Drop all the logic originally in `.update_ds_line()` which is now done
internal to our `FastAppendCurve`. Add incremental update of the
flattened OHLC -> line curve (unfortunately using `np.concatenate()` for
the moment) and maintain a new `._ds_line_xy` arrays tuple which keeps
the internal state. Add `.maybe_downsample()` as per the new interaction
update method requirement. Draft out some fast path curve stuff like in
our line graphic. Short-circuit bars path updates when we downsample to
line. Oh, and add a ton more profiling in prep for getting
all this stuff faf.
Build out an interface that makes it super easy to downsample curves
using the m4 algorithm while keeping our incremental `QPainterPath`
update feature. A lot of hard work and tinkering went into getting this
working all in-thread correctly and there are quite a few details..
New interface methods:
- `.x_uppx()` which returns the x-axis "view units per pixel"
- `.px_width()` which returns the total (rounded) x-axis pixels spanned
by the curve in view.
- `.should_ds_or_redraw()` a predicate which checks internal state to
see if either downsampling of the curve should take place, or the curve
should have all downsampling removed and be redrawn with source array
data.
- `.downsample()` the actual ds processing routine which delegates into
the m4 algo impl.
- `.maybe_downsample()` a simple update method which can be called by
the view box when the user changes the zoom level.
Implementation details/changes:
- make `.update_from_array()` check for downsample (or revert to source
aka de-downsample) conditions exist and then downsample and re-draw
path graphics accordingly.
- in order to even further speed up path appends (since our main
bottleneck is measured to be `QPainter.drawPath()` calls with large
paths which are frequently updates), add a secondary path `.fast_path`
which is the path that is real-time updates by incremental appends and
which is painted separately for speed in `.pain()`.
- drop all the `QPolyLine` stuff since it was tested to be much slower
in general and especially so for append-updates.
- stop disabling the cache settings on updates since it doesn't seem to
be required any more?
- more move toward deprecating and removing all lingering interface
requirements from `pg.PlotCurveItem` (like `.xData`/`.yData`).
- adjust `.paint()` and `.boundingRect()` to compensate for the new
`.fast_path`
- add a butt-load of profiling B)
ib has a throttle limit for "hft" bars but contained in here is some
hackery using ``xdotool`` to reset data farms auto-magically B)
This copies the working script into the ib backend mod as a routine and
now uses `trio.run_process()` and calls into it from the `get_bars()`
history retriever and then waits for "data re-established" events to be
received from the client before making more history queries.
TL;DR summary of changes:
- relay ib's "system status" events (like for data farm statuses)
as a new "event" msg that can be processed by registers of
`Client.inline_errors()` (though we should probably make a new
method for this).
- add `MethodProxy.status_event()` which allows a proxy user to register
for a particular "system event" (as mentioned above), which puts
a `trio.Event` entry in a small table can be set by an relay task if
there are any detected waiters.
- start a "msg relay task" when opening the method proxy which does
the event setting mentioned above in the background.
- drop the request error handling around the proxy creation, doesn't
seem necessary any more now that we have better error propagation from
`asyncio`.
- add event waiting logic around the data feed reset hackzorin.
- change the order relay task to only log system events for now (though
we need to do some better parsing/logic to get tws-external order
updates to work again..
If `marketstore` is detected try to only load most recent missing data
from the data provider (broker) and the rest from the tsdb and push it
all to shm for display in the UI. If the provider/broker doesn't have
the history client endpoint, just use the old one for now so we can
start to incrementally add support. Don't start the ohlc step
incrementer task until the backend signals that the feed is live.
Add some basic `numpy` epoch slice logic to generate append and prepend
arrays to write to the db.
Mooar cool things,
- add a `Storage.delete_ts()` method to wipe a column series from the db
easily.
- don't attempt to read in any OHLC series by default on client load
- add some `pyqtgraph` profiling and drop manual latency measures
- if no db series for the fqsn exists write the entire shm array
Pretty sure this was most of the cause of the stale (more downsampled)
curves showing when zooming in and out from bars mode quickly. All this
stuff needs to get factored out into a new abstraction anyway, but
i think this get's mostly correct functionality.
Only draw new ds curve on uppx steps >= 4 and stop adding/removing
graphics objects from the scene; doesn't seem to speed anything up
afaict. Add better reporting of ds scale changes.
Found an issue (that was predictably brushed aside XD) where the
`ib_insync.util.df()` helper was changing the timestamps on bars data to
be way off (probably a `pandas.Timestamp` timezone thing?).
Anyway, dropped all that (which will hopefully let us drop `pandas` as
a hard dep) and added a buncha timestamp checking as well as start/end
datetime return values using `pendulum` so that consumer code can know
which "slice" is output.
Also added some WIP code to work around "no history found" request
errors where instead now we try to increment backward another 200
seconds - not sure if this actually correct yet.
Make the throttle error propagate through to `trio` again by adding
`dict`-msg support between the two loops such that errors can be
re-raised on the `trio` side. This is all integrated into the
`MethoProxy` and accompanying result relay task.
Further fix a longer standing issue where sometimes the `ib_insync`
order entry method will raise a weird assertion error because it detects
some internal order-id state issue.. Just ignore those and make relay
back an error to the ems in such cases.
Add a bunch of notes for todos surrounding data feed reset hackery.
In effort to get back to a usable REPL around the mkts client
this adds usage of the new `tractor` integration api as well as logic
for skipping backfilling if existing tsdb arrays are found.
Only if the uppx increases by more then 2 we redraw the entire line
otherwise just ds with previous params and update the current curve.
This *should* avoid strange lower sample rate artefacts from showing on
updates.
Summary:
- stash both uppx and px width in `._dsi` (downsample info)
- use the new `ohlc_to_m4_line()` flags
- add notes about using `.reserve()` and friends
- always delete last `._array` ref prior to line updates
In an effort to try and make `QPainterPath.reserve()` work, add internal
logic to use the same object without de-allocating memory from
a previous path write/creation.
Note this required the addition of a `._redraw` flag (to be used in
`.clear()` and a small patch to `pyqtgraph.functions.arrayToQPath` to
allow passing in an existing path (thus reusing the same underlying mem
alloc) which will likely be first pushed to our fork.
We were previously ad-hoc scaling up the px count/width to get more
detail at lower uppx values. Add a log scaling sigmoid that range scales
between 1 < px_width < 16.
Add in a flag to use the mxmn OH tracer in `ohlc_flatten()` if desired.
Helpers to quickly convert ohlc struct-array sequences into lines
for consumption by the m4 downsampler. Strip trailing zero entries
from the `ds_m4()` output if found (avoids lines back to origin).
Tyler Goodlet