Commit Graph

31 Commits (f3b04f27e60ee0a0b572a9028a07e8928b035db2)

Author SHA1 Message Date
Tyler Goodlet 712f1a47a0 Require `step: float` input to `slice_from_time()`
There's been way too many issues when trying to calculate this
dynamically from the input array, so just expect the caller to know what
it's doing and don't bother with ever hitting the error case of
calculating and incorrect value internally.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 29418e9655 Avoid index-from-time slicing including gaps
Not sure why this was ever allowed but, for slicing to the sample
*before* whatever target time stamp is passed in we should definitely
not return the prior index as for the slice start since that might
include a very large gap prior to whatever sample is scanned to have
the earliest matching time stamp.

This was essential to fixing overlay intersect points searching in our
``ui.view_mode`` machinery..
2023-03-10 18:20:22 -05:00
Tyler Goodlet ebf53e32bd Fix return type annot for `slice_from_time()` 2023-02-13 12:27:58 -05:00
Tyler Goodlet 5ced05aab0 Breakpoint bad (-ve or too large) x-ranges to m4
This should never really happen but when it does it appears to be a race
with writing startup pre-graphics-formatter array data where we get
`x_end` epoch value subtracting some really small offset value (like
`-/+0.5`) or the opposite where the `x_start` is epoch and `x_end` is
small.

This adds a warning msg and `breakpoint()` as well as guards around the
entire code downsampling code path so that when resumed the downsampling
cycle should just be skipped and avoid a crash.
2023-02-13 12:27:58 -05:00
Tyler Goodlet 7afc9301ac Handle last-in-view time slicing edge case
Whenever the last datum is in view `slice_from_time()` need to always
spec the final array index (i.e. the len - 1 value we set as
`read_i_max`) to avoid a uniform-step arithmetic error where gaps in the
underlying time series causes an index that's too low to be returned.
2023-02-13 12:27:58 -05:00
Tyler Goodlet fc17187ff4 Drop edge case from `slice_from_time()`
Doesn't seem like we really need to handle the situation where the start
or stop input time stamps are outside the index range of the data since
the new binary search handling via `numpy.searchsorted()` covers this
case at minimal runtime cost and with an equally correct output. Allows
us to drop some other indexing endpoint internal variables as well.
2023-02-12 13:55:26 -05:00
Tyler Goodlet a7d78a3f40 Use left-style index search on RHS scan as well 2023-02-12 13:55:26 -05:00
Tyler Goodlet ed1f64cf43 Fix gap detection on RHS; always bin-search on overshot time range 2023-02-12 13:55:26 -05:00
Tyler Goodlet 444768d30f Adjust OHLC bar x-offsets to be time span matched
Previously we were drawing with the middle of the bar on each index with
arms to either side: +/- some arm length. Instead this changes so that
each bar is drawn *after* each index/timestamp such that in graphics
coords the bar span more correctly matches the time span in the
x-domain. This makes the linked region between slow and fast chart
directly match (without any transform) for epoch-time indexing such that
the last x-coord in view on the fast chart is no more then the
next time step in (downsampled) slow view.

Deats:
- adjust in `._pathops.path_arrays_from_ohlc()` and take an `bar_w` bar
  width input (normally taken from the data step size).
- change `.ui._ohlc.bar_from_ohlc_row()` and
  `BarItems.draw_last_datum()` to match.
2023-02-12 13:55:26 -05:00
Tyler Goodlet 93330954c2 Ugh, use `bool` flag to determine index field.. 2023-02-12 13:55:26 -05:00
Tyler Goodlet 135627e142 Slicec to an extra index around each timestamp input 2023-02-12 13:41:18 -05:00
Tyler Goodlet 44f50e3d0e Implement `stop_t` gap adjustments; the good lord said it is the problem 2023-02-12 13:41:18 -05:00
Tyler Goodlet 5ab4e5493e Add gap detection for `stop_t`, though only report atm 2023-02-12 13:41:18 -05:00
Tyler Goodlet 2669ced629 Drop `_slice_from_time()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet f2c0987a04 Use uniform step arithmetic in `slice_from_time()`
If we presume that time indexing using a uniform step we can calculate
the exact index (using `//`) for the input time presuming the data
set has zero gaps. This gives a massive speedup over `numpy` fancy
indexing and (naive) `numba` iteration. Further in the case where time
gaps are detected, we can use `numpy.searchsorted()` to binary search
for the nearest expected index at lower latency.

Deatz,
- comment-disable the call to the naive `numba` scan impl.
- add a optional `step: int` input (calced if not provided).
- add todos for caching binary search results in the gap detection
  cases.
- drop returning the "absolute buffer indexing" slice since the caller
  can always just use the read-relative slice to acquire it.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 0bdb7261d1 Flip over to epoch-time based x-domain indexing 2023-02-12 13:41:17 -05:00
Tyler Goodlet 12857a258b Adjust all `slice_from_time()` calls to not expect mask 2023-02-12 13:41:17 -05:00
Tyler Goodlet 46808fbb89 Rewrite `slice_from_time()` using `numba`
Gives approx a 3-4x speedup using plain old iterate-with-for-loop style
though still not really happy with this .5 to 1 ms latency..

Move the core `@njit` part to a `_slice_from_time()` with a pure python
func with orig name around it. Also, drop the output `mask` array since
we can generally just use the slices in the caller to accomplish the
same input array slicing, duh..
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 e4a0d4ecea Markup OHLC->path gen with `numba` issue # 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 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 f3bab826f6 Comment out bps for time indexing 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 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