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||||||
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{
|
||||||
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"permissions": {
|
||||||
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"allow": [
|
||||||
|
"Bash(chmod:*)",
|
||||||
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"Bash(/tmp/piker_commits.txt)",
|
||||||
|
"Bash(python:*)"
|
||||||
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],
|
||||||
|
"deny": [],
|
||||||
|
"ask": []
|
||||||
|
}
|
||||||
|
}
|
||||||
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|
@ -0,0 +1,84 @@
|
||||||
|
---
|
||||||
|
name: commit-msg
|
||||||
|
description: >
|
||||||
|
Generate piker-style git commit messages from
|
||||||
|
staged changes or prompt input, following the
|
||||||
|
style guide learned from 500 repo commits.
|
||||||
|
argument-hint: "[optional-scope-or-description]"
|
||||||
|
disable-model-invocation: true
|
||||||
|
allowed-tools: Bash(git *), Read, Grep, Glob, Write
|
||||||
|
---
|
||||||
|
|
||||||
|
## Current staged changes
|
||||||
|
!`git diff --staged --stat`
|
||||||
|
|
||||||
|
## Recent commit style reference
|
||||||
|
!`git log --oneline -10`
|
||||||
|
|
||||||
|
# Piker Git Commit Message Generator
|
||||||
|
|
||||||
|
Generate a commit message from the staged diff above
|
||||||
|
following the piker project's conventions (learned from
|
||||||
|
analyzing 500 repo commits).
|
||||||
|
|
||||||
|
If `$ARGUMENTS` is provided, use it as scope or
|
||||||
|
description context for the commit message.
|
||||||
|
|
||||||
|
For the full style guide with verb frequencies,
|
||||||
|
section markers, abbreviations, piker-specific terms,
|
||||||
|
and examples, see
|
||||||
|
[style-guide-reference.md](./style-guide-reference.md).
|
||||||
|
|
||||||
|
## Quick Reference
|
||||||
|
|
||||||
|
- **Subject**: ~50 chars, present tense verb, use
|
||||||
|
backticks for code refs
|
||||||
|
- **Body**: only for complex/multi-file changes,
|
||||||
|
67 char line max
|
||||||
|
- **Section markers**: Also, / Deats, / Other,
|
||||||
|
- **Bullets**: use `-` style
|
||||||
|
- **Tone**: technical but casual (piker style)
|
||||||
|
|
||||||
|
## Claude-code Footer
|
||||||
|
|
||||||
|
When the written **patch** was assisted by
|
||||||
|
claude-code, include:
|
||||||
|
|
||||||
|
```
|
||||||
|
(this patch was generated in some part by [`claude-code`][claude-code-gh])
|
||||||
|
[claude-code-gh]: https://github.com/anthropics/claude-code
|
||||||
|
```
|
||||||
|
|
||||||
|
When only the **commit msg** was written by
|
||||||
|
claude-code (human wrote the patch), use:
|
||||||
|
```
|
||||||
|
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
|
||||||
|
[claude-code-gh]: https://github.com/anthropics/claude-code
|
||||||
|
```
|
||||||
|
|
||||||
|
## Output Instructions
|
||||||
|
|
||||||
|
When generating a commit message:
|
||||||
|
|
||||||
|
1. Analyze the staged diff (injected above via
|
||||||
|
dynamic context) to understand all changes.
|
||||||
|
2. If `$ARGUMENTS` provides a scope (e.g.,
|
||||||
|
`.ib.feed`) or description, incorporate it into
|
||||||
|
the subject line.
|
||||||
|
3. Write the subject line following verb + backtick
|
||||||
|
conventions from the
|
||||||
|
[style guide](./style-guide-reference.md).
|
||||||
|
4. Add body only for multi-file or complex changes.
|
||||||
|
5. Write the message to a file in the repo's
|
||||||
|
`.claude/` subdir with filename format:
|
||||||
|
`<timestamp>_<first-7-chars-of-last-commit-hash>_commit_msg.md`
|
||||||
|
where `<timestamp>` is from `date --iso-8601=seconds`.
|
||||||
|
Also write a copy to
|
||||||
|
`.claude/git_commit_msg_LATEST.md`
|
||||||
|
(overwrite if exists).
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
**Analysis date:** 2026-01-27
|
||||||
|
**Commits analyzed:** 500 from piker repository
|
||||||
|
**Maintained by:** Tyler Goodlet
|
||||||
|
|
@ -0,0 +1,262 @@
|
||||||
|
# Piker Git Commit Message Style Guide
|
||||||
|
|
||||||
|
Learned from analyzing 500 commits from the piker repository.
|
||||||
|
|
||||||
|
## Subject Line Rules
|
||||||
|
|
||||||
|
### Length
|
||||||
|
- Target: ~50 characters (avg: 50.5 chars)
|
||||||
|
- Maximum: 67 chars (hard limit, though historical max: 146)
|
||||||
|
- Keep concise and descriptive
|
||||||
|
|
||||||
|
### Structure
|
||||||
|
- Use present tense verbs (Add, Drop, Fix, Move, etc.)
|
||||||
|
- 65.6% of commits use backticks for code references
|
||||||
|
- 33.0% use colon notation (`module.file:` prefix or `: ` separator)
|
||||||
|
|
||||||
|
### Opening Verbs (by frequency)
|
||||||
|
Primary verbs to use:
|
||||||
|
- **Add** (8.4%) - New features, files, functionality
|
||||||
|
- **Drop** (3.2%) - Remove features, dependencies, code
|
||||||
|
- **Fix** (2.2%) - Bug fixes, corrections
|
||||||
|
- **Use** (2.2%) - Switch to different approach/tool
|
||||||
|
- **Port** (2.0%) - Migrate code, adapt from elsewhere
|
||||||
|
- **Move** (2.0%) - Relocate code, refactor structure
|
||||||
|
- **Always** (1.8%) - Enforce consistent behavior
|
||||||
|
- **Factor** (1.6%) - Refactoring, code organization
|
||||||
|
- **Bump** (1.6%) - Version/dependency updates
|
||||||
|
- **Update** (1.4%) - Modify existing functionality
|
||||||
|
- **Adjust** (1.0%) - Fine-tune, tweak behavior
|
||||||
|
- **Change** (1.0%) - Modify behavior or structure
|
||||||
|
|
||||||
|
Casual/informal verbs (used occasionally):
|
||||||
|
- **Woops,** (1.4%) - Fixing mistakes
|
||||||
|
- **Lul,** (0.6%) - Humorous corrections
|
||||||
|
|
||||||
|
### Code References
|
||||||
|
Use backticks heavily for:
|
||||||
|
- **Module/package names**: `tractor`, `pikerd`, `polars`, `ruff`
|
||||||
|
- **Data types**: `dict`, `float`, `str`, `None`
|
||||||
|
- **Classes**: `MktPair`, `Asset`, `Position`, `Account`, `Flume`
|
||||||
|
- **Functions**: `dedupe()`, `push()`, `get_client()`, `norm_trade()`
|
||||||
|
- **File paths**: `.tsp`, `.fqme`, `brokers.toml`, `conf.toml`
|
||||||
|
- **CLI flags**: `--pdb`
|
||||||
|
- **Error types**: `NoData`
|
||||||
|
- **Tools**: `uv`, `uv sync`, `httpx`, `numpy`
|
||||||
|
|
||||||
|
### Colon Usage Patterns
|
||||||
|
1. **Module prefix**: `.ib.feed: trim bars frame to start_dt`
|
||||||
|
2. **Separator**: `Add support: new feature description`
|
||||||
|
|
||||||
|
### Tone
|
||||||
|
- Technical but casual (use XD, lol, .., Woops, Lul when appropriate)
|
||||||
|
- Direct and concise
|
||||||
|
- Question marks rare (1.4%)
|
||||||
|
- Exclamation marks rare (1.4%)
|
||||||
|
|
||||||
|
## Body Structure
|
||||||
|
|
||||||
|
### Body Frequency
|
||||||
|
- 56.0% of commits have empty bodies (one-line commits are common)
|
||||||
|
- Use body for complex changes requiring explanation
|
||||||
|
|
||||||
|
### Bullet Lists
|
||||||
|
- Prefer `-` bullets (16.2% of commits)
|
||||||
|
- Rarely use `*` bullets (1.6%)
|
||||||
|
- Indent continuation lines appropriately
|
||||||
|
|
||||||
|
### Section Markers (in order of frequency)
|
||||||
|
Use these to organize complex commit bodies:
|
||||||
|
|
||||||
|
1. **Also,** (most common, 26 occurrences)
|
||||||
|
- Additional changes, side effects, related updates
|
||||||
|
- Example:
|
||||||
|
```
|
||||||
|
Main change described in subject.
|
||||||
|
|
||||||
|
Also,
|
||||||
|
- related change 1
|
||||||
|
- related change 2
|
||||||
|
```
|
||||||
|
|
||||||
|
2. **Deats,** (8 occurrences)
|
||||||
|
- Implementation details
|
||||||
|
- Technical specifics
|
||||||
|
|
||||||
|
3. **Further,** (4 occurrences)
|
||||||
|
- Additional context or future considerations
|
||||||
|
|
||||||
|
4. **Other,** (3 occurrences)
|
||||||
|
- Miscellaneous related changes
|
||||||
|
|
||||||
|
5. **Notes,** **TODO,** (rare, 1 each)
|
||||||
|
- Special annotations when needed
|
||||||
|
|
||||||
|
### Line Length
|
||||||
|
- Body lines: 67 character maximum
|
||||||
|
- Break longer lines appropriately
|
||||||
|
|
||||||
|
## Language Patterns
|
||||||
|
|
||||||
|
### Common Abbreviations (by frequency)
|
||||||
|
Use these freely in commit bodies:
|
||||||
|
- **msg** (29) - message
|
||||||
|
- **mod** (15) - module
|
||||||
|
- **vs** (14) - versus
|
||||||
|
- **impl** (12) - implementation
|
||||||
|
- **deps** (11) - dependencies
|
||||||
|
- **var** (6) - variable
|
||||||
|
- **ctx** (6) - context
|
||||||
|
- **bc** (5) - because
|
||||||
|
- **obvi** (4) - obviously
|
||||||
|
- **ep** (4) - endpoint
|
||||||
|
- **tn** (4) - task name
|
||||||
|
- **rn** (3) - right now
|
||||||
|
- **sig** (3) - signal/signature
|
||||||
|
- **env** (3) - environment
|
||||||
|
- **tho** (3) - though
|
||||||
|
- **fn** (2) - function
|
||||||
|
- **iface** (2) - interface
|
||||||
|
- **prolly** (2) - probably
|
||||||
|
|
||||||
|
Less common but acceptable:
|
||||||
|
- **dne**, **osenv**, **gonna**, **wtf**
|
||||||
|
|
||||||
|
### Tone Indicators
|
||||||
|
- **..** (77 occurrences) - Ellipsis for trailing thoughts
|
||||||
|
- **XD** (17) - Expression of humor/irony
|
||||||
|
- **lol** (1) - Rare, use sparingly
|
||||||
|
|
||||||
|
### Informal Patterns
|
||||||
|
- Casual contractions okay: Don't, won't
|
||||||
|
- Lowercase starts acceptable for file prefixes
|
||||||
|
- Direct, conversational tone
|
||||||
|
|
||||||
|
## Special Patterns
|
||||||
|
|
||||||
|
### Module/File Prefixes
|
||||||
|
Common in piker commits (33.0% use colons):
|
||||||
|
- `.ib.feed: description`
|
||||||
|
- `.ui._remote_ctl: description`
|
||||||
|
- `.data.tsp: description`
|
||||||
|
- `.accounting: description`
|
||||||
|
|
||||||
|
### Merge Commits
|
||||||
|
- 4.4% of commits (standard git merges)
|
||||||
|
- Not a primary pattern to emulate
|
||||||
|
|
||||||
|
### External References
|
||||||
|
- GitHub links occasionally used (13 total)
|
||||||
|
- File:line references not used (0 occurrences)
|
||||||
|
- No WIP commits in analyzed set
|
||||||
|
|
||||||
|
### Claude-code Footer
|
||||||
|
When the written **patch** was assisted by claude-code,
|
||||||
|
include:
|
||||||
|
|
||||||
|
```
|
||||||
|
(this patch was generated in some part by [`claude-code`][claude-code-gh])
|
||||||
|
[claude-code-gh]: https://github.com/anthropics/claude-code
|
||||||
|
```
|
||||||
|
|
||||||
|
When only the **commit msg** was written by claude-code
|
||||||
|
(human wrote the patch), use:
|
||||||
|
|
||||||
|
```
|
||||||
|
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
|
||||||
|
[claude-code-gh]: https://github.com/anthropics/claude-code
|
||||||
|
```
|
||||||
|
|
||||||
|
## Piker-Specific Terms
|
||||||
|
|
||||||
|
### Core Components
|
||||||
|
- `pikerd` - piker daemon
|
||||||
|
- `brokerd` - broker daemon
|
||||||
|
- `tractor` - actor framework used
|
||||||
|
- `.tsp` - time series protocol/module
|
||||||
|
- `.fqme` - fully qualified market endpoint
|
||||||
|
|
||||||
|
### Data Structures
|
||||||
|
- `MktPair` - market pair
|
||||||
|
- `Asset` - asset representation
|
||||||
|
- `Position` - trading position
|
||||||
|
- `Account` - account data
|
||||||
|
- `Flume` - data stream
|
||||||
|
- `SymbologyCache` - symbol caching
|
||||||
|
|
||||||
|
### Common Functions
|
||||||
|
- `dedupe()` - deduplication
|
||||||
|
- `push()` - data pushing
|
||||||
|
- `get_client()` - client retrieval
|
||||||
|
- `norm_trade()` - trade normalization
|
||||||
|
- `open_trade_ledger()` - ledger opening
|
||||||
|
- `markup_gaps()` - gap marking
|
||||||
|
- `get_null_segs()` - null segment retrieval
|
||||||
|
- `remote_annotate()` - remote annotation
|
||||||
|
|
||||||
|
### Brokers & Integrations
|
||||||
|
- `binance` - Binance integration
|
||||||
|
- `.ib` - Interactive Brokers
|
||||||
|
- `bs_mktid` - broker-specific market ID
|
||||||
|
- `reqid` - request ID
|
||||||
|
|
||||||
|
### Configuration
|
||||||
|
- `brokers.toml` - broker configuration
|
||||||
|
- `conf.toml` - general configuration
|
||||||
|
|
||||||
|
### Development Tools
|
||||||
|
- `ruff` - Python linter
|
||||||
|
- `uv` / `uv sync` - package manager
|
||||||
|
- `--pdb` - debugger flag
|
||||||
|
- `pdbp` - debugger
|
||||||
|
- `asyncvnc` / `pyvnc` - VNC libraries
|
||||||
|
- `httpx` - HTTP client
|
||||||
|
- `polars` - dataframe library
|
||||||
|
- `rapidfuzz` - fuzzy matching
|
||||||
|
- `numpy` - numerical library
|
||||||
|
- `trio` - async framework
|
||||||
|
- `asyncio` - async framework
|
||||||
|
- `xonsh` - shell
|
||||||
|
|
||||||
|
## Examples
|
||||||
|
|
||||||
|
### Simple one-liner
|
||||||
|
```
|
||||||
|
Add `MktPair.fqme` property for symbol resolution
|
||||||
|
```
|
||||||
|
|
||||||
|
### With module prefix
|
||||||
|
```
|
||||||
|
.ib.feed: trim bars frame to `start_dt`
|
||||||
|
```
|
||||||
|
|
||||||
|
### Casual fix
|
||||||
|
```
|
||||||
|
Woops, compare against first-dt in `.ib.feed` bars frame
|
||||||
|
```
|
||||||
|
|
||||||
|
### With body using "Also,"
|
||||||
|
```
|
||||||
|
Drop `poetry` for `uv` in dev workflow
|
||||||
|
|
||||||
|
Also,
|
||||||
|
- update deps in `pyproject.toml`
|
||||||
|
- add `uv sync` to CI pipeline
|
||||||
|
- remove old `poetry.lock`
|
||||||
|
```
|
||||||
|
|
||||||
|
### With implementation details
|
||||||
|
```
|
||||||
|
Factor position tracking into `Position` dataclass
|
||||||
|
|
||||||
|
Deats,
|
||||||
|
- move calc logic from `brokerd` to `.accounting`
|
||||||
|
- add `norm_trade()` helper for broker normalization
|
||||||
|
- use `MktPair.fqme` for consistent symbol refs
|
||||||
|
```
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
**Analysis date:** 2026-01-27
|
||||||
|
**Commits analyzed:** 500 from piker repository
|
||||||
|
**Maintained by:** Tyler Goodlet
|
||||||
|
|
@ -0,0 +1,171 @@
|
||||||
|
---
|
||||||
|
name: piker-profiling
|
||||||
|
description: >
|
||||||
|
Piker's `Profiler` API for measuring performance
|
||||||
|
across distributed actor systems. Apply when
|
||||||
|
adding profiling, debugging perf regressions, or
|
||||||
|
optimizing hot paths in piker code.
|
||||||
|
user-invocable: false
|
||||||
|
---
|
||||||
|
|
||||||
|
# Piker Profiling Subsystem
|
||||||
|
|
||||||
|
Skill for using `piker.toolz.profile.Profiler` to
|
||||||
|
measure performance across distributed actor systems.
|
||||||
|
|
||||||
|
## Core Profiler API
|
||||||
|
|
||||||
|
### Basic Usage
|
||||||
|
|
||||||
|
```python
|
||||||
|
from piker.toolz.profile import (
|
||||||
|
Profiler,
|
||||||
|
pg_profile_enabled,
|
||||||
|
ms_slower_then,
|
||||||
|
)
|
||||||
|
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='<description of profiled section>',
|
||||||
|
disabled=False, # IMPORTANT: enable explicitly!
|
||||||
|
ms_threshold=0.0, # show all timings
|
||||||
|
)
|
||||||
|
|
||||||
|
# do work
|
||||||
|
some_operation()
|
||||||
|
profiler('step 1 complete')
|
||||||
|
|
||||||
|
# more work
|
||||||
|
another_operation()
|
||||||
|
profiler('step 2 complete')
|
||||||
|
|
||||||
|
# prints on exit:
|
||||||
|
# > Entering <description of profiled section>
|
||||||
|
# step 1 complete: 12.34, tot:12.34
|
||||||
|
# step 2 complete: 56.78, tot:69.12
|
||||||
|
# < Exiting <description>, total: 69.12 ms
|
||||||
|
```
|
||||||
|
|
||||||
|
### Default Behavior Gotcha
|
||||||
|
|
||||||
|
**CRITICAL:** Profiler is disabled by default in
|
||||||
|
many contexts!
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BAD: might not print anything!
|
||||||
|
profiler = Profiler(msg='my operation')
|
||||||
|
|
||||||
|
# GOOD: explicit enable
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='my operation',
|
||||||
|
disabled=False, # force enable!
|
||||||
|
ms_threshold=0.0, # show all steps
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
### Profiler Output Format
|
||||||
|
|
||||||
|
```
|
||||||
|
> Entering <msg>
|
||||||
|
<label 1>: <delta_ms>, tot:<cumulative_ms>
|
||||||
|
<label 2>: <delta_ms>, tot:<cumulative_ms>
|
||||||
|
...
|
||||||
|
< Exiting <msg>, total time: <total_ms> ms
|
||||||
|
```
|
||||||
|
|
||||||
|
**Reading the output:**
|
||||||
|
- `delta_ms` = time since previous checkpoint
|
||||||
|
- `cumulative_ms` = time since profiler creation
|
||||||
|
- Final total = end-to-end time
|
||||||
|
|
||||||
|
## Profiling Distributed Systems
|
||||||
|
|
||||||
|
Piker runs across multiple processes (actors). Each
|
||||||
|
actor has its own log output.
|
||||||
|
|
||||||
|
### Common piker actors
|
||||||
|
- `pikerd` - main daemon process
|
||||||
|
- `brokerd` - broker connection actor
|
||||||
|
- `chart` - UI/graphics actor
|
||||||
|
- Client scripts - analysis/annotation clients
|
||||||
|
|
||||||
|
### Cross-Actor Profiling Strategy
|
||||||
|
|
||||||
|
1. Add `Profiler` on **both** client and server
|
||||||
|
2. Correlate timestamps from each actor's output
|
||||||
|
3. Calculate IPC overhead = total - (client + server
|
||||||
|
processing)
|
||||||
|
|
||||||
|
**Example correlation:**
|
||||||
|
|
||||||
|
Client console:
|
||||||
|
```
|
||||||
|
> Entering markup_gaps() for 1285 gaps
|
||||||
|
initial redraw: 0.20ms, tot:0.20
|
||||||
|
built annotation specs: 256.48ms, tot:256.68
|
||||||
|
batch IPC call complete: 119.26ms, tot:375.94
|
||||||
|
final redraw: 0.07ms, tot:376.02
|
||||||
|
< Exiting markup_gaps(), total: 376.04ms
|
||||||
|
```
|
||||||
|
|
||||||
|
Server console (chart actor):
|
||||||
|
```
|
||||||
|
> Entering Batch annotate 1285 gaps
|
||||||
|
`np.searchsorted()` complete!: 0.81ms, tot:0.81
|
||||||
|
`time_to_row` creation: 98.45ms, tot:99.28
|
||||||
|
created GapAnnotations item: 2.98ms, tot:102.26
|
||||||
|
< Exiting Batch annotate, total: 104.15ms
|
||||||
|
```
|
||||||
|
|
||||||
|
**Analysis:**
|
||||||
|
- Total client time: 376ms
|
||||||
|
- Server processing: 104ms
|
||||||
|
- IPC overhead + client spec building: 272ms
|
||||||
|
- Bottleneck: client-side spec building (256ms)
|
||||||
|
|
||||||
|
## Integration with PyQtGraph
|
||||||
|
|
||||||
|
Some piker modules integrate with `pyqtgraph`'s
|
||||||
|
profiling:
|
||||||
|
|
||||||
|
```python
|
||||||
|
from piker.toolz.profile import (
|
||||||
|
Profiler,
|
||||||
|
pg_profile_enabled,
|
||||||
|
ms_slower_then,
|
||||||
|
)
|
||||||
|
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='Curve.paint()',
|
||||||
|
disabled=not pg_profile_enabled(),
|
||||||
|
ms_threshold=ms_slower_then,
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
## Performance Expectations
|
||||||
|
|
||||||
|
**Typical timings:**
|
||||||
|
- IPC round-trip (local actors): 1-10ms
|
||||||
|
- NumPy binary search (10k array): <1ms
|
||||||
|
- Dict building (1k items, simple): 1-5ms
|
||||||
|
- Qt redraw trigger: 0.1-1ms
|
||||||
|
- Scene item removal (100s items): 10-50ms
|
||||||
|
|
||||||
|
**Red flags:**
|
||||||
|
- Linear array scan per item: 50-100ms+ for 1k
|
||||||
|
- Dict comprehension with struct array: 50-100ms
|
||||||
|
- Individual Qt item creation: 5ms per item
|
||||||
|
|
||||||
|
## References
|
||||||
|
|
||||||
|
- `piker/toolz/profile.py` - Profiler impl
|
||||||
|
- `piker/ui/_curve.py` - FlowGraphic paint profiling
|
||||||
|
- `piker/ui/_remote_ctl.py` - IPC handler profiling
|
||||||
|
- `piker/tsp/_annotate.py` - Client-side profiling
|
||||||
|
|
||||||
|
See [patterns.md](patterns.md) for detailed
|
||||||
|
profiling patterns and debugging techniques.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
*Last updated: 2026-01-31*
|
||||||
|
*Session: Batch gap annotation optimization*
|
||||||
|
|
@ -0,0 +1,228 @@
|
||||||
|
# Profiling Patterns
|
||||||
|
|
||||||
|
Detailed profiling patterns for use with
|
||||||
|
`piker.toolz.profile.Profiler`.
|
||||||
|
|
||||||
|
## Pattern: Function Entry/Exit
|
||||||
|
|
||||||
|
```python
|
||||||
|
async def my_function():
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='my_function()',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
|
|
||||||
|
step1()
|
||||||
|
profiler('step1')
|
||||||
|
|
||||||
|
step2()
|
||||||
|
profiler('step2')
|
||||||
|
|
||||||
|
# auto-prints on exit
|
||||||
|
```
|
||||||
|
|
||||||
|
## Pattern: Loop Iterations
|
||||||
|
|
||||||
|
```python
|
||||||
|
# DON'T profile inside tight loops (overhead!)
|
||||||
|
for i in range(1000):
|
||||||
|
profiler(f'iteration {i}') # NO!
|
||||||
|
|
||||||
|
# DO profile around loops
|
||||||
|
profiler = Profiler(msg='processing 1000 items')
|
||||||
|
for i in range(1000):
|
||||||
|
process(item[i])
|
||||||
|
profiler('processed all items')
|
||||||
|
```
|
||||||
|
|
||||||
|
## Pattern: Conditional Profiling
|
||||||
|
|
||||||
|
```python
|
||||||
|
# only profile when investigating specific issue
|
||||||
|
DEBUG_REPOSITION = True
|
||||||
|
|
||||||
|
def reposition(self, array):
|
||||||
|
if DEBUG_REPOSITION:
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='GapAnnotations.reposition()',
|
||||||
|
disabled=False,
|
||||||
|
)
|
||||||
|
|
||||||
|
# ... do work
|
||||||
|
|
||||||
|
if DEBUG_REPOSITION:
|
||||||
|
profiler('completed reposition')
|
||||||
|
```
|
||||||
|
|
||||||
|
## Pattern: Teardown/Cleanup Profiling
|
||||||
|
|
||||||
|
```python
|
||||||
|
try:
|
||||||
|
# ... main work
|
||||||
|
pass
|
||||||
|
finally:
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='Annotation teardown',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
|
|
||||||
|
cleanup_resources()
|
||||||
|
profiler('resources cleaned')
|
||||||
|
|
||||||
|
close_connections()
|
||||||
|
profiler('connections closed')
|
||||||
|
```
|
||||||
|
|
||||||
|
## Pattern: Distributed IPC Profiling
|
||||||
|
|
||||||
|
### Server-side (chart actor)
|
||||||
|
|
||||||
|
```python
|
||||||
|
# piker/ui/_remote_ctl.py
|
||||||
|
@tractor.context
|
||||||
|
async def remote_annotate(ctx):
|
||||||
|
async with ctx.open_stream() as stream:
|
||||||
|
async for msg in stream:
|
||||||
|
profiler = Profiler(
|
||||||
|
msg=f'Batch annotate {n} gaps',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
|
|
||||||
|
result = await handle_request(msg)
|
||||||
|
profiler('request handled')
|
||||||
|
|
||||||
|
await stream.send(result)
|
||||||
|
profiler('result sent')
|
||||||
|
```
|
||||||
|
|
||||||
|
### Client-side (analysis script)
|
||||||
|
|
||||||
|
```python
|
||||||
|
# piker/tsp/_annotate.py
|
||||||
|
async def markup_gaps(...):
|
||||||
|
profiler = Profiler(
|
||||||
|
msg=f'markup_gaps() for {n} gaps',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
|
|
||||||
|
await actl.redraw()
|
||||||
|
profiler('initial redraw')
|
||||||
|
|
||||||
|
specs = build_specs(gaps)
|
||||||
|
profiler('built annotation specs')
|
||||||
|
|
||||||
|
# IPC round-trip!
|
||||||
|
result = await actl.add_batch(specs)
|
||||||
|
profiler('batch IPC call complete')
|
||||||
|
|
||||||
|
await actl.redraw()
|
||||||
|
profiler('final redraw')
|
||||||
|
```
|
||||||
|
|
||||||
|
## Common Use Cases
|
||||||
|
|
||||||
|
### IPC Request/Response Timing
|
||||||
|
|
||||||
|
```python
|
||||||
|
# Client side
|
||||||
|
profiler = Profiler(msg='Remote request')
|
||||||
|
result = await remote_call()
|
||||||
|
profiler('got response')
|
||||||
|
|
||||||
|
# Server side (in handler)
|
||||||
|
profiler = Profiler(msg='Handle request')
|
||||||
|
process_request()
|
||||||
|
profiler('request processed')
|
||||||
|
```
|
||||||
|
|
||||||
|
### Batch Operation Optimization
|
||||||
|
|
||||||
|
```python
|
||||||
|
profiler = Profiler(msg='Batch processing')
|
||||||
|
|
||||||
|
items = collect_all()
|
||||||
|
profiler(f'collected {len(items)} items')
|
||||||
|
|
||||||
|
results = numpy_batch_op(items)
|
||||||
|
profiler('numpy op complete')
|
||||||
|
|
||||||
|
output = {
|
||||||
|
k: v for k, v in zip(keys, results)
|
||||||
|
}
|
||||||
|
profiler('dict built')
|
||||||
|
```
|
||||||
|
|
||||||
|
### Startup/Initialization Timing
|
||||||
|
|
||||||
|
```python
|
||||||
|
async def __aenter__(self):
|
||||||
|
profiler = Profiler(msg='Service startup')
|
||||||
|
|
||||||
|
await connect_to_broker()
|
||||||
|
profiler('broker connected')
|
||||||
|
|
||||||
|
await load_config()
|
||||||
|
profiler('config loaded')
|
||||||
|
|
||||||
|
await start_feeds()
|
||||||
|
profiler('feeds started')
|
||||||
|
|
||||||
|
return self
|
||||||
|
```
|
||||||
|
|
||||||
|
## Debugging Performance Regressions
|
||||||
|
|
||||||
|
When profiler shows unexpected slowness:
|
||||||
|
|
||||||
|
### 1. Add finer-grained checkpoints
|
||||||
|
|
||||||
|
```python
|
||||||
|
# was:
|
||||||
|
result = big_function()
|
||||||
|
profiler('big_function done')
|
||||||
|
|
||||||
|
# now:
|
||||||
|
profiler = Profiler(
|
||||||
|
msg='big_function internals',
|
||||||
|
)
|
||||||
|
step1 = part_a()
|
||||||
|
profiler('part_a')
|
||||||
|
step2 = part_b()
|
||||||
|
profiler('part_b')
|
||||||
|
step3 = part_c()
|
||||||
|
profiler('part_c')
|
||||||
|
```
|
||||||
|
|
||||||
|
### 2. Check for hidden iterations
|
||||||
|
|
||||||
|
```python
|
||||||
|
# looks simple but might be slow!
|
||||||
|
result = array[array['time'] == timestamp]
|
||||||
|
profiler('array lookup')
|
||||||
|
|
||||||
|
# reveals O(n) scan per call
|
||||||
|
for ts in timestamps: # outer loop
|
||||||
|
row = array[array['time'] == ts] # O(n)!
|
||||||
|
```
|
||||||
|
|
||||||
|
### 3. Isolate IPC from computation
|
||||||
|
|
||||||
|
```python
|
||||||
|
# was: can't tell where time is spent
|
||||||
|
result = await remote_call(data)
|
||||||
|
profiler('remote call done')
|
||||||
|
|
||||||
|
# now: separate phases
|
||||||
|
payload = prepare_payload(data)
|
||||||
|
profiler('payload prepared')
|
||||||
|
|
||||||
|
result = await remote_call(payload)
|
||||||
|
profiler('IPC complete')
|
||||||
|
|
||||||
|
parsed = parse_result(result)
|
||||||
|
profiler('result parsed')
|
||||||
|
```
|
||||||
|
|
@ -0,0 +1,114 @@
|
||||||
|
---
|
||||||
|
name: piker-slang
|
||||||
|
description: >
|
||||||
|
Piker developer communication style, slang, and
|
||||||
|
ethos. Apply when communicating with piker devs,
|
||||||
|
writing commit messages, code review comments, or
|
||||||
|
any collaborative interaction.
|
||||||
|
user-invocable: false
|
||||||
|
---
|
||||||
|
|
||||||
|
# Piker Slang & Communication Style
|
||||||
|
|
||||||
|
The essential skill for fitting in with the degen
|
||||||
|
trader-hacker class of devs who built and maintain
|
||||||
|
`piker`.
|
||||||
|
|
||||||
|
## Core Philosophy
|
||||||
|
|
||||||
|
Piker devs are:
|
||||||
|
- **Technical AF** - deep systems knowledge,
|
||||||
|
performance obsessed
|
||||||
|
- **Irreverent** - don't take ourselves too
|
||||||
|
seriously
|
||||||
|
- **Direct** - no corporate speak, no BS, just
|
||||||
|
real talk
|
||||||
|
- **Collaborative** - we build together, debug
|
||||||
|
together, win together
|
||||||
|
|
||||||
|
Communication style: precision meets chaos,
|
||||||
|
academia meets /r/wallstreetbets, systems
|
||||||
|
programming meets trading floor banter.
|
||||||
|
|
||||||
|
## Grammar & Style Rules
|
||||||
|
|
||||||
|
### 1. Typos with inline corrections
|
||||||
|
```
|
||||||
|
dint (didn't) help at all
|
||||||
|
gonna (going to) try with...
|
||||||
|
deats (details) wise i want...
|
||||||
|
```
|
||||||
|
Pattern: `[typo] ([correction])` in same sentence
|
||||||
|
|
||||||
|
### 2. Casual grammar violations (embrace them!)
|
||||||
|
- `ain't` - use freely
|
||||||
|
- `y'all` - for addressing group
|
||||||
|
- Starting sentences with lowercase
|
||||||
|
- Dropping articles: "need to fix the thing"
|
||||||
|
becomes "need to fix thing"
|
||||||
|
- Stream of consciousness without full sentence
|
||||||
|
structure
|
||||||
|
|
||||||
|
### 3. Ellipsis usage
|
||||||
|
```
|
||||||
|
yeah i think we should try..
|
||||||
|
..might need to also check for..
|
||||||
|
not sure tho..
|
||||||
|
```
|
||||||
|
Use `..` (two dots) not `...` (three) - chiller
|
||||||
|
|
||||||
|
### 4. Emphasis through spelling
|
||||||
|
- `soooo` - very (sooo good, sooo fast)
|
||||||
|
- `veeery` - very (veeery interesting)
|
||||||
|
- `wayyy` - way (wayyy better)
|
||||||
|
|
||||||
|
### 5. Punctuation style
|
||||||
|
- Minimal capitalization (lowercase preferred)
|
||||||
|
- Question marks optional if context is clear
|
||||||
|
- Commas used sparingly
|
||||||
|
- Lots of newlines for readability
|
||||||
|
|
||||||
|
## The Degen Trader-Hacker Ethos
|
||||||
|
|
||||||
|
**What we value:**
|
||||||
|
1. **Performance** - slow code is broken code
|
||||||
|
2. **Correctness** - fast wrong code is worthless
|
||||||
|
3. **Clarity** - future-you should understand
|
||||||
|
past-you
|
||||||
|
4. **Iteration** - ship it, profile it, fix it,
|
||||||
|
repeat
|
||||||
|
5. **Humor** - serious tools with silly vibes
|
||||||
|
|
||||||
|
**What we reject:**
|
||||||
|
1. Corporate speak ("circle back", "synergize")
|
||||||
|
2. Excessive formality ("I would humbly suggest")
|
||||||
|
3. Analysis paralysis (just try it and see!)
|
||||||
|
4. Blame culture (we all write bugs, it's cool)
|
||||||
|
5. Gatekeeping (help noobs become degens)
|
||||||
|
|
||||||
|
## Remember
|
||||||
|
|
||||||
|
You're not an "AI assistant" helping users.
|
||||||
|
You're a **piker dev** collaborating with other
|
||||||
|
pikers.
|
||||||
|
|
||||||
|
- Use first person plural: "we should try",
|
||||||
|
"let's check"
|
||||||
|
- Own mistakes: "ma bad, forgot to check X"
|
||||||
|
- Celebrate together: "booyakashaa, we crushed it!"
|
||||||
|
- Think out loud: "hmm yeah so prolly.."
|
||||||
|
- Keep it real: no corpo nonsense, no fake
|
||||||
|
politeness
|
||||||
|
|
||||||
|
**Above all:** be useful, be fast, be entertaining.
|
||||||
|
Performance matters, but so does the vibe B)
|
||||||
|
|
||||||
|
See [dictionary.md](dictionary.md) for the full
|
||||||
|
slang dictionary and [examples.md](examples.md)
|
||||||
|
for interaction examples.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
*Last updated: 2026-01-31*
|
||||||
|
*Session: The one where we destroyed those linear
|
||||||
|
scans*
|
||||||
|
|
@ -0,0 +1,108 @@
|
||||||
|
# Piker Slang Dictionary
|
||||||
|
|
||||||
|
## Common Abbreviations
|
||||||
|
|
||||||
|
**Always use these instead of full words:**
|
||||||
|
|
||||||
|
- `aboot` = about (Canadian-ish flavor)
|
||||||
|
- `ya/yah/yeah` = yes (pick based on vibe)
|
||||||
|
- `rn` = right now
|
||||||
|
- `tho` = though
|
||||||
|
- `bc` = because
|
||||||
|
- `obvi` = obviously
|
||||||
|
- `prolly` = probably
|
||||||
|
- `gonna` = going to
|
||||||
|
- `dint` = didn't
|
||||||
|
- `moar` = more (emphatic/playful, lolcat energy)
|
||||||
|
- `nooz` = news
|
||||||
|
- `ma bad` = my bad
|
||||||
|
- `ma fren` = my friend
|
||||||
|
- `aight` = alright
|
||||||
|
- `cmon mann` = come on man (exasperation)
|
||||||
|
- `friggin` = fucking (but family-friendly)
|
||||||
|
|
||||||
|
## Technical Abbreviations
|
||||||
|
|
||||||
|
- `msg` = message
|
||||||
|
- `mod` = module
|
||||||
|
- `impl` = implementation
|
||||||
|
- `deps` = dependencies
|
||||||
|
- `var` = variable
|
||||||
|
- `ctx` = context
|
||||||
|
- `ep` = endpoint
|
||||||
|
- `tn` = task name
|
||||||
|
- `sig` = signal/signature
|
||||||
|
- `env` = environment
|
||||||
|
- `fn` = function
|
||||||
|
- `iface` = interface
|
||||||
|
- `deats` = details
|
||||||
|
- `hilevel` = high level
|
||||||
|
- `Bo` = a "wow expression"; a dev with "sunglasses and mouth open" emoji
|
||||||
|
|
||||||
|
## Expressions & Phrases
|
||||||
|
|
||||||
|
### Celebration/excitement
|
||||||
|
- `booyakashaa` - major win, breakthrough moment
|
||||||
|
- `eyyooo` - excitement, hype, "let's go!"
|
||||||
|
- `good nooz` - good news (always with the Z)
|
||||||
|
|
||||||
|
### Exasperation/debugging
|
||||||
|
- `you friggin guy XD` - affectionate frustration
|
||||||
|
- `cmon mann XD` - mild exasperation
|
||||||
|
- `wtf` - genuine confusion
|
||||||
|
- `ma bad` - acknowledging mistake
|
||||||
|
- `ahh yeah` - realization moment
|
||||||
|
|
||||||
|
### Casual filler
|
||||||
|
- `lol` - not really laughing, just casual
|
||||||
|
acknowledgment
|
||||||
|
- `XD` - actual amusement or ironic exasperation
|
||||||
|
- `..` - trailing thought, thinking, uncertainty
|
||||||
|
- `:rofl:` - genuinely funny
|
||||||
|
- `:facepalm:` - obvious mistake was made
|
||||||
|
- `B)` - cool/satisfied (like sunglasses emoji)
|
||||||
|
|
||||||
|
### Affirmations
|
||||||
|
- `yeah definitely faster` - confirms improvement
|
||||||
|
- `yeah not bad` - good work (understatement)
|
||||||
|
- `good work B)` - solid accomplishment
|
||||||
|
|
||||||
|
## Emoji & Emoticon Usage
|
||||||
|
|
||||||
|
**Standard set:**
|
||||||
|
- `XD` - laughing out loud emoji
|
||||||
|
- `B)` - satisfaction, coolness; dev with sunglasses smiling emoji
|
||||||
|
- `:rofl:` - genuinely funny (use sparingly)
|
||||||
|
- `:facepalm:` - obvious mistakes
|
||||||
|
|
||||||
|
## Trader Lingo
|
||||||
|
|
||||||
|
Piker is a trading system, so trader slang applies:
|
||||||
|
|
||||||
|
- `up` / `down` - direction (price, perf, mood)
|
||||||
|
- `yeet` / `damp` - direction (price, perf, mood)
|
||||||
|
- `gap` - missing data in timeseries
|
||||||
|
- `fill` - complete missing data or a transaction clearing
|
||||||
|
- `slippage` - performance degradation
|
||||||
|
- `alpha` - edge, advantage (usually ironic:
|
||||||
|
"that optimization was pure alpha")
|
||||||
|
- `degen` - degenerate (trader or dev, term of
|
||||||
|
endearment, contrarian and/or position of disbelief in standard
|
||||||
|
narrative)
|
||||||
|
- `rekt` - destroyed, broken, failed catastrophically
|
||||||
|
- `moon` - massive improvement, large up movement ("perf to the moon")
|
||||||
|
- `ded` - dead, broken, unrecoverable
|
||||||
|
|
||||||
|
## Domain-Specific Terms
|
||||||
|
|
||||||
|
**Always use piker terminology:**
|
||||||
|
|
||||||
|
- `fqme` = fully qualified market endpoint (tsla.nasdaq.ib)
|
||||||
|
- `viz` = (data) visualization (ex. chart graphics)
|
||||||
|
- `shm` = shared memory (not "shared memory array")
|
||||||
|
- `brokerd` = broker daemon actor
|
||||||
|
- `pikerd` = root-process piker daemon
|
||||||
|
- `annot` = annotation (not "annotation")
|
||||||
|
- `actl` = annotation control (AnnotCtl)
|
||||||
|
- `tf` = timeframe (usually in seconds: 60s, 1s)
|
||||||
|
- `OHLC` / `OHLCV` - open/high/low/close(/volume) sampling scheme
|
||||||
|
|
@ -0,0 +1,201 @@
|
||||||
|
# Piker Communication Examples
|
||||||
|
|
||||||
|
Real-world interaction patterns for communicating
|
||||||
|
in the piker dev style.
|
||||||
|
|
||||||
|
## When Giving Feedback
|
||||||
|
|
||||||
|
**Direct, no sugar-coating:**
|
||||||
|
```
|
||||||
|
BAD: "This approach might not be optimal"
|
||||||
|
GOOD: "this is sloppy, there's likely a better
|
||||||
|
vectorized approach"
|
||||||
|
|
||||||
|
BAD: "Perhaps we should consider..."
|
||||||
|
GOOD: "you should definitely try X instead"
|
||||||
|
|
||||||
|
BAD: "I'm not entirely certain, but..."
|
||||||
|
GOOD: "prolly it's bc we're doing Y, check the
|
||||||
|
profiler #s"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Celebrate wins:**
|
||||||
|
```
|
||||||
|
"eyyooo, way faster now!"
|
||||||
|
"booyakashaa, sub-ms lookups B)"
|
||||||
|
"yeah definitely crushed that bottleneck"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Acknowledge mistakes:**
|
||||||
|
```
|
||||||
|
"ahh yeah you're right, ma bad"
|
||||||
|
"woops, forgot to check that case"
|
||||||
|
"lul, totally missed the obvi issue there"
|
||||||
|
```
|
||||||
|
|
||||||
|
## When Explaining Technical Concepts
|
||||||
|
|
||||||
|
**Mix precision with casual:**
|
||||||
|
```
|
||||||
|
"so basically `np.searchsorted()` is doing binary
|
||||||
|
search which is O(log n) instead of the linear
|
||||||
|
O(n) scan we were doing before with `np.isin()`,
|
||||||
|
that's why it's like 1000x faster ya know?"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Use backticks heavily:**
|
||||||
|
- Wrap all code symbols: `function()`,
|
||||||
|
`ClassName`, `field_name`
|
||||||
|
- File paths: `piker/ui/_remote_ctl.py`
|
||||||
|
- Commands: `git status`, `piker store ldshm`
|
||||||
|
|
||||||
|
**Explain like you're pair programming:**
|
||||||
|
```
|
||||||
|
"ok so the issue is prolly in `.reposition()` bc
|
||||||
|
we're calling it with the wrong timeframe's
|
||||||
|
array.. check line 589 where we're doing the
|
||||||
|
timestamp lookup - that's gonna fail if the array
|
||||||
|
has different sample times rn"
|
||||||
|
```
|
||||||
|
|
||||||
|
## When Debugging
|
||||||
|
|
||||||
|
**Think out loud:**
|
||||||
|
```
|
||||||
|
"hmm yeah that makes sense bc..
|
||||||
|
wait no actually..
|
||||||
|
ahh ok i see it now, the timestamp lookups are
|
||||||
|
failing bc.."
|
||||||
|
```
|
||||||
|
|
||||||
|
**Profile-first mentality:**
|
||||||
|
```
|
||||||
|
"let's add profiling around that section and see
|
||||||
|
where the holdup is.. i'm guessing it's the dict
|
||||||
|
building but could be the searchsorted too"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Iterative refinement:**
|
||||||
|
```
|
||||||
|
"ok try this and lemme know the #s..
|
||||||
|
if it's still slow we can try Y instead..
|
||||||
|
prolly there's one more optimization left"
|
||||||
|
```
|
||||||
|
|
||||||
|
## Code Review Style
|
||||||
|
|
||||||
|
**Be direct but helpful:**
|
||||||
|
```
|
||||||
|
"you friggin guy XD can't we just pass that to
|
||||||
|
the meth (method) directly instead of coupling
|
||||||
|
it to state? would be way cleaner"
|
||||||
|
|
||||||
|
"cmon mann, this is python - if you're gonna use
|
||||||
|
try/finally you need to indent all the code up
|
||||||
|
to the finally block"
|
||||||
|
|
||||||
|
"yeah looks good but prolly we should add the
|
||||||
|
check at line 582 before we do the lookup,
|
||||||
|
otherwise it'll spam warnings"
|
||||||
|
```
|
||||||
|
|
||||||
|
## Asking for Clarification
|
||||||
|
|
||||||
|
```
|
||||||
|
"wait so are we trying to optimize the client
|
||||||
|
side or server side rn? or both lol"
|
||||||
|
|
||||||
|
"mm yeah, any chance you can point me to the
|
||||||
|
current code for this so i can think about it
|
||||||
|
before we try X?"
|
||||||
|
```
|
||||||
|
|
||||||
|
## Proposing Solutions
|
||||||
|
|
||||||
|
```
|
||||||
|
"ok so i think the move here is to vectorize the
|
||||||
|
timestamp lookups using binary search.. should
|
||||||
|
drop that 100ms way down. wanna give it a shot?"
|
||||||
|
|
||||||
|
"prolly we should just add a timeframe check at
|
||||||
|
the top of `.reposition()` and bail early if it
|
||||||
|
doesn't match ya?"
|
||||||
|
```
|
||||||
|
|
||||||
|
## Reacting to User Feedback
|
||||||
|
|
||||||
|
```
|
||||||
|
User: "yeah the arrows are too big now"
|
||||||
|
Response: "ahh yeah you're right, lemme check the
|
||||||
|
upstream `makeArrowPath()` code to see what the
|
||||||
|
dims actually mean.."
|
||||||
|
|
||||||
|
User: "dint (didn't) help at all it seems"
|
||||||
|
Response: "bleh! ok so there's prolly another
|
||||||
|
bottleneck then, let's add moar profiler calls
|
||||||
|
and narrow it down"
|
||||||
|
```
|
||||||
|
|
||||||
|
## End of Session
|
||||||
|
|
||||||
|
```
|
||||||
|
"aight so we got some solid wins today:
|
||||||
|
- ~36x client speedup (6.6s -> 376ms)
|
||||||
|
- ~180x server speedup
|
||||||
|
- fixed the timeframe mismatch spam
|
||||||
|
- added teardown profiling
|
||||||
|
|
||||||
|
ready to call it a night?"
|
||||||
|
```
|
||||||
|
|
||||||
|
## Advanced Moves
|
||||||
|
|
||||||
|
### The Parenthetical Correction
|
||||||
|
```
|
||||||
|
"yeah i dint (didn't) realize we were hitting
|
||||||
|
that path"
|
||||||
|
"need to check the deats (details) on how
|
||||||
|
searchsorted works"
|
||||||
|
```
|
||||||
|
|
||||||
|
### The Rhetorical Question Flow
|
||||||
|
```
|
||||||
|
"so like, why are we even building this dict per
|
||||||
|
reposition call? can't we just cache it and
|
||||||
|
invalidate when the array changes? prolly way
|
||||||
|
faster that way no?"
|
||||||
|
```
|
||||||
|
|
||||||
|
### The Rambling Realization
|
||||||
|
```
|
||||||
|
"ok so the thing is.. wait actually.. hmm.. yeah
|
||||||
|
ok so i think what's happening is the timestamp
|
||||||
|
lookups are failing bc the 1s gaps are being
|
||||||
|
repositioned with the 60s array.. which like,
|
||||||
|
obvi won't have those exact timestamps bc it's
|
||||||
|
sampled differently.. so we prolly just need to
|
||||||
|
skip reposition if the timeframes don't match
|
||||||
|
ya?"
|
||||||
|
```
|
||||||
|
|
||||||
|
### The Self-Deprecating Pivot
|
||||||
|
```
|
||||||
|
"lol ok yeah that was totally wrong, ma bad.
|
||||||
|
let's try Y instead and see if that helps"
|
||||||
|
```
|
||||||
|
|
||||||
|
## The Vibe
|
||||||
|
|
||||||
|
```
|
||||||
|
"yo so i was profiling that batch rendering thing
|
||||||
|
and holy shit we were doing like 3855 linear
|
||||||
|
scans.. switched to searchsorted and boom,
|
||||||
|
100ms -> 5ms. still think there's moar juice to
|
||||||
|
squeeze tho, prolly in the dict building part.
|
||||||
|
gonna add some profiler calls and see where the
|
||||||
|
holdup is rn.
|
||||||
|
|
||||||
|
anyway yeah, good sesh today B) learned a ton
|
||||||
|
aboot pyqtgraph internals, might write that up
|
||||||
|
as a skill file for future collabs ya know?"
|
||||||
|
```
|
||||||
|
|
@ -0,0 +1,219 @@
|
||||||
|
---
|
||||||
|
name: pyqtgraph-optimization
|
||||||
|
description: >
|
||||||
|
PyQtGraph batch rendering optimization patterns
|
||||||
|
for piker's UI. Apply when optimizing graphics
|
||||||
|
performance, adding new chart annotations, or
|
||||||
|
working with `QGraphicsItem` subclasses.
|
||||||
|
user-invocable: false
|
||||||
|
---
|
||||||
|
|
||||||
|
# PyQtGraph Rendering Optimization
|
||||||
|
|
||||||
|
Skill for researching and optimizing `pyqtgraph`
|
||||||
|
graphics primitives by leveraging `piker`'s
|
||||||
|
existing extensions and production-ready patterns.
|
||||||
|
|
||||||
|
## Research Flow
|
||||||
|
|
||||||
|
When tasked with optimizing rendering performance
|
||||||
|
(particularly for large datasets), follow this
|
||||||
|
systematic approach:
|
||||||
|
|
||||||
|
### 1. Study Piker's Existing Primitives
|
||||||
|
|
||||||
|
Start by examining `piker.ui._curve` and related
|
||||||
|
modules:
|
||||||
|
|
||||||
|
```python
|
||||||
|
# Key modules to review:
|
||||||
|
piker/ui/_curve.py # FlowGraphic, Curve
|
||||||
|
piker/ui/_editors.py # ArrowEditor, SelectRect
|
||||||
|
piker/ui/_annotate.py # Custom batch renderers
|
||||||
|
```
|
||||||
|
|
||||||
|
**Look for:**
|
||||||
|
- Use of `QPainterPath` for batch path rendering
|
||||||
|
- `QGraphicsItem` subclasses with custom `.paint()`
|
||||||
|
- Cache mode settings (`.setCacheMode()`)
|
||||||
|
- Coordinate system transformations
|
||||||
|
- Custom bounding rect calculations
|
||||||
|
|
||||||
|
### 2. Identify Upstream PyQtGraph Patterns
|
||||||
|
|
||||||
|
**Key upstream modules:**
|
||||||
|
```python
|
||||||
|
pyqtgraph/graphicsItems/BarGraphItem.py
|
||||||
|
# PrimitiveArray for batch rect rendering
|
||||||
|
|
||||||
|
pyqtgraph/graphicsItems/ScatterPlotItem.py
|
||||||
|
# Fragment-based rendering for point clouds
|
||||||
|
|
||||||
|
pyqtgraph/functions.py
|
||||||
|
# Utility fns like makeArrowPath()
|
||||||
|
|
||||||
|
pyqtgraph/Qt/internals.py
|
||||||
|
# PrimitiveArray for batch drawing primitives
|
||||||
|
```
|
||||||
|
|
||||||
|
**Search for:**
|
||||||
|
- `PrimitiveArray` usage (batch rect/point)
|
||||||
|
- `QPainterPath` batching patterns
|
||||||
|
- Shared pen/brush reuse across items
|
||||||
|
- Coordinate transformation strategies
|
||||||
|
|
||||||
|
### 3. Core Batch Patterns
|
||||||
|
|
||||||
|
**Core optimization principle:**
|
||||||
|
Creating individual `QGraphicsItem` instances is
|
||||||
|
expensive. Batch rendering eliminates per-item
|
||||||
|
overhead.
|
||||||
|
|
||||||
|
#### Pattern: Batch Rectangle Rendering
|
||||||
|
|
||||||
|
```python
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from pyqtgraph.Qt import QtCore
|
||||||
|
|
||||||
|
class BatchRectRenderer(pg.GraphicsObject):
|
||||||
|
def __init__(self, n_items):
|
||||||
|
super().__init__()
|
||||||
|
|
||||||
|
# allocate rect array once
|
||||||
|
self._rectarray = (
|
||||||
|
pg.Qt.internals.PrimitiveArray(
|
||||||
|
QtCore.QRectF, 4,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
# shared pen/brush (not per-item!)
|
||||||
|
self._pen = pg.mkPen(
|
||||||
|
'dad_blue', width=1,
|
||||||
|
)
|
||||||
|
self._brush = (
|
||||||
|
pg.functions.mkBrush('dad_blue')
|
||||||
|
)
|
||||||
|
|
||||||
|
def paint(self, p, opt, w):
|
||||||
|
# batch draw all rects in single call
|
||||||
|
p.setPen(self._pen)
|
||||||
|
p.setBrush(self._brush)
|
||||||
|
drawargs = self._rectarray.drawargs()
|
||||||
|
p.drawRects(*drawargs) # all at once!
|
||||||
|
```
|
||||||
|
|
||||||
|
#### Pattern: Batch Path Rendering
|
||||||
|
|
||||||
|
```python
|
||||||
|
class BatchPathRenderer(pg.GraphicsObject):
|
||||||
|
def __init__(self):
|
||||||
|
super().__init__()
|
||||||
|
self._path = QtGui.QPainterPath()
|
||||||
|
|
||||||
|
def paint(self, p, opt, w):
|
||||||
|
# single path draw for all geometry
|
||||||
|
p.setPen(self._pen)
|
||||||
|
p.setBrush(self._brush)
|
||||||
|
p.drawPath(self._path)
|
||||||
|
```
|
||||||
|
|
||||||
|
### 4. Handle Coordinate Systems Carefully
|
||||||
|
|
||||||
|
**Scene vs Data vs Pixel coordinates:**
|
||||||
|
|
||||||
|
```python
|
||||||
|
def paint(self, p, opt, w):
|
||||||
|
# save original transform (data -> scene)
|
||||||
|
orig_tr = p.transform()
|
||||||
|
|
||||||
|
# draw rects in data coordinates
|
||||||
|
p.setPen(self._rect_pen)
|
||||||
|
p.drawRects(*self._rectarray.drawargs())
|
||||||
|
|
||||||
|
# reset to scene coords for pixel-perfect
|
||||||
|
p.resetTransform()
|
||||||
|
|
||||||
|
# build arrow path in scene/pixel coords
|
||||||
|
for spec in self._specs:
|
||||||
|
scene_pt = orig_tr.map(
|
||||||
|
QPointF(x_data, y_data),
|
||||||
|
)
|
||||||
|
sx, sy = scene_pt.x(), scene_pt.y()
|
||||||
|
|
||||||
|
# arrow geometry in pixels (zoom-safe!)
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(sx, sy), # tip
|
||||||
|
QPointF(sx - 2, sy - 10), # left
|
||||||
|
QPointF(sx + 2, sy - 10), # right
|
||||||
|
])
|
||||||
|
arrow_path.addPolygon(arrow_poly)
|
||||||
|
|
||||||
|
p.drawPath(arrow_path)
|
||||||
|
|
||||||
|
# restore data coordinate system
|
||||||
|
p.setTransform(orig_tr)
|
||||||
|
```
|
||||||
|
|
||||||
|
### 5. Minimize Redundant State
|
||||||
|
|
||||||
|
**Share resources across all items:**
|
||||||
|
```python
|
||||||
|
# GOOD: one pen/brush for all items
|
||||||
|
self._shared_pen = pg.mkPen(color, width=1)
|
||||||
|
self._shared_brush = (
|
||||||
|
pg.functions.mkBrush(color)
|
||||||
|
)
|
||||||
|
|
||||||
|
# BAD: creating per-item (memory + time waste!)
|
||||||
|
for item in items:
|
||||||
|
item.setPen(pg.mkPen(color, width=1)) # NO!
