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Add `BarItems.draw_last()` and disable `.update_from_array()`

incremental_update_paths
Tyler Goodlet 2022-04-20 11:42:49 -04:00
parent e0a72a2174
commit f4dc0fbab8
1 changed files with 316 additions and 276 deletions
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592
piker/ui/_ohlc.py
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@ -244,7 +244,7 @@ class BarItems(pg.GraphicsObject):
self.fast_path = QtGui.QPainterPath() self.fast_path = QtGui.QPainterPath()
self._xrange: tuple[int, int] self._xrange: tuple[int, int]
self._yrange: tuple[float, float] # self._yrange: tuple[float, float]
self._vrange = None self._vrange = None
# TODO: don't render the full backing array each time # TODO: don't render the full backing array each time
@ -281,10 +281,10 @@ class BarItems(pg.GraphicsObject):
# self.start_index = len(ohlc) # self.start_index = len(ohlc)
index = ohlc['index'] index = ohlc['index']
self._xrange = (index[0], index[-1]) self._xrange = (index[0], index[-1])
self._yrange = ( # self._yrange = (
np.nanmax(ohlc['high']), # np.nanmax(ohlc['high']),
np.nanmin(ohlc['low']), # np.nanmin(ohlc['low']),
) # )
# up to last to avoid double draw of last bar # up to last to avoid double draw of last bar
self._last_bar_lines = bar_from_ohlc_row(last, self.w) self._last_bar_lines = bar_from_ohlc_row(last, self.w)
@ -325,286 +325,326 @@ class BarItems(pg.GraphicsObject):
else: else:
return 0 return 0
def update_from_array( # def update_from_array(
# self,
# # full array input history
# ohlc: np.ndarray,
# # pre-sliced array data that's "in view"
# ohlc_iv: np.ndarray,
# view_range: Optional[tuple[int, int]] = None,
# profiler: Optional[pg.debug.Profiler] = None,
# ) -> None:
# '''
# Update the last datum's bar graphic from input data array.
# This routine should be interface compatible with
# ``pg.PlotCurveItem.setData()``. Normally this method in
# ``pyqtgraph`` seems to update all the data passed to the
# graphics object, and then update/rerender, but here we're
# assuming the prior graphics havent changed (OHLC history rarely
# does) so this "should" be simpler and faster.
# This routine should be made (transitively) as fast as possible.
# '''
# profiler = profiler or pg.debug.Profiler(
# disabled=not pg_profile_enabled(),
# gt=ms_slower_then,
# delayed=True,
# )
# # index = self.start_index
# istart, istop = self._xrange
# # ds_istart, ds_istop = self._ds_xrange
# index = ohlc['index']
# first_index, last_index = index[0], index[-1]
# # length = len(ohlc)
# # prepend_length = istart - first_index
# # append_length = last_index - istop
# # ds_prepend_length = ds_istart - first_index
# # ds_append_length = last_index - ds_istop
# flip_cache = False
# x_gt = 16
# if self._ds_line:
# uppx = self._ds_line.x_uppx()
# else:
# uppx = 0
# should_line = self._in_ds
# if (
# self._in_ds
# and uppx < x_gt
# ):
# should_line = False
# elif (
# not self._in_ds
# and uppx >= x_gt
# ):
# should_line = True
# profiler('ds logic complete')
# if should_line:
# # update the line graphic
# # x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
# x, y = self._ds_line_xy = ohlc_flatten(ohlc)
# x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
# profiler('flattening bars to line')
# # TODO: we should be diffing the amount of new data which
# # needs to be downsampled. Ideally we actually are just
# # doing all the ds-ing in sibling actors so that the data
# # can just be read and rendered to graphics on events of our
# # choice.
# # diff = do_diff(ohlc, new_bit)
# curve = self._ds_line
# curve.update_from_array(
# x=x,
# y=y,
# x_iv=x_iv,
# y_iv=y_iv,
# view_range=None, # hack
# profiler=profiler,
# )
# profiler('updated ds line')
# if not self._in_ds:
# # hide bars and show line
# self.hide()
# # XXX: is this actually any faster?
# # self._pi.removeItem(self)
# # TODO: a `.ui()` log level?
# log.info(
# f'downsampling to line graphic {self._name}'
# )
# # self._pi.addItem(curve)
# curve.show()
# curve.update()
# self._in_ds = True
# # stop here since we don't need to update bars path any more
# # as we delegate to the downsample line with updates.
# else:
# # we should be in bars mode
# if self._in_ds:
# # flip back to bars graphics and hide the downsample line.
# log.info(f'showing bars graphic {self._name}')
# curve = self._ds_line
# curve.hide()
# # self._pi.removeItem(curve)
# # XXX: is this actually any faster?
# # self._pi.addItem(self)
# self.show()
# self._in_ds = False
# # generate in_view path
# self.path = gen_qpath(
# ohlc_iv,
# 0,
# self.w,
# # path=self.path,
# )
# # TODO: to make the downsampling faster
# # - allow mapping only a range of lines thus only drawing as
# # many bars as exactly specified.
# # - move ohlc "flattening" to a shmarr
# # - maybe move all this embedded logic to a higher
# # level type?
# # if prepend_length:
# # # new history was added and we need to render a new path
# # prepend_bars = ohlc[:prepend_length]
# # if ds_prepend_length:
# # ds_prepend_bars = ohlc[:ds_prepend_length]
# # pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
# # fx = np.concatenate((pre_x, fx))
# # fy = np.concatenate((pre_y, fy))
# # profiler('ds line prepend diff complete')
# # if append_length:
# # # generate new graphics to match provided array
# # # path appending logic:
# # # we need to get the previous "current bar(s)" for the time step
# # # and convert it to a sub-path to append to the historical set
# # # new_bars = ohlc[istop - 1:istop + append_length - 1]
# # append_bars = ohlc[-append_length - 1:-1]
# # # print(f'ohlc bars to append size: {append_bars.size}\n')
# # if ds_append_length:
# # ds_append_bars = ohlc[-ds_append_length - 1:-1]
# # post_x, post_y = ohlc_flatten(ds_append_bars)
# # print(
# # f'ds curve to append sizes: {(post_x.size, post_y.size)}'
# # )
# # fx = np.concatenate((fx, post_x))
# # fy = np.concatenate((fy, post_y))
# # profiler('ds line append diff complete')
# profiler('array diffs complete')
# # does this work?
# last = ohlc[-1]
# # fy[-1] = last['close']
# # # incremental update and cache line datums
# # self._ds_line_xy = fx, fy
# # maybe downsample to line
# # ds = self.maybe_downsample()
# # if ds:
# # # if we downsample to a line don't bother with
# # # any more path generation / updates
# # self._ds_xrange = first_index, last_index
# # profiler('downsampled to line')
# # return
# # print(in_view.size)
# # if self.path:
# # self.path = path
# # self.path.reserve(path.capacity())
# # self.path.swap(path)
# # path updates
# # if prepend_length:
# # # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
# # # y value not matching the first value from
# # # ohlc[prepend_length + 1] ???
# # prepend_path = gen_qpath(prepend_bars, 0, self.w)
# # old_path = self.path
# # self.path = prepend_path
# # self.path.addPath(old_path)
# # profiler('path PREPEND')
# # if append_length:
# # append_path = gen_qpath(append_bars, 0, self.w)
# # self.path.moveTo(
# # float(istop - self.w),
# # float(append_bars[0]['open'])
# # )
# # self.path.addPath(append_path)
# # profiler('path APPEND')
# # fp = self.fast_path
# # if fp is None:
# # self.fast_path = append_path
# # else:
# # fp.moveTo(
# # float(istop - self.w), float(new_bars[0]['open'])
# # )
# # fp.addPath(append_path)
# # self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
# # flip_cache = True
# self._xrange = first_index, last_index
# # trigger redraw despite caching
# self.prepareGeometryChange()
# self.draw_last(last)
# # # generate new lines objects for updatable "current bar"
# # self._last_bar_lines = bar_from_ohlc_row(last, self.w)
# # # last bar update
# # i, o, h, l, last, v = last[
# # ['index', 'open', 'high', 'low', 'close', 'volume']
# # ]
# # # assert i == self.start_index - 1
# # # assert i == last_index
# # body, larm, rarm = self._last_bar_lines
# # # XXX: is there a faster way to modify this?
# # rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# # # writer is responsible for changing open on "first" volume of bar
# # larm.setLine(larm.x1(), o, larm.x2(), o)
# # if l != h: # noqa
# # if body is None:
# # body = self._last_bar_lines[0] = QLineF(i, l, i, h)
# # else:
# # # update body
# # body.setLine(i, l, i, h)
# # # XXX: pretty sure this is causing an issue where the bar has
# # # a large upward move right before the next sample and the body
# # # is getting set to None since the next bar is flat but the shm
# # # array index update wasn't read by the time this code runs. Iow
# # # we're doing this removal of the body for a bar index that is
# # # now out of date / from some previous sample. It's weird
# # # though because i've seen it do this to bars i - 3 back?
# profiler('last bar set')
# self.update()
# profiler('.update()')
# if flip_cache:
# self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
# # profiler.finish()
def draw_last(
self, self,
last: np.ndarray,
# full array input history
ohlc: np.ndarray,
# pre-sliced array data that's "in view"
ohlc_iv: np.ndarray,
view_range: Optional[tuple[int, int]] = None,
profiler: Optional[pg.debug.Profiler] = None,
) -> None: ) -> None:
''' # generate new lines objects for updatable "current bar"
Update the last datum's bar graphic from input data array. self._last_bar_lines = bar_from_ohlc_row(last, self.w)
This routine should be interface compatible with # last bar update
``pg.PlotCurveItem.setData()``. Normally this method in i, o, h, l, last, v = last[
``pyqtgraph`` seems to update all the data passed to the ['index', 'open', 'high', 'low', 'close', 'volume']
graphics object, and then update/rerender, but here we're ]
assuming the prior graphics havent changed (OHLC history rarely # assert i == self.start_index - 1
does) so this "should" be simpler and faster. # assert i == last_index
body, larm, rarm = self._last_bar_lines
This routine should be made (transitively) as fast as possible. # XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
''' # writer is responsible for changing open on "first" volume of bar
profiler = profiler or pg.debug.Profiler( larm.setLine(larm.x1(), o, larm.x2(), o)
disabled=not pg_profile_enabled(),
gt=ms_slower_then,
delayed=True,
)
# index = self.start_index if l != h: # noqa
istart, istop = self._xrange
# ds_istart, ds_istop = self._ds_xrange
index = ohlc['index'] if body is None:
first_index, last_index = index[0], index[-1] body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
# length = len(ohlc) # XXX: pretty sure this is causing an issue where the bar has
# prepend_length = istart - first_index # a large upward move right before the next sample and the body
# append_length = last_index - istop # is getting set to None since the next bar is flat but the shm
# array index update wasn't read by the time this code runs. Iow
# ds_prepend_length = ds_istart - first_index # we're doing this removal of the body for a bar index that is
# ds_append_length = last_index - ds_istop # now out of date / from some previous sample. It's weird
# though because i've seen it do this to bars i - 3 back?
flip_cache = False
x_gt = 16
if self._ds_line:
uppx = self._ds_line.x_uppx()
else:
uppx = 0
should_line = self._in_ds
if (
self._in_ds
and uppx < x_gt
):
should_line = False
elif (
not self._in_ds
and uppx >= x_gt
):
should_line = True
profiler('ds logic complete')
if should_line:
# update the line graphic
# x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
profiler('flattening bars to line')
# TODO: we should be diffing the amount of new data which
# needs to be downsampled. Ideally we actually are just
# doing all the ds-ing in sibling actors so that the data
# can just be read and rendered to graphics on events of our
# choice.
# diff = do_diff(ohlc, new_bit)
curve = self._ds_line
curve.update_from_array(
x=x,
y=y,
x_iv=x_iv,
y_iv=y_iv,
view_range=None, # hack
profiler=profiler,
)
profiler('updated ds line')
if not self._in_ds:
# hide bars and show line
self.hide()
# XXX: is this actually any faster?
# self._pi.removeItem(self)
# TODO: a `.ui()` log level?
log.info(
f'downsampling to line graphic {self._name}'
)
# self._pi.addItem(curve)
curve.show()
curve.update()
self._in_ds = True
# stop here since we don't need to update bars path any more
# as we delegate to the downsample line with updates.
else:
# we should be in bars mode
if self._in_ds:
# flip back to bars graphics and hide the downsample line.
log.info(f'showing bars graphic {self._name}')
curve = self._ds_line
curve.hide()
