Commit Graph

2221 Commits (a2b35c96b1e940bc1328e0ec54ca9cb5a81f8bf0)

Author SHA1 Message Date
Tyler Goodlet a2b35c96b1 Drop vwap fsp for now; causes hangs.. 2022-05-15 14:07:13 -04:00
Tyler Goodlet a727ca2557 Drop step routine import 2022-05-15 14:07:13 -04:00
Tyler Goodlet 847e5319b5 Drop uppx guard around downsamples on interaction
Since downsampling with the more correct version of m4 (uppx driven
windows sizing) is super fast now we don't need to avoid downsampling
on low uppx values. Further all graphics objects now support in-view
slicing so make sure to use it on interaction updates. Pass in the view
profiler to update method calls for more detailed measuring.

Even moar,
- Add a manual call to `.maybe_downsample_graphics()` inside the mouse
  wheel event handler since it seems that sometimes trailing events get
  lost from the `.sigRangeChangedManually` signal which can result in
  "non-downsampled-enough" graphics on chart given the scroll amount;
  this manual call seems to entirely fix this?
- drop "max zoom" guard since internals now support (near) infinite
  scroll out to graphics becoming a single pixel column line XD
- add back in commented xrange signal connect code for easy testing to
  verify against range updates not happening without it
2022-05-15 14:07:13 -04:00
Tyler Goodlet fee8a76222 WIP get incremental step curve updates working
This took longer then i care to admit XD but it definitely adds a huge
speedup and with only a few outstanding correctness bugs:

- panning from left to right causes strange trailing artifacts in the
  flows fsp (vlm) sub-plot but only when some data is off-screen on the
  left but doesn't appear to be an issue if we keep the `._set_yrange()`
  handler hooked up to the `.sigXRangeChanged` signal (but we aren't
  going to because this makes panning way slower). i've got a feeling
  this is a bug todo with the device coordinate cache stuff and we may
  need to report to Qt core?
- factoring out the step curve logic from
  `FastAppendCurve.update_from_array()` (un)fortunately required some
  logic branch uncoupling but also meant we needed special input controls
  to avoid things like redraws and curve appends for special cases,
  this will hopefully all be better rectified in code when the core of
  this method is moved into a renderer type/implementation.
- the `tina_vwap` fsp curve now somehow causes hangs when doing erratic
  scrolling on downsampled graphics data. i have no idea why or how but
  disabling it makes the issue go away (ui will literally just freeze
  and gobble CPU on a `.paint()` call until you ctrl-c the hell out of
  it). my guess is that something in the logic for standard line curves
  and appends on large data sets is the issue?

Code related changes/hacks:
- drop use of `step_path_arrays_from_1d()`, it was always a bit hacky
  (being based on `pyqtgraph` internals) and was generally hard to
  understand since it returns 1d data instead of the more expected (N,2)
  array of "step levels"; instead this is now implemented (uglily) in
  the `Flow.update_graphics()` block for step curves (which will
  obviously get cleaned up and factored elsewhere).
- add a bunch of new flags to the update method on the fast append
  curve:  `draw_last: bool`, `slice_to_head: int`, `do_append: bool`,
  `should_redraw: bool` which are all controls to aid with previously
  mentioned issues specific to getting step curve updates working
  correctly.
- add a ton of commented tinkering related code (that we may end up
  using) to both the flow and append curve methods that was written as
  part of the effort to get this all working.
- implement all step curve updating inline in `Flow.update_graphics()`
  including prepend and append logic for pre-graphics incremental step
  data maintenance and in-view slicing as well as "last step" graphics
  updating.