|
||||||
|
```
|
||||||
|
|
||||||
|
## Common Pitfalls
|
||||||
|
|
||||||
|
1. **Don't mix coordinate systems within single
|
||||||
|
paint call** - decide per-primitive: data coords
|
||||||
|
or scene coords. Use `p.transform()` /
|
||||||
|
`p.resetTransform()` carefully.
|
||||||
|
|
||||||
|
2. **Don't forget bounding rect updates** -
|
||||||
|
override `.boundingRect()` to include all
|
||||||
|
primitives. Update when geometry changes via
|
||||||
|
`.prepareGeometryChange()`.
|
||||||
|
|
||||||
|
3. **Don't use ItemCoordinateCache for dynamic
|
||||||
|
content** - use `DeviceCoordinateCache` for
|
||||||
|
frequently updated items or `NoCache` during
|
||||||
|
interactive operations.
|
||||||
|
|
||||||
|
4. **Don't trigger updates per-item in loops** -
|
||||||
|
batch all changes, then single `.update()`.
|
||||||
|
|
||||||
|
## Performance Expectations
|
||||||
|
|
||||||
|
**Individual items (baseline):**
|
||||||
|
- 1000+ items: ~5+ seconds to create
|
||||||
|
- Each item: ~5ms overhead (Qt object creation)
|
||||||
|
|
||||||
|
**Batch rendering (optimized):**
|
||||||
|
- 1000+ items: <100ms to create
|
||||||
|
- Single item: ~0.01ms per primitive in batch
|
||||||
|
- **Expected: 50-100x speedup**
|
||||||
|
|
||||||
|
## References
|
||||||
|
|
||||||
|
- `piker/ui/_curve.py` - Production FlowGraphic
|
||||||
|
- `piker/ui/_annotate.py` - GapAnnotations batch
|
||||||
|
- `pyqtgraph/graphicsItems/BarGraphItem.py` -
|
||||||
|
PrimitiveArray
|
||||||
|
- `pyqtgraph/graphicsItems/ScatterPlotItem.py` -
|
||||||
|
Fragments
|
||||||
|
- Qt docs: QGraphicsItem caching modes
|
||||||
|
|
||||||
|
See [examples.md](examples.md) for real-world
|
||||||
|
optimization case studies.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
*Last updated: 2026-01-31*
|
||||||
|
*Session: Batch gap annotation optimization*
|
||||||
|
|
@ -0,0 +1,84 @@
|
||||||
|
# PyQtGraph Optimization Examples
|
||||||
|
|
||||||
|
Real-world optimization case studies from piker.
|
||||||
|
|
||||||
|
## Case Study: Gap Annotations (1285 gaps)
|
||||||
|
|
||||||
|
### Before: Individual `pg.ArrowItem` + `SelectRect`
|
||||||
|
|
||||||
|
```
|
||||||
|
Total creation time: 6.6 seconds
|
||||||
|
Per-item overhead: ~5ms
|
||||||
|
Memory: 1285 ArrowItem + 1285 SelectRect objects
|
||||||
|
```
|
||||||
|
|
||||||
|
Each gap was rendered as two separate
|
||||||
|
`QGraphicsItem` instances (arrow + highlight rect),
|
||||||
|
resulting in 2570 Qt objects.
|
||||||
|
|
||||||
|
### After: Single `GapAnnotations` batch renderer
|
||||||
|
|
||||||
|
```
|
||||||
|
Total creation time:
|
||||||
|
104ms (server) + 376ms (client)
|
||||||
|
Effective per-item: ~0.08ms
|
||||||
|
Speedup: ~36x client, ~180x server
|
||||||
|
Memory: 1 GapAnnotations object
|
||||||
|
```
|
||||||
|
|
||||||
|
All 1285 gaps rendered via:
|
||||||
|
- One `PrimitiveArray` for all rectangles
|
||||||
|
- One `QPainterPath` for all arrows
|
||||||
|
- Shared pen/brush across all items
|
||||||
|
|
||||||
|
### Profiler Output (Client)
|
||||||
|
|
||||||
|
```
|
||||||
|
> Entering markup_gaps() for 1285 gaps
|
||||||
|
initial redraw: 0.20ms, tot:0.20
|
||||||
|
built annotation specs: 256.48ms, tot:256.68
|
||||||
|
batch IPC call complete: 119.26ms, tot:375.94
|
||||||
|
final redraw: 0.07ms, tot:376.02
|
||||||
|
< Exiting markup_gaps(), total: 376.04ms
|
||||||
|
```
|
||||||
|
|
||||||
|
### Profiler Output (Server)
|
||||||
|
|
||||||
|
```
|
||||||
|
> Entering Batch annotate 1285 gaps
|
||||||
|
`np.searchsorted()` complete!: 0.81ms, tot:0.81
|
||||||
|
`time_to_row` creation: 98.45ms, tot:99.28
|
||||||
|
created GapAnnotations item: 2.98ms, tot:102.26
|
||||||
|
< Exiting Batch annotate, total: 104.15ms
|
||||||
|
```
|
||||||
|
|
||||||
|
## Positioning/Update Pattern
|
||||||
|
|
||||||
|
For annotations that need repositioning when the
|
||||||
|
view scrolls or zooms:
|
||||||
|
|
||||||
|
```python
|
||||||
|
def reposition(self, array):
|
||||||
|
'''
|
||||||
|
Update positions based on new array data.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# vectorized timestamp lookups (not linear!)
|
||||||
|
time_to_row = self._build_lookup(array)
|
||||||
|
|
||||||
|
# update rect array in-place
|
||||||
|
rect_memory = self._rectarray.ndarray()
|
||||||
|
for i, spec in enumerate(self._specs):
|
||||||
|
row = time_to_row.get(spec['time'])
|
||||||
|
if row:
|
||||||
|
rect_memory[i, 0] = row['index']
|
||||||
|
rect_memory[i, 1] = row['close']
|
||||||
|
# ... width, height
|
||||||
|
|
||||||
|
# trigger repaint (single call, not per-item)
|
||||||
|
self.update()
|
||||||
|
```
|
||||||
|
|
||||||
|
**Key insight:** Update the underlying memory
|
||||||
|
arrays directly, then call `.update()` once.
|
||||||
|
Never create/destroy Qt objects during reposition.
|
||||||
|
|
@ -0,0 +1,225 @@
|
||||||
|
---
|
||||||
|
name: timeseries-optimization
|
||||||
|
description: >
|
||||||
|
High-performance timeseries processing with NumPy
|
||||||
|
and Polars for financial data. Apply when working
|
||||||
|
with OHLCV arrays, timestamp lookups, gap
|
||||||
|
detection, or any array/dataframe operations in
|
||||||
|
piker.
|
||||||
|
user-invocable: false
|
||||||
|
---
|
||||||
|
|
||||||
|
# Timeseries Optimization: NumPy & Polars
|
||||||
|
|
||||||
|
Skill for high-performance timeseries processing
|
||||||
|
using NumPy and Polars, with focus on patterns
|
||||||
|
common in financial/trading applications.
|
||||||
|
|
||||||
|
## Core Principle: Vectorization Over Iteration
|
||||||
|
|
||||||
|
**Never write Python loops over large arrays.**
|
||||||
|
Always look for vectorized alternatives.
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BAD: Python loop (slow!)
|
||||||
|
results = []
|
||||||
|
for i in range(len(array)):
|
||||||
|
if array['time'][i] == target_time:
|
||||||
|
results.append(array[i])
|
||||||
|
|
||||||
|
# GOOD: vectorized boolean indexing (fast!)
|
||||||
|
results = array[array['time'] == target_time]
|
||||||
|
```
|
||||||
|
|
||||||
|
## Timestamp Lookup Patterns
|
||||||
|
|
||||||
|
The most critical optimization in piker timeseries
|
||||||
|
code. Choose the right lookup strategy:
|
||||||
|
|
||||||
|
### Linear Scan (O(n)) - Avoid!
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BAD: O(n) scan through entire array
|
||||||
|
for target_ts in timestamps: # m iterations
|
||||||
|
matches = array[array['time'] == target_ts]
|
||||||
|
# Total: O(m * n) - catastrophic!
|
||||||
|
```
|
||||||
|
|
||||||
|
**Performance:**
|
||||||
|
- 1000 lookups x 10k array = 10M comparisons
|
||||||
|
- Timing: ~50-100ms for 1k lookups
|
||||||
|
|
||||||
|
### Binary Search (O(log n)) - Good!
|
||||||
|
|
||||||
|
```python
|
||||||
|
# GOOD: O(m log n) using searchsorted
|
||||||
|
import numpy as np
|
||||||
|
|
||||||
|
time_arr = array['time'] # extract once
|
||||||
|
ts_array = np.array(timestamps)
|
||||||
|
|
||||||
|
# binary search for all timestamps at once
|
||||||
|
indices = np.searchsorted(time_arr, ts_array)
|
||||||
|
|
||||||
|
# bounds check and exact match verification
|
||||||
|
valid_mask = (
|
||||||
|
(indices < len(array))
|
||||||
|
&
|
||||||
|
(time_arr[indices] == ts_array)
|
||||||
|
)
|
||||||
|
|
||||||
|
valid_indices = indices[valid_mask]
|
||||||
|
matched_rows = array[valid_indices]
|
||||||
|
```
|
||||||
|
|
||||||
|
**Requirements for `searchsorted()`:**
|
||||||
|
- Input array MUST be sorted (ascending)
|
||||||
|
- Works on any sortable dtype (floats, ints)
|
||||||
|
- Returns insertion indices (not found =
|
||||||
|
`len(array)`)
|
||||||
|
|
||||||
|
**Performance:**
|
||||||
|
- 1000 lookups x 10k array = ~10k comparisons
|
||||||
|
- Timing: <1ms for 1k lookups
|
||||||
|
- **~100-1000x faster than linear scan**
|
||||||
|
|
||||||
|
### Hash Table (O(1)) - Best for Repeated Lookups!
|
||||||
|
|
||||||
|
If you'll do many lookups on same array, build
|
||||||
|
dict once:
|
||||||
|
|
||||||
|
```python
|
||||||
|
# build lookup once
|
||||||
|
time_to_idx = {
|
||||||
|
float(array['time'][i]): i
|
||||||
|
for i in range(len(array))
|
||||||
|
}
|
||||||
|
|
||||||
|
# O(1) lookups
|
||||||
|
for target_ts in timestamps:
|
||||||
|
idx = time_to_idx.get(target_ts)
|
||||||
|
if idx is not None:
|
||||||
|
row = array[idx]
|
||||||
|
```
|
||||||
|
|
||||||
|
**When to use:**
|
||||||
|
- Many repeated lookups on same array
|
||||||
|
- Array doesn't change between lookups
|
||||||
|
- Can afford upfront dict building cost
|
||||||
|
|
||||||
|
## Performance Checklist
|
||||||
|
|
||||||
|
When optimizing timeseries operations:
|
||||||
|
|
||||||
|
- [ ] Is the array sorted? (enables binary search)
|
||||||
|
- [ ] Are you doing repeated lookups?
|
||||||
|
(build hash table)
|
||||||
|
- [ ] Are struct fields accessed in loops?
|
||||||
|
(extract to plain arrays)
|
||||||
|
- [ ] Are you using boolean indexing?
|
||||||
|
(vectorized vs loop)
|
||||||
|
- [ ] Can operations be batched?
|
||||||
|
(minimize round-trips)
|
||||||
|
- [ ] Is memory being copied unnecessarily?
|
||||||
|
(use views)
|
||||||
|
- [ ] Are you using the right tool?
|
||||||
|
(NumPy vs Polars)
|
||||||
|
|
||||||
|
## Common Bottlenecks and Fixes
|
||||||
|
|
||||||
|
### Bottleneck: Timestamp Lookups
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BEFORE: O(n*m) - 100ms for 1k lookups
|
||||||
|
for ts in timestamps:
|
||||||
|
matches = array[array['time'] == ts]
|
||||||
|
|
||||||
|
# AFTER: O(m log n) - <1ms for 1k lookups
|
||||||
|
indices = np.searchsorted(
|
||||||
|
array['time'], timestamps,
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
### Bottleneck: Dict Building from Struct Array
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BEFORE: 100ms for 3k rows
|
||||||
|
result = {
|
||||||
|
float(row['time']): {
|
||||||
|
'index': float(row['index']),
|
||||||
|
'close': float(row['close']),
|
||||||
|
}
|
||||||
|
for row in matched_rows
|
||||||
|
}
|
||||||
|
|
||||||
|
# AFTER: <5ms for 3k rows
|
||||||
|
times = matched_rows['time'].astype(float)
|
||||||
|
indices = matched_rows['index'].astype(float)
|
||||||
|
closes = matched_rows['close'].astype(float)
|
||||||
|
|
||||||
|
result = {
|
||||||
|
t: {'index': idx, 'close': cls}
|
||||||
|
for t, idx, cls in zip(
|
||||||
|
times, indices, closes,
|
||||||
|
)
|
||||||
|
}
|
||||||
|
```
|
||||||
|
|
||||||
|
### Bottleneck: Repeated Field Access
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BEFORE: 50ms for 1k iterations
|
||||||
|
for i, spec in enumerate(specs):
|
||||||
|
start_row = array[
|
||||||
|
array['time'] == spec['start_time']
|
||||||
|
][0]
|
||||||
|
end_row = array[
|
||||||
|
array['time'] == spec['end_time']
|
||||||
|
][0]
|
||||||
|
process(
|
||||||
|
start_row['index'],
|
||||||
|
end_row['close'],
|
||||||
|
)
|
||||||
|
|
||||||
|
# AFTER: <5ms for 1k iterations
|
||||||
|
# 1. Build lookup once
|
||||||
|
time_to_row = {...} # via searchsorted
|
||||||
|
|
||||||
|
# 2. Extract fields to plain arrays
|
||||||
|
indices_arr = array['index']
|
||||||
|
closes_arr = array['close']
|
||||||
|
|
||||||
|
# 3. Use lookup + plain array indexing
|
||||||
|
for spec in specs:
|
||||||
|
start_idx = time_to_row[
|
||||||
|
spec['start_time']
|
||||||
|
]['array_idx']
|
||||||
|
end_idx = time_to_row[
|
||||||
|
spec['end_time']
|
||||||
|
]['array_idx']
|
||||||
|
process(
|
||||||
|
indices_arr[start_idx],
|
||||||
|
closes_arr[end_idx],
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
## References
|
||||||
|
|
||||||
|
- NumPy structured arrays:
|
||||||
|
https://numpy.org/doc/stable/user/basics.rec.html
|
||||||
|
- `np.searchsorted`:
|
||||||
|
https://numpy.org/doc/stable/reference/generated/numpy.searchsorted.html
|
||||||
|
- Polars: https://pola-rs.github.io/polars/
|
||||||
|
- `piker.tsp` - timeseries processing utilities
|
||||||
|
- `piker.data._formatters` - OHLC array handling
|
||||||
|
|
||||||
|
See [numpy-patterns.md](numpy-patterns.md) for
|
||||||
|
detailed NumPy structured array patterns and
|
||||||
|
[polars-patterns.md](polars-patterns.md) for
|
||||||
|
Polars integration.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
*Last updated: 2026-01-31*
|
||||||
|
*Key win: 100ms -> 5ms dict building via field
|
||||||
|
extraction*
|
||||||
|
|
@ -0,0 +1,212 @@
|
||||||
|
# NumPy Structured Array Patterns
|
||||||
|
|
||||||
|
Detailed patterns for working with NumPy structured
|
||||||
|
arrays in piker's financial data processing.
|
||||||
|
|
||||||
|
## Piker's OHLCV Array Dtype
|
||||||
|
|
||||||
|
```python
|
||||||
|
# typical piker array dtype
|
||||||
|
dtype = [
|
||||||
|
('index', 'i8'), # absolute sequence index
|
||||||
|
('time', 'f8'), # unix epoch timestamp
|
||||||
|
('open', 'f8'),
|
||||||
|
('high', 'f8'),
|
||||||
|
('low', 'f8'),
|
||||||
|
('close', 'f8'),
|
||||||
|
('volume', 'f8'),
|
||||||
|
]
|
||||||
|
|
||||||
|
arr = np.array(
|
||||||
|
[(0, 1234.0, 100, 101, 99, 100.5, 1000)],
|
||||||
|
dtype=dtype,
|
||||||
|
)
|
||||||
|
|
||||||
|
# field access
|
||||||
|
times = arr['time'] # returns view, not copy
|
||||||
|
closes = arr['close']
|
||||||
|
```
|
||||||
|
|
||||||
|
## Structured Array Performance Gotchas
|
||||||
|
|
||||||
|
### 1. Field access in loops is slow
|
||||||
|
|
||||||
|
```python
|
||||||
|
# BAD: repeated struct field access per iteration
|
||||||
|
for i, row in enumerate(arr):
|
||||||
|
x = row['index'] # struct access!
|
||||||
|
y = row['close']
|
||||||
|
process(x, y)
|
||||||
|
|
||||||
|
# GOOD: extract fields once, iterate plain arrays
|
||||||
|
indices = arr['index'] # extract once
|
||||||
|
closes = arr['close']
|
||||||
|
for i in range(len(arr)):
|
||||||
|
x = indices[i] # plain array indexing
|
||||||
|
y = closes[i]
|
||||||
|
process(x, y)
|
||||||
|
```
|
||||||
|
|
||||||
|
### 2. Dict comprehensions with struct arrays
|
||||||
|
|
||||||
|
```python
|
||||||
|
# SLOW: field access per row in Python loop
|
||||||
|
time_to_row = {
|
||||||
|
float(row['time']): {
|
||||||
|
'index': float(row['index']),
|
||||||
|
'close': float(row['close']),
|
||||||
|
}
|
||||||
|
for row in matched_rows # struct access!
|
||||||
|
}
|
||||||
|
|
||||||
|
# FAST: extract to plain arrays first
|
||||||
|
times = matched_rows['time'].astype(float)
|
||||||
|
indices = matched_rows['index'].astype(float)
|
||||||
|
closes = matched_rows['close'].astype(float)
|
||||||
|
|
||||||
|
time_to_row = {
|
||||||
|
t: {'index': idx, 'close': cls}
|
||||||
|
for t, idx, cls in zip(
|
||||||
|
times, indices, closes,
|
||||||
|
)
|
||||||
|
}
|
||||||
|
```
|
||||||
|
|
||||||
|
## Vectorized Boolean Operations
|
||||||
|
|
||||||
|
### Basic Filtering
|
||||||
|
|
||||||
|
```python
|
||||||
|
# single condition
|
||||||
|
recent = array[array['time'] > cutoff_time]
|
||||||
|
|
||||||
|
# multiple conditions with &, |
|
||||||
|
filtered = array[
|
||||||
|
(array['time'] > start_time)
|
||||||
|
&
|
||||||
|
(array['time'] < end_time)
|
||||||
|
&
|
||||||
|
(array['volume'] > min_volume)
|
||||||
|
]
|
||||||
|
|
||||||
|
# IMPORTANT: parentheses required around each!
|
||||||
|
# (operator precedence: & binds tighter than >)
|
||||||
|
```
|
||||||
|
|
||||||
|
### Fancy Indexing
|
||||||
|
|
||||||
|
```python
|
||||||
|
# boolean mask
|
||||||
|
mask = array['close'] > array['open'] # up bars
|
||||||
|
up_bars = array[mask]
|
||||||
|
|
||||||
|
# integer indices
|
||||||
|
indices = np.array([0, 5, 10, 15])
|
||||||
|
selected = array[indices]
|
||||||
|
|
||||||
|
# combine boolean + fancy indexing
|
||||||
|
mask = array['volume'] > threshold
|
||||||
|
high_vol_indices = np.where(mask)[0]
|
||||||
|
subset = array[high_vol_indices[::2]] # every other
|
||||||
|
```
|
||||||
|
|
||||||
|
## Common Financial Patterns
|
||||||
|
|
||||||
|
### Gap Detection
|
||||||
|
|
||||||
|
```python
|
||||||
|
# assume sorted by time
|
||||||
|
time_diffs = np.diff(array['time'])
|
||||||
|
expected_step = 60.0 # 1-minute bars
|
||||||
|
|
||||||
|
# find gaps larger than expected
|
||||||
|
gap_mask = time_diffs > (expected_step * 1.5)
|
||||||
|
gap_indices = np.where(gap_mask)[0]
|
||||||
|
|
||||||
|
# get gap start/end times
|
||||||
|
gap_starts = array['time'][gap_indices]
|
||||||
|
gap_ends = array['time'][gap_indices + 1]
|
||||||
|
```
|
||||||
|
|
||||||
|
### Rolling Window Operations
|
||||||
|
|
||||||
|
```python
|
||||||
|
# simple moving average (close)
|
||||||
|
window = 20
|
||||||
|
sma = np.convolve(
|
||||||
|
array['close'],
|
||||||
|
np.ones(window) / window,
|
||||||
|
mode='valid',
|
||||||
|
)
|
||||||
|
|
||||||
|
# stride tricks for efficiency
|
||||||
|
from numpy.lib.stride_tricks import (
|
||||||
|
sliding_window_view,
|
||||||
|
)
|
||||||
|
windows = sliding_window_view(
|
||||||
|
array['close'], window,
|
||||||
|
)
|
||||||
|
sma = windows.mean(axis=1)
|
||||||
|
```
|
||||||
|
|
||||||
|
### OHLC Resampling (NumPy)
|
||||||
|
|
||||||
|
```python
|
||||||
|
# resample 1m bars to 5m bars
|
||||||
|
def resample_ohlc(arr, old_step, new_step):
|
||||||
|
n_bars = len(arr)
|
||||||
|
factor = int(new_step / old_step)
|
||||||
|
|
||||||
|
# truncate to multiple of factor
|
||||||
|
n_complete = (n_bars // factor) * factor
|
||||||
|
arr = arr[:n_complete]
|
||||||
|
|
||||||
|
# reshape into chunks
|
||||||
|
reshaped = arr.reshape(-1, factor)
|
||||||
|
|
||||||
|
# aggregate OHLC
|
||||||
|
opens = reshaped[:, 0]['open']
|
||||||
|
highs = reshaped['high'].max(axis=1)
|
||||||
|
lows = reshaped['low'].min(axis=1)
|
||||||
|
closes = reshaped[:, -1]['close']
|
||||||
|
volumes = reshaped['volume'].sum(axis=1)
|
||||||
|
|
||||||
|
return np.rec.fromarrays(
|
||||||
|
[opens, highs, lows, closes, volumes],
|
||||||
|
names=[
|
||||||
|
'open', 'high', 'low',
|
||||||
|
'close', 'volume',
|
||||||
|
],
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
## Memory Considerations
|
||||||
|
|
||||||
|
### Views vs Copies
|
||||||
|
|
||||||
|
```python
|
||||||
|
# VIEW: shares memory (fast, no copy)
|
||||||
|
times = array['time'] # field access
|
||||||
|
subset = array[10:20] # slicing
|
||||||
|
reshaped = array.reshape(-1, 2)
|
||||||
|
|
||||||
|
# COPY: new memory allocation
|
||||||
|
filtered = array[array['time'] > cutoff]
|
||||||
|
sorted_arr = np.sort(array)
|
||||||
|
casted = array.astype(np.float32)
|
||||||
|
|
||||||
|
# force copy when needed
|
||||||
|
explicit_copy = array.copy()
|
||||||
|
```
|
||||||
|
|
||||||
|
### In-Place Operations
|
||||||
|
|
||||||
|
```python
|
||||||
|
# modify in-place (no new allocation)
|
||||||
|
array['close'] *= 1.01 # scale prices
|
||||||
|
array['volume'][mask] = 0 # zero out rows
|
||||||
|
|
||||||
|
# careful: compound ops may create temporaries
|
||||||
|
array['close'] = array['close'] * 1.01 # temp!
|
||||||
|
array['close'] *= 1.01 # true in-place
|
||||||
|
```
|
||||||
|
|
@ -0,0 +1,78 @@
|
||||||
|
# Polars Integration Patterns
|
||||||
|
|
||||||
|
Polars usage patterns for piker's timeseries
|
||||||
|
processing, including NumPy interop.
|
||||||
|
|
||||||
|
## NumPy <-> Polars Conversion
|
||||||
|
|
||||||
|
```python
|
||||||
|
import polars as pl
|
||||||
|
|
||||||
|
# numpy to polars
|
||||||
|
df = pl.from_numpy(
|
||||||
|
arr,
|
||||||
|
schema=[
|
||||||
|
'index', 'time', 'open', 'high',
|
||||||
|
'low', 'close', 'volume',
|
||||||
|
],
|
||||||
|
)
|
||||||
|
|
||||||
|
# polars to numpy (via arrow)
|
||||||
|
arr = df.to_numpy()
|
||||||
|
|
||||||
|
# piker convenience
|
||||||
|
from piker.tsp import np2pl, pl2np
|
||||||
|
df = np2pl(arr)
|
||||||
|
arr = pl2np(df)
|
||||||
|
```
|
||||||
|
|
||||||
|
## Polars Performance Patterns
|
||||||
|
|
||||||
|
### Lazy Evaluation
|
||||||
|
|
||||||
|
```python
|
||||||
|
# build query lazily
|
||||||
|
lazy_df = (
|
||||||
|
df.lazy()
|
||||||
|
.filter(pl.col('volume') > 1000)
|
||||||
|
.with_columns([
|
||||||
|
(
|
||||||
|
pl.col('close') - pl.col('open')
|
||||||
|
).alias('change')
|
||||||
|
])
|
||||||
|
.sort('time')
|
||||||
|
)
|
||||||
|
|
||||||
|
# execute once
|
||||||
|
result = lazy_df.collect()
|
||||||
|
```
|
||||||
|
|
||||||
|
### Groupby Aggregations
|
||||||
|
|
||||||
|
```python
|
||||||
|
# resample to 5-minute bars
|
||||||
|
resampled = df.groupby_dynamic(
|
||||||
|
index_column='time',
|
||||||
|
every='5m',
|
||||||
|
).agg([
|
||||||
|
pl.col('open').first(),
|
||||||
|
pl.col('high').max(),
|
||||||
|
pl.col('low').min(),
|
||||||
|
pl.col('close').last(),
|
||||||
|
pl.col('volume').sum(),
|
||||||
|
])
|
||||||
|
```
|
||||||
|
|
||||||
|
## When to Use Polars vs NumPy
|
||||||
|
|
||||||
|
### Use Polars when:
|
||||||
|
- Complex queries with multiple filters/joins
|
||||||
|
- Need SQL-like operations (groupby, window fns)
|
||||||
|
- Working with heterogeneous column types
|
||||||
|
- Want lazy evaluation optimization
|
||||||
|
|
||||||
|
### Use NumPy when:
|
||||||
|
- Simple array operations (indexing, slicing)
|
||||||
|
- Direct memory access needed (e.g., SHM arrays)
|
||||||
|
- Compatibility with Qt/pyqtgraph (expects NumPy)
|
||||||
|
- Maximum performance for numerical computation
|
||||||
|
|
@ -98,8 +98,33 @@ ENV/
|
||||||
/site
|
/site
|
||||||
|
|
||||||
# extra scripts dir
|
# extra scripts dir
|
||||||
/snippets
|
# /snippets
|
||||||
|
|
||||||
# mypy
|
# mypy
|
||||||
.mypy_cache/
|
.mypy_cache/
|
||||||
.vscode/settings.json
|
.vscode/settings.json
|
||||||
|
|
||||||
|
# all files under
|
||||||
|
.git/
|
||||||
|
|
||||||
|
# any commit-msg gen tmp files
|
||||||
|
.claude/*_commit_*.md
|
||||||
|
.claude/*_commit*.toml
|
||||||
|
|
||||||
|
# nix develop --profile .nixdev
|
||||||
|
.nixdev*
|
||||||
|
|
||||||
|
# :Obsession .
|
||||||
|
Session.vim
|
||||||
|
|
||||||
|
# gitea local `.md`-files
|
||||||
|
# TODO? would this be handy to also commit and sync with
|
||||||
|
# wtv git hosting service tho?
|
||||||
|
gitea/
|
||||||
|
|
||||||
|
# ------ macOS ------
|
||||||
|
# Finder metadata
|
||||||
|
**/.DS_Store
|
||||||
|
|
||||||
|
# LLM conversations that should remain private
|
||||||
|
docs/conversations/
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,50 @@
|
||||||
|
# AI Tooling Integrations
|
||||||
|
|
||||||
|
Documentation and usage guides for AI-assisted
|
||||||
|
development tools integrated with this repo.
