Commit Graph

4412 Commits (deribit_fix)

Author SHA1 Message Date
Tyler Goodlet 14104185d2 Move `DisplayState.incr_info()` -> `Viz` 2023-02-12 13:41:18 -05:00
Tyler Goodlet 3019c35e30 Move `Viz` layer to new `.ui` mod 2023-02-12 13:41:18 -05:00
Tyler Goodlet 4d74bc29b4 Fix line -> bars on 6x UPPX
Read the `Viz.index_step()` directly to avoid always reading 1 on the
slow chart; this was completely broken before and resulting in not
rendering the bars graphic on the slow chart until at a true uppx of
1 which obviously doesn't work for 60 width bars XD

Further cleanups to `._render` module:
- drop `array` output from `Renderer.render()`, `read_from_key` input
  and fix type annot.
- drop `should_line`, `changed_to_line` and `render_kwargs` from
  `render_baritems()` outputs and instead calc `should_redraw` logic
  inside the func body and return as output.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 3638ae8d3e Drop unused `read_src_from_key: bool` to `.format_to_1d()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet c5dd67e63c Right, do index lookup for int-index as well.. 2023-02-12 13:41:18 -05:00
Tyler Goodlet 0663880a6d Fix formatter xy ndarray first prepend case
First allocation vs. first "prepend" of source data to an xy `ndarray`
format **must be mutex** in order to avoid a double prepend.

Previously when both blocks were executed we'd end up with
a `.xy_nd_start` that was decremented (at least) twice as much as it
should be on the first `.format_to_1d()` call which is obviously
incorrect (and causes problems for m4 downsampling as discussed below).
Further, since the underlying `ShmArray` buffer indexing is managed
(i.e. write-updated) completely independently from the incremental
formatter updates and internal xy indexing, we can't use
`ShmArray._first.value` and instead need to use the particular `.diff()`
output's prepend length value to decrement the `.xy_nd_start` on updates
after initial alloc.

Problems this resolves with m4:
- m4 uses a x-domain diff to calculate the number of "frames" to
  downsample to, this is normally based on the ratio of pixel columns on
  screen vs. the size of the input xy data.
- previously using an int-index (not epoch time) the max diff between
  first and last index would be the size of the input buffer and thus
  would never cause a large mem allocation issue (though it may have
  been inefficient in terms of needed size).
- with an epoch time index this max diff could explode if you had some
  near-now epoch time stamp **minus** an x-allocation value: generally
  some value in `[0.5, -0.5]` which would result in a massive frames and
  thus internal `np.ndarray()` allocation causing either a crash in
  `numba` code or actual system mem over allocation.

Further, put in some more x value checks that trigger breakpoints if we
detect values that caused this issue - we'll remove em after this has
been tested enough.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 3bed142d15 Handle time-indexing for fill arrows
Call into a reworked `Flume.get_index()` for both the slow and fast
chart and do time index clipping to last datum where necessary.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 9fcc6f9c44 Restore coord-cache resetting
Turns out we can't seem to avoid the artefacts when click-drag-scrolling
(results in weird repeated "smeared" curve segments) so just go back to
the original code.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 7aef31701b Add some commented debug prints for default fmtr 2023-02-12 13:41:18 -05:00
Tyler Goodlet 135627e142 Slicec to an extra index around each timestamp input 2023-02-12 13:41:18 -05:00
Tyler Goodlet 5216a6b732 Drop passing `render_data` to `Curve.draw_last_datum()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet 2a797d32dc Add back `.default_view()` slice logic for `int` indexing 2023-02-12 13:41:18 -05:00
Tyler Goodlet 35a16ded2d Block out `do_print` stuff inside `Viz.maxmin()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet 44f50e3d0e Implement `stop_t` gap adjustments; the good lord said it is the problem 2023-02-12 13:41:18 -05:00
Tyler Goodlet 96b871c4d7 Draw last datums on boot
Ensures that a "last datum" graphics object exists so that zooming can
read it using `.x_last()`. Also, disable the linked region stuff for now
since it's totally borked after flipping to the time indexing.
2023-02-12 13:41:18 -05:00
Tyler Goodlet d2aad74dfc Delegate to `Viz.default_view()` on chart
Also add a rage print to not forget about the global index
tracking/diffing in the display loop we still need to change.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 50209752c3 Re-implement `.default_view()` on `Viz`
Since we don't really need it defined on the "chart widget" move it to
a viz method and rework it to hell:

