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@ -14,14 +14,26 @@ secret = ""
|
||||||
[ib]
|
[ib]
|
||||||
host = "127.0.0.1"
|
host = "127.0.0.1"
|
||||||
|
|
||||||
|
# when clients are being scanned this determines
|
||||||
|
# which clients are preferred to be used for data
|
||||||
|
# feeds based on the order of account names, if
|
||||||
|
# detected as active on an API client.
|
||||||
|
prefer_data_account = [
|
||||||
|
'paper',
|
||||||
|
'margin',
|
||||||
|
'ira',
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||||||
|
]
|
||||||
|
|
||||||
|
# the order in which ports will be scanned
|
||||||
|
# (by the `brokerd` daemon-actor)
|
||||||
|
# is determined # by the line order here.
|
||||||
ports.gw = 4002
|
ports.gw = 4002
|
||||||
ports.tws = 7497
|
ports.tws = 7497
|
||||||
ports.order = ["gw", "tws",]
|
ports.order = ["gw", "tws",]
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||||||
|
|
||||||
|
# the order in which accounts will be selectable
|
||||||
|
# in the order mode UI (if found via clients during
|
||||||
|
# API-app scanning)when a new symbol is loaded.
|
||||||
|
accounts.paper = "XX0000000"
|
||||||
accounts.margin = "X0000000"
|
accounts.margin = "X0000000"
|
||||||
accounts.ira = "X0000000"
|
accounts.ira = "X0000000"
|
||||||
accounts.paper = "XX0000000"
|
|
||||||
|
|
||||||
# the order in which accounts will be selected (if found through
|
|
||||||
# `brokerd`) when a new symbol is loaded
|
|
||||||
accounts_order = ['paper', 'margin', 'ira']
|
|
||||||
|
|
|
@ -22,7 +22,9 @@ built on it) and thus actor aware API calls must be spawned with
|
||||||
``infected_aio==True``.
|
``infected_aio==True``.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager as acm
|
from contextlib import asynccontextmanager as acm
|
||||||
|
from contextlib import AsyncExitStack
|
||||||
from dataclasses import asdict, astuple
|
from dataclasses import asdict, astuple
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from functools import partial
|
from functools import partial
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||||||
|
@ -39,6 +41,7 @@ import inspect
|
||||||
import logging
|
import logging
|
||||||
from random import randint
|
from random import randint
|
||||||
import time
|
import time
|
||||||
|
from types import SimpleNamespace
|
||||||
|
|
||||||
|
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||||||
import trio
|
import trio
|
||||||
|
@ -276,6 +279,27 @@ class Client:
|
||||||
|
|
||||||
# NOTE: the ib.client here is "throttled" to 45 rps by default
|
# NOTE: the ib.client here is "throttled" to 45 rps by default
|
||||||
|
|
||||||
|
async def trades(
|
||||||
|
self,
|
||||||
|
# api_only: bool = False,
|
||||||
|
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
|
||||||
|
# orders = await self.ib.reqCompletedOrdersAsync(
|
||||||
|
# apiOnly=api_only
|
||||||
|
# )
|
||||||
|
fills = await self.ib.reqExecutionsAsync()
|
||||||
|
norm_fills = []
|
||||||
|
for fill in fills:
|
||||||
|
fill = fill._asdict() # namedtuple
|
||||||
|
for key, val in fill.copy().items():
|
||||||
|
if isinstance(val, Contract):
|
||||||
|
fill[key] = asdict(val)
|
||||||
|
|
||||||
|
norm_fills.append(fill)
|
||||||
|
|
||||||
|
return norm_fills
|
||||||
|
|
||||||
async def bars(
|
async def bars(
|
||||||
self,
|
self,
|
||||||
fqsn: str,
|
fqsn: str,
|
||||||
|
@ -894,7 +918,7 @@ async def load_aio_clients(
|
||||||
|
|
||||||
client_id: Optional[int] = None,
|
client_id: Optional[int] = None,
|
||||||
|
|
||||||
) -> Client:
|
) -> dict[str, Client]:
|
||||||
'''
|
'''
|
||||||
Return an ``ib_insync.IB`` instance wrapped in our client API.
|
Return an ``ib_insync.IB`` instance wrapped in our client API.
|
||||||
|
|
||||||
|
@ -1063,12 +1087,7 @@ async def load_aio_clients(
|
||||||
'Check your `brokers.toml` and/or network'
|
'Check your `brokers.toml` and/or network'
|
||||||
) from _err
|
) from _err
|
||||||
|
|
||||||
# retreive first loaded client
|
yield _accounts2clients
|
||||||
clients = list(_client_cache.values())
|
|
||||||
if clients:
|
|
||||||
client = clients[0]
|
|
||||||
|
|
||||||
yield client, _client_cache, _accounts2clients
|
|
||||||
|
|
||||||
# TODO: this in a way that works xD
|
# TODO: this in a way that works xD
|
||||||
# finally:
|
# finally:
|
||||||
|
@ -1080,62 +1099,90 @@ async def load_aio_clients(
|
||||||
# raise
|
# raise
|
||||||
|
|
||||||
|
|
||||||
async def _aio_run_client_method(
|
async def load_clients_for_trio(
|
||||||
meth: str,
|
from_trio: asyncio.Queue,
|
||||||
to_trio=None,
|
to_trio: trio.abc.SendChannel,
|
||||||
from_trio=None,
|
|
||||||
client=None,
|
|
||||||
**kwargs,
|
|
||||||
) -> None:
|
|
||||||
|
|
||||||
async with load_aio_clients() as (
|
) -> None:
|
||||||
_client,
|
'''
|
||||||
clients,
|
Pure async mngr proxy to ``load_aio_clients()``.
|
||||||
accts2clients,
|
|
||||||
|
'''
|
||||||
|
async with load_aio_clients() as accts2clients:
|
||||||
|
to_trio.send_nowait(accts2clients)
|
||||||
|
|
||||||
|
# TODO: maybe a sync event to wait on instead?
|
||||||
|
await asyncio.sleep(float('inf'))
|
||||||
|
|
||||||
|
|
||||||
|
@acm
|
||||||
|
async def open_client_proxies() -> tuple[
|
||||||
|
dict[str, MethodProxy],
|
||||||
|
dict[str, Client],
|
||||||
|
]:
|
||||||
|
|
||||||
|
proxies: dict[str, MethodProxy] = {}
|
||||||
|
|
||||||
|
async with (
|
||||||
|
tractor.to_asyncio.open_channel_from(
|
||||||
|
load_clients_for_trio,
|
||||||
|
) as (clients, from_aio),
|
||||||
|
|
||||||
|
AsyncExitStack() as stack
|
||||||
):
|
):
|
||||||
client = client or _client
|
for acct_name, client in clients.items():
|
||||||
async_meth = getattr(client, meth)
|
proxy = await stack.enter_async_context(
|
||||||
|
open_client_proxy(client),
|
||||||
|
)
|
||||||
|
proxies[acct_name] = proxy
|
||||||
|
|
||||||
# handle streaming methods
|
yield proxies, clients
|
||||||
args = tuple(inspect.getfullargspec(async_meth).args)
|
|
||||||
if to_trio and 'to_trio' in args:
|
|
||||||
kwargs['to_trio'] = to_trio
|
|
||||||
|
|
||||||
log.runtime(f'Running {meth}({kwargs})')
|
|
||||||
return await async_meth(**kwargs)
|
|
||||||
|
|
||||||
|
|
||||||
async def _trio_run_client_method(
|
def get_preferred_data_client(
|
||||||
method: str,
|
clients: dict[str, Client],
|
||||||
client: Optional[Client] = None,
|
|
||||||
**kwargs,
|
|
||||||
|
|
||||||
) -> None:
|
) -> tuple[str, Client]:
|
||||||
'''
|
'''
|
||||||
Asyncio entry point to run tasks against the ``ib_insync`` api.
|
Load and return the (first found) `Client` instance that is
|
||||||
|
preferred and should be used for data by iterating, in priority
|
||||||
|
order, the ``ib.prefer_data_account: list[str]`` account names in
|
||||||
|
the users ``brokers.toml`` file.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
ca = tractor.current_actor()
|
conf = get_config()
|
||||||
assert ca.is_infected_aio()
|
data_accounts = conf['prefer_data_account']
|
||||||
|
|
||||||
# if the method is an *async gen* stream for it
|
for name in data_accounts:
|
||||||
# meth = getattr(Client, method)
|
client = clients.get(f'ib.{name}')
|
||||||
|
if client:
|
||||||
|
return name, client
|
||||||
|
else:
|
||||||
|
raise ValueError(
|
||||||
|
'No preferred data client could be found:\n'
|
||||||
|
f'{data_accounts}'
|
||||||
|
)
|
||||||
|
|
||||||
# args = tuple(inspect.getfullargspec(meth).args)
|
|
||||||
|
|
||||||
# if inspect.isasyncgenfunction(meth) or (
|
@acm
|
||||||
# # if the method is an *async func* but manually
|
async def open_data_client() -> MethodProxy:
|
||||||
# # streams back results, make sure to also stream it
|
'''
|
||||||
# 'to_trio' in args
|
Open the first found preferred "data client" as defined in the
|
||||||
# ):
|
user's ``brokers.toml`` in the ``ib.prefer_data_account`` variable
|
||||||
# kwargs['_treat_as_stream'] = True
|
and deliver that client wrapped in a ``MethodProxy``.
|
||||||
|
|
||||||
return await to_asyncio.run_task(
|
'''
|
||||||
_aio_run_client_method,
|
async with (
|
||||||
meth=method,
|
open_client_proxies() as (proxies, clients),
|
||||||
client=client,
|
):
|
||||||
**kwargs
|
account_name, client = get_preferred_data_client(clients)
|
||||||
)
|
proxy = proxies.get(f'ib.{account_name}')
|
||||||
|
if not proxy:
|
||||||
|
raise ValueError(
|
||||||
|
f'No preferred data client could be found for {account_name}!'
|
||||||
|
)
|
||||||
|
|
||||||
|
yield proxy
|
||||||
|
|
||||||
|
|
||||||
class MethodProxy:
|
class MethodProxy:
|
||||||
|
@ -1144,10 +1191,12 @@ class MethodProxy:
|
||||||
self,
|
self,
|
||||||
chan: to_asyncio.LinkedTaskChannel,
|
chan: to_asyncio.LinkedTaskChannel,
|
||||||
event_table: dict[str, trio.Event],
|
event_table: dict[str, trio.Event],
|
||||||
|
asyncio_ns: SimpleNamespace,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
self.chan = chan
|
self.chan = chan
|
||||||
self.event_table = event_table
|
self.event_table = event_table
|
||||||
|
self._aio_ns = asyncio_ns
|
||||||
|
|
||||||
async def _run_method(
|
async def _run_method(
|
||||||
self,
|
self,
|
||||||
|
@ -1213,61 +1262,64 @@ class MethodProxy:
|
||||||
async def open_aio_client_method_relay(
|
async def open_aio_client_method_relay(
|
||||||
from_trio: asyncio.Queue,
|
from_trio: asyncio.Queue,
|
||||||
to_trio: trio.abc.SendChannel,
|
to_trio: trio.abc.SendChannel,
|
||||||
|
client: Client,
|
||||||
event_consumers: dict[str, trio.Event],
|
event_consumers: dict[str, trio.Event],
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
async with load_aio_clients() as (
|
to_trio.send_nowait(client)
|
||||||
client,
|
|
||||||
clients,
|
|
||||||
accts2clients,
|
|
||||||
):
|
|
||||||
to_trio.send_nowait(client)
|
|
||||||
|
|
||||||
# TODO: separate channel for error handling?
|
# TODO: separate channel for error handling?
|
||||||
client.inline_errors(to_trio)
|
client.inline_errors(to_trio)
|
||||||
|
|
||||||
# relay all method requests to ``asyncio``-side client and
|
# relay all method requests to ``asyncio``-side client and deliver
|
||||||
# deliver back results
|
# back results
|
||||||
while not to_trio._closed:
|
while not to_trio._closed:
|
||||||
msg = await from_trio.get()
|
msg = await from_trio.get()
|
||||||
if msg is None:
|
if msg is None:
|
||||||
print('asyncio PROXY-RELAY SHUTDOWN')
|
print('asyncio PROXY-RELAY SHUTDOWN')
|
||||||
break
|
break
|
||||||
|
|
||||||
meth_name, kwargs = msg
|
meth_name, kwargs = msg
|
||||||
meth = getattr(client, meth_name)
|
meth = getattr(client, meth_name)
|
||||||
|
|
||||||
try:
|
try:
|
||||||
resp = await meth(**kwargs)
|
resp = await meth(**kwargs)
|
||||||
# echo the msg back
|
# echo the msg back
|
||||||
to_trio.send_nowait({'result': resp})
|
to_trio.send_nowait({'result': resp})
|
||||||
|
|
||||||
except (
|
except (
|
||||||
RequestError,
|
RequestError,
|
||||||
|
|
||||||
# TODO: relay all errors to trio?
|
# TODO: relay all errors to trio?
|
||||||
# BaseException,
|
# BaseException,
|
||||||
) as err:
|
) as err:
|
||||||
to_trio.send_nowait({'exception': err})
|
to_trio.send_nowait({'exception': err})
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_client_proxy() -> MethodProxy:
|
async def open_client_proxy(
|
||||||
|
client: Client,
|
||||||
|
|
||||||
|
) -> MethodProxy:
|
||||||
|
|
||||||
# try:
|
|
||||||
event_table = {}
|
event_table = {}
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
to_asyncio.open_channel_from(
|
to_asyncio.open_channel_from(
|
||||||
open_aio_client_method_relay,
|
open_aio_client_method_relay,
|
||||||
|
client=client,
|
||||||
event_consumers=event_table,
|
event_consumers=event_table,
|
||||||
) as (first, chan),
|
) as (first, chan),
|
||||||
trio.open_nursery() as relay_n,
|
trio.open_nursery() as relay_n,
|
||||||
):
|
):
|
||||||
|
|
||||||
assert isinstance(first, Client)
|
assert isinstance(first, Client)
|
||||||
proxy = MethodProxy(chan, event_table)
|
proxy = MethodProxy(
|
||||||
|
chan,
|
||||||
|
event_table,
|
||||||
|
asyncio_ns=first,
|
||||||
|
)
|
||||||
|
|
||||||
# mock all remote methods on ib ``Client``.
|
# mock all remote methods on ib ``Client``.
|
||||||
for name, method in inspect.getmembers(
|
for name, method in inspect.getmembers(
|
||||||
|
@ -1318,7 +1370,7 @@ async def get_client(
|
||||||
'''
|
'''
|
||||||
# TODO: the IPC via portal relay layer for when this current
|
# TODO: the IPC via portal relay layer for when this current
|
||||||
# actor isn't in aio mode.
|
# actor isn't in aio mode.
|
||||||
async with open_client_proxy() as proxy:
|
async with open_data_client() as proxy:
|
||||||
yield proxy
|
yield proxy
|
||||||
|
|
||||||
|
|
||||||
|
@ -1535,6 +1587,7 @@ async def get_bars(
|
||||||
# )
|
# )
|
||||||
# TODO: some kinda resp here that indicates success
|
# TODO: some kinda resp here that indicates success
|
||||||
# otherwise retry?
|
# otherwise retry?
|
||||||
|
# port = proxy._aio_ns.ib.client.port
|
||||||
await data_reset_hack()
|
await data_reset_hack()
|
||||||
|
|
||||||
# TODO: a while loop here if we timeout?
|
# TODO: a while loop here if we timeout?
|
||||||
|
@ -1542,14 +1595,9 @@ async def get_bars(
|
||||||
('history', hist_ev),
|
('history', hist_ev),
|
||||||
# ('live', live_ev),
|
# ('live', live_ev),
|
||||||
]:
|
]:
|
||||||
# with trio.move_on_after(22) as cs:
|
|
||||||
await ev.wait()
|
await ev.wait()
|
||||||
log.info(f"{name} DATA RESET")
|
log.info(f"{name} DATA RESET")
|
||||||
|
|
||||||
# if cs.cancelled_caught:
|
|
||||||
# log.warning("reset hack failed on first try?")
|
|
||||||
# await tractor.breakpoint()
|
|
||||||
|
|
||||||
fails += 1
|
fails += 1
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
@ -1566,8 +1614,12 @@ async def open_history_client(
|
||||||
symbol: str,
|
symbol: str,
|
||||||
|
|
||||||
) -> tuple[Callable, int]:
|
) -> tuple[Callable, int]:
|
||||||
|
'''
|
||||||
|
History retreival endpoint - delivers a historical frame callble
|
||||||
|
that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
|
||||||
|
|
||||||
async with open_client_proxy() as proxy:
|
'''
|
||||||
|
async with open_data_client() as proxy:
|
||||||
|
|
||||||
async def get_hist(
|
async def get_hist(
|
||||||
end_dt: Optional[datetime] = None,
|
end_dt: Optional[datetime] = None,
|
||||||
|
@ -1579,7 +1631,7 @@ async def open_history_client(
|
||||||
|
|
||||||
# TODO: add logic here to handle tradable hours and only grab
|
# TODO: add logic here to handle tradable hours and only grab
|
||||||
# valid bars in the range
|
# valid bars in the range
|
||||||
if out == (None, None):
|
if out is None:
|
||||||
# could be trying to retreive bars over weekend
|
# could be trying to retreive bars over weekend
|
||||||
log.error(f"Can't grab bars starting at {end_dt}!?!?")
|
log.error(f"Can't grab bars starting at {end_dt}!?!?")
|
||||||
raise NoData(
|
raise NoData(
|
||||||
|
@ -1632,7 +1684,8 @@ async def backfill_bars(
|
||||||
with trio.CancelScope() as cs:
|
with trio.CancelScope() as cs:
|
||||||
|
|
||||||
# async with open_history_client(fqsn) as proxy:
|
# async with open_history_client(fqsn) as proxy:
|
||||||
async with open_client_proxy() as proxy:
|
# async with open_client_proxy() as proxy:
|
||||||
|
async with open_data_client() as proxy:
|
||||||
|
|
||||||
out, fails = await get_bars(proxy, fqsn)
|
out, fails = await get_bars(proxy, fqsn)
|
||||||
|
|
||||||
|
@ -1729,16 +1782,16 @@ async def _setup_quote_stream(
|
||||||
'''
|
'''
|
||||||
Stream a ticker using the std L1 api.
|
Stream a ticker using the std L1 api.
|
||||||
|
|
||||||
|
This task is ``asyncio``-side and must be called from
|
||||||
|
``tractor.to_asyncio.open_channel_from()``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _quote_streams
|
global _quote_streams
|
||||||
|
|
||||||
to_trio.send_nowait(None)
|
to_trio.send_nowait(None)
|
||||||
|
|
||||||
async with load_aio_clients() as (
|
async with load_aio_clients() as accts2clients:
|
||||||
client,
|
caccount_name, client = get_preferred_data_client(accts2clients)
|
||||||
clients,
|
|
||||||
accts2clients,
|
|
||||||
):
|
|
||||||
contract = contract or (await client.find_contract(symbol))
|
contract = contract or (await client.find_contract(symbol))
|
||||||
ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
|
ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
|
||||||
|
|
||||||
|
@ -1828,6 +1881,7 @@ async def open_aio_quote_stream(
|
||||||
_setup_quote_stream,
|
_setup_quote_stream,
|
||||||
symbol=symbol,
|
symbol=symbol,
|
||||||
contract=contract,
|
contract=contract,
|
||||||
|
|
||||||
) as (first, from_aio):
|
) as (first, from_aio):
|
||||||
|
|
||||||
# cache feed for later consumers
|
# cache feed for later consumers
|
||||||
|
@ -1858,122 +1912,120 @@ async def stream_quotes(
|
||||||
sym = symbols[0]
|
sym = symbols[0]
|
||||||
log.info(f'request for real-time quotes: {sym}')
|
log.info(f'request for real-time quotes: {sym}')
|
||||||
|
|
||||||
con, first_ticker, details = await _trio_run_client_method(
|
async with open_data_client() as proxy:
|
||||||
method='get_sym_details',
|
|
||||||
symbol=sym,
|
|
||||||
)
|
|
||||||
first_quote = normalize(first_ticker)
|
|
||||||
# print(f'first quote: {first_quote}')
|
|
||||||
|
|
||||||
def mk_init_msgs() -> dict[str, dict]:
|
con, first_ticker, details = await proxy.get_sym_details(symbol=sym)
|
||||||
# pass back some symbol info like min_tick, trading_hours, etc.
|
first_quote = normalize(first_ticker)
|
||||||
syminfo = asdict(details)
|
# print(f'first quote: {first_quote}')
|
||||||
syminfo.update(syminfo['contract'])
|
|
||||||
|
|
||||||
# nested dataclass we probably don't need and that won't IPC serialize
|
def mk_init_msgs() -> dict[str, dict]:
|
||||||
syminfo.pop('secIdList')
|
# pass back some symbol info like min_tick, trading_hours, etc.
|
||||||
|
syminfo = asdict(details)
|
||||||
|
syminfo.update(syminfo['contract'])
|
||||||
|
|
||||||
# TODO: more consistent field translation
|
# nested dataclass we probably don't need and that won't IPC
|
||||||
atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
|
# serialize
|
||||||
|
syminfo.pop('secIdList')
|
||||||
|
|
||||||
# for stocks it seems TWS reports too small a tick size
|
# TODO: more consistent field translation
|
||||||
# such that you can't submit orders with that granularity?
|
atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
|
||||||
min_tick = 0.01 if atype == 'stock' else 0
|
|
||||||
|
|
||||||
syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
|
# for stocks it seems TWS reports too small a tick size
|
||||||
|
# such that you can't submit orders with that granularity?
|
||||||
|
min_tick = 0.01 if atype == 'stock' else 0
|
||||||
|
|
||||||
# for "traditional" assets, volume is normally discreet, not a float
|
syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
|
||||||
syminfo['lot_tick_size'] = 0.0
|
|
||||||
|
|
||||||
# TODO: for loop through all symbols passed in
|
# for "traditional" assets, volume is normally discreet, not
|
||||||
init_msgs = {
|
# a float
|
||||||
# pass back token, and bool, signalling if we're the writer
|
syminfo['lot_tick_size'] = 0.0
|
||||||
# and that history has been written
|
|
||||||
sym: {
|
# TODO: for loop through all symbols passed in
|
||||||
'symbol_info': syminfo,
|
init_msgs = {
|
||||||
'fqsn': first_quote['fqsn'],
|
# pass back token, and bool, signalling if we're the writer
|
||||||
|
# and that history has been written
|
||||||
|
sym: {
|
||||||
|
'symbol_info': syminfo,
|
||||||
|
'fqsn': first_quote['fqsn'],
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
return init_msgs
|
||||||
return init_msgs
|
|
||||||
|
|
||||||
init_msgs = mk_init_msgs()
|
init_msgs = mk_init_msgs()
|
||||||
|
|
||||||
# TODO: we should instead spawn a task that waits on a feed to start
|
# TODO: we should instead spawn a task that waits on a feed to start
|
||||||
# and let it wait indefinitely..instead of this hard coded stuff.
|
# and let it wait indefinitely..instead of this hard coded stuff.
|
||||||
with trio.move_on_after(1):
|
with trio.move_on_after(1):
|
||||||
contract, first_ticker, details = await _trio_run_client_method(
|
contract, first_ticker, details = await proxy.get_quote(symbol=sym)
|
||||||
method='get_quote',
|
|
||||||
symbol=sym,
|
|
||||||
)
|
|
||||||
|
|
||||||
# it might be outside regular trading hours so see if we can at
|
# it might be outside regular trading hours so see if we can at
|
||||||
# least grab history.
|
# least grab history.
|
||||||
if isnan(first_ticker.last):
|
if isnan(first_ticker.last):
|
||||||
task_status.started((init_msgs, first_quote))
|
task_status.started((init_msgs, first_quote))
|
||||||
|
|
||||||
# it's not really live but this will unblock
|
# it's not really live but this will unblock
|
||||||
# the brokerd feed task to tell the ui to update?
|
# the brokerd feed task to tell the ui to update?
|
||||||
feed_is_live.set()
|
|
||||||
|
|
||||||
# block and let data history backfill code run.
|
|
||||||
await trio.sleep_forever()
|
|
||||||
return # we never expect feed to come up?
|
|
||||||
|
|
||||||
async with open_aio_quote_stream(
|
|
||||||
symbol=sym,
|
|
||||||
contract=con,
|
|
||||||
) as stream:
|
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
|
||||||
# (ahem, ib_insync is stateful trash)
|
|
||||||
first_ticker.ticks = []
|
|
||||||
|
|
||||||
task_status.started((init_msgs, first_quote))
|
|
||||||
|
|
||||||
async with aclosing(stream):
|
|
||||||
if type(first_ticker.contract) not in (
|
|
||||||
ibis.Commodity,
|
|
||||||
ibis.Forex
|
|
||||||
):
|
|
||||||
# wait for real volume on feed (trading might be closed)
|
|
||||||
while True:
|
|
||||||
ticker = await stream.receive()
|
|
||||||
|
|
||||||
# for a real volume contract we rait for the first
|
|
||||||
# "real" trade to take place
|
|
||||||
if (
|
|
||||||
# not calc_price
|
|
||||||
# and not ticker.rtTime
|
|
||||||
not ticker.rtTime
|
|
||||||
):
|
|
||||||
# spin consuming tickers until we get a real
|
|
||||||
# market datum
|
|
||||||
log.debug(f"New unsent ticker: {ticker}")
|
|
||||||
continue
|
|
||||||
else:
|
|
||||||
log.debug("Received first real volume tick")
|
|
||||||
# ugh, clear ticks since we've consumed them
|
|
||||||
# (ahem, ib_insync is truly stateful trash)
|
|
||||||
ticker.ticks = []
|
|
||||||
|
|
||||||
# XXX: this works because we don't use
|
|
||||||
# ``aclosing()`` above?
|
|
||||||
break
|
|
||||||
|
|
||||||
quote = normalize(ticker)
|
|
||||||
log.debug(f"First ticker received {quote}")
|
|
||||||
|
|
||||||
# tell caller quotes are now coming in live
|
|
||||||
feed_is_live.set()
|
feed_is_live.set()
|
||||||
|
|
||||||
# last = time.time()
|
# block and let data history backfill code run.
|
||||||
async for ticker in stream:
|
await trio.sleep_forever()
|
||||||
quote = normalize(ticker)
|
return # we never expect feed to come up?
|
||||||
await send_chan.send({quote['fqsn']: quote})
|
|
||||||
|
async with open_aio_quote_stream(
|
||||||
|
symbol=sym,
|
||||||
|
contract=con,
|
||||||
|
) as stream:
|
||||||
|
|
||||||
|
# ugh, clear ticks since we've consumed them
|
||||||
|
# (ahem, ib_insync is stateful trash)
|
||||||
|
first_ticker.ticks = []
|
||||||
|
|
||||||
|
task_status.started((init_msgs, first_quote))
|
||||||
|
|
||||||
|
async with aclosing(stream):
|
||||||
|
if type(first_ticker.contract) not in (
|
||||||
|
ibis.Commodity,
|
||||||
|
ibis.Forex
|
||||||
|
):
|
||||||
|
# wait for real volume on feed (trading might be closed)
|
||||||
|
while True:
|
||||||
|
ticker = await stream.receive()
|
||||||
|
|
||||||
|
# for a real volume contract we rait for the first
|
||||||
|
# "real" trade to take place
|
||||||
|
if (
|
||||||
|
# not calc_price
|
||||||
|
# and not ticker.rtTime
|
||||||
|
not ticker.rtTime
|
||||||
|
):
|
||||||
|
# spin consuming tickers until we get a real
|
||||||
|
# market datum
|
||||||
|
log.debug(f"New unsent ticker: {ticker}")
|
||||||
|
continue
|
||||||
|
else:
|
||||||
|
log.debug("Received first real volume tick")
|
||||||
|
# ugh, clear ticks since we've consumed them
|
||||||
|
# (ahem, ib_insync is truly stateful trash)
|
||||||
|
ticker.ticks = []
|
||||||
|
|
||||||
|
# XXX: this works because we don't use
|
||||||
|
# ``aclosing()`` above?
|
||||||
|
break
|
||||||
|
|
||||||
|
quote = normalize(ticker)
|
||||||
|
log.debug(f"First ticker received {quote}")
|
||||||
|
|
||||||
|
# tell caller quotes are now coming in live
|
||||||
|
feed_is_live.set()
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
|
||||||
ticker.ticks = []
|
|
||||||
# last = time.time()
|
# last = time.time()
|
||||||
|
async for ticker in stream:
|
||||||
|
quote = normalize(ticker)
|
||||||
|
await send_chan.send({quote['fqsn']: quote})
|
||||||
|
|
||||||
|
# ugh, clear ticks since we've consumed them
|
||||||
|
ticker.ticks = []
|
||||||
|
# last = time.time()
|
||||||
|
|
||||||
|
|
||||||
def pack_position(
|
def pack_position(
|
||||||
|
@ -2123,11 +2175,16 @@ async def trades_dialogue(
|
||||||
# deliver positions to subscriber before anything else
|
# deliver positions to subscriber before anything else
|
||||||
all_positions = []
|
all_positions = []
|
||||||
accounts = set()
|
accounts = set()
|
||||||
|
|
||||||
clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
|
clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
|
||||||
async with trio.open_nursery() as nurse:
|
|
||||||
|
|
||||||
for account, client in _accounts2clients.items():
|
async with (
|
||||||
|
trio.open_nursery() as nurse,
|
||||||
|
open_client_proxies() as (proxies, aioclients),
|
||||||
|
):
|
||||||
|
# for account, client in _accounts2clients.items():
|
||||||
|
for account, proxy in proxies.items():
|
||||||
|
|
||||||
|
client = aioclients[account]
|
||||||
|
|
||||||
async def open_stream(
|
async def open_stream(
|
||||||
task_status: TaskStatus[
|
task_status: TaskStatus[
|
||||||
|
@ -2149,7 +2206,8 @@ async def trades_dialogue(
|
||||||
assert account in accounts_def
|
assert account in accounts_def
|
||||||
accounts.add(account)
|
accounts.add(account)
|
||||||
|
|
||||||
for client in _client_cache.values():
|
# for client in _client_cache.values():
|
||||||
|
for client in aioclients.values():
|
||||||
for pos in client.positions():
|
for pos in client.positions():
|
||||||
|
|
||||||
msg = pack_position(pos)
|
msg = pack_position(pos)
|
||||||
|
@ -2160,6 +2218,16 @@ async def trades_dialogue(
|
||||||
|
|
||||||
all_positions.append(msg.dict())
|
all_positions.append(msg.dict())
|
||||||
|
|
||||||
|
trades: list[dict] = []
|
||||||
|
for proxy in proxies.values():
|
||||||
|
trades.append(await proxy.trades())
|
||||||
|
|
||||||
|
log.info(f'Loaded {len(trades)} from this session')
|
||||||
|
# TODO: write trades to local ``trades.toml``
|
||||||
|
# - use above per-session trades data and write to local file
|
||||||
|
# - get the "flex reports" working and pull historical data and
|
||||||
|
# also save locally.
|
||||||
|
|
||||||
await ctx.started((
|
await ctx.started((
|
||||||
all_positions,
|
all_positions,
|
||||||
tuple(name for name in accounts_def if name in accounts),
|
tuple(name for name in accounts_def if name in accounts),
|
||||||
|
@ -2352,95 +2420,96 @@ async def open_symbol_search(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# load all symbols locally for fast search
|
|
||||||
|
# TODO: load user defined symbol set locally for fast search?
|
||||||
await ctx.started({})
|
await ctx.started({})
|
||||||
|
|
||||||
async with ctx.open_stream() as stream:
|
async with open_data_client() as proxy:
|
||||||
|
async with ctx.open_stream() as stream:
|
||||||
last = time.time()
|
|
||||||
|
|
||||||
async for pattern in stream:
|
|
||||||
log.debug(f'received {pattern}')
|
|
||||||
now = time.time()
|
|
||||||
|
|
||||||
assert pattern, 'IB can not accept blank search pattern'
|
|
||||||
|
|
||||||
# throttle search requests to no faster then 1Hz
|
|
||||||
diff = now - last
|
|
||||||
if diff < 1.0:
|
|
||||||
log.debug('throttle sleeping')
|
|
||||||
await trio.sleep(diff)
|
|
||||||
try:
|
|
||||||
pattern = stream.receive_nowait()
|
|
||||||
except trio.WouldBlock:
|
|
||||||
pass
|
|
||||||
|
|
||||||
if not pattern or pattern.isspace():
|
|
||||||
log.warning('empty pattern received, skipping..')
|
|
||||||
|
|
||||||
# TODO: *BUG* if nothing is returned here the client
|
|
||||||
# side will cache a null set result and not showing
|
|
||||||
# anything to the use on re-searches when this query
|
|
||||||
# timed out. We probably need a special "timeout" msg
|
|
||||||
# or something...
|
|
||||||
|
|
||||||
# XXX: this unblocks the far end search task which may
|
|
||||||
# hold up a multi-search nursery block
|
|
||||||
await stream.send({})
|
|
||||||
|
|
||||||
continue
|
|
||||||
|
|
||||||
log.debug(f'searching for {pattern}')
|
|
||||||
|
|
||||||
last = time.time()
|
last = time.time()
|
||||||
|
|
||||||
# async batch search using api stocks endpoint and module
|
async for pattern in stream:
|
||||||
# defined adhoc symbol set.
|
log.debug(f'received {pattern}')
|
||||||
stock_results = []
|
now = time.time()
|
||||||
|
|
||||||
async def stash_results(target: Awaitable[list]):
|
assert pattern, 'IB can not accept blank search pattern'
|
||||||
stock_results.extend(await target)
|
|
||||||
|
|
||||||
async with trio.open_nursery() as sn:
|
# throttle search requests to no faster then 1Hz
|
||||||
sn.start_soon(
|
diff = now - last
|
||||||
stash_results,
|
if diff < 1.0:
|
||||||
_trio_run_client_method(
|
log.debug('throttle sleeping')
|
||||||
method='search_symbols',
|
await trio.sleep(diff)
|
||||||
pattern=pattern,
|
try:
|
||||||
upto=5,
|
pattern = stream.receive_nowait()
|
||||||
|
except trio.WouldBlock:
|
||||||
|
pass
|
||||||
|
|
||||||
|
if not pattern or pattern.isspace():
|
||||||
|
log.warning('empty pattern received, skipping..')
|
||||||
|
|
||||||
|
# TODO: *BUG* if nothing is returned here the client
|
||||||
|
# side will cache a null set result and not showing
|
||||||
|
# anything to the use on re-searches when this query
|
||||||
|
# timed out. We probably need a special "timeout" msg
|
||||||
|
# or something...
|
||||||
|
|
||||||
|
# XXX: this unblocks the far end search task which may
|
||||||
|
# hold up a multi-search nursery block
|
||||||
|
await stream.send({})
|
||||||
|
|
||||||
|
continue
|
||||||
|
|
||||||
|
log.debug(f'searching for {pattern}')
|
||||||
|
|
||||||
|
last = time.time()
|
||||||
|
|
||||||
|
# async batch search using api stocks endpoint and module
|
||||||
|
# defined adhoc symbol set.
|
||||||
|
stock_results = []
|
||||||
|
|
||||||
|
async def stash_results(target: Awaitable[list]):
|
||||||
|
stock_results.extend(await target)
|
||||||
|
|
||||||
|
async with trio.open_nursery() as sn:
|
||||||
|
sn.start_soon(
|
||||||
|
stash_results,
|
||||||
|
proxy.search_symbols(
|
||||||
|
pattern=pattern,
|
||||||
|
upto=5,
|
||||||
|
),
|
||||||
)
|
)
|
||||||
)
|
|
||||||
|
|
||||||
# trigger async request
|
# trigger async request
|
||||||
await trio.sleep(0)
|
await trio.sleep(0)
|
||||||
|
|
||||||
# match against our ad-hoc set immediately
|
# match against our ad-hoc set immediately
|
||||||
adhoc_matches = fuzzy.extractBests(
|
adhoc_matches = fuzzy.extractBests(
|
||||||
|
pattern,
|
||||||
|
list(_adhoc_futes_set),
|
||||||
|
score_cutoff=90,
|
||||||
|
)
|
||||||
|
log.info(f'fuzzy matched adhocs: {adhoc_matches}')
|
||||||
|
adhoc_match_results = {}
|
||||||
|
if adhoc_matches:
|
||||||
|
# TODO: do we need to pull contract details?
|
||||||
|
adhoc_match_results = {i[0]: {} for i in adhoc_matches}
|
||||||
|
|
||||||
|
log.debug(f'fuzzy matching stocks {stock_results}')
|
||||||
|
stock_matches = fuzzy.extractBests(
|
||||||
pattern,
|
pattern,
|
||||||
list(_adhoc_futes_set),
|
stock_results,
|
||||||
score_cutoff=90,
|
score_cutoff=50,
|
||||||
)
|
)
|
||||||
log.info(f'fuzzy matched adhocs: {adhoc_matches}')
|
|
||||||
adhoc_match_results = {}
|
|
||||||
if adhoc_matches:
|
|
||||||
# TODO: do we need to pull contract details?
|
|
||||||
adhoc_match_results = {i[0]: {} for i in adhoc_matches}
|
|
||||||
|
|
||||||
log.debug(f'fuzzy matching stocks {stock_results}')
|
matches = adhoc_match_results | {
|
||||||
stock_matches = fuzzy.extractBests(
|
item[0]: {} for item in stock_matches
|
||||||
pattern,
|
}
|
||||||
stock_results,
|
# TODO: we used to deliver contract details
|
||||||
score_cutoff=50,
|
# {item[2]: item[0] for item in stock_matches}
|
||||||
)
|
|
||||||
|
|
||||||
matches = adhoc_match_results | {
|
log.debug(f"sending matches: {matches.keys()}")
|
||||||
item[0]: {} for item in stock_matches
|
await stream.send(matches)
|
||||||
}
|
|
||||||
# TODO: we used to deliver contract details
|
|
||||||
# {item[2]: item[0] for item in stock_matches}
|
|
||||||
|
|
||||||
log.debug(f"sending matches: {matches.keys()}")
|
|
||||||
await stream.send(matches)
|
|
||||||
|
|
||||||
|
|
||||||
async def data_reset_hack(
|
async def data_reset_hack(
|
||||||
|
@ -2462,6 +2531,10 @@ async def data_reset_hack(
|
||||||
- integration with ``ib-gw`` run in docker + Xorg?
|
- integration with ``ib-gw`` run in docker + Xorg?
