Commit Graph

1092 Commits (e5f96391e30a20835bcbd23402cf5fdd2833c46a)

Author SHA1 Message Date
Tyler Goodlet bc50db5925 Rename `._ohlc.gen_qpath()` -> `.gen_ohlc_qpath()` 2022-06-05 22:13:08 -04:00
Tyler Goodlet e8e26232ea Drop `BarItems.update_from_array()`; moved into `Flow` 2022-06-05 22:13:08 -04:00
Tyler Goodlet f6909ae395 Drop legacy step mode data formatter 2022-06-05 22:13:08 -04:00
Tyler Goodlet b609f46d26 Always delay interaction update profiling 2022-06-05 22:13:08 -04:00
Tyler Goodlet 09e988ec3e Use `ms_threshold` throughout remaining profilers 2022-06-05 22:13:08 -04:00
Tyler Goodlet 5e602214be Use new flag, add more marks through display loop 2022-06-05 22:13:08 -04:00
Tyler Goodlet cfc4198837 Use new profiler arg name, add more marks throughout flow update 2022-06-05 22:13:08 -04:00
Tyler Goodlet c455df7fa8 Drop legacy step path gen, always slice full data
Mostly just dropping old commented code for "step mode" format
generation. Always slice the tail part of the input data and move to the
new `ms_threshold` in the `pg` profiler'
2022-06-05 22:13:08 -04:00
Tyler Goodlet 47cf4aa4f7 Error log brokerd msgs that have `.reqid == None`
Relates to the bug discovered in #310, this should avoid out-of-order
msgs which do not have a `.reqid` set to be error logged to console.
Further, add `pformat()` to kraken logging of ems msging.
2022-06-05 22:13:08 -04:00
Tyler Goodlet 4f36743f64 Only udpate prepended graphics when actually in view 2022-06-05 22:13:08 -04:00
Tyler Goodlet 1fcb9233b4 Add back mx/mn updates for L1-in-view, lost during rebase 2022-06-05 22:13:08 -04:00
Tyler Goodlet fb38265199 Clean out legacy code from `Flow.update_graphics()` 2022-06-05 22:13:08 -04:00
Tyler Goodlet e163a7e336 Drop `bar_wap` curve for now, seems to also be causing hangs?! 2022-06-05 22:13:08 -04:00
Tyler Goodlet 36a10155bc Add profiler passthrough type annot, comments about appends vs. uppx 2022-06-05 22:13:08 -04:00
Tyler Goodlet 7a3437348d An absolute uppx diff of >= 1 seems more then fine 2022-06-05 22:13:08 -04:00
Tyler Goodlet 0744dd0415 Up the display throttle rate to 22Hz 2022-06-05 22:13:08 -04:00
Tyler Goodlet 0770a39125 Only do curve appends on low uppx levels 2022-06-05 22:13:08 -04:00
Tyler Goodlet 2b6041465c Startup up with 3k bars 2022-06-05 22:13:08 -04:00
Tyler Goodlet 859eaffa29 Drop vwap fsp for now; causes hangs.. 2022-06-05 22:13:08 -04:00
Tyler Goodlet b12921678b Drop step routine import 2022-06-05 22:13:08 -04:00
Tyler Goodlet 186658ab09 Drop uppx guard around downsamples on interaction
Since downsampling with the more correct version of m4 (uppx driven
windows sizing) is super fast now we don't need to avoid downsampling
on low uppx values. Further all graphics objects now support in-view
slicing so make sure to use it on interaction updates. Pass in the view
profiler to update method calls for more detailed measuring.

Even moar,
- Add a manual call to `.maybe_downsample_graphics()` inside the mouse
  wheel event handler since it seems that sometimes trailing events get
  lost from the `.sigRangeChangedManually` signal which can result in
  "non-downsampled-enough" graphics on chart given the scroll amount;
  this manual call seems to entirely fix this?
- drop "max zoom" guard since internals now support (near) infinite
  scroll out to graphics becoming a single pixel column line XD
- add back in commented xrange signal connect code for easy testing to
  verify against range updates not happening without it
2022-06-05 22:13:08 -04:00
Tyler Goodlet 12d60e6d9c WIP get incremental step curve updates working
This took longer then i care to admit XD but it definitely adds a huge
speedup and with only a few outstanding correctness bugs:

- panning from left to right causes strange trailing artifacts in the
  flows fsp (vlm) sub-plot but only when some data is off-screen on the
  left but doesn't appear to be an issue if we keep the `._set_yrange()`
  handler hooked up to the `.sigXRangeChanged` signal (but we aren't
  going to because this makes panning way slower). i've got a feeling
  this is a bug todo with the device coordinate cache stuff and we may
  need to report to Qt core?
- factoring out the step curve logic from
  `FastAppendCurve.update_from_array()` (un)fortunately required some
  logic branch uncoupling but also meant we needed special input controls
  to avoid things like redraws and curve appends for special cases,
  this will hopefully all be better rectified in code when the core of
  this method is moved into a renderer type/implementation.
- the `tina_vwap` fsp curve now somehow causes hangs when doing erratic
  scrolling on downsampled graphics data. i have no idea why or how but
  disabling it makes the issue go away (ui will literally just freeze
  and gobble CPU on a `.paint()` call until you ctrl-c the hell out of
  it). my guess is that something in the logic for standard line curves
  and appends on large data sets is the issue?

Code related changes/hacks:
- drop use of `step_path_arrays_from_1d()`, it was always a bit hacky
  (being based on `pyqtgraph` internals) and was generally hard to
  understand since it returns 1d data instead of the more expected (N,2)
  array of "step levels"; instead this is now implemented (uglily) in
  the `Flow.update_graphics()` block for step curves (which will
  obviously get cleaned up and factored elsewhere).
- add a bunch of new flags to the update method on the fast append
  curve:  `draw_last: bool`, `slice_to_head: int`, `do_append: bool`,
  `should_redraw: bool` which are all controls to aid with previously
  mentioned issues specific to getting step curve updates working
  correctly.
- add a ton of commented tinkering related code (that we may end up
  using) to both the flow and append curve methods that was written as
  part of the effort to get this all working.
- implement all step curve updating inline in `Flow.update_graphics()`
  including prepend and append logic for pre-graphics incremental step
  data maintenance and in-view slicing as well as "last step" graphics
  updating.

Obviously clean up commits coming stat B)
2022-06-05 22:13:08 -04:00
Tyler Goodlet c5beecf8a1 Drop cursor debounce delay, decrease rate limit 2022-06-05 22:13:08 -04:00
Tyler Goodlet 629ea8ba9d Downsample on every uppx inrement since it's way faster 2022-06-05 22:13:08 -04:00
Tyler Goodlet ba0ba346ec Drop log scaling support since uppx driven scaling seems way faster/better 2022-06-05 22:13:08 -04:00
Tyler Goodlet 82b2d2ee3a Hipshot, use uppx to drive theoretical px w 2022-06-05 22:13:08 -04:00
Tyler Goodlet b2b31b8f84 WIP incrementally update step array format 2022-06-05 22:13:08 -04:00
Tyler Goodlet b97ec38baf Always maybe render graphics
Since we have in-view style rendering working for all curve types
(finally) we can avoid the guard for low uppx levels and without losing
interaction speed. Further don't delay the profiler so that the nested
method calls correctly report upward - which wasn't working likely due
to some kinda GC collection related issue.
2022-06-05 22:13:08 -04:00
Tyler Goodlet 64c6287cd1 Always set coords cache on curves 2022-06-05 22:13:08 -04:00
Tyler Goodlet 69282a9924 Handle null output case for vlm chart mxmn 2022-06-05 22:13:08 -04:00
Tyler Goodlet aee44fed46 Right, handle the case where the shm prepend history isn't full XD 2022-06-05 22:13:08 -04:00
Tyler Goodlet db727910be Always use coord cache, add naive view range diffing logic 2022-06-05 22:13:08 -04:00
Tyler Goodlet 64206543cd Put mxmn profile mapping at end of method 2022-06-05 22:13:08 -04:00
Tyler Goodlet c94c53286b `FastAppendCurve`: Only render in-view data if possible
More or less this improves update latency like mad. Only draw data in
view and avoid full path regen as much as possible within a given
(down)sampling setting. We now support append path updates with in-view
data and the *SPECIAL CAVEAT* is that we avoid redrawing the whole curve
**only when** we calc an `append_length <= 1` **even if the view range
changed**. XXX: this should change in the future probably such that the
caller graphics update code can pass a flag which says whether or not to
do a full redraw based on it knowing where it's an interaction based
view-range change or a flow update change which doesn't require a full
path re-render.
2022-06-05 22:13:08 -04:00
Tyler Goodlet 2af4050e5e Remove `._set_yrange()` handler from x-range-change signal 2022-06-05 22:13:08 -04:00
Tyler Goodlet df78e9ba96 Delegate graphics cycle max/min to chart/flows 2022-06-05 22:13:08 -04:00
Tyler Goodlet 7e1ec7b5a7 Incrementally update flattend OHLC data
After much effort (and exhaustion) but failure to get a view into our
`numpy` OHLC struct-array, this instead allocates an in-thread-memory
array which is updated with flattened data every flow update cycle.

I need to report what I think is a bug to `numpy` core about the whole
view thing not working but, more or less this gets the same behaviour
and minimizes work to flatten the sampled data for line-graphics drawing
thus improving refresh latency when drawing large downsampled curves.

Update the OHLC ds curve with view aware data sliced out from the
pre-allocated and incrementally updated data (we had to add a last index
var `._iflat` to track appends - this should be moved into a renderer
eventually?).
2022-06-05 22:13:08 -04:00
Tyler Goodlet 3dbce6f891 Add `FastAppendCurve.draw_last()` 2022-06-05 22:13:08 -04:00
Tyler Goodlet 239c9d701a Don't require data input to constructor 2022-06-05 22:13:08 -04:00
Tyler Goodlet 427a33654b More WIP, implement `BarItems` rendering in `Flow.update_graphics()` 2022-06-05 22:13:08 -04:00
Tyler Goodlet f4dc0fbab8 Add `BarItems.draw_last()` and disable `.update_from_array()` 2022-06-05 22:13:08 -04:00
Tyler Goodlet e0a72a2174 WIP starting architecture doc str writeup.. 2022-06-05 22:13:08 -04:00
Tyler Goodlet 5a9bab0b69 WIP incremental render apis 2022-06-05 22:13:08 -04:00
Tyler Goodlet d0af280a59 Port view downsampling handler to new update apis 2022-06-05 22:13:08 -04:00
Tyler Goodlet 599c77ff84 Port ui components to use flows, drop all late assignments of shm 2022-06-05 22:13:08 -04:00
Tyler Goodlet c097016fd2 Add new `ui._flows` module
This begins the removal of data processing / analysis methods from the
chart widget and instead moving them to our new `Flow` API (in the new
module introduce here) and delegating the old chart methods to the
respective internal flow. Most importantly is no longer storing the
"last read" of an array from shm in an internal chart table (was
`._arrays`) and instead the `ShmArray` instance is passed as input and
stored in the `Flow` instance. This greatly simplifies lookup logic such
that the display loop now doesn't have to worry about reading shm, it
can be done by internal graphics logic as desired. Generally speaking,
all previous `._arrays`/`._graphics` lookups are now delegated to the
entries in the chart's `._flows` table.

The new `Flow` methods are generally better factored and provide more
detailed output regarding data-stream <-> graphics inter-relations for
the future purpose of allowing much more efficient update calls in the
display loop as well as supporting low latency interaction UX.

The concept here is that we're introducing an intermediary layer that
ties together graphics and real-time data flows such that widget code is
oriented around plot layout and the flow apis are oriented around
real-time low latency updates and providing an efficient high level
metric layer for the UX.

The summary api transition is something like:
- `update_graphics_from_array()` -> `.update_graphics_from_flow()`
- `.bars_range()` -> `Flow.datums_range()`
- `.bars_range()` -> `Flow.datums_range()`
2022-06-05 22:13:08 -04:00
Tyler Goodlet 88eccc1e15 Fill in label with pairs from `status` value of backend init msg 2022-06-05 22:08:00 -04:00
Tyler Goodlet 488506d8b8 Move feed status label generation into a new module 2022-06-05 22:07:13 -04:00
dinkus 339fcda727 fix windows snap problem by removing maximum window size 2022-06-04 17:53:27 -04:00
Tyler Goodlet a3b2ba9ae9 Use `numpy.datetime64` for x-axis tick strings 2022-05-15 13:45:37 -04:00
Tyler Goodlet 0324404b03 Include epoch timestamp in quote label for now 2022-05-09 11:15:14 -04:00
Tyler Goodlet 4a6f01747c Label "humanized" sample period in window title-bar" 2022-05-09 11:15:14 -04:00
Tyler Goodlet d4e0d4463f Always update ohlc (main source chart) on `trigger_all=True` 2022-05-09 11:15:13 -04:00
Tyler Goodlet 79160619bc Drop old type annot 2022-05-09 11:15:13 -04:00
Tyler Goodlet e1a88cb93c Only update y mxmn from L1 when last index in view 2022-05-09 11:15:13 -04:00
Tyler Goodlet 5921d18d66 Only update y-range from L1 mxmn when last index in view
We still have to always keep track of the last max and min
though.
2022-04-30 11:36:23 -04:00
Tyler Goodlet cdc882657a Drop old `pyqtgraph` downsample code 2022-04-30 11:36:23 -04:00
Tyler Goodlet 62d08eaf85 Tweak log-scaler for more detail 2022-04-30 11:36:23 -04:00
Tyler Goodlet f2f00dcc52 Drop `._ic` debugging prints 2022-04-30 11:36:23 -04:00
Tyler Goodlet ee831baeb3 Display loop mega-cleanup
The most important changes include:
- iterating the new `Flow` type and updating graphics
- adding detailed profiling
- increasing the min uppx before graphics updates are throttled
- including the L1 spread in y-range calcs so that you never have the
  bid/ask go "out of view"..
- pass around `Flow`s instead of shms
- drop all the old prototyped downsampling code
2022-04-30 11:36:23 -04:00
Tyler Goodlet 7c615a403b Allow passing a `plotItem` to `.draw_curve()`
If manually managing an overlay you'll likely call `.overlay_plotitem()`
and then a plotting method so we need to accept a plot item input so
that the chart's pi doesn't get assigned incorrectly in the `Flow` entry
(though it is by default if no input is provided).

More,
- add a `Flow.graphics` field and set it to the `pg.GraphicsObject`.
- make `Flow.maxmin()` return `None` in the "can't calculate" cases.
2022-04-30 11:36:23 -04:00
Tyler Goodlet b8374dbe9a Fsp UI initialization updates
- set shm refs on `Flow` entries.
- don't run a graphics cycle on 'update' msgs from the engine
  if the containing chart is hidden.
- drop `volume` from flows map and disable auto-yranging
  once $vlm comes up.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 454cd7920d Disconnect signals in `ChartView.disable_auto_yrange()`
Allows for removing resize callbacks for a flow/overlay that you wish to
remove from view (eg. unit volume after dollar volume is up) and thus
less general interaction callback overhead for any plot you don't wish
to show or resize.

Further,
- drop the `autoscale_linked_plots` block for now since with
  multi-view-box overlays each register their own vb resize slots
- pull the graphics object from the chart's `Flow` map inside
  `.maybe_downsample_graphics()`
2022-04-30 11:36:23 -04:00
Tyler Goodlet ca283660de Fix bug where if `yrange` was passed the mxmin callback was still used.. 2022-04-30 11:36:23 -04:00
Tyler Goodlet d4eddbdb25 Guard against zero px width 2022-04-30 11:36:23 -04:00
Tyler Goodlet eec329a221 Add `Flow` type with a real chitty mxmn cacheing method
This new type wraps a shm data flow and will eventually include things
like incremental path-graphics updates and serialization + bg downsampling
techniques. The main immediate motivation was to get a cached y-range max/min
calc going since profiling revealed the `numpy` equivalents were
actually quite slow as the data set grows large. Likely we can use all
this to drive a streaming mx/mn routine that's always launched as part
of each on-host flow.

This is our official foray into use of `msgspec.Struct` B) and I have to
say, pretty impressed; we'll likely completely ditch `pydantic` from
here on out.
2022-04-30 11:36:23 -04:00
Tyler Goodlet a1de097a43 Loop for first graphic with xvec 2022-04-30 11:36:23 -04:00
Tyler Goodlet b5f2558cec Only `.maybe_downsample_graphics()` on manual changes
We don't need update graphics on every x-range change since that's what
the display loop does. Instead, only on manual changes do we make manual
calls into `.update_graphics_from_array()` and be sure to iterate all
linked subplots and all their embedded graphics.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 1a95712680 Don't return early on ds line render to avoid breaking profiling
The pg profiler seems to have trouble with early `return`s in function
calls (likely muckery with the GC/`.__delete__()`) so let's just try
to avoid it for now until we either fix it (probably by implementing as
a ctx mngr) or use diff one.
2022-04-30 11:36:23 -04:00
Tyler Goodlet b20e9e58ee Use HL tracer by default, seems to be faster? 2022-04-30 11:36:23 -04:00
Tyler Goodlet 4bc2bbda69 Allow passing "ms slower then" value on cli to `--profile` 2022-04-30 11:36:23 -04:00
Tyler Goodlet b524929cb6 Only bail up pan updates if uppx > 16 2022-04-30 11:36:23 -04:00
Tyler Goodlet f95d22bfd3 Delegate `BarItems.x_uppx()` to internal ds curve 2022-04-30 11:36:23 -04:00
Tyler Goodlet 91de281b7e Downsample curves even less frequently 2022-04-30 11:36:23 -04:00
Tyler Goodlet 2284e61eda Only pass vr for bars, allow source vb in autorange 2022-04-30 11:36:23 -04:00
Tyler Goodlet 082b02776c Drop the unit-volume chart once $vlm is fully drawn 2022-04-30 11:36:23 -04:00
Tyler Goodlet 27e3d0ef80 Ensure we update the volume array, not graphics
Ugh, turns out the wacky `ChartView.maxmin` callback stuff we did (for
determining y-range sizings) currently requires that the volume array
has a "bars in view" result.. so let's make that keep working without
rendering the graphics for the curve (since we're disabling them once
$vlm comes up).
2022-04-30 11:36:23 -04:00
Tyler Goodlet eeca9eb4c7 Add `.update_graphics_from_array()` flags for setting view-range use and graphics rendering 2022-04-30 11:36:23 -04:00
Tyler Goodlet 9bbfa4be02 Guard against zero px width 2022-04-30 11:36:23 -04:00
Tyler Goodlet ce85031ef2 Given in-view rendering, make bars downsample on uppx >= 8 2022-04-30 11:36:23 -04:00
Tyler Goodlet b6f852e0ad Make `FastAppendCurve` optionally view range aware
As with the `BarItems` graphics, this makes it possible to pass in a "in
view" range of array data that can be *only* rendered improving
performance for large(r) data sets. All the other normal behaviour is
kept (i.e a persistent, (pre/ap)pendable path can still be maintained)
if a ``view_range`` is not provided.

Further updates,
- drop the `.should_ds_or_redraw()` and `.maybe_downsample()` predicates
 instead moving all that logic inside `.update_from_array()`.
- disable the "cache flipping", which doesn't seem to be needed to avoid
  artifacts any more?
- handle all redraw/dowsampling logic in `.update_from_array()`.
- even more profiling.
- drop path `.reserve()` stuff until we better figure out how it's
  supposed to work.
2022-04-30 11:36:23 -04:00
Tyler Goodlet fdd5aa33d2 Fix view range array to include most recent (facepalm) 2022-04-30 11:36:23 -04:00
Tyler Goodlet 82732e3f17 TOQUASH: drop display loop old .update_ohlc_.. 2022-04-30 11:36:23 -04:00
Tyler Goodlet 2c1daab990 Port to new `.update_graphics_from_array()`, pause quote updates on chart interaction 2022-04-30 11:36:23 -04:00
Tyler Goodlet a9e1c6c50e Make panning pause feeds, call into update method from downsampler cb loop 2022-04-30 11:36:23 -04:00
Tyler Goodlet ef03b8e987 Attempt only rendering ohlc bars in view and ds-ing otherwise 2022-04-30 11:36:23 -04:00
Tyler Goodlet 3b90b1f960 Unify into a single update method: `.update_graphics_from_array()` 2022-04-30 11:36:23 -04:00
Tyler Goodlet 1cf6ba789c Remove units vlm cuve once the $vlm one comes up 2022-04-30 11:36:23 -04:00
Tyler Goodlet 49c25eeef4 Index must be int bro.. 2022-04-30 11:36:23 -04:00
Tyler Goodlet 5bcd6ac494 Move px width log scaling into `ds_m4()` 2022-04-30 11:36:23 -04:00
Tyler Goodlet 5da9f7fdb4 Add more frequent ds steps when zooming out; use profiler gt 2022-04-30 11:36:23 -04:00
Tyler Goodlet 5128e4c304 Make `BarItems` use our line curve for downsampling
Drop all the logic originally in `.update_ds_line()` which is now done
internal to our `FastAppendCurve`. Add incremental update of the
flattened OHLC -> line curve (unfortunately using `np.concatenate()` for
the moment) and maintain a new `._ds_line_xy` arrays tuple which keeps
the internal state. Add `.maybe_downsample()` as per the new interaction
update method requirement. Draft out some fast path curve stuff like in
our line graphic. Short-circuit bars path updates when we downsample to
line. Oh, and add a ton more profiling in prep for getting
all this stuff faf.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 947a514153 Add "native" downsampling to our `FastAppendCurve`
Build out an interface that makes it super easy to downsample curves
using the m4 algorithm while keeping our incremental `QPainterPath`
update feature. A lot of hard work and tinkering went into getting this
working all in-thread correctly and there are quite a few details..

New interface methods:
- `.x_uppx()` which returns the x-axis "view units per pixel"
- `.px_width()` which returns the total (rounded) x-axis pixels spanned
    by the curve in view.
- `.should_ds_or_redraw()` a predicate which checks internal state to
  see if either downsampling of the curve should take place, or the curve
  should have all downsampling removed and be redrawn with source array
  data.
- `.downsample()` the actual ds processing routine which delegates into
  the m4 algo impl.
- `.maybe_downsample()` a simple update method which can be called by
  the view box when the user changes the zoom level.

Implementation details/changes:

- make `.update_from_array()` check for downsample (or revert to source
  aka de-downsample) conditions exist and then downsample and re-draw
  path graphics accordingly.
- in order to even further speed up path appends (since our main
  bottleneck is measured to be `QPainter.drawPath()` calls with large
  paths which are frequently updates), add a secondary path `.fast_path`
  which is the path that is real-time updates by incremental appends and
  which is painted separately for speed in `.pain()`.
- drop all the `QPolyLine` stuff since it was tested to be much slower
  in general and especially so for append-updates.
- stop disabling the cache settings on updates since it doesn't seem to
  be required any more?
- more move toward deprecating and removing all lingering interface
  requirements from `pg.PlotCurveItem` (like `.xData`/`.yData`).
- adjust `.paint()` and `.boundingRect()` to compensate for the new
  `.fast_path`
- add a butt-load of profiling B)
2022-04-30 11:36:23 -04:00
Tyler Goodlet 8627f6f6c5 Add no-path guard now that we can use a poly 2022-04-30 11:36:23 -04:00
Tyler Goodlet 5800c10901 First try, drop `FastAppendCurve` inheritance from `pg.PlotCurveItem` 2022-04-30 11:36:23 -04:00
Tyler Goodlet 28bf8853aa Drop commented line from pq method copy/paste 2022-04-30 11:36:23 -04:00
Tyler Goodlet 86da64c2c2 Show baseline bars length on in view read < 6 2022-04-30 11:36:23 -04:00
Tyler Goodlet d59442e3b1 Bump up resolution log scaling a mag 2022-04-30 11:36:23 -04:00
Tyler Goodlet 5e161aa251 Always clear previous downsample curve on switch
Pretty sure this was most of the cause of the stale (more downsampled)
curves showing when zooming in and out from bars mode quickly. All this
stuff needs to get factored out into a new abstraction anyway, but
i think this get's mostly correct functionality.

Only draw new ds curve on uppx steps >= 4 and stop adding/removing
graphics objects from the scene; doesn't seem to speed anything up
afaict. Add better reporting of ds scale changes.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 9b2ec871a0 Clear ds line graphics on switch back to bars 2022-04-30 11:36:23 -04:00