Allocate m4 output arrays in `numba` code, avoid segfaults?
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44482cbc1b
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f6136245f9
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@ -207,7 +207,7 @@ def ohlc_to_m4_line(
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# NOTE: found that a 16x px width brought greater
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# NOTE: found that a 16x px width brought greater
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# detail, likely due to dpi scaling?
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# detail, likely due to dpi scaling?
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# px_width=px_width * 16,
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# px_width=px_width * 16,
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32 / (1 + math.log(uppx, 2)),
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64 / (1 + math.log(uppx, 2)),
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1
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1
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)
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)
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)
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)
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@ -291,18 +291,16 @@ def ds_m4(
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if r:
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if r:
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frames += 1
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frames += 1
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# these are pre-allocated and mutated by ``numba``
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# code in-place.
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y_out = np.zeros((frames, 4), y.dtype)
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i_win = np.zeros(frames, x.dtype)
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# call into ``numba``
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# call into ``numba``
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nb = _m4(
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nb, i_win, y_out = _m4(
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x,
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x,
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y,
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y,
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i_win,
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frames,
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y_out,
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# TODO: see func below..
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# i_win,
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# y_out,
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# first index in x data to start at
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# first index in x data to start at
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x_start,
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x_start,
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@ -322,19 +320,25 @@ def ds_m4(
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@jit(
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@jit(
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nopython=True,
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nopython=True,
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nogil=True,
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# nogil=True,
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)
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)
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def _m4(
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def _m4(
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xs: np.ndarray,
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xs: np.ndarray,
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ys: np.ndarray,
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ys: np.ndarray,
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frames: int,
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# TODO: using this approach by having the ``.zeros()`` alloc lines
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# below, in put python was causing segs faults and alloc crashes..
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# we might need to see how it behaves with shm arrays and consider
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# allocating them once at startup?
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# pre-alloc array of x indices mapping to the start
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# pre-alloc array of x indices mapping to the start
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# of each window used for downsampling in y.
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# of each window used for downsampling in y.
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i_win: np.ndarray,
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# i_win: np.ndarray,
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# pre-alloc array of output downsampled y values
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# pre-alloc array of output downsampled y values
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ds: np.ndarray,
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# y_out: np.ndarray,
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x_start: int,
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x_start: int,
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step: float,
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step: float,
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@ -343,6 +347,11 @@ def _m4(
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# nbins = len(i_win)
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# nbins = len(i_win)
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# count = len(xs)
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# count = len(xs)
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# these are pre-allocated and mutated by ``numba``
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# code in-place.
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y_out = np.zeros((frames, 4), ys.dtype)
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i_win = np.zeros(frames, xs.dtype)
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bincount = 0
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bincount = 0
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x_left = x_start
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x_left = x_start
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@ -357,15 +366,15 @@ def _m4(
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# (aka a row broadcast).
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# (aka a row broadcast).
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i_win[bincount] = x_left
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i_win[bincount] = x_left
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# set all y-values to the first value passed in.
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# set all y-values to the first value passed in.
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ds[bincount] = ys[0]
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y_out[bincount] = ys[0]
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for i in range(len(xs)):
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for i in range(len(xs)):
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x = xs[i]
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x = xs[i]
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y = ys[i]
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y = ys[i]
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if x < x_left + step: # the current window "step" is [bin, bin+1)
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if x < x_left + step: # the current window "step" is [bin, bin+1)
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ds[bincount, 1] = min(y, ds[bincount, 1])
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y_out[bincount, 1] = min(y, y_out[bincount, 1])
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ds[bincount, 2] = max(y, ds[bincount, 2])
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y_out[bincount, 2] = max(y, y_out[bincount, 2])
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ds[bincount, 3] = y
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y_out[bincount, 3] = y
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else:
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else:
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# Find the next bin
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# Find the next bin
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while x >= x_left + step:
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while x >= x_left + step:
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@ -373,6 +382,6 @@ def _m4(
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bincount += 1
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bincount += 1
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i_win[bincount] = x_left
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i_win[bincount] = x_left
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ds[bincount] = y
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y_out[bincount] = y
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return bincount
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return bincount, i_win, y_out
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