Commit Graph

3188 Commits (epoch_index_backup)

Author SHA1 Message Date
Tyler Goodlet e2e3e30d7a Attempt to keep selected item highlighted
This attempt was unsuccessful since trying to (re)select the last
highlighted item on both an "enter" or "click" of that item causes
a hang and then segfault in `Qt`; no clue why..

Adds a `keep_current_item_selected: bool` flag to
`CompleterView.show_cache_entries()` but using it seems to always cause
a hang and crash; we keep all potential use spots commented for now
obviously to avoid this. Also included is a bunch of tidying to logic
blocks in the kb-control loop for readability.
2023-01-10 12:42:26 -05:00
Tyler Goodlet dd292b3652 Don't raise on quote feed lags to dark clearing loop 2023-01-10 12:42:26 -05:00
Tyler Goodlet 140d21c179 Lol, pull hist chart from the display state 2023-01-10 12:42:26 -05:00
Tyler Goodlet 1412c435fd Make (cache) search-results a `set` and avoid overlay duplicate entries 2023-01-10 12:42:26 -05:00
Tyler Goodlet acef3505fd Move sync log msg back to info 2023-01-10 12:42:26 -05:00
Tyler Goodlet bfeebba734 Take outer-interval values in `Viz.datums_range()` 2023-01-10 12:42:26 -05:00
Tyler Goodlet e2a299fe6c Clean a buncha cruft from render mod 2023-01-10 12:42:26 -05:00
Tyler Goodlet 9c46b92ce7 Don't deliver shms from `start_backfill()`, they're not used 2023-01-10 12:42:26 -05:00
Tyler Goodlet 9a0605e405 `deribit`: drop old `backfill_bars()` ep 2023-01-10 12:42:26 -05:00
Tyler Goodlet ae6d5b07e7 `kraken`: only do unsub if connected
Trying to send a message in the `NoBsWs.fixture()` exit when the ws is
not currently disconnected causes a double `._stack.close()` call which
will corrupt `trio`'s coro stack. Instead only do the unsub if we detect
the ws is still up.

Also drops the legacy `backfill_bars()` module endpoint.

Fixes #437
2023-01-10 12:42:26 -05:00
Tyler Goodlet 61c4147b73 Add `NoBsWs.connected()` predicate 2023-01-10 12:42:26 -05:00
Tyler Goodlet d2fec7016a Handle last-in-view time slicing edge case
Whenever the last datum is in view `slice_from_time()` need to always
spec the final array index (i.e. the len - 1 value we set as
`read_i_max`) to avoid a uniform-step arithmetic error where gaps in the
underlying time series causes an index that's too low to be returned.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 05fced37f1 Drop bp blocks from formatters mod 2023-01-10 12:42:26 -05:00
Tyler Goodlet b5fa00d63d Fix query-mode cursor labels to work with epoch-indexing 2023-01-10 12:42:26 -05:00
Tyler Goodlet 59483dc8e8 Breakpoint when bad 1m history offsets are detected 2023-01-10 12:42:26 -05:00
Tyler Goodlet 496ef0a9ac `binance`: always request an extra 1min OHLC bar
Seems that by default their history indexing rounds down/back to the
previous time step, so make sure we add a minute inside `Client.bars()`
when the `end_dt=None`, indicating "get the latest bar". Add
a breakpoint block that should trigger whenever the latest bar vs. the
latest epoch time is mismatched; we'll remove this after some testing
verifying the history bars issue is resolved.

Further this drops the legacy `backfill_bars()` endpoint which has been
deprecated and unused for a while.
2023-01-10 12:42:26 -05:00
Tyler Goodlet ba7c8bb5a3 Don't receive sample-index msgs in feed layer 2023-01-10 12:42:26 -05:00
Tyler Goodlet a4408fc740 Support not registering for sample-index msgs via `sub_for_broadcasts: bool` flag 2023-01-10 12:42:26 -05:00
Tyler Goodlet c2c9053ca6 Never restart `ib-gw` containers on boot 2023-01-10 12:42:26 -05:00
Tyler Goodlet fdc581f215 Use `open_sample_stream()` in display loop 2023-01-10 12:42:26 -05:00
Tyler Goodlet c0f1a29bfd Use `open_sample_stream()` to increment fsp buffers 2023-01-10 12:42:26 -05:00
Tyler Goodlet 3328822e44 Port feed layer to use new `samplerd` APIs
Always use `open_sample_stream()` to register fast and slow quote feed
buffers and get a sampler stream which we use to trigger
`Sampler.broadcast_all()` calls on the service side after backfill
events.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 8ed48add18 Drop `Flume.index_stream()`, `._sampling.open_sample_stream()` replaces it 2023-01-10 12:42:26 -05:00
Tyler Goodlet c531f8a69a Implement a `samplerd` singleton actor service
Now spawned under the `pikerd` tree as a singleton-daemon-actor we offer
a slew of new routines in support of this micro-service:

