Commit Graph

578 Commits (48c70e8ae499465b63b5b93eaaeffa8b91ff177b)

Author SHA1 Message Date
Tyler Goodlet 48c70e8ae4 better readme 2020-10-02 12:13:28 -04:00
Tyler Goodlet 0e513599eb Info log fsp output for now 2020-10-02 12:13:28 -04:00
Tyler Goodlet f1b72dfd6b Better bg color, tweak margins. 2020-10-02 12:13:28 -04:00
Tyler Goodlet 17d205f773 Add proper x-axis time-stamping 2020-10-02 12:13:28 -04:00
Tyler Goodlet ea2a675adf Use dashed crosshair, simplify x-axis alloc 2020-10-02 12:13:28 -04:00
Tyler Goodlet 387a696232 Even more colors 2020-10-02 12:13:28 -04:00
Tyler Goodlet fca6257152 Use dashed lines for crosshair 2020-10-02 12:13:28 -04:00
Tyler Goodlet 7a245ddda4 Add and update y-sticky labels on new price data 2020-10-02 12:13:28 -04:00
Tyler Goodlet 363d4cf609 Start color map 2020-10-02 12:13:28 -04:00
Tyler Goodlet d7466a58b4 Add updateable y-sticky label 2020-10-02 12:13:28 -04:00
Tyler Goodlet 8d29338174 Cleanup latency tracker 2020-10-02 12:13:28 -04:00
Tyler Goodlet 58b2e7e395 Refer to main chart's data for date axis 2020-10-02 12:13:28 -04:00
Tyler Goodlet f46fa99a6e Add "contents" labels to charts
Add a default "contents label" (eg. OHLC values for bar charts) to each
chart and update on crosshair interaction.

Few technical changes to make this happen:
- adjust bar graphics to have the HL line be in the "middle" of the
  underlying arrays' "index range" in the containing view.
- add a label dict each chart's graphics name to a label + update routine
- use symbol names instead of this "main" identifier crap for referring to
  particular price curves/graphics
2020-10-02 12:13:28 -04:00
Tyler Goodlet 61e460a422 Start brokers.api module 2020-10-02 12:13:28 -04:00
Tyler Goodlet fd21f4b0fe WIP initial draft of FSP subsystem
This is a first attempt at a financial signal processing subsystem which
utilizes async generators for streaming frames of numpy array data
between actors. In this initial attempt the focus is on processing price
data and relaying it to the chart app for real-time display. So far this
seems to work (with decent latency) but much more work is likely needed
around improving the data model for even better latency and less data
duplication.

Surprisingly (or not?) a lot of simplifications to the charting code
came out of this in terms of conducting graphics updates in streaming
tasks instead of hiding them inside the obfuscated mess that is the
Qt-style-inheritance-OO-90s-trash. The goal from here on wards will be
to enforce strict semantics around reading and writing of data such that
state is kept outside "object trees" as much as possible and streaming
function semantics guide our flow model. Unsurprisingly, this reduction
in "instance state" is happening wherever we use `trio` ;)

A little summary on the technical changes:
- not going to explain the fsp system yet; it's too nascent and
  probably going to get some heavy editing.
- drop any "update" methods from the `LinkedCharts` type since each
  sub-chart will have it's own update task and thus a separate update
  loop; further individual graphics (per chart) may eventually require
  this same design.
- delete `ChartView`; moved into separate mod.
- add "stream from fsp" task to start our foray into real-time actor
  processed numpy streaming.
2020-10-02 12:13:28 -04:00
Tyler Goodlet edb32e8c2b Drop weird chart type enum 2020-10-02 12:13:28 -04:00
Tyler Goodlet 04e21a96da Use partial, pass kwargs to `tractor._main()` 2020-10-02 12:13:28 -04:00
Tyler Goodlet a29b7d9be5 Start "interaction" module 2020-10-02 12:13:28 -04:00
Tyler Goodlet 8a46f8d6ed Port monitor to normalized streams 2020-10-02 12:13:28 -04:00
Tyler Goodlet 241b2374e8 Port `DataFeed` api to broker specific normalizer routine 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9bbf0e0d7a Add a normalizer routine which emits quote differentials/ticks 2020-10-02 12:13:28 -04:00
Tyler Goodlet 81fb327fe1 Add `services` cmd for monitoring actors 2020-10-02 12:13:28 -04:00
Tyler Goodlet 65fb92eaff Flatten out chart tasks 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6b572eb0ef Add ravel() reference link 2020-10-02 12:13:28 -04:00
Tyler Goodlet 971b871647 Handle "mouse-not-on-plot" edge cases 2020-10-02 12:13:28 -04:00
Tyler Goodlet b2506b04f6 Attempt more reliable chart startup
Wait for a first actual real-time quote before starting graphics update
tasks. Use the new normalized tick format brokers are expected to emit
as a `quotes['ticks']` list. Auto detect time frame from historical
bars.
2020-10-02 12:13:28 -04:00
Tyler Goodlet d81f6620f5 Passthrough loglevel from qtractor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2eea946e5b Drop forkserver usage.
We've got the sweet and realable `trio` spawner now :)
2020-10-02 12:13:28 -04:00
Tyler Goodlet 1a143f6b16 Pass piker log level through to tractor for chart app 2020-10-02 12:13:28 -04:00
Tyler Goodlet 7a78c3a1c7 Add a couple more deps 2020-10-02 12:13:28 -04:00
Tyler Goodlet dc919fa676 Set tractor loglevel in cli config 2020-10-02 12:13:28 -04:00
Tyler Goodlet ec4f7476c5 Drop "pipfiles"; pipenv is getting the hard boot 2020-10-02 12:13:28 -04:00
Tyler Goodlet cb8215c203 Also log the payload 2020-10-02 12:13:28 -04:00
Tyler Goodlet 46c804db0b Support the `stream_quotes()` api in questrade backend 2020-10-02 12:13:28 -04:00
Tyler Goodlet ad519c10a9 Always just look up the current plot on mouse handling 2020-10-02 12:13:28 -04:00
Tyler Goodlet bbe02570b3 Allow for dynamically added plots
Add `ChartPlotWidget.add_plot()` to add sub charts for indicators which
can be updated independently. Clean up rt bar update code and drop some
legacy ohlc loading cruft.
2020-10-02 12:13:28 -04:00
Tyler Goodlet b4f1ec7960 Massively simplify the cross-hair monstrosity
Stop with all this "main chart" special treatment.
Manage all lines in the same way across all referenced plots.
Add `CrossHair.add_plot()` for adding new plots dynamically.

Just, smh.
2020-10-02 12:13:28 -04:00
Tyler Goodlet c56aee6347 Use array of names for lookup 2020-10-02 12:13:28 -04:00
Tyler Goodlet 788771bd75 Change name to qtractor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 3aebeb5801 Standardize ohlc dtype 2020-10-02 12:13:28 -04:00
Tyler Goodlet e5bca1e089 Fix import error 2020-10-02 12:13:28 -04:00
Tyler Goodlet 88fb7a8951 Handle overloaded arg 2020-10-02 12:13:28 -04:00
Tyler Goodlet 1a1e768126 Port to new data apis 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6802675637 Add kraken to backend list 2020-10-02 12:13:28 -04:00
Tyler Goodlet f9084b8650 Store lines graphics in struct array to simplify indexing 2020-10-02 12:13:28 -04:00
Tyler Goodlet 4ceffdd83f Drop kivy stuff from docs 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2dd596ec6c Deps bump 2020-10-02 12:13:28 -04:00
Tyler Goodlet b9224cd396 Add WIP real-time 5s bar charting 2020-10-02 12:13:28 -04:00
Tyler Goodlet 4c5bc19ec7 Always convert to posix time 2020-10-02 12:13:28 -04:00
Tyler Goodlet 5f89a2bf08 Make run_qtrio invoke tractor at top level 2020-10-02 12:13:28 -04:00