Commit Graph

1913 Commits (a6e32e75300f36a4fa88dfa3f46c8329944ebff9)

Author SHA1 Message Date
Tyler Goodlet a9d42b374f ib: Allow history backfilling even when markets are closed 2022-02-07 09:49:45 -05:00
goodboy 43b39d3b6b
Merge pull request #275 from pikers/py3.10_support
Py3.10 support
2022-02-07 09:48:54 -05:00
Tyler Goodlet 174590ee88 Note 3.10 support and add msgspec as dep 2022-02-07 09:41:13 -05:00
Tyler Goodlet 00a90e7390 Change dpi log msg back to debug 2022-02-07 09:36:07 -05:00
Tyler Goodlet 1aaa382036 Avoid null index race-error during startup 2022-02-07 09:36:07 -05:00
Tyler Goodlet 999d3efdd7 Another `int` required 2022-02-07 09:36:07 -05:00
Tyler Goodlet f63a7c497d Latest `PyQt5` expects `ints` for widget sizings 2022-02-07 09:36:07 -05:00
goodboy 022f90df09
Merge pull request #269 from pikers/default_multiplier
Add default for multiplier var
2022-02-02 20:52:26 -05:00
Guillermo Rodriguez 82d1b85b09
Add default for multiplier var 2022-02-02 20:46:45 -03:00
goodboy a2698c73b5
Merge pull request #260 from pikers/dark_vlm
Dark vlm
2022-01-30 14:10:19 -05:00
Tyler Goodlet 20a24283a1 Link to `tractor`'s master branch instead of pin 2022-01-30 12:52:46 -05:00
Tyler Goodlet bb8fade16f Update `msgpub` import from `tractor.experimental` 2022-01-30 12:46:54 -05:00
Tyler Goodlet 296863348d Update imports to `tractor.msg.NamespacePath` 2022-01-30 12:46:20 -05:00
Tyler Goodlet 95b31cbc0f Drop references to deprecated `tractor.msg.pub` 2022-01-29 12:44:45 -05:00
Tyler Goodlet 6a0fba1eb3 Support maxmin over multiple arrays; Keep dark vlm in view 2022-01-28 11:45:47 -05:00
Tyler Goodlet 06934be047 Overlay dark $volume B) 2022-01-28 08:46:24 -05:00
Tyler Goodlet 28b5be0719 Accumulate dark vlm ticks independently per sample step 2022-01-28 08:46:04 -05:00
Tyler Goodlet 67de8f24b9 Init history output with `np.zeros()` 2022-01-28 08:45:28 -05:00
Tyler Goodlet b112f24e7e Drop old commented cruft, use `Fsp.name` 2022-01-28 07:51:13 -05:00
Tyler Goodlet bd2460846e Decorate momo routines 2022-01-28 07:43:49 -05:00
Tyler Goodlet be93ded0e5 Log fsp registy entries in `cascade` startup 2022-01-28 07:43:23 -05:00
Tyler Goodlet 9d9929fb89 Drop old `wrapt` cruft, add `Fsp.name` 2022-01-28 07:18:14 -05:00
Tyler Goodlet cc5390376c Use `Fsp` abstration layer through engine and UI
Instead of referencing the remote processing funcs by a `str` name start
embracing the new `@fsp`/`Fsp` API such that wrapped processing
functions are first class APIs.

