Commit Graph

527 Commits (a7d3afc9b14d8b631a06e9d282d41583223024eb)

Author SHA1 Message Date
Tyler Goodlet 4c5bc19ec7 Always convert to posix time 2020-10-02 12:13:28 -04:00
Tyler Goodlet 5f89a2bf08 Make run_qtrio invoke tractor at top level 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2dec32e41f Move bar generation into func; support bar appends
There's really nothing coupling it to the graphics class (which frankly
also seems like it doesn't need to be a class.. Qt).

Add support to `.update_from_array()` for diffing with the input array
and creating additional bar-lines where necessary. Note, there are still
issues with the "correctness" here in terms of bucketing open/close
values in the time frame / bar range. Also, this jamming of each bar's 3
lines into a homogeneous array seems like it could be better done with
struct arrays and avoid all this "index + 3" stuff.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 3c55f7c6e2 Use structure array indexing syntax 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9c1d64413e Handle flat bar updates
Flat bars have a rendering issue we work around by hacking values in `QLineF`
but we have to revert those on any last bar that is being updated in
real-time. Comment out candle implementations for now; we can get back
to it if/when the tinas unite. Oh, and make bars have a little space
between them.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 6b1bdbe3ea Docs the ui pkg mod 2020-10-02 12:13:28 -04:00
Tyler Goodlet 013c0fef15 Fix a bunch of scrolling / panning logic
Don't allow zooming to less then a min number of data points. Allow
panning "outside" the data set (i.e. moving one of the sequence "ends"
to the middle of the view. Start adding logging.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 16e2e27cb8 Handle high = low bars
For whatever reason if the `QLineF` high/low values are the same a weird
little rectangle is drawn (my guess is a `float` precision error of some
sort). Instead, if they're the same just use one of the values.
Also, store local vars to avoid so many lookups.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 2f1fdaf9e5 Rework charting internals for real-time plotting
`pg.PlotCurveItem.setData()` is normally used for real-time updates to
curves and takes in a whole new array of data to graphics.
It makes sense to stick with this interface especially if
the current datum graphic will originally be drawn from tick quotes and
later filled in when bars data is available (eg. IB has this option in
TWS charts for volume). Additionally, having a data feed api where the push
process/task can write to shared memory and the UI task(s) can read from
that space is ideal. It allows for indicator and algo calculations to be
run in parallel (via actors) with initial price draw instructions
such that plotting of downstream metrics can be "pipelined" into the
chart UI's render loop. This essentially makes the chart UI async
programmable from multiple remote processes (or at least that's the
goal).

Some details:
- Only store a single ref to the source array data on the
  `LinkedSplitCharts`.  There should only be one reference since the main
  relation is **that** x-time aligned sequence.
- Add `LinkedSplitCharts.update_from_quote()` which takes in a quote
  dict and updates the OHLC array from it's contents.
- Add `ChartPlotWidget.update_from_array()` method to trigger graphics
  updates per chart with consideration for overlay curves.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 5e8e48c7b7 Support updating bars graphics from array
This makes a OHLC graphics "sequence" update very similar (actually API
compatible) with `pg.PlotCurveItem.setData()`. The difference here is
that only latest OHLC datum is used to update the charts last bar.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 048a13dd0e Drop disk caching of quotes 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6ba0692851 Revert weird bad .time access 2020-10-02 12:13:28 -04:00
Tyler Goodlet d993147f78 Factor signalling api into new module 2020-10-02 12:13:28 -04:00
Tyler Goodlet cc4b51cb17 Rip out all usage of `quantdom.bases.Quotes` smh. 2020-10-02 12:13:28 -04:00
Tyler Goodlet 14bff66ec5 Add a sane pandas.DataFrame to recarray converter 2020-10-02 12:13:28 -04:00
Tyler Goodlet 0b5af4b590 Move all Qt components into top level ui module 2020-10-02 12:13:28 -04:00
Tyler Goodlet 82a5daf91b Move all kivy ui components to subpackage 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9d6dffe5ec Cleanup yrange auto-update callback
This was a mess before with a weird loop using the parent split charts
to update all "indicators". Instead just have each plot do its own
yrange updates since the signals are being handled just fine per plot.
Handle both the OHLC and plane line chart cases with a hacky `try:,
except IndexError:` for now.

