Commit Graph

3073 Commits (352bd4a1f78ce6e61f3fc07e786311878c1a1895)

Author SHA1 Message Date
Tyler Goodlet 352bd4a1f7 Rewrite `slice_from_time()` using `numba`
Gives approx a 3-4x speedup using plain old iterate-with-for-loop style
though still not really happy with this .5 to 1 ms latency..

Move the core `@njit` part to a `_slice_from_time()` with a pure python
func with orig name around it. Also, drop the output `mask` array since
we can generally just use the slices in the caller to accomplish the
same input array slicing, duh..
2023-01-10 12:42:25 -05:00
Tyler Goodlet f18247b855 Use index (time) step to calc OHLC bar/line uppx threshold 2023-01-10 12:42:25 -05:00
Tyler Goodlet 92a71293ac Use step size to determine bar gaps 2023-01-10 12:42:25 -05:00
Tyler Goodlet 6829daa79c Use step size to determine last datum bar gap 2023-01-10 12:42:25 -05:00
Tyler Goodlet cd58bfb8cf Move `Flume.slice_from_time()` to `.data._pathops` mod func 2023-01-10 12:42:25 -05:00
Tyler Goodlet 49ea4e1ef6 Drop `index_field` input to renders, add `.read()` profiling 2023-01-10 12:42:25 -05:00
Tyler Goodlet d8f325ddd9 Delegate formatter `.index_field` to the parent `Viz` 2023-01-10 12:42:25 -05:00
Tyler Goodlet 2e6f14afb3 Facepalm**2: fix array-read-slice, like actually..
We need to subtract the first index in the array segment read, not the
first index value in the time-sliced output, to get the correct offset
into the non-absolute (`ShmArray.array` read) array..

Further we **do** need the `&` between the advance indexing conditions
and this adds profiling to see that it is indeed real slow (like 20ms
ish even when using `np.where()`).
2023-01-10 12:42:25 -05:00
Tyler Goodlet a2f75a83b6 TOSQUASH 4eb5fe0dd96 (FSP copy time from src -> dst)
Slice up to history's length worth of (latest) time stamps from source
series read at the start of the history init phase.
2023-01-10 12:42:25 -05:00
Tyler Goodlet faecd6f0e0 Markup OHLC->path gen with `numba` issue # 2023-01-10 12:42:25 -05:00
Tyler Goodlet 69d4fe9fef Facepalm: put graphics cycle in `do_ds: bool` block.. 2023-01-10 12:42:25 -05:00
Tyler Goodlet 6ce9872530 TOSQUASH: 552a8c298cd (return index for arrow..) 2023-01-10 12:42:25 -05:00
Tyler Goodlet c5a352bc64 Facepalm: actually return latest index on time slice fail.. 2023-01-10 12:42:25 -05:00
Tyler Goodlet 787fa53aa9 Go with explicit `.data._m4` mod name
Since it's a notable and self-contained graphics compression algo, might
as well give it a dedicated module B)
2023-01-10 12:42:25 -05:00
Tyler Goodlet 8de8a40a1e Move (unused) path gen routines to `.ui._pathops` 2023-01-10 12:42:25 -05:00
Tyler Goodlet a2d23244e7 Move qpath-ops routines back to separate mod 2023-01-10 12:42:25 -05:00
Tyler Goodlet 4ca8e23b5b Rename `.ui._pathops.py` -> `.ui._formatters.py 2023-01-10 12:42:25 -05:00
Tyler Goodlet 95ee69c119 Look up "index field" in display cycles
Again, to make epoch indexing a flip-of-switch for testing look up the
`Viz.index_field: str` value when updating labels.

Also, drops the legacy tick-type set tracking which we no longer use
thanks to the new throttler subsys and it's framing msgs.
2023-01-10 12:42:25 -05:00
Tyler Goodlet cab75217dd Fix from-time index slicing?
Apparently we want an `|` for the advanced indexing logic?
Also, fix `read_slc` start to not always be 0 XD
2023-01-10 12:42:25 -05:00
Tyler Goodlet 59766f53cf Move old label sizing cruft to label mod 2023-01-10 12:42:25 -05:00
Tyler Goodlet 3098d12221 Move path ops routines to top of mod
Planning to put the formatters into a new mod and aggregate all path
gen/op helpers into this module.

