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).
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).
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.
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.
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.
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.
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.
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.
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?
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.
Might as well since it makes the chart look less gappy and we can easily
flip the index switch now B)
Also adds a new `'i_slow_last'` key to `DisplayState` for a singleton
across all slow charts and thus no more need for special case logic in
`viz.incr_info()`.
Turned out to be super simple to get the first draft to work since the
fast and slow chart now use the same domain, however, it seems like
maybe there's an offset issue still where the fast may be a couple
minutes ahead of the slow?
Need to dig in a bit..
Using a global "last index step" (via module var) obviously has problems
when working with multiple feed sets in a single global app instance:
any separate feed-set will be incremented according to an app-global
index-step and thus won't correctly calc per-feed-set-step update info.
Impl deatz:
- drop `DisplayState.incr_info()` (since previously moved to `Viz`) and
call that method on each appropriate `Viz` instance where necessary;
further ensure the appropriate `DisplayState` instance is passed in to
each call and make sure to pass a `state: DisplayState`.
- add `DisplayState.hist_vars: dict` for history chart (sets) to
determine the per-feed (not set) current slow chart (time) step.
- add `DisplayState.globalz: dict` to house a common per-feed-set state
and use it inside the new `Viz.incr_info()` such that
a `should_increment: bool` can be returned and used by the display
loop to determine whether to x-shift the current chart.
Ensures that a "last datum" graphics object exists so that zooming can
read it using `.x_last()`. Also, disable the linked region stuff for now
since it's totally borked after flipping to the time indexing.
Again, to make epoch indexing a flip-of-switch for testing look up the
`Viz.index_field: str` value when updating labels.
Also, drops the legacy tick-type set tracking which we no longer use
thanks to the new throttler subsys and it's framing msgs.
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.
This is to prep for multi-symbol feeds and charts so we accept
a sequence of fqsns to the top level entrypoints as well as the
`.data.feed.open_feed()` API (though we're not actually supporting true
multiplexed feeds nor shm lookups per fqsn yet).
Factor the multi-sample-rate region UI connecting into a new helper
`link_views_with_region()` which reads in the shm buffer offsets from
the `Feed` and appropriately connects the fast and slow chart handlers
for the linear region graphics. Add detailed comments writeup for the
inter-sampling transform algebra.
- Every time a symbol is switched on chart we need to wait until the
search bar sidepane has been added beside the slow chart before
determining the offset for the pp line's arrow/labels; trigger this in
`GodWidget.load_symbol()` -> required monkeypatching on a
`.mode: OrderMode` to the `.rt_linked` for now..
- Drop the search pane widget removal from the current linked chart,
seems faster?
- On the slow chart override the `LevelMarker.scene_x()` callback to
adjust for the case where no L1 labels are shown beside the y-axis.
Also adds a `GodWidget.resize_all()` helper method which resizes all
sub-widgets and charts to their default ratios and/or parent-widget
dependent defaults using the detected available space on screen. This is
a "default layout" config method that eventually we'll probably want
allow users to customize.
It ended up being what'd you expect, races on the accessing shm buffer
data by the UI during the whole "mega-async-startup-everything" phase XD
So we add the following list of ad-hoc startup steps:
- do `.default_view()` on the slow chart after the fast chart is mostly
fully spawned with the intention being to capture the state where the
historical buffer is mostly loaded before sizing the view to the
graphical form of the data.
- resize slow chart sidepanes from the fast chart just before sleeping
forever (and after order mode has booted).
Tyler Goodlet
Guillermo Rodriguez