Commit Graph

3181 Commits (bfc6014ad32ad2a18ba274891413ce2dac14ac12)

Author SHA1 Message Date
Tyler Goodlet 6ca8334253 Use index (time) step to calc OHLC bar/line uppx threshold 2023-02-12 13:41:17 -05:00
Tyler Goodlet a3844f9922 Use step size to determine bar gaps 2023-02-12 13:41:17 -05:00
Tyler Goodlet 58b36db2e5 Use step size to determine last datum bar gap 2023-02-12 13:41:17 -05:00
Tyler Goodlet a33f58a61a Move `Flume.slice_from_time()` to `.data._pathops` mod func 2023-02-12 13:41:17 -05:00
Tyler Goodlet a4392696a1 Drop `index_field` input to renders, add `.read()` profiling 2023-02-12 13:41:17 -05:00
Tyler Goodlet d5844ce8ff Delegate formatter `.index_field` to the parent `Viz` 2023-02-12 13:41:17 -05:00
Tyler Goodlet bf88b40a50 Facepalm**2: fix array-read-slice, like actually..
We need to subtract the first index in the array segment read, not the
first index value in the time-sliced output, to get the correct offset
into the non-absolute (`ShmArray.array` read) array..

Further we **do** need the `&` between the advance indexing conditions
and this adds profiling to see that it is indeed real slow (like 20ms
ish even when using `np.where()`).
2023-02-12 13:41:17 -05:00
Tyler Goodlet e4a0d4ecea Markup OHLC->path gen with `numba` issue # 2023-02-12 13:41:17 -05:00
Tyler Goodlet cca3417c57 Facepalm: put graphics cycle in `do_ds: bool` block.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 031d7967de Facepalm: actually return latest index on time slice fail.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 2e67e98b4d Go with explicit `.data._m4` mod name
Since it's a notable and self-contained graphics compression algo, might
as well give it a dedicated module B)
2023-02-12 13:41:17 -05:00
Tyler Goodlet 7124a131dd Move (unused) path gen routines to `.ui._pathops` 2023-02-12 13:41:17 -05:00
Tyler Goodlet 9052ed5ddf Move qpath-ops routines back to separate mod 2023-02-12 13:41:17 -05:00
Tyler Goodlet 7ec21c7f3b Rename `.ui._pathops.py` -> `.ui._formatters.py 2023-02-12 13:41:17 -05:00
Tyler Goodlet 309ae240cf Look up "index field" in display cycles
Again, to make epoch indexing a flip-of-switch for testing look up the
`Viz.index_field: str` value when updating labels.

Also, drops the legacy tick-type set tracking which we no longer use
thanks to the new throttler subsys and it's framing msgs.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 382a619a03 Fix from-time index slicing?
Apparently we want an `|` for the advanced indexing logic?
Also, fix `read_slc` start to not always be 0 XD
2023-02-12 13:41:17 -05:00
Tyler Goodlet 7f3f6f871a Move path ops routines to top of mod
Planning to put the formatters into a new mod and aggregate all path
gen/op helpers into this module.

Further tweak include:
- moving `path_arrays_from_ohlc()` back to module level
- slice out the last xy datum for `OHLCBarsAsCurveFmtr` 1d formatting
- always copy the new x-value from the source to `.x_nd`
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6ea04f850d Drop diff state tracking in formatter
This was a major cause of error (particularly trying to get epoch
indexing working) and really isn't necessary; instead just have
`.diff()` always read from the underlying source array for current
index-step diffing and append/prepend slice construction.

Allows us to,
- drop `._last_read` state management and thus usage.
- better handle startup indexing by setting `.xy_nd_start/stop` to
  `None` initially so that the first update can be done in one large
  prepend.
- better understand and document the step curve "slice back to previous
  level" logic which is now heavily commented B)
- drop all the `slice_to_head` stuff from and instead allow each
  formatter to choose it's 1d segmenting.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 3d5695f40a Explicitly enable chart widget yranging in display init 2023-02-12 13:41:17 -05:00
Tyler Goodlet 5affad942f Enable/disable vlm chart yranging (TO SQUASH) 2023-02-12 13:41:17 -05:00
Tyler Goodlet eb9ab20646 Don't disable non-enabled vlm chart y-autoranging 2023-02-12 13:41:17 -05:00
Tyler Goodlet f3bab826f6 Comment out bps for time indexing 2023-02-12 13:41:17 -05:00
Tyler Goodlet 2b9ca5f805 Call `Viz.bars_range()` from display loop 2023-02-12 13:41:17 -05:00
Tyler Goodlet 25a75e5bec Fix `.default_view()` to view-left-of-data 2023-02-12 13:41:17 -05:00
Tyler Goodlet 702ae29a2c Add `Viz.index_field: str`, pass to graphics objs
In an effort to make it easy to override the indexing scheme.

Further, this repairs the `.datums_range()` special case to handle when
the view box is to-the-right-of the data set (i.e. l > datum_start).
2023-02-12 13:41:17 -05:00
Tyler Goodlet ac1f37a2c2 Expect `index_field: str` in all graphics objects 2023-02-12 13:41:17 -05:00
Tyler Goodlet 344d2eeb9e Facepalm: pass correct flume to each FSP chart group.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 9133103f8f Attempt to make `.default_view()` time-index ready
As in make the call to `Flume.slice_from_time()` to try and convert any
time index values from the view range to array-indices; all untested
atm.

Also drop some old/unused/moved methods:
- `._set_xlimits()`
- `.bars_range()`
- `.curve_width_pxs()`

and fix some `flow` -> `viz` var naming.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 166d14af69 Simplify formatter update methodology
Don't expect values (array + slice) to be returned and applied by
`.incr_update_xy_nd()` and instead presume this will implemented
internally in each (sub)formatter.

