Commit Graph

142 Commits (7a83a7288c887a09be28eaf5e7ebe95b63f70c0f)

Author SHA1 Message Date
Tyler Goodlet b3efa2874b Facepalm: display state must be linked charts specific 2022-04-16 13:25:14 -04:00
Tyler Goodlet b75a3310fe Factor sync part of graphics update into func, add `trigger_update()`` 2022-04-16 13:25:14 -04:00
Tyler Goodlet d62a636bcc Pass concatted pre-fqsn directly to feed api 2022-04-10 17:30:02 -04:00
Tyler Goodlet d0205e726b Pass in fqsn from chart UI components 2022-04-10 17:30:02 -04:00
Tyler Goodlet 6f3d78b729 Handle "no data" case in ranger calcs and avoid crashes 2022-02-28 08:30:44 -05:00
Tyler Goodlet cc55e1f4bb Drop task-driven sample step graphics updates
Since moving to a "god loop" for graphics, we don't really need to have
a dedicated task for updating graphics on new sample increments. The
only UX difference will be that curves won't be updated until an actual new
rt-quote-event triggers the graphics loop -> so we'll have the chart
"jump" to a new position and new curve segments generated only when new
data arrives. This is imo fine since it's just less "idle" updates
where the chart would sit printing the same (last) value every step.
Instead only update the view increment if a new index is detected by
reading shm.

If we ever want this dedicated task update again this commit can be
easily reverted B)
2022-02-28 08:26:26 -05:00
Tyler Goodlet 23aa7eb31c Stick time step in window header 2022-02-28 08:22:47 -05:00
Tyler Goodlet b1dd24d1f7 Only throttle warn on rate >= display rate 2022-02-28 08:15:39 -05:00
Tyler Goodlet 45464a5465 Drop graphics throttle to 22Hz, add a `.maxmin` to our view box 2022-02-09 22:15:57 -05:00
Tyler Goodlet ef04781a2b Expect new flow type through display and fsp UI code 2022-02-08 15:56:20 -05:00
Tyler Goodlet c7a588cf25 Pop vlm chart from subplots to avoid double render 2022-01-25 08:30:00 -05:00
Tyler Goodlet c3c1e14cf4 Start vlm and other fsps as separate tasks 2022-01-25 08:24:55 -05:00
Tyler Goodlet 06fe2bd1be Support "volume" and "dollar volume" on same chart
This is a huge commit which moves a bunch of code around in order to
simplify some of our UI modules as well as support our first official
mult-axis chart: overlaid volume and "dollar volume". A good deal of
this change set is to make startup fast such that volume data which is
often shipped alongside OHLC history is loaded and shown asap and FSPs
are loaded in an actor cluster with their graphics overlayed
concurrently as each responsible worker generates plottable output.

For everything to work this commit requires use of a draft `pyqtgraph`
PR: https://github.com/pyqtgraph/pyqtgraph/pull/2162

Change summary:
- move remaining FSP actor cluster helpers into `.ui._fsp` mod as well
  as fsp specific UI managers (`maybe_open_vlm_display()`,
  `start_fsp_displays()`).
- add an `FspAdmin` API for starting fsp chains on the cluster
  concurrently allowing for future work toward reload/unloading.
- bring FSP config dict into `start_fsp_displays()` and `.started()`-deliver
  both the fsp admin and any volume chart back up to the calling display
  loop code.

ToDo:
- repair `ChartView` click-drag interactions
- auto-range on $ vlm needs to use `ChartPlotWidget._set_yrange()`
- a lot better styling for the $_vlm overlay XD
2022-01-25 08:24:55 -05:00
Tyler Goodlet 7a41c83f84 Move FSP related graphics management into new mod 2022-01-25 08:24:55 -05:00
Tyler Goodlet d170132eb5 Use view for auto-yrange in display loop 2022-01-25 07:59:08 -05:00
Tyler Goodlet 9c57f10e77 Make pause/resume feed methods sync again
We can instead use the god widget's nursery to schedule all the feed
pause/resume requests and be even more concurrent during a view (of
symbols) switch.