Summary of the changeset:
- move and load the fsp built-in set in the new `.fsp._api` module
- handle processors ("fsps") which want to yield multiple keyed-values
  (interleaved in time) by expecting both history that is keyed and
  assigned to the appropriate struct-array field, *and* real-time
  `yield`ed value in tuples of the form `tuple[str, float]` such that
  any one (async) processing function can deliver multiple outputs from
  the same base calculation.
- drop `maybe_mk_fsp_shm()` from UI module
- expect and manage `Fsp` instances (`@fsp` decorated funcs) throughout
  the UI code, particularly the `FspAdmin` layer.
2022-01-27 18:57:16 -05:00
Tyler Goodlet 72f4474273 Use new decorator on volume fsp routines 2022-01-27 09:08:03 -05:00
Tyler Goodlet c6a3c66e7e WIP start a `@piker.fsp` API for registering processors 2022-01-26 14:38:49 -05:00
Tyler Goodlet 13b8807f1f Print dark trades to console for the moment 2022-01-26 13:48:21 -05:00
Tyler Goodlet 55cfe6082b Re-key ib's 'unreportable trades' (tick 48) as 2022-01-26 13:48:21 -05:00
goodboy 8fe2bd6614
Merge pull request #259 from pikers/overlayed_dvlm
Overlayed $vlm
2022-01-26 13:47:52 -05:00
Tyler Goodlet d351fe14a8 Annoying doc string(s) 2022-01-25 08:30:00 -05:00
Tyler Goodlet 4e884aec6c Fix bottom axis check logic for overlays, try out some px perfection 2022-01-25 08:30:00 -05:00
Tyler Goodlet 7b21ddd27f Allow passing in parent to `Label` 2022-01-25 08:30:00 -05:00
Tyler Goodlet fd31b843b9 Hide the unit vlm after the $vlm is up
Since more curves costs more processing and since the vlm and $vlm
curves are normally very close to the same (graphically) we hide the
unit volume curve once the dollar volume is up (after the fsp daemon-task is
spawned) and just expect the user to understand the diff in axes units.
Also, use the new `title=` api to `.overlay_plotitem()`.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 7f4546b71f Use overlay api to access multi-axes by name 2022-01-25 08:30:00 -05:00
Tyler Goodlet f5eb34c4d7 Make axes labels more pixel perfect 2022-01-25 08:30:00 -05:00
Tyler Goodlet c7a588cf25 Pop vlm chart from subplots to avoid double render 2022-01-25 08:30:00 -05:00
Tyler Goodlet 5c2d3125b4 Add vlm axis titles and humanized $vlm y-range 2022-01-25 08:30:00 -05:00
Tyler Goodlet f011234285 Type annot and docs updates in anchors mod 2022-01-25 08:30:00 -05:00
Tyler Goodlet ce7c174059 Add `Axis.set_title()` for hipper labelling
Use our internal `Label` with much better dpi based sizing of text and
placement below the y-axis ticks area for more minimalism and less
clutter.

Play around with `lru_cache` on axis label bounding rects and for now
just hack sizing by subtracting half the text height (not sure why) from
the width to avoid over-extension / overlap with any adjacent axis.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 94b6f370a9 Allow axis kwargs passthrough 2022-01-25 08:30:00 -05:00
Tyler Goodlet 349040dbf0 Revert cursor rate limit settings 2022-01-25 08:30:00 -05:00
Tyler Goodlet 80079105fc Add custom `.formatter` support to our `PriceAxis`
Allow passing in a formatter function for processing tick values on an
axis. This makes it easy to for example, `piker.calc.humanize()` dollar
volume on a subchart.

Factor `set_min_tick()` into the `PriceAxis` since it's not used on any
x-axis data thus far.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 8911c3c8ed Add support for "humanized" axes tick values 2022-01-25 08:30:00 -05:00
goodboy a40e949940
Merge pull request #258 from pikers/fsp_ui_mod
Fsp UI mod
2022-01-25 08:29:27 -05:00
Tyler Goodlet 9813cf4169 Add a symbol "front feed" helper 2022-01-25 08:24:55 -05:00
Tyler Goodlet c3c1e14cf4 Start vlm and other fsps as separate tasks 2022-01-25 08:24:55 -05:00
Tyler Goodlet 404f5d6d23 Factor (sub-)chart spawning into a admin method
Adds `FspAdmin.open_fsp_chart()` which allows adding a real time graphics
display of an fsp's output with different options for where (which chart
or make a new one) to place it.

Further,
- change some method naming, namely the other fsp engine task methods to
  `.open_chain()` and `.start_engine_task()`.
- make `run_fsp_ui()` a lone task function for now with the default
  config parsing and chart setup logic (and it still includes a buncha
  commented out stuff for doing graphics update which is now done in the
  main loop to avoid task switching overhead).
- move all vlm related fsp config entries into the `open_vlm_displays()`
  task for dedicated setup with the fsp admin api such as special
  auto-yrange handling and graph overlays.
- `start_fsp_displays()` is now just a small loop through config entries
  with synced startup status messages.
2022-01-25 08:24:55 -05:00
Tyler Goodlet e22a652852 Move plotitem overlaying into a `.overlay_plotitem()` 2022-01-25 08:24:55 -05:00
Tyler Goodlet 09fc901b0d Handle left axis case for x-axis label placement
For wtv cucked reason all the viewbox/scene coordinate calcs do **not**
include a left axis in the geo (likely because it's a hacked in widget
+ layout thing managed by `PlotItem`). Detect if there's a left axis and
if so use it in the label placement scene coords calc. ToDo: probably
make this a non-move calc and only recompute any time the axis changes.

Other:
- rate limit mouse events down to the 60 (ish) Hz for now
- change one last lingering `'ohlc'` array lookup
- fix `.mouseMoved()` "event" type annot
2022-01-25 08:24:55 -05:00
Tyler Goodlet e69af9e291 Show unit vlm on LHS for now 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