Break the chart update code for fsps into a new task (add a nursery) in
new `spawn_fsps` (was `chart_from_fsps`) that async requests actor
spawning and initial historical data (all CPU bound work). For multiple
fsp subcharts this allows processing initial output in parallel
(multi-core). We might want to wrap this in a "feed" like api
eventually. Basically the fsp startup sequence is now:
- start all requested fsp actors in an async loop and wait for
historical data to arrive
- loop through them all again to start update tasks which do chart
graphics rendering
Add separate x-axis objects for each new subchart (required by
pyqtgraph); still need to fix hiding unnecessary ones.
Add a `ChartPlotWidget._arrays: dict` for holding overlay data distinct
from ohlc. Drop the sizing yrange to label heights for now since it's
pretty much all gone to hell since adding L1 labels. Fix y-stickies to
look up correct overly arrays.
I think this gets us to the same output as TWS both on booktrader and
the quote details pane. In theory there might be logic needed to
decreases an L1 queue size on trades but can't seem to get it without
getting -ves displayed occasionally - thus leaving it for now.
Also, fix the max-min streaming logic to actually do its job, lel.
Until we get a better datum "cursor" figured out just draw the flat bar
despite the extra overhead. The reason to do this in 2 separate calls is
detailed in the comment but basic gist is that there's a race between
writer and reader of the last shm index.
Oh, and toss in some draft symbol search label code.
Not sure what fixed it exactly, and I guess we didn't need any relative
DPI scaling factor after all. Using the 3px margin on the level label
seems to make it look nice for any font size (i think) as well.
Gonna need some cleanup after this one.
With the improved update logic on `BarsItems` it doesn't seem to be
necessary. Remove y sticky for overlays for now to avoid clutter that
looks like double draws when the last overlay value is close to the last
price.
Makes the chart act like tws where each new time step increment the
chart shifts to the right so that the last bar stays in place. This
gets things looking like a proper auto-trading UX.
Added a couple methods to ``ChartPlotWidget`` to make this work:
- ``.default_view()`` to set the preferred view based on user settings
- ``.increment_view()`` to shift the view one time frame right
Also, split up the `.update_from_array()` method to be curve/ohlc
specific allowing for passing in a struct array with a named field
containing curve data more straightforwardly. This also simplifies the
contest label update functions.
Lookup overlay contents from the OHLC struct array (for now / to make
things work) and fix anchoring logic with better offsets to keep
contents labels super tight to the edge of the view box. Unfortunately,
had to hack the label-height-calc thing for avoiding overlap of graphics
with the label; haven't found a better solution yet and pyqtgraph seems
to require more rabbit holing to figure out something better. Slap in
some inf lines for over[sold/bought] rsi conditions thresholding.
If we know the max and min in view then on datum updates we can avoid
resizing the y-range when a new max/min has not yet arrived.
This adds a very naive numpy calc in the drawing thread which we can
likely improve with a more efficient streaming alternative which can
also likely be run in a fsp subactor. Also, since this same calc is
essentially done inside `._set_yrange()` we will likely want to allow
passing the result into the method to avoid duplicate work.
Just like for the source OHLC, we now have the chart parent actor create
an fsp shm array and use it to read back signal data for plotting.
Some tweaks to get the price chart (and sub-charts) to load historical
datums immediately instead of waiting on an initial quote.
Added a comment to clarify, ish.
Add `ChartPlotWidget._overlays` as registry of curves added on top of
main graphics. Hackishly (ad-hoc-ishly?) update the curve assuming the
data resides in the same `._array` for now (which it does for historical
vwap).
Allow passing a fixed ylow, yhigh tuple to `._set_yrange()` which avoids
recomputing the range from data if desired (eg. rsi-like bounded
signals). Add support for overlay curves to the OHLC chart and add basic
support to brokers which provide a historical 'vwap`. The data array
increment logic had to be tweaked to copy the vwap from the last bar.
Oh, and hack the subchart curves with two extra prepended datums to make
them align "better" with the ohlc main chart; need to talk to
`pyqtgraph` core about how to do this more correctly.
By mapping any in view "contents labels" to the range of the
``ViewBox``'s data we can avoid having graphics overlap with labels.
Take this approach instead of specifying a min y-range using the std
and activate the range compute on resize and mouser scrolling.
Also, add y-sticky update for signal plots.
Use two separate `QPicture` instances:
- one for the 3 lines for the last bar
- one for all the historical bars lines
On price changes update the last bar and only update historical bars
when the current bar's period expires (when a new bar is "added").
Add a flag `just_history` for this `BarItems.draw_lines()`.
Also, switch the internal lines array/buffer to a 2D numpy array to avoid
the type-cast step and instead just flatten using `numpy.ravel()`.
Overall this should avoid the problem of draws getting slower over time
as new bars are added to the history since price updates only redraw
a single bar to the "last" `QPicture` instance. Ideally in the future we
can make the `history` `QPicture` a `QPixmap` but it looks like this
will require some internal work in `pyqtgraph` to support it.
Tyler Goodlet