Use `tractor.trionics.gather_contexts()` to start up the fsp and volume
chart-displays (for an additional conc speedup). Drop `dolla_vlm` again for
now until we figure out how we can display it *and* vlm on the same
sub-chart? It would be nice to avoid having to spawn an fsp process
before showing the volume curve.
2022-01-25 07:49:47 -05:00
Tyler Goodlet 644ac6661c Fix sidepane alignment with FSP charts
Call the resize method only after all FSP subcharts have rendered
such that the main OHLC chart's final width is read.

Further tweaks:
- drop rsi by default
- drop the stream drain stuff
- fix failed-to-read shm logging
2022-01-25 07:49:47 -05:00
Tyler Goodlet 8e81f8bd81 Add dollar volume fsp config section to display in subchart 2022-01-24 06:38:26 -05:00
Tyler Goodlet 119ff0ec20 Drop dollar vlm config; Add back basic vlm 2022-01-24 06:21:40 -05:00
Tyler Goodlet 422977d27a Port to new `tractor.trionics.maybe_open_context()` api 2022-01-23 21:01:38 -05:00
Tyler Goodlet 5b368992f6 docstr tweakz 2022-01-23 19:47:34 -05:00
Tyler Goodlet 590db2c51b Add back in vwap 2022-01-23 19:46:58 -05:00
Tyler Goodlet 94572716e6 Drop print around unshown fsp updates 2022-01-23 19:46:47 -05:00
Tyler Goodlet ca467f45b6 Guard against empty array read in step update task 2022-01-23 19:46:12 -05:00
Tyler Goodlet 8f023cd66f Factor out context cacher to `tractor.trionics` 2022-01-23 19:45:34 -05:00
Tyler Goodlet 162c58a8d8 Start testing out trionics helpers, put vlm before rsi 2022-01-23 19:44:09 -05:00
Tyler Goodlet 224c01e43e Spawn and cache an fsp cluster ahead of time
Use a fixed worker count and don't respawn for every chart, instead
opting for a round-robin to tasks in a cluster and (for now) hoping for
the best in terms of trio scheduling, though we should obviously route
via symbol-locality next. This is currently a boon for chart spawning
startup times since actor creation is done AOT.

Additionally,
- use `zero_on_step` for dollar volume
- drop rsi on startup (again)
- add dollar volume (via fsp) along side unit volume
- litter more profiling to fsp chart startup sequence
- pre-define tick type classes for update loop
2022-01-23 19:43:45 -05:00
Tyler Goodlet 853e8d4466 Process framed ticks by type in main graphics loop
We are already packing framed ticks in extended lists from
the `.data._sampling.uniform_rate_send()` task so the natural solution
to avoid needless graphics cycles for HFT-ish feeds (like binance) is
to unpack those frames and for most cases only update graphics with the
"latest" data per loop iteration. Unpacking in this way also lessens
nested-iterations per tick type.

Btw, this also effectively solves all remaining issues of fast tick
feeds over-triggering the graphics loop renders as long as the original
quote stream is throttled appropriately, usually to the local display
rate.