- always discard the invalid view l > r case.
- use the graphic's UPPX to determine UI-to-scene coordinate scaling for
  the L1-label collision detection, if there is no L1 just offset by
  a few (index step scaled) datums; this allows us to drop the 2x
  x-range calls as was hacked previous.
- handle no-data-in-view cases explicitly and error if we get any
  ostensibly impossible cases.
- expect caller to trigger a graphics cycle if needed.

Further support this includes a rework a slew of other important
details:

- add `Viz.index_step`, an idempotent computed, index (presumably uniform)
  step value which is needed for variable sample rate graphics displayed
  on an epoch (second) time index.
- rework `Viz.datums_range()` to pass view x-endpoints as first and last
  elements in return `tuple`; tighten up snap-to-data edge case logic
  using `max()`/`min()` calls and better internal var naming.
- adjust all calls to `slice_from_time()` to not expect an "abs" slice.
- drop all `.yrange` resetting since we can just have the `Renderer` do
  it when necessary.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 5ab4e5493e Add gap detection for `stop_t`, though only report atm 2023-02-12 13:41:18 -05:00
Tyler Goodlet e252f70253 Add `.x_last()` meth to flow graphics 2023-02-12 13:41:18 -05:00
Tyler Goodlet 98438e29ef Drop `Flume.view_data()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet d649a7d1fa Drop old breakpoint 2023-02-12 13:41:18 -05:00
Tyler Goodlet 2669ced629 Drop `_slice_from_time()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet f2c0987a04 Use uniform step arithmetic in `slice_from_time()`
If we presume that time indexing using a uniform step we can calculate
the exact index (using `//`) for the input time presuming the data
set has zero gaps. This gives a massive speedup over `numpy` fancy
indexing and (naive) `numba` iteration. Further in the case where time
gaps are detected, we can use `numpy.searchsorted()` to binary search
for the nearest expected index at lower latency.

Deatz,
- comment-disable the call to the naive `numba` scan impl.
- add a optional `step: int` input (calced if not provided).
- add todos for caching binary search results in the gap detection
  cases.
- drop returning the "absolute buffer indexing" slice since the caller
  can always just use the read-relative slice to acquire it.
2023-02-12 13:41:18 -05:00
Tyler Goodlet bb84715bf0 Make `.default_view()` time step aware
When we use an epoch index and any sample rate > 1s we need to scale the
"number of bars" to that step in order to place the view correctly in
x-domain terms. For now we're calcing the step in-method but likely,
longer run, we'll pull this from elsewhere (like a ``Viz`` attr).
2023-02-12 13:41:17 -05:00
Tyler Goodlet 0bdb7261d1 Flip over to epoch-time based x-domain indexing 2023-02-12 13:41:17 -05:00
Tyler Goodlet 12857a258b Adjust all `slice_from_time()` calls to not expect mask 2023-02-12 13:41:17 -05:00
Tyler Goodlet 46808fbb89 Rewrite `slice_from_time()` using `numba`
Gives approx a 3-4x speedup using plain old iterate-with-for-loop style
though still not really happy with this .5 to 1 ms latency..