- `maybe_open_samplerd()` and `spawn_samplerd()` which provide the
  `._daemon.Services` integration to conduct service spawning.
- `open_sample_stream()` which is a client-side endpoint which does all
  the work of (lazily) starting the `samplerd` service (if dne) and
  registers shm buffers for update as well as connect a sample-index
  stream for iterator by the caller.
- `register_with_sampler()` which is the `samplerd`-side service task
  endpoint implementing all the shm buffer and index-stream registry
  details as well as logic to ensure a lone service task runs
  `Services.increment_ohlc_buffer()`; it increments at the shortest period
  registered which, for now, is the default 1s duration.

Further impl notes:
- fixes to `Services.broadcast()` to ensure broken streams get discarded
  gracefully.
- we use a `pikerd` side singleton mutex `trio.Lock()` to ensure
  one-and-only-one `samplerd` is ever spawned per `pikerd` actor tree.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 09b53b133b Make `._daemon.Services` for use as singleton
Drop the `_services` module level ref and adjust all client code to
match. Drop struct inheritance and convert all methods to class level.
Move `Brokerd.locks` -> `Services.locks` and add sampling mod to pikerd
enabled set.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 33e7e204d8 Begin formalizing `Sampler` singleton API
We're moving toward a single actor managing sampler work and distributed
independently of `brokerd` services such that a user can run samplers on
different hosts then real-time data feed infra. Most of the
implementation details include aggregating `.data._sampling` routines
into a new `Sampler` singleton type.

Move the following methods to class methods:
- `.increment_ohlc_buffer()` to allow a single task to increment all
  registered shm buffers.
- `.broadcast()` for IPC relay to all registered clients/shms.

Further add a new `maybe_open_global_sampler()` which allocates
a service nursery and assigns it to the `Sampler.service_nursery`; this
is prep for putting the step incrementer in a singleton service task
higher up the data-layer actor tree.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 141f4cf018 Add back another panes resize during startup 2023-01-10 12:42:26 -05:00
Tyler Goodlet 7f2a5e267f Always zero-on-step $vlm 2023-01-10 12:42:26 -05:00
Tyler Goodlet a09735e0f0 Do full marker width after line 2023-01-10 12:42:26 -05:00
Tyler Goodlet 0fb44e1ec0 Fix indent level 2023-01-10 12:42:26 -05:00
Tyler Goodlet 049d7d0dc0 Make $vlm axis color same as clears 2023-01-10 12:42:26 -05:00
Tyler Goodlet f858dbcf68 Correctly load order mode for first fqsn in overlay set 2023-01-10 12:42:26 -05:00
Tyler Goodlet 075dd94759 Drop meaning the clearing rate, use per step count 2023-01-10 12:42:26 -05:00
Tyler Goodlet 6d2077e8e6 Move $vlm y-axis to LHS 2023-01-10 12:42:26 -05:00
Tyler Goodlet 7ec30efff4 Better index step value scanning by checking with our expected set 2023-01-10 12:42:26 -05:00
Tyler Goodlet adeb969810 Repair auto-y-ranging to always include L1 spread
Goes back to always adjusting the y-axis range to include the L1 spread
and clearing label in view whenever the last datum is also in view,
previously this was broken after reworking the display loop for
multi-feeds.