# self._pi.removeItem(curve)
# XXX: is this actually any faster?
# self._pi.addItem(self)
self.show()
self._in_ds = False
# generate in_view path
self.path = gen_qpath(
ohlc_iv,
0,
self.w,
# path=self.path,
)
# TODO: to make the downsampling faster
# - allow mapping only a range of lines thus only drawing as
# many bars as exactly specified.
# - move ohlc "flattening" to a shmarr
# - maybe move all this embedded logic to a higher
# level type?
# if prepend_length:
# # new history was added and we need to render a new path
# prepend_bars = ohlc[:prepend_length]
# if ds_prepend_length:
# ds_prepend_bars = ohlc[:ds_prepend_length]
# pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
# fx = np.concatenate((pre_x, fx))
# fy = np.concatenate((pre_y, fy))
# profiler('ds line prepend diff complete')
# if append_length:
# # generate new graphics to match provided array
# # path appending logic:
# # we need to get the previous "current bar(s)" for the time step
# # and convert it to a sub-path to append to the historical set
# # new_bars = ohlc[istop - 1:istop + append_length - 1]
# append_bars = ohlc[-append_length - 1:-1]
# # print(f'ohlc bars to append size: {append_bars.size}\n')
# if ds_append_length:
# ds_append_bars = ohlc[-ds_append_length - 1:-1]
# post_x, post_y = ohlc_flatten(ds_append_bars)
# print(
# f'ds curve to append sizes: {(post_x.size, post_y.size)}'
# )
# fx = np.concatenate((fx, post_x))
# fy = np.concatenate((fy, post_y))
# profiler('ds line append diff complete')
profiler('array diffs complete')
# does this work?
last = ohlc[-1]
# fy[-1] = last['close']
# # incremental update and cache line datums
# self._ds_line_xy = fx, fy
# maybe downsample to line
# ds = self.maybe_downsample()
# if ds:
# # if we downsample to a line don't bother with
# # any more path generation / updates
# self._ds_xrange = first_index, last_index
# profiler('downsampled to line')
# return
# print(in_view.size)
# if self.path:
# self.path = path
# self.path.reserve(path.capacity())
# self.path.swap(path)
# path updates
# if prepend_length:
# # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
# # y value not matching the first value from
# # ohlc[prepend_length + 1] ???
# prepend_path = gen_qpath(prepend_bars, 0, self.w)
# old_path = self.path
# self.path = prepend_path
# self.path.addPath(old_path)
# profiler('path PREPEND')
# if append_length:
# append_path = gen_qpath(append_bars, 0, self.w)
# self.path.moveTo(
# float(istop - self.w),
# float(append_bars[0]['open'])
# )
# self.path.addPath(append_path)
# profiler('path APPEND')
# fp = self.fast_path
# if fp is None:
# self.fast_path = append_path
# else:
# fp.moveTo(
# float(istop - self.w), float(new_bars[0]['open'])
# )
# fp.addPath(append_path)
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
# flip_cache = True
self._xrange = first_index, last_index
# trigger redraw despite caching
self.prepareGeometryChange()
# generate new lines objects for updatable "current bar"
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
# last bar update
i, o, h, l, last, v = last[
['index', 'open', 'high', 'low', 'close', 'volume']
]
# assert i == self.start_index - 1
# assert i == last_index
body, larm, rarm = self._last_bar_lines
# XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# writer is responsible for changing open on "first" volume of bar
larm.setLine(larm.x1(), o, larm.x2(), o)
if l != h: # noqa
if body is None:
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
# XXX: pretty sure this is causing an issue where the bar has
# a large upward move right before the next sample and the body
# is getting set to None since the next bar is flat but the shm
# array index update wasn't read by the time this code runs. Iow
# we're doing this removal of the body for a bar index that is
# now out of date / from some previous sample. It's weird
# though because i've seen it do this to bars i - 3 back?
profiler('last bar set')
self.update()
profiler('.update()')
if flip_cache:
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
# profiler.finish()
def boundingRect(self): def boundingRect(self):
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect