Commit Graph

3165 Commits (5c610554112af28dbef52241e4c1f89117b5b6cc)

Author SHA1 Message Date
Tyler Goodlet 972b723a5d Skip overlay transform calcs on common-pi curves
If there is a common `PlotItem` used for a set of `Viz`/curves (on
a given view) we don't need to do overlay scaling and thus can also
short circuit the viz iteration loop early.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 74c215d5b2 Lel, always meant to no-cache the step curve.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet c646b435bf Incrementally set vlm chart yrange per quote 2023-03-10 18:20:22 -05:00
Tyler Goodlet 0a939311fe Only set the specific view's yrange per quote
Somewhat of a facepalm but, for incremental update of the auto-yrange
from quotes in the display loop obviously we only want to update the
associated `Viz`/viewbox for *that* fqsn. Further we don't need to worry
about the whole "tick margin" stuff since `._set_yrange()` already adds
margin to the yrange by default; thus we remove all of that.
2023-03-10 18:20:22 -05:00
Tyler Goodlet a7db6adc2e Always set the `ChartView._viz` for each plot 2023-03-10 18:20:22 -05:00
Tyler Goodlet c57567ab0d No-overlays, y-ranging optimizations
When the caller passes `do_overlay_scaling=False` we skip the given
chart's `Viz` iteration loop, and set the yrange immediately, then
continue to the next chart (if `do_linked_charts` is set) instead of
a `continue` short circuit within the viz sub-loop.

Deats:
- add a `_maybe_calc_yrange()` helper which makes the `yranges`
  provided-or-not case logic more terse (factored).
- add a `do_linked_charts=False` short circuit.
- drop the legacy commented swing % calcs stuff.
- use the `ChartView._viz` when `do_overlay_scaling=False` thus
  presuming that we want to handle the viz mapped to *this* view box.
- add a `._yrange` "last set yrange" tracking var which keeps record of
  the last ymn/ymx value set in `._set_yrange()` BEFORE doing range
  margins; this will be used for incremental update in the display loop.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 3daee0caa9 Disable overlay scaling on per-symbol-feed updates
Since each symbol's feed is multiplexed by quote key (an fqsn), we can
avoid scaling overlay curves on any single update, presuming each quote
driven cycle will trigger **only** the specific symbol's curve.

Also disables fsp `.interact_graphics_cycle()` calls for now since it
seems they aren't really that critical to and we should be using the
same technique as above (doing incremental y-range checks/updates) for
FSPs as well.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 6ea64a7d2e Iterate all charts (widgets) when only one overlay
The reason (fsp) subcharts were not linked-updating correctly was
because of the early termination of the interact update loop when only
one "overlay" (aka no other overlays then the main curve) is detected.
Obviously in this case we still need to iterate all linked charts in the
set (presuming the user doesn't disable this).

Also tweaks a few internals:
- rename `start_datums: dict` -> `overlay_table`.
- compact all "single curve" checks to one logic block.
- don't collect curve info into the `overlay_table: dict` when
  `do_overlay_scaling=True`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 25cf8df367 Pass windowed y-mxmn to `.interact_graphics_cycle()` calls in display loop 2023-03-10 18:20:22 -05:00
Tyler Goodlet 91d41ebf76 Allow y-range input via a `yranges: dict[Viz, tuple[float, float]]` 2023-03-10 18:20:22 -05:00
Tyler Goodlet c690e141e1 Don't unset `Viz.render` for unit vlm
Such that we still y-range auto-sort inside
`ChartView.interact_graphics_cycle()` still runs on the unit vlm axis
and we always size such that the y-label stays in view.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 2ed43c0758 Fix profiler f-string 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7a83a7288c Update profile msgs to new apis 2023-03-10 18:20:22 -05:00
Tyler Goodlet 9930f25ad3 Move axis hiding into `.overlay_plotitem()`
Since we pretty much always want the 'bottom' and any side that is not
declared by the caller move the axis hides into this method. Lets us
drop the same calls in `.ui._fsp` and `._display`.

This also disables the auto-ranging back-linking for now since it
doesn't seem to be working quite yet?
2023-03-10 18:20:22 -05:00
Tyler Goodlet 5dd69b2295 Better handle dynamic registry sampler broadcasts
In situations where clients are (dynamically) subscribing *while*
broadcasts are starting to taking place we need to handle the
`set`-modified-during-iteration case. This scenario seems to be more
common during races on concurrent startup of multiple symbols. The
solution here is to use another set to take note of subscribers which
are successfully sent-to and then skipping them on re-try.

This also contains an attempt to exception-handle throttled stream
overruns caused by higher frequency feeds (like binance) pushing more
quotes then can be handled during (UI) client startup.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 246d07021e Drop old loop and wait on fsp engine tasks startups 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7ebcd6d734 Comment out all median usage, turns out it's uneeded.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5a8fd42c0c Lul, actually scaled main chart from linked set
This was a subtle logic error when building the `plots: dict` we weren't
adding the "main (ohlc or other source) chart" from the `LinkedSplits`
set when interacting with some sub-chart from `.subplots`..

Further this tries out bypassing `numpy.median()` altogether by just
using `median = (ymx - ymn) / 2` which should be nearly the same?
2023-03-10 18:20:22 -05:00
Tyler Goodlet 517c68f3ad Use `._pathops.slice_from_time()` for overlay intersects
It's way faster since it uses a uniform time arithmetic to narrow the
`numpy.searchsorted()` range before actually doing the index search B)
2023-03-10 18:20:22 -05:00
Tyler Goodlet ea84505682 Don't scale overlays on linked from display loop
In the (incrementally updated) display loop we have range logic that is
incrementally updated in real-time by streams, as such we don't really
need to update all linked chart's (for any given, currently updated
chart) y-ranges on calls of each separate (sub-)chart's
`ChartView.interact_graphics_cycle()`. In practise there are plenty of
cases where resizing in one chart (say the vlm fsps sub-plot) requires
a y-range re-calc but not in the OHLC price chart. Therefore
we always avoid doing more resizing then necessary despite it resulting
in potentially more method call overhead (which will later be justified
by better leveraging incrementally updated `Viz.maxmin()` and
`media_from_range()` calcs).
2023-03-10 18:20:22 -05:00
Tyler Goodlet 5eaca18ee0 Don't skip overlay scaling in disp-loop for now 2023-03-10 18:20:22 -05:00
Tyler Goodlet e06d4b405d Add linked charts guard-flag for use in display loop 2023-03-10 18:20:22 -05:00
Tyler Goodlet cf67c790e5 Use new cached median method in overlay scaling
Massively speeds up scaling transform cycles (duh).

Also includes a draft for an "overlay transform" type/api; obviously
still a WIP 🏄..
2023-03-10 18:20:22 -05:00
Tyler Goodlet ec8679ad74 Add `Viz.median_from_range()`
A super snappy `numpy.median()` calculator (per input range) which we
slap an `lru_cache` on thanks to handy dunder method hacks for such
things on mutable types XD
2023-03-10 18:20:22 -05:00
Tyler Goodlet 9418f53244 Speed up ranging in display loop
use the new `do_overlay_scaling: bool` since we know each feed will have
its own updates (cuz multiplexed by feed..) and we can avoid
ranging/scaling overlays that will make their own calls.

Also, pass in the last datum "brighter" color for ohlc curves as it was
originally (and now that we can pass that styling bit through).
2023-03-10 18:20:22 -05:00
Tyler Goodlet 497174c687 Add full profiling to `.interact_graphics_cycle()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 481f1b3d7e Fix intersect detection using time indexing
Facepalm, obviously absolute array indexes are not going to necessarily
align vs. time over multiple feeds/history. Instead use
`np.searchsorted()` on whatever curve has the smallest support and find
the appropriate index of intersection in time so that alignment always
starts at a sensible reference.

Also adds a `debug_print: bool` input arg which can enable all the
prints when working on this.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 776ffd2b1c Factor curve-dispersion sorting into primary loop
We can determine the major curve (in view) in the first pass of all
`Viz`s so drop the 2nd loop and thus the `mxmn_groups: dict`. Also
simplifies logic for the case of only one (the major) curve in view.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 896259d9e4 When only one curve is in view, skip group ranging 2023-03-10 18:20:22 -05:00
Tyler Goodlet 89e2e7fc54 Adjust `.update_graphics()` to expect `in_view: bool` in `_fsp.py` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 32f21dc06b Drop `update_graphics_from_flow()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet a0fb84f55b Just warn log on bad intersect indexing errors (for now) 2023-03-10 18:20:22 -05:00
Tyler Goodlet fc6ccc306c Only set the major curve's range once (per render cycle)
Turns out this is a limitation of the `ViewBox.setYRange()` api: you
can't call it more then once and expect anything but the first call to
be applied without letting a render cycle run. As such, we wait until
the end of the log-linear scaling loop to finally apply the major curves
y-mx/mn after all minor curves have been evaluated.

This also drops all the debug prints (for now) to get a feel for latency
in production mode.
2023-03-10 18:20:22 -05:00
Tyler Goodlet c2dd255e8a Only remove axis from scene when in one 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7e421ba57b Drop `.group_maxmin()`
We ended up doing groups maxmin sorting at the interaction layer (new
the view box) and thus this method is no longer needed, though it was
the reference for the code now in `ChartView.interact_graphics_cycle()`.

Further this adds a `remove_axes: bool` arg to `.insert_plotitem()`
which can be used to drop axis entries from the inserted pi (though it
doesn't seem like we really ever need that?) and does the removal in
a separate loop to avoid removing axes before they are registered in
`ComposedGridLayout._pi2axes`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 0591cb09f6 Clean up cross-curve intersect point indexing
When there are `N`-curves we need to consider the smallest
x-data-support subset when figuring out for each major-minor pair such
that the "shorter" series is always returns aligned to the longer one.

This makes the var naming more explicit with `major/minor_i_start` as
well as clarifies more stringently a bunch of other variables and
explicitly uses the `minor_y_intersect` y value in the scaling transform
calcs. Also fixes some debug prints.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 052ce65682 3rdz the charm: log-linearize minor y-ranges to a major
In very close manner to the original (gut instinct) attempt, this
properly (y-axis-vertically) aligns and scales overlaid curves according
to what we are calling a "log-linearized y-range multi-plot" B)

The basic idea is that a simple returns measure (eg. `R = (p1 - p0)
/ p0`) applied to all curves gives a constant output `R` no matter the
price co-domain in use and thus gives a constant returns over all assets
in view styled scaling; a intuitive visual of returns correlation. The
reference point is for now the left-most point in view (or highest
common index available to all curves), though we can make this
a parameter based on user needs.

A slew of debug `print()`s are left in for now until we iron out the
remaining edge cases to do with re-scaling a major (dispersion) curve
based on a minor now requiring a larger log-linear y-range from that
previous major' range.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 52ac1053aa 2nd try: dispersion normalize y-ranges around median
In the dispersion swing calcs, use the series median from the in-view
data to determine swing proportions to apply on each "minor curve"
(series with lesser dispersion the one with the greatest). Track the
major `Viz` as before by max dispersion. Apply the dispersion swing
proportions to each minor curve-series in a third loop/pass of all
overlay groups: this ensures all overlays are dispersion normalized in
their ranges but, minor curves are currently (vertically) centered (vs.
the major) via their medians.

There is a ton of commented code from attempts to try and vertically
align minor curves to the major via the "first datum" in-view/available.
This still needs work and we may want to offer it as optional.

Also adds logic to allow skipping margin adjustments in `._set_yrange()`
if you pass `range_margin=None`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet dfc35253ea First draft, group y-minmax transform algo
On overlaid ohlc vizs we compute the largest max/min spread and
apply that maxmimum "up and down swing" proportion to each `Viz`'s
viewbox in the group.

We obviously still need to clip to the shortest x-range so that
it doesn't look exactly the same as before XD
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8a5b9f4e8c Rename `.maybe_downsample_graphics()` -> `.interact_graphics_cycle()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet f89e11fc7d Right, handle y-ranging multiple paths per plot
We were hacking this before using the whole `ChartView._maxmin()`
setting stuff since in some cases you might want similarly ranged paths
on the same view, but of course you need to max/min them together..

This adds that group sorting by using a table of `dict[PlotItem,
tuple[float, float]` and taking the abs highest/lowest value for each
plot in the viz interaction update loop.

Also removes the now commented signal registry calls and thus
`._yranger`, drops the `set_range: bool` from `._set_yrange` and adds
and extra `.maybe_downsample_graphics()` to the mouse wheel handler to
avoid a weird slow debounce where ds-ing is delayed until a further
interaction.
2023-03-10 18:20:22 -05:00
Tyler Goodlet fc73becd5f Drop Qt interaction signal usage
It's kind of hard to understand with the C++ fan-out to multiple views
(imo a cluster-f#$*&) and seems honestly just plain faster to loop (in
python) through all the linked view handlers XD

Core adjustments:
- make the panning and wheel-scroll handlers just call
  `.maybe_downsample_graphics()` directly; drop all signal emissions.
- make `.maybe_downsample_graphics()` loop through all vizs per subchart
  and use the new pipeline-style call sequence of:
  - `Viz.update_graphics() -> <read_slc>: tuple`
  - `Viz.maxmin(i_read_range=<read_slc>) -> yrange: tuple`
  - `Viz.plot.vb._set_yrange(yrange=yrange)`
  which inlines all the necessary calls in the most efficient way whilst
  leveraging `.maxmin()` caching and ymxmn-from-m4-during-render to
  boot.
- drop registering `._set_yrange()` for handling `.sigRangeChangedManually`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 223e9d999c Add first-draft `PlotItemOverlay.group_maxmin()`
Computes the maxmin values for each underlying plot's in-view range as
well as the max up/down swing (in percentage terms) from the plot with
most dispersion and returns a all these values plus a `dict` of plots to
their ranges as part of output.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 12883c3c90 Don't double send `enable_modules` and `debug_mode` in kwargs..
This broke non-disti-mode actor tree spawn / runtime, seemingly because
the cli entrypoint for a `piker chart` also sends these values down
through the call stack independently? Pretty sure we don't need to send
the `enable_modules` from the chart actor anyway.
2023-03-10 10:30:26 -05:00
Tyler Goodlet 44a3115539 Expose `drop_root_perms_for_ahab` from `pikerd` factories to `ahabd` 2023-03-09 18:42:24 -05:00
Tyler Goodlet 0772b4a0fa Hard code version from our container, predicate renaming 2023-03-09 18:42:24 -05:00
Tyler Goodlet 15064d94cb `ahabd`: Harden cancellation teardown (again XD)
Needed to move the startup sequence inside the `try:` block to guarantee
we always do the (now shielded) `.cancel()` call if we get a cancel
during startup.

Also, support an optional `started_afunc` field in the config if
backends want to just provide a one-off blocking async func to sync
container startup. Add a `drop_root_perms: bool` to allow persisting
sudo perms for testing or dyanmic container spawning purposes.
2023-03-09 18:42:24 -05:00
Tyler Goodlet 79b0db4449 Pass a config `tmp_dir: Path` to the runtime when testing 2023-03-09 15:37:43 -05:00
Tyler Goodlet 5aaa7f47dc Pull testing config dir from `tractor` runtime vars
Provides a more correct solution (particularly for distributed testing)
to override the `piker` configuration directory by reading the path from
a specific `tractor._state._runtime_vars` entry that can be provided by
the test harness.

Also fix some typing and comments.
2023-03-09 15:37:43 -05:00
Tyler Goodlet aa36abf36e Support passing `tractor` "actor runtime vars" down the runtime 2023-03-09 15:37:43 -05:00
Tyler Goodlet 75b7a8b56e `marketstore`: Pull default socket from server config 2023-03-09 15:37:43 -05:00
Tyler Goodlet 31392af427 Move enabled module defs to just above where used 2023-03-09 15:37:43 -05:00
Tyler Goodlet 6540c415c1 Lul, fix imports in elasticsearch block.. 2023-03-09 15:37:43 -05:00
Tyler Goodlet 6f92c6b52d Don't crash on a `xdotool` timeout.. 2023-03-09 15:37:43 -05:00
Tyler Goodlet 441243f83b Attempt to report `piker storage -d <fqsn>` errors
Not really sure there's much we can do besides dump Grpc stuff when we
detect an "error" `str` for the moment..

Either way leave a buncha complaints (como siempre) and do linting
fixups..
2023-03-09 15:37:43 -05:00
Tyler Goodlet cec2967071 Import `maybe_open_pikerd` at module level 2023-03-09 15:37:43 -05:00
Tyler Goodlet f95ea19b21 Move `pikerd` runtime boostrap to `.service._actor_runtime` 2023-03-09 15:37:43 -05:00
Tyler Goodlet eca048c0c5 Move daemon spawning endpoints to `service._daemon` module 2023-03-09 15:37:43 -05:00
Tyler Goodlet a2d40937a3 Move actor-discovery utils to `.service._registry 2023-03-09 15:37:42 -05:00
Tyler Goodlet 31f2b01c3e Move `Services` api to `.service._mngr` mod 2023-03-09 15:37:42 -05:00
Tyler Goodlet b226b678e9 Fix missed `marketstore` mod imports 2023-03-09 15:37:42 -05:00
Tyler Goodlet dd87d1142e Bump mkts timeout to 2s 2023-03-09 15:37:42 -05:00
Tyler Goodlet afac553ea2 Move all docker and external db code to `piker.service` 2023-03-09 15:37:42 -05:00
Tyler Goodlet 93c81fa4d1 Start `piker.service` sub-package
For now just moves everything that was in `piker._daemon` to a subpkg
module but a reorg is coming pronto!
2023-03-09 15:37:42 -05:00
Tyler Goodlet bfe3ea1f59 Set explicit `marketstore` container startup timeout 2023-03-09 15:37:42 -05:00
Tyler Goodlet 56629b6b2e Hardcode `cancel` log level for `ahabd` for now 2023-03-09 15:37:42 -05:00
Tyler Goodlet bb723abc9d Always passthrough loglevel to `ahabd` supervisor 2023-03-09 15:37:42 -05:00
Tyler Goodlet 7694419e71 Background docker-container logs processing
Previously we would make the `ahabd` supervisor-actor sync to docker
container startup using pseudo-blocking log message processing.

This has issues,
- we're forced to do a hacky "yield back to `trio`" in order to be
  "fake async" when reading the log stream and further,
- blocking on a message is fragile and often slow.

Instead, run the log processor in a background task and in the parent
task poll for the container to be in the client list using a similar
pseudo-async poll pattern. This allows the super to `Context.started()`
sooner (when the container is actually registered as "up") and thus
unblock its (remote) caller faster whilst still doing full log msg
proxying!

Deatz:
- adds `Container.cuid: str` a unique container id for logging.
- correctly proxy through the `loglevel: str` from `pikerd` caller task.
- shield around `Container.cancel()` in the teardown block and use
  cancel level logging in that method.
2023-03-09 15:37:42 -05:00
Tyler Goodlet b078a06621 Doc string and types bump in loggin mod 2023-03-09 15:37:42 -05:00
Tyler Goodlet 05b67c27d0 Apply `Services` runtime state **immediately** inside starup block 2023-03-09 15:37:42 -05:00
Tyler Goodlet 8c66f066bd Deliver es specific ahab-super in endpoint startup config 2023-03-09 15:37:42 -05:00
Tyler Goodlet 959e423849 Add warning around detach flag to docker client 2023-03-09 15:37:42 -05:00
Tyler Goodlet 7b196b1b97 Support startup-config overrides to `ahabd` super
With the addition of a new `elastixsearch` docker support in
https://github.com/pikers/piker/pull/464, adjustments were made
to container startup sync logic (particularly the `trio` checkpoint
sleep period - which itself is a hack around a sync client api) which
caused a regression in upstream startup logic wherein container error
logs were not being bubbled up correctly causing a silent failure mode:

- `marketstore` container started with corrupt input config
- `ahabd` super code timed out on startup phase due to a larger log
  polling period, skipped processing startup logs from the container,
  and continued on as though the container was started
- history client fails on grpc connection with no clear error on why the
  connection failed.

Here we revert to the old poll period (1ms) to avoid any more silent
failures and further extend supervisor control through a configuration
override mechanism. To address the underlying design issue, this patch
adds support for container-endpoint-callbacks to override supervisor
startup configuration parameters via the 2nd value in their returned
tuple: the already delivered configuration `dict` value.

The current exposed values include:
    {
        'startup_timeout': 1.0,
        'startup_query_period': 0.001,
        'log_msg_key': 'msg',
    },

This allows for container specific control over the startup-sync query
period (the hack mentioned above)  as well as the expected log msg key
and of course the startup timeout.
2023-03-09 15:37:42 -05:00
Tyler Goodlet fe0695fb7b First draft storage layer cli
Adds a `piker storage` subcmd with a `-d` flag to wipe a particular
fqsn's time series (both 1s and 60s). Obviously this needs to be
extended much more but provides a start point.
2023-03-09 15:37:42 -05:00
Tyler Goodlet aba238e8b1 `kraken`: expect `Pair` in search results.. 2023-03-08 17:22:34 -05:00
Tyler Goodlet d3192bb8c2 Read `Symbol` tick precision fields when no entry in `.broker_info` 2023-03-08 17:22:34 -05:00
Tyler Goodlet daa6a5c80a `ib`: restore and (maybe) use `xdotool` + `i3ipc` reset method
Since apparently the container we were using is totally borked on new
kernels and/or latest jvm, this move our old manual local-X-desktop script
back for use in `brokerd` backend code.

Adds a new `.brokers.ib._util` which contains the 2 methods and fails
over to this one when we can't connect to a VNC server. Also adjusts the
original in `scripts/ib_data_reset.py` to import and run the module code
as a script-program.
2023-03-03 17:37:26 -05:00
Tyler Goodlet b4a1cc8f22 `kraken`: parse and load info `Transaction.sym: Symbol`
Also includes a retyping of `Client._pair: dict[str, Pair]` to look up
pair structs and map all alt-key-name-sets to each for easy precision
info lookup to set the `.sym` field for each transaction including for
on-chain transfers which kraken provides as an "asset decimals" field,
presumably pulled from the particular block-token's limitation info.
2023-03-02 19:25:43 -05:00
Tyler Goodlet 69b85aa7e5 `ib`: parse and load info for new `Transaction.sym: Symbol` field 2023-03-02 19:23:47 -05:00
Tyler Goodlet 3a4794e9d1 Backward-compat: don't require `'lot_tick_size'`
In order to support existing `pps.toml` files in the wild which don't
have the `asset_type, price_tick_size, lot_tick_size` fields, we need to
only optionally read them and instead expect that backends will write
the fields going forward (coming in follow patches).

Further this makes some small asset-size (vlm accounting) quantization
related adjustments:
- rename `Symbol.decimal_quant()` -> `.quantize_size()` since that is
  explicitly what this method is doing.
- and expect an input `size: float` which we cast to decimal instead of
  doing it inside the `.calc_size()` caller code.
- drop `Symbol.iterfqsns()` which wasn't being used anywhere at all..

Additionally, this drafts out a new replacement market-trading-pair data
type to eventually replace `.data._source.Symbol` -> `MktPair` which we
aren't using yet, but serves as the documentation-driven motivator ;)
and, it relates to https://github.com/pikers/piker/issues/467.
2023-03-02 19:22:19 -05:00
Guillermo Rodriguez 6be96a96aa
Drop symbol section on Position serialization 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez d704b153ca
Fix mayor bug found by fomo, sym info getting stored incorrectly on pps.toml causing it to load pp wrong on second open, also fix header leak bug 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez 20d91f5e06
Good catch by j, unnecesary kwarg on open_pps 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez 6c23c79f2a
Minor fixes after fomo's review 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez f5b8b9a14f
Add sym registry to PaperBoi as well as a sym ref on Transaction
Add decimal quantize API to Symbol to simplify by-broker truncation
Add symbol info to `pps.toml`
Move _assert call to outside the _async_main context manager
Minor indentation and styling changes, also convert a few prints to log calls
Fix multi write / race condition on open_pps call
Switch open_pps to not write by default
Fix integer math kraken syminfo _tick_size initialization
2023-03-01 21:06:48 -03:00
Guillermo Rodriguez dc78994dcf
Fixed float dust bug on zero position case 2023-03-01 21:05:37 -03:00
Tyler Goodlet 569df45d18 `kraken.`: drop trade history query limit 2023-03-01 17:40:36 -05:00
Tyler Goodlet f53f4df583 `ib/kraken`: adjust to new default of not-writing in `open_pps()` 2023-03-01 17:40:33 -05:00
jaredgoldman 41f81eb701 Make write on exit default false 2023-02-28 14:14:05 -05:00
jaredgoldman e4e368923d Add specific kwarg key to open_pps call when starting paperboi 2023-02-28 13:51:47 -05:00
jaredgoldman 342aec648b Skip zero test and change use Path when creating a config folder in marketstore 2023-02-28 13:51:47 -05:00
jaredgoldman 55253c8469 Remove whitespace and correct typo 2023-02-28 13:51:47 -05:00
jaredgoldman 4b72d3ba99 Add backpressure setting back as it wasn't altering test behaviour 2023-02-28 13:51:47 -05:00
jaredgoldman 61296bbdfc Minor formatting, removing whitespace 2023-02-28 13:51:47 -05:00
jaredgoldman 36f466fff8 Ensure tests are running and working up until asserting pps 2023-02-28 13:51:47 -05:00
jaredgoldman fcd8b8eb78 Remove breaking call to load pps from ledger 2023-02-25 18:59:40 -05:00
jaredgoldman 3e83764b5b Remove whitespace, uneeded comments 2023-02-25 18:59:40 -05:00
jaredgoldman 3a6fbabaf8 Minor formatting 2023-02-25 18:59:40 -05:00
jaredgoldman 4c2e776e01 Ensure to cleanup by passing fixture in paper_test signature 2023-02-25 18:59:40 -05:00
jaredgoldman 1e748f11ef Ensure config path is being updated with _testing correctly during testing 2023-02-25 18:59:40 -05:00
jaredgoldman 2d25d1f048 Push failing assert no pps test 2023-02-25 18:59:40 -05:00
jaredgoldman e54d928405 Reformat fake fill in paper engine,
Ensure tests pass, refactor test wrapper
2023-02-25 18:59:40 -05:00
jaredgoldman c99381216d Ensure actual pp is sent to ems
ensure not to write pp header on startup

Comment out pytest settings
Add comments explaining delete_testing_dir fixture
use nonlocal instead of global for test state

Add unpacking get_fqsn method
Format test_paper
Add comments explaining sync/async book.send calls
2023-02-25 18:59:40 -05:00
algorandpa db2e2ed78f Use constants value for test config dir path 2023-02-25 18:59:39 -05:00
algorandpa 3bc54e308f Use Path.mkdir instead of os.mkdir 2023-02-25 18:59:39 -05:00
algorandpa 8c9c165e0a Remove broken import 2023-02-25 18:59:39 -05:00
algorandpa 7bd8019876 Add back cleanup fixture 2023-02-25 18:59:39 -05:00
algorandpa 0dec2b9c89 Enable backpressure during data-feed layer startup to avoid overruns 2023-02-25 18:59:39 -05:00
algorandpa acc86ae6db more formatting 2023-02-25 18:59:39 -05:00
algorandpa 730906a072 Minor formatting 2023-02-25 18:59:39 -05:00
algorandpa e5cefeb44b Format to prep for PR 2023-02-25 18:59:39 -05:00
algorandpa 7142a6a7ca Add hacky cleanup solution for _testng data 2023-02-25 18:59:39 -05:00
algorandpa b180602a3e Make config grab _testing dir in pytest env,
- Remove print statements
2023-02-25 18:59:39 -05:00
algorandpa 95b9dacb7a Break test into steps 2023-02-25 18:59:39 -05:00
algorandpa 68a196218b force change branch name 2023-02-25 18:59:39 -05:00
algorandpa 84cd1e0059 initial commit on copy 2023-02-25 18:59:39 -05:00
algorandpa 86b4386522 minor changes, prepare for rebase of overlays branch 2023-02-25 18:59:39 -05:00
algorandpa 5bb93ccc5f change id to 'piker-paper' 2023-02-25 18:59:39 -05:00
algorandpa 3028a8b1f8 restore spacing 2023-02-25 18:59:39 -05:00
algorandpa 6126c4f438 restore spacing 2023-02-25 18:59:39 -05:00
algorandpa 41bb0445e0 remove unnecessary return 2023-02-25 18:59:39 -05:00
algorandpa 97627a4976 remove more logs 2023-02-25 18:59:39 -05:00
algorandpa 1b2fce430f remove logs, unused args 2023-02-25 18:59:39 -05:00
algorandpa 8cd2354d73 ensure that paper pps are pulled on open 2023-02-25 18:59:39 -05:00
algorandpa 9c28d7086e Add Generator as return type of open_trade_ledger 2023-02-25 18:59:39 -05:00
algorandpa a4bd51a01b change open_trade_ledger typing to return a Generator type 2023-02-25 18:59:39 -05:00
algorandpa b67d020e23 add basic func to load paper_trades file 2023-02-25 18:59:39 -05:00
Guillermo Rodriguez 85a1b858b4
Fix logging on emsd 2023-02-25 20:56:25 -03:00
Guillermo Rodriguez 47bf45f30e
Merge pull request #464 from pikers/elasticsearch_integration
Elasticsearch integration
2023-02-24 16:38:37 -03:00
Esmeralda Gallardo b96e2c314a
Minor style changes and removed unnecesary comments 2023-02-24 15:11:15 -03:00
Esmeralda Gallardo f96d6a04b6
Fixed UnboundLocalError on _ahab. Added test for marketstore's initialization 2023-02-22 13:28:07 -03:00
Guillermo Rodriguez acc6249d88
Remove unnesesary arguments to some pikerd functions, fix container init error
by switching from log reading to quering es health endpoint, fix install on ci
and add more logging.
2023-02-21 20:45:10 -03:00
Tyler Goodlet d0d1554d74 Expose `emsd` task loglevel through to clients 2023-02-21 12:02:01 -05:00
Esmeralda Gallardo b5cdf14036
Modified elasticsearch file name to 'elastic' to avoid name errors. Applied changes suggested in the pr. 2023-02-21 13:34:29 -03:00
Esmeralda Gallardo 3ce8bfa012
Moved database initialization code inside the open_pikerd context manager 2023-02-21 13:34:29 -03:00
Guillermo Rodriguez bf9ca4a4a8
Generalize ahab to support elasticsearch logs and init procedure 2023-02-21 13:34:29 -03:00
Guillermo Rodriguez 17a4fe4b2f
Trim unnecesary stuff left from marketstore copy, also fix elastic config name for docker build, add elasticsearch to dependencies 2023-02-21 13:34:28 -03:00
Esmeralda Gallardo 0dc24bd475
Added dockerfile, yaml file and script to statrt an elasticsearch's docker instance. 2023-02-21 13:34:26 -03:00
Tyler Goodlet 2bad692703 Fix up some test warnings (summary) spots 2023-02-21 10:54:18 -05:00
Tyler Goodlet e01220af14 Type annot tweaks to feeds mod 2023-02-21 10:54:18 -05:00
goodboy 139b8ba0f4
Merge pull request #453 from pikers/overlays_interaction_latency_tuning
Overlays interaction latency tuning
2023-02-14 13:48:12 -05:00
Guillermo Rodriguez ffd707db62
Add try catch for when notify-send is not present on system 2023-02-13 18:08:56 -03:00
Tyler Goodlet fefb0de51f Don't update overlays as fsps 2023-02-13 12:27:58 -05:00
Tyler Goodlet 59f34c94b0 Return fast on bad range in `.default_view()` 2023-02-13 12:27:58 -05:00
Tyler Goodlet ebf53e32bd Fix return type annot for `slice_from_time()` 2023-02-13 12:27:58 -05:00
Tyler Goodlet 9ce52033f0 Fix `do_px_step` output for epoch step sizing 2023-02-13 12:27:58 -05:00
Tyler Goodlet 9876f200c1 Support chart draw-api-kwargs-passthrough in lined plot meths 2023-02-13 12:27:58 -05:00
Tyler Goodlet 81b8cd5461 Use normal pen when last-datum color not provided 2023-02-13 12:27:58 -05:00
Tyler Goodlet 731eb91a58 Make profiler work when nested and not? 2023-02-13 12:27:58 -05:00
Tyler Goodlet 49ca743e6a Add back `.prepareGeometryChange()`, seems faster? 2023-02-13 12:27:58 -05:00
Tyler Goodlet a36d4b1dc6 Factor color and cache mode settings into `FlowGraphics`
Curve-path colouring and cache mode settings are used (and can thus be
factored out of) all child types; this moves them into the parent type's
`.__init__()` and adjusts all sub-types match:

- the bulk was moved out of the `Curve.__init__()` including all
  previous commentary around cache settings.
- adjust `BarItems` to use a `NoCache` mode and instead use the
  `last_step_pen: pg.Pen` and `._pen` inside it's `.pain()` instead of
  defining functionally duplicate vars.
- adjust all (transitive) calls to `BarItems` to use the new kwargs
  names.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 33df4f9927 Return `in_view: bool` from `Viz.update_graphics()`
Allows callers to know if they should care about a particular viz
rendering call by immediately knowing if the graphics are in view. This
turns out super useful particularly when doing dynamic y-ranging overlay
calcs.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 72a9af21ac Fix profiler f-strings 2023-02-13 12:27:58 -05:00
Tyler Goodlet 1a10514cad Disable coordinate caching on OHLC ds curves to avoid smearing 2023-02-13 12:27:58 -05:00
Tyler Goodlet 5d9b7c72b3 Fix `Viz.draw_last()` to divide by `.flat_index_ratio` for uppx index lookback 2023-02-13 12:27:58 -05:00
Tyler Goodlet efddd43760 Drop masked `._maxmin()` override code from fsp stuff 2023-02-13 12:27:58 -05:00
Tyler Goodlet 1606b3a9c3 Document `Viz.incr_info()` outputs 2023-02-13 12:27:58 -05:00
Tyler Goodlet 8b5b1c214b Rework display loop maxmin-ing with `Viz` pipelining
First, we rename what was `chart_maxmin()` -> `multi_maxmin()` and don't
`partial` it in to the `DisplayState`, just call it with correct `Viz`
ref inputs.

Second, as we've done with `ChartView.maybe_downsample_graphics()` use
the output from the main `Viz.update_graphics()` and feed it to the
`.maxmin()` calls for the ohlc and vlm chart but still deliver the same
output signature as prior. Also accept and use an optional profiler
input, drop `DisplayState.maxmin()` and add `.vlm_viz`.

Further perf related tweak to do with more efficient incremental
updates:
- only call `multi_maxmin()` if the main fast chart viz does a pixel
  column step.
- mask out hist viz and vlm viz and all linked fsp `._set_yrange()`
  calls for now until we figure out how to best optimize these updates
  when considering the new group-scaled-by-% style for multicharts.
- drop `.enable_auto_yrange()` calls during startup.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 9780263cfa Adjust vlm fsp code to new `Viz.update_graphics()` output sig 2023-02-13 12:27:58 -05:00
Tyler Goodlet e1e3afb495 Support read-slice input to `Viz.maxmin()`
Acts as short cut when pipe-lining from `Viz.update_graphics()` (which
now returns the needed in-view array-relative-read-slice as output) such
that `Viz.read()` and `.datums_range()` doesn't need to be called
internally multiple times. In this case where `i_read_range` is provided
we of course skip doing time index translations and consequently lookup
the appropriate (epoch-time) index indices for caching.
2023-02-13 12:27:58 -05:00
Tyler Goodlet f9eb880404 Backlink subchart views to "main chart" in `.add_plot()` 2023-02-13 12:27:58 -05:00
Tyler Goodlet a3bbbeda9d Drop `ChartView._maxmin()` usage in `.ui._fsp`
Removes the multi-maxmin usage as well as ensures appropriate `Viz` refs
are passed into the view methods now requiring it. Also drops the "back
linking" of the vlm chart view to the source OHLC chart since we're
going to add this as a default to the charting API.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 3ad7844fdf Drop `ChartView._maxmin()` idea, use `Viz.maxmin()`
The max min for a given data range is defined on the lowest level
through the `Viz` api intermingling it with the view is a layering
issue. Instead make `._set_yrange()` call the appropriate view's viz
(since they should be one-to-one) directly and thus avoid any callback
monkey patching nonsense.

Requires that we now make `._set_yrange()` require either one of an
explicit `yrange: tuple[float, float]` min/max pair or the `Viz` ref (so
that maxmin can be called) as input. Adjust
`enable/disable_auto_yrange()` to bind in a new `._yranger()` partial
that's (solely) needed for signal reg/unreg which binds in the now
required input `Viz` to these methods.

Comment the `autoscale_overlays` block in `.maybe_downsample_graphics()`
for now until we figure out the most sane way to auto-range all linked
overlays and subplots (with their own overlays).
2023-02-13 12:27:58 -05:00
Tyler Goodlet b71c61e23f More thoroughly profile the display loop 2023-02-13 12:27:58 -05:00
Tyler Goodlet 9650b32786 Use `Viz.draw_last()` inside `.update_graphics()`
In an effort to ensure uniform and uppx-optimized last datum graphics
updates call this method directly instead of the equivalent graphics
object thus ensuring we only update the last pixel column according with
the appropriate max/min computed from the last uppx's worth of data.

Fixes / improvements to enable `.draw_last()` usage include,
- change `Viz._render_table` -> `._alt_r: tuple[Renderer, pg.GraphicsItem] | None`
  which holds an alternative (usually downsampled) render and graphics
  obj.
- extend the `.draw_last()` signature to include:
  - `last_read` to allow passing in the already read data from
    `.update_graphics()`, if it isn't passed then a manual read is done
    internally.
  - `reset_cache: bool` which is passed through to the graphics obj.
- use the new `Formatter.flat_index_ratio: float` when indexing into xy
  1d data to compute the max/min for that px column.

Other,
- drop `bars_range` input from `maxmin()` since it's unused.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 433697cc4f Add cached refs to last 1d xy outputs
For the purposes of avoiding another full format call we can stash the
last rendered 1d xy pre-graphics formats as
`IncrementalFormatter.x/y_1d: np.ndarray`s and allow readers in the viz
and render machinery to use this data easily for things like "only
drawing the last uppx's worth of data as a line". Also add
a `.flat_index_ratio: float` which can be used similarly as a scalar
applied to indexes into the src array but instead when indexing
(flattened) 1d xy formatted outputs. Finally, this drops the way
overdone/noisy `.__repr__()` meth we had XD
2023-02-13 12:27:58 -05:00
Tyler Goodlet d622b4157c Only draw up to 2nd last datum for OHLC bars paths 2023-02-13 12:27:58 -05:00
Tyler Goodlet 1add591b2c Only update last datum graphic(s) on clear ticks
When a new tick comes in but no new time step / bar is yet needed (to be
appended) we can simply adjust **only** the last bar datum
lines-graphic(s) to avoid a redraw of the preceding `QPainterPath` on
every tick. Do this by calling `Viz.draw_last()` on the fast and slow
chart and adjusting the guards around calls to `Viz.update_graphics()`
(which *does* update paths) to only enter when there's a `do_px_step`
condition. We can stop calling `main_viz.plot.vb._set_yrange()` on view
treading cases since the range should have already been adjusted by the
clearing-tick processing mxmn updates.

Further this changes,
- the `chart_maxmin()` helper (which we should eventually just get rid
  of) to take bound in `Viz`s for the ohlc and vlm chart instead of the
  chart widget handles.
- extend the guard around hist viz yranging to only enter when not in
  "axis mode" - the same as for the fast viz.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 60440bc6b7 Ensure full hist OHLC path is drawn on tread
Since we removed the `Viz.update_graphics()` call from the main rt loop
we have to be sure to call it in the history chart incr-loop to avoid
a gap between the  last bar and prior history since startup. We only
need to update on tread since that should be the only time a full redraw
is ever necessary, ow only the last datum is needed.

Further this moves the graphics cycle func's profiler init to the top in
an effort to get more correct latency measures.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 4003729231 Use `Viz.update_graphics()` throughout remainder of graphics loop where possible 2023-02-13 12:27:58 -05:00
Tyler Goodlet 934b32c342 Use `Viz` over charts where possible in display loop
Since `ChartPlotWidget.update_graphics_from_flow()` is more or less just
a call to `Viz.update_graphics()` try to call that directly where
possible.

Changes include:
- calling the viz in the display state specific `maxmin()`.
- passing a viz instance to each `ChartView._set_yrange()` call (in prep
  of explicit group auto-ranging); not that this input is unused in the
  method for now.
- drop `bars_range` var passing since we don't use it.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 97bb3b48da Set a `PlotItem.viz` for interaction lookup
Inside `._interaction` routines we need access to `Viz` instances.
Instead of doing `CharPlotWidget._vizs: dict` lookups this ensures each
plot can lookup it's (parent) viz without error.

Also, adjusts `Viz.maxmin()` output parsing to new signature.
2023-02-13 12:27:58 -05:00
Tyler Goodlet da618e1d38 Always cache `read_slc` alongside y-mnmx values 2023-02-13 12:27:58 -05:00
Tyler Goodlet 23c03a0905 Add back coord-caching to ohlc graphic 2023-02-13 12:27:58 -05:00
Tyler Goodlet 07c8ed8a3a Use (modern) literal type annots in view code 2023-02-13 12:27:58 -05:00
Tyler Goodlet bcf2a9868d Drop x-range query from `ChartPlotWidget.maxmin()`
Move the `Viz.datums_range()` call into `Viz.maxmin()` itself thus
minimizing the chart `.maxmin()` method to an ultra light wrapper around
the viz call. Also move all profiling into the `Viz` method.

Adjust `Viz.maxmin()` to return both the (rounded) x-range values which
correspond to the range containing the y-domain min and max so that
it can be used for up and coming overlay group maxmin calcs.
2023-02-13 12:27:58 -05:00
Tyler Goodlet c09c3925a4 Drop multi mxmn from display mod 2023-02-13 12:27:58 -05:00
Tyler Goodlet 92ce1b3304 Only handle hist discrepancies when market is open
We obviously don't want to be debugging a sample-index issue if/when the
market for the asset is closed (since we'll be guaranteed to have
a mismatch, lul). Pass in the `feed_is_live: trio.Event` throughout the
backfilling routines to allow first checking for the live feed being active
so as to avoid breakpointing on false +ves. Also, add a detailed warning
log message for when *actually* investigating a mismatch.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 0fc06a98d4 Passthrough `tractor` kwargs directly 2023-02-13 12:27:58 -05:00
Tyler Goodlet 4ba99494f0 Fix `open_trade_ledger()` enter value type annot 2023-02-13 12:27:58 -05:00
Tyler Goodlet a8e1796a8b Comment bad x-range bp for now 2023-02-13 12:27:58 -05:00
Tyler Goodlet 5ced05aab0 Breakpoint bad (-ve or too large) x-ranges to m4
This should never really happen but when it does it appears to be a race
with writing startup pre-graphics-formatter array data where we get
`x_end` epoch value subtracting some really small offset value (like
`-/+0.5`) or the opposite where the `x_start` is epoch and `x_end` is
small.

This adds a warning msg and `breakpoint()` as well as guards around the
entire code downsampling code path so that when resumed the downsampling
cycle should just be skipped and avoid a crash.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 4a6339ffc2 Downthrottle to 16Hz on multi-feed charts 2023-02-13 12:27:58 -05:00
Tyler Goodlet efa4089920 Attempt to keep selected item highlighted
This attempt was unsuccessful since trying to (re)select the last
highlighted item on both an "enter" or "click" of that item causes
a hang and then segfault in `Qt`; no clue why..

Adds a `keep_current_item_selected: bool` flag to
`CompleterView.show_cache_entries()` but using it seems to always cause
a hang and crash; we keep all potential use spots commented for now
obviously to avoid this. Also included is a bunch of tidying to logic
blocks in the kb-control loop for readability.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 35cc37ddc1 Lol, pull hist chart from the display state 2023-02-13 12:27:58 -05:00
Tyler Goodlet 5ea4be1d4b Make (cache) search-results a `set` and avoid overlay duplicate entries 2023-02-13 12:27:58 -05:00
Tyler Goodlet 0c5b5a5aea Take outer-interval values in `Viz.datums_range()` 2023-02-13 12:27:58 -05:00
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