Drops a bunch of old commented tick looping cruft from before we started
using tick-type framing. Also adds more stringent guards for ignoring
but error logging quote values that are more then 25% out of range; it
seems particularly our `ib` feed has some issues with strange `price`
values that are way off here and there?
2023-01-10 12:42:26 -05:00
Tyler Goodlet bc271c4ebc Mouse interaction tweaks
- adjust zoom focal to be min of the view-right coord or the right-most
  point on the flow graphic in view and drop all the legacy l1-in-view
  focal point cruft.
- flip to not auto-scaling overlays by default.
- change the `._set_yrange()` margin to `0.09`.
- drop `use_vr: bool` usage.
2023-01-10 12:42:26 -05:00
Tyler Goodlet c47fa14d8c Modernize optional path variable type annots 2023-01-10 12:42:26 -05:00
Tyler Goodlet 783285e92c Drop `._index_step` from formatters and instead defer to `Viz.index_step()` 2023-01-10 12:42:26 -05:00
Tyler Goodlet 4ae46c1e20 Further fixes `Viz.default_view()` and `.index_step()`
Use proper uppx scaling when either of scaling the data to the x-domain
index-range or when the uppx is < 1 (now that we support it) such that
both the fast and slow chart always appropriately scale and offset to
the y-axis with the last datum graphic just adjacent to the order line
arrow markers.

Further this fixes the `.index_step()` calc to use the "earliest" 16
values to compute the expected sample step diff since the last set often
contained gaps due to start up race conditions and generated
unexpected/incorrect output.

Further this drops the `.curve_width_pxs()` method and replaces it with
`.px_width()`, taken from the graphics object API and instead returns
the pixel account for the whole view width instead of the
x-domain-data-range within the view.
2023-01-10 12:42:26 -05:00
Tyler Goodlet c0ef20894c Make `FlowGraphic.x_last()` be optionally `None`
In the case where the last-datum-graphic hasn't been created yet, simply
return a `None` from this method so the caller can choose to ignore the
output. Further, drop `.px_width()` since it makes more sense defined on
`Viz` as well as the previously commented `BarItems.x_uppx()` method.
Also, don't round the `.x_uppx()` output since it can then be used when
< 1 to do x-domain scaling during high zoom usage.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 009102fc05 Drop edge case from `slice_from_time()`
Doesn't seem like we really need to handle the situation where the start
or stop input time stamps are outside the index range of the data since
the new binary search handling via `numpy.searchsorted()` covers this
case at minimal runtime cost and with an equally correct output. Allows
us to drop some other indexing endpoint internal variables as well.
2023-01-10 12:42:26 -05:00
Tyler Goodlet 2fde315089 Use left-style index search on RHS scan as well 2023-01-10 12:42:26 -05:00
Tyler Goodlet daf1cfc785 Use static `L1Label._x_br_offset` as l1 label length 2023-01-10 12:42:26 -05:00
Tyler Goodlet ef19604698 Add a parent-type for graphics: `FlowGraphic`
Factor some common methods into the parent type:
- `.x_uppx()` for reading the horizontal units-per-pixel.
- `.x_last()` for reading the "closest to y-axis" last datum coordinate
  for zooming "around" during mouse interaction.
- `.px_width()` for computing the max width of any curve in view in
  pixels.

Adjust all previous derived `pg.GraphicsObject` child types to now
inherit from this new parent and in particular enable proper `.x_uppx()`
support to `BarItems`.
2023-01-10 12:42:26 -05:00
Tyler Goodlet b32cb7ecad Just-offset-from-arrow-marker on slow chart
We want the fast and slow chart to behave the same on calls to
`Viz.default_view()` so adjust the offset calc to make both work:
- just offset by the line len regardless of step / uppx
- add back the `should_line: bool` output from `render_bar_items()` (and
  use it to set a new `ds_allowed: bool` guard variable) so that we can
  bypass calling the m4 downsampler unless the bars have been switched
  to the interpolation line graphic (which we normally required before
  any downsampling of OHLC graphics data).

Further, this drops use of the `use_vr: bool` flag from all rendering
since we pretty much always use it by default.
2023-01-10 12:42:26 -05:00
Tyler Goodlet aabd46d707 Drop l1 labels attr from chart widget 2023-01-10 12:42:26 -05:00
Tyler Goodlet 23070e5fab TOSQUASH: bd78f17f (duplicate hist frames) 2023-01-10 12:42:26 -05:00
Tyler Goodlet 575e60bd1d Handle empty `indexes` input edge case.. 2023-01-10 12:42:26 -05:00
Tyler Goodlet 905b37e7ac TOSQUASH: 84f19308 (l1 rework) 2023-01-10 12:42:26 -05:00