Store lines graphics in struct array to simplify indexing
parent
4ceffdd83f
commit
f9084b8650
|
@ -1,9 +1,9 @@
|
||||||
"""
|
"""
|
||||||
Chart graphics for displaying a slew of different data types.
|
Chart graphics for displaying a slew of different data types.
|
||||||
"""
|
"""
|
||||||
# from typing import Dict, Any
|
from typing import List
|
||||||
from enum import Enum
|
from enum import Enum
|
||||||
from contextlib import contextmanager
|
from itertools import chain
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
|
@ -169,17 +169,34 @@ class CrossHairItem(pg.GraphicsObject):
|
||||||
return self.parent.boundingRect()
|
return self.parent.boundingRect()
|
||||||
|
|
||||||
|
|
||||||
|
def _mk_lines_array(data: List, size: int) -> np.ndarray:
|
||||||
|
"""Create an ndarray to hold lines graphics objects.
|
||||||
|
"""
|
||||||
|
# TODO: might want to just make this a 2d array to be faster at
|
||||||
|
# flattening using .ravel()?
|
||||||
|
return np.empty_like(
|
||||||
|
data,
|
||||||
|
shape=(int(size),),
|
||||||
|
dtype=[
|
||||||
|
('index', int),
|
||||||
|
('body', object),
|
||||||
|
('rarm', object),
|
||||||
|
('larm', object)
|
||||||
|
],
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
def bars_from_ohlc(
|
def bars_from_ohlc(
|
||||||
data: np.ndarray,
|
data: np.ndarray,
|
||||||
start: int = 0,
|
start: int = 0,
|
||||||
w: float = 0.4,
|
w: float = 0.43,
|
||||||
) -> np.ndarray:
|
) -> np.ndarray:
|
||||||
lines = np.empty_like(data, shape=(data.shape[0]*3,), dtype=object)
|
"""Generate an array of lines objects from input ohlc data.
|
||||||
|
"""
|
||||||
|
lines = _mk_lines_array(data, data.shape[0])
|
||||||
|
|
||||||
for i, q in enumerate(data[start:], start=start):
|
for i, q in enumerate(data[start:], start=start):
|
||||||
low = q['low']
|
low, high, index = q['low'], q['high'], q['index']
|
||||||
high = q['high']
|
|
||||||
index = q['index']
|
|
||||||
|
|
||||||
# high - low line
|
# high - low line
|
||||||
if low != high:
|
if low != high:
|
||||||
|
@ -195,7 +212,8 @@ def bars_from_ohlc(
|
||||||
c = QLineF(index + w, q['close'], index, q['close'])
|
c = QLineF(index + w, q['close'], index, q['close'])
|
||||||
|
|
||||||
# indexing here is as per the below comments
|
# indexing here is as per the below comments
|
||||||
lines[3*i:3*i+3] = (hl, o, c)
|
# lines[3*i:3*i+3] = (hl, o, c)
|
||||||
|
lines[i] = (index, hl, o, c)
|
||||||
|
|
||||||
# if not _tina_mode: # piker mode
|
# if not _tina_mode: # piker mode
|
||||||
# else _tina_mode:
|
# else _tina_mode:
|
||||||
|
@ -240,27 +258,10 @@ class BarItems(pg.GraphicsObject):
|
||||||
# XXX: not sure this actually needs to be an array other
|
# XXX: not sure this actually needs to be an array other
|
||||||
# then for the old tina mode calcs for up/down bars below?
|
# then for the old tina mode calcs for up/down bars below?
|
||||||
# lines container
|
# lines container
|
||||||
self.lines: np.ndarray = np.empty_like(
|
self.lines = _mk_lines_array([], 50e3)
|
||||||
[], shape=(int(50e3),), dtype=object)
|
|
||||||
self._index = 0
|
|
||||||
|
|
||||||
def _set_index(self, val):
|
# track the current length of drawable lines within the larger array
|
||||||
# breakpoint()
|
self.index: int = 0
|
||||||
self._index = val
|
|
||||||
|
|
||||||
def _get_index(self):
|
|
||||||
return self._index
|
|
||||||
|
|
||||||
index = property(_get_index, _set_index)
|
|
||||||
|
|
||||||
# TODO: can we be faster just dropping this?
|
|
||||||
@contextmanager
|
|
||||||
def painter(self):
|
|
||||||
# pre-computing a QPicture object allows paint() to run much
|
|
||||||
# more quickly, rather than re-drawing the shapes every time.
|
|
||||||
p = QtGui.QPainter(self.picture)
|
|
||||||
yield p
|
|
||||||
p.end()
|
|
||||||
|
|
||||||
@timeit
|
@timeit
|
||||||
def draw_from_data(
|
def draw_from_data(
|
||||||
|
@ -270,17 +271,28 @@ class BarItems(pg.GraphicsObject):
|
||||||
):
|
):
|
||||||
"""Draw OHLC datum graphics from a ``np.recarray``.
|
"""Draw OHLC datum graphics from a ``np.recarray``.