Oh, and move the main entry point for the chart app to the relevant
module. I added some WIP bar update code for the moment.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 36ac26cdcf Add zeroed ohlc array constructor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 51f302191a Add update method for last bars graphic 2020-10-02 12:13:28 -04:00
Tyler Goodlet b82587f665 Use a single array for all lines
Speed up the lines array creation using proper slice assignment.
This gives another 10% speedup to the historical price rendering.
Drop ``_tina_mode`` support for now since we're not testing it.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 45906c2729 Render plots from provided input sequence(s)
Previously graphics were loaded and rendered implicitly during the
import and creation of certain objects. Remove all this and instead
expect client code to pass in the OHLC sequence to plot. Speed up
the bars graphics rendering by simplifying to a single iteration of
the input array; gives about a 2x speedup.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 613564b0f5 Add ui package mod 2020-10-02 12:13:28 -04:00
Tyler Goodlet 507368a13a Don't scroll right after max zoom 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6fa173a1c1 Factor components into more suitably named modules 2020-10-02 12:13:28 -04:00
Tyler Goodlet ac389c30d9 Move drawing and resize behavior into chart widget 2020-10-02 12:13:28 -04:00
Tyler Goodlet d8ca799504 Start grouping interactions into a ``ViewBox``
Move chart resize code into our ``ViewBox`` subtype (a ``ChartView``)
in an effort to start organizing interaction behaviour closer to the
appropriate underlying objects. Add some docs for all this and do some
renaming.
2020-10-02 12:13:28 -04:00
Tyler Goodlet fbce0334ad Lol I guess we probably need this 2020-10-02 12:13:28 -04:00
Tyler Goodlet a7fe18cba9 Factor common chart configuration 2020-10-02 12:13:28 -04:00
Tyler Goodlet 730241bb8a Add scrolling from right and cross-hair
Modify the default ``ViewBox`` scroll to zoom behaviour such that
whatever right-most point is visible is used as the "center" for
zooming. Add a "traditional" cross-hair cursor.
2020-10-02 12:13:28 -04:00
Tyler Goodlet c8afdb0adc Styling, start re-org, commenting
- Move out equity plotting to new module.
- Make axis margins and fonts look good on i3.
- Adjust axis labels colors to gray.
- Start commenting a lot of the code after figuring out what it all does
  when cross referencing with ``pyqtgraph``.
- Add option to move date axis to middle.
2020-10-02 12:13:27 -04:00
Tyler Goodlet 2ad3b6f080 Add piker chart command 2020-10-02 12:13:27 -04:00
Tyler Goodlet eddd8aacab Add charting components from `Quantdom`
Hand select necessary components to get real-time charting with
`pyqtgraph` from the `Quantdom` projects:
https://github.com/constverum/Quantdom

We've offered to collaborate with the author but have received no
response and the project has not been updated in over a year.
Given this, we are moving forward with taking the required components to
make further improvements upon especially since the `pyqtgraph` project
is now being actively maintained again.

If the author comes back we will be more then happy to contribute
modified components upstream:
https://github.com/constverum/Quantdom/issues/18

