Commit Graph

3210 Commits (23e1ecbb041f1ee389af2b15982995ea15872435)

Author SHA1 Message Date
Tyler Goodlet 23e1ecbb04 Passthrough `tractor` kwargs directly 2023-01-13 18:51:04 -05:00
Tyler Goodlet 664a15e02d Fix `open_trade_ledger()` enter value type annot 2023-01-13 18:50:25 -05:00
Tyler Goodlet 35032b42d3 Fix history array name 2023-01-13 14:12:23 -05:00
Tyler Goodlet 6e87ad9dee Comment bad x-range bp for now 2023-01-13 13:24:26 -05:00
Tyler Goodlet c963093748 Provide `datetime`-sorted clears table iteration
Likely pertains to helping with stuff in issues #345 and #373 and just
generally is handy to have when processing ledgers / clearing event
tables.

Adds the following helper methods:
- `iter_by_dt()` to iter-sort an arbitrary `Transaction`-like table of
  clear entries.
- `Position.iter_clears()` as a convenience wrapper for the above.
2023-01-13 13:24:26 -05:00
Tyler Goodlet edca7b2cb2 Breakpoint bad (-ve or too large) x-ranges to m4
This should never really happen but when it does it appears to be a race
with writing startup pre-graphics-formatter array data where we get
`x_end` epoch value subtracting some really small offset value (like
`-/+0.5`) or the opposite where the `x_start` is epoch and `x_end` is
small.

This adds a warning msg and `breakpoint()` as well as guards around the
entire code downsampling code path so that when resumed the downsampling
cycle should just be skipped and avoid a crash.
2023-01-13 13:24:26 -05:00
Tyler Goodlet f1adad90a6 Downthrottle to 16Hz on multi-feed charts 2023-01-13 13:24:26 -05:00
Tyler Goodlet a4e6014247 Round spread (slap) offset to min tick digits 2023-01-13 13:24:26 -05:00
Tyler Goodlet 577935951d 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.
2023-01-13 13:24:26 -05:00
Tyler Goodlet 20bf596183 Lol, pull hist chart from the display state 2023-01-13 13:24:26 -05:00
Tyler Goodlet 7ccca1dbbc Make (cache) search-results a `set` and avoid overlay duplicate entries 2023-01-13 13:24:26 -05:00
Tyler Goodlet 63d773d77a Take outer-interval values in `Viz.datums_range()` 2023-01-13 13:24:26 -05:00
Tyler Goodlet c8209dc565 Clean a buncha cruft from render mod 2023-01-13 13:24:26 -05:00
Tyler Goodlet ed914328da 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.
2023-01-13 13:24:26 -05:00
Tyler Goodlet 37ac1d0ad6 Drop bp blocks from formatters mod 2023-01-13 13:24:26 -05:00
Tyler Goodlet 7a259b03ec Fix query-mode cursor labels to work with epoch-indexing 2023-01-13 13:24:26 -05:00
Tyler Goodlet 1fb2ac0531 Use `open_sample_stream()` in display loop 2023-01-13 13:24:26 -05:00
Tyler Goodlet 33049baaa2 Drop `Flume.index_stream()`, `._sampling.open_sample_stream()` replaces it 2023-01-13 13:24:26 -05:00
Tyler Goodlet 1c54ba4721 Add back another panes resize during startup 2023-01-13 13:24:26 -05:00
Tyler Goodlet d2066ac866 Always zero-on-step $vlm 2023-01-13 13:24:26 -05:00
Tyler Goodlet c6367e15b9 Do full marker width after line 2023-01-13 13:24:26 -05:00
Tyler Goodlet fff436d0d2 Fix indent level 2023-01-13 13:24:26 -05:00
Tyler Goodlet fca1272964 Make $vlm axis color same as clears 2023-01-13 13:24:26 -05:00
Tyler Goodlet afda4bd1d0 Correctly load order mode for first fqsn in overlay set 2023-01-13 13:24:26 -05:00
Tyler Goodlet 7f997ef79e Move $vlm y-axis to LHS 2023-01-13 13:24:26 -05:00
Tyler Goodlet 84e2e881d5 Better index step value scanning by checking with our expected set 2023-01-13 13:24:26 -05:00
Tyler Goodlet 04b475091c 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?
2023-01-13 13:24:26 -05:00
Tyler Goodlet 75bb06588b 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.
2023-01-13 13:24:26 -05:00
Tyler Goodlet 01222a4372 Modernize optional path variable type annots 2023-01-13 13:24:26 -05:00
Tyler Goodlet 3c885a0698 Drop `._index_step` from formatters and instead defer to `Viz.index_step()` 2023-01-13 13:24:26 -05:00
Tyler Goodlet 6796021663 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.
2023-01-13 13:24:26 -05:00
Tyler Goodlet 76a50ac082 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.
2023-01-13 13:24:26 -05:00
Tyler Goodlet e3d8c19a72 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.
2023-01-13 13:24:26 -05:00
Tyler Goodlet a7aba17107 Use left-style index search on RHS scan as well 2023-01-13 13:24:25 -05:00
Tyler Goodlet ce074544ee Use static `L1Label._x_br_offset` as l1 label length 2023-01-13 13:24:25 -05:00
Tyler Goodlet ccb13bcb3d 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`.
2023-01-13 13:24:25 -05:00
Tyler Goodlet d9df39c458 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.
2023-01-13 13:24:25 -05:00
Tyler Goodlet e2ada363a8 Drop l1 labels attr from chart widget 2023-01-13 13:24:25 -05:00
Tyler Goodlet d437cf5204 Handle empty `indexes` input edge case.. 2023-01-13 13:24:25 -05:00
Tyler Goodlet 617baab2f5 TOSQUASH: 84f19308 (l1 rework) 2023-01-13 13:24:25 -05:00
Tyler Goodlet aa67bcc23e Set cursor label color to "bracket" 2023-01-13 13:24:25 -05:00
Tyler Goodlet 2de8209fa5 Don't set y-axis label colors to curve's, use the default from global scheme 2023-01-13 13:24:25 -05:00
Tyler Goodlet 39480993af Simplify L1 labels for multicharts
Instead of having the l1 lines be inside the view space, move them to be
inside their respective axis (with only a 16 unit portion inside the
view) such that the clear price label can overlay with them nicely
without obscuring; this is much better suited to multiple adjacent
y-axes and in general is simpler and less noisy.

Further `L1Labels` + `LevelLabel` style tweaks:
- adjust `.rect` positioning to be "right" (i.e. inside the parent
  y-axis) with a slight 16 unit shift toward the viewbox (using the new
  `._x_br_offset`) to allow seeing each level label's line even when the
  clearing price label is positioned at that same level.
- add a newline's worth of vertical space to each of the bid/ask labels
  so that L1 labels' text content isn't ever obscured by the clear price
  label.
- set a low (10) z-value to ensure l1 labels are always placed
  underneath the clear price label.
- always fill the label rect with the chosen background color.
- make labels fully opaque so as to always make them hide the parent
  axes' `.tickStrings()` contents.
- make default color the "default" from the global scheme.
- drop the "price" part from the l1 label text contents, just show the
  book-queue's amount (in dst asset's units, aka the potential clearing vlm).
2023-01-13 13:24:25 -05:00
Tyler Goodlet 83cc1d2c36 Fix x-axis labelling when using an epoch domain
Previously with array-int indexing we had to map the input x-domain
"indexes" passed to `DynamicDateAxis._indexes_to_timestr()`. In the
epoch-time indexing case we obviously don't need to lookup time stamps
from the underlying shm array and can instead just cast to `int` and
relay the values verbatim.

Further, this patch includes some style adjustments to `AxisLabel` to
better enable multi-feed chart overlays by avoiding L1 label clutter
when multiple y-axes are stacked adjacent:
- adjust the `Axis` typical max string to include a couple spaces suffix
 providing for a bit more margin between side-by-side y-axes.
- make the default label (fill) color the "default" from the global
 color scheme and drop it's opacity to .9
- add some new label placement options and use them in the
 `.boundingRect()` method:
 * `._x/y_br_offset` for relatively shifting the overall label relative
   to it's parent axis.
 * `._y_txt_h_scaling` for increasing the bounding rect's height
   without including more whitespace in the label's text content.
- ensure labels have a high z-value such that by default they are always
 placed "on top" such that when we adjust the l1 labels they can be set
 to a lower value and thus never obscure the last-price label.
2023-01-13 13:24:25 -05:00
Tyler Goodlet cca3162d13 Add commented append slice-len sanity check 2023-01-13 13:24:25 -05:00
Tyler Goodlet 7455facdde Use `np.diff()` on last 16 samples instead of only last datum pair 2023-01-13 13:24:25 -05:00
Tyler Goodlet 6cd61c3664 Enable the experimental `QPrivatePath` functionality from latest `pyqtgraph` 2023-01-13 13:24:25 -05:00
Tyler Goodlet 4dc8051853 Fix overlayed slow chart "treading"
Turns out we were updating the wrong ``Viz``/``DisplayState`` inside the
closure style `increment_history_view()`` (probably due to looping
through the flumes and dynamically closing in that task-func).. Instead
define the history incrementer at module level and pass in the
`DisplayState` explicitly. Further rework the `DisplayState` attrs to be
more focused around the `Viz` associated with the fast and slow chart
and be sure to adjust output from each `Viz.incr_info()` call to latest
update. Oh, and just tweaked the line palette for the moment.

FYI "treading" here is referring to  the x-shifting of the curve when
the last datum is in view such that on new sampled appends the "last"
datum is kept in the same x-location in UI terms.
2023-01-13 13:24:25 -05:00
Tyler Goodlet 3f24805075 Make `.increment_view()` take in a `datums: int` and always scale it by sample step size 2023-01-13 13:24:25 -05:00
Tyler Goodlet 6da6881ec4 Make `Viz.incr_info()` do treading with time-index, and appending with array-index 2023-01-13 13:24:25 -05:00