Commit Graph

2470 Commits (019867b413bfc1a1fdd44cf6a061b838115ab4aa)

Author SHA1 Message Date
wattygetlood fc3c0741b8 Set isn't serializable on std msgpack 2022-02-10 10:26:52 -05:00
wattygetlood cc87508fd9 Only load 4 ib requests worth of bars on windows... 2022-02-10 10:26:52 -05:00
wattygetlood d069481f1d Hack search view on windows to 1/2 window height; needs a better solution 2022-02-10 10:26:52 -05:00
wattygetlood c411a244f6 Size the window to aproximately 1/3 the screen space 2022-02-10 10:26:52 -05:00
wattygetlood 15556e40f0 No support for notifications (yet) on windows 2022-02-10 10:26:52 -05:00
wattygetlood c0082e15bc Fix default `brokers.toml` copying since module move 2022-02-10 10:26:52 -05:00
wattygetlood 2ebdf008da Configure window size based on screen dims on windows 2022-02-10 10:26:52 -05:00
Tyler Goodlet 71f9b5c000 Don't enable curve coord cache unless in step mode
You can get a weird "last line segment" artifact if *only* that segment
is drawn and the cache is enabled, so just disable unless in step mode
at startup and re-flash as normal when new path data is appended. Add
a `.disable_cache()` method for the multi-use in the update method. Use
line style on the `._last_line: QLineF` segment as well.
2022-02-10 08:12:15 -05:00
Tyler Goodlet 228f21d7b0 Zero trade rates each step 2022-02-09 22:16:33 -05:00
Tyler Goodlet 45464a5465 Drop graphics throttle to 22Hz, add a `.maxmin` to our view box 2022-02-09 22:15:57 -05:00
Tyler Goodlet 723eef3fd6 🤦 assign `Flow` *after* type check... 2022-02-09 16:00:10 -05:00
Tyler Goodlet e0462f0a8c Type and formatting fixes 2022-02-08 15:57:32 -05:00
Tyler Goodlet 1c49f7f47f Tweak dash pattern to be less sparse 2022-02-08 15:57:02 -05:00
Tyler Goodlet ef04781a2b Expect new flow type through display and fsp UI code 2022-02-08 15:56:20 -05:00
Tyler Goodlet e3a3fd2d39 Add a `Flow` compound type for coupling graphics with backing data-streams 2022-02-08 15:52:50 -05:00
Tyler Goodlet 860ed99757 Drop dvlm "rates" curves from flows chart 2022-02-08 12:05:56 -05:00
Tyler Goodlet 326b2c089a Drop dvlm 'rates' (they're just means), add default params, period -> 6 2022-02-08 12:04:01 -05:00
Tyler Goodlet 8f467bf4f0 Factor batch curve plotting into helper func 2022-02-08 08:21:08 -05:00
Tyler Goodlet 4a7b2d835b Yield 0 initial values from `flow_rates` fsp 2022-02-08 07:46:36 -05:00
Tyler Goodlet 30cf54480d Add more appropriate default params 2022-02-07 13:59:26 -05:00
Tyler Goodlet ee4ad32d3b Fix `dvlm` to actually yield trade count, add instantaneous support 2022-02-07 12:53:30 -05:00
Tyler Goodlet e7516447df Better rate axis title? 2022-02-07 12:53:30 -05:00
Tyler Goodlet a006b87546 Exit `.maxmin()` early on non-yet-registered array lookup 2022-02-07 12:53:30 -05:00
Tyler Goodlet 9490129a74 Add overlays to end of layout grid (aka append) by default 2022-02-07 12:53:30 -05:00
Tyler Goodlet 2f2aef28dd Adjust x-axis label from summed left axes widths 2022-02-07 12:53:30 -05:00
Tyler Goodlet 0271841412 Add `PlotItemOverlay.get_axes()`
Enables retrieving all "named axes" on a particular "side" of the
overlayed plot items. This is useful for calculating how much space
needs to be allocated for the axes before the view box area starts.