Obviously clean up commits coming stat B)
2022-05-15 14:07:13 -04:00
Tyler Goodlet 64de90e482 Drop cursor debounce delay, decrease rate limit 2022-05-15 14:07:13 -04:00
Tyler Goodlet 8ad6f7890a Downsample on every uppx inrement since it's way faster 2022-05-15 14:07:13 -04:00
Tyler Goodlet 1d63a71de3 Drop log scaling support since uppx driven scaling seems way faster/better 2022-05-15 14:07:13 -04:00
Tyler Goodlet 88ba1765ba Hipshot, use uppx to drive theoretical px w 2022-05-15 14:07:13 -04:00
Tyler Goodlet 621cbdd015 Fix null match 2022-05-15 14:07:13 -04:00
Tyler Goodlet 243a9aa905 WIP incrementally update step array format 2022-05-15 14:07:13 -04:00
Tyler Goodlet a1de89d825 Always maybe render graphics
Since we have in-view style rendering working for all curve types
(finally) we can avoid the guard for low uppx levels and without losing
interaction speed. Further don't delay the profiler so that the nested
method calls correctly report upward - which wasn't working likely due
to some kinda GC collection related issue.
2022-05-15 14:07:13 -04:00
Tyler Goodlet 50b86247af Always set coords cache on curves 2022-05-15 14:07:13 -04:00
Tyler Goodlet 4cd8668059 Handle null output case for vlm chart mxmn 2022-05-15 14:07:13 -04:00
Tyler Goodlet 1fbfbf4e4c Right, handle the case where the shm prepend history isn't full XD 2022-05-15 14:07:13 -04:00
Tyler Goodlet e388f57e47 Always use coord cache, add naive view range diffing logic 2022-05-15 14:07:13 -04:00
Tyler Goodlet dbdb548f7f Put mxmn profile mapping at end of method 2022-05-15 14:07:13 -04:00
Tyler Goodlet c69be8b599 If a sample stream is already ded, just warn 2022-05-15 14:07:13 -04:00
Tyler Goodlet 45c5725d61 `FastAppendCurve`: Only render in-view data if possible
More or less this improves update latency like mad. Only draw data in
view and avoid full path regen as much as possible within a given
(down)sampling setting. We now support append path updates with in-view
data and the *SPECIAL CAVEAT* is that we avoid redrawing the whole curve
**only when** we calc an `append_length <= 1` **even if the view range
changed**. XXX: this should change in the future probably such that the
caller graphics update code can pass a flag which says whether or not to
do a full redraw based on it knowing where it's an interaction based
view-range change or a flow update change which doesn't require a full
path re-render.
2022-05-15 14:07:13 -04:00
Tyler Goodlet 46fb3004a1 Remove `._set_yrange()` handler from x-range-change signal 2022-05-15 14:07:13 -04:00
Tyler Goodlet 39f416efa0 Delegate graphics cycle max/min to chart/flows 2022-05-15 14:07:13 -04:00
Tyler Goodlet 9a716de36d Incrementally update flattend OHLC data
After much effort (and exhaustion) but failure to get a view into our
`numpy` OHLC struct-array, this instead allocates an in-thread-memory
array which is updated with flattened data every flow update cycle.

I need to report what I think is a bug to `numpy` core about the whole
view thing not working but, more or less this gets the same behaviour
and minimizes work to flatten the sampled data for line-graphics drawing
thus improving refresh latency when drawing large downsampled curves.

Update the OHLC ds curve with view aware data sliced out from the
pre-allocated and incrementally updated data (we had to add a last index
var `._iflat` to track appends - this should be moved into a renderer
eventually?).
2022-05-15 14:07:13 -04:00
Tyler Goodlet a05566ab53 Add `FastAppendCurve.draw_last()` 2022-05-15 14:07:13 -04:00
Tyler Goodlet e02d6f156e Don't require data input to constructor 2022-05-15 14:07:13 -04:00
Tyler Goodlet bafa1a02a5 More WIP, implement `BarItems` rendering in `Flow.update_graphics()` 2022-05-15 14:07:13 -04:00
Tyler Goodlet 4877aee729 Add `BarItems.draw_last()` and disable `.update_from_array()` 2022-05-15 14:07:13 -04:00
Tyler Goodlet 340b3b8c25 WIP starting architecture doc str writeup.. 2022-05-15 14:07:13 -04:00
Tyler Goodlet c753fef345 WIP incremental render apis 2022-05-15 14:07:13 -04:00
Tyler Goodlet 281f06a0f8 Warn before return lul 2022-05-15 14:07:13 -04:00
Tyler Goodlet d4e1464b66 Port view downsampling handler to new update apis 2022-05-15 14:07:13 -04:00
Tyler Goodlet cedddb83e4 Port ui components to use flows, drop all late assignments of shm 2022-05-15 14:07:13 -04:00
Tyler Goodlet eb85013b8c Add new `ui._flows` module
This begins the removal of data processing / analysis methods from the
chart widget and instead moving them to our new `Flow` API (in the new
module introduce here) and delegating the old chart methods to the
respective internal flow. Most importantly is no longer storing the
"last read" of an array from shm in an internal chart table (was
`._arrays`) and instead the `ShmArray` instance is passed as input and
stored in the `Flow` instance. This greatly simplifies lookup logic such
that the display loop now doesn't have to worry about reading shm, it
can be done by internal graphics logic as desired. Generally speaking,
all previous `._arrays`/`._graphics` lookups are now delegated to the
entries in the chart's `._flows` table.

The new `Flow` methods are generally better factored and provide more
detailed output regarding data-stream <-> graphics inter-relations for
the future purpose of allowing much more efficient update calls in the
display loop as well as supporting low latency interaction UX.

