Commit Graph

649 Commits (1c7da2f23b52971e4442d3121fca6ccae8eb6e72)

Author SHA1 Message Date
Tyler Goodlet 19e3db8f61 Move OHLC items into new module 2020-12-29 18:05:36 -05:00
Tyler Goodlet b4c28cb086 Start a new graphics sub-package 2020-12-29 18:05:36 -05:00
Tyler Goodlet 5d30f351af Remove use of `tractor.run()` 2020-12-29 18:05:36 -05:00
Tyler Goodlet d7f80d8ddb Add note about shm limit 2020-12-29 18:05:36 -05:00
Tyler Goodlet b467e8fd8d Try cache mode on a bunch of "static" graphics 2020-12-29 18:05:36 -05:00
Tyler Goodlet 588213a230 Add an experimental "fast appendable curve" graphic 2020-12-29 18:05:36 -05:00
Tyler Goodlet 93e76fa12c Comment some unneeded PDI optimization flags 2020-12-29 18:05:36 -05:00
Tyler Goodlet cac797a7fc Add initial pixel buffer caching usage
Leverages `QGraphicsItem.cacheMode` to speed up interactivity via
less `.paint()` calls (on mouse interaction) and redraws of the
underlying path when there are no transformations (other then a shift).
In order to keep the "flat bar on new time period" UX, a couple special
methods have to be triggered to get a redraw of the pixel buffer when
appending new data.

Use `QPainterPath.controlPointRect()` over `.boundingRect()` since
supposedly it's a lot faster. Drop all use of `QPicture` (since it seems
to conflict with the pixel buffer stuff?) and it doesn't give any
measurable speedup when drawing the "last bar" lines.

Oh, and add some profiling for now.
2020-12-29 18:05:36 -05:00
Tyler Goodlet bd73d02cfb Avoid loading volume FSPs on symbols without any data 2020-12-28 14:43:17 -05:00
Tyler Goodlet 42761438f6 Pass backfiller explicit symbol str, don't require volume ticks 2020-12-26 18:04:32 -05:00
Tyler Goodlet bc96c5847c Port to new tractor api 2020-12-21 13:02:43 -05:00
Tyler Goodlet 714c757e3e Add vwap back to fsp conf on feature branch 2020-12-21 13:02:43 -05:00
Tyler Goodlet 48da729364 Use .shield() meth name from tractor 2020-12-21 13:02:43 -05:00
Tyler Goodlet c01382294e Add signal backfilling via trio task respawn 2020-12-21 13:02:43 -05:00
Tyler Goodlet e89d3f9560 Use `numpy.divide()` to avoid divide-by-zero 2020-12-21 13:02:43 -05:00
Tyler Goodlet 7c7b31ebbe Break hist calc into wap func, use hlc3. 2020-12-21 13:02:43 -05:00
Tyler Goodlet 33515f45cc Add vwap to exposed fsp map 2020-12-21 13:02:43 -05:00
Tyler Goodlet ef2be16d97 Add initial tina (ohl3) vwap fsp 2020-12-21 13:02:43 -05:00
Tyler Goodlet 833a442ac0 Disable vwap in conf, feature delay 2020-12-19 16:57:58 -05:00
Tyler Goodlet f27d639552 Port kraken to declare "wap" field 2020-12-19 16:53:51 -05:00
Tyler Goodlet b72d7d3085 Drop profile calls on OHLC bars for now 2020-12-19 16:52:04 -05:00
Tyler Goodlet df686755da Drop legacy "historical" QPicture cruft 2020-12-19 16:51:11 -05:00
Tyler Goodlet 618c2f8e0a More general salutation 2020-12-19 16:51:03 -05:00
Tyler Goodlet db6f77481b Stick with slightly smaller fonts 2020-12-19 16:50:54 -05:00
Tyler Goodlet 7ce27107df Fix axes for shm primary indexing 2020-12-19 16:50:49 -05:00
Tyler Goodlet c8537d59a8 Port charting to new shm primary indexing 2020-12-19 16:50:38 -05:00
Tyler Goodlet 9930430721 Close app on last window exit
Use a system triggered SIGINT on app close to tear down the streaming
stack and terminate the `trio`/`tractor` runtimes deterministically.
2020-12-19 16:50:29 -05:00
Tyler Goodlet 599b5276b4 Port data apis to not touch primary index 2020-12-19 16:50:20 -05:00
Tyler Goodlet fda9fcbc55 Add historical backfilling to ib backend 2020-12-19 16:50:08 -05:00
Tyler Goodlet 6d50ad75a7 Ensure right bar x index is an int 2020-12-19 16:49:57 -05:00
Tyler Goodlet 2568a2d2e9 First draft, make graphics work on shm primary index
This is a bit hacky (what with array indexing semantics being relative
to the primary index's "start" value but it works. We'll likely want
to somehow wrap this index finagling into an API soon.
2020-12-19 16:49:43 -05:00
Tyler Goodlet 02b7d6cd19 Add prepend support to shm system 2020-12-19 16:49:35 -05:00
Tyler Goodlet 9710685508 Left align yaxis label 2020-12-19 16:49:27 -05:00
Tyler Goodlet 1f8f2eb8b3 Font size tweaks for low dpi 2020-12-19 16:06:54 -05:00
Tyler Goodlet 247b5fa2ec Tidy up doc string 2020-12-19 16:06:28 -05:00
Tyler Goodlet 3e16840566 Attempt to add numba typing and use `QGraphicsPathItem`
Failed at using either.

Quirks in numba's typing require specifying readonly arrays by
composing types manually.

The graphics item path thing, while it does take less time to write on
bar appends, seems to be slower in general in calculating the
``.boundingRect()`` value. Likely we'll just add manual max/min tracking
on array updates like ``pg.PlotCurveItem`` to squeeze some final juices
on this.
2020-12-19 16:06:22 -05:00
Tyler Goodlet 949e9d6cd1 Drop commented pixmap cruft
See #124 as to why we'll probably never need this.
2020-12-19 16:06:07 -05:00
Tyler Goodlet f083f537b1 Get `QPainterPath` "append" working
Pertains further to #109.

Instead of redrawing the entire `QPainterPath` every time there's
a historical bars update just use `.addPath()` to slap in latest
history. It seems to work and is fast. This also seems like it will be
a great strategy for filling in earlier data, woot!
2020-12-19 16:05:59 -05:00
Tyler Goodlet 413c703e34 Draw bars using `QPainterPath` magic
This gives a massive speedup when viewing large bar sets (think a day's
worth of 5s bars) by using the `pg.functions.arrayToQPath()` "magic"
binary array writing that is also used in `PlotCurveItem`.  We're using
this same (lower level) function directly to draw bars as part of one
large path and it seems to be painting 15k (ish) bars with around 3ms
`.paint()` latency. The only thing still a bit slow is the path array
generation despite doing it with `numba`. Likely, either having multiple
paths or, only regenerating the missing backing array elements should
speed this up further to avoid slight delays when incrementing the bar
step.

This is of course a first draft and more cleanups are coming.
2020-12-19 16:05:53 -05:00
Tyler Goodlet 8aede3cbcb Add field diffing on failed push 2020-12-19 16:05:22 -05:00
Tyler Goodlet f9e4e9507d Tweak axis text offset and margins 2020-12-19 15:05:37 -05:00
Tyler Goodlet c625dc90f1 Use new global var stack from tractor 2020-12-19 15:05:29 -05:00
Tyler Goodlet 9572280553 Kill the tractor tree on window close.
This makes it so you don't have to ctrl-c kill apps.
Add in the experimental openGL support even though I'm pretty sure it's
not being used much for curve plotting (but could be wrong).
2020-12-19 15:05:21 -05:00
Tyler Goodlet bfcf5170dc Add commented ex. code for line price charts 2020-12-19 15:05:14 -05:00
Tyler Goodlet acf8aeb33e Allocate space for 2d worth of 5s bars 2020-12-19 15:05:03 -05:00
Tyler Goodlet daa429f7ca Put fsp plotting into a couple tasks, startup speedups.
Break the chart update code for fsps into a new task (add a nursery) in
new `spawn_fsps` (was `chart_from_fsps`) that async requests actor
spawning and initial historical data (all CPU bound work).  For multiple
fsp subcharts this allows processing initial output in parallel
(multi-core). We might want to wrap this in a "feed" like api
eventually. Basically the fsp startup sequence is now:
- start all requested fsp actors in an async loop and wait for
  historical data to arrive
- loop through them all again to start update tasks which do chart
  graphics rendering