2022-02-07 12:53:30 -05:00
Tyler Goodlet e8d7709358 Drop notification display time to piker seconds worth 2022-02-07 12:53:30 -05:00
Tyler Goodlet e3c46a5d4d Add draft, commented tickbytick for ib 2022-02-07 12:53:30 -05:00
Tyler Goodlet 8d432e1988 Shorter clear rate axis title 2022-02-07 12:53:30 -05:00
Tyler Goodlet 87653ddca2 Simplify to only needed one LHS axis for clearing rates 2022-02-07 12:53:30 -05:00
Tyler Goodlet 73faafcfc1 Add trade "rates" (i.e. trade counts) support B)
Though it's not per-tick accurate, accumulate the number of "trades"
(i.e. the "clearing rate" - maybe this is a better name?) per bar
inside the `dolla_vlm` fsp and average and report wmas of this in the
`flow_rates` fsp.
2022-02-07 12:53:30 -05:00
Tyler Goodlet e4244e96a9 Fix var name typo 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5274eb538c Add 16 period dollar vlm rates, drop ib rates for now 2022-02-07 12:53:30 -05:00
Tyler Goodlet b358b8e874 Move `wma` fsp earlier in module 2022-02-07 12:53:30 -05:00
Tyler Goodlet 2d3c685e19 Typecast np dtype description to a tuple 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4570b06c26 Handle no y-range maxmin output (seems like bug?) 2022-02-07 12:53:30 -05:00
Tyler Goodlet 26b0071471 Subscribe for rate calcs from IB in default tick set 2022-02-07 12:53:30 -05:00
Tyler Goodlet 1fc6429f75 Prep for manual rate calcs, handle non-ib backends XD 2022-02-07 12:53:30 -05:00
Tyler Goodlet ebf3e00438 Add `Fsp._flow_registry` as actor-local table
Define the flows table as a class var (thus making it a "global" and/or
actor-local state) which can be accessed by any in process task. Add
`Fsp.get_shm()` to allow accessing output streams by source-token + fsp
routine reference and thus providing inter-fsp low level access to
real-time flows.
2022-02-07 12:53:30 -05:00
Tyler Goodlet df6afe24a4 Define a flow registry on `FspAdmin`, use it to update fsp engine clusters 2022-02-07 12:53:30 -05:00
Tyler Goodlet d130f0449f Expect registry of fsp "flows" to each engine task
In order for fsp routines to be able to look up other "flows" in the
cascade, we need a small registry-table which gives access to a map of
a source stream + an fsp -> an output stream. Eventually we'll also
likely want a dependency (injection) mechanism so that any fsp demanded
can either be dynamically allocated or at the least waited upon before
a consumer tries to access it.
2022-02-07 12:53:30 -05:00
Tyler Goodlet efb743fd85 Flip to using `pydantic` for shm tokens 2022-02-07 12:53:30 -05:00
Tyler Goodlet 615bf3a55a Use solid line for vlm rate and dashed for trades rate 2022-02-07 12:53:30 -05:00
Tyler Goodlet d4f79a6245 Comment flow rates fsp prints 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4b7d1fb35b Add line style via `str` style name to our fast curve 2022-02-07 12:53:30 -05:00
Tyler Goodlet 0b5250d5e3 Plot the vlm rate (per min) taken verbatim from ib 2022-02-07 12:53:30 -05:00
Tyler Goodlet 97c2f86092 TOSQUASH, fix separate vlm vs trade rate 2022-02-07 12:53:30 -05:00
Tyler Goodlet f3289c1977 Create source length zeroed arrays from yielded `None` fsp history 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4e96dd09e3 Add a `.text_color` property to our axes types 2022-02-07 12:53:30 -05:00
Tyler Goodlet b81209e78e Ensure `sym` arg is a `str` 2022-02-07 12:53:30 -05:00