The concept here is that we're introducing an intermediary layer that
ties together graphics and real-time data flows such that widget code is
oriented around plot layout and the flow apis are oriented around
real-time low latency updates and providing an efficient high level
metric layer for the UX.

The summary api transition is something like:
- `update_graphics_from_array()` -> `.update_graphics_from_flow()`
- `.bars_range()` -> `Flow.datums_range()`
- `.bars_range()` -> `Flow.datums_range()`
2022-05-15 14:07:13 -04:00
Tyler Goodlet 4d4c7825e5 Drop task-per-method `trio`-`asyncio` proxying
Use method proxies through the remaining endpoints and drop the old
spawn-a-task-per-method-call style helpers from module.
2022-05-15 13:59:18 -04:00
Tyler Goodlet 58da3ceecf Proxy heaven, choose one "preferred data client"
In order to expose more `asyncio` powered `Client` methods to endpoint
task-code this adds a more extensive and layered set of `MethodProxy`
loading routines, in dependency order these are:
- `load_clients_for_trio()` a `tractor.to_asyncio.open_channel_from()`
  entry-point factory for loading all scanned clients on the `asyncio` side
  and delivering them over the inter-task channel to a `trio`-side task.
- `get_preferred_data_client()` a simple client instance loading routine
  which reads from the users `brokers.toml -> `prefer_data_account:
  list[str]` which must list account names, in priority order, that are
  acceptable to be used as the main "data connection client" such that
  only one of the detected clients is used for data (whereas the rest
  are used only for order entry).
- `open_client_proxies()` which delivers the detected `Client` set
  wrapped each in a `MethodProxy`.
- `open_data_client()` which directly delivers the preferred data client
  as a proxy for `trio` tasks.
- update `open_client_method_proxy()` and `open_client_proxy` to require
  an input `Client` instance.

Further impl details:
- add `MethodProxy._aio_ns` to ref the original `asyncio` side proxied instance
- add `Client.trades()` to pull executions from the last day/session
- load proxies inside `trades_dialogue` and use the new `.trades()`
  method to try and pull a fill ledger for eventual correct pp price
  calcs (pertains to #307)..
2022-05-15 13:59:18 -04:00
goodboy 9f47515f59
Merge pull request #320 from pikers/drop_pandas
Drop `pandas`
2022-05-15 13:57:06 -04:00
Tyler Goodlet 09f2f32d5b Drop `pandas` timestamp for qt 2022-05-15 13:49:54 -04:00
Tyler Goodlet e718120cc7 Drop `pandas` as dep 2022-05-15 13:49:54 -04:00
Tyler Goodlet fb5df5ab5e Drop `pandas` usage throughout brokers cli 2022-05-15 13:49:50 -04:00
Tyler Goodlet 6e2e2fc03f Use `pendulum` for timestamp parsing 2022-05-15 13:45:44 -04:00
Tyler Goodlet a3b2ba9ae9 Use `numpy.datetime64` for x-axis tick strings 2022-05-15 13:45:37 -04:00
goodboy 7083c5a0bd
Merge pull request #319 from pikers/no_ib_pps
No ib pps? Account names should still load.
2022-05-13 16:26:46 -04:00
Tyler Goodlet de55565f60 We already collect account values/names in `load_io_clients()` 2022-05-12 14:21:31 -04:00
Tyler Goodlet d0530c4e26 Deliver accounts from query instead of just pps with `ib` 2022-05-12 13:22:51 -04:00
goodboy 21b16b4a9e
Merge pull request #318 from pikers/trimeter_dep
Add `trimeter` dep.. that we forgot
2022-05-11 16:28:29 -04:00
Tyler Goodlet ed85079d0f Add `trimeter` dep.. that we forgot 2022-05-11 13:19:47 -04:00
goodboy 5b540a53e9
Merge pull request #317 from pikers/l1_precision_fix
Convert `binance` tick/lot step sizes to `float`
2022-05-11 11:17:43 -04:00
Tyler Goodlet fb91e27651 Well that was easy, convert tick/lot step sizes to `float` 2022-05-11 10:41:03 -04:00
goodboy 482fc1da10
Merge pull request #308 from pikers/storage_layer
Storage layer: initial `marketstore` tsdb support with async OHLCV history loading.
2022-05-11 10:18:33 -04:00
Tyler Goodlet b3f9c4f93d Only assert if input array actually has a size 2022-05-10 17:59:24 -04:00
Tyler Goodlet 09431aad85 Add support for no `._first.value` update shm prepends 2022-05-10 17:59:16 -04:00
Tyler Goodlet 8219307bf5 Double up shm buffer size 2022-05-10 17:59:08 -04:00