Commit Graph

96 Commits (ce074544eee9ab9530c1f1568b7cb42992f49d0d)

Author SHA1 Message Date
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
Tyler Goodlet ba7ed8b877 Add draft $_vlm doc string 2022-01-24 06:41:00 -05:00
Tyler Goodlet 0f200d9596 Revert to old shm "last" meaning last row 2022-01-24 06:30:11 -05:00
Tyler Goodlet 1f64f47ee9 Port imports to tractor's new subpkg 2022-01-24 06:27:11 -05:00
Tyler Goodlet 4c9e5feace Expose dollar volume to fsp engine
It can now be declared inside an fsp config dict under the name
`dolla_vlm`. We still need to offer an engine control that zeros
the newest sample value instead of copying from the previous.

This also litters the engine code with `pyqtgraph` profiling to see if
we can improve startup times - likely it'll mean pre-allocating a small
fsp daemon cluster at startup.
2022-01-24 06:25:29 -05:00
Tyler Goodlet 147207a0ad Add first draft of "dollar volume" fsp 2022-01-24 06:25:29 -05:00
Tyler Goodlet 00d6258a24 Stopgap: don't rerun Context.started() fsp calc task 2022-01-23 19:46:36 -05:00
Tyler Goodlet 139eca47f7 Don't push stream msgs in fsps by default 2022-01-23 12:49:06 -05:00
Tyler Goodlet 2b97f98151 Don't open stream before starting the fsp context.. 2021-11-05 10:04:10 -04:00
Tyler Goodlet ea9b66d1c3 Hotfix: open a tractor context to fsps...
The prior PR for fixing fsp array misalignment also added
`tractor.Context` usage which wasn't reflected in the graphics update
loop (newer code added it but the prior PR was factored from path
dependent history) and thus was broken. Further in newer work we don't
have fsp actors actually stream value updates since the display loop can
already pull from the source feed and update graphics at a preferred
throttle rate.  Re-enabled the fsp stream sending here by default until
that newer only-throttle-pull-from-source code is landed in the display
loop.
2021-11-05 09:33:48 -04:00
Tyler Goodlet cbec7df225 Drop old bps from fsp engine 2021-11-01 13:28:57 -04:00
Tyler Goodlet c9136e0494 Fix rsi history off-by-one due to `np.diff()` 2021-11-01 13:28:57 -04:00
Tyler Goodlet dd9f6e8a7c Move sync diffing helpers out of index loop 2021-11-01 13:28:57 -04:00
Tyler Goodlet 53dedbd645 Move "desynced" logic into a predicate 2021-11-01 13:28:57 -04:00
Tyler Goodlet 3dd82c8d31 Fix the drunk fix
This should finally be correct fsp src-to-dst array syncing now..
There's a few edge cases but mostly we need to be sure we sync both
back-filled history diffs and avoid current step lag/leads. Use
a polling routine and the more stringent task re-spawn system to get
this right.
2021-11-01 13:28:57 -04:00
Tyler Goodlet 086aaf1d16 Sync history recalcs to diff checks via a "task tracker" 2021-11-01 13:28:57 -04:00
Tyler Goodlet 1981b113b7 Drunkfix: finally solve the fsp alignment race? 2021-11-01 13:28:57 -04:00
Tyler Goodlet 6f83e358fe Add zero on increment support 2021-11-01 13:28:57 -04:00
Tyler Goodlet 5b1be8a8da Do fsp sync-to-source in sample step task 2021-11-01 13:28:57 -04:00
Tyler Goodlet 2cd594ed35 Add profiling to fsp engine
Litter the engine code with `pyqtgraph` profiling to see if we can
improve startup times - likely it'll mean pre-allocating a small fsp
daemon cluster at startup.
2021-11-01 13:28:57 -04:00
Tyler Goodlet d4b00d74f8 Move top level fsp pkg code into an `_engine` module 2021-11-01 13:28:57 -04:00
Tyler Goodlet 33d1f56440 Port fsp daemon to tractor's context api 2021-11-01 13:28:57 -04:00
Tyler Goodlet 547f6692d6 Passthrough loglevel to fsp actor 2021-09-21 16:12:23 -04:00
Tyler Goodlet 26cb7aa660 Drop tractor stream shielding use 2021-09-01 09:03:55 -04:00
Tyler Goodlet cae7f486e4 Revert "Lol, don't use `maybe_open_feed()` for now, it's totally borked..."
Think this was fixed by passing through `**kwargs` in
`maybe_open_feed()`, the shielding for fsp respawns wasn't being
properly passed through..

This reverts commit 2f1455d423.
2021-08-30 17:55:10 -04:00
Tyler Goodlet 2f1455d423 Lol, don't use `maybe_open_feed()` for now, it's totally borked... 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d0f47364c Use `maybe_open_feed()` in ems and fsp daemons 2021-08-26 17:04:59 -04:00
Tyler Goodlet efd93d058a Breakout fsp rt loop as non-closure for readability 2021-05-24 12:26:44 -04:00
Tyler Goodlet 56db2c812d Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
Tyler Goodlet 8069bbe105 Drop old incrementer func 2021-04-10 14:18:40 -04:00
Tyler Goodlet 48da729364 Use .shield() meth name from tractor 2020-12-21 13:02:43 -05:00
Tyler Goodlet c01382294e Add signal backfilling via trio task respawn 2020-12-21 13:02:43 -05:00
Tyler Goodlet e89d3f9560 Use `numpy.divide()` to avoid divide-by-zero 2020-12-21 13:02:43 -05:00
Tyler Goodlet 7c7b31ebbe Break hist calc into wap func, use hlc3. 2020-12-21 13:02:43 -05:00
Tyler Goodlet 33515f45cc Add vwap to exposed fsp map 2020-12-21 13:02:43 -05:00
Tyler Goodlet ef2be16d97 Add initial tina (ohl3) vwap fsp 2020-12-21 13:02:43 -05:00
Tyler Goodlet c1109ee3fb Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
Tyler Goodlet f2c4a46c94 Center bars around index, adjust curves back to match... 2020-10-21 11:19:41 -04:00
Tyler Goodlet 1706b67e00 Note the issues with the shared fsp array index.. 2020-10-19 14:01:25 -04:00
Tyler Goodlet 58d3234f74 Drop lingering print 2020-10-16 12:15:07 -04:00
Tyler Goodlet bceeaa56ff Drop ringbuf, didn't end up using 2020-10-02 12:13:50 -04:00
Tyler Goodlet 41e85ccaa9 Break wma calc into sync func 2020-10-02 12:13:50 -04:00
Tyler Goodlet 3f0e175011 Get bar oriented RSI working correctly 2020-10-02 12:13:50 -04:00
Tyler Goodlet 2fcbefa6e1 Use shm in fsp cascading
This kicks off what will be the beginning of hopefully a very nice
(soft) real-time financial signal processing system. We're keeping the
hack to "time align" curves (for now) with the bars for now by slapping
in an extra datum at index 0.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 2cc2b32805 Fix dbz with `np.divide()` 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9a59f2408d Start fsp subpackage, separate momo stuff 2020-10-02 12:13:28 -04:00