Tyler Goodlet
0b5250d5e3
Plot the vlm rate (per min) taken verbatim from ib
2022-02-07 12:53:30 -05:00
Tyler Goodlet
97c2f86092
TOSQUASH, fix separate vlm vs trade rate
2022-02-07 12:53:30 -05:00
Tyler Goodlet
f3289c1977
Create source length zeroed arrays from yielded `None` fsp history
2022-02-07 12:53:30 -05:00
Tyler Goodlet
4e96dd09e3
Add a `.text_color` property to our axes types
2022-02-07 12:53:30 -05:00
Tyler Goodlet
b81209e78e
Ensure `sym` arg is a `str`
2022-02-07 12:53:30 -05:00
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
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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
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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
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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
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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
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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
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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