowGraphics``
sub-type to which the ``Renderer.path`` is applied and further "last
datum" graphics are updated from the source buffer's latest
sample(s).
'''
viz: Viz
fmtr: IncrementalFormatter
@ -179,6 +192,10 @@ class Renderer(msgspec.Struct):
) = fmt_out
if not x_1d.size:
log.warning(f'{array_key} has no `.size`?')
return
# redraw conditions
if (
prepend_length > 0
@ -195,7 +212,7 @@ class Renderer(msgspec.Struct):
fast_path: QPainterPath = self.fast_path
reset: bool = False
self.viz.yrange = None
self.viz.ds_yrange = None
# redraw the entire source data if we have either of:
# - no prior path graphic rendered or,
@ -218,7 +235,7 @@ class Renderer(msgspec.Struct):
)
if ds_out is not None:
x_1d, y_1d, ymn, ymx = ds_out
self.viz.yrange = ymn, ymx
self.viz.ds_yrange = ymn, ymx
# print(f'{self.viz.name} post ds: ymn, ymx: {ymn},{ymx}')
reset = True

15
piker/ui/_search.py
View File

@ -35,7 +35,6 @@ from collections import defaultdict
from contextlib import asynccontextmanager
from functools import partial
from typing import (
Optional,
Callable,
Awaitable,
Sequence,
@ -178,8 +177,8 @@ class CompleterView(QTreeView):
def resize_to_results(
self,
w: Optional[float] = 0,
h: Optional[float] = None,
w: float | None = 0,
h: float | None = None,
) -> None:
model = self.model()
@ -380,7 +379,7 @@ class CompleterView(QTreeView):
self,
section: str,
) -> Optional[QModelIndex]:
) -> QModelIndex | None:
'''
Find the *first* depth = 1 section matching ``section`` in
the tree and return its index.
@ -504,7 +503,7 @@ class CompleterView(QTreeView):
def show_matches(
self,
wh: Optional[tuple[float, float]] = None,
wh: tuple[float, float] | None = None,
) -> None:
@ -529,7 +528,7 @@ class SearchBar(Edit):
self,
parent: QWidget,
godwidget: QWidget,
view: Optional[CompleterView] = None,
view: CompleterView | None = None,
**kwargs,
) -> None:
@ -708,7 +707,7 @@ class SearchWidget(QtWidgets.QWidget):
self,
clear_to_cache: bool = True,
) -> Optional[str]:
) -> str | None:
'''
Attempt to load and switch the current selected
completion result to the affiliated chart app.
@ -1167,7 +1166,7 @@ async def register_symbol_search(
provider_name: str,
search_routine: Callable,
pause_period: Optional[float] = None,
pause_period: float | None = None,
) -> AsyncIterator[dict]:

11
piker/ui/_style.py
View File

@ -18,7 +18,7 @@
Qt UI styling.
'''
from typing import Optional, Dict
from typing import Dict
import math
import pyqtgraph as pg
@ -52,7 +52,7 @@ class DpiAwareFont:
# TODO: move to config
name: str = 'Hack',
font_size: str = 'default',
# size_in_inches: Optional[float] = None,
) -> None:
self.name = name
self._qfont = QtGui.QFont(name)
@ -91,13 +91,14 @@ class DpiAwareFont:
def px_size(self) -> int:
return self._qfont.pixelSize()
def configure_to_dpi(self, screen: Optional[QtGui.QScreen] = None):
"""Set an appropriately sized font size depending on the screen DPI.
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
'''
Set an appropriately sized font size depending on the screen DPI.
If we end up needing to generalize this more here there are resources
listed in the script in ``snippets/qt_screen_info.py``.
"""
'''
if screen is None:
screen = self.screen

11
piker/ui/_window.py
View File

@ -23,7 +23,6 @@ import signal
import time
from typing import (
Callable,
Optional,
Union,
)
import uuid
@ -64,9 +63,9 @@ class MultiStatus:
self,
msg: str,
final_msg: Optional[str] = None,
final_msg: str | None = None,
clear_on_next: bool = False,
group_key: Optional[Union[bool, str]] = False,
group_key: Union[bool, str] | None = False,
) -> Union[Callable[..., None], str]:
'''
@ -178,11 +177,11 @@ class MainWindow(QMainWindow):
self.setWindowTitle(self.title)
