Was broken since the `_adhoc_futes_set` rework a while back. Removes the
cmdty symbols from that set into a new one and fixes the contract
case block to catch `Contract(secType='CMDTY')` case. Also makes
`Client.search_symbols()` return details `dict`s so that `piker search`
will work again..
Since higher level charting and fsp management need access to the
new `Flume` indexing apis this adjusts some func sigs to pass through
(and/or create) flume instances:
- `LinkedSplits.add_plot()` and dependents.
- `ChartPlotWidget.draw_curve()` and deps, and it now returns a `Flow`.
- `.ui._fsp.open_fsp_admin()` and `FspAdmin.open_fsp_ui()` related
methods => now we wrap the destination fsp shm in a flume on the admin
side and is returned from `.start_engine_method()`.
Drop a bunch of (unused) chart widget methods including some already
moved to flume methods: `.get_index()`, `.in_view()`,
`.last_bar_in_view()`, `.is_valid_index()`.
Move to expect and process new by-tick-event frames where the display
loop can now just iterate the most recent tick events by type instead of
the entire tick history sequence - thus we reduce iterations inside the
update loop.
Also, go back to use using the detected display's refresh rate (minus 6)
as the default feed requested throttle rate since we can now handle
much more bursty-ness in display updates thanks to the new framing
format B)
Factor out the chart widget creation since it's only executed once
during rendering of the first feed/flow whilst keeping plotitem overlay
creation inside the (flume oriented) init loop. Only create one vlm and
FSP chart/chain for now until we figure out if we want FSPs overlayed by
default or selected based on the "front" symbol in use. Add a default
color-palette set using shades of gray when plotting overlays. Presume
that the display loop's quote throttle rate should be uniformly
distributed over all input symbol-feeds for now. Restore feed pausing on
mouse interaction.
Initial support for real-time multi-symbol overlay charts using an
aggregate feed delivered by `Feed.open_multi_stream()`.
The setup steps for constructing the overlayed plot items is still very
very rough and will likely provide incentive for better refactoring high
level "charting APIs". For each fqsn passed into `display_symbol_data()`
we now synchronously,
- create a single call to `LinkedSplits.plot_ohlc_main() -> `ChartPlotWidget`
where we cache the chart in scope and for all other "sibling" fqsns
we,
- make a call to `ChartPlotWidget.overlay_plotitem()` -> `PlotItem`, hide its axes,
make another call with this plotitem input to
`ChartPlotWidget.draw_curve()`, set a sym-specific view box auto-yrange maxmin callback,
register the plotitem in a global `pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {}`
Once all plots have been created we then asynchronously for each symbol,
- maybe create a volume chart and register it in a similar task-global
table: `vlms: dict[str, ChartPlotWidget] = {}`
- start fsp displays for each symbol
Then common entrypoints are entered once for all symbols:
- a single `graphics_update_loop()` loop-task is started wherein
real-time graphics update components for each symbol are created,
* `L1Labels`
* y-axis last clearing price stickies
* `maxmin()` auto-ranger
* `DisplayState` (stored in a table `dss: dict[str, DisplayState] = {}`)
* an `increment_history_view()` task
and a single call to `Feed.open_multi_stream()` is used to create
a symbol-multiplexed quote stream which drives a single loop over all
symbols wherein for each quote the appropriate components are looked
up and passed to `graphics_update_cycle()`.
- a single call to `open_order_mode()` is made with the first symbol
provided as input, though eventually we want to support passing in the
entire list.
Further internal implementation details:
- special tweaks to the `pg.LinearRegionItem` setup wherein the region
is added with a zero opacity and *after* all plotitem overlays to
avoid and issue where overlays weren't being shown within the region
area in the history chart.
- all symbol-specific graphics oriented update calls are adjusted to
pass in the fqsn:
* `update_fsp_chart()`
* `ChartView._set_yrange()`
* ChartPlotWidget.update_graphics_from_flow()`
- avoid a double increment on sample step updates by not calling the
increment on any vlm chart since it seems the vlm-ohlc chart linking
already takes care of this now?
- use global counters for the last epoch time step to avoid incrementing
all views more then once per new time step given underlying shm array
buffers may be on different array-index values from one another.
Main "public" API change is to make `GodWidget.get/set_chart_symbol()`
accept and cache-on fqsn tuples to allow handling overlayed chart groups
and adjust method names to be plural to match.
Wrt `LinkedSplits`,
- create all chart widget axes with a `None` plotitem argument and set
the `.pi` field after axis creation (since apparently we have another
object reference causality dilemma..)
- set a monkeyed `PlotItem.chart_widget` for use in axes that still need
the widget reference.
- drop feed pause/resume for now since it's leaking feed tasks on the
`brokerd` side and we probably don't really need it any more, and if
we still do it should be done on the feed not the flume.
Wrt `ChartPlotItem`,
- drop `._add_sticky()` and use the `Axis` method instead and add some
overlay + axis sanity checks.
- refactor `.draw_ohlc()` to be a lighter wrapper around a call to
`.add_plot()`.
We have this method on our `ChartPlotWidget` but it makes more sense to
directly associate axis-labels with, well, the label's parent axis XD.
We add `._stickies: dict[str, YAxisLabel]` to replace
`ChartPlotWidget._ysticks` and pass in the `pg.PlotItem` to each axis
instance, stored as `Axis.pi` instead of handing around linked split
references (which are way out of scope for a single axis).
More work needs to be done to remove dependence on `.chart:
ChartPlotWidget` references in the date axis type as per comments.
Comments out the pixel-cache resetting since it doesn't seem we need it
any more to avoid draw oddities?
For `.fast_path` appends, this nearly got it working except the new path
segments are either not being connected correctly (step curve) or not
being drawn in full since the history path (plain line).
Leaving the attempted code commented in for a retry in the future; my
best guesses are that maybe,
- `.connectPath()` call is being done with incorrect segment length
and/or start point.
- the "appended" data: `appended = array[-append_len-1:slice_to_head]`
(done inside the formatter) isn't correct (i.e. endpoint handling
considering a path append) and needs special handling for different
curve types?
Ensure `.boundingRect()` calcs and `.draw_last_datum()` do geo-sizing
based on source data instead of presuming some `1.0` unit steps in some
spots; we need this to support an epoch index as is needed for overlays.
Further, clean out a bunch of old bounding rect calc code and add some
commented code for trying out `QRectF.united()` on the path + last datum
curve segment. Turns out that approach is slower as per eyeballing the
added profiler points.
After trying to hack epoch indexed time series and failing miserably,
decided to properly factor out all formatting routines into a common
subsystem API: ``IncrementalFormatter`` which provides the interface for
incrementally updating and tracking pre-path-graphics formatted data.
Previously this functionality was mangled into our `Renderer` (which
also does the work of `QPath` generation and update) but splitting it
out also preps for being able to do graphics-buffer downsampling and
caching on a remote host B)
The ``IncrementalFormatter`` (parent type) has the default behaviour of
tracking a single field-array on some source `ShmArray`, updating
a flattened `numpy.ndarray` in-mem allocation, and providing a default
1d conversion for pre-downsampling and path generation.
Changed out of `Renderer`,
- `.allocate_xy()`, `update_xy()` and `format_xy()` all are moved to
more explicitly named formatter methods.
- all `.x/y_data` nd array management and update
- "last view range" tracking
- `.last_read`, `.diff()`
- now calls `IncrementalFormatter.format_to_1d()` inside `.render()`
The new API gets,
- `.diff()`, `.last_read`
- all view range diff tracking through `.track_inview_range()`.
- better nd format array names: `.x/y_nd`, `xy_nd_start/stop`.
- `.format_to_1d()` which renders pre-path formatted arrays ready for
both m4 sampling and path gen.
- better explicit overloadable formatting method names:
* `.allocate_xy()` -> `.allocate_xy_nd()`
* `.update_xy()` -> `.incr_update_xy_nd()`
* `.format_xy()` -> `.format_xy_nd_to_1d()`
Finally this implements per-graphics-type formatters which define
each set up related formatting routines:
- `OHLCBarsFmtr`: std multi-line style bars
- `OHLCBarsAsCurveFmtr`: draws an interpolated line for ohlc sampled data
- `StepCurveFmtr`: handles vlm style curves
Guillermo Rodriguez
Guillermo Rodriguez
Tyler Goodlet
goodboy