Relates to #80
2020-10-02 12:13:27 -04:00
Tyler Goodlet 9c84e3c45d Add initial Qt-trio integration
Use the new "guest mode" available on trio master branch.  Add
entrypoint for `pyqtgraph` based charting based on the `Quantdom`
project.
2020-10-02 12:13:27 -04:00
Tyler Goodlet bb81d7881c Use qt5 and trio guest mode 2020-10-02 12:13:27 -04:00
Tyler Goodlet 2774611617 Blind stab at a basic chart 2020-10-02 12:13:27 -04:00
Tyler Goodlet dcb0a30ad6 Move UI spawning cmds to new module 2020-09-01 20:47:24 -04:00
Tyler Goodlet 78784a4bf3 Port to new data apis 2020-09-01 18:30:55 -04:00
Tyler Goodlet 3cfb15ed6e Make monitor handle non-full quote messages 2020-09-01 13:25:41 -04:00
Tyler Goodlet 5f200b8db1 Always delay bars 15m; rename to volume 2020-05-26 14:49:50 -04:00
Tyler Goodlet 057086efdb Pass through test file to monitor 2020-05-26 14:49:50 -04:00
Tyler Goodlet a2e5d07b2c Port to mainline kivy and Python 3.8
This required some copy-paste of code from @matham's branch:
https://github.com/kivy/kivy/pull/5241

namely, the stuff in the `utils_async.py` module. I've added all that as
a standalone file for now.

Update the pipfile to use `kivy`'s master branch (since there seems to
be some lingering cython issues in the current release wheels).
2019-11-21 10:21:43 -05:00
Tyler Goodlet 1cc33abca0 Don't bail when a sub-optschain crashes 2019-03-24 12:09:17 -04:00
Tyler Goodlet b2252e5762 Fix bad import 2019-03-21 22:18:09 -04:00
Tyler Goodlet 8bf82a2f76 Allow spawning an optschain UI from monitor using the `o` keybinding 2019-03-21 22:15:08 -04:00
Tyler Goodlet 884fcaa88e A slew of tiny pager improvements
- stop displaying search bar widget on <ctrl-c>
- if there's existing search bar content highlight it automatically
  to allow user to start typing new content right away
- when activated allow search bar to insert its own set of keybinding
  controls; restore prior bindings on exit
2019-03-21 22:01:50 -04:00
Tyler Goodlet 3bbb1db2b4 Make option chain spawnable as a subactor
Look up the broker module and set up the loglevel locally.
Ask the arbiter for a portal to the data daemon since we can't
pass one to a subactor by reference.
2019-03-21 21:50:55 -04:00
Tyler Goodlet fc1e63b2c1 Spawn keyboard functions in new tasks 2019-03-18 22:39:21 -04:00
Tyler Goodlet c8da096126 Track table's last clicked row 2019-03-18 22:38:32 -04:00
Tyler Goodlet 747d703d92 Add hack-fix to avoid leaking cmdline flags to kivy 2019-02-25 20:14:36 -05:00
Tyler Goodlet 7ee731faac Use trio memory channels throughout UIs 2019-02-21 23:09:19 -05:00
Tyler Goodlet cbb973ae9d Drop internal nursery from option chain 2019-02-21 23:07:44 -05:00
Tyler Goodlet 3ab9e28ddb Use brokerd's client to get all contracts 2019-02-09 21:58:27 -05:00
Tyler Goodlet c94ce47aa6 Always set contract sub state 2019-01-14 21:13:22 -05:00
Tyler Goodlet 4753dc2db8 Alway teardown quote gen on exit 2019-01-14 21:12:35 -05:00
Tyler Goodlet 36d0c2ed68 Port monitor app to `DataFeed` api 2019-01-05 19:08:31 -05:00
Tyler Goodlet a4501bb0e0 Factor `DataFeed` client API into `brokers.data` 2019-01-05 19:08:27 -05:00
Tyler Goodlet fa6bae1f5c Reorg table widgets into a new module 2019-01-02 21:12:42 -05:00
Tyler Goodlet 4895690642 Display a message when no contracts exist 2019-01-01 23:42:49 -05:00
Tyler Goodlet 0cffa4b97a Font size shrinks 2019-01-01 23:36:46 -05:00
Tyler Goodlet 32a7f4cbd3 Right, gotta expose widgets to other actors 2018-12-31 11:51:04 -05:00
Tyler Goodlet 72f417b9c2 Support monitor linked symbol selection
This allows for using a monitor to select the current option chain
symbol!

