Commit Graph

3670 Commits (3e5da64571c8d6ebf71f63f5c81cf821ed3dea03)

Author SHA1 Message Date
Tyler Goodlet dfe4473c9a Yield history `dict`s, add a `flow_rates` fsp 2022-02-07 12:53:30 -05:00
Tyler Goodlet 1aae40cdeb Expect multi-output fsps to yield a `dict` of history arrays 2022-02-07 12:53:30 -05:00
Tyler Goodlet 8118a57b9a Guard against no time field in some provider quotes 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5952e7f538 Add dark vlm deduplication support via flag 2022-02-07 12:53:30 -05:00
goodboy cef2cdd6b6
Merge pull request #271 from pikers/ib_mkt_closed
Ib mkt closed
2022-02-07 11:13:40 -05:00
Tyler Goodlet 16c04e11e4 Comment out nan-price assert previously for `ib` in ems clear tasks 2022-02-07 09:49:45 -05:00
Tyler Goodlet 9bfad86c29 Drop timeout-cancel block 2022-02-07 09:49:45 -05:00
Tyler Goodlet a9d42b374f ib: Allow history backfilling even when markets are closed 2022-02-07 09:49:45 -05:00
goodboy 43b39d3b6b
Merge pull request #275 from pikers/py3.10_support
Py3.10 support
2022-02-07 09:48:54 -05:00
Tyler Goodlet 174590ee88 Note 3.10 support and add msgspec as dep 2022-02-07 09:41:13 -05:00
Tyler Goodlet 00a90e7390 Change dpi log msg back to debug 2022-02-07 09:36:07 -05:00
Tyler Goodlet 1aaa382036 Avoid null index race-error during startup 2022-02-07 09:36:07 -05:00
Tyler Goodlet 999d3efdd7 Another `int` required 2022-02-07 09:36:07 -05:00
Tyler Goodlet f63a7c497d Latest `PyQt5` expects `ints` for widget sizings 2022-02-07 09:36:07 -05:00
goodboy 022f90df09
Merge pull request #269 from pikers/default_multiplier
Add default for multiplier var
2022-02-02 20:52:26 -05:00
Guillermo Rodriguez 82d1b85b09
Add default for multiplier var 2022-02-02 20:46:45 -03:00
goodboy a2698c73b5
Merge pull request #260 from pikers/dark_vlm
Dark vlm
2022-01-30 14:10:19 -05:00
Tyler Goodlet 20a24283a1 Link to `tractor`'s master branch instead of pin 2022-01-30 12:52:46 -05:00
Tyler Goodlet bb8fade16f Update `msgpub` import from `tractor.experimental` 2022-01-30 12:46:54 -05:00
Tyler Goodlet 296863348d Update imports to `tractor.msg.NamespacePath` 2022-01-30 12:46:20 -05:00
Tyler Goodlet 95b31cbc0f Drop references to deprecated `tractor.msg.pub` 2022-01-29 12:44:45 -05:00
Tyler Goodlet 6a0fba1eb3 Support maxmin over multiple arrays; Keep dark vlm in view 2022-01-28 11:45:47 -05:00
Tyler Goodlet 06934be047 Overlay dark $volume B) 2022-01-28 08:46:24 -05:00
Tyler Goodlet 28b5be0719 Accumulate dark vlm ticks independently per sample step 2022-01-28 08:46:04 -05:00
Tyler Goodlet 67de8f24b9 Init history output with `np.zeros()` 2022-01-28 08:45:28 -05:00
Tyler Goodlet b112f24e7e Drop old commented cruft, use `Fsp.name` 2022-01-28 07:51:13 -05:00
Tyler Goodlet bd2460846e Decorate momo routines 2022-01-28 07:43:49 -05:00
Tyler Goodlet be93ded0e5 Log fsp registy entries in `cascade` startup 2022-01-28 07:43:23 -05:00
Tyler Goodlet 9d9929fb89 Drop old `wrapt` cruft, add `Fsp.name` 2022-01-28 07:18:14 -05:00
Tyler Goodlet cc5390376c Use `Fsp` abstration layer through engine and UI
Instead of referencing the remote processing funcs by a `str` name start
embracing the new `@fsp`/`Fsp` API such that wrapped processing
functions are first class APIs.

Summary of the changeset:
- move and load the fsp built-in set in the new `.fsp._api` module
- handle processors ("fsps") which want to yield multiple keyed-values
  (interleaved in time) by expecting both history that is keyed and
  assigned to the appropriate struct-array field, *and* real-time
  `yield`ed value in tuples of the form `tuple[str, float]` such that
  any one (async) processing function can deliver multiple outputs from
  the same base calculation.
- drop `maybe_mk_fsp_shm()` from UI module
- expect and manage `Fsp` instances (`@fsp` decorated funcs) throughout
  the UI code, particularly the `FspAdmin` layer.
2022-01-27 18:57:16 -05:00
Tyler Goodlet 72f4474273 Use new decorator on volume fsp routines 2022-01-27 09:08:03 -05:00
Tyler Goodlet c6a3c66e7e WIP start a `@piker.fsp` API for registering processors 2022-01-26 14:38:49 -05:00
Tyler Goodlet 13b8807f1f Print dark trades to console for the moment 2022-01-26 13:48:21 -05:00
Tyler Goodlet 55cfe6082b Re-key ib's 'unreportable trades' (tick 48) as 2022-01-26 13:48:21 -05:00
goodboy 8fe2bd6614
Merge pull request #259 from pikers/overlayed_dvlm
Overlayed $vlm
2022-01-26 13:47:52 -05:00
Tyler Goodlet d351fe14a8 Annoying doc string(s) 2022-01-25 08:30:00 -05:00
Tyler Goodlet 4e884aec6c Fix bottom axis check logic for overlays, try out some px perfection 2022-01-25 08:30:00 -05:00
Tyler Goodlet 7b21ddd27f Allow passing in parent to `Label` 2022-01-25 08:30:00 -05:00
Tyler Goodlet fd31b843b9 Hide the unit vlm after the $vlm is up
Since more curves costs more processing and since the vlm and $vlm
curves are normally very close to the same (graphically) we hide the
unit volume curve once the dollar volume is up (after the fsp daemon-task is
spawned) and just expect the user to understand the diff in axes units.
Also, use the new `title=` api to `.overlay_plotitem()`.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 7f4546b71f Use overlay api to access multi-axes by name 2022-01-25 08:30:00 -05:00
Tyler Goodlet f5eb34c4d7 Make axes labels more pixel perfect 2022-01-25 08:30:00 -05:00
Tyler Goodlet c7a588cf25 Pop vlm chart from subplots to avoid double render 2022-01-25 08:30:00 -05:00
Tyler Goodlet 5c2d3125b4 Add vlm axis titles and humanized $vlm y-range 2022-01-25 08:30:00 -05:00
Tyler Goodlet f011234285 Type annot and docs updates in anchors mod 2022-01-25 08:30:00 -05:00
Tyler Goodlet ce7c174059 Add `Axis.set_title()` for hipper labelling
Use our internal `Label` with much better dpi based sizing of text and
placement below the y-axis ticks area for more minimalism and less
clutter.

Play around with `lru_cache` on axis label bounding rects and for now
just hack sizing by subtracting half the text height (not sure why) from
the width to avoid over-extension / overlap with any adjacent axis.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 94b6f370a9 Allow axis kwargs passthrough 2022-01-25 08:30:00 -05:00
Tyler Goodlet 349040dbf0 Revert cursor rate limit settings 2022-01-25 08:30:00 -05:00
Tyler Goodlet 80079105fc Add custom `.formatter` support to our `PriceAxis`
Allow passing in a formatter function for processing tick values on an
axis. This makes it easy to for example, `piker.calc.humanize()` dollar
volume on a subchart.

Factor `set_min_tick()` into the `PriceAxis` since it's not used on any
x-axis data thus far.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 8911c3c8ed Add support for "humanized" axes tick values 2022-01-25 08:30:00 -05:00
goodboy a40e949940
Merge pull request #258 from pikers/fsp_ui_mod
Fsp UI mod
2022-01-25 08:29:27 -05:00