Commit Graph

3776 Commits (4131ff11520d5e1128e99a60540b5f4eab976b4f)

Author SHA1 Message Date
Tyler Goodlet 4027d683e9 Clean a buncha cruft from render mod 2023-02-13 12:27:58 -05:00
Tyler Goodlet 7afc9301ac 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.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 12c6d58c2a Drop bp blocks from formatters mod 2023-02-13 12:27:58 -05:00
Tyler Goodlet c5db7295e6 Fix query-mode cursor labels to work with epoch-indexing 2023-02-13 12:27:58 -05:00
Tyler Goodlet 02c3ea1743 Use `open_sample_stream()` in display loop 2023-02-13 12:27:58 -05:00
Tyler Goodlet 63f0567418 Drop `Flume.index_stream()`, `._sampling.open_sample_stream()` replaces it 2023-02-13 12:27:58 -05:00
Tyler Goodlet 3e17e52555 Add back another panes resize during startup 2023-02-13 12:27:58 -05:00
Tyler Goodlet 65dca16dc0 Always zero-on-step $vlm 2023-02-13 12:27:58 -05:00
Tyler Goodlet e742d18a6c 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.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 7e29c36a24 Modernize optional path variable type annots 2023-02-13 12:27:58 -05:00
Tyler Goodlet 4d2b5c8f86 Use `Curve.x_last()` for zoom focal point 2023-02-13 12:27:58 -05:00
Tyler Goodlet fe932a96a9 Make `PlotItemOverlay` add items inwards->out
Before this axes were being stacked from the outside in (for `'right'`
and 'bottom'` axes) which is somewhat non-intuitive for an `.append()`
operation. As such this change makes a symbol list stack a set of
`'right'` axes from left-to-right.

Details:
- rename `ComposeGridLayout.items` -> `.pitems`
- return `(int, list[AxisItem])` pairs from `.insert/append_plotitem()`
  and the down stream `PlotItemOverlay.add_plotitem()`.
- drop `PlotItemOverlay.overlays` and add it back as `@property` around
  the underlying `.layout.pitems`.
2023-02-13 12:27:58 -05:00
Tyler Goodlet c1b7063e3c Drop the legacy `relayed_from` cruft from our view box 2023-02-13 12:27:58 -05:00
goodboy 42d2f9e461
Merge pull request #452 from pikers/l1_compaction
Compact L1 labels
2023-02-13 11:21:26 -05:00
goodboy 31fc2d73ce
Merge pull request #459 from pikers/kraken_deposits_fixes
`kraken`: make pps work with arbitrary deposits
2023-02-12 16:17:23 -05:00
Tyler Goodlet 1346c33f04 `kraken`: make pps work with arbitrary deposits
Factor and fix dst <- src pair parsing into a new func
`get_likely_pair()` and use throughout initial position loading; solves
a parsing bug for src asset balances which aren't only 3 chars long..
a terrible assumption.
2023-02-12 15:52:48 -05:00
Tyler Goodlet cee6321a9f Do full marker width after line 2023-02-12 15:38:43 -05:00
Tyler Goodlet 1abed2ad9e Fix indent level 2023-02-12 15:38:43 -05:00
Tyler Goodlet 5bd6fa3cbf Make $vlm axis color same as clears 2023-02-12 15:38:43 -05:00
Tyler Goodlet a82911d8a9 Correctly load order mode for first fqsn in overlay set 2023-02-12 15:38:43 -05:00
Tyler Goodlet dc88364253 Move $vlm y-axis to LHS 2023-02-12 15:38:43 -05:00
Tyler Goodlet 4c51a68691 Better index step value scanning by checking with our expected set 2023-02-12 15:38:43 -05:00
Tyler Goodlet 42d3537516 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?
2023-02-12 15:38:43 -05:00
Tyler Goodlet 3fd394d693 Use static `L1Label._x_br_offset` as l1 label length 2023-02-12 15:38:43 -05:00
Tyler Goodlet a7a08aced9 Drop l1 labels attr from chart widget 2023-02-12 15:38:43 -05:00
Tyler Goodlet 1d83fdb510 Handle empty `indexes` input edge case.. 2023-02-12 15:38:43 -05:00
Tyler Goodlet 924fcca463 TOSQUASH: 84f19308 (l1 rework) 2023-02-12 15:38:43 -05:00
Tyler Goodlet 26f497e2bb Set cursor label color to "bracket" 2023-02-12 15:38:43 -05:00
Tyler Goodlet e37e118a7e Don't set y-axis label colors to curve's, use the default from global scheme 2023-02-12 15:38:43 -05:00
Tyler Goodlet b2bb7f4923 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).
2023-02-12 15:38:43 -05:00
Tyler Goodlet 97b03bbfbb Move old label sizing cruft to label mod 2023-02-12 15:38:43 -05:00
goodboy d690ad2bab
Merge pull request #451 from pikers/epoch_indexing_and_dataviz_layer
Epoch indexing and dataviz layer
2023-02-12 14:27:43 -05:00
Guillermo Rodriguez 0f082ed9d4
Merge pull request #458 from pikers/missing_protobuf
Add missing protobuf dependency
2023-02-12 16:19:31 -03:00
Guillermo Rodriguez 2851a0ecc5
Add missing protobuf dependency 2023-02-12 16:07:42 -03:00
Tyler Goodlet 340045af77 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.
2023-02-12 13:55:26 -05:00
Tyler Goodlet c1988c4d8d 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`.
2023-02-12 13:55:26 -05:00
Tyler Goodlet 6a0c36922e Drop `._index_step` from formatters and instead defer to `Viz.index_step()` 2023-02-12 13:55:26 -05:00
Tyler Goodlet 459cbfdbad 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.
2023-02-12 13:55:26 -05:00
Tyler Goodlet fc17187ff4 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.
2023-02-12 13:55:26 -05:00
Tyler Goodlet a7d78a3f40 Use left-style index search on RHS scan as well 2023-02-12 13:55:26 -05:00
Tyler Goodlet 7ce3f10e73 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.
2023-02-12 13:55:26 -05:00
Tyler Goodlet bfc6014ad3 Fix history array name 2023-02-12 13:55:26 -05:00
Tyler Goodlet a5eed8fc1e 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.
2023-02-12 13:55:26 -05:00
Tyler Goodlet cdec4782f0 Add commented append slice-len sanity check 2023-02-12 13:55:26 -05:00
Tyler Goodlet f30a48b82c Use `np.diff()` on last 16 samples instead of only last datum pair 2023-02-12 13:55:26 -05:00
Tyler Goodlet 98de22a740 Enable the experimental `QPrivatePath` functionality from latest `pyqtgraph` 2023-02-12 13:55:26 -05:00
Tyler Goodlet efbb8e86d4 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.
2023-02-12 13:55:26 -05:00
Tyler Goodlet b6521498f4 Make `.increment_view()` take in a `datums: int` and always scale it by sample step size 2023-02-12 13:55:26 -05:00
Tyler Goodlet 06f1b94147 Make `Viz.incr_info()` do treading with time-index, and appending with array-index 2023-02-12 13:55:26 -05:00
Tyler Goodlet ffb57f0256 Rename `reset` -> `reset_cache` 2023-02-12 13:55:26 -05:00