Commit Graph

4220 Commits (8369f557c73e5c868fc5d8a05139cdc61511c734)

Author SHA1 Message Date
Tyler Goodlet 382a619a03 Fix from-time index slicing?
Apparently we want an `|` for the advanced indexing logic?
Also, fix `read_slc` start to not always be 0 XD
2023-02-12 13:41:17 -05:00
Tyler Goodlet 7f3f6f871a Move path ops routines to top of mod
Planning to put the formatters into a new mod and aggregate all path
gen/op helpers into this module.

Further tweak include:
- moving `path_arrays_from_ohlc()` back to module level
- slice out the last xy datum for `OHLCBarsAsCurveFmtr` 1d formatting
- always copy the new x-value from the source to `.x_nd`
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6ea04f850d Drop diff state tracking in formatter
This was a major cause of error (particularly trying to get epoch
indexing working) and really isn't necessary; instead just have
`.diff()` always read from the underlying source array for current
index-step diffing and append/prepend slice construction.

Allows us to,
- drop `._last_read` state management and thus usage.
- better handle startup indexing by setting `.xy_nd_start/stop` to
  `None` initially so that the first update can be done in one large
  prepend.
- better understand and document the step curve "slice back to previous
  level" logic which is now heavily commented B)
- drop all the `slice_to_head` stuff from and instead allow each
  formatter to choose it's 1d segmenting.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 3d5695f40a Explicitly enable chart widget yranging in display init 2023-02-12 13:41:17 -05:00
Tyler Goodlet 5affad942f Enable/disable vlm chart yranging (TO SQUASH) 2023-02-12 13:41:17 -05:00
Tyler Goodlet eb9ab20646 Don't disable non-enabled vlm chart y-autoranging 2023-02-12 13:41:17 -05:00
Tyler Goodlet f3bab826f6 Comment out bps for time indexing 2023-02-12 13:41:17 -05:00
Tyler Goodlet 2b9ca5f805 Call `Viz.bars_range()` from display loop 2023-02-12 13:41:17 -05:00
Tyler Goodlet 25a75e5bec Fix `.default_view()` to view-left-of-data 2023-02-12 13:41:17 -05:00
Tyler Goodlet 702ae29a2c Add `Viz.index_field: str`, pass to graphics objs
In an effort to make it easy to override the indexing scheme.

Further, this repairs the `.datums_range()` special case to handle when
the view box is to-the-right-of the data set (i.e. l > datum_start).
2023-02-12 13:41:17 -05:00
Tyler Goodlet ac1f37a2c2 Expect `index_field: str` in all graphics objects 2023-02-12 13:41:17 -05:00
Tyler Goodlet 344d2eeb9e Facepalm: pass correct flume to each FSP chart group.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 9133103f8f Attempt to make `.default_view()` time-index ready
As in make the call to `Flume.slice_from_time()` to try and convert any
time index values from the view range to array-indices; all untested
atm.

Also drop some old/unused/moved methods:
- `._set_xlimits()`
- `.bars_range()`
- `.curve_width_pxs()`

and fix some `flow` -> `viz` var naming.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 166d14af69 Simplify formatter update methodology
Don't expect values (array + slice) to be returned and applied by
`.incr_update_xy_nd()` and instead presume this will implemented
internally in each (sub)formatter.

Attempt to simplify some incr-update routines, (particularly in the step
curve formatter, though most of it was reverted to just a simpler form
of the original implementation XD) including:
- dropping the need for the `slice_to_head: int` control.
- using the `xy_nd_start/stop` index counters over custom lookups.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 696c6f8897 First attempt, field-index agnostic formatting
Remove harcoded `'index'` field refs from all formatters in a first
attempt at moving towards epoch-time alignment (though don't actually
use it it yet).

Adjustments to the formatter interface:
- property for `.xy_nd` the x/y nd arrays.
- property for and `.xy_slice` the nd format array(s) start->stop index
  slice.

Internal routine tweaks:
- drop `read_src_from_key` and always pass full source array on updates
  and adjust handlers to expect to have to index the data field of
  interest.
- set `.last_read` right after update calls instead of after 1d
  conversion.
- drop `slice_to_head` array read slicing.
- add some debug points for testing 'time' indexing (though not used
  here yet).
- add `.x_nd` array update logic for when the `.index_field` is not
  'index' - i.e. when we begin to try and support epoch time.
- simplify some new y_nd updates to not require use of `np.broadcast()`
  where possible.
2023-02-12 13:41:17 -05:00
Tyler Goodlet be21f9829e Pepper render routines with time-slice calls 2023-02-12 13:41:17 -05:00
Tyler Goodlet 5a0673d66f Add `Viz.bars_range()` (moved from chart API)
Call it from view kb loop.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6cacd7d18b Make `Viz.slice_from_time()` take input array
Probably means it doesn't need to be a `Flume` method but it's
convenient to expect the caller to pass in the `np.ndarray` with
a `'time'` field instead of a `timeframe: str` arg; also, return the
slice mask instead of the sliced array as output (again allowing the
caller to do any slicing). Also, handle the slice-outside-time-range
case by just returning the entire index range with a `None` mask.

Adjust `Viz.view_data()` to instead do timeframe (for rt vs. hist shm
array) lookup and equiv array slicing with the returned mask.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 5b08e9cba3 Add breakpoint on -ve range for now 2023-02-12 13:41:17 -05:00
Tyler Goodlet d3f5ff1b4f Go back to hard-coded index field
Turns out https://github.com/numba/numba/issues/8622 is real
and the suggested `numba.literally` hack doesn't seem to work..
2023-02-12 13:41:16 -05:00
Tyler Goodlet e45bc4c619 Move `ui._compression`/`._pathops` to `.data` subpkg
Since these modules no longer contain Qt specific code we might
as well include them in the data sub-package.

Also, add `IncrementalFormatter.index_field` as single point to def the
indexing field that should be used for all x-domain graphics-data
rendering.
2023-02-12 13:39:10 -05:00
Tyler Goodlet baee86a2d6 Rename `.ui._flows.py` -> `.ui._render.py` 2023-02-12 13:39:10 -05:00
Tyler Goodlet 86d09d9305 Rename `Flow` -> `Viz`
The type is better described as a "data visualization":
https://en.wikipedia.org/wiki/Data_and_information_visualization

Add `ChartPlotWidget.get_viz()` to start working towards not accessing
the private table directly XD

We'll probably end up using the name `Flow` for a type that tracks
a collection of composed/cascaded `Flume`s:
https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
2023-02-12 13:39:10 -05:00
Tyler Goodlet 9ace053aaf Copy timestamps from source to FSP dest buffer 2023-02-12 13:39:10 -05:00
Guillermo Rodriguez 69707786fc
Fix environment spelling 2023-02-12 13:23:55 -03:00
Guillermo Rodriguez 096e87cd3b
Add info about nix to README.rst 2023-02-12 13:23:55 -03:00
Guillermo Rodriguez 5017c541db
Auto initialize and activate virtualenv 2023-02-12 13:23:55 -03:00
Guillermo Rodriguez 3ea6554ab0
Add nix development shell file 2023-02-12 13:23:45 -03:00
Guillermo Rodriguez f0b17cb8f7
Merge pull request #457 from pikers/msgspec-default-factories
Use new msgspec default factories
2023-02-12 13:17:31 -03:00
Guillermo Rodriguez 5ca45362c8
Add default factories for all required fields 2023-02-11 16:08:45 -03:00
Tyler Goodlet 1f2081911f Revert "Adjust chart call to graphics cycle to not pass quotes"
This reverts commit 50ad7370c7
which was originally applied due to missing API changes coming in
a future patchset..
2023-02-09 16:26:32 -05:00
goodboy a7d02ecec8
Merge pull request #449 from pikers/multi_symbol_input
Multi symbol input (support)
2023-02-09 16:20:34 -05:00
goodboy 11ba706797
Merge pull request #448 from pikers/axis_sticky_api
Axis sticky api, `PlotItem` is the new "chart"
2023-02-05 15:32:22 -05:00
Tyler Goodlet 50ad7370c7 Adjust chart call to graphics cycle to not pass quotes
Was breaking the `'r'` hotkey to reset the chart..
2023-02-05 15:27:12 -05:00
goodboy 0616cbd1f1
Merge pull request #454 from pikers/ib_fix_cmdtys
`ib`: fix cmdtys feeds
2023-02-03 07:53:39 -05:00
Tyler Goodlet af92602027 `ib`: make commodities search and feeds work again..
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..
2023-02-02 16:52:34 -05:00
Tyler Goodlet d8bf45b02d Use latest `asks` 2023-02-02 16:52:34 -05:00
Tyler Goodlet 07ab853d3d `Order.symbol` is a `str`.. 2023-02-02 15:05:26 -05:00
Tyler Goodlet 414866fc6b Assign pnl calc output for use when debugging 2023-02-02 15:05:26 -05:00
Tyler Goodlet bc7fe6114d Adjust order mode to use `Flume.get_index()` 2023-02-02 15:05:23 -05:00
Tyler Goodlet 8d592886fa Pass `Flume`s throughout FSP-ui and charting APIs
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()`.
2023-02-02 13:32:30 -05:00
Tyler Goodlet 69ea296a9b Max out per symbol throttle @ 22Hz 2023-02-02 13:32:30 -05:00
Tyler Goodlet 03821fdf6f Expect and update from by-type tick frames
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)
2023-02-02 13:32:30 -05:00
Tyler Goodlet 1aa9ab03da Brighter last OHLC graphics datum by default 2023-02-02 13:32:20 -05:00
Tyler Goodlet 1d83b43efe Factor setup loop, 1 FSP chain, colors, throttling
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.
2023-02-02 13:32:20 -05:00
Tyler Goodlet 6986be1b21 Define a single `ChartPlotWidget.feed: Feed` for pause/resume 2023-02-02 13:32:20 -05:00
Tyler Goodlet 92c50aa6a7 Drop tick frame builder loop for now 2023-02-02 13:32:20 -05:00
Tyler Goodlet eac79c5cdd Adjust FSP UI/mgmt apis to be `Flume` oriented 2023-02-02 13:32:20 -05:00
Tyler Goodlet 7aec238f5f Make graphics-update-loop multi-sym aware B)
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.
2023-02-02 13:30:02 -05:00
Tyler Goodlet be3dc69290 Only update pnl label on quotes with an fqsn match 2023-02-02 13:30:02 -05:00