Attempt to simplify some incr-update routines, (particularly in the step
curve formatter, though most of it was reverted to just a simpler form
of the original implementation XD) including:
- dropping the need for the `slice_to_head: int` control.
- using the `xy_nd_start/stop` index counters over custom lookups.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 696c6f8897 First attempt, field-index agnostic formatting
Remove harcoded `'index'` field refs from all formatters in a first
attempt at moving towards epoch-time alignment (though don't actually
use it it yet).

Adjustments to the formatter interface:
- property for `.xy_nd` the x/y nd arrays.
- property for and `.xy_slice` the nd format array(s) start->stop index
  slice.

Internal routine tweaks:
- drop `read_src_from_key` and always pass full source array on updates
  and adjust handlers to expect to have to index the data field of
  interest.
- set `.last_read` right after update calls instead of after 1d
  conversion.
- drop `slice_to_head` array read slicing.
- add some debug points for testing 'time' indexing (though not used
  here yet).
- add `.x_nd` array update logic for when the `.index_field` is not
  'index' - i.e. when we begin to try and support epoch time.
- simplify some new y_nd updates to not require use of `np.broadcast()`
  where possible.
2023-02-12 13:41:17 -05:00
Tyler Goodlet be21f9829e Pepper render routines with time-slice calls 2023-02-12 13:41:17 -05:00
Tyler Goodlet 5a0673d66f Add `Viz.bars_range()` (moved from chart API)
Call it from view kb loop.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6cacd7d18b Make `Viz.slice_from_time()` take input array
Probably means it doesn't need to be a `Flume` method but it's
convenient to expect the caller to pass in the `np.ndarray` with
a `'time'` field instead of a `timeframe: str` arg; also, return the
slice mask instead of the sliced array as output (again allowing the
caller to do any slicing). Also, handle the slice-outside-time-range
case by just returning the entire index range with a `None` mask.

Adjust `Viz.view_data()` to instead do timeframe (for rt vs. hist shm
array) lookup and equiv array slicing with the returned mask.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 5b08e9cba3 Add breakpoint on -ve range for now 2023-02-12 13:41:17 -05:00
Tyler Goodlet d3f5ff1b4f Go back to hard-coded index field
Turns out https://github.com/numba/numba/issues/8622 is real
and the suggested `numba.literally` hack doesn't seem to work..
2023-02-12 13:41:16 -05:00
Tyler Goodlet e45bc4c619 Move `ui._compression`/`._pathops` to `.data` subpkg
Since these modules no longer contain Qt specific code we might
as well include them in the data sub-package.

Also, add `IncrementalFormatter.index_field` as single point to def the
indexing field that should be used for all x-domain graphics-data
rendering.
2023-02-12 13:39:10 -05:00
Tyler Goodlet baee86a2d6 Rename `.ui._flows.py` -> `.ui._render.py` 2023-02-12 13:39:10 -05:00
Tyler Goodlet 86d09d9305 Rename `Flow` -> `Viz`
The type is better described as a "data visualization":
https://en.wikipedia.org/wiki/Data_and_information_visualization

Add `ChartPlotWidget.get_viz()` to start working towards not accessing
the private table directly XD

We'll probably end up using the name `Flow` for a type that tracks
a collection of composed/cascaded `Flume`s:
https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
2023-02-12 13:39:10 -05:00
Tyler Goodlet 9ace053aaf Copy timestamps from source to FSP dest buffer 2023-02-12 13:39:10 -05:00
Guillermo Rodriguez f0b17cb8f7
Merge pull request #457 from pikers/msgspec-default-factories
Use new msgspec default factories
2023-02-12 13:17:31 -03:00
Guillermo Rodriguez 5ca45362c8
Add default factories for all required fields 2023-02-11 16:08:45 -03:00
Tyler Goodlet 1f2081911f Revert "Adjust chart call to graphics cycle to not pass quotes"
This reverts commit 50ad7370c7
which was originally applied due to missing API changes coming in
a future patchset..
2023-02-09 16:26:32 -05:00
goodboy a7d02ecec8
Merge pull request #449 from pikers/multi_symbol_input
Multi symbol input (support)
2023-02-09 16:20:34 -05:00
goodboy 11ba706797
Merge pull request #448 from pikers/axis_sticky_api
Axis sticky api, `PlotItem` is the new "chart"
2023-02-05 15:32:22 -05:00
Tyler Goodlet 50ad7370c7 Adjust chart call to graphics cycle to not pass quotes
Was breaking the `'r'` hotkey to reset the chart..
2023-02-05 15:27:12 -05:00
goodboy 0616cbd1f1
Merge pull request #454 from pikers/ib_fix_cmdtys
`ib`: fix cmdtys feeds
2023-02-03 07:53:39 -05:00
Tyler Goodlet af92602027 `ib`: make commodities search and feeds work again..
Was broken since the `_adhoc_futes_set` rework a while back. Removes the
cmdty symbols from that set into a new one and fixes the contract
case block to catch `Contract(secType='CMDTY')` case. Also makes
`Client.search_symbols()` return details `dict`s so that `piker search`
will work again..
2023-02-02 16:52:34 -05:00
Tyler Goodlet d8bf45b02d Use latest `asks` 2023-02-02 16:52:34 -05:00
Tyler Goodlet 07ab853d3d `Order.symbol` is a `str`.. 2023-02-02 15:05:26 -05:00
Tyler Goodlet 414866fc6b Assign pnl calc output for use when debugging 2023-02-02 15:05:26 -05:00