Commit Graph

3505 Commits (8a87e5f3905c3bc83d6593482286268e7c703389)

Author SHA1 Message Date
Tyler Goodlet 772f871272 Use units by default for continuous futes 2022-04-30 11:36:23 -04:00
Tyler Goodlet 1ad83e4556 WIP add non-working m4 ds code to ohlc graphic 2022-04-30 11:36:23 -04:00
Tyler Goodlet bedb55b79d Use service cancel method for graceful teardown 2022-04-30 11:36:23 -04:00
Tyler Goodlet 03a08b5f63 Add curve px width getter
`ChartPlotWidget.curve_width_pxs()` now can be used to get the total
horizontal (x) pixels on screen that are occupied by the current curve
graphics for a given chart. This will be used for downsampling large
data sets to the pixel domain using M4.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 8f26335aea Add display loop profiling
Probably the best place to root the profiler since we can get a better
top down view of bottlenecks in the graphics stack.

More,
- add in draft M4 downsampling code (commented) after getting it mostly
  working; next step is to move this processing into an FSP subactor.
- always update the vlm chart last y-axis sticky
- set call `.default_view()` just before inf sleep on startup
2022-04-30 11:36:23 -04:00
Tyler Goodlet f1f257d4a2 Profiler format, code stretch 2022-04-30 11:36:23 -04:00
Tyler Goodlet d02b1a17ad Fix x-range -> # of frames calculation
Obviously determining the x-range from indices was wrong and was the
reason for the incorrect (downsampled) output size XD. Instead correctly
determine the x range and start value from the *values of* the input
x-array. Pretty sure this makes the implementation nearly production
ready.

Relates to #109
2022-04-30 11:36:23 -04:00
Tyler Goodlet 4d4f745918 Add `ChartPlotWidget.in_view()` shm-compatible array slicer 2022-04-30 11:36:23 -04:00
Tyler Goodlet 39b7c9340d Add (ostensibly) working first attempt at M4 algo
All the refs are in the comments and original sample code from infinite
has been reworked to expect the input x/y arrays to already be sliced
(though we can later support passing in the start-end indexes if
desired).

The new routines are `ds_m4()` the python top level API and `_m4()` the
fast `numba` implementation.
2022-04-30 11:36:23 -04:00
Tyler Goodlet e7481b1634 Array diff lengths must be int 2022-04-30 11:36:23 -04:00
Tyler Goodlet 09d95157dc Limit real-time chart updates in "big data" cases
- the chart's uppx (units-per-pixel) is > 4 (i.e. zoomed out a lot)
- don't shift the chart (to keep the most recent step in view) if the
  last datum isn't in view (aka the user is probably looking at history)
2022-04-30 11:36:23 -04:00
Tyler Goodlet ea5b8f1dd0 Only trigger downsampling on manual changes, add a uppx method 2022-04-30 11:36:23 -04:00
Tyler Goodlet 7e49b7c033 Add for a `BarItems` to display a line on high uppx
When a bars graphic is zoomed out enough you get a high uppx, datum
units-per-pixel, and there is no point in drawing the 6-lines in each
bar element-graphic if you can't see them on the screen/display device.

Instead here we offer converting to a `FastAppendCurve` which traces
the high-low outline and instead display that when it's impossible to see the
details of bars - approximately when the uppx >= 2.