Move the core `@njit` part to a `_slice_from_time()` with a pure python
func with orig name around it. Also, drop the output `mask` array since
we can generally just use the slices in the caller to accomplish the
same input array slicing, duh..
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6ca8334253 Use index (time) step to calc OHLC bar/line uppx threshold 2023-02-12 13:41:17 -05:00
Tyler Goodlet a3844f9922 Use step size to determine bar gaps 2023-02-12 13:41:17 -05:00
Tyler Goodlet 58b36db2e5 Use step size to determine last datum bar gap 2023-02-12 13:41:17 -05:00
Tyler Goodlet a33f58a61a Move `Flume.slice_from_time()` to `.data._pathops` mod func 2023-02-12 13:41:17 -05:00
Tyler Goodlet a4392696a1 Drop `index_field` input to renders, add `.read()` profiling 2023-02-12 13:41:17 -05:00
Tyler Goodlet d5844ce8ff Delegate formatter `.index_field` to the parent `Viz` 2023-02-12 13:41:17 -05:00
Tyler Goodlet bf88b40a50 Facepalm**2: fix array-read-slice, like actually..
We need to subtract the first index in the array segment read, not the
first index value in the time-sliced output, to get the correct offset
into the non-absolute (`ShmArray.array` read) array..

Further we **do** need the `&` between the advance indexing conditions
and this adds profiling to see that it is indeed real slow (like 20ms
ish even when using `np.where()`).
2023-02-12 13:41:17 -05:00
Tyler Goodlet e4a0d4ecea Markup OHLC->path gen with `numba` issue # 2023-02-12 13:41:17 -05:00
Tyler Goodlet cca3417c57 Facepalm: put graphics cycle in `do_ds: bool` block.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 031d7967de Facepalm: actually return latest index on time slice fail.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 2e67e98b4d Go with explicit `.data._m4` mod name
Since it's a notable and self-contained graphics compression algo, might
as well give it a dedicated module B)
2023-02-12 13:41:17 -05:00
Tyler Goodlet 7124a131dd Move (unused) path gen routines to `.ui._pathops` 2023-02-12 13:41:17 -05:00
Tyler Goodlet 9052ed5ddf Move qpath-ops routines back to separate mod 2023-02-12 13:41:17 -05:00
Tyler Goodlet 7ec21c7f3b Rename `.ui._pathops.py` -> `.ui._formatters.py 2023-02-12 13:41:17 -05:00
Tyler Goodlet 309ae240cf Look up "index field" in display cycles
Again, to make epoch indexing a flip-of-switch for testing look up the
`Viz.index_field: str` value when updating labels.

Also, drops the legacy tick-type set tracking which we no longer use
thanks to the new throttler subsys and it's framing msgs.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 382a619a03 Fix from-time index slicing?
Apparently we want an `|` for the advanced indexing logic?
Also, fix `read_slc` start to not always be 0 XD
2023-02-12 13:41:17 -05:00
Tyler Goodlet 7f3f6f871a Move path ops routines to top of mod
Planning to put the formatters into a new mod and aggregate all path
gen/op helpers into this module.

Further tweak include:
- moving `path_arrays_from_ohlc()` back to module level
- slice out the last xy datum for `OHLCBarsAsCurveFmtr` 1d formatting
- always copy the new x-value from the source to `.x_nd`
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6ea04f850d Drop diff state tracking in formatter
This was a major cause of error (particularly trying to get epoch
indexing working) and really isn't necessary; instead just have
`.diff()` always read from the underlying source array for current
index-step diffing and append/prepend slice construction.

Allows us to,
- drop `._last_read` state management and thus usage.
- better handle startup indexing by setting `.xy_nd_start/stop` to
  `None` initially so that the first update can be done in one large
  prepend.
- better understand and document the step curve "slice back to previous
  level" logic which is now heavily commented B)
- drop all the `slice_to_head` stuff from and instead allow each
  formatter to choose it's 1d segmenting.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 3d5695f40a Explicitly enable chart widget yranging in display init 2023-02-12 13:41:17 -05:00
Tyler Goodlet 5affad942f Enable/disable vlm chart yranging (TO SQUASH) 2023-02-12 13:41:17 -05:00
Tyler Goodlet eb9ab20646 Don't disable non-enabled vlm chart y-autoranging 2023-02-12 13:41:17 -05:00
Tyler Goodlet f3bab826f6 Comment out bps for time indexing 2023-02-12 13:41:17 -05:00
Tyler Goodlet 2b9ca5f805 Call `Viz.bars_range()` from display loop 2023-02-12 13:41:17 -05:00