|
||||||
"""
|
"""
|
||||||
lines = bars_from_ohlc(data, start=start, w=self.w)
|
lines = bars_from_ohlc(data, start=start)
|
||||||
|
|
||||||
# save graphics for later reference and keep track
|
# save graphics for later reference and keep track
|
||||||
# of current internal "last index"
|
# of current internal "last index"
|
||||||
index = len(lines)
|
index = len(lines)
|
||||||
self.lines[:index] = lines
|
self.lines[:index] = lines
|
||||||
self.index = index
|
self.index = index
|
||||||
|
self.draw_lines()
|
||||||
|
|
||||||
with self.painter() as p:
|
def draw_lines(self):
|
||||||
p.setPen(self.bull_pen)
|
"""Draw the current line set using the painter.
|
||||||
p.drawLines(*self.lines[:index])
|
"""
|
||||||
|
to_draw = self.lines[
|
||||||
|
['body', 'larm', 'rarm']][:self.index]
|
||||||
|
|
||||||
|
# pre-computing a QPicture object allows paint() to run much
|
||||||
|
# more quickly, rather than re-drawing the shapes every time.
|
||||||
|
p = QtGui.QPainter(self.picture)
|
||||||
|
p.setPen(self.bull_pen)
|
||||||
|
# TODO: might be better to use 2d array
|
||||||
|
p.drawLines(*chain.from_iterable(to_draw))
|
||||||
|
p.end()
|
||||||
|
|
||||||
def update_from_array(
|
def update_from_array(
|
||||||
self,
|
self,
|
||||||
|
@ -297,58 +309,51 @@ class BarItems(pg.GraphicsObject):
|
||||||
"""
|
"""
|
||||||
index = self.index
|
index = self.index
|
||||||
length = len(array)
|
length = len(array)
|
||||||
idata = int(index/3) - 1
|
extra = length - index
|
||||||
extra = length - idata
|
|
||||||
if extra > 0:
|
if extra > 0:
|
||||||
# generate new graphics to match provided array
|
# generate new graphics to match provided array
|
||||||
new = array[-extra:]
|
new = array[index:index + extra]
|
||||||
lines = bars_from_ohlc(new, w=self.w)
|
lines = bars_from_ohlc(new)
|
||||||
|
bars_added = len(lines)
|
||||||
|
self.lines[index:index + bars_added] = lines
|
||||||
|
self.index += bars_added
|
||||||
|
|
||||||
added = len(new) * 3
|
# else: # current bar update
|
||||||
assert len(lines) == added
|
# do we really need to verify the entire past data set?
|
||||||
|
# index, time, open, high, low, close, volume
|
||||||
|
i, time, _, _, _, close, _ = array[-1]
|
||||||
|
last = close
|
||||||
|
i, body, larm, rarm = self.lines[index-1]
|
||||||
|
if not rarm:
|
||||||
|
breakpoint()
|
||||||
|
|
||||||
self.lines[index:index + len(lines)] = lines
|
# XXX: is there a faster way to modify this?
|
||||||
|
# update right arm
|
||||||
|
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
||||||
|
|
||||||
self.index += len(lines)
|
# update body
|
||||||
|
high = body.y2()
|
||||||
|
low = body.y1()
|
||||||
|
if last < low:
|
||||||
|
low = last
|
||||||
|
|
||||||
else: # current bar update
|
if last > high:
|
||||||
# do we really need to verify the entire past data set?
|
high = last
|
||||||
# index, time, open, high, low, close, volume
|
|
||||||
i, time, _, _, _, close, _ = array[-1]
|
|
||||||
last = close
|
|
||||||
body, larm, rarm = self.lines[index-3:index]
|
|
||||||
if not rarm:
|
|
||||||
breakpoint()
|
|
||||||
|
|
||||||
# XXX: is there a faster way to modify this?
|
if getattr(body, '_flat', None) and low != high:
|
||||||
# update right arm
|
# if the bar was flat it likely does not have
|
||||||
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
# the index set correctly due to a rendering bug
|
||||||
|
# see above
|
||||||
# update body
|
body.setLine(i, low, i, high)
|
||||||
high = body.y2()
|
body._flat = False
|
||||||
low = body.y1()
|
else:
|
||||||
if last < low:
|
body.setLine(body.x1(), low, body.x2(), high)
|
||||||
low = last
|
|
||||||
|
|
||||||
if last > high:
|
|
||||||
high = last
|
|
||||||
|
|
||||||
if getattr(body, '_flat', None) and low != high:
|
|
||||||
# if the bar was flat it likely does not have
|
|
||||||
# the index set correctly due to a rendering bug
|
|
||||||
# see above
|
|
||||||
body.setLine(i, low, i, high)
|
|
||||||
body._flat = False
|
|
||||||
else:
|
|
||||||
body.setLine(body.x1(), low, body.x2(), high)
|
|
||||||
|
|
||||||
# draw the pic
|
# draw the pic
|
||||||
with self.painter() as p:
|
self.draw_lines()
|
||||||
p.setPen(self.bull_pen)
|
|
||||||
p.drawLines(*self.lines[:index])
|
|
||||||
|
|
||||||
# trigger re-render
|
# trigger re-render
|
||||||
self.update()
|
self.update()
|
||||||
|
|
||||||
# be compat with ``pg.PlotCurveItem``
|
# be compat with ``pg.PlotCurveItem``
|
||||||
setData = update_from_array
|
setData = update_from_array
|
||||||
|
|
Loading…
Reference in New Issue