There is also some draft-commented code in here for downsampling the
outlines as zoom level increases but it's not fully working and should
likely be factored out into a higher level api anyway.
2022-04-30 11:36:23 -04:00
Tyler Goodlet e7dc1a036b Original index offset was right 2022-04-30 11:36:23 -04:00
Tyler Goodlet ab8ea41b93 Add an ohlcv high/low tracer with optional downsampling 2022-04-30 11:36:23 -04:00
Tyler Goodlet dbe55ad4d2 Pass linked charts into `BarItems` so that graphics can be cycled on downsample 2022-04-30 11:36:23 -04:00
Tyler Goodlet d7a9928293 Move graphics compression routines to new module 2022-04-30 11:36:23 -04:00
Tyler Goodlet 02300efb59 Use 12Hz as default fps throttle 2022-04-30 11:36:23 -04:00
Tyler Goodlet 7c4e55ed2c Add comment on how to enable `pyqtgraph` profiling 2022-04-30 11:36:23 -04:00
Tyler Goodlet 7811508307 Add basic optional polyline support, draft out downsampling routine 2022-04-30 11:36:23 -04:00
Tyler Goodlet 7e853fe345 Add a downsampled line-curve support to `BarItems`
In effort to start getting some graphics speedups as detailed in #109,
this adds a `FastAppendCurve`to every `BarItems` as a `._ds_line` which
is only displayed (instead of the normal mult-line bars curve) when the
"width" of a bar is indistinguishable on screen from a line -> so once
the view coordinates map to > 2 pixels on the display device.
`BarItems.maybe_paint_line()` takes care of this scaling detection logic and is
called by the associated view's `.sigXRangeChanged` signal handler.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 11f8c4f350 Add detailed `.addItem()`` comment 2022-04-30 11:36:23 -04:00
Tyler Goodlet 7577443f95 Add guard for real-time-not-active last line is `None` case 2022-04-30 11:36:23 -04:00
goodboy 01cc8f347e
Merge pull request #286 from pikers/wattygetlood-patch-1
update windows install instructions
2022-04-18 11:40:17 -04:00
wattygetlood 9eefc3a521
Update README.rst
added instructions for setting up visual studio code
2022-04-17 15:57:53 -04:00
goodboy 67cec4bc54
Merge pull request #304 from pikers/offline_history_loading
Offline history loading
2022-04-16 15:57:14 -04:00
Zoltan 34df818ed9
Merge pull request #300 from pikers/kraken_editorder
fix kraken bug, allow for live order edits
2022-04-16 15:04:55 -04:00
Konstantine Tsafatinos 773ed5e7ad update to merge syntax in submit_limit, fix non_master push mistake 2022-04-16 15:01:31 -04:00
Konstantine Tsafatinos 59434b9a8a refactor submit
_limit and expore the 'paper' like feature
2022-04-16 14:54:25 -04:00
Konstantine Tsafatinos 250d9cbc03 fix kraken bug, allow for live order edits 2022-04-16 14:38:03 -04:00
goodboy 3ac9c55535
Merge pull request #303 from pikers/drop_arrow_add_predulum
Drop `arrow` add `pendulum`
2022-04-16 14:00:03 -04:00
Tyler Goodlet bcb4fe8c50 Indefinitely wait on feed hack for windows? 2022-04-16 13:25:14 -04:00
Tyler Goodlet d8db9233c9 Establish stream before `fsp_compute` so that backfill updates work again.. 2022-04-16 13:25:14 -04:00
Tyler Goodlet 82f2fa2d37 Pass in fqsn from chart UI components 2022-04-16 13:25:14 -04:00
Tyler Goodlet 8195fae289 Add a `trigger_all` arg to update cycle func; allows hard history updates 2022-04-16 13:25:14 -04:00
Tyler Goodlet 30656eda39 Use a `DisplayState` in the graphics update loop
The graphics update loop is much easier to grok when all the UI
components which potentially need to be updated on a cycle are arranged
together in a high-level composite namespace, thus this new
`DisplayState` addition. Create and set this state on each
`LinkedSplits` chart set and add a new method `.graphics_cycle()` which
let's a caller trigger a graphics loop update manually. Use this method
in the fsp graphics manager such that a chain can update new history
output even if there is no real-time feed driving the display loop (eg.
when a market is "closed").
2022-04-16 13:25:14 -04:00
Tyler Goodlet 2564acea1b Facepalm**2: only update on special "update" msg 2022-04-16 13:25:14 -04:00
Tyler Goodlet b3efa2874b Facepalm: display state must be linked charts specific 2022-04-16 13:25:14 -04:00
Tyler Goodlet ad1bbe74ad Manually trigger graphics loops updates on msgs from the fsp chain 2022-04-16 13:25:14 -04:00
Tyler Goodlet 761b823939 Always fire a "step/update message" on every fsp history update 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 ed8cfcf66d Drop `arrow` from install deps 2022-04-16 13:23:42 -04:00
Tyler Goodlet 72ec34ffd2 Port to `pendulum` equivalent apis throughout 2022-04-16 13:23:42 -04:00
Tyler Goodlet d334e61b1f Drop 22s timeout on reset hack 2022-04-16 13:23:38 -04:00
goodboy fbabfb78e0
Merge pull request #294 from pikers/broker_bumpz
Broker bumpz
2022-04-13 08:10:44 -04:00
Tyler Goodlet 4d23f6e4d7 Drop need for `ib_insync.IB.qualifyContractsAsync()' mod
As per https://github.com/erdewit/ib_insync/pull/454 the more correct
way to do this is with `.reqContractDetailsAsync()` which we wrap with
`Client.con_deats()` and which works just as well. Further drop all the
`dict`-ifying that was being done in that method and instead always
return `ContractDetails` object in an fqsn-like explicitly keyed `dict`.
2022-04-13 00:39:15 -04:00
Tyler Goodlet 8b1c521ae9 Ignore symbol-not-found errors 2022-04-13 00:39:15 -04:00
Tyler Goodlet 7586e20ab4 Use new unpacker helper name 2022-04-13 00:39:15 -04:00
Tyler Goodlet 80d70216f7 Drop back down ohlc bars request count to not trigger feed hack 2022-04-13 00:39:15 -04:00
Tyler Goodlet d1f45b0883 Add `ShmArray.last()` docstr 2022-04-13 00:39:15 -04:00