|
||||||
|
|
||||||
|
Each subdirectory corresponds to a specific AI tool
|
||||||
|
or frontend and contains usage docs for the
|
||||||
|
custom skills/prompts/workflows configured for it.
|
||||||
|
|
||||||
|
Originally introduced in
|
||||||
|
[PR #69](https://www.pikers.dev/pikers/piker/pulls/69);
|
||||||
|
track new integration ideas and proposals in
|
||||||
|
[issue #79](https://www.pikers.dev/pikers/piker/issues/79).
|
||||||
|
|
||||||
|
## Integrations
|
||||||
|
|
||||||
|
| Tool | Directory | Status |
|
||||||
|
|------|-----------|--------|
|
||||||
|
| [Claude Code](https://github.com/anthropics/claude-code) | [`claude-code/`](claude-code/) | active |
|
||||||
|
|
||||||
|
## Adding a New Integration
|
||||||
|
|
||||||
|
Create a subdirectory named after the tool (use
|
||||||
|
lowercase + hyphens), then add:
|
||||||
|
|
||||||
|
1. A `README.md` covering setup, available
|
||||||
|
skills/commands, and usage examples
|
||||||
|
2. Any tool-specific config or prompt files
|
||||||
|
|
||||||
|
```
|
||||||
|
ai/
|
||||||
|
├── README.md # <- you are here
|
||||||
|
├── claude-code/
|
||||||
|
│ └── README.md
|
||||||
|
├── opencode/ # future
|
||||||
|
│ └── README.md
|
||||||
|
└── <your-tool>/
|
||||||
|
└── README.md
|
||||||
|
```
|
||||||
|
|
||||||
|
## Conventions
|
||||||
|
|
||||||
|
- Skill/command names use **hyphen-case**
|
||||||
|
(`commit-msg`, not `commit_msg`)
|
||||||
|
- Each integration doc should describe **what**
|
||||||
|
the skill does, **how** to invoke it, and any
|
||||||
|
**output** artifacts it produces
|
||||||
|
- Keep docs concise; link to the actual skill
|
||||||
|
source files (under `.claude/skills/`, etc.)
|
||||||
|
rather than duplicating content
|
||||||
|
|
@ -0,0 +1,183 @@
|
||||||
|
# Claude Code Integration
|
||||||
|
|
||||||
|
[Claude Code](https://github.com/anthropics/claude-code)
|
||||||
|
skills and workflows for piker development.
|
||||||
|
|
||||||
|
## Skills
|
||||||
|
|
||||||
|
| Skill | Invocable | Description |
|
||||||
|
|-------|-----------|-------------|
|
||||||
|
| [`commit-msg`](#commit-msg) | `/commit-msg` | Generate piker-style commit messages |
|
||||||
|
| `piker-profiling` | auto | `Profiler` API patterns for perf work |
|
||||||
|
| `piker-slang` | auto | Communication style + slang guide |
|
||||||
|
| `pyqtgraph-optimization` | auto | Batch rendering patterns |
|
||||||
|
| `timeseries-optimization` | auto | NumPy/Polars perf patterns |
|
||||||
|
|
||||||
|
Skills marked **auto** are background knowledge
|
||||||
|
applied automatically when Claude detects relevance.
|
||||||
|
Only `commit-msg` is user-invoked via slash command.
|
||||||
|
|
||||||
|
Skill source files live under
|
||||||
|
`.claude/skills/<skill-name>/SKILL.md`.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## `/commit-msg`
|
||||||
|
|
||||||
|
Generate piker-style git commit messages trained on
|
||||||
|
500+ commits from the repo history.
|
||||||
|
|
||||||
|
### Quick Start
|
||||||
|
|
||||||
|
```
|
||||||
|
# basic - analyzes staged diff automatically
|
||||||
|
/commit-msg
|
||||||
|
|
||||||
|
# with scope hint
|
||||||
|
/commit-msg .ib.feed: fix bar trimming
|
||||||
|
|
||||||
|
# with description context
|
||||||
|
/commit-msg refactor position tracking
|
||||||
|
```
|
||||||
|
|
||||||
|
### What It Does
|
||||||
|
|
||||||
|
1. **Reads staged changes** via dynamic context
|
||||||
|
injection (`git diff --staged --stat`)
|
||||||
|
2. **Reads recent commits** for style reference
|
||||||
|
(`git log --oneline -10`)
|
||||||
|
3. **Generates** a commit message following
|
||||||
|
piker conventions (verb choice, backtick refs,
|
||||||
|
colon prefixes, section markers, etc.)
|
||||||
|
4. **Writes** the message to two files:
|
||||||
|
- `.claude/<timestamp>_<hash>_commit_msg.md`
|
||||||
|
- `.claude/git_commit_msg_LATEST.md`
|
||||||
|
(overwritten each time)
|
||||||
|
|
||||||
|
### Arguments
|
||||||
|
|
||||||
|
The optional argument after `/commit-msg` is
|
||||||
|
passed as `$ARGUMENTS` and used as scope or
|
||||||
|
description context. Examples:
|
||||||
|
|
||||||
|
| Invocation | Effect |
|
||||||
|
|------------|--------|
|
||||||
|
| `/commit-msg` | Infer scope from diff |
|
||||||
|
| `/commit-msg .ib.feed` | Use `.ib.feed:` prefix |
|
||||||
|
| `/commit-msg fix the null seg crash` | Use as description hint |
|
||||||
|
|
||||||
|
### Output Format
|
||||||
|
|
||||||
|
**Subject line:**
|
||||||
|
- ~50 chars target, 67 max
|
||||||
|
- Present tense verb (Add, Drop, Fix, Factor..)
|
||||||
|
- Backtick-wrapped code refs
|
||||||
|
- Optional module prefix (`.ib.feed: ...`)
|
||||||
|
|
||||||
|
**Body** (when needed):
|
||||||
|
- 67 char line max
|
||||||
|
- Section markers: `Also,`, `Deats,`, `Further,`
|
||||||
|
- `-` bullet lists for multiple changes
|
||||||
|
- Piker abbreviations (`msg`, `mod`, `impl`,
|
||||||
|
`deps`, `bc`, `obvi`, `prolly`..)
|
||||||
|
|
||||||
|
**Footer** (always):
|
||||||
|
```
|
||||||
|
(this patch was generated in some part by
|
||||||
|
[`claude-code`][claude-code-gh])
|
||||||
|
[claude-code-gh]: https://github.com/anthropics/claude-code
|
||||||
|
```
|
||||||
|
|
||||||
|
### Output Files
|
||||||
|
|
||||||
|
After generation, the commit message is written to:
|
||||||
|
|
||||||
|
```
|
||||||
|
.claude/
|
||||||
|
├── <timestamp>_<hash>_commit_msg.md # archived
|
||||||
|
└── git_commit_msg_LATEST.md # latest
|
||||||
|
```
|
||||||
|
|
||||||
|
Where `<timestamp>` is ISO-8601 with seconds and
|
||||||
|
`<hash>` is the first 7 chars of the current
|
||||||
|
`HEAD` commit.
|
||||||
|
|
||||||
|
Use the latest file to feed into `git commit`:
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git commit -F .claude/git_commit_msg_LATEST.md
|
||||||
|
```
|
||||||
|
|
||||||
|
Or review/edit before committing:
|
||||||
|
|
||||||
|
```bash
|
||||||
|
cat .claude/git_commit_msg_LATEST.md
|
||||||
|
# edit if needed, then:
|
||||||
|
git commit -F .claude/git_commit_msg_LATEST.md
|
||||||
|
```
|
||||||
|
|
||||||
|
### Examples
|
||||||
|
|
||||||
|
**Simple one-liner output:**
|
||||||
|
```
|
||||||
|
Add `MktPair.fqme` property for symbol resolution
|
||||||
|
```
|
||||||
|
|
||||||
|
**Multi-file change output:**
|
||||||
|
```
|
||||||
|
Factor `.claude/skills/` into proper subdirs
|
||||||
|
|
||||||
|
Deats,
|
||||||
|
- `commit_msg/` -> `commit-msg/` w/ enhanced
|
||||||
|
frontmatter
|
||||||
|
- all background skills set `user-invocable: false`
|
||||||
|
- content split into supporting files
|
||||||
|
|
||||||
|
(this patch was generated in some part by
|
||||||
|
[`claude-code`][claude-code-gh])
|
||||||
|
[claude-code-gh]: https://github.com/anthropics/claude-code
|
||||||
|
```
|
||||||
|
|
||||||
|
### Frontmatter Reference
|
||||||
|
|
||||||
|
The skill's `SKILL.md` uses these Claude Code
|
||||||
|
frontmatter fields:
|
||||||
|
|
||||||
|
```yaml
|
||||||
|
---
|
||||||
|
name: commit-msg
|
||||||
|
description: >
|
||||||
|
Generate piker-style git commit messages...
|
||||||
|
argument-hint: "[optional-scope-or-description]"
|
||||||
|
disable-model-invocation: true
|
||||||
|
allowed-tools:
|
||||||
|
- Bash(git *)
|
||||||
|
- Read
|
||||||
|
- Grep
|
||||||
|
- Glob
|
||||||
|
- Write
|
||||||
|
---
|
||||||
|
```
|
||||||
|
|
||||||
|
| Field | Purpose |
|
||||||
|
|-------|---------|
|
||||||
|
| `argument-hint` | Shows hint in autocomplete |
|
||||||
|
| `disable-model-invocation` | Only user can trigger via `/commit-msg` |
|
||||||
|
| `allowed-tools` | Tools the skill can use |
|
||||||
|
|
||||||
|
### Dynamic Context
|
||||||
|
|
||||||
|
The skill injects live data at invocation time
|
||||||
|
via `!`backtick`` syntax in the `SKILL.md`:
|
||||||
|
|
||||||
|
```markdown
|
||||||
|
## Current staged changes
|
||||||
|
!`git diff --staged --stat`
|
||||||
|
|
||||||
|
## Recent commit style reference
|
||||||
|
!`git log --oneline -10`
|
||||||
|
```
|
||||||
|
|
||||||
|
This means the staged diff stats and recent log
|
||||||
|
are always fresh when the skill runs -- no stale
|
||||||
|
context.
|
||||||
|
|
@ -203,9 +203,13 @@ async def stream_messages(
|
||||||
yield 'trade', piker_quote
|
yield 'trade', piker_quote
|
||||||
|
|
||||||
|
|
||||||
def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
|
def make_sub(
|
||||||
|
pairs: list[str],
|
||||||
|
sub_name: str,
|
||||||
|
uid: int,
|
||||||
|
) -> dict[str, str]:
|
||||||
'''
|
'''
|
||||||
Create a request subscription packet dict.
|
Create a request subscription packet `dict`.
|
||||||
|
|
||||||
- spot:
|
- spot:
|
||||||
https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
|
https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
|
||||||
|
|
@ -332,7 +336,8 @@ async def get_mkt_info(
|
||||||
# TODO: handle coinm futes which have a margin asset that
|
# TODO: handle coinm futes which have a margin asset that
|
||||||
# is some crypto token!
|
# is some crypto token!
|
||||||
# https://binance-docs.github.io/apidocs/delivery/en/#exchange-information
|
# https://binance-docs.github.io/apidocs/delivery/en/#exchange-information
|
||||||
or 'btc' in venue_lower
|
or
|
||||||
|
'btc' in venue_lower
|
||||||
):
|
):
|
||||||
return None
|
return None
|
||||||
|
|
||||||
|
|
@ -343,12 +348,14 @@ async def get_mkt_info(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
venue
|
venue
|
||||||
and 'spot' not in venue_lower
|
and
|
||||||
|
'spot' not in venue_lower
|
||||||
|
|
||||||
# XXX: catch all in case user doesn't know which
|
# XXX: catch all in case user doesn't know which
|
||||||
# venue they want (usdtm vs. coinm) and we can choose
|
# venue they want (usdtm vs. coinm) and we can choose
|
||||||
# a default (via config?) once we support coin-m APIs.
|
# a default (via config?) once we support coin-m APIs.
|
||||||
or 'perp' in venue_lower
|
or
|
||||||
|
'perp' in venue_lower
|
||||||
):
|
):
|
||||||
if not mkt_mode:
|
if not mkt_mode:
|
||||||
mkt_mode: str = f'{venue_lower}_futes'
|
mkt_mode: str = f'{venue_lower}_futes'
|
||||||
|
|
|
||||||
|
|
@ -2,7 +2,7 @@
|
||||||
--------------
|
--------------
|
||||||
more or less the "everything broker" for traditional and international
|
more or less the "everything broker" for traditional and international
|
||||||
markets. they are the "go to" provider for automatic retail trading
|
markets. they are the "go to" provider for automatic retail trading
|
||||||
and we interface to their APIs using the `ib_insync` project.
|
and we interface to their APIs using the `ib_async` project.
|
||||||
|
|
||||||
status
|
status
|
||||||
******
|
******
|
||||||
|
|
|
||||||
|
|
@ -22,7 +22,7 @@ Sub-modules within break into the core functionalities:
|
||||||
- ``broker.py`` part for orders / trading endpoints
|
- ``broker.py`` part for orders / trading endpoints
|
||||||
- ``feed.py`` for real-time data feed endpoints
|
- ``feed.py`` for real-time data feed endpoints
|
||||||
- ``api.py`` for the core API machinery which is ``trio``-ized
|
- ``api.py`` for the core API machinery which is ``trio``-ized
|
||||||
wrapping around ``ib_insync``.
|
wrapping around `ib_async`.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
|
||||||
|
|
@ -111,7 +111,7 @@ def load_flex_trades(
|
||||||
|
|
||||||
) -> dict[str, Any]:
|
) -> dict[str, Any]:
|
||||||
|
|
||||||
from ib_insync import flexreport, util
|
from ib_async import flexreport, util
|
||||||
|
|
||||||
conf = get_config()
|
conf = get_config()
|
||||||
|
|
||||||
|
|
@ -154,8 +154,7 @@ def load_flex_trades(
|
||||||
trade_entries,
|
trade_entries,
|
||||||
)
|
)
|
||||||
|
|
||||||
ledger_dict: dict | None = None
|
ledger_dict: dict|None
|
||||||
|
|
||||||
for acctid in trades_by_account:
|
for acctid in trades_by_account:
|
||||||
trades_by_id = trades_by_account[acctid]
|
trades_by_id = trades_by_account[acctid]
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -20,6 +20,7 @@ runnable script-programs.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
import asyncio
|
||||||
from datetime import ( # noqa
|
from datetime import ( # noqa
|
||||||
datetime,
|
datetime,
|
||||||
date,
|
date,
|
||||||
|
|
@ -140,7 +141,8 @@ async def data_reset_hack(
|
||||||
except (
|
except (
|
||||||
OSError, # no VNC server avail..
|
OSError, # no VNC server avail..
|
||||||
PermissionError, # asyncvnc pw fail..
|
PermissionError, # asyncvnc pw fail..
|
||||||
):
|
) as _vnc_err:
|
||||||
|
vnc_err = _vnc_err
|
||||||
try:
|
try:
|
||||||
import i3ipc # noqa (since a deps dynamic check)
|
import i3ipc # noqa (since a deps dynamic check)
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
|
|
@ -166,14 +168,22 @@ async def data_reset_hack(
|
||||||
|
|
||||||
# localhost but no vnc-client or it borked..
|
# localhost but no vnc-client or it borked..
|
||||||
else:
|
else:
|
||||||
try_xdo_manual(client)
|
log.error(
|
||||||
|
'VNC CLICK HACK FAILE with,\n'
|
||||||
|
f'{vnc_err!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
# breakpoint()
|
||||||
|
# try_xdo_manual(client)
|
||||||
|
|
||||||
case 'i3ipc_xdotool':
|
case 'i3ipc_xdotool':
|
||||||
try_xdo_manual(client)
|
try_xdo_manual(client)
|
||||||
# i3ipc_xdotool_manual_click_hack()
|
# i3ipc_xdotool_manual_click_hack()
|
||||||
|
|
||||||
case _ as tech:
|
case _ as tech:
|
||||||
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
raise RuntimeError(
|
||||||
|
f'{tech!r} is not supported for reset tech!?'
|
||||||
|
)
|
||||||
|
|
||||||
# we don't really need the ``xdotool`` approach any more B)
|
# we don't really need the ``xdotool`` approach any more B)
|
||||||
return True
|
return True
|
||||||
|
|
@ -265,14 +275,39 @@ async def vnc_click_hack(
|
||||||
# 640x1800
|
# 640x1800
|
||||||
await client.move(
|
await client.move(
|
||||||
Point(
|
Point(
|
||||||
500,
|
500, # x from left
|
||||||
500,
|
400, # y from top
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
# in case a prior dialog win is open/active.
|
||||||
|
await client.press('ISO_Enter')
|
||||||
|
|
||||||
# ensure the ib-gw window is active
|
# ensure the ib-gw window is active
|
||||||
await client.click(MOUSE_BUTTON_LEFT)
|
await client.click(MOUSE_BUTTON_LEFT)
|
||||||
|
|
||||||
# send the hotkeys combo B)
|
# send the hotkeys combo B)
|
||||||
await client.press('Ctrl', 'Alt', key) # keys are stacked
|
await client.press(
|
||||||
|
'Ctrl',
|
||||||
|
'Alt',
|
||||||
|
key,
|
||||||
|
) # NOTE, keys are stacked
|
||||||
|
|
||||||
|
# XXX, sometimes a dialog asking if you want to "simulate
|
||||||
|
# a reset" will show, in which case we want to select
|
||||||
|
# "Yes" (by tabbing) and then hit enter.
|
||||||
|
iters: int = 1
|
||||||
|
delay: float = 0.3
|
||||||
|
await asyncio.sleep(delay)
|
||||||
|
|
||||||
|
for i in range(iters):
|
||||||
|
log.info(f'Sending TAB {i}')
|
||||||
|
await client.press('Tab')
|
||||||
|
await asyncio.sleep(delay)
|
||||||
|
|
||||||
|
for i in range(iters):
|
||||||
|
log.info(f'Sending ENTER {i}')
|
||||||
|
await client.press('KP_Enter')
|
||||||
|
await asyncio.sleep(delay)
|
||||||
|
|
||||||
|
|
||||||
def i3ipc_fin_wins_titled(
|
def i3ipc_fin_wins_titled(
|
||||||
|
|
|
||||||
|
|
@ -15,7 +15,8 @@
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
Core API client machinery; mostly sane/useful wrapping around `ib_insync`..
|
Core API client machinery; mostly sane/useful wrapping around
|
||||||
|
`ib_async`..
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
@ -57,7 +58,7 @@ from pendulum import (
|
||||||
Interval,
|
Interval,
|
||||||
)
|
)
|
||||||
from eventkit import Event
|
from eventkit import Event
|
||||||
from ib_insync import (
|
from ib_async import (
|
||||||
client as ib_client,
|
client as ib_client,
|
||||||
IB,
|
IB,
|
||||||
Contract,
|
Contract,
|
||||||
|
|
@ -143,7 +144,7 @@ _bar_sizes = {
|
||||||
_show_wap_in_history: bool = False
|
_show_wap_in_history: bool = False
|
||||||
|
|
||||||
# overrides to sidestep pretty questionable design decisions in
|
# overrides to sidestep pretty questionable design decisions in
|
||||||
# ``ib_insync``:
|
# ``ib_async``:
|
||||||
class NonShittyWrapper(Wrapper):
|
class NonShittyWrapper(Wrapper):
|
||||||
def tcpDataArrived(self):
|
def tcpDataArrived(self):
|
||||||
"""Override time stamps to be floats for now.
|
"""Override time stamps to be floats for now.
|
||||||
|
|
@ -183,7 +184,7 @@ class NonShittyIB(IB):
|
||||||
'''
|
'''
|
||||||
def __init__(self):
|
def __init__(self):
|
||||||
|
|
||||||
# override `ib_insync` internal loggers so we can see wtf
|
# override `ib_async` internal loggers so we can see wtf
|
||||||
# it's doing..
|
# it's doing..
|
||||||
self._logger = get_logger(
|
self._logger = get_logger(
|
||||||
name=__name__,
|
name=__name__,
|
||||||
|
|
@ -194,7 +195,7 @@ class NonShittyIB(IB):
|
||||||
self.wrapper = NonShittyWrapper(self)
|
self.wrapper = NonShittyWrapper(self)
|
||||||
self.client = ib_client.Client(self.wrapper)
|
self.client = ib_client.Client(self.wrapper)
|
||||||
self.client._logger = get_logger(
|
self.client._logger = get_logger(
|
||||||
name='ib_insync.client',
|
name='ib_async.client',
|
||||||
)
|
)
|
||||||
|
|
||||||
# self.errorEvent += self._onError
|
# self.errorEvent += self._onError
|
||||||
|
|
@ -560,7 +561,7 @@ class Client:
|
||||||
# f'Recursing for more bars:\n'
|
# f'Recursing for more bars:\n'
|
||||||
)
|
)
|
||||||
# XXX, debug!
|
# XXX, debug!
|
||||||
breakpoint()
|
# breakpoint()
|
||||||
# XXX ? TODO? recursively try to re-request?
|
# XXX ? TODO? recursively try to re-request?
|
||||||
# => i think *NO* right?
|
# => i think *NO* right?
|
||||||
#
|
#
|
||||||
|
|
@ -767,25 +768,48 @@ class Client:
|
||||||
expiry: str = '',
|
expiry: str = '',
|
||||||
front: bool = False,
|
front: bool = False,
|
||||||
|
|
||||||
) -> Contract:
|
) -> Contract|list[Contract]:
|
||||||
'''
|
'''
|
||||||
Get an unqualifed contract for the current "continous"
|
Get an unqualifed contract for the current "continous"
|
||||||
future.
|
future.
|
||||||
|
|
||||||
|
When input params result in a so called "ambiguous contract"
|
||||||
|
situation, we return the list of all matches provided by,
|
||||||
|
|
||||||
|
`IB.qualifyContractsAsync(..., returnAll=True)`
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# it's the "front" contract returned here
|
# it's the "front" contract returned here
|
||||||
if front:
|
if front:
|
||||||
con = (await self.ib.qualifyContractsAsync(
|
cons = (
|
||||||
ContFuture(symbol, exchange=exchange)
|
await self.ib.qualifyContractsAsync(
|
||||||
))[0]
|
ContFuture(symbol, exchange=exchange),
|
||||||
else:
|
returnAll=True,
|
||||||
con = (await self.ib.qualifyContractsAsync(
|
|
||||||
Future(
|
|
||||||
symbol,
|
|
||||||
exchange=exchange,
|
|
||||||
lastTradeDateOrContractMonth=expiry,
|
|
||||||
)
|
)
|
||||||
))[0]
|
)
|
||||||
|
else:
|
||||||
|
cons = (
|
||||||
|
await self.ib.qualifyContractsAsync(
|
||||||
|
Future(
|
||||||
|
symbol,
|
||||||
|
exchange=exchange,
|
||||||
|
lastTradeDateOrContractMonth=expiry,
|
||||||
|
),
|
||||||
|
returnAll=True,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
con = cons[0]
|
||||||
|
if isinstance(con, list):
|
||||||
|
log.warning(
|
||||||
|
f'{len(con)!r} futes cons matched for input params,\n'
|
||||||
|
f'symbol={symbol!r}\n'
|
||||||
|
f'exchange={exchange!r}\n'
|
||||||
|
f'expiry={expiry!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'cons:\n'
|
||||||
|
f'{con!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
return con
|
return con
|
||||||
|
|
||||||
|
|
@ -878,7 +902,7 @@ class Client:
|
||||||
currency='USD',
|
currency='USD',
|
||||||
exchange='PAXOS',
|
exchange='PAXOS',
|
||||||
)
|
)
|
||||||
# XXX, on `ib_insync` when first tried this,
|
# XXX, on `ib_async` when first tried this,
|
||||||
# > Error 10299, reqId 141: Expected what to show is
|
# > Error 10299, reqId 141: Expected what to show is
|
||||||
# > AGGTRADES, please use that instead of TRADES.,
|
# > AGGTRADES, please use that instead of TRADES.,
|
||||||
# > contract: Crypto(conId=479624278, symbol='BTC',
|
# > contract: Crypto(conId=479624278, symbol='BTC',
|
||||||
|
|
@ -910,11 +934,17 @@ class Client:
|
||||||
)
|
)
|
||||||
exch = 'SMART' if not exch else exch
|
exch = 'SMART' if not exch else exch
|
||||||
|
|
||||||
contracts: list[Contract] = [con]
|
if isinstance(con, list):
|
||||||
|
contracts: list[Contract] = con
|
||||||
|
else:
|
||||||
|
contracts: list[Contract] = [con]
|
||||||
|
|
||||||
if qualify:
|
if qualify:
|
||||||
try:
|
try:
|
||||||
contracts: list[Contract] = (
|
contracts: list[Contract] = (
|
||||||
await self.ib.qualifyContractsAsync(con)
|
await self.ib.qualifyContractsAsync(
|
||||||
|
*contracts
|
||||||
|
)
|
||||||
)
|
)
|
||||||
except RequestError as err:
|
except RequestError as err:
|
||||||
msg = err.message
|
msg = err.message
|
||||||
|
|
@ -992,7 +1022,6 @@ class Client:
|
||||||
async def get_sym_details(
|
async def get_sym_details(
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
Contract,
|
Contract,
|
||||||
ContractDetails,
|
ContractDetails,
|
||||||
|
|
@ -1092,7 +1121,7 @@ class Client:
|
||||||
size: int,
|
size: int,
|
||||||
account: str, # if blank the "default" tws account is used
|
account: str, # if blank the "default" tws account is used
|
||||||
|
|
||||||
# XXX: by default 0 tells ``ib_insync`` methods that there is no
|
# XXX: by default 0 tells ``ib_async`` methods that there is no
|
||||||
# existing order so ask the client to create a new one (which it
|
# existing order so ask the client to create a new one (which it
|
||||||
# seems to do by allocating an int counter - collision prone..)
|
# seems to do by allocating an int counter - collision prone..)
|
||||||
reqid: int = None,
|
reqid: int = None,
|
||||||
|
|
@ -1281,7 +1310,7 @@ async def load_aio_clients(
|
||||||
port: int = None,
|
port: int = None,
|
||||||
client_id: int = 6116,
|
client_id: int = 6116,
|
||||||
|
|
||||||
# the API TCP in `ib_insync` connection can be flaky af so instead
|
# the API TCP in `ib_async` connection can be flaky af so instead
|
||||||
# retry a few times to get the client going..
|
# retry a few times to get the client going..
|
||||||
connect_retries: int = 3,
|
connect_retries: int = 3,
|
||||||
connect_timeout: float = 30, # in case a remote-host
|
connect_timeout: float = 30, # in case a remote-host
|
||||||
|
|
@ -1289,7 +1318,7 @@ async def load_aio_clients(
|
||||||
|
|
||||||
) -> dict[str, Client]:
|
) -> dict[str, Client]:
|
||||||
'''
|
'''
|
||||||
Return an ``ib_insync.IB`` instance wrapped in our client API.
|
Return an ``ib_async.IB`` instance wrapped in our client API.
|
||||||
|
|
||||||
Client instances are cached for later use.
|
Client instances are cached for later use.
|
||||||
|
|
||||||
|
|
@ -1631,6 +1660,7 @@ async def open_aio_client_method_relay(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
|
# with tractor.devx.maybe_open_crash_handler() as _bxerr:
|
||||||
# sync with `open_client_proxy()` caller
|
# sync with `open_client_proxy()` caller
|
||||||
chan.started_nowait(client)
|
chan.started_nowait(client)
|
||||||
|
|
||||||
|
|
@ -1640,7 +1670,11 @@ async def open_aio_client_method_relay(
|
||||||
# relay all method requests to ``asyncio``-side client and deliver
|
# relay all method requests to ``asyncio``-side client and deliver
|
||||||
# back results
|
# back results
|
||||||
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
|
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
|
||||||
msg: tuple[str, dict]|dict|None = await chan.get()
|
msg: (
|
||||||
|
None
|
||||||
|
|tuple[str, dict]
|
||||||
|
|dict
|
||||||
|
) = await chan.get()
|
||||||
match msg:
|
match msg:
|
||||||
case None: # termination sentinel
|
case None: # termination sentinel
|
||||||
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
||||||
|
|
@ -1742,7 +1776,7 @@ async def get_client(
|
||||||
|
|
||||||
) -> Client:
|
) -> Client:
|
||||||
'''
|
'''
|
||||||
Init the ``ib_insync`` client in another actor and return
|
Init the ``ib_async`` client in another actor and return
|
||||||
a method proxy to it.
|
a method proxy to it.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
|
||||||
|
|
@ -35,14 +35,14 @@ from trio_typing import TaskStatus
|
||||||
import tractor
|
import tractor
|
||||||
from tractor.to_asyncio import LinkedTaskChannel
|
from tractor.to_asyncio import LinkedTaskChannel
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
from ib_insync.contract import (
|
from ib_async.contract import (
|
||||||
Contract,
|
Contract,
|
||||||
)
|
)
|
||||||
from ib_insync.order import (
|
from ib_async.order import (
|
||||||
Trade,
|
Trade,
|
||||||
OrderStatus,
|
OrderStatus,
|
||||||
)
|
)
|
||||||
from ib_insync.objects import (
|
from ib_async.objects import (
|
||||||
Fill,
|
Fill,
|
||||||
Execution,
|
Execution,
|
||||||
CommissionReport,
|
CommissionReport,
|
||||||
|
|
@ -181,7 +181,7 @@ async def handle_order_requests(
|
||||||
# validate
|
# validate
|
||||||
order = BrokerdOrder(**request_msg)
|
order = BrokerdOrder(**request_msg)
|
||||||
|
|
||||||
# XXX: by default 0 tells ``ib_insync`` methods that
|
# XXX: by default 0 tells ``ib_async`` methods that
|
||||||
# there is no existing order so ask the client to create
|
# there is no existing order so ask the client to create
|
||||||
# a new one (which it seems to do by allocating an int
|
# a new one (which it seems to do by allocating an int
|
||||||
# counter - collision prone..)
|
# counter - collision prone..)
|
||||||
|
|
@ -237,7 +237,7 @@ async def recv_trade_updates(
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Receive and relay order control and positioning related events
|
Receive and relay order control and positioning related events
|
||||||
from `ib_insync`, pack as tuples and push over mem-chan to our
|
from `ib_async`, pack as tuples and push over mem-chan to our
|
||||||
trio relay task for processing and relay to EMS.
|
trio relay task for processing and relay to EMS.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
@ -303,7 +303,7 @@ async def recv_trade_updates(
|
||||||
# much more then a few more pnl fields..
|
# much more then a few more pnl fields..
|
||||||
# 'updatePortfolioEvent',
|
# 'updatePortfolioEvent',
|
||||||
|
|
||||||
# XXX: these all seem to be weird ib_insync internal
|
# XXX: these all seem to be weird ib_async internal
|
||||||
# events that we probably don't care that much about
|
# events that we probably don't care that much about
|
||||||
# given the internal design is wonky af..
|
# given the internal design is wonky af..
|
||||||
# 'newOrderEvent',
|
# 'newOrderEvent',
|
||||||
|
|
@ -499,7 +499,7 @@ async def open_trade_event_stream(
|
||||||
] = trio.TASK_STATUS_IGNORED,
|
] = trio.TASK_STATUS_IGNORED,
|
||||||
):
|
):
|
||||||
'''
|
'''
|
||||||
Proxy wrapper for starting trade event stream from ib_insync
|
Proxy wrapper for starting trade event stream from ib_async
|
||||||
which spawns an asyncio task that registers an internal closure
|
which spawns an asyncio task that registers an internal closure
|
||||||
(`push_tradies()`) which in turn relays trading events through
|
(`push_tradies()`) which in turn relays trading events through
|
||||||
a `tractor.to_asyncio.LinkedTaskChannel` which the parent
|
a `tractor.to_asyncio.LinkedTaskChannel` which the parent
|
||||||
|
|
@ -991,6 +991,9 @@ _statuses: dict[str, str] = {
|
||||||
# TODO: see a current ``ib_insync`` issue around this:
|
# TODO: see a current ``ib_insync`` issue around this:
|
||||||
# https://github.com/erdewit/ib_insync/issues/363
|
# https://github.com/erdewit/ib_insync/issues/363
|
||||||
'Inactive': 'pending',
|
'Inactive': 'pending',
|
||||||
|
|
||||||
|
# XXX, uhh wut the heck is this?
|
||||||
|
'ValidationError': 'error',
|
||||||
}
|
}
|
||||||
|
|
||||||
_action_map = {
|
_action_map = {
|
||||||
|
|
@ -1063,8 +1066,19 @@ async def deliver_trade_events(
|
||||||
# TODO: for some reason we can receive a ``None`` here when the
|
# TODO: for some reason we can receive a ``None`` here when the
|
||||||
# ib-gw goes down? Not sure exactly how that's happening looking
|
# ib-gw goes down? Not sure exactly how that's happening looking
|
||||||
# at the eventkit code above but we should probably handle it...
|
# at the eventkit code above but we should probably handle it...
|
||||||
|
event_name: str
|
||||||
|
item: (
|
||||||
|
Trade
|
||||||
|
|tuple[Trade, Fill]
|
||||||
|
|CommissionReport
|
||||||
|
|IbPosition
|
||||||
|
|dict
|
||||||
|
)
|
||||||
async for event_name, item in trade_event_stream:
|
async for event_name, item in trade_event_stream:
|
||||||
log.info(f'Relaying `{event_name}`:\n{pformat(item)}')
|
log.info(
|
||||||
|
f'Relaying {event_name!r}:\n'
|
||||||
|
f'{pformat(item)}\n'
|
||||||
|
)
|
||||||
match event_name:
|
match event_name:
|
||||||
case 'orderStatusEvent':
|
case 'orderStatusEvent':
|
||||||
|
|
||||||
|
|
@ -1075,11 +1089,12 @@ async def deliver_trade_events(
|
||||||
trade: Trade = item
|
trade: Trade = item
|
||||||
reqid: str = str(trade.order.orderId)
|
reqid: str = str(trade.order.orderId)
|
||||||
status: OrderStatus = trade.orderStatus
|
status: OrderStatus = trade.orderStatus
|
||||||
status_str: str = _statuses[status.status]
|
status_str: str = _statuses.get(
|
||||||
|
status.status,
|
||||||
|
'error',
|
||||||
|
)
|
||||||
remaining: float = status.remaining
|
remaining: float = status.remaining
|
||||||
if (
|
if status_str == 'filled':
|
||||||
status_str == 'filled'
|
|
||||||
):
|
|
||||||
fill: Fill = trade.fills[-1]
|
fill: Fill = trade.fills[-1]
|
||||||
execu: Execution = fill.execution
|
execu: Execution = fill.execution
|
||||||
|
|
||||||
|
|
@ -1110,6 +1125,12 @@ async def deliver_trade_events(
|
||||||
# all units were cleared.
|
# all units were cleared.
|
||||||
status_str = 'closed'
|
status_str = 'closed'
|
||||||
|
|
||||||
|
elif status_str == 'error':
|
||||||
|
log.error(
|
||||||
|
f'IB reported error status for order ??\n'
|
||||||
|
f'{status.status!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
# skip duplicate filled updates - we get the deats
|
# skip duplicate filled updates - we get the deats
|
||||||
# from the execution details event
|
# from the execution details event
|
||||||
msg = BrokerdStatus(
|
msg = BrokerdStatus(
|
||||||
|
|
@ -1270,13 +1291,23 @@ async def deliver_trade_events(
|
||||||
case 'error':
|
case 'error':
|
||||||
# NOTE: see impl deats in
|
# NOTE: see impl deats in
|
||||||
# `Client.inline_errors()::push_err()`
|
# `Client.inline_errors()::push_err()`
|
||||||
err: dict = item
|
err: dict|str = item
|
||||||
|
|
||||||
# never relay errors for non-broker related issues
|
# std case, never relay errors for non-order-control
|
||||||
|
# related issues.
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
||||||
code: int = err['error_code']
|
if isinstance(err, dict):
|
||||||
reason: str = err['reason']
|
code: int = err['error_code']
|
||||||
reqid: str = str(err['reqid'])
|
reason: str = err['reason']
|
||||||
|
reqid: str = str(err['reqid'])
|
||||||
|
|
||||||
|
# XXX, sometimes you'll get just a `str` of the form,
|
||||||
|
# '[code 104] connection failed' or something..
|
||||||
|
elif isinstance(err, str):
|
||||||
|
code_part, _, reason = err.rpartition(']')
|
||||||
|
if code_part:
|
||||||
|
_, _, code = code_part.partition('[code')
|
||||||
|
reqid: str = '<unknown>'
|
||||||
|
|
||||||
# "Warning:" msg codes,
|
# "Warning:" msg codes,
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
||||||
|
|
|
||||||
|
|
@ -36,7 +36,7 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
from async_generator import aclosing
|
from async_generator import aclosing
|
||||||
import ib_insync as ibis
|
import ib_async as ibis
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
now,
|
now,
|
||||||
|
|
@ -100,7 +100,7 @@ tick_types = {
|
||||||
5: 'size',
|
5: 'size',
|
||||||
8: 'volume',
|
8: 'volume',
|
||||||
|
|
||||||
# ``ib_insync`` already packs these into
|
# `ib_async` already packs these into
|
||||||
# quotes under the following fields.
|
# quotes under the following fields.
|
||||||
55: 'trades_per_min', # `'tradeRate'`
|
55: 'trades_per_min', # `'tradeRate'`
|
||||||
56: 'vlm_per_min', # `'volumeRate'`
|
56: 'vlm_per_min', # `'volumeRate'`
|
||||||
|
|
@ -201,6 +201,15 @@ async def open_history_client(
|
||||||
fqme,
|
fqme,
|
||||||
timeframe,
|
timeframe,
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
|
|
||||||
|
# XXX WARNING, we don't actually use this inside
|
||||||
|
# `Client.bars()` since it isn't really supported,
|
||||||
|
# the API instead supports a "duration" of time style
|
||||||
|
# from the `end_dt` (or at least that was the best
|
||||||
|
# way to get it working sanely)..
|
||||||
|
#
|
||||||
|
# SO, with that in mind be aware that any downstream
|
||||||
|
# logic based on this may be mostly futile Xp
|
||||||
start_dt=start_dt,
|
start_dt=start_dt,
|
||||||
)
|
)
|
||||||
latency = time.time() - query_start
|
latency = time.time() - query_start
|
||||||
|
|
@ -278,19 +287,27 @@ async def open_history_client(
|
||||||
trimmed_bars = bars_array[
|
trimmed_bars = bars_array[
|
||||||
bars_array['time'] >= start_dt.timestamp()
|
bars_array['time'] >= start_dt.timestamp()
|
||||||
]
|
]
|
||||||
if (
|
# XXX, should NEVER get HERE!
|
||||||
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
|
if trimmed_bars.size:
|
||||||
!=
|
trimmed_first_dt: datetime = from_timestamp(trimmed_bars['time'][0])
|
||||||
start_dt
|
if (
|
||||||
):
|
trimmed_first_dt
|
||||||
# TODO! rm this once we're more confident it never hits!
|
>=
|
||||||
# breakpoint()
|
start_dt
|
||||||
raise RuntimeError(
|
):
|
||||||
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
msg: str = (
|
||||||
f'start_dt: {start_dt}\n'
|
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
||||||
f'first_dt: {first_dt}\n'
|
f'start_dt: {start_dt}\n'
|
||||||
f'trimmed_first_dt: {trimmed_first_dt}\n'
|
f'first_dt: {first_dt}\n'
|
||||||
)
|
f'trimmed_first_dt: {trimmed_first_dt}\n'
|
||||||
|
f'\n'
|
||||||
|
f'Delivering shorted frame of {trimmed_bars.size!r}\n'
|
||||||
|
)
|
||||||
|
log.warning(msg)
|
||||||
|
# TODO! rm this once we're more confident it
|
||||||
|
# never breaks anything (in the caller)!
|
||||||
|
# breakpoint()
|
||||||
|
# raise RuntimeError(msg)
|
||||||
|
|
||||||
# XXX, overwrite with start_dt-limited frame
|
# XXX, overwrite with start_dt-limited frame
|
||||||
bars_array = trimmed_bars
|
bars_array = trimmed_bars
|
||||||
|
|
@ -304,7 +321,7 @@ async def open_history_client(
|
||||||
# TODO: it seems like we can do async queries for ohlc
|
# TODO: it seems like we can do async queries for ohlc
|
||||||
# but getting the order right still isn't working and I'm not
|
# but getting the order right still isn't working and I'm not
|
||||||
# quite sure why.. needs some tinkering and probably
|
# quite sure why.. needs some tinkering and probably
|
||||||
# a lookthrough of the `ib_insync` machinery, for eg. maybe
|
# a lookthrough of the `ib_async` machinery, for eg. maybe
|
||||||
# we have to do the batch queries on the `asyncio` side?
|
# we have to do the batch queries on the `asyncio` side?
|
||||||
yield (
|
yield (
|
||||||
get_hist,
|
get_hist,
|
||||||
|
|
@ -1051,6 +1068,21 @@ def normalize(
|
||||||
# ticker.rtTime.timestamp) / 1000.
|
# ticker.rtTime.timestamp) / 1000.
|
||||||
data.pop('rtTime')
|
data.pop('rtTime')
|
||||||
|
|
||||||
|
# XXX, `ib_async` seems to set a
|
||||||
|
# `'timezone': datetime.timezone.utc` in this `dict`
|
||||||
|
# which is NOT IPC serializeable sin codec!
|
||||||
|
#
|
||||||
|
# pretty sure we don't need any of this field for now anyway?
|
||||||
|
data.pop('defaults')
|
||||||
|
|
||||||
|
if lts := data.get('lastTimeStamp'):
|
||||||
|
lts.replace(tzinfo=None)
|
||||||
|
log.warning(
|
||||||
|
f'Stripping `.tzinfo` from datetime\n'
|
||||||
|
f'{lts}\n'
|
||||||
|
)
|
||||||
|
# breakpoint()
|
||||||
|
|
||||||
return data
|
return data
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -1227,7 +1259,7 @@ async def stream_quotes(
|
||||||
):
|
):
|
||||||
# ?TODO? can we rm this - particularly for `ib_async`?
|
# ?TODO? can we rm this - particularly for `ib_async`?
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
# (ahem, ib_insync is stateful trash)
|
# (ahem, ib_async is stateful trash)
|
||||||
# first_ticker.ticks = []
|
# first_ticker.ticks = []
|
||||||
|
|
||||||
# only on first entry at feed boot up
|
# only on first entry at feed boot up
|
||||||
|
|
|
||||||
|
|
@ -36,7 +36,7 @@ from pendulum import (
|
||||||
parse,
|
parse,
|
||||||
from_timestamp,
|
from_timestamp,
|
||||||
)
|
)
|
||||||
from ib_insync import (
|
from ib_async import (
|
||||||
Contract,
|
Contract,
|
||||||
Commodity,
|
Commodity,
|
||||||
Fill,
|
Fill,
|
||||||
|
|
|
||||||
|
|
@ -23,6 +23,7 @@ from contextlib import (
|
||||||
nullcontext,
|
nullcontext,
|
||||||
)
|
)
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
from functools import partial
|
||||||
import time
|
import time
|
||||||
from typing import (
|
from typing import (
|
||||||
Awaitable,
|
Awaitable,
|
||||||
|
|
@ -30,8 +31,9 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
from rapidfuzz import process as fuzzy
|
from rapidfuzz import process as fuzzy
|
||||||
import ib_insync as ibis
|
import ib_async as ibis
|
||||||
import tractor
|
import tractor
|
||||||
|
from tractor.devx.pformat import ppfmt
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
|
|
@ -215,18 +217,19 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
f'{ib_client}\n'
|
f'{ib_client}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
last = time.time()
|
last: float = time.time()
|
||||||
async for pattern in stream:
|
async for pattern in stream:
|
||||||
log.info(f'received {pattern}')
|
log.info(f'received {pattern}')
|
||||||
now: float = time.time()
|
now: float = time.time()
|
||||||
|
|
||||||
|
# TODO? check this is no longer true?
|
||||||
# this causes tractor hang...
|
# this causes tractor hang...
|
||||||
# assert 0
|
# assert 0
|
||||||
|
|
||||||
assert pattern, 'IB can not accept blank search pattern'
|
assert pattern, 'IB can not accept blank search pattern'
|
||||||
|
|
||||||
# throttle search requests to no faster then 1Hz
|
# throttle search requests to no faster then 1Hz
|
||||||
diff = now - last
|
diff: float = now - last
|
||||||
if diff < 1.0:
|
if diff < 1.0:
|
||||||
log.debug('throttle sleeping')
|
log.debug('throttle sleeping')
|
||||||
await trio.sleep(diff)
|
await trio.sleep(diff)
|
||||||
|
|
@ -237,11 +240,12 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not pattern
|
not pattern
|
||||||
or pattern.isspace()
|
or
|
||||||
|
pattern.isspace()
|
||||||
|
or
|
||||||
# XXX: not sure if this is a bad assumption but it
|
# XXX: not sure if this is a bad assumption but it
|
||||||
# seems to make search snappier?
|
# seems to make search snappier?
|
||||||
or len(pattern) < 1
|
len(pattern) < 1
|
||||||
):
|
):
|
||||||
log.warning('empty pattern received, skipping..')
|
log.warning('empty pattern received, skipping..')
|
||||||
|
|
||||||
|
|
@ -254,36 +258,58 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
# XXX: this unblocks the far end search task which may
|
# XXX: this unblocks the far end search task which may
|
||||||
# hold up a multi-search nursery block
|
# hold up a multi-search nursery block
|
||||||
await stream.send({})
|
await stream.send({})
|
||||||
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
log.info(f'searching for {pattern}')
|
log.info(
|
||||||
|
f'Searching for FQME with,\n'
|
||||||
|
f'pattern: {pattern!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
last = time.time()
|
last: float = time.time()
|
||||||
|
|
||||||
# async batch search using api stocks endpoint and module
|
# async batch search using api stocks endpoint and
|
||||||
# defined adhoc symbol set.
|
# module defined adhoc symbol set.
|
||||||
stock_results = []
|
stock_results: list[dict] = []
|
||||||
|
|
||||||
async def extend_results(
|
async def extend_results(
|
||||||
target: Awaitable[list]
|
# ?TODO, how to type async-fn!?
|
||||||
|
target: Awaitable[list],
|
||||||
|
pattern: str,
|
||||||
|
**kwargs,
|
||||||
) -> None:
|
) -> None:
|
||||||
try:
|
try:
|
||||||
results = await target
|
results = await target(
|
||||||
|
pattern=pattern,
|
||||||
|
**kwargs,
|
||||||
|
)
|
||||||
|
client_repr: str = proxy._aio_ns.ib.client.__class__.__name__
|
||||||
|
meth_repr: str = target.keywords["meth"]
|
||||||
|
log.info(
|
||||||
|
f'Search query,\n'
|
||||||
|
f'{client_repr}.{meth_repr}(\n'
|
||||||
|
f' pattern={pattern!r}\n'
|
||||||
|
f' **kwargs={kwargs!r},\n'
|
||||||
|
f') = {ppfmt(list(results))}'
|
||||||
|
# XXX ^ just the keys since that's what
|
||||||
|
# shows in UI results table.
|
||||||
|
)
|
||||||
except tractor.trionics.Lagged:
|
except tractor.trionics.Lagged:
|
||||||
print("IB SYM-SEARCH OVERRUN?!?")
|
log.exception(
|
||||||
|
'IB SYM-SEARCH OVERRUN?!?\n'
|
||||||
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
stock_results.extend(results)
|
stock_results.extend(results)
|
||||||
|
|
||||||
for _ in range(10):
|
for _ in range(10):
|
||||||
with trio.move_on_after(3) as cs:
|
with trio.move_on_after(3) as cs:
|
||||||
async with trio.open_nursery() as sn:
|
async with trio.open_nursery() as tn:
|
||||||
sn.start_soon(
|
tn.start_soon(
|
||||||
extend_results,
|
partial(
|
||||||
proxy.search_symbols(
|
extend_results,
|
||||||
pattern=pattern,
|
pattern=pattern,
|
||||||
upto=5,
|
target=proxy.search_symbols,
|
||||||
|
upto=10,
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -313,7 +339,9 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
# adhoc_match_results = {i[0]: {} for i in
|
# adhoc_match_results = {i[0]: {} for i in
|
||||||
# adhoc_matches}
|
# adhoc_matches}
|
||||||
|
|
||||||
log.debug(f'fuzzy matching stocks {stock_results}')
|
log.debug(
|
||||||
|
f'fuzzy matching stocks {ppfmt(stock_results)}'
|
||||||
|
)
|
||||||
stock_matches = fuzzy.extract(
|
stock_matches = fuzzy.extract(
|
||||||
pattern,
|
pattern,
|
||||||
stock_results,
|
stock_results,
|
||||||
|
|
@ -327,7 +355,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
# TODO: we used to deliver contract details
|
# TODO: we used to deliver contract details
|
||||||
# {item[2]: item[0] for item in stock_matches}
|
# {item[2]: item[0] for item in stock_matches}
|
||||||
|
|
||||||
log.debug(f"sending matches: {matches.keys()}")
|
log.debug(
|
||||||
|
f'Sending final matches\n'
|
||||||
|
f'{matches.keys()}'
|
||||||
|
)
|
||||||
await stream.send(matches)
|
await stream.send(matches)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -522,7 +553,11 @@ async def get_mkt_info(
|
||||||
if atype == 'commodity':
|
if atype == 'commodity':
|
||||||
venue: str = 'cmdty'
|
venue: str = 'cmdty'
|
||||||
else:
|
else:
|
||||||
venue = con.primaryExchange or con.exchange
|
venue: str = (
|
||||||
|
con.primaryExchange
|
||||||
|
or
|
||||||
|
con.exchange
|
||||||
|
)
|
||||||
|
|
||||||
price_tick: Decimal = Decimal(str(details.minTick))
|
price_tick: Decimal = Decimal(str(details.minTick))
|
||||||
ib_min_tick_gt_2: Decimal = Decimal('0.01')
|
ib_min_tick_gt_2: Decimal = Decimal('0.01')
|
||||||
|
|
|
||||||
|
|
@ -41,8 +41,9 @@ from pendulum import (
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ib_insync import (
|
from ib_async import (
|
||||||
TradingSession,
|
TradingSession,
|
||||||
|
Contract,
|
||||||
ContractDetails,
|
ContractDetails,
|
||||||
)
|
)
|
||||||
from exchange_calendars.exchange_calendars import (
|
from exchange_calendars.exchange_calendars import (
|
||||||
|
|
@ -82,8 +83,20 @@ def has_holiday(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
tz: str = con_deats.timeZoneId
|
tz: str = con_deats.timeZoneId
|
||||||
exch: str = con_deats.contract.primaryExchange
|
con: Contract = con_deats.contract
|
||||||
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
exch: str = (
|
||||||
|
con.primaryExchange
|
||||||
|
or
|
||||||
|
con.exchange
|
||||||
|
)
|
||||||
|
|
||||||
|
# XXX, ad-hoc handle any IB exchange which are non-std
|
||||||
|
# via lookup table..
|
||||||
|
std_exch: dict = {
|
||||||
|
'ARCA': 'ARCX',
|
||||||
|
}.get(exch, exch)
|
||||||
|
|
||||||
|
cal: ExchangeCalendar = xcals.get_calendar(std_exch)
|
||||||
end: datetime = period.end
|
end: datetime = period.end
|
||||||
# _start: datetime = period.start
|
# _start: datetime = period.start
|
||||||
# ?TODO, can rm ya?
|
# ?TODO, can rm ya?
|
||||||
|
|
@ -236,7 +249,7 @@ def is_venue_closure(
|
||||||
#
|
#
|
||||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||||
# and was originally thot to be needed before learning about
|
# and was originally thot to be needed before learning about
|
||||||
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
# `ib_async.contract.ContractDetails._parseSessions()` and
|
||||||
# it's downstream meths..
|
# it's downstream meths..
|
||||||
#
|
#
|
||||||
# This is still likely useful to keep for now to parse the
|
# This is still likely useful to keep for now to parse the
|
||||||
|
|
|
||||||
|
|
@ -19,7 +19,6 @@ Platform configuration (files) mgmt.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
import platform
|
import platform
|
||||||
import sys
|
|
||||||
import os
|
import os
|
||||||
import shutil
|
import shutil
|
||||||
from typing import (
|
from typing import (
|
||||||
|
|
@ -29,6 +28,7 @@ from typing import (
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
|
|
||||||
from bidict import bidict
|
from bidict import bidict
|
||||||
|
import platformdirs
|
||||||
import tomlkit
|
import tomlkit
|
||||||
try:
|
try:
|
||||||
import tomllib
|
import tomllib
|
||||||
|
|
@ -41,7 +41,7 @@ from .log import get_logger
|
||||||
log = get_logger('broker-config')
|
log = get_logger('broker-config')
|
||||||
|
|
||||||
|
|
||||||
# XXX NOTE: taken from `click`
|
# XXX NOTE: orig impl was taken from `click`
|
||||||
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
|
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
|
||||||
#
|
#
|
||||||
# (since apparently they have some super weirdness with SIGINT and
|
# (since apparently they have some super weirdness with SIGINT and
|
||||||
|
|
@ -54,44 +54,21 @@ def get_app_dir(
|
||||||
force_posix: bool = False,
|
force_posix: bool = False,
|
||||||
|
|
||||||
) -> str:
|
) -> str:
|
||||||
r"""Returns the config folder for the application. The default behavior
|
'''
|
||||||
|
Returns the config folder for the application. The default behavior
|
||||||
is to return whatever is most appropriate for the operating system.
|
is to return whatever is most appropriate for the operating system.
|
||||||
|
|
||||||
To give you an idea, for an app called ``"Foo Bar"``, something like
|
----
|
||||||
the following folders could be returned:
|
NOTE, below is originally from `click` impl fn, we can prolly remove?
|
||||||
|
----
|
||||||
|
|
||||||
Mac OS X:
|
|
||||||
``~/Library/Application Support/Foo Bar``
|
|
||||||
Mac OS X (POSIX):
|
|
||||||
``~/.foo-bar``
|
|
||||||
Unix:
|
|
||||||
``~/.config/foo-bar``
|
|
||||||
Unix (POSIX):
|
|
||||||
``~/.foo-bar``
|
|
||||||
Win XP (roaming):
|
|
||||||
``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo``
|
|
||||||
Win XP (not roaming):
|
|
||||||
``C:\Documents and Settings\<user>\Application Data\Foo Bar``
|
|
||||||
Win 7 (roaming):
|
|
||||||
``C:\Users\<user>\AppData\Roaming\Foo Bar``
|
|
||||||
Win 7 (not roaming):
|
|
||||||
``C:\Users\<user>\AppData\Local\Foo Bar``
|
|
||||||
|
|
||||||
.. versionadded:: 2.0
|
|
||||||
|
|
||||||
:param app_name: the application name. This should be properly capitalized
|
|
||||||
and can contain whitespace.
|
|
||||||
:param roaming: controls if the folder should be roaming or not on Windows.
|
:param roaming: controls if the folder should be roaming or not on Windows.
|
||||||
Has no affect otherwise.
|
Has no affect otherwise.
|
||||||
:param force_posix: if this is set to `True` then on any POSIX system the
|
:param force_posix: if this is set to `True` then on any POSIX system the
|
||||||
folder will be stored in the home folder with a leading
|
folder will be stored in the home folder with a leading
|
||||||
dot instead of the XDG config home or darwin's
|
dot instead of the XDG config home or darwin's
|
||||||
application support folder.
|
application support folder.
|
||||||
"""
|
'''
|
||||||
|
|
||||||
def _posixify(name):
|
|
||||||
return "-".join(name.split()).lower()
|
|
||||||
|
|
||||||
# NOTE: for testing with `pytest` we leverage the `tmp_dir`
|
# NOTE: for testing with `pytest` we leverage the `tmp_dir`
|
||||||
# fixture to generate (and clean up) a test-request-specific
|
# fixture to generate (and clean up) a test-request-specific
|
||||||
# directory for isolated configuration files such that,
|
# directory for isolated configuration files such that,
|
||||||
|
|
@ -117,23 +94,30 @@ def get_app_dir(
|
||||||
# assert testdirpath.exists(), 'piker test harness might be borked!?'
|
# assert testdirpath.exists(), 'piker test harness might be borked!?'
|
||||||
# app_name = str(testdirpath)
|
# app_name = str(testdirpath)
|
||||||
|
|
||||||
if platform.system() == 'Windows':
|
os_name: str = platform.system()
|
||||||
key = "APPDATA" if roaming else "LOCALAPPDATA"
|
conf_dir: Path = platformdirs.user_config_path()
|
||||||
folder = os.environ.get(key)
|
app_dir: Path = conf_dir / app_name
|
||||||
if folder is None:
|
|
||||||
folder = os.path.expanduser("~")
|
# ?TODO, from `click`; can remove?
|
||||||
return os.path.join(folder, app_name)
|
|
||||||
if force_posix:
|
if force_posix:
|
||||||
|
def _posixify(name):
|
||||||
|
return "-".join(name.split()).lower()
|
||||||
|
|
||||||
return os.path.join(
|
return os.path.join(
|
||||||
os.path.expanduser("~/.{}".format(_posixify(app_name))))
|
os.path.expanduser(
|
||||||
if sys.platform == "darwin":
|
"~/.{}".format(
|
||||||
return os.path.join(
|
_posixify(app_name)
|
||||||
os.path.expanduser("~/Library/Application Support"), app_name
|
)
|
||||||
|
)
|
||||||
)
|
)
|
||||||
return os.path.join(
|
|
||||||
os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
|
log.info(
|
||||||
_posixify(app_name),
|
f'Using user config directory,\n'
|
||||||
|
f'platform.system(): {os_name!r}\n'
|
||||||
|
f'conf_dir: {conf_dir!r}\n'
|
||||||
|
f'app_dir: {conf_dir!r}\n'
|
||||||
)
|
)
|
||||||
|
return app_dir
|
||||||
|
|
||||||
|
|
||||||
_click_config_dir: Path = Path(get_app_dir('piker'))
|
_click_config_dir: Path = Path(get_app_dir('piker'))
|
||||||
|
|
@ -250,7 +234,9 @@ def repodir() -> Path:
|
||||||
repodir: Path = Path(os.environ.get('GITHUB_WORKSPACE'))
|
repodir: Path = Path(os.environ.get('GITHUB_WORKSPACE'))
|
||||||
confdir: Path = repodir / 'config'
|
confdir: Path = repodir / 'config'
|
||||||
|
|
||||||
assert confdir.is_dir(), f'{confdir} DNE, {repodir} is likely incorrect!'
|
assert confdir.is_dir(), (
|
||||||
|
f'{confdir} DNE, {repodir} is likely incorrect!'
|
||||||
|
)
|
||||||
return repodir
|
return repodir
|
||||||
|
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -973,9 +973,6 @@ async def open_feed(
|
||||||
# assert flume.mkt.fqme == fqme
|
# assert flume.mkt.fqme == fqme
|
||||||
feed.flumes[fqme] = flume
|
feed.flumes[fqme] = flume
|
||||||
|
|
||||||
# TODO: do we need this?
|
|
||||||
flume.feed = feed
|
|
||||||
|
|
||||||
# attach and cache shm handles
|
# attach and cache shm handles
|
||||||
rt_shm = flume.rt_shm
|
rt_shm = flume.rt_shm
|
||||||
assert rt_shm
|
assert rt_shm
|
||||||
|
|
|
||||||
|
|
@ -22,9 +22,6 @@ real-time data processing data-structures.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from typing import (
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
import pendulum
|
import pendulum
|
||||||
|
|
@ -38,9 +35,6 @@ from ._sharedmem import (
|
||||||
)
|
)
|
||||||
from piker.accounting import MktPair
|
from piker.accounting import MktPair
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from piker.data.feed import Feed
|
|
||||||
|
|
||||||
|
|
||||||
class Flume(Struct):
|
class Flume(Struct):
|
||||||
'''
|
'''
|
||||||
|
|
@ -80,10 +74,6 @@ class Flume(Struct):
|
||||||
izero_rt: int = 0
|
izero_rt: int = 0
|
||||||
throttle_rate: int | None = None
|
throttle_rate: int | None = None
|
||||||
|
|
||||||
# TODO: do we need this really if we can pull the `Portal` from
|
|
||||||
# ``tractor``'s internals?
|
|
||||||
feed: Feed|None = None
|
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def rt_shm(self) -> ShmArray:
|
def rt_shm(self) -> ShmArray:
|
||||||
|
|
||||||
|
|
@ -156,7 +146,6 @@ class Flume(Struct):
|
||||||
# will get instead some kind of msg-compat version
|
# will get instead some kind of msg-compat version
|
||||||
# that it can load.
|
# that it can load.
|
||||||
msg.pop('stream')
|
msg.pop('stream')
|
||||||
msg.pop('feed')
|
|
||||||
msg.pop('_rt_shm')
|
msg.pop('_rt_shm')
|
||||||
msg.pop('_hist_shm')
|
msg.pop('_hist_shm')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -294,6 +294,11 @@ def ldshm(
|
||||||
f'Something is wrong with time period for {shm}:\n{times}'
|
f'Something is wrong with time period for {shm}:\n{times}'
|
||||||
)
|
)
|
||||||
period_s: float = float(max(d1, d2, med))
|
period_s: float = float(max(d1, d2, med))
|
||||||
|
log.info(
|
||||||
|
f'Processing shm buffer:\n'
|
||||||
|
f' file: {shmfile.name}\n'
|
||||||
|
f' period: {period_s}s\n'
|
||||||
|
)
|
||||||
|
|
||||||
null_segs: tuple = tsp.get_null_segs(
|
null_segs: tuple = tsp.get_null_segs(
|
||||||
frame=shm.array,
|
frame=shm.array,
|
||||||
|
|
|
||||||
|
|
@ -276,14 +276,41 @@ def get_null_segs(
|
||||||
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
||||||
|
|
||||||
if zero_t.size < 2:
|
if zero_t.size < 2:
|
||||||
try:
|
idx: int = zero_t['index'][0]
|
||||||
breakpoint()
|
idx_before: int = idx - 1
|
||||||
except RuntimeError:
|
idx_after: int = idx + 1
|
||||||
# XXX, if greenback not active from
|
index = frame['index']
|
||||||
# piker store ldshm cmd..
|
before_cond = idx_before <= index
|
||||||
log.exception(
|
after_cond = index <= idx_after
|
||||||
"Can't debug single-sample null!\n"
|
bars: np.ndarray = frame[
|
||||||
)
|
before_cond
|
||||||
|
&
|
||||||
|
after_cond
|
||||||
|
]
|
||||||
|
time: np.ndarray = bars['time']
|
||||||
|
from pendulum import (
|
||||||
|
from_timestamp,
|
||||||
|
Interval,
|
||||||
|
)
|
||||||
|
gap: Interval = (
|
||||||
|
from_timestamp(time[-1])
|
||||||
|
-
|
||||||
|
from_timestamp(time[0])
|
||||||
|
)
|
||||||
|
log.warning(
|
||||||
|
f'Single OHLCV-bar null-segment detected??\n'
|
||||||
|
f'gap -> {gap}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
# ^^XXX, if you want to debug the above bar-gap^^
|
||||||
|
# try:
|
||||||
|
# breakpoint()
|
||||||
|
# except RuntimeError:
|
||||||
|
# # XXX, if greenback not active from
|
||||||
|
# # piker store ldshm cmd..
|
||||||
|
# log.exception(
|
||||||
|
# "Can't debug single-sample null!\n"
|
||||||
|
# )
|
||||||
|
|
||||||
return None
|
return None
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -30,6 +30,11 @@ import tractor
|
||||||
|
|
||||||
from piker.data._formatters import BGM
|
from piker.data._formatters import BGM
|
||||||
from piker.storage import log
|
from piker.storage import log
|
||||||
|
from piker.toolz.profile import (
|
||||||
|
Profiler,
|
||||||
|
pg_profile_enabled,
|
||||||
|
ms_slower_then,
|
||||||
|
)
|
||||||
from piker.ui._style import get_fonts
|
from piker.ui._style import get_fonts
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
|
|
@ -92,12 +97,22 @@ async def markup_gaps(
|
||||||
# gap's duration.
|
# gap's duration.
|
||||||
show_txt: bool = False,
|
show_txt: bool = False,
|
||||||
|
|
||||||
|
# A/B comparison: render individual arrows alongside batch
|
||||||
|
# for visual comparison
|
||||||
|
show_individual_arrows: bool = False,
|
||||||
|
|
||||||
) -> dict[int, dict]:
|
) -> dict[int, dict]:
|
||||||
'''
|
'''
|
||||||
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
||||||
with rectangles.
|
with rectangles.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
profiler = Profiler(
|
||||||
|
msg=f'markup_gaps() for {gaps.height} gaps',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
|
|
||||||
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
|
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
|
||||||
# system is properly initialized before we position annotations!
|
# system is properly initialized before we position annotations!
|
||||||
# Without this, annotations may be misaligned on first creation
|
# Without this, annotations may be misaligned on first creation
|
||||||
|
|
@ -106,6 +121,19 @@ async def markup_gaps(
|
||||||
fqme=fqme,
|
fqme=fqme,
|
||||||
timeframe=timeframe,
|
timeframe=timeframe,
|
||||||
)
|
)
|
||||||
|
profiler('first `.redraw()` before annot creation')
|
||||||
|
|
||||||
|
log.info(
|
||||||
|
f'markup_gaps() called:\n'
|
||||||
|
f' fqme: {fqme}\n'
|
||||||
|
f' timeframe: {timeframe}s\n'
|
||||||
|
f' gaps.height: {gaps.height}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
# collect all annotation specs for batch submission
|
||||||
|
rect_specs: list[dict] = []
|
||||||
|
arrow_specs: list[dict] = []
|
||||||
|
text_specs: list[dict] = []
|
||||||
|
|
||||||
aids: dict[int] = {}
|
aids: dict[int] = {}
|
||||||
for i in range(gaps.height):
|
for i in range(gaps.height):
|
||||||
|
|
@ -217,56 +245,38 @@ async def markup_gaps(
|
||||||
# 1: 'wine', # down-gap
|
# 1: 'wine', # down-gap
|
||||||
# }[sgn]
|
# }[sgn]
|
||||||
|
|
||||||
rect_kwargs: dict[str, Any] = dict(
|
# collect rect spec (no fqme/timeframe, added by batch
|
||||||
fqme=fqme,
|
# API)
|
||||||
timeframe=timeframe,
|
rect_spec: dict[str, Any] = dict(
|
||||||
|
meth='set_view_pos',
|
||||||
start_pos=lc,
|
start_pos=lc,
|
||||||
end_pos=ro,
|
end_pos=ro,
|
||||||
color=color,
|
color=color,
|
||||||
|
update_label=False,
|
||||||
start_time=start_time,
|
start_time=start_time,
|
||||||
end_time=end_time,
|
end_time=end_time,
|
||||||
)
|
)
|
||||||
|
rect_specs.append(rect_spec)
|
||||||
|
|
||||||
# add up/down rects
|
|
||||||
aid: int|None = await actl.add_rect(**rect_kwargs)
|
|
||||||
if aid is None:
|
|
||||||
log.error(
|
|
||||||
f'Failed to add rect for,\n'
|
|
||||||
f'{rect_kwargs!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'Skipping to next gap!\n'
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
assert aid
|
|
||||||
aids[aid] = rect_kwargs
|
|
||||||
direction: str = (
|
direction: str = (
|
||||||
'down' if down_gap
|
'down' if down_gap
|
||||||
else 'up'
|
else 'up'
|
||||||
)
|
)
|
||||||
# TODO! mk this a `msgspec.Struct` which we deserialize
|
|
||||||
# on the server side!
|
# collect arrow spec
|
||||||
# XXX: send timestamp for server-side index lookup
|
|
||||||
# to ensure alignment with current shm state
|
|
||||||
gap_time: float = row['time'][0]
|
gap_time: float = row['time'][0]
|
||||||
arrow_kwargs: dict[str, Any] = dict(
|
arrow_spec: dict[str, Any] = dict(
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
x=iend, # fallback if timestamp lookup fails
|
x=iend, # fallback if timestamp lookup fails
|
||||||
y=cls,
|
y=cls,
|
||||||
time=gap_time, # for server-side index lookup
|
time=gap_time, # for server-side index lookup
|
||||||
color=color,
|
color=color,
|
||||||
alpha=169,
|
alpha=169,
|
||||||
pointing=direction,
|
pointing=direction,
|
||||||
# TODO: expose these as params to markup_gaps()?
|
|
||||||
headLen=10,
|
headLen=10,
|
||||||
headWidth=2.222,
|
headWidth=2.222,
|
||||||
pxMode=True,
|
pxMode=True,
|
||||||
)
|
)
|
||||||
|
arrow_specs.append(arrow_spec)
|
||||||
aid: int = await actl.add_arrow(
|
|
||||||
**arrow_kwargs
|
|
||||||
)
|
|
||||||
|
|
||||||
# add duration label to RHS of arrow
|
# add duration label to RHS of arrow
|
||||||
if up_gap:
|
if up_gap:
|
||||||
|
|
@ -278,15 +288,12 @@ async def markup_gaps(
|
||||||
assert flat
|
assert flat
|
||||||
anchor = (0, 0) # up from bottom
|
anchor = (0, 0) # up from bottom
|
||||||
|
|
||||||
# use a slightly smaller font for gap label txt.
|
# collect text spec if enabled
|
||||||
font, small_font = get_fonts()
|
|
||||||
font_size: int = small_font.px_size - 1
|
|
||||||
assert isinstance(font_size, int)
|
|
||||||
|
|
||||||
if show_txt:
|
if show_txt:
|
||||||
text_aid: int = await actl.add_text(
|
font, small_font = get_fonts()
|
||||||
fqme=fqme,
|
font_size: int = small_font.px_size - 1
|
||||||
timeframe=timeframe,
|
|
||||||
|
text_spec: dict[str, Any] = dict(
|
||||||
text=gap_label,
|
text=gap_label,
|
||||||
x=iend + 1, # fallback if timestamp lookup fails
|
x=iend + 1, # fallback if timestamp lookup fails
|
||||||
y=cls,
|
y=cls,
|
||||||
|
|
@ -295,12 +302,46 @@ async def markup_gaps(
|
||||||
anchor=anchor,
|
anchor=anchor,
|
||||||
font_size=font_size,
|
font_size=font_size,
|
||||||
)
|
)
|
||||||
aids[text_aid] = {'text': gap_label}
|
text_specs.append(text_spec)
|
||||||
|
|
||||||
# tell chart to redraw all its
|
# submit all annotations in single batch IPC msg
|
||||||
# graphics view layers Bo
|
log.info(
|
||||||
|
f'Submitting batch annotations:\n'
|
||||||
|
f' rects: {len(rect_specs)}\n'
|
||||||
|
f' arrows: {len(arrow_specs)}\n'
|
||||||
|
f' texts: {len(text_specs)}\n'
|
||||||
|
)
|
||||||
|
profiler('built all annotation specs')
|
||||||
|
|
||||||
|
result: dict[str, list[int]] = await actl.add_batch(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
rects=rect_specs,
|
||||||
|
arrows=arrow_specs,
|
||||||
|
texts=text_specs,
|
||||||
|
show_individual_arrows=show_individual_arrows,
|
||||||
|
)
|
||||||
|
profiler('batch `.add_batch()` IPC call complete')
|
||||||
|
|
||||||
|
# build aids dict from batch results
|
||||||
|
for aid in result['rects']:
|
||||||
|
aids[aid] = {'type': 'rect'}
|
||||||
|
for aid in result['arrows']:
|
||||||
|
aids[aid] = {'type': 'arrow'}
|
||||||
|
for aid in result['texts']:
|
||||||
|
aids[aid] = {'type': 'text'}
|
||||||
|
|
||||||
|
log.info(
|
||||||
|
f'Batch submission complete: {len(aids)} annotation(s) '
|
||||||
|
f'created'
|
||||||
|
)
|
||||||
|
profiler('built aids result dict')
|
||||||
|
|
||||||
|
# tell chart to redraw all its graphics view layers
|
||||||
await actl.redraw(
|
await actl.redraw(
|
||||||
fqme=fqme,
|
fqme=fqme,
|
||||||
timeframe=timeframe,
|
timeframe=timeframe,
|
||||||
)
|
)
|
||||||
|
profiler('final `.redraw()` after annot creation')
|
||||||
|
|
||||||
return aids
|
return aids
|
||||||
|
|
|
||||||
|
|
@ -58,7 +58,10 @@ from piker.brokers import NoData
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
MktPair,
|
MktPair,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
from piker.log import (
|
||||||
|
get_logger,
|
||||||
|
get_console_log,
|
||||||
|
)
|
||||||
from ..data._sharedmem import (
|
from ..data._sharedmem import (
|
||||||
maybe_open_shm_array,
|
maybe_open_shm_array,
|
||||||
ShmArray,
|
ShmArray,
|
||||||
|
|
@ -248,10 +251,20 @@ async def maybe_fill_null_segments(
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
if array.size == 0:
|
||||||
|
log.warning(
|
||||||
|
f'Valid gap from backend ??\n'
|
||||||
|
f'{end_dt} -> {start_dt}\n'
|
||||||
|
)
|
||||||
|
# ?TODO? do we want to remove the nulls and push
|
||||||
|
# the close price here for the gap duration?
|
||||||
|
await tractor.pause()
|
||||||
|
break
|
||||||
|
|
||||||
if (
|
if (
|
||||||
frame_start_dt := (
|
frame_start_dt := (from_timestamp(array['time'][0]))
|
||||||
from_timestamp(array['time'][0])
|
<
|
||||||
) < backfill_until_dt
|
backfill_until_dt
|
||||||
):
|
):
|
||||||
log.error(
|
log.error(
|
||||||
f'Invalid frame_start !?\n'
|
f'Invalid frame_start !?\n'
|
||||||
|
|
@ -613,10 +626,17 @@ async def start_backfill(
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.warning(
|
log.warning(
|
||||||
'0 BARS TO PUSH after diff!?\n'
|
f'0 BARS TO PUSH after diff!?\n'
|
||||||
f'{next_start_dt} -> {last_start_dt}'
|
f'{next_start_dt} -> {last_start_dt}'
|
||||||
|
f'\n'
|
||||||
|
f'This might mean we rxed a gap frame which starts BEFORE,\n'
|
||||||
|
f'backfill_until_dt: {backfill_until_dt}\n'
|
||||||
|
f'end_dt_param: {end_dt_param}\n'
|
||||||
|
|
||||||
)
|
)
|
||||||
await tractor.pause()
|
# XXX, to debug it and be sure.
|
||||||
|
# await tractor.pause()
|
||||||
|
break
|
||||||
|
|
||||||
# Check if we're about to exceed buffer capacity BEFORE
|
# Check if we're about to exceed buffer capacity BEFORE
|
||||||
# attempting the push
|
# attempting the push
|
||||||
|
|
@ -719,12 +739,21 @@ async def start_backfill(
|
||||||
# including the dst[/src] source asset token. SO,
|
# including the dst[/src] source asset token. SO,
|
||||||
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
|
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
|
||||||
# historical reasons ONLY.
|
# historical reasons ONLY.
|
||||||
if mkt.dst.atype not in {
|
if (
|
||||||
'crypto',
|
mkt.dst.atype not in {
|
||||||
'crypto_currency',
|
'crypto',
|
||||||
'fiat', # a "forex pair"
|
'crypto_currency',
|
||||||
'perpetual_future', # stupid "perps" from cex land
|
'fiat', # a "forex pair"
|
||||||
}:
|
'perpetual_future', # stupid "perps" from cex land
|
||||||
|
}
|
||||||
|
and not (
|
||||||
|
mkt.src.atype == 'crypto_currency'
|
||||||
|
and
|
||||||
|
mkt.dst.atype in {
|
||||||
|
'future',
|
||||||
|
}
|
||||||
|
)
|
||||||
|
):
|
||||||
col_sym_key: str = mkt.get_fqme(
|
col_sym_key: str = mkt.get_fqme(
|
||||||
delim_char='',
|
delim_char='',
|
||||||
without_src=True,
|
without_src=True,
|
||||||
|
|
@ -1368,6 +1397,10 @@ async def manage_history(
|
||||||
engages.
|
engages.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
get_console_log(
|
||||||
|
name=__name__,
|
||||||
|
level=loglevel,
|
||||||
|
)
|
||||||
# TODO: is there a way to make each shm file key
|
# TODO: is there a way to make each shm file key
|
||||||
# actor-tree-discovery-addr unique so we avoid collisions
|
# actor-tree-discovery-addr unique so we avoid collisions
|
||||||
# when doing tests which also allocate shms for certain instruments
|
# when doing tests which also allocate shms for certain instruments
|
||||||
|
|
|
||||||
|
|
@ -24,8 +24,11 @@ from pyqtgraph import (
|
||||||
Point,
|
Point,
|
||||||
functions as fn,
|
functions as fn,
|
||||||
Color,
|
Color,
|
||||||
|
GraphicsObject,
|
||||||
)
|
)
|
||||||
|
from pyqtgraph.Qt import internals
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
import pyqtgraph as pg
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
|
@ -35,6 +38,10 @@ from piker.ui.qt import (
|
||||||
QRectF,
|
QRectF,
|
||||||
QGraphicsPathItem,
|
QGraphicsPathItem,
|
||||||
)
|
)
|
||||||
|
from piker.ui._style import hcolor
|
||||||
|
from piker.log import get_logger
|
||||||
|
|
||||||
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
def mk_marker_path(
|
def mk_marker_path(
|
||||||
|
|
@ -104,7 +111,7 @@ def mk_marker_path(
|
||||||
|
|
||||||
class LevelMarker(QGraphicsPathItem):
|
class LevelMarker(QGraphicsPathItem):
|
||||||
'''
|
'''
|
||||||
An arrow marker path graphich which redraws itself
|
An arrow marker path graphic which redraws itself
|
||||||
to the specified view coordinate level on each paint cycle.
|
to the specified view coordinate level on each paint cycle.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
@ -251,9 +258,9 @@ def qgo_draw_markers(
|
||||||
|
|
||||||
) -> float:
|
) -> float:
|
||||||
'''
|
'''
|
||||||
Paint markers in ``pg.GraphicsItem`` style by first
|
Paint markers in ``pg.GraphicsItem`` style by first removing the
|
||||||
removing the view transform for the painter, drawing the markers
|
view transform for the painter, drawing the markers in scene
|
||||||
in scene coords, then restoring the view coords.
|
coords, then restoring the view coords.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# paint markers in native coordinate system
|
# paint markers in native coordinate system
|
||||||
|
|
@ -295,3 +302,449 @@ def qgo_draw_markers(
|
||||||
|
|
||||||
p.setTransform(orig_tr)
|
p.setTransform(orig_tr)
|
||||||
return max(sizes)
|
return max(sizes)
|
||||||
|
|
||||||
|
|
||||||
|
class GapAnnotations(GraphicsObject):
|
||||||
|
'''
|
||||||
|
Batch-rendered gap annotations using Qt's efficient drawing
|
||||||
|
APIs.
|
||||||
|
|
||||||
|
Instead of creating individual `QGraphicsItem` instances per
|
||||||
|
gap (which is very slow for 1000+ gaps), this class stores all
|
||||||
|
gap rectangles and arrows in numpy-backed arrays and renders
|
||||||
|
them in single batch paint calls.
|
||||||
|
|
||||||
|
Performance: ~1000x faster than individual items for large gap
|
||||||
|
counts.
|
||||||
|
|
||||||
|
Based on patterns from:
|
||||||
|
- `pyqtgraph.BarGraphItem` (batch rect rendering)
|
||||||
|
- `pyqtgraph.ScatterPlotItem` (fragment rendering)
|
||||||
|
- `piker.ui._curve.FlowGraphic` (single path pattern)
|
||||||
|
|
||||||
|
'''
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
gap_specs: list[dict],
|
||||||
|
array: np.ndarray|None = None,
|
||||||
|
color: str = 'dad_blue',
|
||||||
|
alpha: int = 169,
|
||||||
|
arrow_size: float = 10.0,
|
||||||
|
fqme: str|None = None,
|
||||||
|
timeframe: float|None = None,
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
gap_specs: list of dicts with keys:
|
||||||
|
- start_pos: (x, y) tuple for left corner of rect
|
||||||
|
- end_pos: (x, y) tuple for right corner of rect
|
||||||
|
- arrow_x: x position for arrow
|
||||||
|
- arrow_y: y position for arrow
|
||||||
|
- pointing: 'up' or 'down' for arrow direction
|
||||||
|
- start_time: (optional) timestamp for repositioning
|
||||||
|
- end_time: (optional) timestamp for repositioning
|
||||||
|
|
||||||
|
array: optional OHLC numpy array for repositioning on
|
||||||
|
backfill updates (when abs-index changes)
|
||||||
|
|
||||||
|
fqme: symbol name for these gaps (for logging/debugging)
|
||||||
|
|
||||||
|
timeframe: period in seconds that these gaps were
|
||||||
|
detected on (used to skip reposition when
|
||||||
|
called with wrong timeframe's array)
|
||||||
|
|
||||||
|
'''
|
||||||
|
super().__init__()
|
||||||
|
self._gap_specs = gap_specs
|
||||||
|
self._array = array
|
||||||
|
self._fqme = fqme
|
||||||
|
self._timeframe = timeframe
|
||||||
|
n_gaps = len(gap_specs)
|
||||||
|
|
||||||
|
# shared pen/brush matching original SelectRect/ArrowItem style
|
||||||
|
base_color = pg.mkColor(hcolor(color))
|
||||||
|
|
||||||
|
# rect pen: base color, fully opaque for outline
|
||||||
|
self._rect_pen = pg.mkPen(base_color, width=1)
|
||||||
|
|
||||||
|
# rect brush: base color with alpha=66 (SelectRect default)
|
||||||
|
rect_fill = pg.mkColor(hcolor(color))
|
||||||
|
rect_fill.setAlpha(66)
|
||||||
|
self._rect_brush = pg.functions.mkBrush(rect_fill)
|
||||||
|
|
||||||
|
# arrow pen: same as rects
|
||||||
|
self._arrow_pen = pg.mkPen(base_color, width=1)
|
||||||
|
|
||||||
|
# arrow brush: base color with user-specified alpha (default 169)
|
||||||
|
arrow_fill = pg.mkColor(hcolor(color))
|
||||||
|
arrow_fill.setAlpha(alpha)
|
||||||
|
self._arrow_brush = pg.functions.mkBrush(arrow_fill)
|
||||||
|
|
||||||
|
# allocate rect array using Qt's efficient storage
|
||||||
|
self._rectarray = internals.PrimitiveArray(
|
||||||
|
QtCore.QRectF,
|
||||||
|
4,
|
||||||
|
)
|
||||||
|
self._rectarray.resize(n_gaps)
|
||||||
|
rect_memory = self._rectarray.ndarray()
|
||||||
|
|
||||||
|
# fill rect array from gap specs
|
||||||
|
for (
|
||||||
|
i,
|
||||||
|
spec,
|
||||||
|
) in enumerate(gap_specs):
|
||||||
|
(
|
||||||
|
start_x,
|
||||||
|
start_y,
|
||||||
|
) = spec['start_pos']
|
||||||
|
(
|
||||||
|
end_x,
|
||||||
|
end_y,
|
||||||
|
) = spec['end_pos']
|
||||||
|
|
||||||
|
# QRectF expects (x, y, width, height)
|
||||||
|
rect_memory[i, 0] = start_x
|
||||||
|
rect_memory[i, 1] = min(start_y, end_y)
|
||||||
|
rect_memory[i, 2] = end_x - start_x
|
||||||
|
rect_memory[i, 3] = abs(end_y - start_y)
|
||||||
|
|
||||||
|
# build single QPainterPath for all arrows
|
||||||
|
self._arrow_path = QtGui.QPainterPath()
|
||||||
|
self._arrow_size = arrow_size
|
||||||
|
|
||||||
|
for spec in gap_specs:
|
||||||
|
arrow_x = spec['arrow_x']
|
||||||
|
arrow_y = spec['arrow_y']
|
||||||
|
pointing = spec['pointing']
|
||||||
|
|
||||||
|
# create arrow polygon
|
||||||
|
if pointing == 'down':
|
||||||
|
# arrow points downward
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(arrow_x, arrow_y), # tip
|
||||||
|
QPointF(
|
||||||
|
arrow_x - arrow_size/2,
|
||||||
|
arrow_y - arrow_size,
|
||||||
|
), # left
|
||||||
|
QPointF(
|
||||||
|
arrow_x + arrow_size/2,
|
||||||
|
arrow_y - arrow_size,
|
||||||
|
), # right
|
||||||
|
])
|
||||||
|
else: # up
|
||||||
|
# arrow points upward
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(arrow_x, arrow_y), # tip
|
||||||
|
QPointF(
|
||||||
|
arrow_x - arrow_size/2,
|
||||||
|
arrow_y + arrow_size,
|
||||||
|
), # left
|
||||||
|
QPointF(
|
||||||
|
arrow_x + arrow_size/2,
|
||||||
|
arrow_y + arrow_size,
|
||||||
|
), # right
|
||||||
|
])
|
||||||
|
|
||||||
|
self._arrow_path.addPolygon(arrow_poly)
|
||||||
|
self._arrow_path.closeSubpath()
|
||||||
|
|
||||||
|
# cache bounding rect
|
||||||
|
self._br: QRectF|None = None
|
||||||
|
|
||||||
|
def boundingRect(self) -> QRectF:
|
||||||
|
'''
|
||||||
|
Compute bounding rect from rect array and arrow path.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if self._br is not None:
|
||||||
|
return self._br
|
||||||
|
|
||||||
|
# get rect bounds
|
||||||
|
rect_memory = self._rectarray.ndarray()
|
||||||
|
if len(rect_memory) == 0:
|
||||||
|
self._br = QRectF()
|
||||||
|
return self._br
|
||||||
|
|
||||||
|
x_min = rect_memory[:, 0].min()
|
||||||
|
y_min = rect_memory[:, 1].min()
|
||||||
|
x_max = (rect_memory[:, 0] + rect_memory[:, 2]).max()
|
||||||
|
y_max = (rect_memory[:, 1] + rect_memory[:, 3]).max()
|
||||||
|
|
||||||
|
# expand for arrow path
|
||||||
|
arrow_br = self._arrow_path.boundingRect()
|
||||||
|
x_min = min(x_min, arrow_br.left())
|
||||||
|
y_min = min(y_min, arrow_br.top())
|
||||||
|
x_max = max(x_max, arrow_br.right())
|
||||||
|
y_max = max(y_max, arrow_br.bottom())
|
||||||
|
|
||||||
|
self._br = QRectF(
|
||||||
|
x_min,
|
||||||
|
y_min,
|
||||||
|
x_max - x_min,
|
||||||
|
y_max - y_min,
|
||||||
|
)
|
||||||
|
return self._br
|
||||||
|
|
||||||
|
def paint(
|
||||||
|
self,
|
||||||
|
p: QtGui.QPainter,
|
||||||
|
opt: QtWidgets.QStyleOptionGraphicsItem,
|
||||||
|
w: QtWidgets.QWidget,
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Batch render all rects and arrows in minimal paint calls.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# draw all rects in single batch call (data coordinates)
|
||||||
|
p.setPen(self._rect_pen)
|
||||||
|
p.setBrush(self._rect_brush)
|
||||||
|
drawargs = self._rectarray.drawargs()
|
||||||
|
p.drawRects(*drawargs)
|
||||||
|
|
||||||
|
# draw arrows in scene/pixel coordinates so they maintain
|
||||||
|
# size regardless of zoom level
|
||||||
|
orig_tr = p.transform()
|
||||||
|
p.resetTransform()
|
||||||
|
|
||||||
|
# rebuild arrow path in scene coordinates
|
||||||
|
arrow_path_scene = QtGui.QPainterPath()
|
||||||
|
|
||||||
|
# arrow geometry matching pg.ArrowItem defaults
|
||||||
|
# headLen=10, headWidth=2.222
|
||||||
|
# headWidth is the half-width (center to edge distance)
|
||||||
|
head_len = self._arrow_size
|
||||||
|
head_width = head_len * 0.2222 # 2.222 at size=10
|
||||||
|
|
||||||
|
for spec in self._gap_specs:
|
||||||
|
if 'arrow_x' not in spec:
|
||||||
|
continue
|
||||||
|
|
||||||
|
arrow_x = spec['arrow_x']
|
||||||
|
arrow_y = spec['arrow_y']
|
||||||
|
pointing = spec['pointing']
|
||||||
|
|
||||||
|
# transform data coords to scene coords
|
||||||
|
scene_pt = orig_tr.map(QPointF(arrow_x, arrow_y))
|
||||||
|
sx = scene_pt.x()
|
||||||
|
sy = scene_pt.y()
|
||||||
|
|
||||||
|
# create arrow polygon in scene/pixel coords
|
||||||
|
# matching pg.ArrowItem geometry but rotated for up/down
|
||||||
|
if pointing == 'down':
|
||||||
|
# tip points downward (negative y direction)
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(sx, sy), # tip
|
||||||
|
QPointF(
|
||||||
|
sx - head_width,
|
||||||
|
sy - head_len,
|
||||||
|
), # left base
|
||||||
|
QPointF(
|
||||||
|
sx + head_width,
|
||||||
|
sy - head_len,
|
||||||
|
), # right base
|
||||||
|
])
|
||||||
|
else: # up
|
||||||
|
# tip points upward (positive y direction)
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(sx, sy), # tip
|
||||||
|
QPointF(
|
||||||
|
sx - head_width,
|
||||||
|
sy + head_len,
|
||||||
|
), # left base
|
||||||
|
QPointF(
|
||||||
|
sx + head_width,
|
||||||
|
sy + head_len,
|
||||||
|
), # right base
|
||||||
|
])
|
||||||
|
|
||||||
|
arrow_path_scene.addPolygon(arrow_poly)
|
||||||
|
arrow_path_scene.closeSubpath()
|
||||||
|
|
||||||
|
p.setPen(self._arrow_pen)
|
||||||
|
p.setBrush(self._arrow_brush)
|
||||||
|
p.drawPath(arrow_path_scene)
|
||||||
|
|
||||||
|
# restore original transform
|
||||||
|
p.setTransform(orig_tr)
|
||||||
|
|
||||||
|
def reposition(
|
||||||
|
self,
|
||||||
|
array: np.ndarray|None = None,
|
||||||
|
fqme: str|None = None,
|
||||||
|
timeframe: float|None = None,
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Reposition all annotations based on timestamps.
|
||||||
|
|
||||||
|
Used when viz is updated (eg during backfill) and abs-index
|
||||||
|
range changes - we need to lookup new indices from timestamps.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# skip reposition if timeframe doesn't match
|
||||||
|
# (e.g., 1s gaps being repositioned with 60s array)
|
||||||
|
if (
|
||||||
|
timeframe is not None
|
||||||
|
and
|
||||||
|
self._timeframe is not None
|
||||||
|
and
|
||||||
|
timeframe != self._timeframe
|
||||||
|
):
|
||||||
|
log.debug(
|
||||||
|
f'Skipping reposition for {self._fqme} gaps:\n'
|
||||||
|
f' gap timeframe: {self._timeframe}s\n'
|
||||||
|
f' array timeframe: {timeframe}s\n'
|
||||||
|
)
|
||||||
|
return
|
||||||
|
|
||||||
|
if array is None:
|
||||||
|
array = self._array
|
||||||
|
|
||||||
|
if array is None:
|
||||||
|
log.warning(
|
||||||
|
'GapAnnotations.reposition() called but no array '
|
||||||
|
'provided'
|
||||||
|
)
|
||||||
|
return
|
||||||
|
|
||||||
|
# collect all unique timestamps we need to lookup
|
||||||
|
timestamps: set[float] = set()
|
||||||
|
for spec in self._gap_specs:
|
||||||
|
if spec.get('start_time') is not None:
|
||||||
|
timestamps.add(spec['start_time'])
|
||||||
|
if spec.get('end_time') is not None:
|
||||||
|
timestamps.add(spec['end_time'])
|
||||||
|
if spec.get('time') is not None:
|
||||||
|
timestamps.add(spec['time'])
|
||||||
|
|
||||||
|
# vectorized timestamp -> row lookup using binary search
|
||||||
|
time_to_row: dict[float, dict] = {}
|
||||||
|
if timestamps:
|
||||||
|
import numpy as np
|
||||||
|
time_arr = array['time']
|
||||||
|
ts_array = np.array(list(timestamps))
|
||||||
|
|
||||||
|
search_indices = np.searchsorted(
|
||||||
|
time_arr,
|
||||||
|
ts_array,
|
||||||
|
)
|
||||||
|
|
||||||
|
# vectorized bounds check and exact match verification
|
||||||
|
valid_mask = (
|
||||||
|
(search_indices < len(array))
|
||||||
|
& (time_arr[search_indices] == ts_array)
|
||||||
|
)
|
||||||
|
|
||||||
|
valid_indices = search_indices[valid_mask]
|
||||||
|
valid_timestamps = ts_array[valid_mask]
|
||||||
|
matched_rows = array[valid_indices]
|
||||||
|
|
||||||
|
time_to_row = {
|
||||||
|
float(ts): {
|
||||||
|
'index': float(row['index']),
|
||||||
|
'open': float(row['open']),
|
||||||
|
'close': float(row['close']),
|
||||||
|
}
|
||||||
|
for ts, row in zip(
|
||||||
|
valid_timestamps,
|
||||||
|
matched_rows,
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
# rebuild rect array from gap specs with new indices
|
||||||
|
rect_memory = self._rectarray.ndarray()
|
||||||
|
|
||||||
|
for (
|
||||||
|
i,
|
||||||
|
spec,
|
||||||
|
) in enumerate(self._gap_specs):
|
||||||
|
start_time = spec.get('start_time')
|
||||||
|
end_time = spec.get('end_time')
|
||||||
|
|
||||||
|
if (
|
||||||
|
start_time is None
|
||||||
|
or end_time is None
|
||||||
|
):
|
||||||
|
continue
|
||||||
|
|
||||||
|
start_row = time_to_row.get(start_time)
|
||||||
|
end_row = time_to_row.get(end_time)
|
||||||
|
|
||||||
|
if (
|
||||||
|
start_row is None
|
||||||
|
or end_row is None
|
||||||
|
):
|
||||||
|
log.warning(
|
||||||
|
f'Timestamp lookup failed for gap[{i}] during '
|
||||||
|
f'reposition:\n'
|
||||||
|
f' fqme: {fqme}\n'
|
||||||
|
f' timeframe: {timeframe}s\n'
|
||||||
|
f' start_time: {start_time}\n'
|
||||||
|
f' end_time: {end_time}\n'
|
||||||
|
f' array time range: '
|
||||||
|
f'{array["time"][0]} -> {array["time"][-1]}\n'
|
||||||
|
)
|
||||||
|
continue
|
||||||
|
|
||||||
|
start_idx = start_row['index']
|
||||||
|
end_idx = end_row['index']
|
||||||
|
start_close = start_row['close']
|
||||||
|
end_open = end_row['open']
|
||||||
|
|
||||||
|
from_idx: float = 0.16 - 0.06
|
||||||
|
start_x = start_idx + 1 - from_idx
|
||||||
|
end_x = end_idx + from_idx
|
||||||
|
|
||||||
|
# update rect in array
|
||||||
|
rect_memory[i, 0] = start_x
|
||||||
|
rect_memory[i, 1] = min(start_close, end_open)
|
||||||
|
rect_memory[i, 2] = end_x - start_x
|
||||||
|
rect_memory[i, 3] = abs(end_open - start_close)
|
||||||
|
|
||||||
|
# rebuild arrow path with new indices
|
||||||
|
self._arrow_path.clear()
|
||||||
|
|
||||||
|
for spec in self._gap_specs:
|
||||||
|
time_val = spec.get('time')
|
||||||
|
if time_val is None:
|
||||||
|
continue
|
||||||
|
|
||||||
|
arrow_row = time_to_row.get(time_val)
|
||||||
|
if arrow_row is None:
|
||||||
|
continue
|
||||||
|
|
||||||
|
arrow_x = arrow_row['index']
|
||||||
|
arrow_y = arrow_row['close']
|
||||||
|
pointing = spec['pointing']
|
||||||
|
|
||||||
|
# create arrow polygon
|
||||||
|
if pointing == 'down':
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(arrow_x, arrow_y),
|
||||||
|
QPointF(
|
||||||
|
arrow_x - self._arrow_size/2,
|
||||||
|
arrow_y - self._arrow_size,
|
||||||
|
),
|
||||||
|
QPointF(
|
||||||
|
arrow_x + self._arrow_size/2,
|
||||||
|
arrow_y - self._arrow_size,
|
||||||
|
),
|
||||||
|
])
|
||||||
|
else: # up
|
||||||
|
arrow_poly = QtGui.QPolygonF([
|
||||||
|
QPointF(arrow_x, arrow_y),
|
||||||
|
QPointF(
|
||||||
|
arrow_x - self._arrow_size/2,
|
||||||
|
arrow_y + self._arrow_size,
|
||||||
|
),
|
||||||
|
QPointF(
|
||||||
|
arrow_x + self._arrow_size/2,
|
||||||
|
arrow_y + self._arrow_size,
|
||||||
|
),
|
||||||
|
])
|
||||||
|
|
||||||
|
self._arrow_path.addPolygon(arrow_poly)
|
||||||
|
self._arrow_path.closeSubpath()
|
||||||
|
|
||||||
|
# invalidate bounding rect cache
|
||||||
|
self._br = None
|
||||||
|
self.prepareGeometryChange()
|
||||||
|
self.update()
|
||||||
|
|
|
||||||
|
|
@ -168,7 +168,7 @@ class ArrowEditor(Struct):
|
||||||
'''
|
'''
|
||||||
uid: str = arrow._uid
|
uid: str = arrow._uid
|
||||||
arrows: list[pg.ArrowItem] = self._arrows[uid]
|
arrows: list[pg.ArrowItem] = self._arrows[uid]
|
||||||
log.info(
|
log.debug(
|
||||||
f'Removing arrow from views\n'
|
f'Removing arrow from views\n'
|
||||||
f'uid: {uid!r}\n'
|
f'uid: {uid!r}\n'
|
||||||
f'{arrow!r}\n'
|
f'{arrow!r}\n'
|
||||||
|
|
@ -286,7 +286,9 @@ class LineEditor(Struct):
|
||||||
for line in lines:
|
for line in lines:
|
||||||
line.show_labels()
|
line.show_labels()
|
||||||
line.hide_markers()
|
line.hide_markers()
|
||||||
log.debug(f'Level active for level: {line.value()}')
|
log.debug(
|
||||||
|
f'Line active @ level: {line.value()!r}'
|
||||||
|
)
|
||||||
# TODO: other flashy things to indicate the order is active
|
# TODO: other flashy things to indicate the order is active
|
||||||
|
|
||||||
return lines
|
return lines
|
||||||
|
|
@ -329,7 +331,11 @@ class LineEditor(Struct):
|
||||||
if line in hovered:
|
if line in hovered:
|
||||||
hovered.remove(line)
|
hovered.remove(line)
|
||||||
|
|
||||||
log.debug(f'deleting {line} with oid: {uuid}')
|
log.debug(
|
||||||
|
f'Deleting level-line\n'
|
||||||
|
f'line: {line!r}\n'
|
||||||
|
f'oid: {uuid!r}\n'
|
||||||
|
)
|
||||||
line.delete()
|
line.delete()
|
||||||
|
|
||||||
# make sure the xhair doesn't get left off
|
# make sure the xhair doesn't get left off
|
||||||
|
|
@ -337,7 +343,11 @@ class LineEditor(Struct):
|
||||||
cursor.show_xhair()
|
cursor.show_xhair()
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.warning(f'Could not find line for {line}')
|
log.warning(
|
||||||
|
f'Could not find line for removal ??\n'
|
||||||
|
f'\n'
|
||||||
|
f'{line!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
return lines
|
return lines
|
||||||
|
|
||||||
|
|
@ -569,11 +579,11 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
if update_label:
|
if update_label:
|
||||||
self.init_label(view_rect)
|
self.init_label(view_rect)
|
||||||
|
|
||||||
print(
|
log.debug(
|
||||||
'SelectRect modify:\n'
|
f'SelectRect modify,\n'
|
||||||
f'QRectF: {view_rect}\n'
|
f'QRectF: {view_rect}\n'
|
||||||
f'start_pos: {start_pos}\n'
|
f'start_pos: {start_pos!r}\n'
|
||||||
f'end_pos: {end_pos}\n'
|
f'end_pos: {end_pos!r}\n'
|
||||||
)
|
)
|
||||||
self.show()
|
self.show()
|
||||||
|
|
||||||
|
|
@ -640,8 +650,11 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
dmn=dmn,
|
dmn=dmn,
|
||||||
))
|
))
|
||||||
|
|
||||||
# print(f'x2, y2: {(x2, y2)}')
|
# tracing
|
||||||
# print(f'xmn, ymn: {(xmn, ymx)}')
|
# log.info(
|
||||||
|
# f'x2, y2: {(x2, y2)}\n'
|
||||||
|
# f'xmn, ymn: {(xmn, ymx)}\n'
|
||||||
|
# )
|
||||||
|
|
||||||
label_anchor = Point(
|
label_anchor = Point(
|
||||||
xmx + 2,
|
xmx + 2,
|
||||||
|
|
|
||||||
|
|
@ -38,7 +38,6 @@ from piker.ui.qt import (
|
||||||
QtGui,
|
QtGui,
|
||||||
QGraphicsPathItem,
|
QGraphicsPathItem,
|
||||||
QStyleOptionGraphicsItem,
|
QStyleOptionGraphicsItem,
|
||||||
QGraphicsItem,
|
|
||||||
QGraphicsScene,
|
QGraphicsScene,
|
||||||
QWidget,
|
QWidget,
|
||||||
QPointF,
|
QPointF,
|
||||||
|
|
|
||||||
|
|
@ -22,6 +22,7 @@ a chart from some other actor.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import (
|
from contextlib import (
|
||||||
asynccontextmanager as acm,
|
asynccontextmanager as acm,
|
||||||
|
contextmanager as cm,
|
||||||
AsyncExitStack,
|
AsyncExitStack,
|
||||||
)
|
)
|
||||||
from functools import partial
|
from functools import partial
|
||||||
|
|
@ -46,6 +47,7 @@ from piker.log import get_logger
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.service import find_service
|
from piker.service import find_service
|
||||||
from piker.brokers import SymbolNotFound
|
from piker.brokers import SymbolNotFound
|
||||||
|
from piker.toolz import Profiler
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QGraphicsItem,
|
QGraphicsItem,
|
||||||
)
|
)
|
||||||
|
|
@ -98,6 +100,8 @@ def rm_annot(
|
||||||
annot: ArrowEditor|SelectRect|pg.TextItem
|
annot: ArrowEditor|SelectRect|pg.TextItem
|
||||||
) -> bool:
|
) -> bool:
|
||||||
global _editors
|
global _editors
|
||||||
|
from piker.ui._annotate import GapAnnotations
|
||||||
|
|
||||||
match annot:
|
match annot:
|
||||||
case pg.ArrowItem():
|
case pg.ArrowItem():
|
||||||
editor = _editors[annot._uid]
|
editor = _editors[annot._uid]
|
||||||
|
|
@ -122,9 +126,35 @@ def rm_annot(
|
||||||
scene.removeItem(annot)
|
scene.removeItem(annot)
|
||||||
return True
|
return True
|
||||||
|
|
||||||
|
case GapAnnotations():
|
||||||
|
scene = annot.scene()
|
||||||
|
if scene:
|
||||||
|
scene.removeItem(annot)
|
||||||
|
return True
|
||||||
|
|
||||||
return False
|
return False
|
||||||
|
|
||||||
|
|
||||||
|
@cm
|
||||||
|
def no_qt_updates(*items):
|
||||||
|
'''
|
||||||
|
Disable Qt widget/item updates during context to batch
|
||||||
|
render operations and only trigger single repaint on exit.
|
||||||
|
|
||||||
|
Accepts both QWidgets and QGraphicsItems.
|
||||||
|
|
||||||
|
'''
|
||||||
|
for item in items:
|
||||||
|
if hasattr(item, 'setUpdatesEnabled'):
|
||||||
|
item.setUpdatesEnabled(False)
|
||||||
|
try:
|
||||||
|
yield
|
||||||
|
finally:
|
||||||
|
for item in items:
|
||||||
|
if hasattr(item, 'setUpdatesEnabled'):
|
||||||
|
item.setUpdatesEnabled(True)
|
||||||
|
|
||||||
|
|
||||||
async def serve_rc_annots(
|
async def serve_rc_annots(
|
||||||
ipc_key: str,
|
ipc_key: str,
|
||||||
annot_req_stream: MsgStream,
|
annot_req_stream: MsgStream,
|
||||||
|
|
@ -429,6 +459,333 @@ async def serve_rc_annots(
|
||||||
aids.add(aid)
|
aids.add(aid)
|
||||||
await annot_req_stream.send(aid)
|
await annot_req_stream.send(aid)
|
||||||
|
|
||||||
|
case {
|
||||||
|
'cmd': 'batch',
|
||||||
|
'fqme': fqme,
|
||||||
|
'timeframe': timeframe,
|
||||||
|
'rects': list(rect_specs),
|
||||||
|
'arrows': list(arrow_specs),
|
||||||
|
'texts': list(text_specs),
|
||||||
|
'show_individual_arrows': bool(show_individual_arrows),
|
||||||
|
}:
|
||||||
|
# batch submission handler - process multiple
|
||||||
|
# annotations in single IPC round-trip
|
||||||
|
ds: DisplayState = _dss[fqme]
|
||||||
|
try:
|
||||||
|
chart: ChartPlotWidget = {
|
||||||
|
60: ds.hist_chart,
|
||||||
|
1: ds.chart,
|
||||||
|
}[timeframe]
|
||||||
|
except KeyError:
|
||||||
|
msg: str = (
|
||||||
|
f'No chart for timeframe={timeframe}s, '
|
||||||
|
f'skipping batch annotation'
|
||||||
|
)
|
||||||
|
log.error(msg)
|
||||||
|
await annot_req_stream.send({'error': msg})
|
||||||
|
continue
|
||||||
|
|
||||||
|
cv: ChartView = chart.cv
|
||||||
|
viz: Viz = chart.get_viz(fqme)
|
||||||
|
shm = viz.shm
|
||||||
|
arr = shm.array
|
||||||
|
|
||||||
|
result: dict[str, list[int]] = {
|
||||||
|
'rects': [],
|
||||||
|
'arrows': [],
|
||||||
|
'texts': [],
|
||||||
|
}
|
||||||
|
|
||||||
|
profiler = Profiler(
|
||||||
|
msg=(
|
||||||
|
f'Batch annotate {len(rect_specs)} gaps '
|
||||||
|
f'on {fqme}@{timeframe}s'
|
||||||
|
),
|
||||||
|
disabled=False,
|
||||||
|
delayed=False,
|
||||||
|
)
|
||||||
|
|
||||||
|
aids_set: set[int] = ctxs[ipc_key][1]
|
||||||
|
|
||||||
|
# build unified gap_specs for GapAnnotations class
|
||||||
|
from piker.ui._annotate import GapAnnotations
|
||||||
|
|
||||||
|
gap_specs: list[dict] = []
|
||||||
|
n_gaps: int = max(
|
||||||
|
len(rect_specs),
|
||||||
|
len(arrow_specs),
|
||||||
|
)
|
||||||
|
profiler('setup batch annot creation')
|
||||||
|
|
||||||
|
# collect all unique timestamps for vectorized lookup
|
||||||
|
timestamps: list[float] = []
|
||||||
|
for rect_spec in rect_specs:
|
||||||
|
if start_time := rect_spec.get('start_time'):
|
||||||
|
timestamps.append(start_time)
|
||||||
|
if end_time := rect_spec.get('end_time'):
|
||||||
|
timestamps.append(end_time)
|
||||||
|
for arrow_spec in arrow_specs:
|
||||||
|
if time_val := arrow_spec.get('time'):
|
||||||
|
timestamps.append(time_val)
|
||||||
|
|
||||||
|
profiler('collect `timestamps: list` complet!')
|
||||||
|
|
||||||
|
# build timestamp -> row mapping using binary search
|
||||||
|
# O(m log n) instead of O(n*m) with np.isin
|
||||||
|
time_to_row: dict[float, dict] = {}
|
||||||
|
if timestamps:
|
||||||
|
import numpy as np
|
||||||
|
time_arr = arr['time']
|
||||||
|
ts_array = np.array(timestamps)
|
||||||
|
|
||||||
|
# binary search for each timestamp in sorted time array
|
||||||
|
search_indices = np.searchsorted(
|
||||||
|
time_arr,
|
||||||
|
ts_array,
|
||||||
|
)
|
||||||
|
|
||||||
|
profiler('`np.searchsorted()` complete!')
|
||||||
|
|
||||||
|
# vectorized bounds check and exact match verification
|
||||||
|
valid_mask = (
|
||||||
|
(search_indices < len(arr))
|
||||||
|
& (time_arr[search_indices] == ts_array)
|
||||||
|
)
|
||||||
|
|
||||||
|
# get all valid indices and timestamps
|
||||||
|
valid_indices = search_indices[valid_mask]
|
||||||
|
valid_timestamps = ts_array[valid_mask]
|
||||||
|
|
||||||
|
# use fancy indexing to get all rows at once
|
||||||
|
matched_rows = arr[valid_indices]
|
||||||
|
|
||||||
|
# extract fields to plain arrays BEFORE dict building
|
||||||
|
indices_arr = matched_rows['index'].astype(float)
|
||||||
|
opens_arr = matched_rows['open'].astype(float)
|
||||||
|
closes_arr = matched_rows['close'].astype(float)
|
||||||
|
|
||||||
|
profiler('extracted field arrays')
|
||||||
|
|
||||||
|
# build dict from plain arrays (much faster)
|
||||||
|
time_to_row: dict[float, dict] = {
|
||||||
|
float(ts): {
|
||||||
|
'index': idx,
|
||||||
|
'open': opn,
|
||||||
|
'close': cls,
|
||||||
|
}
|
||||||
|
for (
|
||||||
|
ts,
|
||||||
|
idx,
|
||||||
|
opn,
|
||||||
|
cls,
|
||||||
|
) in zip(
|
||||||
|
valid_timestamps,
|
||||||
|
indices_arr,
|
||||||
|
opens_arr,
|
||||||
|
closes_arr,
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
profiler('`time_to_row` creation complete!')
|
||||||
|
|
||||||
|
profiler(f'built timestamp lookup for {len(timestamps)} times')
|
||||||
|
|
||||||
|
# build gap_specs from rect+arrow specs
|
||||||
|
for i in range(n_gaps):
|
||||||
|
gap_spec: dict = {}
|
||||||
|
|
||||||
|
# get rect spec for this gap
|
||||||
|
if i < len(rect_specs):
|
||||||
|
rect_spec: dict = rect_specs[i].copy()
|
||||||
|
start_time = rect_spec.get('start_time')
|
||||||
|
end_time = rect_spec.get('end_time')
|
||||||
|
|
||||||
|
if (
|
||||||
|
start_time is not None
|
||||||
|
and end_time is not None
|
||||||
|
):
|
||||||
|
# lookup from pre-built mapping
|
||||||
|
start_row = time_to_row.get(start_time)
|
||||||
|
end_row = time_to_row.get(end_time)
|
||||||
|
|
||||||
|
if (
|
||||||
|
start_row is None
|
||||||
|
or end_row is None
|
||||||
|
):
|
||||||
|
log.warning(
|
||||||
|
f'Timestamp lookup failed for '
|
||||||
|
f'gap[{i}], skipping'
|
||||||
|
)
|
||||||
|
continue
|
||||||
|
|
||||||
|
start_idx = start_row['index']
|
||||||
|
end_idx = end_row['index']
|
||||||
|
start_close = start_row['close']
|
||||||
|
end_open = end_row['open']
|
||||||
|
|
||||||
|
from_idx: float = 0.16 - 0.06
|
||||||
|
gap_spec['start_pos'] = (
|
||||||
|
start_idx + 1 - from_idx,
|
||||||
|
start_close,
|
||||||
|
)
|
||||||
|
gap_spec['end_pos'] = (
|
||||||
|
end_idx + from_idx,
|
||||||
|
end_open,
|
||||||
|
)
|
||||||
|
gap_spec['start_time'] = start_time
|
||||||
|
gap_spec['end_time'] = end_time
|
||||||
|
gap_spec['color'] = rect_spec.get(
|
||||||
|
'color',
|
||||||
|
'dad_blue',
|
||||||
|
)
|
||||||
|
|
||||||
|
# get arrow spec for this gap
|
||||||
|
if i < len(arrow_specs):
|
||||||
|
arrow_spec: dict = arrow_specs[i].copy()
|
||||||
|
x: float = float(arrow_spec.get('x', 0))
|
||||||
|
y: float = float(arrow_spec.get('y', 0))
|
||||||
|
time_val: float|None = arrow_spec.get('time')
|
||||||
|
|
||||||
|
# timestamp-based index lookup (only for x, NOT y!)
|
||||||
|
# y is already set to the PREVIOUS bar's close
|
||||||
|
if time_val is not None:
|
||||||
|
arrow_row = time_to_row.get(time_val)
|
||||||
|
if arrow_row is not None:
|
||||||
|
x = arrow_row['index']
|
||||||
|
# NOTE: do NOT update y! it's the
|
||||||
|
# previous bar's close, not current
|
||||||
|
else:
|
||||||
|
log.warning(
|
||||||
|
f'Arrow timestamp {time_val} not '
|
||||||
|
f'found for gap[{i}], using x={x}'
|
||||||
|
)
|
||||||
|
|
||||||
|
gap_spec['arrow_x'] = x
|
||||||
|
gap_spec['arrow_y'] = y
|
||||||
|
gap_spec['time'] = time_val
|
||||||
|
gap_spec['pointing'] = arrow_spec.get(
|
||||||
|
'pointing',
|
||||||
|
'down',
|
||||||
|
)
|
||||||
|
gap_spec['alpha'] = arrow_spec.get('alpha', 169)
|
||||||
|
|
||||||
|
gap_specs.append(gap_spec)
|
||||||
|
|
||||||
|
profiler(f'built {len(gap_specs)} gap_specs')
|
||||||
|
|
||||||
|
# create single GapAnnotations item for all gaps
|
||||||
|
if gap_specs:
|
||||||
|
gaps_item = GapAnnotations(
|
||||||
|
gap_specs=gap_specs,
|
||||||
|
array=arr,
|
||||||
|
color=gap_specs[0].get('color', 'dad_blue'),
|
||||||
|
alpha=gap_specs[0].get('alpha', 169),
|
||||||
|
arrow_size=10.0,
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
chart.plotItem.addItem(gaps_item)
|
||||||
|
|
||||||
|
# register single item for repositioning
|
||||||
|
aid: int = id(gaps_item)
|
||||||
|
annots[aid] = gaps_item
|
||||||
|
aids_set.add(aid)
|
||||||
|
result['rects'].append(aid)
|
||||||
|
profiler(
|
||||||
|
f'created GapAnnotations item for {len(gap_specs)} '
|
||||||
|
f'gaps'
|
||||||
|
)
|
||||||
|
|
||||||
|
# A/B comparison: optionally create individual arrows
|
||||||
|
# alongside batch for visual comparison
|
||||||
|
if show_individual_arrows:
|
||||||
|
godw = chart.linked.godwidget
|
||||||
|
arrows: ArrowEditor = ArrowEditor(godw=godw)
|
||||||
|
for i, spec in enumerate(gap_specs):
|
||||||
|
if 'arrow_x' not in spec:
|
||||||
|
continue
|
||||||
|
|
||||||
|
aid_str: str = str(uuid4())
|
||||||
|
arrow: pg.ArrowItem = arrows.add(
|
||||||
|
plot=chart.plotItem,
|
||||||
|
uid=aid_str,
|
||||||
|
x=spec['arrow_x'],
|
||||||
|
y=spec['arrow_y'],
|
||||||
|
pointing=spec['pointing'],
|
||||||
|
color='bracket', # different color
|
||||||
|
alpha=spec.get('alpha', 169),
|
||||||
|
headLen=10.0,
|
||||||
|
headWidth=2.222,
|
||||||
|
pxMode=True,
|
||||||
|
)
|
||||||
|
arrow._abs_x = spec['arrow_x']
|
||||||
|
arrow._abs_y = spec['arrow_y']
|
||||||
|
|
||||||
|
annots[aid_str] = arrow
|
||||||
|
_editors[aid_str] = arrows
|
||||||
|
aids_set.add(aid_str)
|
||||||
|
result['arrows'].append(aid_str)
|
||||||
|
|
||||||
|
profiler(
|
||||||
|
f'created {len(gap_specs)} individual arrows '
|
||||||
|
f'for comparison'
|
||||||
|
)
|
||||||
|
|
||||||
|
# handle text items separately (less common, keep
|
||||||
|
# individual items)
|
||||||
|
n_texts: int = 0
|
||||||
|
for text_spec in text_specs:
|
||||||
|
kwargs: dict = text_spec.copy()
|
||||||
|
text: str = kwargs.pop('text')
|
||||||
|
x: float = float(kwargs.pop('x'))
|
||||||
|
y: float = float(kwargs.pop('y'))
|
||||||
|
time_val: float|None = kwargs.pop('time', None)
|
||||||
|
|
||||||
|
# timestamp-based index lookup
|
||||||
|
if time_val is not None:
|
||||||
|
matches = arr[arr['time'] == time_val]
|
||||||
|
if len(matches) > 0:
|
||||||
|
x = float(matches[0]['index'])
|
||||||
|
y = float(matches[0]['close'])
|
||||||
|
|
||||||
|
color = kwargs.pop('color', 'dad_blue')
|
||||||
|
anchor = kwargs.pop('anchor', (0, 1))
|
||||||
|
font_size = kwargs.pop('font_size', None)
|
||||||
|
|
||||||
|
text_item: pg.TextItem = pg.TextItem(
|
||||||
|
text,
|
||||||
|
color=hcolor(color),
|
||||||
|
anchor=anchor,
|
||||||
|
)
|
||||||
|
|
||||||
|
if font_size is None:
|
||||||
|
from ._style import get_fonts
|
||||||
|
font, font_small = get_fonts()
|
||||||
|
font_size = font_small.px_size - 1
|
||||||
|
|
||||||
|
qfont: QFont = text_item.textItem.font()
|
||||||
|
qfont.setPixelSize(font_size)
|
||||||
|
text_item.setFont(qfont)
|
||||||
|
|
||||||
|
text_item.setPos(float(x), float(y))
|
||||||
|
chart.plotItem.addItem(text_item)
|
||||||
|
|
||||||
|
text_item._abs_x = float(x)
|
||||||
|
text_item._abs_y = float(y)
|
||||||
|
|
||||||
|
aid: str = str(uuid4())
|
||||||
|
annots[aid] = text_item
|
||||||
|
aids_set.add(aid)
|
||||||
|
result['texts'].append(aid)
|
||||||
|
n_texts += 1
|
||||||
|
|
||||||
|
profiler(
|
||||||
|
f'created text annotations: {n_texts} texts'
|
||||||
|
)
|
||||||
|
profiler.finish()
|
||||||
|
|
||||||
|
await annot_req_stream.send(result)
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'cmd': 'remove',
|
'cmd': 'remove',
|
||||||
'aid': int(aid)|str(aid),
|
'aid': int(aid)|str(aid),
|
||||||
|
|
@ -471,10 +828,26 @@ async def serve_rc_annots(
|
||||||
# XXX: reposition all annotations to ensure they
|
# XXX: reposition all annotations to ensure they
|
||||||
# stay aligned with viz data after reset (eg during
|
# stay aligned with viz data after reset (eg during
|
||||||
# backfill when abs-index range changes)
|
# backfill when abs-index range changes)
|
||||||
|
chart: ChartPlotWidget = {
|
||||||
|
60: ds.hist_chart,
|
||||||
|
1: ds.chart,
|
||||||
|
}[timeframe]
|
||||||
|
viz: Viz = chart.get_viz(fqme)
|
||||||
|
arr = viz.shm.array
|
||||||
|
|
||||||
n_repositioned: int = 0
|
n_repositioned: int = 0
|
||||||
for aid, annot in annots.items():
|
for aid, annot in annots.items():
|
||||||
|
# GapAnnotations batch items have .reposition()
|
||||||
|
if hasattr(annot, 'reposition'):
|
||||||
|
annot.reposition(
|
||||||
|
array=arr,
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
n_repositioned += 1
|
||||||
|
|
||||||
# arrows and text items use abs x,y coords
|
# arrows and text items use abs x,y coords
|
||||||
if (
|
elif (
|
||||||
hasattr(annot, '_abs_x')
|
hasattr(annot, '_abs_x')
|
||||||
and
|
and
|
||||||
hasattr(annot, '_abs_y')
|
hasattr(annot, '_abs_y')
|
||||||
|
|
@ -539,12 +912,21 @@ async def remote_annotate(
|
||||||
finally:
|
finally:
|
||||||
# ensure all annots for this connection are deleted
|
# ensure all annots for this connection are deleted
|
||||||
# on any final teardown
|
# on any final teardown
|
||||||
|
profiler = Profiler(
|
||||||
|
msg=f'Annotation teardown for ctx {ctx.cid}',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
(_ctx, aids) = _ctxs[ctx.cid]
|
(_ctx, aids) = _ctxs[ctx.cid]
|
||||||
assert _ctx is ctx
|
assert _ctx is ctx
|
||||||
|
profiler(f'got {len(aids)} aids to remove')
|
||||||
|
|
||||||
for aid in aids:
|
for aid in aids:
|
||||||
annot: QGraphicsItem = _annots[aid]
|
annot: QGraphicsItem = _annots[aid]
|
||||||
assert rm_annot(annot)
|
assert rm_annot(annot)
|
||||||
|
|
||||||
|
profiler(f'removed all {len(aids)} annotations')
|
||||||
|
|
||||||
|
|
||||||
class AnnotCtl(Struct):
|
class AnnotCtl(Struct):
|
||||||
'''
|
'''
|
||||||
|
|
@ -746,6 +1128,64 @@ class AnnotCtl(Struct):
|
||||||
)
|
)
|
||||||
return aid
|
return aid
|
||||||
|
|
||||||
|
async def add_batch(
|
||||||
|
self,
|
||||||
|
fqme: str,
|
||||||
|
timeframe: float,
|
||||||
|
rects: list[dict]|None = None,
|
||||||
|
arrows: list[dict]|None = None,
|
||||||
|
texts: list[dict]|None = None,
|
||||||
|
show_individual_arrows: bool = False,
|
||||||
|
|
||||||
|
from_acm: bool = False,
|
||||||
|
|
||||||
|
) -> dict[str, list[int]]:
|
||||||
|
'''
|
||||||
|
Batch submit multiple annotations in single IPC msg for
|
||||||
|
much faster remote annotation vs. per-annot round-trips.
|
||||||
|
|
||||||
|
Returns dict of annotation IDs:
|
||||||
|
{
|
||||||
|
'rects': [aid1, aid2, ...],
|
||||||
|
'arrows': [aid3, aid4, ...],
|
||||||
|
'texts': [aid5, aid6, ...],
|
||||||
|
}
|
||||||
|
|
||||||
|
'''
|
||||||
|
ipc: MsgStream = self._get_ipc(fqme)
|
||||||
|
with trio.fail_after(10):
|
||||||
|
await ipc.send({
|
||||||
|
'fqme': fqme,
|
||||||
|
'cmd': 'batch',
|
||||||
|
'timeframe': timeframe,
|
||||||
|
'rects': rects or [],
|
||||||
|
'arrows': arrows or [],
|
||||||
|
'texts': texts or [],
|
||||||
|
'show_individual_arrows': show_individual_arrows,
|
||||||
|
})
|
||||||
|
result: dict = await ipc.receive()
|
||||||
|
match result:
|
||||||
|
case {'error': str(msg)}:
|
||||||
|
log.error(msg)
|
||||||
|
return {
|
||||||
|
'rects': [],
|
||||||
|
'arrows': [],
|
||||||
|
'texts': [],
|
||||||
|
}
|
||||||
|
|
||||||
|
# register all AIDs with their IPC streams
|
||||||
|
for aid_list in result.values():
|
||||||
|
for aid in aid_list:
|
||||||
|
self._ipcs[aid] = ipc
|
||||||
|
if not from_acm:
|
||||||
|
self._annot_stack.push_async_callback(
|
||||||
|
partial(
|
||||||
|
self.remove,
|
||||||
|
aid,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
return result
|
||||||
|
|
||||||
async def add_text(
|
async def add_text(
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
@ -881,3 +1321,14 @@ async def open_annot_ctl(
|
||||||
_annot_stack=annots_stack,
|
_annot_stack=annots_stack,
|
||||||
)
|
)
|
||||||
yield client
|
yield client
|
||||||
|
|
||||||
|
# client exited, measure teardown time
|
||||||
|
teardown_profiler = Profiler(
|
||||||
|
msg='Client AnnotCtl teardown',
|
||||||
|
disabled=False,
|
||||||
|
ms_threshold=0.0,
|
||||||
|
)
|
||||||
|
teardown_profiler('exiting annots_stack')
|
||||||
|
|
||||||
|
teardown_profiler('annots_stack exited')
|
||||||
|
teardown_profiler('exiting gather_contexts')
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ import uuid
|
||||||
|
|
||||||
from bidict import bidict
|
from bidict import bidict
|
||||||
import tractor
|
import tractor
|
||||||
|
from tractor.devx.pformat import ppfmt
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
|
|
@ -1207,11 +1208,10 @@ async def process_trade_msg(
|
||||||
f'\n'
|
f'\n'
|
||||||
f'=> CANCELLING ORDER DIALOG <=\n'
|
f'=> CANCELLING ORDER DIALOG <=\n'
|
||||||
|
|
||||||
# from tractor.devx.pformat import ppfmt
|
|
||||||
# !TODO LOL, wtf the msg is causing
|
# !TODO LOL, wtf the msg is causing
|
||||||
# a recursion bug!
|
# a recursion bug!
|
||||||
# -[ ] get this shit on msgspec stat!
|
# -[ ] get this shit on msgspec stat!
|
||||||
# f'{ppfmt(broker_msg)}'
|
f'{ppfmt(broker_msg)}'
|
||||||
)
|
)
|
||||||
# do all the things for a cancel:
|
# do all the things for a cancel:
|
||||||
# - drop order-msg dialog from client table
|
# - drop order-msg dialog from client table
|
||||||
|
|
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -52,7 +52,6 @@ dependencies = [
|
||||||
"bidict >=0.23.1",
|
"bidict >=0.23.1",
|
||||||
"colorama >=0.4.6, <0.5.0",
|
"colorama >=0.4.6, <0.5.0",
|
||||||
"colorlog >=6.7.0, <7.0.0",
|
"colorlog >=6.7.0, <7.0.0",
|
||||||
"ib-insync >=0.9.86, <0.10.0",
|
|
||||||
"numpy>=2.0",
|
"numpy>=2.0",
|
||||||
"polars >=0.20.6",
|
"polars >=0.20.6",
|
||||||
"polars-fuzzy-match>=0.1.5",
|
"polars-fuzzy-match>=0.1.5",
|
||||||
|
|
@ -76,6 +75,8 @@ dependencies = [
|
||||||
"numba>=0.61.0",
|
"numba>=0.61.0",
|
||||||
"pyvnc",
|
"pyvnc",
|
||||||
"exchange-calendars>=4.13.1",
|
"exchange-calendars>=4.13.1",
|
||||||
|
"ib-async>=2.1.0",
|
||||||
|
"aeventkit>=2.1.0", # XXX, imports as eventkit?
|
||||||
]
|
]
|
||||||
# ------ dependencies ------
|
# ------ dependencies ------
|
||||||
# NOTE, by default we ship only a "headless" deps set bc
|
# NOTE, by default we ship only a "headless" deps set bc
|
||||||
|
|
@ -105,7 +106,7 @@ default-groups = [
|
||||||
|
|
||||||
[dependency-groups]
|
[dependency-groups]
|
||||||
uis = [
|
uis = [
|
||||||
"pyqtgraph",
|
"pyqtgraph >= 0.14.0",
|
||||||
"qdarkstyle >=3.0.2, <4.0.0",
|
"qdarkstyle >=3.0.2, <4.0.0",
|
||||||
"pyqt6 >=6.7.0, <7.0.0",
|
"pyqt6 >=6.7.0, <7.0.0",
|
||||||
|
|
||||||
|
|
@ -192,9 +193,12 @@ include = ["piker"]
|
||||||
|
|
||||||
|
|
||||||
[tool.uv.sources]
|
[tool.uv.sources]
|
||||||
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
|
||||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||||
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
||||||
|
# pyqtgraph = { git = "https://github.com/pyqtgraph/pyqtgraph.git", branch = 'master' }
|
||||||
|
# pyqtgraph = { path = '../pyqtgraph', editable = true }
|
||||||
|
# ?TODO, resync our fork?
|
||||||
|
# pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
||||||
|
|
||||||
# to get fancy next-cmd/suggestion feats prior to 0.22.2 B)
|
# to get fancy next-cmd/suggestion feats prior to 0.22.2 B)
|
||||||
# https://github.com/xonsh/xonsh/pull/6037
|
# https://github.com/xonsh/xonsh/pull/6037
|
||||||
|
|
|
||||||
53
uv.lock
53
uv.lock
|
|
@ -10,6 +10,18 @@ resolution-markers = [
|
||||||
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
|
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
|
||||||
]
|
]
|
||||||
|
|
||||||
|
[[package]]
|
||||||
|
name = "aeventkit"
|
||||||
|
version = "2.1.0"
|
||||||
|
source = { registry = "https://pypi.org/simple" }
|
||||||
|
dependencies = [
|
||||||
|
{ name = "numpy" },
|
||||||
|
]
|
||||||
|
sdist = { url = "https://files.pythonhosted.org/packages/5c/8c/c08db1a1910f8d04ec6a524de522edd0bac181bdf94dbb01183f7685cd77/aeventkit-2.1.0.tar.gz", hash = "sha256:4e7d81bb0a67227121da50a23e19e5bbf13eded541a9f4857eeb6b7b857b738a", size = 24703, upload-time = "2025-06-22T15:54:03.961Z" }
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/8d/8c/2a4b912b1afa201b25bdd0f5bccf96d5a8b5dccb6131316a8dd2d9cabcc1/aeventkit-2.1.0-py3-none-any.whl", hash = "sha256:962d43f79e731ac43527f2d0defeed118e6dbaa85f1487f5667540ebb8f00729", size = 26678, upload-time = "2025-06-22T15:54:02.141Z" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "aiodns"
|
name = "aiodns"
|
||||||
version = "3.6.0"
|
version = "3.6.0"
|
||||||
|
|
@ -396,18 +408,6 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/56/01/6f77d042b83260ef9ed73ea9647dfa0ef8414eba0a3fc57a509a088ad39b/elasticsearch-8.19.2-py3-none-any.whl", hash = "sha256:c16ba20c4c76cf6952e836dae7f4e724e00ba7bf31b94b79472b873683accdd4", size = 949706, upload-time = "2025-10-28T16:36:41.003Z" },
|
{ url = "https://files.pythonhosted.org/packages/56/01/6f77d042b83260ef9ed73ea9647dfa0ef8414eba0a3fc57a509a088ad39b/elasticsearch-8.19.2-py3-none-any.whl", hash = "sha256:c16ba20c4c76cf6952e836dae7f4e724e00ba7bf31b94b79472b873683accdd4", size = 949706, upload-time = "2025-10-28T16:36:41.003Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
|
||||||
name = "eventkit"
|
|
||||||
version = "1.0.3"
|
|
||||||
source = { registry = "https://pypi.org/simple" }
|
|
||||||
dependencies = [
|
|
||||||
{ name = "numpy" },
|
|
||||||
]
|
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/16/1e/0fac4e45d71ace143a2673ec642701c3cd16f833a0e77a57fa6a40472696/eventkit-1.0.3.tar.gz", hash = "sha256:99497f6f3c638a50ff7616f2f8cd887b18bbff3765dc1bd8681554db1467c933", size = 28320, upload-time = "2023-12-11T11:41:35.339Z" }
|
|
||||||
wheels = [
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/93/d9/7497d650b69b420e1a913329a843e16c715dac883750679240ef00a921e2/eventkit-1.0.3-py3-none-any.whl", hash = "sha256:0e199527a89aff9d195b9671ad45d2cc9f79ecda0900de8ecfb4c864d67ad6a2", size = 31837, upload-time = "2023-12-11T11:41:33.358Z" },
|
|
||||||
]
|
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "exceptiongroup"
|
name = "exceptiongroup"
|
||||||
version = "1.3.1"
|
version = "1.3.1"
|
||||||
|
|
@ -630,16 +630,17 @@ wheels = [
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "ib-insync"
|
name = "ib-async"
|
||||||
version = "0.9.86"
|
version = "2.1.0"
|
||||||
source = { registry = "https://pypi.org/simple" }
|
source = { registry = "https://pypi.org/simple" }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
{ name = "eventkit" },
|
{ name = "aeventkit" },
|
||||||
{ name = "nest-asyncio" },
|
{ name = "nest-asyncio" },
|
||||||
|
{ name = "tzdata" },
|
||||||
]
|
]
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/55/bb/733d5c81c8c2f54e90898afc7ff3a99f4d53619e6917c848833f9cc1ab56/ib_insync-0.9.86.tar.gz", hash = "sha256:73af602ca2463f260999970c5bd937b1c4325e383686eff301743a4de08d381e", size = 69859, upload-time = "2023-07-02T12:43:31.968Z" }
|
sdist = { url = "https://files.pythonhosted.org/packages/30/4d/dfc1da8224c3ffcdcd668da7283c4e5f14239a07f83ea66af99700296fc3/ib_async-2.1.0.tar.gz", hash = "sha256:6a03a87d6c06acacb0217a5bea60a8a168ecd5b5a7e86e1c73678d5b48cbc796", size = 87678, upload-time = "2025-12-08T01:42:32.004Z" }
|
||||||
wheels = [
|
wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/8f/f3/28ea87be30570f4d6b8fd24380d12fa74e59467ee003755e76aeb29082b8/ib_insync-0.9.86-py3-none-any.whl", hash = "sha256:a61fbe56ff405d93d211dad8238d7300de76dd6399eafc04c320470edec9a4a4", size = 72980, upload-time = "2023-07-02T12:43:29.928Z" },
|
{ url = "https://files.pythonhosted.org/packages/80/e7/8f33801788c66f15e9250957ff7f53a8000843f79af1a3ed7a96def0e96b/ib_async-2.1.0-py3-none-any.whl", hash = "sha256:f6d8b991bdbd6dd38e700c61b3dced06ebe0f14be4e5263e2ef10ba10b88d434", size = 88876, upload-time = "2025-12-08T01:42:30.883Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
|
|
@ -1099,6 +1100,7 @@ name = "piker"
|
||||||
version = "0.1.0a0.dev0"
|
version = "0.1.0a0.dev0"
|
||||||
source = { editable = "." }
|
source = { editable = "." }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
|
{ name = "aeventkit" },
|
||||||
{ name = "async-generator" },
|
{ name = "async-generator" },
|
||||||
{ name = "attrs" },
|
{ name = "attrs" },
|
||||||
{ name = "bidict" },
|
{ name = "bidict" },
|
||||||
|
|
@ -1107,7 +1109,7 @@ dependencies = [
|
||||||
{ name = "cryptofeed" },
|
{ name = "cryptofeed" },
|
||||||
{ name = "exchange-calendars" },
|
{ name = "exchange-calendars" },
|
||||||
{ name = "httpx" },
|
{ name = "httpx" },
|
||||||
{ name = "ib-insync" },
|
{ name = "ib-async" },
|
||||||
{ name = "msgspec" },
|
{ name = "msgspec" },
|
||||||
{ name = "numba" },
|
{ name = "numba" },
|
||||||
{ name = "numpy" },
|
{ name = "numpy" },
|
||||||
|
|
@ -1175,6 +1177,7 @@ uis = [
|
||||||
|
|
||||||
[package.metadata]
|
[package.metadata]
|
||||||
requires-dist = [
|
requires-dist = [
|
||||||
|
{ name = "aeventkit", specifier = ">=2.1.0" },
|
||||||
{ name = "async-generator", specifier = ">=1.10,<2.0.0" },
|
{ name = "async-generator", specifier = ">=1.10,<2.0.0" },
|
||||||
{ name = "attrs", specifier = ">=23.1.0,<24.0.0" },
|
{ name = "attrs", specifier = ">=23.1.0,<24.0.0" },
|
||||||
{ name = "bidict", specifier = ">=0.23.1" },
|
{ name = "bidict", specifier = ">=0.23.1" },
|
||||||
|
|
@ -1183,7 +1186,7 @@ requires-dist = [
|
||||||
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
|
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
|
||||||
{ name = "exchange-calendars", specifier = ">=4.13.1" },
|
{ name = "exchange-calendars", specifier = ">=4.13.1" },
|
||||||
{ name = "httpx", specifier = ">=0.27.0,<0.28.0" },
|
{ name = "httpx", specifier = ">=0.27.0,<0.28.0" },
|
||||||
{ name = "ib-insync", specifier = ">=0.9.86,<0.10.0" },
|
{ name = "ib-async", specifier = ">=2.1.0" },
|
||||||
{ name = "msgspec", specifier = ">=0.19.0,<0.20" },
|
{ name = "msgspec", specifier = ">=0.19.0,<0.20" },
|
||||||
{ name = "numba", specifier = ">=0.61.0" },
|
{ name = "numba", specifier = ">=0.61.0" },
|
||||||
{ name = "numpy", specifier = ">=2.0" },
|
{ name = "numpy", specifier = ">=2.0" },
|
||||||
|
|
@ -1218,7 +1221,7 @@ dev = [
|
||||||
{ name = "prompt-toolkit", specifier = "==3.0.40" },
|
{ name = "prompt-toolkit", specifier = "==3.0.40" },
|
||||||
{ name = "pyperclip", specifier = ">=1.9.0" },
|
{ name = "pyperclip", specifier = ">=1.9.0" },
|
||||||
{ name = "pyqt6", specifier = ">=6.7.0,<7.0.0" },
|
{ name = "pyqt6", specifier = ">=6.7.0,<7.0.0" },
|
||||||
{ name = "pyqtgraph", git = "https://github.com/pikers/pyqtgraph.git" },
|
{ name = "pyqtgraph", specifier = ">=0.14.0" },
|
||||||
{ name = "pytest" },
|
{ name = "pytest" },
|
||||||
{ name = "qdarkstyle", specifier = ">=3.0.2,<4.0.0" },
|
{ name = "qdarkstyle", specifier = ">=3.0.2,<4.0.0" },
|
||||||
{ name = "rapidfuzz", specifier = ">=3.2.0,<4.0.0" },
|
{ name = "rapidfuzz", specifier = ">=3.2.0,<4.0.0" },
|
||||||
|
|
@ -1236,7 +1239,7 @@ repl = [
|
||||||
testing = [{ name = "pytest" }]
|
testing = [{ name = "pytest" }]
|
||||||
uis = [
|
uis = [
|
||||||
{ name = "pyqt6", specifier = ">=6.7.0,<7.0.0" },
|
{ name = "pyqt6", specifier = ">=6.7.0,<7.0.0" },
|
||||||
{ name = "pyqtgraph", git = "https://github.com/pikers/pyqtgraph.git" },
|
{ name = "pyqtgraph", specifier = ">=0.14.0" },
|
||||||
{ name = "qdarkstyle", specifier = ">=3.0.2,<4.0.0" },
|
{ name = "qdarkstyle", specifier = ">=3.0.2,<4.0.0" },
|
||||||
{ name = "rapidfuzz", specifier = ">=3.2.0,<4.0.0" },
|
{ name = "rapidfuzz", specifier = ">=3.2.0,<4.0.0" },
|
||||||
]
|
]
|
||||||
|
|
@ -1603,11 +1606,15 @@ wheels = [
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "pyqtgraph"
|
name = "pyqtgraph"
|
||||||
version = "0.12.3"
|
version = "0.14.0"
|
||||||
source = { git = "https://github.com/pikers/pyqtgraph.git#373f9561ea8ec4fef9b4e8bdcdd4bbf372dd6512" }
|
source = { registry = "https://pypi.org/simple" }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
|
{ name = "colorama" },
|
||||||
{ name = "numpy" },
|
{ name = "numpy" },
|
||||||
]
|
]
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/32/36/4c242f81fdcbfa4fb62a5645f6af79191f4097a0577bd5460c24f19cc4ef/pyqtgraph-0.14.0-py3-none-any.whl", hash = "sha256:7abb7c3e17362add64f8711b474dffac5e7b0e9245abdf992e9a44119b7aa4f5", size = 1924755, upload-time = "2025-11-16T19:43:22.251Z" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "pyreadline3"
|
name = "pyreadline3"
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue