cc87508fd9 
								
							
								 
							
						 
						
							
							
								
								Only load 4 ib requests worth of bars on windows...  
							
							
							
						 
						
							2022-02-10 10:26:52 -05:00  
				
					
						
							
							
								 
						
							
							
								d069481f1d 
								
							
								 
							
						 
						
							
							
								
								Hack search view on windows to 1/2 window height; needs a better solution  
							
							
							
						 
						
							2022-02-10 10:26:52 -05:00  
				
					
						
							
							
								 
						
							
							
								c411a244f6 
								
							
								 
							
						 
						
							
							
								
								Size the window to aproximately 1/3 the screen space  
							
							
							
						 
						
							2022-02-10 10:26:52 -05:00  
				
					
						
							
							
								 
						
							
							
								15556e40f0 
								
							
								 
							
						 
						
							
							
								
								No support for notifications (yet) on windows  
							
							
							
						 
						
							2022-02-10 10:26:52 -05:00  
				
					
						
							
							
								 
						
							
							
								c0082e15bc 
								
							
								 
							
						 
						
							
							
								
								Fix default `brokers.toml` copying since module move  
							
							
							
						 
						
							2022-02-10 10:26:52 -05:00  
				
					
						
							
							
								 
						
							
							
								2ebdf008da 
								
							
								 
							
						 
						
							
							
								
								Configure window size based on screen dims on windows  
							
							
							
						 
						
							2022-02-10 10:26:52 -05:00  
				
					
						
							
							
								 
						
							
							
								71f9b5c000 
								
							
								 
							
						 
						
							
							
								
								Don't enable curve coord cache unless in step mode  
							
							... 
							
							
							
							You can get a weird "last line segment" artifact if *only* that segment
is drawn and the cache is enabled, so just disable unless in step mode
at startup and re-flash as normal when new path data is appended. Add
a `.disable_cache()` method for the multi-use in the update method. Use
line style on the `._last_line: QLineF` segment as well. 
							
						 
						
							2022-02-10 08:12:15 -05:00  
				
					
						
							
							
								 
						
							
							
								228f21d7b0 
								
							
								 
							
						 
						
							
							
								
								Zero trade rates each step  
							
							
							
						 
						
							2022-02-09 22:16:33 -05:00  
				
					
						
							
							
								 
						
							
							
								45464a5465 
								
							
								 
							
						 
						
							
							
								
								Drop graphics throttle to 22Hz, add a `.maxmin` to our view box  
							
							
							
						 
						
							2022-02-09 22:15:57 -05:00  
				
					
						
							
							
								 
						
							
							
								723eef3fd6 
								
							
								 
							
						 
						
							
							
								
								🤦  assign `Flow` *after* type check...  
							
							
							
						 
						
							2022-02-09 16:00:10 -05:00  
				
					
						
							
							
								 
						
							
							
								e0462f0a8c 
								
							
								 
							
						 
						
							
							
								
								Type and formatting fixes  
							
							
							
						 
						
							2022-02-08 15:57:32 -05:00  
				
					
						
							
							
								 
						
							
							
								1c49f7f47f 
								
							
								 
							
						 
						
							
							
								
								Tweak dash pattern to be less sparse  
							
							
							
						 
						
							2022-02-08 15:57:02 -05:00  
				
					
						
							
							
								 
						
							
							
								ef04781a2b 
								
							
								 
							
						 
						
							
							
								
								Expect new flow type through display and fsp UI code  
							
							
							
						 
						
							2022-02-08 15:56:20 -05:00  
				
					
						
							
							
								 
						
							
							
								e3a3fd2d39 
								
							
								 
							
						 
						
							
							
								
								Add a `Flow` compound type for coupling graphics with backing data-streams  
							
							
							
						 
						
							2022-02-08 15:52:50 -05:00  
				
					
						
							
							
								 
						
							
							
								860ed99757 
								
							
								 
							
						 
						
							
							
								
								Drop dvlm "rates" curves from flows chart  
							
							
							
						 
						
							2022-02-08 12:05:56 -05:00  
				
					
						
							
							
								 
						
							
							
								326b2c089a 
								
							
								 
							
						 
						
							
							
								
								Drop dvlm 'rates' (they're just means), add default params, period -> 6  
							
							
							
						 
						
							2022-02-08 12:04:01 -05:00  
				
					
						
							
							
								 
						
							
							
								8f467bf4f0 
								
							
								 
							
						 
						
							
							
								
								Factor batch curve plotting into helper func  
							
							
							
						 
						
							2022-02-08 08:21:08 -05:00  
				
					
						
							
							
								 
						
							
							
								4a7b2d835b 
								
							
								 
							
						 
						
							
							
								
								Yield 0 initial values from `flow_rates` fsp  
							
							
							
						 
						
							2022-02-08 07:46:36 -05:00  
				
					
						
							
							
								 
						
							
							
								30cf54480d 
								
							
								 
							
						 
						
							
							
								
								Add more appropriate default params  
							
							
							
						 
						
							2022-02-07 13:59:26 -05:00  
				
					
						
							
							
								 
						
							
							
								ee4ad32d3b 
								
							
								 
							
						 
						
							
							
								
								Fix `dvlm` to actually yield trade count, add instantaneous support  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								e7516447df 
								
							
								 
							
						 
						
							
							
								
								Better rate axis title?  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								a006b87546 
								
							
								 
							
						 
						
							
							
								
								Exit `.maxmin()` early on non-yet-registered array lookup  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								9490129a74 
								
							
								 
							
						 
						
							
							
								
								Add overlays to end of layout grid (aka append) by default  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								2f2aef28dd 
								
							
								 
							
						 
						
							
							
								
								Adjust x-axis label from summed left axes widths  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								0271841412 
								
							
								 
							
						 
						
							
							
								
								Add `PlotItemOverlay.get_axes()`  
							
							... 
							
							
							
							Enables retrieving all "named axes" on a particular "side" of the
overlayed plot items. This is useful for calculating how much space
needs to be allocated for the axes before the view box area starts. 
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								e8d7709358 
								
							
								 
							
						 
						
							
							
								
								Drop notification display time to piker seconds worth  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								e3c46a5d4d 
								
							
								 
							
						 
						
							
							
								
								Add draft, commented tickbytick for ib  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								8d432e1988 
								
							
								 
							
						 
						
							
							
								
								Shorter clear rate axis title  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								87653ddca2 
								
							
								 
							
						 
						
							
							
								
								Simplify to only needed one LHS axis for clearing rates  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								73faafcfc1 
								
							
								 
							
						 
						
							
							
								
								Add trade "rates" (i.e. trade counts) support B)  
							
							... 
							
							
							
							Though it's not per-tick accurate, accumulate the number of "trades"
(i.e. the "clearing rate" - maybe this is a better name?) per bar
inside the `dolla_vlm` fsp and average and report wmas of this in the
`flow_rates` fsp. 
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								e4244e96a9 
								
							
								 
							
						 
						
							
							
								
								Fix var name typo  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								5274eb538c 
								
							
								 
							
						 
						
							
							
								
								Add 16 period dollar vlm rates, drop ib rates for now  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								b358b8e874 
								
							
								 
							
						 
						
							
							
								
								Move `wma` fsp earlier in module  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								2d3c685e19 
								
							
								 
							
						 
						
							
							
								
								Typecast np dtype description to a tuple  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								4570b06c26 
								
							
								 
							
						 
						
							
							
								
								Handle no y-range maxmin output (seems like bug?)  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								26b0071471 
								
							
								 
							
						 
						
							
							
								
								Subscribe for rate calcs from IB in default tick set  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								1fc6429f75 
								
							
								 
							
						 
						
							
							
								
								Prep for manual rate calcs, handle non-ib backends XD  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								ebf3e00438 
								
							
								 
							
						 
						
							
							
								
								Add `Fsp._flow_registry` as actor-local table  
							
							... 
							
							
							
							Define the flows table as a class var (thus making it a "global" and/or
actor-local state) which can be accessed by any in process task. Add
`Fsp.get_shm()` to allow accessing output streams by source-token + fsp
routine reference and thus providing inter-fsp low level access to
real-time flows. 
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								df6afe24a4 
								
							
								 
							
						 
						
							
							
								
								Define a flow registry on `FspAdmin`, use it to update fsp engine clusters  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								d130f0449f 
								
							
								 
							
						 
						
							
							
								
								Expect registry of fsp "flows" to each engine task  
							
							... 
							
							
							
							In order for fsp routines to be able to look up other "flows" in the
cascade, we need a small registry-table which gives access to a map of
a source stream + an fsp -> an output stream. Eventually we'll also
likely want a dependency (injection) mechanism so that any fsp demanded
can either be dynamically allocated or at the least waited upon before
a consumer tries to access it. 
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								efb743fd85 
								
							
								 
							
						 
						
							
							
								
								Flip to using `pydantic` for shm tokens  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								615bf3a55a 
								
							
								 
							
						 
						
							
							
								
								Use solid line for vlm rate and dashed for trades rate  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								d4f79a6245 
								
							
								 
							
						 
						
							
							
								
								Comment flow rates fsp prints  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								4b7d1fb35b 
								
							
								 
							
						 
						
							
							
								
								Add line style via `str` style name to our fast curve  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								0b5250d5e3 
								
							
								 
							
						 
						
							
							
								
								Plot the vlm rate (per min) taken verbatim from ib  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								97c2f86092 
								
							
								 
							
						 
						
							
							
								
								TOSQUASH, fix separate vlm vs trade rate  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								f3289c1977 
								
							
								 
							
						 
						
							
							
								
								Create source length zeroed arrays from yielded `None` fsp history  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								4e96dd09e3 
								
							
								 
							
						 
						
							
							
								
								Add a `.text_color` property to our axes types  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								b81209e78e 
								
							
								 
							
						 
						
							
							
								
								Ensure `sym` arg is a `str`  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00  
				
					
						
							
							
								 
						
							
							
								dfe4473c9a 
								
							
								 
							
						 
						
							
							
								
								Yield history `dict`s, add a `flow_rates` fsp  
							
							
							
						 
						
							2022-02-07 12:53:30 -05:00