# set by runtime after `trio` is engaged.
self.godwidget: Optional[GodWidget] = None
self.godwidget: GodWidget | None = None
self._status_bar: QStatusBar = None
self._status_label: QLabel = None
self._size: Optional[tuple[int, int]] = None
self._size: tuple[int, int] | None = None
@property
def mode_label(self) -> QLabel:
@ -289,7 +288,7 @@ class MainWindow(QMainWindow):
def configure_to_desktop(
self,
size: Optional[tuple[int, int]] = None,
size: tuple[int, int] | None = None,
) -> None:
'''

13
piker/ui/order_mode.py
View File

@ -25,7 +25,6 @@ from functools import partial
from pprint import pformat
import time
from typing import (
Optional,
Callable,
Any,
TYPE_CHECKING,
@ -129,7 +128,7 @@ class OrderMode:
trackers: dict[str, PositionTracker]
# switched state, the current position
current_pp: Optional[PositionTracker] = None
current_pp: PositionTracker | None = None
active: bool = False
name: str = 'order'
dialogs: dict[str, Dialog] = field(default_factory=dict)
@ -139,7 +138,7 @@ class OrderMode:
'buy': 'buy_green',
'sell': 'sell_red',
}
_staged_order: Optional[Order] = None
_staged_order: Order | None = None
def on_level_change_update_next_order_info(
self,
@ -180,7 +179,7 @@ class OrderMode:
def new_line_from_order(
self,
order: Order,
chart: Optional[ChartPlotWidget] = None,
chart: ChartPlotWidget | None = None,
**line_kwargs,
) -> LevelLine:
@ -340,7 +339,7 @@ class OrderMode:
def submit_order(
self,
send_msg: bool = True,
order: Optional[Order] = None,
order: Order | None = None,
) -> Dialog:
'''
@ -452,7 +451,7 @@ class OrderMode:
def on_submit(
self,
uuid: str,
order: Optional[Order] = None,
order: Order | None = None,
) -> Dialog:
'''
@ -496,7 +495,7 @@ class OrderMode:
price: float,
time_s: float,
pointing: Optional[str] = None,
pointing: str | None = None,
) -> None:
'''

899
piker/ui/view_mode.py 100644
View File

@ -0,0 +1,899 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
Overlay (aka multi-chart) UX machinery.
'''
from __future__ import annotations
from typing import (
Any,
Literal,
TYPE_CHECKING,
)
import numpy as np
import pendulum
import pyqtgraph as pg
from ..data.types import Struct
from ..data._pathops import slice_from_time
from ..log import get_logger
from .._profile import Profiler
if TYPE_CHECKING:
from ._chart import ChartPlotWidget
from ._dataviz import Viz
from ._interaction import ChartView
log = get_logger(__name__)
class OverlayT(Struct):
'''
An overlay co-domain range transformer.
Used to translate and apply a range from one y-range
to another based on a returns logarithm:
R(ymn, ymx, yref) = (ymx - yref)/yref
which gives the log-scale multiplier, and
ymx_t = yref * (1 + R)
which gives the inverse to translate to the same value
in the target co-domain.
'''
viz: Viz | None = None
start_t: float | None = None
# % "range" computed from some ref value to the mn/mx
rng: float | None = None
in_view: np.ndarray | None = None
# pinned-minor curve modified mn and max for the major dispersion
# curve due to one series being shorter and the pin + scaling from
# that pin point causing the original range to have to increase.
y_val: float | None = None
def apply_r(
self,
y_ref: float, # reference value for dispersion metric
) -> float:
return y_ref * (1 + self.rng)
def intersect_from_longer(
start_t_first: float,
in_view_first: np.ndarray,
start_t_second: float,
in_view_second: np.ndarray,
step: float,
) -> np.ndarray:
tdiff = start_t_first - start_t_second
if tdiff == 0:
return False
i: int = 0
# first time series has an "earlier" first time stamp then the 2nd.
# aka 1st is "shorter" then the 2nd.
if tdiff > 0:
longer = in_view_second
find_t = start_t_first
i = 1
# second time series has an "earlier" first time stamp then the 1st.
# aka 2nd is "shorter" then the 1st.
elif tdiff < 0:
longer = in_view_first
find_t = start_t_second
i = 0
slc = slice_from_time(
arr=longer,
start_t=find_t,
stop_t=find_t,
step=step,
)
return (
longer[slc.start],
find_t,
i,
)
def _maybe_calc_yrange(
viz: Viz,
yrange_kwargs: dict[Viz, dict[str, Any]],
profiler: Profiler,
chart_name: str,
) -> tuple[
slice,
dict,
] | None:
if not viz.render:
return
# pass in no array which will read and render from the last
# passed array (normally provided by the display loop.)
in_view, i_read_range, _ = viz.update_graphics()
if not in_view:
return
profiler(f'{viz.name}@{chart_name} `Viz.update_graphics()`')
# check if explicit yrange (kwargs) was passed in by the caller
yrange_kwargs = yrange_kwargs.get(viz) if yrange_kwargs else None
if yrange_kwargs is not None:
read_slc = slice(*i_read_range)
else:
out = viz.maxmin(i_read_range=i_read_range)
if out is None:
log.warning(f'No yrange provided for {viz.name}!?')
return
(
_, # ixrng,
read_slc,
yrange
) = out
profiler(f'{viz.name}@{chart_name} `Viz.maxmin()`')
yrange_kwargs = {'yrange': yrange}
return (
read_slc,
yrange_kwargs,
)
def overlay_viewlists(
active_viz: Viz,
plots: dict[str, ChartPlotWidget],
profiler: Profiler,
# public config ctls
do_linked_charts: bool = True,
do_overlay_scaling: bool = True,
yrange_kwargs: dict[
str,
tuple[float, float],
] | None = None,
method: Literal[
'loglin_ref_to_curve',
'loglin_ref_to_first',
'mxmn',
'solo',
] = 'loglin_ref_to_curve',
# internal debug
debug_print: bool = False,
) -> None:
'''
Calculate and apply y-domain (axis y-range) multi-curve overlay adjustments
a set of ``plots`` based on the requested ``method``.
'''
chart_name: str
chart: ChartPlotWidget
for chart_name, chart in plots.items():
overlay_viz_items = chart._vizs.items()
# Common `PlotItem` maxmin table; presumes that some path
# graphics (and thus their backing data sets) are in the
# same co-domain and view box (since the were added
# a separate graphics objects to a common plot) and thus can
# be sorted as one set per plot.
mxmns_by_common_pi: dict[
pg.PlotItem,
tuple[float, float],
] = {}
# proportional group auto-scaling per overlay set.
# -> loop through overlays on each multi-chart widget
# and scale all y-ranges based on autoscale config.
# -> for any "group" overlay we want to dispersion normalize
# and scale minor charts onto the major chart: the chart
# with the most dispersion in the set.
# ONLY auto-yrange the viz mapped to THIS view box
if (
not do_overlay_scaling
or len(overlay_viz_items) < 2
):
viz = active_viz
out = _maybe_calc_yrange(
viz,
yrange_kwargs,
profiler,
chart_name,
)
if out is None:
continue
read_slc, yrange_kwargs = out
viz.plot.vb._set_yrange(**yrange_kwargs)
profiler(f'{viz.name}@{chart_name} single curve yrange')
if debug_print:
print(f'ONLY ranging THIS viz: {viz.name}')
# don't iterate overlays, just move to next chart
continue
if debug_print:
divstr = '#'*46
print(
f'BEGIN UX GRAPHICS CYCLE: @{chart_name}\n'
+
divstr
+
'\n'
)
# create a group overlay log-linearized y-range transform to
# track and eventually inverse transform all overlay curves
# to a common target max dispersion range.
dnt = OverlayT()
upt = OverlayT()
# collect certain flows have grapics objects **in seperate
# plots/viewboxes** into groups and do a common calc to
# determine auto-ranging input for `._set_yrange()`.
# this is primarly used for our so called "log-linearized
# multi-plot" overlay technique.
overlay_table: dict[
float,
tuple[
ChartView,
Viz,
float, # y start
float, # y min
float, # y max
float, # y median
slice, # in-view array slice
np.ndarray, # in-view array
float, # returns up scalar
float, # return down scalar
],
] = {}
# multi-curve overlay processing stage
for name, viz in overlay_viz_items:
out = _maybe_calc_yrange(
viz,
yrange_kwargs,
profiler,
chart_name,
)
if out is None:
continue
read_slc, yrange_kwargs = out
yrange = yrange_kwargs['yrange']
pi = viz.plot
# handle multiple graphics-objs per viewbox cases
mxmn = mxmns_by_common_pi.get(pi)
if mxmn:
yrange = mxmns_by_common_pi[pi] = (
min(yrange[0], mxmn[0]),
max(yrange[1], mxmn[1]),
)
else:
mxmns_by_common_pi[pi] = yrange
profiler(f'{viz.name}@{chart_name} common pi sort')
# non-overlay group case
if (
not viz.is_ohlc
or method == 'solo'
):
pi.vb._set_yrange(yrange=yrange)
profiler(
f'{viz.name}@{chart_name} simple std `._set_yrange()`'
)
continue
# handle overlay log-linearized group scaling cases
# TODO: a better predicate here, likely something
# to do with overlays and their settings..
# TODO: we probably eventually might want some other
# charts besides OHLC?
else:
ymn, ymx = yrange
# determine start datum in view
in_view = viz.vs.in_view
if in_view.size < 2:
if debug_print:
print(f'{viz.name} not in view?')
continue
row_start = in_view[0]
if viz.is_ohlc:
y_ref = row_start['open']
else:
y_ref = row_start[viz.name]
profiler(f'{viz.name}@{chart_name} MINOR curve median')
key = 'open' if viz.is_ohlc else viz.name
start_t = row_start['time']
# returns scalars
r_up = (ymx - y_ref) / y_ref
r_down = (ymn - y_ref) / y_ref
disp = r_up - r_down
msg = (
f'Viz[{viz.name}][{key}]: @{chart_name}\n'
f' .yrange = {viz.vs.yrange}\n'
f' .xrange = {viz.vs.xrange}\n\n'
f'start_t: {start_t}\n'
f'y_ref: {y_ref}\n'
f'ymn: {ymn}\n'
f'ymx: {ymx}\n'
f'r_up: {r_up}\n'
f'r_down: {r_down}\n'
f'(full) disp: {disp}\n'
)
profiler(msg)
if debug_print:
print(msg)
# track the "major" curve as the curve with most
# dispersion.
if (
dnt.rng is None
or (
r_down < dnt.rng
and r_down < 0
)
):
dnt.viz = viz
dnt.rng = r_down
dnt.in_view = in_view
dnt.start_t = in_view[0]['time']
dnt.y_val = ymn
profiler(f'NEW DOWN: {viz.name}@{chart_name} r: {r_down}')
else:
# minor in the down swing range so check that if
# we apply the current rng to the minor that it
# doesn't go outside the current range for the major
# otherwise we recompute the minor's range (when
# adjusted for it's intersect point to be the new
# major's range.
intersect = intersect_from_longer(
dnt.start_t,
dnt.in_view,
start_t,
in_view,
viz.index_step(),
)
profiler(f'{viz.name}@{chart_name} intersect by t')
if intersect:
longer_in_view, _t, i = intersect
scaled_mn = dnt.apply_r(y_ref)
if scaled_mn > ymn:
# after major curve scaling we detected
# the minor curve is still out of range
# so we need to adjust the major's range
# to include the new composed range.
y_maj_ref = longer_in_view[key]
new_major_ymn = y_maj_ref * (1 + r_down)
# rewrite the major range to the new
# minor-pinned-to-major range and mark
# the transform as "virtual".
msg = (
f'EXPAND DOWN bc {viz.name}@{chart_name}\n'
f'y_start epoch time @ {_t}:\n'
f'y_maj_ref @ {_t}: {y_maj_ref}\n'
f'R: {dnt.rng} -> {r_down}\n'
f'MN: {dnt.y_val} -> {new_major_ymn}\n'
)
dnt.rng = r_down
dnt.y_val = new_major_ymn
profiler(msg)
if debug_print:
print(msg)
# is the current up `OverlayT` not yet defined or
# the current `r_up` greater then the previous max.
if (
upt.rng is None
or (
r_up > upt.rng
and r_up > 0
)
):
upt.rng = r_up
upt.viz = viz
upt.in_view = in_view
upt.start_t = in_view[0]['time']
upt.y_val = ymx
profiler(f'NEW UP: {viz.name}@{chart_name} r: {r_up}')
else:
intersect = intersect_from_longer(
upt.start_t,
upt.in_view,
start_t,
in_view,
viz.index_step(),
)
profiler(f'{viz.name}@{chart_name} intersect by t')
if intersect:
longer_in_view, _t, i = intersect
# after major curve scaling we detect if
# the minor curve is still out of range
# so we need to adjust the major's range
# to include the new composed range.
scaled_mx = upt.apply_r(y_ref)
if scaled_mx < ymx:
y_maj_ref = longer_in_view[key]
new_major_ymx = y_maj_ref * (1 + r_up)
# rewrite the major range to the new
# minor-pinned-to-major range and mark
# the transform as "virtual".
msg = (
f'EXPAND UP bc {viz.name}@{chart_name}:\n'
f'y_maj_ref @ {_t}: {y_maj_ref}\n'
f'R: {upt.rng} -> {r_up}\n'
f'MX: {upt.y_val} -> {new_major_ymx}\n'
)
upt.rng = r_up
upt.y_val = new_major_ymx
profiler(msg)
print(msg)
# register curves by a "full" dispersion metric for
# later sort order in the overlay (technique
# ) application loop below.
overlay_table[disp] = (
viz.plot.vb,
viz,
y_ref,
ymn,
ymx,
read_slc,
in_view,
r_up,
r_down,
)
profiler(f'{viz.name}@{chart_name} yrange scan complete')
# __ END OF scan phase (loop) __
# NOTE: if no there were no overlay charts
# detected/collected (could be either no group detected or
# chart with a single symbol, thus a single viz/overlay)
# then we ONLY set the mone chart's (viz) yrange and short
# circuit to the next chart in the linked charts loop. IOW
# there's no reason to go through the overlay dispersion
# scaling in the next loop below when only one curve is
# detected.
if (
not mxmns_by_common_pi
and len(overlay_table) < 2
):
if debug_print:
print(f'ONLY ranging major: {viz.name}')
out = _maybe_calc_yrange(
viz,
yrange_kwargs,
profiler,
chart_name,
)
if out is None:
continue
read_slc, yrange_kwargs = out
viz.plot.vb._set_yrange(**yrange_kwargs)
profiler(f'{viz.name}@{chart_name} single curve yrange')
# move to next chart in linked set since
# no overlay transforming is needed.
continue
elif (
mxmns_by_common_pi
and not overlay_table
):
# move to next chart in linked set since
# no overlay transforming is needed.
continue
profiler('`Viz` curve (first) scan phase complete\n')
r_up_mx: float
r_dn_mn: float
mx_disp = max(overlay_table)
if debug_print:
# print overlay table in descending dispersion order
msg = 'overlays in dispersion order:\n'
for i, disp in enumerate(reversed(overlay_table)):
entry = overlay_table[disp]
msg += f' [{i}] {disp}: {entry[1].name}\n'
print(
'TRANSFORM PHASE' + '-'*100 + '\n\n'
+
msg
)
if method == 'loglin_ref_to_curve':
mx_entry = overlay_table.pop(mx_disp)
else:
# TODO: for pin to first-in-view we need to no pop this from the
# table, but can we simplify below code even more?
mx_entry = overlay_table[mx_disp]
(
mx_view, # viewbox
mx_viz, # viz
_, # y_ref
mx_ymn,
mx_ymx,
_, # read_slc
mx_in_view, # in_view array
r_up_mx,
r_dn_mn,
) = mx_entry
mx_time = mx_in_view['time']
mx_xref = mx_time[0]
# conduct "log-linearized multi-plot" range transform
# calculations for curves detected as overlays in the previous
# loop:
# -> iterate all curves Ci in dispersion-measure sorted order
# going from smallest swing to largest via the
# ``overlay_table: dict``,
# -> match on overlay ``method: str`` provided by caller,
# -> calc y-ranges from each curve's time series and store in
# a final table ``scaled: dict`` for final application in the
# scaling loop; the final phase.
scaled: dict[
float,
tuple[Viz, float, float, float, float]
] = {}
for full_disp in reversed(overlay_table):
(
view,
viz,
y_start,
y_min,
y_max,
read_slc,
minor_in_view,
r_up,
r_dn,
) = overlay_table[full_disp]
key = 'open' if viz.is_ohlc else viz.name
xref = minor_in_view[0]['time']
match method:
# Pin this curve to the "major dispersion" (or other
# target) curve:
#
# - find the intersect datum and then scaling according
# to the returns log-lin tranform 'at that intersect
# reference data'.
# - if the pinning/log-returns-based transform scaling
# results in this minor/pinned curve being out of
# view, adjust the scalars to match **this** curve's
# y-range to stay in view and then backpropagate that
# scaling to all curves, including the major-target,
# which were previously scaled before.
case 'loglin_ref_to_curve':
# calculate y-range scalars from the earliest
# "intersect" datum with the target-major
# (dispersion) curve so as to "pin" the curves
# in the y-domain at that spot.
# NOTE: there are 2 cases for un-matched support
# in x-domain (where one series is shorter then the
# other):
# => major is longer then minor:
# - need to scale the minor *from* the first
# supported datum in both series.
#
# => major is shorter then minor:
# - need to scale the minor *from* the first
# supported datum in both series (the
# intersect x-value) but using the
# intersecting point from the minor **not**
# its first value in view!
yref = y_start
if mx_xref > xref:
(
xref_pin,
yref,
) = viz.i_from_t(
mx_xref,
return_y=True,
)
xref_pin_dt = pendulum.from_timestamp(xref_pin)
xref = mx_xref
if debug_print:
print(
'MAJOR SHORTER!!!\n'
f'xref: {xref}\n'
f'xref_pin: {xref_pin}\n'
f'xref_pin-dt: {xref_pin_dt}\n'
f'yref@xref_pin: {yref}\n'
)
# XXX: we need to handle not-in-view cases?
# still not sure why or when tf this happens..
mx_scalars = mx_viz.scalars_from_index(xref)
if mx_scalars is None:
continue
(
i_start,
y_ref_major,
r_up_from_major_at_xref,
r_down_from_major_at_xref,
) = mx_scalars
if debug_print:
print(
'MAJOR PIN SCALING\n'
f'mx_xref: {mx_xref}\n'
f'major i_start: {i_start}\n'
f'y_ref_major: {y_ref_major}\n'
f'r_up_from_major_at_xref '
f'{r_up_from_major_at_xref}\n'
f'r_down_from_major_at_xref: '
f'{r_down_from_major_at_xref}\n'
f'-----to minor-----\n'
f'xref: {xref}\n'
f'y_start: {y_start}\n'
f'yref: {yref}\n'
)
ymn = yref * (1 + r_down_from_major_at_xref)
ymx = yref * (1 + r_up_from_major_at_xref)
# if this curve's y-range is detected as **not
# being in view** after applying the
# target-major's transform, adjust the
# target-major curve's range to (log-linearly)
# include it (the extra missing range) by
# adjusting the y-mxmn to this new y-range and
# applying the inverse transform of the minor
# back on the target-major (and possibly any
# other previously-scaled-to-target/major, minor
# curves).
if ymn >= y_min:
ymn = y_min
r_dn_minor = (ymn - yref) / yref
# rescale major curve's y-max to include new
# range increase required by **this minor**.
mx_ymn = y_ref_major * (1 + r_dn_minor)
mx_viz.vs.yrange = mx_ymn, mx_viz.vs.yrange[1]
if debug_print:
print(
f'RESCALE {mx_viz.name} DUE TO {viz.name} '
f'ymn -> {y_min}\n'
f'-> MAJ ymn (w r_down: {r_dn_minor}) '
f'-> {mx_ymn}\n\n'
)
# rescale all already scaled curves to new
# increased range for this side as
# determined by ``y_min`` staying in view;
# re-set the `scaled: dict` entry to
# ensure that this minor curve will be
# entirely in view.
# TODO: re updating already-scaled minor curves
# - is there a faster way to do this by
# mutating state on some object instead?
for _view in scaled:
_viz, _yref, _ymn, _ymx, _xref = scaled[_view]
(
_,
_,
_,
r_down_from_out_of_range,
) = mx_viz.scalars_from_index(_xref)
new_ymn = _yref * (1 + r_down_from_out_of_range)
scaled[_view] = (
_viz, _yref, new_ymn, _ymx, _xref)
if debug_print:
print(
f'RESCALE {_viz.name} ymn -> {new_ymn}'
f'RESCALE MAJ ymn -> {mx_ymn}'
)
# same as above but for minor being out-of-range
# on the upside.
if ymx <= y_max:
ymx = y_max
r_up_minor = (ymx - yref) / yref
mx_ymx = y_ref_major * (1 + r_up_minor)
mx_viz.vs.yrange = mx_viz.vs.yrange[0], mx_ymx
if debug_print:
print(
f'RESCALE {mx_viz.name} DUE TO {viz.name} '
f'ymx -> {y_max}\n'
f'-> MAJ ymx (r_up: {r_up_minor} '
f'-> {mx_ymx}\n\n'
)
for _view in scaled:
_viz, _yref, _ymn, _ymx, _xref = scaled[_view]
(
_,
_,
r_up_from_out_of_range,
_,
) = mx_viz.scalars_from_index(_xref)
new_ymx = _yref * (1 + r_up_from_out_of_range)
scaled[_view] = (
_viz, _yref, _ymn, new_ymx, _xref)
if debug_print:
print(
f'RESCALE {_viz.name} ymn -> {new_ymx}'
)
# register all overlays for a final pass where we
# apply all pinned-curve y-range transform scalings.
scaled[view] = (viz, yref, ymn, ymx, xref)
if debug_print:
print(
f'Viz[{viz.name}]: @ {chart_name}\n'
f' .yrange = {viz.vs.yrange}\n'
f' .xrange = {viz.vs.xrange}\n\n'
f'xref: {xref}\n'
f'xref-dt: {pendulum.from_timestamp(xref)}\n'
f'y_min: {y_min}\n'
f'y_max: {y_max}\n'
f'RESCALING\n'
f'r dn: {r_down_from_major_at_xref}\n'
f'r up: {r_up_from_major_at_xref}\n'
f'ymn: {ymn}\n'
f'ymx: {ymx}\n'
)
# Pin all curves by their first datum in view to all
# others such that each curve's earliest datum provides the
# reference point for returns vs. every other curve in
# view.
case 'loglin_ref_to_first':
ymn = dnt.apply_r(y_start)
ymx = upt.apply_r(y_start)
view._set_yrange(yrange=(ymn, ymx))
# Do not pin curves by log-linearizing their y-ranges,
# instead allow each curve to fully scale to the
# time-series in view's min and max y-values.
case 'mxmn':
view._set_yrange(yrange=(y_min, y_max))
case _:
raise RuntimeError(
f'overlay ``method`` is invalid `{method}'
)
# __ END OF transform calc phase (loop) __
# finally, scale the major target/dispersion curve to
# the (possibly re-scaled/modified) values were set in
# transform phase loop.
mx_view._set_yrange(yrange=(mx_ymn, mx_ymx))
if scaled:
if debug_print:
print(
'SCALING PHASE' + '-'*100 + '\n\n'
'_________MAJOR INFO___________\n'
f'SIGMA MAJOR C: {mx_viz.name} -> {mx_disp}\n'
f'UP MAJOR C: {upt.viz.name} with disp: {upt.rng}\n'
f'DOWN MAJOR C: {dnt.viz.name} with disp: {dnt.rng}\n'
f'xref: {mx_xref}\n'
f'xref-dt: {pendulum.from_timestamp(mx_xref)}\n'
f'dn: {r_dn_mn}\n'
f'up: {r_up_mx}\n'
f'mx_ymn: {mx_ymn}\n'
f'mx_ymx: {mx_ymx}\n'
'------------------------------'
)
for (
view,
(viz, yref, ymn, ymx, xref)
) in scaled.items():
# NOTE XXX: we have to set each curve's range once (and
# ONLY ONCE) here since we're doing this entire routine
# inside of a single render cycle (and apparently calling
# `ViewBox.setYRange()` multiple times within one only takes
# the first call as serious...) XD
view._set_yrange(yrange=(ymn, ymx))
profiler(f'{viz.name}@{chart_name} log-SCALE minor')
if debug_print:
print(
'_________MINOR INFO___________\n'
f'Viz[{viz.name}]: @ {chart_name}\n'
f' .yrange = {viz.vs.yrange}\n'
f' .xrange = {viz.vs.xrange}\n\n'
f'xref: {xref}\n'
f'xref-dt: {pendulum.from_timestamp(xref)}\n'
f'y_start: {y_start}\n'
f'y min: {y_min}\n'
f'y max: {y_max}\n'
f'T scaled ymn: {ymn}\n'
f'T scaled ymx: {ymx}\n\n'
'--------------------------------\n'
)
# __ END OF overlay scale phase (loop) __
if debug_print:
print(
f'END UX GRAPHICS CYCLE: @{chart_name}\n'
+
divstr
+
'\n'
)
profiler(f'<{chart_name}>.interact_graphics_cycle()')
if not do_linked_charts:
break
profiler.finish()