Commit Graph

3262 Commits (94cb66daf9c275e5b8a927c4409d07a9c3ebc9c3)

Author SHA1 Message Date
Tyler Goodlet 94cb66daf9 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.
2023-01-30 11:49:37 -05:00
Tyler Goodlet 59d4535bc7 Drop `update_graphics_from_flow()` 2023-01-30 11:49:37 -05:00
Tyler Goodlet 285fd92181 Just warn log on bad intersect indexing errors (for now) 2023-01-30 11:49:37 -05:00
Tyler Goodlet 05aab6d749 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.
2023-01-30 11:49:37 -05:00
Tyler Goodlet a17fae2ef8 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?
2023-01-30 11:49:37 -05:00
Tyler Goodlet 82f988fa02 Only remove axis from scene when in one 2023-01-30 11:49:37 -05:00
Tyler Goodlet 97520b60fe 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`.
2023-01-30 11:49:37 -05:00
Tyler Goodlet 7d190ed893 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.
2023-01-30 11:49:37 -05:00
Tyler Goodlet c579a27931 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.
2023-01-30 11:49:37 -05:00
Tyler Goodlet 2bc0f7b423 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`.
2023-01-30 11:49:37 -05:00
Tyler Goodlet dc8823570a 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
2023-01-30 11:49:37 -05:00
Tyler Goodlet c20982f6e1 Fix profiler f-strings 2023-01-30 11:49:37 -05:00
Tyler Goodlet 5bfd850e4f Rename `.maybe_downsample_graphics()` -> `.interact_graphics_cycle()` 2023-01-30 11:49:37 -05:00
Tyler Goodlet c505e9ac42 Disable coordinate caching on OHLC ds curves to avoid smearing 2023-01-30 11:49:37 -05:00
Tyler Goodlet a19ae2015f Fix `Viz.draw_last()` to divide by `.flat_index_ratio` for uppx index lookback 2023-01-30 11:49:37 -05:00
Tyler Goodlet 3be9259441 Drop masked `._maxmin()` override code from fsp stuff 2023-01-30 11:49:37 -05:00
Tyler Goodlet 5bb4c24ae0 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.
2023-01-30 11:49:37 -05:00
Tyler Goodlet a77c42edf3 Document `Viz.incr_info()` outputs 2023-01-30 11:49:37 -05:00
Tyler Goodlet 6e3518a860 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.
2023-01-30 11:49:37 -05:00
Tyler Goodlet 909ecd80a1 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`.
2023-01-30 11:49:37 -05:00
Tyler Goodlet 6d119d56d2 Adjust vlm fsp code to new `Viz.update_graphics()` output sig 2023-01-30 11:49:36 -05:00
Tyler Goodlet 55356ae7e8 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 998f60b961 Backlink subchart views to "main chart" in `.add_plot()` 2023-01-30 11:49:36 -05:00
Tyler Goodlet ed3de9eb5f 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 9da93478df 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).
2023-01-30 11:49:36 -05:00
Tyler Goodlet a66be2592a More thoroughly profile the display loop 2023-01-30 11:49:36 -05:00
Tyler Goodlet 5dda0ca287 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 88133792ea 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
2023-01-30 11:49:36 -05:00
Tyler Goodlet f3468e6d28 Only draw up to 2nd last datum for OHLC bars paths 2023-01-30 11:49:36 -05:00
Tyler Goodlet 5b6ee10e6b 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 3b9bada561 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet caee0130df Use `Viz.update_graphics()` throughout remainder of graphics loop where possible 2023-01-30 11:49:36 -05:00
Tyler Goodlet 58d1bdc873 Use latest `asks` 2023-01-30 11:49:36 -05:00
Tyler Goodlet 81ccc14c98 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet fad518a61a 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 6c68c0771e Always cache `read_slc` alongside y-mnmx values 2023-01-30 11:49:36 -05:00
Tyler Goodlet 53e3909924 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 79706fe628 Add back coord-caching to ohlc graphic 2023-01-30 11:49:36 -05:00
Tyler Goodlet c8c5a234e8 Use (modern) literal type annots in view code 2023-01-30 11:49:36 -05:00
Tyler Goodlet 29f4b562bd 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.
2023-01-30 11:49:36 -05:00
Tyler Goodlet 1919f2d3a2 Drop multi mxmn from display mod 2023-01-30 11:49:36 -05:00
Tyler Goodlet e6d38d4f94 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.
2023-01-30 11:49:34 -05:00
Tyler Goodlet 22ff509b01 Passthrough `tractor` kwargs directly 2023-01-30 11:49:06 -05:00
Tyler Goodlet a518840382 Fix `open_trade_ledger()` enter value type annot 2023-01-30 11:49:06 -05:00
Tyler Goodlet 4830059592 Fix history array name 2023-01-30 11:49:06 -05:00
Tyler Goodlet 9169f86948 Comment bad x-range bp for now 2023-01-30 11:49:06 -05:00
Tyler Goodlet e1f58ad7c4 Provide `datetime`-sorted clears table iteration
Likely pertains to helping with stuff in issues #345 and #373 and just
generally is handy to have when processing ledgers / clearing event
tables.

Adds the following helper methods:
- `iter_by_dt()` to iter-sort an arbitrary `Transaction`-like table of
  clear entries.
- `Position.iter_clears()` as a convenience wrapper for the above.
2023-01-30 11:49:06 -05:00
Tyler Goodlet aadadc53c3 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.
2023-01-30 11:49:06 -05:00
Tyler Goodlet 744268aea0 Downthrottle to 16Hz on multi-feed charts 2023-01-30 11:49:06 -05:00
Tyler Goodlet 78d98f54ae Round spread (slap) offset to min tick digits 2023-01-30 11:49:06 -05:00