The deats:
- start a bg task which streams the monitor selected symbol
- dynamically repopulate expiry buttons on a newly published symbol
- move static widget creation into a chain method to avoid multiple
  quotes requests at startup
- rename a bunch of methods
2018-12-30 15:00:46 -05:00
Tyler Goodlet 152062ba8a Support pub-sub of monitor's symbol selection 2018-12-30 14:59:54 -05:00
Tyler Goodlet 3ed750d324 Add contract table type headers 2018-12-29 16:01:07 -05:00
Tyler Goodlet fb876f3770 Drop `OptionChain.start_feed()` 2018-12-25 12:38:04 -05:00
Tyler Goodlet a7fb55179c Handle weekend data from QT yet again 2018-12-23 21:26:57 -05:00
Tyler Goodlet 11222e1176 Only resort when the sort field actually changed 2018-12-18 20:28:26 -05:00
Tyler Goodlet 3fd01c42f2 Define highlight on click logic in `Cell` 2018-12-15 19:42:15 -05:00
Tyler Goodlet 1f608b2498 Even less latent 2018-12-15 19:41:12 -05:00
Tyler Goodlet a13b13e144 Highlight current expiry; mutex data feed access 2018-12-15 19:40:54 -05:00
Tyler Goodlet 7ed409501d Even less bouncy 2018-12-15 16:38:33 -05:00
Tyler Goodlet 07eb8ae5e0 Use binary search (bisection) to sort table rows
This is an optimization to improve performance when the UI is fed real
time data. Instead of resorting all rows on every quote update, only
re-render when the sort key appears in the quote data, and further, only
resort rows which are changed using bisection based widget insertion to
avoid having `kivy` re-add widgets (and thus re-render graphics) more
often than absolutely necessary.
2018-12-15 16:28:28 -05:00
Tyler Goodlet e3a3a8765c Remove destroyed widgets from mouse over list 2018-12-15 16:26:21 -05:00
Tyler Goodlet 9e4786e62f Initial dynamic option chain UI draft
There's still a ton to polish (and some bugs to fix) but this is a first
working draft of a real-time option chain!

Insights and todos:
- `kivy` widgets need to be cached and reused (eg. rows, cells, etc.)
  for speed since it seems creating new ones constantly is quite taxing
  on the CPU
- the chain will tear down and re-setup the option data feed stream each
  time a different contract expiry button set is clicked
- there's still some weird bug with row highlighting where it seems rows
  added from a new expiry set (which weren't previously rendered) aren't
  being highlighted reliably
2018-12-13 13:04:05 -05:00
Tyler Goodlet e1be80e9e0 Subscription teardown is done server side on disconnect now 2018-12-11 15:22:34 -05:00
Tyler Goodlet 201919eef7 Initial option chain UI
Spin it up with `piker optschain`.
Still lots of polishing and features to add but it's a start!
2018-12-10 02:00:10 -05:00
Tyler Goodlet 8647216b75 Tabular kivy UI improvements
`Row`:
- `no_cell`: support a list of keys for which no cells will be created
- allow passing in a `cell_type` at instantiation

`TickerTable`:
- keep track of rendered rows via a private `_rendered` set
- don't create rows inside `append_row()` expect caller to do it
- never render already rendered widgets in `render_rows()`