Add separate x-axis objects for each new subchart (required by
pyqtgraph); still need to fix hiding unnecessary ones.
Add a `ChartPlotWidget._arrays: dict` for holding overlay data distinct
from ohlc. Drop the sizing yrange to label heights for now since it's
pretty much all gone to hell since adding L1 labels. Fix y-stickies to
look up correct overly arrays.
2020-12-19 15:04:51 -05:00
Tyler Goodlet 49699a16ff Skip base metrics on no basis 2020-12-17 10:50:05 -05:00
Tyler Goodlet af61611801 Add initial selection box interaction
Requires decent modification of the built-in ``ViewBox``.
We do away with the zoom functionality for now and instead just add
a label full of some simple stats on the bounded data.
2020-11-08 16:15:34 -05:00
Tyler Goodlet 1972740d0c Make salotz stop grumbling like an old man 2020-11-06 15:35:10 -05:00
Tyler Goodlet 0f458f8263 Add min tick setting to axis type 2020-11-06 15:24:01 -05:00
Tyler Goodlet c1109ee3fb Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
Tyler Goodlet be4a3df7ba Add L1 spread streaming to kraken 2020-11-06 11:35:40 -05:00
Tyler Goodlet 043bc985df Configure L1 queue size precisions from history 2020-11-06 11:35:10 -05:00
Tyler Goodlet e27fece4e6 Add L1 queue size precision controls 2020-11-06 11:34:32 -05:00
Tyler Goodlet 205bedce85 Spec dpi aware font size in inches 2020-11-05 20:32:35 -05:00
Tyler Goodlet 1e491fb1bb Use pyqtgraph default pen for level lines 2020-11-05 13:23:29 -05:00
Tyler Goodlet cc88300ac5 Fix L1 updates to be like TWS
I think this gets us to the same output as TWS both on booktrader and
the quote details pane. In theory there might be logic needed to
decreases an L1 queue size on trades but can't seem to get it without
getting -ves displayed occasionally - thus leaving it for now.

Also, fix the max-min streaming logic to actually do its job, lel.
2020-11-05 12:08:29 -05:00
Tyler Goodlet db075b81ac Specialize `LevelLabel` for orientation-around-axis gymnastics 2020-11-05 12:08:02 -05:00
Tyler Goodlet 9c3850874d Add all L1 tick types for ib 2020-11-05 08:18:55 -05:00
Tyler Goodlet f438139ad7 Update L1 labels in price loop 2020-11-03 22:03:49 -05:00
Tyler Goodlet 73e54a2259 Add L1 labels wrapper type
Start a simple API for L1 bid/ask labels.
Make `LevelLabel` draw a line above/below it's text (instead of the
rect fill we had before) since it looks much simpler/slicker.
Generalize the label text orientation through bounding rect
geometry positioning.
2020-11-03 19:48:27 -05:00
Tyler Goodlet 987c13c584 Classify L1 tick types 2020-11-03 16:22:04 -05:00
Tyler Goodlet a5d5208cfa Add sticky "orientation", allow overriding label draw instructions. 2020-11-03 16:21:21 -05:00
Tyler Goodlet e65f511648 Draw flat line on every new time step
Until we get a better datum "cursor" figured out just draw the flat bar
despite the extra overhead. The reason to do this in 2 separate calls is
detailed in the comment but basic gist is that there's a race between
writer and reader of the last shm index.

Oh, and toss in some draft symbol search label code.
2020-11-03 12:25:08 -05:00
Tyler Goodlet d92e02db86 Add back min window size i guess 2020-11-03 12:22:57 -05:00
Tyler Goodlet 22f1b56b36 Always update left (open) arm 2020-11-03 08:15:00 -05:00
Tyler Goodlet 1640906b09 Write shm volume (facepalm), update open=close on first volume 2020-11-03 08:14:37 -05:00
Tyler Goodlet b23e459027 Cleanup unneeded commented stuff 2020-11-02 15:43:19 -05:00
Tyler Goodlet 119196f2ff Scale level label correctly to small(er) fonts
Not sure what fixed it exactly, and I guess we didn't need any relative
DPI scaling factor after all. Using the 3px margin on the level label
seems to make it look nice for any font size (i think) as well.

Gonna need some cleanup after this one.
2020-11-02 15:27:48 -05:00
Tyler Goodlet 96f700a762 Add level line type with custom label 2020-11-02 13:33:19 -05:00
Tyler Goodlet 9e7aa3f9bf Add a dpi aware font wrapper type 2020-11-02 12:02:05 -05:00
Tyler Goodlet 307c501763 Add symbol field to ib quotes 2020-10-29 17:21:41 -04:00
Tyler Goodlet da0789e184 Add symbol field to kraken quotes 2020-10-29 17:08:25 -04:00
Tyler Goodlet 416f027c5f Flip contents label stuff into a type 2020-10-29 17:08:03 -04:00
Tyler Goodlet 68304b79bc More thematic max datums on screen 2020-10-28 09:28:37 -04:00
Tyler Goodlet 031eab28c7 Adjust contents label font for DPI 2020-10-28 08:52:08 -04:00
Tyler Goodlet 20a4aed672 Update font metrics after dpi calc; facepalm. 2020-10-28 08:12:56 -04:00
Tyler Goodlet 751cca35e1 Attempt to calculate font size by DPI 2020-10-27 15:15:31 -04:00
Tyler Goodlet 23672fc22b Rework axes types, sizing stuff
Make our own ``Axis`` and have it call an impl specific ``.resize()``
such that different axes can size to their own spec. Allow passing in a
"typical maximum value string" which will be used by default for sizing
the axis' minor dimension; a common value should be passed to all axes
in a linked split charts widget. Add size hinting for axes labels such
that they can check their parent (axis) for desired dimensions if
needed.
2020-10-27 10:50:28 -04:00
Tyler Goodlet 89d48afb6c Size axis labels based on text contents
Compute the size in pixels the label based on the label's contents.
Eventually we want to have an update system that can iterate through
axes and labels to do this whenever needed (eg. after widget is moved
to a new screen with a different DPI).
2020-10-26 23:34:48 -04:00
Tyler Goodlet 55f34dfed0 Start a profiling mod 2020-10-26 14:08:42 -04:00
Tyler Goodlet bed6a631c0 Don't pass color down to axis 2020-10-25 10:49:31 -04:00
Tyler Goodlet f32763d992 Only move x-axis sticky when we mouse-over a new index
Avoid drawing a new new sticky position if the mouse hasn't moved to the
next (rounded) index in terms of the scene's coordinates. This completes
the "discrete-ization" of the mouse/cursor UX.

Finalizing this feature helped discover and solve
pyqtgraph/pyqtgraph#1418 which masssively improves interaction
performance throughout the whole lib!

Hide stickys on startup until cursor shows up on plot.
2020-10-24 20:18:21 -04:00
Tyler Goodlet ece57b2a1d Rename our main color 2020-10-24 20:18:03 -04:00
Tyler Goodlet 94a8ee6270 Optimize axis labels using `QPicture`
This is likely a marginal improvement but is slightly less execution and
adds a coolio black border around the label. Drop all the legacy code
from quantdom which was quite a convoluted mess for "coloring".
Had to tweak sticky offsets to get the crosshair to line up right; not
sure what that's all about yet.
2020-10-24 20:12:12 -04:00
Tyler Goodlet 13f32acfdf Only update history on bar increment
With the improved update logic on `BarsItems` it doesn't seem to be
necessary. Remove y sticky for overlays for now to avoid clutter that
looks like double draws when the last overlay value is close to the last
price.
2020-10-22 21:21:14 -04:00
Tyler Goodlet 8eb4344d86 More "thematic" default view values ;) 2020-10-22 20:42:46 -04:00
Tyler Goodlet 8c25892521 Fix (really sidestep) flat bar rendering issue(s)
It seems a plethora of problems (including drawing performance) are due
to trying to hack around the strange rendering bug in Qt with `QLineF`
with y1 == y2. There was all sorts of weirdness that would show up with
trying (a hack) to just set all 4 points to the same value including
strange infinite diagonal ghost lines randomly on charts. Instead, just
place hold these flat bar's 'body' line with a `None` and filter the
null values out before calling `QPainter.drawLines()`. This results
in simply no body lines drawn for these datums. We can probably `numba`
the filtering too if it turns out to be a bottleneck.
2020-10-22 20:35:51 -04:00
Tyler Goodlet 7be624de39 Implement `tickStrings` for price axis; use float_digits() 2020-10-22 20:22:21 -04:00
Tyler Goodlet 18dc809acb Add naive digits count routine 2020-10-22 14:05:35 -04:00
Tyler Goodlet f2c4a46c94 Center bars around index, adjust curves back to match... 2020-10-21 11:19:41 -04:00
Tyler Goodlet cd828db9e9 Show 24 bars to left on startup 2020-10-21 10:51:54 -04:00
Tyler Goodlet 875bc8be24 Add line dots cursors to curves by default 2020-10-21 10:46:56 -04:00
Tyler Goodlet 1f6b5da17e Add support for curve "cursors" using a filled dot
Add a new graphic `LineDot` which is a `pg.CurvePoint` that draws
a simple filled dot over a curve at the specified index.

Add support for adding these cursor-dots to the crosshair/mouse through
a new `CrossHair.add_curve_cursor()`. Discretized the vertical line
updates on the crosshair such that it's only drawn in the middle of
the current bar in the main chart.
2020-10-21 10:40:51 -04:00
Tyler Goodlet 88583d999a Add "follow mode"
Makes the chart act like tws where each new time step increment the
chart shifts to the right so that the last bar stays in place. This
gets things looking like a proper auto-trading UX.

Added a couple methods to ``ChartPlotWidget`` to make this work:
- ``.default_view()`` to set the preferred view based on user settings
- ``.increment_view()`` to shift the view one time frame right

Also, split up the `.update_from_array()` method to be curve/ohlc
specific allowing for passing in a struct array with a named field
containing curve data more straightforwardly. This also simplifies the
contest label update functions.
2020-10-20 09:13:27 -04:00
Tyler Goodlet 1902507703 Change scroll "center" to rightmost bar on screen 2020-10-19 21:32:50 -04:00
Tyler Goodlet c57f678295 Fix contents labels issues
Lookup overlay contents from the OHLC struct array (for now / to make
things work) and fix anchoring logic with better offsets to keep
contents labels super tight to the edge of the view box. Unfortunately,
had to hack the label-height-calc thing for avoiding overlap of graphics
with the label; haven't found a better solution yet and pyqtgraph seems
to require more rabbit holing to figure out something better. Slap in
some inf lines for over[sold/bought] rsi conditions thresholding.
2020-10-19 14:18:06 -04:00
Tyler Goodlet 851104dd31 Add an inf horizontal line helper 2020-10-19 14:01:57 -04:00
Tyler Goodlet 1706b67e00 Note the issues with the shared fsp array index.. 2020-10-19 14:01:25 -04:00
Tyler Goodlet 32974a118c Add hidpi comments, 300 bars in view at startup 2020-10-19 11:37:50 -04:00