Further tweak include:
- moving `path_arrays_from_ohlc()` back to module level
- slice out the last xy datum for `OHLCBarsAsCurveFmtr` 1d formatting
- always copy the new x-value from the source to `.x_nd`
2023-01-10 12:42:25 -05:00
Tyler Goodlet b1ad1f2af1 Drop diff state tracking in formatter
This was a major cause of error (particularly trying to get epoch
indexing working) and really isn't necessary; instead just have
`.diff()` always read from the underlying source array for current
index-step diffing and append/prepend slice construction.

Allows us to,
- drop `._last_read` state management and thus usage.
- better handle startup indexing by setting `.xy_nd_start/stop` to
  `None` initially so that the first update can be done in one large
  prepend.
- better understand and document the step curve "slice back to previous
  level" logic which is now heavily commented B)
- drop all the `slice_to_head` stuff from and instead allow each
  formatter to choose it's 1d segmenting.
2023-01-10 12:42:25 -05:00
Tyler Goodlet 1bee6e3150 Explicitly enable chart widget yranging in display init 2023-01-10 12:42:25 -05:00
Tyler Goodlet ede2edc85c Enable/disable vlm chart yranging (TO SQUASH) 2023-01-10 12:42:25 -05:00
Tyler Goodlet 27b2daa448 Don't disable non-enabled vlm chart y-autoranging 2023-01-10 12:42:25 -05:00
Tyler Goodlet 620152d783 Comment out bps for time indexing 2023-01-10 12:42:25 -05:00
Tyler Goodlet a13b7aab7c Call `Viz.bars_range()` from display loop 2023-01-10 12:42:25 -05:00
Tyler Goodlet 5cff7a7193 TOSQUASH: f5dcf1dc (viz index field) 2023-01-10 12:42:25 -05:00
Tyler Goodlet 83b3cac807 Fix `.default_view()` to view-left-of-data 2023-01-10 12:42:25 -05:00
Tyler Goodlet 166f97c8af Add `Viz.index_field: str`, pass to graphics objs
In an effort to make it easy to override the indexing scheme.

Further, this repairs the `.datums_range()` special case to handle when
the view box is to-the-right-of the data set (i.e. l > datum_start).
2023-01-10 12:42:25 -05:00
Tyler Goodlet 0751f51cfa Expect `index_field: str` in all graphics objects 2023-01-10 12:42:25 -05:00
Tyler Goodlet 3096b206d9 TOSQUASH: 2dc706aa (.default_view w time) 2023-01-10 12:42:25 -05:00
Tyler Goodlet 16d5ea5b33 Frame ticks in helper routine
Wow, turns out tick framing was totally borked since we weren't framing
on "greater then throttle period long waits" XD

This moves all the framing logic into a common func and calls it in
every case:
- every (normal) "pre throttle period expires" quote receive
- each "no new quote before throttle period expires" (slow case)
- each "no clearing tick yet received" / only burst on clears case
2023-01-10 12:42:25 -05:00
Tyler Goodlet ac0166f936 Facepalm: pass correct flume to each FSP chart group.. 2023-01-10 12:42:25 -05:00
Tyler Goodlet 925849b5e4 Attempt to make `.default_view()` time-index ready
As in make the call to `Flume.slice_from_time()` to try and convert any
time index values from the view range to array-indices; all untested
atm.

Also drop some old/unused/moved methods:
- `._set_xlimits()`
- `.bars_range()`
- `.curve_width_pxs()`

and fix some `flow` -> `viz` var naming.
2023-01-10 12:42:25 -05:00
Tyler Goodlet bd2abcb91f Simplify formatter update methodology
Don't expect values (array + slice) to be returned and applied by
`.incr_update_xy_nd()` and instead presume this will implemented
internally in each (sub)formatter.

Attempt to simplify some incr-update routines, (particularly in the step
curve formatter, though most of it was reverted to just a simpler form
of the original implementation XD) including:
- dropping the need for the `slice_to_head: int` control.
- using the `xy_nd_start/stop` index counters over custom lookups.
2023-01-10 12:42:25 -05:00
Tyler Goodlet 97feb195e6 TOSQUASH: f3d757c2 (flow->viz) 2023-01-10 12:42:25 -05:00
Tyler Goodlet c084a1122a First attempt, field-index agnostic formatting
Remove harcoded `'index'` field refs from all formatters in a first
attempt at moving towards epoch-time alignment (though don't actually
use it it yet).

Adjustments to the formatter interface:
- property for `.xy_nd` the x/y nd arrays.
- property for and `.xy_slice` the nd format array(s) start->stop index
  slice.

Internal routine tweaks:
- drop `read_src_from_key` and always pass full source array on updates
  and adjust handlers to expect to have to index the data field of
  interest.
- set `.last_read` right after update calls instead of after 1d
  conversion.
- drop `slice_to_head` array read slicing.
- add some debug points for testing 'time' indexing (though not used
  here yet).
- add `.x_nd` array update logic for when the `.index_field` is not
  'index' - i.e. when we begin to try and support epoch time.
- simplify some new y_nd updates to not require use of `np.broadcast()`
  where possible.
2023-01-10 12:42:25 -05:00
Tyler Goodlet 1b9f6a7152 Pepper render routines with time-slice calls 2023-01-10 12:42:25 -05:00
Tyler Goodlet 3574548fe2 Add `Viz.bars_range()` (moved from chart API)
Call it from view kb loop.
2023-01-10 12:42:25 -05:00
Tyler Goodlet 598b1e2787 Make `Viz.slice_from_time()` take input array
Probably means it doesn't need to be a `Flume` method but it's
convenient to expect the caller to pass in the `np.ndarray` with
a `'time'` field instead of a `timeframe: str` arg; also, return the
slice mask instead of the sliced array as output (again allowing the
caller to do any slicing). Also, handle the slice-outside-time-range
case by just returning the entire index range with a `None` mask.

Adjust `Viz.view_data()` to instead do timeframe (for rt vs. hist shm
array) lookup and equiv array slicing with the returned mask.
2023-01-10 12:42:25 -05:00
Tyler Goodlet cb85079cf1 Add breakpoint on -ve range for now 2023-01-10 12:42:25 -05:00
Tyler Goodlet 670ba169e9 Copy timestamps from source to FSP dest buffer 2023-01-10 12:06:03 -05:00
Tyler Goodlet 3cf590eedf `Order.symbol` is a `str`.. 2023-01-10 12:06:03 -05:00
Tyler Goodlet d839fcb8e7 Avoid key error on already popped cancel 2023-01-10 12:06:03 -05:00
Tyler Goodlet 42faaa9870 Go back to hard-coded index field
Turns out https://github.com/numba/numba/issues/8622 is real
and the suggested `numba.literally` hack doesn't seem to work..
2023-01-10 12:05:57 -05:00
Tyler Goodlet b078235414 Move `ui._compression`/`._pathops` to `.data` subpkg
Since these modules no longer contain Qt specific code we might
as well include them in the data sub-package.

Also, add `IncrementalFormatter.index_field` as single point to def the
indexing field that should be used for all x-domain graphics-data
rendering.
2023-01-10 12:05:57 -05:00
Tyler Goodlet 03e6a00efd Add some data-flows jargon notes (re: #270) 2023-01-10 12:05:57 -05:00
Tyler Goodlet 1bfcda70ae Rename `.ui._flows.py` -> `.ui._render.py` 2023-01-10 12:05:57 -05:00
Tyler Goodlet 498ed8757c Rename `._flumes.py` -> `.flows.py` 2023-01-10 12:05:57 -05:00