Miscellaneous:
- generalize `update_quotes()` to not be tied to specific quote fields
  and allow passing in a quote `formatter()` func
- don't bother creating a nursery block until necessary in main
- more commenting
2018-12-10 01:51:49 -05:00
Tyler Goodlet 9f3a316ccf Improve CPU usage using a clock trigger and deque
Copy out `kivy.clock.triggered` from version 1.10.1 since it isn't yet
available in the `trio`/async branch and use it to throttle the callback
rate. Use a `collections.deque` to LIFO iterate widgets each call
using the heuristic that it's more likely the mouse is still within the
currently highlighted (or it's adjacent neighbors) widget as opposed
to some far away widget (the case when the mouse is moved very
drastically across the window).
2018-12-09 13:39:38 -05:00
Tyler Goodlet eee19048f0 Support "mouse over" groups
Add a type factory func which returns mixin-able types for creating
mutex highlight-able groups of widgets.
2018-12-01 19:01:36 -05:00
Tyler Goodlet fd94a24d84 Rename to `mouse_over` 2018-12-01 18:43:44 -05:00
Tyler Goodlet 5c070b1c43 Faster highlighting via single loop and callback
Thanks yet again to @tshirtman for suggesting this.

Instead of defining a `on_mouse_pos()` on every widget simply
register and track each widget and loop through them all once (or as much
as is necessary) in a single callback. The assumption here is that we
get a performance boost by looping widgets instead of having `kivy` loop
and call back each widget thus avoiding costly python function calls.
2018-12-01 18:39:01 -05:00
Tyler Goodlet 7378a16b90 s/tickers/symbols 2018-12-01 16:12:46 -05:00
Tyler Goodlet 288ea604af Call start_quote_stream() from monitor main 2018-11-30 08:17:54 -05:00
Tyler Goodlet a8a5e836b9 Use static instruction for highlighted row
Instead of all this adding/removing of canvas instructions nonsense
simple add a static "highlighted" rectangle to each row and make its
size very small when there's no mouse over.

Mad props to @tshirtman for showing me the light :D
2018-11-24 16:17:06 -05:00
Tyler Goodlet 488bdb34be Add mouse-over row highlighting 2018-11-23 22:21:53 -05:00
Tyler Goodlet a7f3008d34 Match the author's general apparel
It's still a bit of a shit show, and I've left a lot of commented tweaks
that need to be further played with, but I think this is a much
better look for what I'm considering to be one of the main "entry point"
apps for `piker`. To get any more serious fine tuning the way I want
I may have to talk to some kivy experts as I'm having some headaches
with button borders, padding, and the header row height..