Relates to #183, #192

Dirty deats:
- drop all per-tick rate checks, they were always somewhat pointless
  when iterating a frame of ticks per render cycle XD.
- unpack tick frame into ticks per frame type, and last of each type;
  the lasts are used to update each part of the UI/graphics by class.
- only skip the label update if we can't retrieve the last from from a
  graphics source array; it seems `chart.update_curve_from_array()`
  already does a `len` check internally.
- add some draft commented code for tick type classes and a possible
  wire framed tick data structure.
- move `chart_maxmin()` range computer to module level, bind a chart to
  it with a `partial.`
- only check rate limits in main quote loop thus reporting actual
  overages
- add in commented logic for only updating the "last" cleared price from
  the most recent framed value if we want to eventually (right now seems
  like this is only relevant to ib and it's dark trades: `utrade`).
- rename `_clear_throttle_rate` -> `_quote_throttle_rate`, drop
  `_book_throttle_rate`.
2022-01-23 12:19:11 -05:00
Tyler Goodlet e8cd1a0e83 Update fsps and overlays inside main OHLC chart update loop 2022-01-23 12:19:11 -05:00
Tyler Goodlet 96937829eb Factor FSP subplot update code into func
This is in prep toward doing fsp graphics updates from the main quotes
update loop (where OHLC and volume are done). Updating fsp output from
that task should, for the majority of cases, be fine presuming the
processing is derived from the quote stream as a source. Further,
calling an update function on each fsp subplot/overlay is of course
faster then a full task switch - which is how it currently works with
a separate stream for every fsp output. This also will let us delay
adding full `Feed` support around fsp streams for the moment while still
getting quote throttling dictated by the quote stream.

Going forward, We can still support a separate task/fsp stream for
updates as needed (ex. some kind of fast external data source that isn't
synced with price data) but it should be enabled as needed required by
the user.
2022-01-23 12:19:11 -05:00
Tyler Goodlet 4ea42a0a7e More prep for FSP feeds
The major change is moving the fsp "daemon" (more like wanna-be fspd)
endpoint to use the newer `tractor.Portal.open_context()` and
bi-directional streaming api.

There's a few other things in here too:
- make a helper for allocating single colume fsp shm arrays
- rename some some fsp related functions to be more explicit on their
  purposes
2022-01-23 12:19:11 -05:00
Tyler Goodlet 30a5f32ef8 Add back in rsi 2022-01-23 12:19:11 -05:00
Tyler Goodlet 37eeb0d74b Resize volume yaxis to in view range 2022-01-22 19:12:43 -05:00
Tyler Goodlet dd752927a2 Update vlm sticky 2022-01-22 19:12:31 -05:00
Tyler Goodlet 216afec19c Add test logic for range based volume curve filling 2022-01-22 19:10:20 -05:00
Tyler Goodlet 04373fd62a Drop rsi from display by default 2022-01-22 18:00:02 -05:00
Tyler Goodlet 2a59ccf1bb Incrementally yield to Qt loop to resize sidepanes
Since our startup is very concurrent there is often races where widgets
have not fully spawned before python (re-)sizing code has a chance to
run sizing logic and thus incorrect dimensions are read. Instead ensure
the Qt render loop gets to run in between such checks.

Also add a `open_sidepane()` mngr for creating a minimal form widget for
FSP subchart sidepanes which can be configured from an input `dict`.
2022-01-22 14:40:41 -05:00
Tyler Goodlet ea9b66d1c3 Hotfix: open a tractor context to fsps...
The prior PR for fixing fsp array misalignment also added
`tractor.Context` usage which wasn't reflected in the graphics update
loop (newer code added it but the prior PR was factored from path
dependent history) and thus was broken. Further in newer work we don't
have fsp actors actually stream value updates since the display loop can
already pull from the source feed and update graphics at a preferred
throttle rate.  Re-enabled the fsp stream sending here by default until
that newer only-throttle-pull-from-source code is landed in the display
loop.
2021-11-05 09:33:48 -04:00
Tyler Goodlet d4b00d74f8 Move top level fsp pkg code into an `_engine` module 2021-11-01 13:28:57 -04:00
Tyler Goodlet 297b88e88c Disable slipped in vlm display, will land with #231 2021-11-01 13:16:35 -04:00
Tyler Goodlet 7d00244e8b WIP resize sidepanes to master plot 2021-09-21 15:49:09 -04:00
Tyler Goodlet 46bbfc8ef8 Breakup the chart module
Split up the rather large `.ui._chart` module into its constituents:
- a `.ui._app` for the highlevel widget composition, qtractor entry
  point and startup logic
- `.ui._display` for all the real-time graphics update tasks which
  consume the `.ui._chart` widget apis
2021-09-15 07:52:01 -04:00