Some of the new changes include:
- port to the new `brokers.data` module
- much darker theme with a stronger terminal vibe
- last trade price and volume amount flash on each trade
- fixed the symbol search bar to be a static height; before it was
  getting squashed oddly when using stacked windows
- make all the cells transparent (for now) such that I can just use
  a row color (relates to cell padding/spacing - can't seem to ditch it)
- start adding type annotations
2018-11-23 10:50:40 -05:00
Tyler Goodlet 0f3faec35d Reduce the scroll boundary bounce 2018-11-22 19:39:40 -05:00
Tyler Goodlet 6a66b056c8 Compact the look a bit 2018-11-13 18:41:40 -05:00
Tyler Goodlet 2349de8314 Rename watchlist app to 'monitor' 2018-08-23 23:12:39 -04:00
Tyler Goodlet b2acfdaf42 Fix `pairs` type annotation 2018-08-22 23:01:34 -04:00
Tyler Goodlet 4427e2869c Cancel symbol unsub if brokerd is already down 2018-07-06 17:26:24 -04:00
Tyler Goodlet f4a91a4975 Always do symbol unsubscribe on teardown 2018-07-05 15:31:52 -04:00
Tyler Goodlet ddf27e5e7f Cancel GUI updates on exit 2018-07-04 03:14:54 -04:00
Tyler Goodlet e22f17bfe9 Port watchlist app to tractor api 2018-06-27 11:50:02 -04:00
Tyler Goodlet 84fadf7ac4 Explicitly subscribe for tickers at wl startup 2018-05-16 20:33:44 -04:00
Tyler Goodlet 995851360d Rx symbol data from daemon as first response 2018-05-09 18:09:04 -04:00
Tyler Goodlet 6a6f773477 Adjust some log levels 2018-04-20 13:18:35 -04:00
Tyler Goodlet 2973b40946 Allow wl app to spawn a broker daemon in a subprocess 2018-04-20 13:18:35 -04:00
Tyler Goodlet 4123139750 Use `Client` in watchlist app 2018-04-20 13:18:35 -04:00
Tyler Goodlet a6dc697327 Move watchlist app to new daemon-socket api 2018-04-20 11:43:14 -04:00
Tyler Goodlet 4898459bcd Make watchlist app retrieve quotes from the broker daemon 2018-04-20 11:43:14 -04:00
Tyler Goodlet 2b51e84a3c Expect quotes dict in watchlist update loop 2018-03-29 13:02:03 -04:00
Tyler Goodlet 801b9f860b Use `symbol_data()` in watclist UI 2018-03-27 16:27:55 -04:00
Tyler Goodlet 1ea784558c Pass through rate arg to `poll_tickers` 2018-03-21 17:26:30 -04:00
Tyler Goodlet 456e86990f Make watchlist app broker agnostic 2018-03-21 10:44:05 -04:00
Tyler Goodlet f0149118e1 Specify bid-ask "stacked" cells by argument 2018-03-20 21:20:55 -04:00
Tyler Goodlet 56f38263be Stack VWAP over daily high/low 2018-03-14 14:00:24 -04:00
Tyler Goodlet 2f34d982bc Require symbol info for quote processing 2018-03-06 20:54:37 -05:00
Tyler Goodlet 7f3ee8c728 Add really basic ticker search bar 2018-03-05 09:26:52 -05:00
Tyler Goodlet 1e7dc38a50 Drop row factories; add ticker search API 2018-03-05 09:26:52 -05:00
Tyler Goodlet fc45e1215d Rename as pager mod 2018-03-05 09:26:52 -05:00
Tyler Goodlet 6e0209ac6b Add pager support to watchlist 2018-02-22 18:39:21 -05:00
Tyler Goodlet 385f1b9607 Add a pager widget
It's a `ScrollView` but with keyboard controls that allow for paging
just like the classic unix `less` program. Add a search bar widget too!
2018-02-22 18:38:50 -05:00
Tyler Goodlet 9e0f58ea6b Add a keyboard input handling task 2018-02-17 15:09:22 -05:00
Tyler Goodlet d50aa17a83 Add real-time market caps 2018-02-14 12:06:54 -05:00
Tyler Goodlet e464898210 Combine last,bid,ask in a StackLayout-cell 2018-02-14 02:37:26 -05:00
Tyler Goodlet 472ff68811 Fix row header highlight typo 2018-02-13 12:13:27 -05:00
Tyler Goodlet e4ff113dfc Sort rows by column on click 2018-02-13 10:34:24 -05:00
Tyler Goodlet 8e577cd0d0 Use lighter red; sort rows on startup 2018-02-12 16:11:31 -05:00
Tyler Goodlet 274a5a728a Fix row header borders using a `BorderImage` 2018-02-12 16:02:11 -05:00
Tyler Goodlet 1bbf212ad0 Work when only newly time stamped quotes are received 2018-02-12 14:05:57 -05:00
Tyler Goodlet f4fd35fa21 Separate sortable and dislplayable quote values 2018-02-10 19:54:09 -05:00
Tyler Goodlet 1af14bc46f Add watchlist sort-by-column and row header highlighting 2018-02-09 22:04:53 -05:00
Tyler Goodlet 37a4d2e5f8 Expose watchlist app via `piker watch` for now 2018-02-09 03:29:30 -05:00
Tyler Goodlet f71391252d Tighten up the UI to be super sleek 2018-02-09 02:44:43 -05:00
Tyler Goodlet e45c07dce7 Watchlist fixes
- make the % daily change use the previous days close as the reference
  price
- color each cell on every change (results in "pulsed" colors on changes)
- tweak some quote fields
- redraw and sort all rows on every quotes update cycle
- error when the QT api is returning None values
2018-02-08 19:30:09 -05:00
Tyler Goodlet 13342c459a Our first real-time watchlist! 2018-02-08 02:39:18 -05:00