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
# TODO: see if we can find which window is mapped to which process?
|
||||||
|
# for eg. if we can launch a paper account with docker and then find
|
||||||
|
# the pid of it, can we send keycommands to that container somehow?
|
||||||
|
|
||||||
# TODO: try out this lib instead, seems to be the most modern
|
# TODO: try out this lib instead, seems to be the most modern
|
||||||
# and usess the underlying lib:
|
# and usess the underlying lib:
|
||||||
# https://github.com/rshk/python-libxdo
|
# https://github.com/rshk/python-libxdo
|
||||||
|
@ -2476,8 +2549,8 @@ async def data_reset_hack(
|
||||||
try:
|
try:
|
||||||
import i3ipc
|
import i3ipc
|
||||||
except ImportError:
|
except ImportError:
|
||||||
return False
|
|
||||||
log.warning('IB data hack no-supported on ur platformz')
|
log.warning('IB data hack no-supported on ur platformz')
|
||||||
|
return False
|
||||||
|
|
||||||
i3 = i3ipc.Connection()
|
i3 = i3ipc.Connection()
|
||||||
t = i3.get_tree()
|
t = i3.get_tree()
|
||||||
|
@ -2523,7 +2596,7 @@ async def data_reset_hack(
|
||||||
|
|
||||||
# move mouse to bottom left of window (where there should
|
# move mouse to bottom left of window (where there should
|
||||||
# be nothing to click).
|
# be nothing to click).
|
||||||
'mousemove_relative', '--sync', str(w-4), str(h-4),
|
'mousemove_relative', '--sync', str(w - 4), str(h - 4),
|
||||||
|
|
||||||
# NOTE: we may need to stick a `--retry 3` in here..
|
# NOTE: we may need to stick a `--retry 3` in here..
|
||||||
'click', '--window', win_id,
|
'click', '--window', win_id,
|
||||||
|
|
|
@ -21,6 +21,7 @@ Kraken backend.
|
||||||
from contextlib import asynccontextmanager as acm
|
from contextlib import asynccontextmanager as acm
|
||||||
from dataclasses import asdict, field
|
from dataclasses import asdict, field
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
|
from pprint import pformat
|
||||||
from typing import Any, Optional, AsyncIterator, Callable, Union
|
from typing import Any, Optional, AsyncIterator, Callable, Union
|
||||||
import time
|
import time
|
||||||
|
|
||||||
|
@ -569,7 +570,10 @@ async def handle_order_requests(
|
||||||
order: BrokerdOrder
|
order: BrokerdOrder
|
||||||
|
|
||||||
async for request_msg in ems_order_stream:
|
async for request_msg in ems_order_stream:
|
||||||
log.info(f'Received order request {request_msg}')
|
log.info(
|
||||||
|
'Received order request:\n'
|
||||||
|
f'{pformat(request_msg)}'
|
||||||
|
)
|
||||||
|
|
||||||
action = request_msg['action']
|
action = request_msg['action']
|
||||||
|
|
||||||
|
@ -628,6 +632,7 @@ async def handle_order_requests(
|
||||||
# update the internal pairing of oid to krakens
|
# update the internal pairing of oid to krakens
|
||||||
# txid with the new txid that is returned on edit
|
# txid with the new txid that is returned on edit
|
||||||
reqid = resp['result']['txid']
|
reqid = resp['result']['txid']
|
||||||
|
|
||||||
# deliver ack that order has been submitted to broker routing
|
# deliver ack that order has been submitted to broker routing
|
||||||
await ems_order_stream.send(
|
await ems_order_stream.send(
|
||||||
BrokerdOrderAck(
|
BrokerdOrderAck(
|
||||||
|
@ -788,7 +793,10 @@ async def trades_dialogue(
|
||||||
# Get websocket token for authenticated data stream
|
# Get websocket token for authenticated data stream
|
||||||
# Assert that a token was actually received.
|
# Assert that a token was actually received.
|
||||||
resp = await client.endpoint('GetWebSocketsToken', {})
|
resp = await client.endpoint('GetWebSocketsToken', {})
|
||||||
|
|
||||||
|
# lol wtf is this..
|
||||||
assert resp['error'] == []
|
assert resp['error'] == []
|
||||||
|
|
||||||
token = resp['result']['token']
|
token = resp['result']['token']
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
|
|
|
@ -561,7 +561,10 @@ async def translate_and_relay_brokerd_events(
|
||||||
|
|
||||||
name = brokerd_msg['name']
|
name = brokerd_msg['name']
|
||||||
|
|
||||||
log.info(f'Received broker trade event:\n{pformat(brokerd_msg)}')
|
log.info(
|
||||||
|
f'Received broker trade event:\n'
|
||||||
|
f'{pformat(brokerd_msg)}'
|
||||||
|
)
|
||||||
|
|
||||||
if name == 'position':
|
if name == 'position':
|
||||||
|
|
||||||
|
@ -613,19 +616,28 @@ async def translate_and_relay_brokerd_events(
|
||||||
# packed at submission since we already know it ahead of
|
# packed at submission since we already know it ahead of
|
||||||
# time
|
# time
|
||||||
paper = brokerd_msg['broker_details'].get('paper_info')
|
paper = brokerd_msg['broker_details'].get('paper_info')
|
||||||
|
ext = brokerd_msg['broker_details'].get('external')
|
||||||
if paper:
|
if paper:
|
||||||
# paperboi keeps the ems id up front
|
# paperboi keeps the ems id up front
|
||||||
oid = paper['oid']
|
oid = paper['oid']
|
||||||
|
|
||||||
else:
|
elif ext:
|
||||||
# may be an order msg specified as "external" to the
|
# may be an order msg specified as "external" to the
|
||||||
# piker ems flow (i.e. generated by some other
|
# piker ems flow (i.e. generated by some other
|
||||||
# external broker backend client (like tws for ib)
|
# external broker backend client (like tws for ib)
|
||||||
ext = brokerd_msg['broker_details'].get('external')
|
log.error(f"External trade event {ext}")
|
||||||
if ext:
|
|
||||||
log.error(f"External trade event {ext}")
|
|
||||||
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
else:
|
||||||
|
# something is out of order, we don't have an oid for
|
||||||
|
# this broker-side message.
|
||||||
|
log.error(
|
||||||
|
'Unknown oid:{oid} for msg:\n'
|
||||||
|
f'{pformat(brokerd_msg)}'
|
||||||
|
'Unable to relay message to client side!?'
|
||||||
|
)
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# check for existing live flow entry
|
# check for existing live flow entry
|
||||||
entry = book._ems_entries.get(oid)
|
entry = book._ems_entries.get(oid)
|
||||||
|
@ -823,7 +835,9 @@ async def process_client_order_cmds(
|
||||||
if reqid:
|
if reqid:
|
||||||
|
|
||||||
# send cancel to brokerd immediately!
|
# send cancel to brokerd immediately!
|
||||||
log.info("Submitting cancel for live order {reqid}")
|
log.info(
|
||||||
|
f'Submitting cancel for live order {reqid}'
|
||||||
|
)
|
||||||
|
|
||||||
await brokerd_order_stream.send(msg.dict())
|
await brokerd_order_stream.send(msg.dict())
|
||||||
|
|
||||||
|
|
|
@ -142,11 +142,17 @@ async def broadcast(
|
||||||
shm: Optional[ShmArray] = None,
|
shm: Optional[ShmArray] = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# broadcast the buffer index step to any subscribers for
|
'''
|
||||||
# a given sample period.
|
Broadcast the given ``shm: ShmArray``'s buffer index step to any
|
||||||
|
subscribers for a given sample period.
|
||||||
|
|
||||||
|
The sent msg will include the first and last index which slice into
|
||||||
|
the buffer's non-empty data.
|
||||||
|
|
||||||
|
'''
|
||||||
subs = sampler.subscribers.get(delay_s, ())
|
subs = sampler.subscribers.get(delay_s, ())
|
||||||
|
|
||||||
last = -1
|
first = last = -1
|
||||||
|
|
||||||
if shm is None:
|
if shm is None:
|
||||||
periods = sampler.ohlcv_shms.keys()
|
periods = sampler.ohlcv_shms.keys()
|
||||||
|
@ -156,11 +162,16 @@ async def broadcast(
|
||||||
if periods:
|
if periods:
|
||||||
lowest = min(periods)
|
lowest = min(periods)
|
||||||
shm = sampler.ohlcv_shms[lowest][0]
|
shm = sampler.ohlcv_shms[lowest][0]
|
||||||
|
first = shm._first.value
|
||||||
last = shm._last.value
|
last = shm._last.value
|
||||||
|
|
||||||
for stream in subs:
|
for stream in subs:
|
||||||
try:
|
try:
|
||||||
await stream.send({'index': last})
|
await stream.send({
|
||||||
|
'first': first,
|
||||||
|
'last': last,
|
||||||
|
'index': last,
|
||||||
|
})
|
||||||
except (
|
except (
|
||||||
trio.BrokenResourceError,
|
trio.BrokenResourceError,
|
||||||
trio.ClosedResourceError
|
trio.ClosedResourceError
|
||||||
|
@ -168,7 +179,12 @@ async def broadcast(
|
||||||
log.error(
|
log.error(
|
||||||
f'{stream._ctx.chan.uid} dropped connection'
|
f'{stream._ctx.chan.uid} dropped connection'
|
||||||
)
|
)
|
||||||
subs.remove(stream)
|
try:
|
||||||
|
subs.remove(stream)
|
||||||
|
except ValueError:
|
||||||
|
log.warning(
|
||||||
|
f'{stream._ctx.chan.uid} sub already removed!?'
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
|
|
|
@ -33,7 +33,7 @@ ohlc_fields = [
|
||||||
('high', float),
|
('high', float),
|
||||||
('low', float),
|
('low', float),
|
||||||
('close', float),
|
('close', float),
|
||||||
('volume', int),
|
('volume', float),
|
||||||
('bar_wap', float),
|
('bar_wap', float),
|
||||||
]
|
]
|
||||||
|
|
||||||
|
|
|
@ -227,7 +227,7 @@ def diff_history(
|
||||||
# the + 1 is because ``last_tsdb_dt`` is pulled from
|
# the + 1 is because ``last_tsdb_dt`` is pulled from
|
||||||
# the last row entry for the ``'time'`` field retreived
|
# the last row entry for the ``'time'`` field retreived
|
||||||
# from the tsdb.
|
# from the tsdb.
|
||||||
to_push = array[abs(s_diff)+1:]
|
to_push = array[abs(s_diff) + 1:]
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# pass back only the portion of the array that is
|
# pass back only the portion of the array that is
|
||||||
|
@ -250,6 +250,7 @@ async def start_backfill(
|
||||||
last_tsdb_dt: Optional[datetime] = None,
|
last_tsdb_dt: Optional[datetime] = None,
|
||||||
storage: Optional[Storage] = None,
|
storage: Optional[Storage] = None,
|
||||||
write_tsdb: bool = True,
|
write_tsdb: bool = True,
|
||||||
|
tsdb_is_up: bool = False,
|
||||||
|
|
||||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
|
@ -265,8 +266,8 @@ async def start_backfill(
|
||||||
|
|
||||||
# sample period step size in seconds
|
# sample period step size in seconds
|
||||||
step_size_s = (
|
step_size_s = (
|
||||||
pendulum.from_timestamp(times[-1]) -
|
pendulum.from_timestamp(times[-1])
|
||||||
pendulum.from_timestamp(times[-2])
|
- pendulum.from_timestamp(times[-2])
|
||||||
).seconds
|
).seconds
|
||||||
|
|
||||||
# "frame"'s worth of sample period steps in seconds
|
# "frame"'s worth of sample period steps in seconds
|
||||||
|
@ -291,25 +292,33 @@ async def start_backfill(
|
||||||
# let caller unblock and deliver latest history frame
|
# let caller unblock and deliver latest history frame
|
||||||
task_status.started((shm, start_dt, end_dt, bf_done))
|
task_status.started((shm, start_dt, end_dt, bf_done))
|
||||||
|
|
||||||
|
# based on the sample step size, maybe load a certain amount history
|
||||||
if last_tsdb_dt is None:
|
if last_tsdb_dt is None:
|
||||||
# maybe a better default (they don't seem to define epoch?!)
|
if step_size_s not in (1, 60):
|
||||||
|
|
||||||
# based on the sample step size load a certain amount
|
|
||||||
# history
|
|
||||||
if step_size_s == 1:
|
|
||||||
last_tsdb_dt = pendulum.now().subtract(days=2)
|
|
||||||
|
|
||||||
elif step_size_s == 60:
|
|
||||||
last_tsdb_dt = pendulum.now().subtract(years=2)
|
|
||||||
|
|
||||||
else:
|
|
||||||
raise ValueError(
|
raise ValueError(
|
||||||
'`piker` only needs to support 1m and 1s sampling '
|
'`piker` only needs to support 1m and 1s sampling '
|
||||||
'but ur api is trying to deliver a longer '
|
'but ur api is trying to deliver a longer '
|
||||||
f'timeframe of {step_size_s} ' 'seconds.. so ye, dun '
|
f'timeframe of {step_size_s} ' 'seconds.. so ye, dun '
|
||||||
'do dat bruh.'
|
'do dat brudder.'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# when no tsdb "last datum" is provided, we just load
|
||||||
|
# some near-term history.
|
||||||
|
periods = {
|
||||||
|
1: {'days': 1},
|
||||||
|
60: {'days': 14},
|
||||||
|
}
|
||||||
|
|
||||||
|
if tsdb_is_up:
|
||||||
|
# do a decently sized backfill and load it into storage.
|
||||||
|
periods = {
|
||||||
|
1: {'days': 6},
|
||||||
|
60: {'years': 2},
|
||||||
|
}
|
||||||
|
|
||||||
|
kwargs = periods[step_size_s]
|
||||||
|
last_tsdb_dt = start_dt.subtract(**kwargs)
|
||||||
|
|
||||||
# configure async query throttling
|
# configure async query throttling
|
||||||
erlangs = config.get('erlangs', 1)
|
erlangs = config.get('erlangs', 1)
|
||||||
rate = config.get('rate', 1)
|
rate = config.get('rate', 1)
|
||||||
|
@ -567,8 +576,8 @@ async def start_backfill(
|
||||||
start_dt,
|
start_dt,
|
||||||
end_dt,
|
end_dt,
|
||||||
) = await get_ohlc_frame(
|
) = await get_ohlc_frame(
|
||||||
input_end_dt=last_shm_prepend_dt,
|
input_end_dt=last_shm_prepend_dt,
|
||||||
iter_dts_gen=idts,
|
iter_dts_gen=idts,
|
||||||
)
|
)
|
||||||
last_epoch = to_push['time'][-1]
|
last_epoch = to_push['time'][-1]
|
||||||
diff = start - last_epoch
|
diff = start - last_epoch
|
||||||
|
@ -794,6 +803,15 @@ async def manage_history(
|
||||||
|
|
||||||
# manually trigger step update to update charts/fsps
|
# manually trigger step update to update charts/fsps
|
||||||
# which need an incremental update.
|
# which need an incremental update.
|
||||||
|
# NOTE: the way this works is super duper
|
||||||
|
# un-intuitive right now:
|
||||||
|
# - the broadcaster fires a msg to the fsp subsystem.
|
||||||
|
# - fsp subsys then checks for a sample step diff and
|
||||||
|
# possibly recomputes prepended history.
|
||||||
|
# - the fsp then sends back to the parent actor
|
||||||
|
# (usually a chart showing graphics for said fsp)
|
||||||
|
# which tells the chart to conduct a manual full
|
||||||
|
# graphics loop cycle.
|
||||||
for delay_s in sampler.subscribers:
|
for delay_s in sampler.subscribers:
|
||||||
await broadcast(delay_s)
|
await broadcast(delay_s)
|
||||||
|
|
||||||
|
@ -993,7 +1011,7 @@ async def open_feed_bus(
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symbol: str, # normally expected to the broker-specific fqsn
|
symbol: str, # normally expected to the broker-specific fqsn
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
tick_throttle: Optional[float] = None,
|
tick_throttle: Optional[float] = None,
|
||||||
start_stream: bool = True,
|
start_stream: bool = True,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
@ -1254,7 +1272,7 @@ async def install_brokerd_search(
|
||||||
# a backend module?
|
# a backend module?
|
||||||
pause_period=getattr(
|
pause_period=getattr(
|
||||||
brokermod, '_search_conf', {}
|
brokermod, '_search_conf', {}
|
||||||
).get('pause_period', 0.0616),
|
).get('pause_period', 0.0616),
|
||||||
):
|
):
|
||||||
yield
|
yield
|
||||||
|
|
||||||
|
|
|
@ -230,8 +230,8 @@ _ohlcv_dt = [
|
||||||
# ohlcv sampling
|
# ohlcv sampling
|
||||||
('Open', 'f4'),
|
('Open', 'f4'),
|
||||||
('High', 'f4'),
|
('High', 'f4'),
|
||||||
('Low', 'i8'),
|
('Low', 'f4'),
|
||||||
('Close', 'i8'),
|
('Close', 'f4'),
|
||||||
('Volume', 'f4'),
|
('Volume', 'f4'),
|
||||||
]
|
]
|
||||||
|
|
||||||
|
@ -547,6 +547,17 @@ class Storage:
|
||||||
if err:
|
if err:
|
||||||
raise MarketStoreError(err)
|
raise MarketStoreError(err)
|
||||||
|
|
||||||
|
# XXX: currently the only way to do this is through the CLI:
|
||||||
|
|
||||||
|
# sudo ./marketstore connect --dir ~/.config/piker/data
|
||||||
|
# >> \show mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
|
||||||
|
# and this seems to block and use up mem..
|
||||||
|
# >> \trim mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
|
||||||
|
|
||||||
|
# relevant source code for this is here:
|
||||||
|
# https://github.com/alpacahq/marketstore/blob/master/cmd/connect/session/trim.go#L14
|
||||||
|
# def delete_range(self, start_dt, end_dt) -> None:
|
||||||
|
# ...
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_storage_client(
|
async def open_storage_client(
|
||||||
|
|
|
@ -369,7 +369,12 @@ async def cascade(
|
||||||
# always trigger UI refresh after history update,
|
# always trigger UI refresh after history update,
|
||||||
# see ``piker.ui._fsp.FspAdmin.open_chain()`` and
|
# see ``piker.ui._fsp.FspAdmin.open_chain()`` and
|
||||||
# ``piker.ui._display.trigger_update()``.
|
# ``piker.ui._display.trigger_update()``.
|
||||||
await client_stream.send('update')
|
await client_stream.send({
|
||||||
|
'fsp_update': {
|
||||||
|
'key': dst_shm_token,
|
||||||
|
'first': dst._first.value,
|
||||||
|
'last': dst._last.value,
|
||||||
|
}})
|
||||||
return tracker, index
|
return tracker, index
|
||||||
|
|
||||||
def is_synced(
|
def is_synced(
|
||||||
|
|
|
@ -223,8 +223,9 @@ class DynamicDateAxis(Axis):
|
||||||
) -> list[str]:
|
) -> list[str]:
|
||||||
|
|
||||||
chart = self.linkedsplits.chart
|
chart = self.linkedsplits.chart
|
||||||
bars = chart._arrays[chart.name]
|
flow = chart._flows[chart.name]
|
||||||
shm = self.linkedsplits.chart._shm
|
shm = flow.shm
|
||||||
|
bars = shm.array
|
||||||
first = shm._first.value
|
first = shm._first.value
|
||||||
|
|
||||||
bars_len = len(bars)
|
bars_len = len(bars)
|
||||||
|
|
|
@ -34,9 +34,7 @@ from PyQt5.QtWidgets import (
|
||||||
QVBoxLayout,
|
QVBoxLayout,
|
||||||
QSplitter,
|
QSplitter,
|
||||||
)
|
)
|
||||||
import msgspec
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
# from pydantic import BaseModel
|
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
|
@ -49,6 +47,7 @@ from ._cursor import (
|
||||||
Cursor,
|
Cursor,
|
||||||
ContentsLabel,
|
ContentsLabel,
|
||||||
)
|
)
|
||||||
|
from ..data._sharedmem import ShmArray
|
||||||
from ._l1 import L1Labels
|
from ._l1 import L1Labels
|
||||||
from ._ohlc import BarItems
|
from ._ohlc import BarItems
|
||||||
from ._curve import FastAppendCurve
|
from ._curve import FastAppendCurve
|
||||||
|
@ -60,15 +59,12 @@ from ._style import (
|
||||||
)
|
)
|
||||||
from ..data.feed import Feed
|
from ..data.feed import Feed
|
||||||
from ..data._source import Symbol
|
from ..data._source import Symbol
|
||||||
from ..data._sharedmem import (
|
|
||||||
ShmArray,
|
|
||||||
# _Token,
|
|
||||||
)
|
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
from ._interaction import ChartView
|
from ._interaction import ChartView
|
||||||
from ._forms import FieldsForm
|
from ._forms import FieldsForm
|
||||||
from .._profile import pg_profile_enabled, ms_slower_then
|
from .._profile import pg_profile_enabled, ms_slower_then
|
||||||
from ._overlay import PlotItemOverlay
|
from ._overlay import PlotItemOverlay
|
||||||
|
from ._flows import Flow
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
|
@ -419,7 +415,7 @@ class LinkedSplits(QWidget):
|
||||||
self,
|
self,
|
||||||
|
|
||||||
symbol: Symbol,
|
symbol: Symbol,
|
||||||
array: np.ndarray,
|
shm: ShmArray,
|
||||||
sidepane: FieldsForm,
|
sidepane: FieldsForm,
|
||||||
|
|
||||||
style: str = 'bar',
|
style: str = 'bar',
|
||||||
|
@ -444,7 +440,7 @@ class LinkedSplits(QWidget):
|
||||||
self.chart = self.add_plot(
|
self.chart = self.add_plot(
|
||||||
|
|
||||||
name=symbol.key,
|
name=symbol.key,
|
||||||
array=array,
|
shm=shm,
|
||||||
style=style,
|
style=style,
|
||||||
_is_main=True,
|
_is_main=True,
|
||||||
|
|
||||||
|
@ -472,7 +468,7 @@ class LinkedSplits(QWidget):
|
||||||
self,
|
self,
|
||||||
|
|
||||||
name: str,
|
name: str,
|
||||||
array: np.ndarray,
|
shm: ShmArray,
|
||||||
|
|
||||||
array_key: Optional[str] = None,
|
array_key: Optional[str] = None,
|
||||||
style: str = 'line',
|
style: str = 'line',
|
||||||
|
@ -516,7 +512,6 @@ class LinkedSplits(QWidget):
|
||||||
name=name,
|
name=name,
|
||||||
data_key=array_key or name,
|
data_key=array_key or name,
|
||||||
|
|
||||||
array=array,
|
|
||||||
parent=qframe,
|
parent=qframe,
|
||||||
linkedsplits=self,
|
linkedsplits=self,
|
||||||
axisItems=axes,
|
axisItems=axes,
|
||||||
|
@ -580,7 +575,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
graphics, data_key = cpw.draw_ohlc(
|
graphics, data_key = cpw.draw_ohlc(
|
||||||
name,
|
name,
|
||||||
array,
|
shm,
|
||||||
array_key=array_key
|
array_key=array_key
|
||||||
)
|
)
|
||||||
self.cursor.contents_labels.add_label(
|
self.cursor.contents_labels.add_label(
|
||||||
|
@ -594,7 +589,7 @@ class LinkedSplits(QWidget):
|
||||||
add_label = True
|
add_label = True
|
||||||
graphics, data_key = cpw.draw_curve(
|
graphics, data_key = cpw.draw_curve(
|
||||||
name,
|
name,
|
||||||
array,
|
shm,
|
||||||
array_key=array_key,
|
array_key=array_key,
|
||||||
color='default_light',
|
color='default_light',
|
||||||
)
|
)
|
||||||
|
@ -603,7 +598,7 @@ class LinkedSplits(QWidget):
|
||||||
add_label = True
|
add_label = True
|
||||||
graphics, data_key = cpw.draw_curve(
|
graphics, data_key = cpw.draw_curve(
|
||||||
name,
|
name,
|
||||||
array,
|
shm,
|
||||||
array_key=array_key,
|
array_key=array_key,
|
||||||
step_mode=True,
|
step_mode=True,
|
||||||
color='davies',
|
color='davies',
|
||||||
|
@ -691,7 +686,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
# the "data view" we generate graphics from
|
# the "data view" we generate graphics from
|
||||||
name: str,
|
name: str,
|
||||||
array: np.ndarray,
|
|
||||||
data_key: str,
|
data_key: str,
|
||||||
linkedsplits: LinkedSplits,
|
linkedsplits: LinkedSplits,
|
||||||
|
|
||||||
|
@ -744,14 +738,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
self._max_l1_line_len: float = 0
|
self._max_l1_line_len: float = 0
|
||||||
|
|
||||||
# self.setViewportMargins(0, 0, 0, 0)
|
# self.setViewportMargins(0, 0, 0, 0)
|
||||||
# self._ohlc = array # readonly view of ohlc data
|
|
||||||
|
|
||||||
# TODO: move to Aggr above XD
|
|
||||||
# readonly view of data arrays
|
|
||||||
self._arrays = {
|
|
||||||
self.data_key: array,
|
|
||||||
}
|
|
||||||
self._graphics = {} # registry of underlying graphics
|
|
||||||
|
|
||||||
# registry of overlay curve names
|
# registry of overlay curve names
|
||||||
self._flows: dict[str, Flow] = {}
|
self._flows: dict[str, Flow] = {}
|
||||||
|
@ -767,7 +753,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# show background grid
|
# show background grid
|
||||||
self.showGrid(x=False, y=True, alpha=0.3)
|
self.showGrid(x=False, y=True, alpha=0.3)
|
||||||
|
|
||||||
self.default_view()
|
|
||||||
self.cv.enable_auto_yrange()
|
self.cv.enable_auto_yrange()
|
||||||
|
|
||||||
self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
|
self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
|
||||||
|
@ -816,14 +801,8 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
Return a range tuple for the bars present in view.
|
Return a range tuple for the bars present in view.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
l, r = self.view_range()
|
main_flow = self._flows[self.name]
|
||||||
array = self._arrays[self.name]
|
ifirst, l, lbar, rbar, r, ilast = main_flow.datums_range()
|
||||||
start, stop = self._xrange = (
|
|
||||||
array[0]['index'],
|
|
||||||
array[-1]['index'],
|
|
||||||
)
|
|
||||||
lbar = max(l, start)
|
|
||||||
rbar = min(r, stop)
|
|
||||||
return l, lbar, rbar, r
|
return l, lbar, rbar, r
|
||||||
|
|
||||||
def curve_width_pxs(
|
def curve_width_pxs(
|
||||||
|
@ -877,40 +856,51 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
def default_view(
|
def default_view(
|
||||||
self,
|
self,
|
||||||
steps_on_screen: Optional[int] = None
|
bars_from_y: int = 3000,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Set the view box to the "default" startup view of the scene.
|
Set the view box to the "default" startup view of the scene.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
try:
|
flow = self._flows.get(self.name)
|
||||||
index = self._arrays[self.name]['index']
|
if not flow:
|
||||||
except IndexError:
|
log.warning(f'`Flow` for {self.name} not loaded yet?')
|
||||||
log.warning(f'array for {self.name} not loaded yet?')
|
|
||||||
return
|
return
|
||||||
|
|
||||||
|
index = flow.shm.array['index']
|
||||||
xfirst, xlast = index[0], index[-1]
|
xfirst, xlast = index[0], index[-1]
|
||||||
l, lbar, rbar, r = self.bars_range()
|
l, lbar, rbar, r = self.bars_range()
|
||||||
|
view = self.view
|
||||||
marker_pos, l1_len = self.pre_l1_xs()
|
|
||||||
end = xlast + l1_len + 1
|
|
||||||
|
|
||||||
if (
|
if (
|
||||||
rbar < 0
|
rbar < 0
|
||||||
or l < xfirst
|
or l < xfirst
|
||||||
|
or l < 0
|
||||||
or (rbar - lbar) < 6
|
or (rbar - lbar) < 6
|
||||||
):
|
):
|
||||||
# set fixed bars count on screen that approx includes as
|
# TODO: set fixed bars count on screen that approx includes as
|
||||||
# many bars as possible before a downsample line is shown.
|
# many bars as possible before a downsample line is shown.
|
||||||
begin = xlast - round(6116 / 6)
|
begin = xlast - bars_from_y
|
||||||
|
view.setXRange(
|
||||||
|
min=begin,
|
||||||
|
max=xlast,
|
||||||
|
padding=0,
|
||||||
|
)
|
||||||
|
# re-get range
|
||||||
|
l, lbar, rbar, r = self.bars_range()
|
||||||
|
|
||||||
else:
|
# we get the L1 spread label "length" in view coords
|
||||||
begin = end - (r - l)
|
# terms now that we've scaled either by user control
|
||||||
|
# or to the default set of bars as per the immediate block
|
||||||
|
# above.
|
||||||
|
marker_pos, l1_len = self.pre_l1_xs()
|
||||||
|
end = xlast + l1_len + 1
|
||||||
|
begin = end - (r - l)
|
||||||
|
|
||||||
# for debugging
|
# for debugging
|
||||||
# print(
|
# print(
|
||||||
# f'bars range: {brange}\n'
|
# # f'bars range: {brange}\n'
|
||||||
# f'xlast: {xlast}\n'
|
# f'xlast: {xlast}\n'
|
||||||
# f'marker pos: {marker_pos}\n'
|
# f'marker pos: {marker_pos}\n'
|
||||||
# f'l1 len: {l1_len}\n'
|
# f'l1 len: {l1_len}\n'
|
||||||
|
@ -922,14 +912,13 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
if self._static_yrange == 'axis':
|
if self._static_yrange == 'axis':
|
||||||
self._static_yrange = None
|
self._static_yrange = None
|
||||||
|
|
||||||
view = self.view
|
|
||||||
view.setXRange(
|
view.setXRange(
|
||||||
min=begin,
|
min=begin,
|
||||||
max=end,
|
max=end,
|
||||||
padding=0,
|
padding=0,
|
||||||
)
|
)
|
||||||
view._set_yrange()
|
|
||||||
self.view.maybe_downsample_graphics()
|
self.view.maybe_downsample_graphics()
|
||||||
|
view._set_yrange()
|
||||||
try:
|
try:
|
||||||
self.linked.graphics_cycle()
|
self.linked.graphics_cycle()
|
||||||
except IndexError:
|
except IndexError:
|
||||||
|
@ -960,7 +949,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
def draw_ohlc(
|
def draw_ohlc(
|
||||||
self,
|
self,
|
||||||
name: str,
|
name: str,
|
||||||
data: np.ndarray,
|
shm: ShmArray,
|
||||||
|
|
||||||
array_key: Optional[str] = None,
|
array_key: Optional[str] = None,
|
||||||
|
|
||||||
|
@ -980,19 +969,21 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# the np array buffer to be drawn on next render cycle
|
# the np array buffer to be drawn on next render cycle
|
||||||
self.plotItem.addItem(graphics)
|
self.plotItem.addItem(graphics)
|
||||||
|
|
||||||
# draw after to allow self.scene() to work...
|
|
||||||
graphics.draw_from_data(data)
|
|
||||||
|
|
||||||
data_key = array_key or name
|
data_key = array_key or name
|
||||||
self._graphics[data_key] = graphics
|
|
||||||
|
|
||||||
self._flows[data_key] = Flow(
|
self._flows[data_key] = Flow(
|
||||||
name=name,
|
name=name,
|
||||||
plot=self.plotItem,
|
plot=self.plotItem,
|
||||||
|
_shm=shm,
|
||||||
is_ohlc=True,
|
is_ohlc=True,
|
||||||
graphics=graphics,
|
graphics=graphics,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# TODO: i think we can eventually remove this if
|
||||||
|
# we write the ``Flow.update_graphics()`` method right?
|
||||||
|
# draw after to allow self.scene() to work...
|
||||||
|
graphics.draw_from_data(shm.array)
|
||||||
|
|
||||||
self._add_sticky(name, bg_color='davies')
|
self._add_sticky(name, bg_color='davies')
|
||||||
|
|
||||||
return graphics, data_key
|
return graphics, data_key
|
||||||
|
@ -1058,7 +1049,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
self,
|
self,
|
||||||
|
|
||||||
name: str,
|
name: str,
|
||||||
data: np.ndarray,
|
shm: ShmArray,
|
||||||
|
|
||||||
array_key: Optional[str] = None,
|
array_key: Optional[str] = None,
|
||||||
overlay: bool = False,
|
overlay: bool = False,
|
||||||
|
@ -1071,7 +1062,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
) -> (pg.PlotDataItem, str):
|
) -> (pg.PlotDataItem, str):
|
||||||
'''
|
'''
|
||||||
Draw a "curve" (line plot graphics) for the provided data in
|
Draw a "curve" (line plot graphics) for the provided data in
|
||||||
the input array ``data``.
|
the input shm array ``shm``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
color = color or self.pen_color or 'default_light'
|
color = color or self.pen_color or 'default_light'
|
||||||
|
@ -1082,6 +1073,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
data_key = array_key or name
|
data_key = array_key or name
|
||||||
|
|
||||||
# yah, we wrote our own B)
|
# yah, we wrote our own B)
|
||||||
|
data = shm.array
|
||||||
curve = FastAppendCurve(
|
curve = FastAppendCurve(
|
||||||
y=data[data_key],
|
y=data[data_key],
|
||||||
x=data['index'],
|
x=data['index'],
|
||||||
|
@ -1105,16 +1097,14 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# and is disastrous for performance.
|
# and is disastrous for performance.
|
||||||
# curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
|
# curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
|
||||||
|
|
||||||
# register curve graphics and backing array for name
|
|
||||||
self._graphics[name] = curve
|
|
||||||
self._arrays[data_key] = data
|
|
||||||
|
|
||||||
pi = pi or self.plotItem
|
pi = pi or self.plotItem
|
||||||
|
|
||||||
self._flows[data_key] = Flow(
|
self._flows[data_key] = Flow(
|
||||||
name=name,
|
name=name,
|
||||||
plot=pi,
|
plot=pi,
|
||||||
|
_shm=shm,
|
||||||
is_ohlc=False,
|
is_ohlc=False,
|
||||||
|
# register curve graphics with this flow
|
||||||
graphics=curve,
|
graphics=curve,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
@ -1175,16 +1165,11 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
)
|
)
|
||||||
return last
|
return last
|
||||||
|
|
||||||
def update_graphics_from_array(
|
def update_graphics_from_flow(
|
||||||
self,
|
self,
|
||||||
graphics_name: str,
|
graphics_name: str,
|
||||||
|
|
||||||
array: Optional[np.ndarray] = None,
|
|
||||||
array_key: Optional[str] = None,
|
array_key: Optional[str] = None,
|
||||||
|
|
||||||
use_vr: bool = True,
|
|
||||||
render: bool = True,
|
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> pg.GraphicsObject:
|
) -> pg.GraphicsObject:
|
||||||
|
@ -1192,63 +1177,11 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
Update the named internal graphics from ``array``.
|
Update the named internal graphics from ``array``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
if array is not None:
|
flow = self._flows[array_key or graphics_name]
|
||||||
assert len(array)
|
return flow.update_graphics(
|
||||||
|
array_key=array_key,
|
||||||
data_key = array_key or graphics_name
|
**kwargs,
|
||||||
if graphics_name not in self._flows:
|
)
|
||||||
data_key = self.name
|
|
||||||
|
|
||||||
if array is not None:
|
|
||||||
# write array to internal graphics table
|
|
||||||
self._arrays[data_key] = array
|
|
||||||
else:
|
|
||||||
array = self._arrays[data_key]
|
|
||||||
|
|
||||||
# array key and graphics "name" might be different..
|
|
||||||
graphics = self._graphics[graphics_name]
|
|
||||||
|
|
||||||
# compute "in-view" indices
|
|
||||||
l, lbar, rbar, r = self.bars_range()
|
|
||||||
indexes = array['index']
|
|
||||||
ifirst = indexes[0]
|
|
||||||
ilast = indexes[-1]
|
|
||||||
|
|
||||||
lbar_i = max(l, ifirst) - ifirst
|
|
||||||
rbar_i = min(r, ilast) - ifirst
|
|
||||||
|
|
||||||
# TODO: we could do it this way as well no?
|
|
||||||
# to_draw = array[lbar - ifirst:(rbar - ifirst) + 1]
|
|
||||||
in_view = array[lbar_i: rbar_i + 1]
|
|
||||||
|
|
||||||
if (
|
|
||||||
not in_view.size
|
|
||||||
or not render
|
|
||||||
):
|
|
||||||
return graphics
|
|
||||||
|
|
||||||
if isinstance(graphics, BarItems):
|
|
||||||
graphics.update_from_array(
|
|
||||||
array,
|
|
||||||
in_view,
|
|
||||||
view_range=(lbar_i, rbar_i) if use_vr else None,
|
|
||||||
|
|
||||||
**kwargs,
|
|
||||||
)
|
|
||||||
|
|
||||||
else:
|
|
||||||
graphics.update_from_array(
|
|
||||||
x=array['index'],
|
|
||||||
y=array[data_key],
|
|
||||||
|
|
||||||
x_iv=in_view['index'],
|
|
||||||
y_iv=in_view[data_key],
|
|
||||||
view_range=(lbar_i, rbar_i) if use_vr else None,
|
|
||||||
|
|
||||||
**kwargs
|
|
||||||
)
|
|
||||||
|
|
||||||
return graphics
|
|
||||||
|
|
||||||
# def _label_h(self, yhigh: float, ylow: float) -> float:
|
# def _label_h(self, yhigh: float, ylow: float) -> float:
|
||||||
# # compute contents label "height" in view terms
|
# # compute contents label "height" in view terms
|
||||||
|
@ -1295,7 +1228,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
# TODO: this should go onto some sort of
|
# TODO: this should go onto some sort of
|
||||||
# data-view thinger..right?
|
# data-view thinger..right?
|
||||||
ohlc = self._shm.array
|
ohlc = self._flows[self.name].shm.array
|
||||||
|
|
||||||
# XXX: not sure why the time is so off here
|
# XXX: not sure why the time is so off here
|
||||||
# looks like we're gonna have to do some fixing..
|
# looks like we're gonna have to do some fixing..
|
||||||
|
@ -1335,15 +1268,12 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
msg=f'`{str(self)}.maxmin()` loop cycle for: `{self.name}`',
|
msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
|
||||||
disabled=not pg_profile_enabled(),
|
disabled=not pg_profile_enabled(),
|
||||||
gt=ms_slower_then,
|
ms_threshold=ms_slower_then,
|
||||||
delayed=True,
|
delayed=True,
|
||||||
)
|
)
|
||||||
|
|
||||||
l, lbar, rbar, r = bars_range or self.bars_range()
|
|
||||||
profiler(f'{self.name} got bars range')
|
|
||||||
|
|
||||||
# TODO: here we should instead look up the ``Flow.shm.array``
|
# TODO: here we should instead look up the ``Flow.shm.array``
|
||||||
# and read directly from shm to avoid copying to memory first
|
# and read directly from shm to avoid copying to memory first
|
||||||
# and then reading it again here.
|
# and then reading it again here.
|
||||||
|
@ -1353,112 +1283,19 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
flow is None
|
flow is None
|
||||||
):
|
):
|
||||||
log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
|
log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
|
||||||
res = 0, 0
|
key = res = 0, 0
|
||||||
|
|
||||||
else:
|
else:
|
||||||
|
first, l, lbar, rbar, r, last = bars_range or flow.datums_range()
|
||||||
|
profiler(f'{self.name} got bars range')
|
||||||
|
|
||||||
key = round(lbar), round(rbar)
|
key = round(lbar), round(rbar)
|
||||||
res = flow.maxmin(*key)
|
res = flow.maxmin(*key)
|
||||||
profiler(f'yrange mxmn: {key} -> {res}')
|
|
||||||
if res == (None, None):
|
if res == (None, None):
|
||||||
log.error(
|
log.error(
|
||||||
f"{flow_key} no mxmn for bars_range => {key} !?"
|
f"{flow_key} no mxmn for bars_range => {key} !?"
|
||||||
)
|
)
|
||||||
res = 0, 0
|
res = 0, 0
|
||||||
|
|
||||||
|
profiler(f'yrange mxmn: {key} -> {res}')
|
||||||
return res
|
return res
|
||||||
|
|
||||||
|
|
||||||
# class FlowsTable(pydantic.BaseModel):
|
|
||||||
# '''
|
|
||||||
# Data-AGGRegate: high level API onto multiple (categorized)
|
|
||||||
# ``Flow``s with high level processing routines for
|
|
||||||
# multi-graphics computations and display.
|
|
||||||
|
|
||||||
# '''
|
|
||||||
# flows: dict[str, np.ndarray] = {}
|
|
||||||
|
|
||||||
|
|
||||||
class Flow(msgspec.Struct): # , frozen=True):
|
|
||||||
'''
|
|
||||||
(FinancialSignal-)Flow compound type which wraps a real-time
|
|
||||||
graphics (curve) and its backing data stream together for high level
|
|
||||||
access and control.
|
|
||||||
|
|
||||||
The intention is for this type to eventually be capable of shm-passing
|
|
||||||
of incrementally updated graphics stream data between actors.
|
|
||||||
|
|
||||||
'''
|
|
||||||
name: str
|
|
||||||
plot: pg.PlotItem
|
|
||||||
is_ohlc: bool = False
|
|
||||||
graphics: pg.GraphicsObject
|
|
||||||
|
|
||||||
# TODO: hackery to be able to set a shm later
|
|
||||||
# but whilst also allowing this type to hashable,
|
|
||||||
# likely will require serializable token that is used to attach
|
|
||||||
# to the underlying shm ref after startup?
|
|
||||||
_shm: Optional[ShmArray] = None # currently, may be filled in "later"
|
|
||||||
|
|
||||||
# cache of y-range values per x-range input.
|
|
||||||
_mxmns: dict[tuple[int, int], tuple[float, float]] = {}
|
|
||||||
|
|
||||||
@property
|
|
||||||
def shm(self) -> ShmArray:
|
|
||||||
return self._shm
|
|
||||||
|
|
||||||
@shm.setter
|
|
||||||
def shm(self, shm: ShmArray) -> ShmArray:
|
|
||||||
self._shm = shm
|
|
||||||
|
|
||||||
def maxmin(
|
|
||||||
self,
|
|
||||||
lbar,
|
|
||||||
rbar,
|
|
||||||
|
|
||||||
) -> tuple[float, float]:
|
|
||||||
'''
|
|
||||||
Compute the cached max and min y-range values for a given
|
|
||||||
x-range determined by ``lbar`` and ``rbar``.
|
|
||||||
|
|
||||||
'''
|
|
||||||
rkey = (lbar, rbar)
|
|
||||||
cached_result = self._mxmns.get(rkey)
|
|
||||||
if cached_result:
|
|
||||||
return cached_result
|
|
||||||
|
|
||||||
shm = self.shm
|
|
||||||
if shm is None:
|
|
||||||
mxmn = None
|
|
||||||
|
|
||||||
else: # new block for profiling?..
|
|
||||||
arr = shm.array
|
|
||||||
|
|
||||||
# build relative indexes into shm array
|
|
||||||
# TODO: should we just add/use a method
|
|
||||||
# on the shm to do this?
|
|
||||||
ifirst = arr[0]['index']
|
|
||||||
slice_view = arr[
|
|
||||||
lbar - ifirst:
|
|
||||||
(rbar - ifirst) + 1
|
|
||||||
]
|
|
||||||
|
|
||||||
if not slice_view.size:
|
|
||||||
mxmn = None
|
|
||||||
|
|
||||||
else:
|
|
||||||
if self.is_ohlc:
|
|
||||||
ylow = np.min(slice_view['low'])
|
|
||||||
yhigh = np.max(slice_view['high'])
|
|
||||||
|
|
||||||
else:
|
|
||||||
view = slice_view[self.name]
|
|
||||||
ylow = np.min(view)
|
|
||||||
yhigh = np.max(view)
|
|
||||||
|
|
||||||
mxmn = ylow, yhigh
|
|
||||||
|
|
||||||
if mxmn is not None:
|
|
||||||
# cache new mxmn result
|
|
||||||
self._mxmns[rkey] = mxmn
|
|
||||||
|
|
||||||
return mxmn
|
|
||||||
|
|
|
@ -162,7 +162,7 @@ def ohlc_to_m4_line(
|
||||||
flat,
|
flat,
|
||||||
px_width=px_width,
|
px_width=px_width,
|
||||||
uppx=uppx,
|
uppx=uppx,
|
||||||
log_scale=bool(uppx)
|
# log_scale=bool(uppx)
|
||||||
)
|
)
|
||||||
x = np.broadcast_to(x[:, None], y.shape)
|
x = np.broadcast_to(x[:, None], y.shape)
|
||||||
x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
|
x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
|
||||||
|
@ -181,7 +181,8 @@ def ds_m4(
|
||||||
# in display-device-local pixel units.
|
# in display-device-local pixel units.
|
||||||
px_width: int,
|
px_width: int,
|
||||||
uppx: Optional[float] = None,
|
uppx: Optional[float] = None,
|
||||||
log_scale: bool = True,
|
xrange: Optional[float] = None,
|
||||||
|
# log_scale: bool = True,
|
||||||
|
|
||||||
) -> tuple[int, np.ndarray, np.ndarray]:
|
) -> tuple[int, np.ndarray, np.ndarray]:
|
||||||
'''
|
'''
|
||||||
|
@ -210,50 +211,77 @@ def ds_m4(
|
||||||
|
|
||||||
# optionally log-scale down the "supposed pxs on screen"
|
# optionally log-scale down the "supposed pxs on screen"
|
||||||
# as the units-per-px (uppx) get's large.
|
# as the units-per-px (uppx) get's large.
|
||||||
if log_scale:
|
# if log_scale:
|
||||||
assert uppx, 'You must provide a `uppx` value to use log scaling!'
|
# assert uppx, 'You must provide a `uppx` value to use log scaling!'
|
||||||
|
# # uppx = uppx * math.log(uppx, 2)
|
||||||
|
|
||||||
# scaler = 2**7 / (1 + math.log(uppx, 2))
|
# # scaler = 2**7 / (1 + math.log(uppx, 2))
|
||||||
scaler = round(
|
# scaler = round(
|
||||||
max(
|
# max(
|
||||||
# NOTE: found that a 16x px width brought greater
|
# # NOTE: found that a 16x px width brought greater
|
||||||
# detail, likely due to dpi scaling?
|
# # detail, likely due to dpi scaling?
|
||||||
# px_width=px_width * 16,
|
# # px_width=px_width * 16,
|
||||||
2**7 / (1 + math.log(uppx, 2)),
|
# 2**7 / (1 + math.log(uppx, 2)),
|
||||||
1
|
# 1
|
||||||
)
|
# )
|
||||||
)
|
# )
|
||||||
px_width *= scaler
|
# px_width *= scaler
|
||||||
|
|
||||||
assert px_width > 1 # width of screen in pxs?
|
# else:
|
||||||
|
# px_width *= 16
|
||||||
|
|
||||||
|
# should never get called unless actually needed
|
||||||
|
assert px_width > 1 and uppx > 0
|
||||||
|
|
||||||
# NOTE: if we didn't pre-slice the data to downsample
|
# NOTE: if we didn't pre-slice the data to downsample
|
||||||
# you could in theory pass these as the slicing params,
|
# you could in theory pass these as the slicing params,
|
||||||
# do we care though since we can always just pre-slice the
|
# do we care though since we can always just pre-slice the
|
||||||
# input?
|
# input?
|
||||||
x_start = x[0] # x value start/lowest in domain
|
x_start = x[0] # x value start/lowest in domain
|
||||||
x_end = x[-1] # x end value/highest in domain
|
|
||||||
|
if xrange is None:
|
||||||
|
x_end = x[-1] # x end value/highest in domain
|
||||||
|
xrange = (x_end - x_start)
|
||||||
|
|
||||||
# XXX: always round up on the input pixels
|
# XXX: always round up on the input pixels
|
||||||
px_width = math.ceil(px_width)
|
# lnx = len(x)
|
||||||
|
# uppx *= max(4 / (1 + math.log(uppx, 2)), 1)
|
||||||
|
|
||||||
x_range = x_end - x_start
|
pxw = math.ceil(xrange / uppx)
|
||||||
|
# px_width = math.ceil(px_width)
|
||||||
|
|
||||||
# ratio of indexed x-value to width of raster in pixels.
|
# ratio of indexed x-value to width of raster in pixels.
|
||||||
# this is more or less, uppx: units-per-pixel.
|
# this is more or less, uppx: units-per-pixel.
|
||||||
w = x_range / float(px_width)
|
# w = xrange / float(px_width)
|
||||||
|
# uppx = uppx * math.log(uppx, 2)
|
||||||
|
# w2 = px_width / uppx
|
||||||
|
|
||||||
|
# scale up the width as the uppx get's large
|
||||||
|
w = uppx # * math.log(uppx, 666)
|
||||||
|
|
||||||
# ensure we make more then enough
|
# ensure we make more then enough
|
||||||
# frames (windows) for the output pixel
|
# frames (windows) for the output pixel
|
||||||
frames = px_width
|
frames = pxw
|
||||||
|
|
||||||
# if we have more and then exact integer's
|
# if we have more and then exact integer's
|
||||||
# (uniform quotient output) worth of datum-domain-points
|
# (uniform quotient output) worth of datum-domain-points
|
||||||
# per windows-frame, add one more window to ensure
|
# per windows-frame, add one more window to ensure
|
||||||
# we have room for all output down-samples.
|
# we have room for all output down-samples.
|
||||||
pts_per_pixel, r = divmod(len(x), frames)
|
pts_per_pixel, r = divmod(xrange, frames)
|
||||||
if r:
|
if r:
|
||||||
|
# while r:
|
||||||
frames += 1
|
frames += 1
|
||||||
|
pts_per_pixel, r = divmod(xrange, frames)
|
||||||
|
|
||||||
|
# print(
|
||||||
|
# f'uppx: {uppx}\n'
|
||||||
|
# f'xrange: {xrange}\n'
|
||||||
|
# f'px_width: {px_width}\n'
|
||||||
|
# f'pxw: {pxw}\n'
|
||||||
|
# f'WTF w:{w}, w2:{w2}\n'
|
||||||
|
# f'frames: {frames}\n'
|
||||||
|
# )
|
||||||
|
assert frames >= (xrange / uppx)
|
||||||
|
|
||||||
# call into ``numba``
|
# call into ``numba``
|
||||||
nb, i_win, y_out = _m4(
|
nb, i_win, y_out = _m4(
|
||||||
|
|
|
@ -43,8 +43,8 @@ log = get_logger(__name__)
|
||||||
# latency (in terms of perceived lag in cross hair) so really be sure
|
# latency (in terms of perceived lag in cross hair) so really be sure
|
||||||
# there's an improvement if you want to change it!
|
# there's an improvement if you want to change it!
|
||||||
|
|
||||||
_mouse_rate_limit = 120 # TODO; should we calc current screen refresh rate?
|
_mouse_rate_limit = 60 # TODO; should we calc current screen refresh rate?
|
||||||
_debounce_delay = 1 / 40
|
_debounce_delay = 0
|
||||||
_ch_label_opac = 1
|
_ch_label_opac = 1
|
||||||
|
|
||||||
|
|
||||||
|
@ -254,13 +254,13 @@ class ContentsLabels:
|
||||||
def update_labels(
|
def update_labels(
|
||||||
self,
|
self,
|
||||||
index: int,
|
index: int,
|
||||||
# array_name: str,
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# for name, (label, update) in self._labels.items():
|
|
||||||
for chart, name, label, update in self._labels:
|
for chart, name, label, update in self._labels:
|
||||||
|
|
||||||
array = chart._arrays[name]
|
flow = chart._flows[name]
|
||||||
|
array = flow.shm.array
|
||||||
|
|
||||||
if not (
|
if not (
|
||||||
index >= 0
|
index >= 0
|
||||||
and index < array[-1]['index']
|
and index < array[-1]['index']
|
||||||
|
@ -269,8 +269,6 @@ class ContentsLabels:
|
||||||
print('WTF out of range?')
|
print('WTF out of range?')
|
||||||
continue
|
continue
|
||||||
|
|
||||||
# array = chart._arrays[name]
|
|
||||||
|
|
||||||
# call provided update func with data point
|
# call provided update func with data point
|
||||||
try:
|
try:
|
||||||
label.show()
|
label.show()
|
||||||
|
@ -472,9 +470,12 @@ class Cursor(pg.GraphicsObject):
|
||||||
) -> LineDot:
|
) -> LineDot:
|
||||||
# if this plot contains curves add line dot "cursors" to denote
|
# if this plot contains curves add line dot "cursors" to denote
|
||||||
# the current sample under the mouse
|
# the current sample under the mouse
|
||||||
|
main_flow = plot._flows[plot.name]
|
||||||
|
# read out last index
|
||||||
|
i = main_flow.shm.array[-1]['index']
|
||||||
cursor = LineDot(
|
cursor = LineDot(
|
||||||
curve,
|
curve,
|
||||||
index=plot._arrays[plot.name][-1]['index'],
|
index=i,
|
||||||
plot=plot
|
plot=plot
|
||||||
)
|
)
|
||||||
plot.addItem(cursor)
|
plot.addItem(cursor)
|
||||||
|
|
|
@ -34,67 +34,17 @@ from PyQt5.QtCore import (
|
||||||
|
|
||||||
from .._profile import pg_profile_enabled, ms_slower_then
|
from .._profile import pg_profile_enabled, ms_slower_then
|
||||||
from ._style import hcolor
|
from ._style import hcolor
|
||||||
from ._compression import (
|
# from ._compression import (
|
||||||
# ohlc_to_m4_line,
|
# # ohlc_to_m4_line,
|
||||||
ds_m4,
|
# ds_m4,
|
||||||
)
|
# )
|
||||||
|
from ._pathops import xy_downsample
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
def step_path_arrays_from_1d(
|
|
||||||
x: np.ndarray,
|
|
||||||
y: np.ndarray,
|
|
||||||
include_endpoints: bool = False,
|
|
||||||
|
|
||||||
) -> (np.ndarray, np.ndarray):
|
|
||||||
'''
|
|
||||||
Generate a "step mode" curve aligned with OHLC style bars
|
|
||||||
such that each segment spans each bar (aka "centered" style).
|
|
||||||
|
|
||||||
'''
|
|
||||||
y_out = y.copy()
|
|
||||||
x_out = x.copy()
|
|
||||||
x2 = np.empty(
|
|
||||||
# the data + 2 endpoints on either end for
|
|
||||||
# "termination of the path".
|
|
||||||
(len(x) + 1, 2),
|
|
||||||
# we want to align with OHLC or other sampling style
|
|
||||||
# bars likely so we need fractinal values
|
|
||||||
dtype=float,
|
|
||||||
)
|
|
||||||
x2[0] = x[0] - 0.5
|
|
||||||
x2[1] = x[0] + 0.5
|
|
||||||
x2[1:] = x[:, np.newaxis] + 0.5
|
|
||||||
|
|
||||||
# flatten to 1-d
|
|
||||||
x_out = x2.reshape(x2.size)
|
|
||||||
|
|
||||||
# we create a 1d with 2 extra indexes to
|
|
||||||
# hold the start and (current) end value for the steps
|
|
||||||
# on either end
|
|
||||||
y2 = np.empty((len(y), 2), dtype=y.dtype)
|
|
||||||
y2[:] = y[:, np.newaxis]
|
|
||||||
|
|
||||||
y_out = np.empty(
|
|
||||||
2*len(y) + 2,
|
|
||||||
dtype=y.dtype
|
|
||||||
)
|
|
||||||
|
|
||||||
# flatten and set 0 endpoints
|
|
||||||
y_out[1:-1] = y2.reshape(y2.size)
|
|
||||||
y_out[0] = 0
|
|
||||||
y_out[-1] = 0
|
|
||||||
|
|
||||||
if not include_endpoints:
|
|
||||||
return x_out[:-1], y_out[:-1]
|
|
||||||
|
|
||||||
else:
|
|
||||||
return x_out, y_out
|
|
||||||
|
|
||||||
|
|
||||||
_line_styles: dict[str, int] = {
|
_line_styles: dict[str, int] = {
|
||||||
'solid': Qt.PenStyle.SolidLine,
|
'solid': Qt.PenStyle.SolidLine,
|
||||||
'dash': Qt.PenStyle.DashLine,
|
'dash': Qt.PenStyle.DashLine,
|
||||||
|
@ -119,8 +69,8 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
def __init__(
|
def __init__(
|
||||||
self,
|
self,
|
||||||
|
|
||||||
x: np.ndarray,
|
x: np.ndarray = None,
|
||||||
y: np.ndarray,
|
y: np.ndarray = None,
|
||||||
*args,
|
*args,
|
||||||
|
|
||||||
step_mode: bool = False,
|
step_mode: bool = False,
|
||||||
|
@ -137,6 +87,9 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
# brutaaalll, see comments within..
|
# brutaaalll, see comments within..
|
||||||
self._y = self.yData = y
|
self._y = self.yData = y
|
||||||
self._x = self.xData = x
|
self._x = self.xData = x
|
||||||
|
self._vr: Optional[tuple] = None
|
||||||
|
self._avr: Optional[tuple] = None
|
||||||
|
self._br = None
|
||||||
|
|
||||||
self._name = name
|
self._name = name
|
||||||
self.path: Optional[QtGui.QPainterPath] = None
|
self.path: Optional[QtGui.QPainterPath] = None
|
||||||
|
@ -150,6 +103,7 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
|
|
||||||
# self._xrange: tuple[int, int] = self.dataBounds(ax=0)
|
# self._xrange: tuple[int, int] = self.dataBounds(ax=0)
|
||||||
self._xrange: Optional[tuple[int, int]] = None
|
self._xrange: Optional[tuple[int, int]] = None
|
||||||
|
# self._x_iv_range = None
|
||||||
|
|
||||||
# self._last_draw = time.time()
|
# self._last_draw = time.time()
|
||||||
self._in_ds: bool = False
|
self._in_ds: bool = False
|
||||||
|
@ -181,16 +135,12 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
# interactions slower (such as zooming) and if so maybe if/when
|
# interactions slower (such as zooming) and if so maybe if/when
|
||||||
# we implement a "history" mode for the view we disable this in
|
# we implement a "history" mode for the view we disable this in
|
||||||
# that mode?
|
# that mode?
|
||||||
if step_mode:
|
# if step_mode:
|
||||||
# don't enable caching by default for the case where the
|
# don't enable caching by default for the case where the
|
||||||
# only thing drawn is the "last" line segment which can
|
# only thing drawn is the "last" line segment which can
|
||||||
# have a weird artifact where it won't be fully drawn to its
|
# have a weird artifact where it won't be fully drawn to its
|
||||||
# endpoint (something we saw on trade rate curves)
|
# endpoint (something we saw on trade rate curves)
|
||||||
self.setCacheMode(
|
self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
||||||
QGraphicsItem.DeviceCoordinateCache
|
|
||||||
)
|
|
||||||
|
|
||||||
self.update()
|
|
||||||
|
|
||||||
# TODO: probably stick this in a new parent
|
# TODO: probably stick this in a new parent
|
||||||
# type which will contain our own version of
|
# type which will contain our own version of
|
||||||
|
@ -225,34 +175,6 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
QLineF(lbar, 0, rbar, 0)
|
QLineF(lbar, 0, rbar, 0)
|
||||||
).length()
|
).length()
|
||||||
|
|
||||||
def downsample(
|
|
||||||
self,
|
|
||||||
x,
|
|
||||||
y,
|
|
||||||
px_width,
|
|
||||||
uppx,
|
|
||||||
|
|
||||||
) -> tuple[np.ndarray, np.ndarray]:
|
|
||||||
|
|
||||||
# downsample whenever more then 1 pixels per datum can be shown.
|
|
||||||
# always refresh data bounds until we get diffing
|
|
||||||
# working properly, see above..
|
|
||||||
bins, x, y = ds_m4(
|
|
||||||
x,
|
|
||||||
y,
|
|
||||||
px_width=px_width,
|
|
||||||
uppx=uppx,
|
|
||||||
log_scale=bool(uppx)
|
|
||||||
)
|
|
||||||
x = np.broadcast_to(x[:, None], y.shape)
|
|
||||||
# x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
|
|
||||||
x = (x + np.array([-0.5, 0, 0, 0.5])).flatten()
|
|
||||||
y = y.flatten()
|
|
||||||
|
|
||||||
# presumably?
|
|
||||||
self._in_ds = True
|
|
||||||
return x, y
|
|
||||||
|
|
||||||
def update_from_array(
|
def update_from_array(
|
||||||
self,
|
self,
|
||||||
|
|
||||||
|
@ -266,6 +188,10 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
|
|
||||||
view_range: Optional[tuple[int, int]] = None,
|
view_range: Optional[tuple[int, int]] = None,
|
||||||
profiler: Optional[pg.debug.Profiler] = None,
|
profiler: Optional[pg.debug.Profiler] = None,
|
||||||
|
draw_last: bool = True,
|
||||||
|
slice_to_head: int = -1,
|
||||||
|
do_append: bool = True,
|
||||||
|
should_redraw: bool = False,
|
||||||
|
|
||||||
) -> QtGui.QPainterPath:
|
) -> QtGui.QPainterPath:
|
||||||
'''
|
'''
|
||||||
|
@ -278,80 +204,135 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
profiler = profiler or pg.debug.Profiler(
|
profiler = profiler or pg.debug.Profiler(
|
||||||
msg=f'FastAppendCurve.update_from_array(): `{self._name}`',
|
msg=f'FastAppendCurve.update_from_array(): `{self._name}`',
|
||||||
disabled=not pg_profile_enabled(),
|
disabled=not pg_profile_enabled(),
|
||||||
gt=ms_slower_then,
|
ms_threshold=ms_slower_then,
|
||||||
)
|
)
|
||||||
# flip_cache = False
|
flip_cache = False
|
||||||
|
|
||||||
if self._xrange:
|
if self._xrange:
|
||||||
istart, istop = self._xrange
|
istart, istop = self._xrange
|
||||||
else:
|
else:
|
||||||
self._xrange = istart, istop = x[0], x[-1]
|
self._xrange = istart, istop = x[0], x[-1]
|
||||||
|
|
||||||
|
# compute the length diffs between the first/last index entry in
|
||||||
|
# the input data and the last indexes we have on record from the
|
||||||
|
# last time we updated the curve index.
|
||||||
|
prepend_length = int(istart - x[0])
|
||||||
|
append_length = int(x[-1] - istop)
|
||||||
|
|
||||||
|
# this is the diff-mode, "data"-rendered index
|
||||||
|
# tracking var..
|
||||||
|
self._xrange = x[0], x[-1]
|
||||||
|
|
||||||
# print(f"xrange: {self._xrange}")
|
# print(f"xrange: {self._xrange}")
|
||||||
|
|
||||||
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
|
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
|
||||||
# our `LineDot`) required ``.getData()`` to work..
|
# our `LineDot`) required ``.getData()`` to work..
|
||||||
self.xData = x
|
# self.xData = x
|
||||||
self.yData = y
|
# self.yData = y
|
||||||
self._x, self._y = x, y
|
# self._x, self._y = x, y
|
||||||
|
|
||||||
if view_range:
|
|
||||||
profiler(f'view range slice {view_range}')
|
|
||||||
|
|
||||||
# downsampling incremental state checking
|
# downsampling incremental state checking
|
||||||
uppx = self.x_uppx()
|
uppx = self.x_uppx()
|
||||||
px_width = self.px_width()
|
px_width = self.px_width()
|
||||||
uppx_diff = (uppx - self._last_uppx)
|
uppx_diff = (uppx - self._last_uppx)
|
||||||
|
|
||||||
should_ds = False
|
new_sample_rate = False
|
||||||
should_redraw = False
|
should_ds = self._in_ds
|
||||||
|
showing_src_data = self._in_ds
|
||||||
|
# should_redraw = False
|
||||||
|
|
||||||
|
# by default we only pull data up to the last (current) index
|
||||||
|
x_out_full = x_out = x[:slice_to_head]
|
||||||
|
y_out_full = y_out = y[:slice_to_head]
|
||||||
|
|
||||||
# if a view range is passed, plan to draw the
|
# if a view range is passed, plan to draw the
|
||||||
# source ouput that's "in view" of the chart.
|
# source ouput that's "in view" of the chart.
|
||||||
if view_range and not self._in_ds:
|
if (
|
||||||
|
view_range
|
||||||
|
# and not self._in_ds
|
||||||
|
# and not prepend_length > 0
|
||||||
|
):
|
||||||
# print(f'{self._name} vr: {view_range}')
|
# print(f'{self._name} vr: {view_range}')
|
||||||
|
|
||||||
# by default we only pull data up to the last (current) index
|
# by default we only pull data up to the last (current) index
|
||||||
x_out, y_out = x_iv[:-1], y_iv[:-1]
|
x_out, y_out = x_iv[:slice_to_head], y_iv[:slice_to_head]
|
||||||
|
profiler(f'view range slice {view_range}')
|
||||||
|
|
||||||
# step mode: draw flat top discrete "step"
|
vl, vr = view_range
|
||||||
# over the index space for each datum.
|
|
||||||
if self._step_mode:
|
# last_ivr = self._x_iv_range
|
||||||
# TODO: numba this bish
|
# ix_iv, iy_iv = self._x_iv_range = (x_iv[0], x_iv[-1])
|
||||||
x_out, y_out = step_path_arrays_from_1d(
|
|
||||||
x_out,
|
zoom_or_append = False
|
||||||
y_out
|
last_vr = self._vr
|
||||||
|
last_ivr = self._avr
|
||||||
|
|
||||||
|
if last_vr:
|
||||||
|
# relative slice indices
|
||||||
|
lvl, lvr = last_vr
|
||||||
|
# abs slice indices
|
||||||
|
al, ar = last_ivr
|
||||||
|
|
||||||
|
# append_length = int(x[-1] - istop)
|
||||||
|
# append_length = int(x_iv[-1] - ar)
|
||||||
|
|
||||||
|
# left_change = abs(x_iv[0] - al) >= 1
|
||||||
|
# right_change = abs(x_iv[-1] - ar) >= 1
|
||||||
|
|
||||||
|
if (
|
||||||
|
# likely a zoom view change
|
||||||
|
(vr - lvr) > 2 or vl < lvl
|
||||||
|
# append / prepend update
|
||||||
|
# we had an append update where the view range
|
||||||
|
# didn't change but the data-viewed (shifted)
|
||||||
|
# underneath, so we need to redraw.
|
||||||
|
# or left_change and right_change and last_vr == view_range
|
||||||
|
|
||||||
|
# not (left_change and right_change) and ivr
|
||||||
|
# (
|
||||||
|
# or abs(x_iv[ivr] - livr) > 1
|
||||||
|
):
|
||||||
|
zoom_or_append = True
|
||||||
|
|
||||||
|
# if last_ivr:
|
||||||
|
# liivl, liivr = last_ivr
|
||||||
|
|
||||||
|
if (
|
||||||
|
view_range != last_vr
|
||||||
|
and (
|
||||||
|
append_length > 1
|
||||||
|
or zoom_or_append
|
||||||
)
|
)
|
||||||
profiler('generated step arrays')
|
):
|
||||||
|
should_redraw = True
|
||||||
|
# print("REDRAWING BRUH")
|
||||||
|
|
||||||
should_redraw = True
|
self._vr = view_range
|
||||||
profiler('sliced in-view array history')
|
self._avr = x_iv[0], x_iv[slice_to_head]
|
||||||
|
|
||||||
# x_last = x_iv[-1]
|
# x_last = x_iv[-1]
|
||||||
# y_last = y_iv[-1]
|
# y_last = y_iv[-1]
|
||||||
self._last_vr = view_range
|
# self._last_vr = view_range
|
||||||
|
|
||||||
# self.disable_cache()
|
# self.disable_cache()
|
||||||
# flip_cache = True
|
# flip_cache = True
|
||||||
|
|
||||||
else:
|
if prepend_length > 0:
|
||||||
self._xrange = x[0], x[-1]
|
should_redraw = True
|
||||||
|
|
||||||
x_last = x[-1]
|
|
||||||
y_last = y[-1]
|
|
||||||
|
|
||||||
# check for downsampling conditions
|
# check for downsampling conditions
|
||||||
if (
|
if (
|
||||||
# std m4 downsample conditions
|
# std m4 downsample conditions
|
||||||
px_width
|
px_width
|
||||||
and uppx_diff >= 4
|
and abs(uppx_diff) >= 1
|
||||||
or uppx_diff <= -3
|
|
||||||
or self._step_mode and abs(uppx_diff) >= 4
|
|
||||||
|
|
||||||
):
|
):
|
||||||
log.info(
|
log.info(
|
||||||
f'{self._name} sampler change: {self._last_uppx} -> {uppx}'
|
f'{self._name} sampler change: {self._last_uppx} -> {uppx}'
|
||||||
)
|
)
|
||||||
self._last_uppx = uppx
|
self._last_uppx = uppx
|
||||||
|
new_sample_rate = True
|
||||||
|
showing_src_data = False
|
||||||
|
should_redraw = True
|
||||||
should_ds = True
|
should_ds = True
|
||||||
|
|
||||||
elif (
|
elif (
|
||||||
|
@ -362,54 +343,36 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
# source data so we clear our path data in prep
|
# source data so we clear our path data in prep
|
||||||
# to generate a new one from original source data.
|
# to generate a new one from original source data.
|
||||||
should_redraw = True
|
should_redraw = True
|
||||||
|
new_sample_rate = True
|
||||||
should_ds = False
|
should_ds = False
|
||||||
|
showing_src_data = True
|
||||||
# compute the length diffs between the first/last index entry in
|
|
||||||
# the input data and the last indexes we have on record from the
|
|
||||||
# last time we updated the curve index.
|
|
||||||
prepend_length = int(istart - x[0])
|
|
||||||
append_length = int(x[-1] - istop)
|
|
||||||
|
|
||||||
# no_path_yet = self.path is None
|
# no_path_yet = self.path is None
|
||||||
if (
|
if (
|
||||||
self.path is None
|
self.path is None
|
||||||
or should_redraw
|
or should_redraw
|
||||||
or should_ds
|
or new_sample_rate
|
||||||
or prepend_length > 0
|
or prepend_length > 0
|
||||||
):
|
):
|
||||||
if (
|
|
||||||
not view_range
|
|
||||||
or self._in_ds
|
|
||||||
):
|
|
||||||
# by default we only pull data up to the last (current) index
|
|
||||||
x_out, y_out = x[:-1], y[:-1]
|
|
||||||
|
|
||||||
# step mode: draw flat top discrete "step"
|
|
||||||
# over the index space for each datum.
|
|
||||||
if self._step_mode:
|
|
||||||
x_out, y_out = step_path_arrays_from_1d(
|
|
||||||
x_out,
|
|
||||||
y_out,
|
|
||||||
)
|
|
||||||
# TODO: numba this bish
|
|
||||||
profiler('generated step arrays')
|
|
||||||
|
|
||||||
if should_redraw:
|
if should_redraw:
|
||||||
profiler('path reversion to non-ds')
|
|
||||||
if self.path:
|
if self.path:
|
||||||
self.path.clear()
|
self.path.clear()
|
||||||
|
profiler('cleared paths due to `should_redraw=True`')
|
||||||
|
|
||||||
if self.fast_path:
|
if self.fast_path:
|
||||||
self.fast_path.clear()
|
self.fast_path.clear()
|
||||||
|
|
||||||
if should_redraw and not should_ds:
|
profiler('cleared paths due to `should_redraw` set')
|
||||||
if self._in_ds:
|
|
||||||
log.info(f'DEDOWN -> {self._name}')
|
if new_sample_rate and showing_src_data:
|
||||||
|
# if self._in_ds:
|
||||||
|
log.info(f'DEDOWN -> {self._name}')
|
||||||
|
|
||||||
self._in_ds = False
|
self._in_ds = False
|
||||||
|
|
||||||
elif should_ds and px_width:
|
elif should_ds and uppx and px_width > 1:
|
||||||
x_out, y_out = self.downsample(
|
|
||||||
|
x_out, y_out = xy_downsample(
|
||||||
x_out,
|
x_out,
|
||||||
y_out,
|
y_out,
|
||||||
px_width,
|
px_width,
|
||||||
|
@ -425,7 +388,10 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
finiteCheck=False,
|
finiteCheck=False,
|
||||||
path=self.path,
|
path=self.path,
|
||||||
)
|
)
|
||||||
profiler('generated fresh path')
|
self.prepareGeometryChange()
|
||||||
|
profiler(
|
||||||
|
f'generated fresh path. (should_redraw: {should_redraw} should_ds: {should_ds} new_sample_rate: {new_sample_rate})'
|
||||||
|
)
|
||||||
# profiler(f'DRAW PATH IN VIEW -> {self._name}')
|
# profiler(f'DRAW PATH IN VIEW -> {self._name}')
|
||||||
|
|
||||||
# reserve mem allocs see:
|
# reserve mem allocs see:
|
||||||
|
@ -457,32 +423,27 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
|
|
||||||
elif (
|
elif (
|
||||||
append_length > 0
|
append_length > 0
|
||||||
and not view_range
|
and do_append
|
||||||
|
and not should_redraw
|
||||||
|
# and not view_range
|
||||||
):
|
):
|
||||||
new_x = x[-append_length - 2:-1]
|
print(f'{self._name} append len: {append_length}')
|
||||||
new_y = y[-append_length - 2:-1]
|
new_x = x[-append_length - 2:slice_to_head]
|
||||||
|
new_y = y[-append_length - 2:slice_to_head]
|
||||||
|
profiler('sliced append path')
|
||||||
|
|
||||||
if self._step_mode:
|
profiler(
|
||||||
new_x, new_y = step_path_arrays_from_1d(
|
f'diffed array input, append_length={append_length}'
|
||||||
new_x,
|
)
|
||||||
new_y,
|
|
||||||
)
|
|
||||||
# [1:] since we don't need the vertical line normally at
|
|
||||||
# the beginning of the step curve taking the first (x,
|
|
||||||
# y) poing down to the x-axis **because** this is an
|
|
||||||
# appended path graphic.
|
|
||||||
new_x = new_x[1:]
|
|
||||||
new_y = new_y[1:]
|
|
||||||
|
|
||||||
profiler('diffed append arrays')
|
# if should_ds:
|
||||||
|
# new_x, new_y = xy_downsample(
|
||||||
if should_ds:
|
# new_x,
|
||||||
new_x, new_y = self.downsample(
|
# new_y,
|
||||||
new_x,
|
# px_width,
|
||||||
new_y,
|
# uppx,
|
||||||
**should_ds,
|
# )
|
||||||
)
|
# profiler(f'fast path downsample redraw={should_ds}')
|
||||||
profiler(f'fast path downsample redraw={should_ds}')
|
|
||||||
|
|
||||||
append_path = pg.functions.arrayToQPath(
|
append_path = pg.functions.arrayToQPath(
|
||||||
new_x,
|
new_x,
|
||||||
|
@ -491,12 +452,13 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
finiteCheck=False,
|
finiteCheck=False,
|
||||||
path=self.fast_path,
|
path=self.fast_path,
|
||||||
)
|
)
|
||||||
|
profiler('generated append qpath')
|
||||||
|
|
||||||
if self.use_fpath:
|
if self.use_fpath:
|
||||||
# an attempt at trying to make append-updates faster..
|
# an attempt at trying to make append-updates faster..
|
||||||
if self.fast_path is None:
|
if self.fast_path is None:
|
||||||
self.fast_path = append_path
|
self.fast_path = append_path
|
||||||
self.fast_path.reserve(int(6e3))
|
# self.fast_path.reserve(int(6e3))
|
||||||
else:
|
else:
|
||||||
self.fast_path.connectPath(append_path)
|
self.fast_path.connectPath(append_path)
|
||||||
size = self.fast_path.capacity()
|
size = self.fast_path.capacity()
|
||||||
|
@ -529,16 +491,43 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
# self.disable_cache()
|
# self.disable_cache()
|
||||||
# flip_cache = True
|
# flip_cache = True
|
||||||
|
|
||||||
|
if draw_last:
|
||||||
|
self.draw_last(x, y)
|
||||||
|
profiler('draw last segment')
|
||||||
|
|
||||||
|
|
||||||
|
# if flip_cache:
|
||||||
|
# # # XXX: seems to be needed to avoid artifacts (see above).
|
||||||
|
# self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
|
# trigger redraw of path
|
||||||
|
# do update before reverting to cache mode
|
||||||
|
self.update()
|
||||||
|
profiler('.update()')
|
||||||
|
|
||||||
|
def draw_last(
|
||||||
|
self,
|
||||||
|
x: np.ndarray,
|
||||||
|
y: np.ndarray,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
x_last = x[-1]
|
||||||
|
y_last = y[-1]
|
||||||
|
|
||||||
# draw the "current" step graphic segment so it lines up with
|
# draw the "current" step graphic segment so it lines up with
|
||||||
# the "middle" of the current (OHLC) sample.
|
# the "middle" of the current (OHLC) sample.
|
||||||
if self._step_mode:
|
if self._step_mode:
|
||||||
self._last_line = QLineF(
|
self._last_line = QLineF(
|
||||||
x_last - 0.5, 0,
|
x_last - 0.5, 0,
|
||||||
x_last + 0.5, 0,
|
x_last + 0.5, 0,
|
||||||
|
# x_last, 0,
|
||||||
|
# x_last, 0,
|
||||||
)
|
)
|
||||||
self._last_step_rect = QRectF(
|
self._last_step_rect = QRectF(
|
||||||
x_last - 0.5, 0,
|
x_last - 0.5, 0,
|
||||||
x_last + 0.5, y_last
|
x_last + 0.5, y_last
|
||||||
|
# x_last, 0,
|
||||||
|
# x_last, y_last
|
||||||
)
|
)
|
||||||
# print(
|
# print(
|
||||||
# f"path br: {self.path.boundingRect()}",
|
# f"path br: {self.path.boundingRect()}",
|
||||||
|
@ -548,20 +537,10 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
else:
|
else:
|
||||||
self._last_line = QLineF(
|
self._last_line = QLineF(
|
||||||
x[-2], y[-2],
|
x[-2], y[-2],
|
||||||
x[-1], y_last
|
x_last, y_last
|
||||||
)
|
)
|
||||||
|
|
||||||
profiler('draw last segment')
|
|
||||||
|
|
||||||
# trigger redraw of path
|
|
||||||
# do update before reverting to cache mode
|
|
||||||
# self.prepareGeometryChange()
|
|
||||||
self.update()
|
self.update()
|
||||||
profiler('.update()')
|
|
||||||
|
|
||||||
# if flip_cache:
|
|
||||||
# # XXX: seems to be needed to avoid artifacts (see above).
|
|
||||||
# self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
|
||||||
|
|
||||||
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
|
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
|
||||||
# our `LineDot`) required ``.getData()`` to work..
|
# our `LineDot`) required ``.getData()`` to work..
|
||||||
|
@ -596,6 +575,10 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
# self.disable_cache()
|
# self.disable_cache()
|
||||||
# self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
# self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
|
def reset_cache(self) -> None:
|
||||||
|
self.disable_cache()
|
||||||
|
self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
def disable_cache(self) -> None:
|
def disable_cache(self) -> None:
|
||||||
'''
|
'''
|
||||||
Disable the use of the pixel coordinate cache and trigger a geo event.
|
Disable the use of the pixel coordinate cache and trigger a geo event.
|
||||||
|
@ -604,7 +587,7 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
# XXX: pretty annoying but, without this there's little
|
# XXX: pretty annoying but, without this there's little
|
||||||
# artefacts on the append updates to the curve...
|
# artefacts on the append updates to the curve...
|
||||||
self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||||
self.prepareGeometryChange()
|
# self.prepareGeometryChange()
|
||||||
|
|
||||||
def boundingRect(self):
|
def boundingRect(self):
|
||||||
'''
|
'''
|
||||||
|
@ -624,6 +607,7 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
hb = self.path.controlPointRect()
|
hb = self.path.controlPointRect()
|
||||||
|
# hb = self.path.boundingRect()
|
||||||
hb_size = hb.size()
|
hb_size = hb.size()
|
||||||
|
|
||||||
fp = self.fast_path
|
fp = self.fast_path
|
||||||
|
@ -632,17 +616,47 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
hb_size = fhb.size() + hb_size
|
hb_size = fhb.size() + hb_size
|
||||||
# print(f'hb_size: {hb_size}')
|
# print(f'hb_size: {hb_size}')
|
||||||
|
|
||||||
|
# if self._last_step_rect:
|
||||||
|
# hb_size += self._last_step_rect.size()
|
||||||
|
|
||||||
|
# if self._line:
|
||||||
|
# br = self._last_step_rect.bottomRight()
|
||||||
|
|
||||||
|
# tl = QPointF(
|
||||||
|
# # self._vr[0],
|
||||||
|
# # hb.topLeft().y(),
|
||||||
|
# # 0,
|
||||||
|
# # hb_size.height() + 1
|
||||||
|
# )
|
||||||
|
|
||||||
|
# if self._last_step_rect:
|
||||||
|
# br = self._last_step_rect.bottomRight()
|
||||||
|
|
||||||
|
# else:
|
||||||
|
# hb_size += QSizeF(1, 1)
|
||||||
w = hb_size.width() + 1
|
w = hb_size.width() + 1
|
||||||
h = hb_size.height() + 1
|
h = hb_size.height() + 1
|
||||||
|
|
||||||
|
# br = QPointF(
|
||||||
|
# self._vr[-1],
|
||||||
|
# # tl.x() + w,
|
||||||
|
# tl.y() + h,
|
||||||
|
# )
|
||||||
|
|
||||||
br = QRectF(
|
br = QRectF(
|
||||||
|
|
||||||
# top left
|
# top left
|
||||||
|
# hb.topLeft()
|
||||||
|
# tl,
|
||||||
QPointF(hb.topLeft()),
|
QPointF(hb.topLeft()),
|
||||||
|
|
||||||
|
# br,
|
||||||
# total size
|
# total size
|
||||||
|
# QSizeF(hb_size)
|
||||||
|
# hb_size,
|
||||||
QSizeF(w, h)
|
QSizeF(w, h)
|
||||||
)
|
)
|
||||||
|
self._br = br
|
||||||
# print(f'bounding rect: {br}')
|
# print(f'bounding rect: {br}')
|
||||||
return br
|
return br
|
||||||
|
|
||||||
|
@ -657,8 +671,9 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
msg=f'FastAppendCurve.paint(): `{self._name}`',
|
msg=f'FastAppendCurve.paint(): `{self._name}`',
|
||||||
disabled=not pg_profile_enabled(),
|
disabled=not pg_profile_enabled(),
|
||||||
gt=ms_slower_then,
|
ms_threshold=ms_slower_then,
|
||||||
)
|
)
|
||||||
|
self.prepareGeometryChange()
|
||||||
|
|
||||||
if (
|
if (
|
||||||
self._step_mode
|
self._step_mode
|
||||||
|
@ -681,7 +696,7 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
|
|
||||||
if path:
|
if path:
|
||||||
p.drawPath(path)
|
p.drawPath(path)
|
||||||
profiler('.drawPath(path)')
|
profiler(f'.drawPath(path): {path.capacity()}')
|
||||||
|
|
||||||
fp = self.fast_path
|
fp = self.fast_path
|
||||||
if fp:
|
if fp:
|
||||||
|
|
|
@ -54,16 +54,16 @@ from ._forms import (
|
||||||
mk_order_pane_layout,
|
mk_order_pane_layout,
|
||||||
)
|
)
|
||||||
from .order_mode import open_order_mode
|
from .order_mode import open_order_mode
|
||||||
# from .._profile import (
|
from .._profile import (
|
||||||
# pg_profile_enabled,
|
pg_profile_enabled,
|
||||||
# ms_slower_then,
|
ms_slower_then,
|
||||||
# )
|
)
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
# TODO: load this from a config.toml!
|
# TODO: load this from a config.toml!
|
||||||
_quote_throttle_rate: int = 12 # Hz
|
_quote_throttle_rate: int = 22 # Hz
|
||||||
|
|
||||||
|
|
||||||
# a working tick-type-classes template
|
# a working tick-type-classes template
|
||||||
|
@ -96,28 +96,19 @@ def chart_maxmin(
|
||||||
Compute max and min datums "in view" for range limits.
|
Compute max and min datums "in view" for range limits.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
array = ohlcv_shm.array
|
|
||||||
ifirst = array[0]['index']
|
|
||||||
|
|
||||||
last_bars_range = chart.bars_range()
|
last_bars_range = chart.bars_range()
|
||||||
l, lbar, rbar, r = last_bars_range
|
out = chart.maxmin()
|
||||||
in_view = array[lbar - ifirst:rbar - ifirst + 1]
|
|
||||||
|
|
||||||
if not in_view.size:
|
if out is None:
|
||||||
log.warning('Resetting chart to data')
|
|
||||||
chart.default_view()
|
|
||||||
return (last_bars_range, 0, 0, 0)
|
return (last_bars_range, 0, 0, 0)
|
||||||
|
|
||||||
mx, mn = (
|
mn, mx = out
|
||||||
np.nanmax(in_view['high']),
|
|
||||||
np.nanmin(in_view['low'],)
|
|
||||||
)
|
|
||||||
|
|
||||||
mx_vlm_in_view = 0
|
mx_vlm_in_view = 0
|
||||||
if vlm_chart:
|
if vlm_chart:
|
||||||
mx_vlm_in_view = np.max(
|
out = vlm_chart.maxmin()
|
||||||
in_view['volume']
|
if out:
|
||||||
)
|
_, mx_vlm_in_view = out
|
||||||
|
|
||||||
return (
|
return (
|
||||||
last_bars_range,
|
last_bars_range,
|
||||||
|
@ -318,6 +309,7 @@ def graphics_update_cycle(
|
||||||
ds: DisplayState,
|
ds: DisplayState,
|
||||||
wap_in_history: bool = False,
|
wap_in_history: bool = False,
|
||||||
trigger_all: bool = False, # flag used by prepend history updates
|
trigger_all: bool = False, # flag used by prepend history updates
|
||||||
|
prepend_update_index: Optional[int] = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# TODO: eventually optimize this whole graphics stack with ``numba``
|
# TODO: eventually optimize this whole graphics stack with ``numba``
|
||||||
|
@ -327,9 +319,12 @@ def graphics_update_cycle(
|
||||||
|
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
msg=f'Graphics loop cycle for: `{chart.name}`',
|
msg=f'Graphics loop cycle for: `{chart.name}`',
|
||||||
disabled=True, # not pg_profile_enabled(),
|
delayed=True,
|
||||||
gt=1/12 * 1e3,
|
# disabled=not pg_profile_enabled(),
|
||||||
# gt=ms_slower_then,
|
disabled=True,
|
||||||
|
ms_threshold=ms_slower_then,
|
||||||
|
|
||||||
|
# ms_threshold=1/12 * 1e3,
|
||||||
)
|
)
|
||||||
|
|
||||||
# unpack multi-referenced components
|
# unpack multi-referenced components
|
||||||
|
@ -340,7 +335,7 @@ def graphics_update_cycle(
|
||||||
vars = ds.vars
|
vars = ds.vars
|
||||||
tick_margin = vars['tick_margin']
|
tick_margin = vars['tick_margin']
|
||||||
|
|
||||||
update_uppx = 6
|
update_uppx = 16
|
||||||
|
|
||||||
for sym, quote in ds.quotes.items():
|
for sym, quote in ds.quotes.items():
|
||||||
|
|
||||||
|
@ -374,8 +369,21 @@ def graphics_update_cycle(
|
||||||
l, lbar, rbar, r = brange
|
l, lbar, rbar, r = brange
|
||||||
mx = mx_in_view + tick_margin
|
mx = mx_in_view + tick_margin
|
||||||
mn = mn_in_view - tick_margin
|
mn = mn_in_view - tick_margin
|
||||||
profiler('maxmin call')
|
|
||||||
liv = r > i_step # the last datum is in view
|
profiler('`ds.maxmin()` call')
|
||||||
|
|
||||||
|
liv = r >= i_step # the last datum is in view
|
||||||
|
|
||||||
|
if (
|
||||||
|
prepend_update_index is not None
|
||||||
|
and lbar > prepend_update_index
|
||||||
|
):
|
||||||
|
# on a history update (usually from the FSP subsys)
|
||||||
|
# if the segment of history that is being prepended
|
||||||
|
# isn't in view there is no reason to do a graphics
|
||||||
|
# update.
|
||||||
|
log.debug('Skipping prepend graphics cycle: frame not in view')
|
||||||
|
return
|
||||||
|
|
||||||
# don't real-time "shift" the curve to the
|
# don't real-time "shift" the curve to the
|
||||||
# left unless we get one of the following:
|
# left unless we get one of the following:
|
||||||
|
@ -383,7 +391,6 @@ def graphics_update_cycle(
|
||||||
(
|
(
|
||||||
i_diff > 0 # no new sample step
|
i_diff > 0 # no new sample step
|
||||||
and xpx < 4 # chart is zoomed out very far
|
and xpx < 4 # chart is zoomed out very far
|
||||||
and r >= i_step # the last datum isn't in view
|
|
||||||
and liv
|
and liv
|
||||||
)
|
)
|
||||||
or trigger_all
|
or trigger_all
|
||||||
|
@ -392,6 +399,7 @@ def graphics_update_cycle(
|
||||||
# pixel in a curve should show new data based on uppx
|
# pixel in a curve should show new data based on uppx
|
||||||
# and then iff update curves and shift?
|
# and then iff update curves and shift?
|
||||||
chart.increment_view(steps=i_diff)
|
chart.increment_view(steps=i_diff)
|
||||||
|
profiler('view incremented')
|
||||||
|
|
||||||
if vlm_chart:
|
if vlm_chart:
|
||||||
# always update y-label
|
# always update y-label
|
||||||
|
@ -401,17 +409,16 @@ def graphics_update_cycle(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
(
|
(
|
||||||
xpx < update_uppx or i_diff > 0
|
xpx < update_uppx
|
||||||
|
or i_diff > 0
|
||||||
and liv
|
and liv
|
||||||
)
|
)
|
||||||
or trigger_all
|
or trigger_all
|
||||||
):
|
):
|
||||||
# TODO: make it so this doesn't have to be called
|
# TODO: make it so this doesn't have to be called
|
||||||
# once the $vlm is up?
|
# once the $vlm is up?
|
||||||
vlm_chart.update_graphics_from_array(
|
vlm_chart.update_graphics_from_flow(
|
||||||
'volume',
|
'volume',
|
||||||
array,
|
|
||||||
|
|
||||||
# UGGGh, see ``maxmin()`` impl in `._fsp` for
|
# UGGGh, see ``maxmin()`` impl in `._fsp` for
|
||||||
# the overlayed plotitems... we need a better
|
# the overlayed plotitems... we need a better
|
||||||
# bay to invoke a maxmin per overlay..
|
# bay to invoke a maxmin per overlay..
|
||||||
|
@ -424,6 +431,7 @@ def graphics_update_cycle(
|
||||||
# connected to update accompanying overlay
|
# connected to update accompanying overlay
|
||||||
# graphics..
|
# graphics..
|
||||||
)
|
)
|
||||||
|
profiler('`vlm_chart.update_graphics_from_flow()`')
|
||||||
|
|
||||||
if (
|
if (
|
||||||
mx_vlm_in_view != vars['last_mx_vlm']
|
mx_vlm_in_view != vars['last_mx_vlm']
|
||||||
|
@ -432,15 +440,21 @@ def graphics_update_cycle(
|
||||||
vlm_chart.view._set_yrange(
|
vlm_chart.view._set_yrange(
|
||||||
yrange=yrange,
|
yrange=yrange,
|
||||||
)
|
)
|
||||||
|
profiler('`vlm_chart.view._set_yrange()`')
|
||||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
||||||
vars['last_mx_vlm'] = mx_vlm_in_view
|
vars['last_mx_vlm'] = mx_vlm_in_view
|
||||||
|
|
||||||
for curve_name, flow in vlm_chart._flows.items():
|
for curve_name, flow in vlm_chart._flows.items():
|
||||||
|
|
||||||
|
if not flow.render:
|
||||||
|
continue
|
||||||
|
|
||||||
update_fsp_chart(
|
update_fsp_chart(
|
||||||
vlm_chart,
|
vlm_chart,
|
||||||
flow,
|
flow,
|
||||||
curve_name,
|
curve_name,
|
||||||
array_key=curve_name,
|
array_key=curve_name,
|
||||||
|
do_append=xpx < update_uppx,
|
||||||
)
|
)
|
||||||
# is this even doing anything?
|
# is this even doing anything?
|
||||||
# (pretty sure it's the real-time
|
# (pretty sure it's the real-time
|
||||||
|
@ -500,9 +514,9 @@ def graphics_update_cycle(
|
||||||
or i_diff > 0
|
or i_diff > 0
|
||||||
or trigger_all
|
or trigger_all
|
||||||
):
|
):
|
||||||
chart.update_graphics_from_array(
|
chart.update_graphics_from_flow(
|
||||||
chart.name,
|
chart.name,
|
||||||
array,
|
do_append=xpx < update_uppx,
|
||||||
)
|
)
|
||||||
|
|
||||||
# iterate in FIFO order per tick-frame
|
# iterate in FIFO order per tick-frame
|
||||||
|
@ -515,8 +529,9 @@ def graphics_update_cycle(
|
||||||
# tick frames to determine the y-range for chart
|
# tick frames to determine the y-range for chart
|
||||||
# auto-scaling.
|
# auto-scaling.
|
||||||
# TODO: we need a streaming minmax algo here, see def above.
|
# TODO: we need a streaming minmax algo here, see def above.
|
||||||
mx = max(price + tick_margin, mx)
|
if liv:
|
||||||
mn = min(price - tick_margin, mn)
|
mx = max(price + tick_margin, mx)
|
||||||
|
mn = min(price - tick_margin, mn)
|
||||||
|
|
||||||
if typ in clear_types:
|
if typ in clear_types:
|
||||||
|
|
||||||
|
@ -539,9 +554,8 @@ def graphics_update_cycle(
|
||||||
|
|
||||||
if wap_in_history:
|
if wap_in_history:
|
||||||
# update vwap overlay line
|
# update vwap overlay line
|
||||||
chart.update_graphics_from_array(
|
chart.update_graphics_from_flow(
|
||||||
'bar_wap',
|
'bar_wap',
|
||||||
array,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# L1 book label-line updates
|
# L1 book label-line updates
|
||||||
|
@ -557,7 +571,7 @@ def graphics_update_cycle(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
label is not None
|
label is not None
|
||||||
# and liv
|
and liv
|
||||||
):
|
):
|
||||||
label.update_fields(
|
label.update_fields(
|
||||||
{'level': price, 'size': size}
|
{'level': price, 'size': size}
|
||||||
|
@ -571,7 +585,7 @@ def graphics_update_cycle(
|
||||||
typ in _tick_groups['asks']
|
typ in _tick_groups['asks']
|
||||||
# TODO: instead we could check if the price is in the
|
# TODO: instead we could check if the price is in the
|
||||||
# y-view-range?
|
# y-view-range?
|
||||||
# and liv
|
and liv
|
||||||
):
|
):
|
||||||
l1.ask_label.update_fields({'level': price, 'size': size})
|
l1.ask_label.update_fields({'level': price, 'size': size})
|
||||||
|
|
||||||
|
@ -579,7 +593,7 @@ def graphics_update_cycle(
|
||||||
typ in _tick_groups['bids']
|
typ in _tick_groups['bids']
|
||||||
# TODO: instead we could check if the price is in the
|
# TODO: instead we could check if the price is in the
|
||||||
# y-view-range?
|
# y-view-range?
|
||||||
# and liv
|
and liv
|
||||||
):
|
):
|
||||||
l1.bid_label.update_fields({'level': price, 'size': size})
|
l1.bid_label.update_fields({'level': price, 'size': size})
|
||||||
|
|
||||||
|
@ -594,6 +608,7 @@ def graphics_update_cycle(
|
||||||
main_vb._ic is None
|
main_vb._ic is None
|
||||||
or not main_vb._ic.is_set()
|
or not main_vb._ic.is_set()
|
||||||
):
|
):
|
||||||
|
# print(f'updating range due to mxmn')
|
||||||
main_vb._set_yrange(
|
main_vb._set_yrange(
|
||||||
# TODO: we should probably scale
|
# TODO: we should probably scale
|
||||||
# the view margin based on the size
|
# the view margin based on the size
|
||||||
|
@ -604,7 +619,8 @@ def graphics_update_cycle(
|
||||||
yrange=(mn, mx),
|
yrange=(mn, mx),
|
||||||
)
|
)
|
||||||
|
|
||||||
vars['last_mx'], vars['last_mn'] = mx, mn
|
# XXX: update this every draw cycle to make L1-always-in-view work.
|
||||||
|
vars['last_mx'], vars['last_mn'] = mx, mn
|
||||||
|
|
||||||
# run synchronous update on all linked flows
|
# run synchronous update on all linked flows
|
||||||
for curve_name, flow in chart._flows.items():
|
for curve_name, flow in chart._flows.items():
|
||||||
|
@ -643,7 +659,7 @@ async def display_symbol_data(
|
||||||
)
|
)
|
||||||
|
|
||||||
# historical data fetch
|
# historical data fetch
|
||||||
brokermod = brokers.get_brokermod(provider)
|
# brokermod = brokers.get_brokermod(provider)
|
||||||
|
|
||||||
# ohlc_status_done = sbar.open_status(
|
# ohlc_status_done = sbar.open_status(
|
||||||
# 'retreiving OHLC history.. ',
|
# 'retreiving OHLC history.. ',
|
||||||
|
@ -692,32 +708,31 @@ async def display_symbol_data(
|
||||||
# create main OHLC chart
|
# create main OHLC chart
|
||||||
chart = linked.plot_ohlc_main(
|
chart = linked.plot_ohlc_main(
|
||||||
symbol,
|
symbol,
|
||||||
bars,
|
ohlcv,
|
||||||
sidepane=pp_pane,
|
sidepane=pp_pane,
|
||||||
)
|
)
|
||||||
|
chart.default_view()
|
||||||
chart._feeds[symbol.key] = feed
|
chart._feeds[symbol.key] = feed
|
||||||
chart.setFocus()
|
chart.setFocus()
|
||||||
|
|
||||||
# plot historical vwap if available
|
# plot historical vwap if available
|
||||||
wap_in_history = False
|
wap_in_history = False
|
||||||
|
|
||||||
if brokermod._show_wap_in_history:
|
# XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
|
||||||
|
# if brokermod._show_wap_in_history:
|
||||||
|
|
||||||
if 'bar_wap' in bars.dtype.fields:
|
# if 'bar_wap' in bars.dtype.fields:
|
||||||
wap_in_history = True
|
# wap_in_history = True
|
||||||
chart.draw_curve(
|
# chart.draw_curve(
|
||||||
name='bar_wap',
|
# name='bar_wap',
|
||||||
data=bars,
|
# shm=ohlcv,
|
||||||
add_label=False,
|
# color='default_light',
|
||||||
)
|
# add_label=False,
|
||||||
|
# )
|
||||||
|
|
||||||
# size view to data once at outset
|
# size view to data once at outset
|
||||||
chart.cv._set_yrange()
|
chart.cv._set_yrange()
|
||||||
|
|
||||||
# TODO: a data view api that makes this less shit
|
|
||||||
chart._shm = ohlcv
|
|
||||||
chart._flows[chart.data_key].shm = ohlcv
|
|
||||||
|
|
||||||
# NOTE: we must immediately tell Qt to show the OHLC chart
|
# NOTE: we must immediately tell Qt to show the OHLC chart
|
||||||
# to avoid a race where the subplots get added/shown to
|
# to avoid a race where the subplots get added/shown to
|
||||||
# the linked set *before* the main price chart!
|
# the linked set *before* the main price chart!
|
||||||
|
@ -780,6 +795,5 @@ async def display_symbol_data(
|
||||||
sbar._status_groups[loading_sym_key][1]()
|
sbar._status_groups[loading_sym_key][1]()
|
||||||
|
|
||||||
# let the app run.. bby
|
# let the app run.. bby
|
||||||
chart.default_view()
|
|
||||||
# linked.graphics_cycle()
|
# linked.graphics_cycle()
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
|
|
|
@ -343,7 +343,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
|
||||||
nbars = ixmx - ixmn + 1
|
nbars = ixmx - ixmn + 1
|
||||||
|
|
||||||
chart = self._chart
|
chart = self._chart
|
||||||
data = chart._arrays[chart.name][ixmn:ixmx]
|
data = chart._flows[chart.name].shm.array[ixmn:ixmx]
|
||||||
|
|
||||||
if len(data):
|
if len(data):
|
||||||
std = data['close'].std()
|
std = data['close'].std()
|
||||||
|
|
|
@ -0,0 +1,874 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
'''
|
||||||
|
High level streaming graphics primitives.
|
||||||
|
|
||||||
|
This is an intermediate layer which associates real-time low latency
|
||||||
|
graphics primitives with underlying FSP related data structures for fast
|
||||||
|
incremental update.
|
||||||
|
|
||||||
|
'''
|
||||||
|
from __future__ import annotations
|
||||||
|
from functools import partial
|
||||||
|
from typing import (
|
||||||
|
Optional,
|
||||||
|
Callable,
|
||||||
|
)
|
||||||
|
|
||||||
|
import msgspec
|
||||||
|
import numpy as np
|
||||||
|
from numpy.lib import recfunctions as rfn
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from PyQt5.QtGui import QPainterPath
|
||||||
|
from PyQt5.QtCore import (
|
||||||
|
# Qt,
|
||||||
|
QLineF,
|
||||||
|
# QSizeF,
|
||||||
|
QRectF,
|
||||||
|
# QPointF,
|
||||||
|
)
|
||||||
|
|
||||||
|
from ..data._sharedmem import (
|
||||||
|
ShmArray,
|
||||||
|
# open_shm_array,
|
||||||
|
)
|
||||||
|
from .._profile import (
|
||||||
|
pg_profile_enabled,
|
||||||
|
# ms_slower_then,
|
||||||
|
)
|
||||||
|
from ._pathops import (
|
||||||
|
gen_ohlc_qpath,
|
||||||
|
ohlc_to_line,
|
||||||
|
to_step_format,
|
||||||
|
)
|
||||||
|
from ._ohlc import (
|
||||||
|
BarItems,
|
||||||
|
)
|
||||||
|
from ._curve import (
|
||||||
|
FastAppendCurve,
|
||||||
|
)
|
||||||
|
from ..log import get_logger
|
||||||
|
|
||||||
|
|
||||||
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
# class FlowsTable(msgspec.Struct):
|
||||||
|
# '''
|
||||||
|
# Data-AGGRegate: high level API onto multiple (categorized)
|
||||||
|
# ``Flow``s with high level processing routines for
|
||||||
|
# multi-graphics computations and display.
|
||||||
|
|
||||||
|
# '''
|
||||||
|
# flows: dict[str, np.ndarray] = {}
|
||||||
|
|
||||||
|
# @classmethod
|
||||||
|
# def from_token(
|
||||||
|
# cls,
|
||||||
|
# shm_token: tuple[
|
||||||
|
# str,
|
||||||
|
# str,
|
||||||
|
# tuple[str, str],
|
||||||
|
# ],
|
||||||
|
|
||||||
|
# ) -> Renderer:
|
||||||
|
|
||||||
|
# shm = attach_shm_array(token)
|
||||||
|
# return cls(shm)
|
||||||
|
|
||||||
|
|
||||||
|
def rowarr_to_path(
|
||||||
|
rows_array: np.ndarray,
|
||||||
|
x_basis: np.ndarray,
|
||||||
|
flow: Flow,
|
||||||
|
|
||||||
|
) -> QPainterPath:
|
||||||
|
|
||||||
|
# TODO: we could in theory use ``numba`` to flatten
|
||||||
|
# if needed?
|
||||||
|
|
||||||
|
# to 1d
|
||||||
|
y = rows_array.flatten()
|
||||||
|
|
||||||
|
return pg.functions.arrayToQPath(
|
||||||
|
# these get passed at render call time
|
||||||
|
x=x_basis[:y.size],
|
||||||
|
y=y,
|
||||||
|
connect='all',
|
||||||
|
finiteCheck=False,
|
||||||
|
path=flow.path,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def render_baritems(
|
||||||
|
flow: Flow,
|
||||||
|
graphics: BarItems,
|
||||||
|
read: tuple[
|
||||||
|
int, int, np.ndarray,
|
||||||
|
int, int, np.ndarray,
|
||||||
|
],
|
||||||
|
profiler: pg.debug.Profiler,
|
||||||
|
**kwargs,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Graphics management logic for a ``BarItems`` object.
|
||||||
|
|
||||||
|
Mostly just logic to determine when and how to downsample an OHLC
|
||||||
|
lines curve into a flattened line graphic and when to display one
|
||||||
|
graphic or the other.
|
||||||
|
|
||||||
|
TODO: this should likely be moved into some kind of better abstraction
|
||||||
|
layer, if not a `Renderer` then something just above it?
|
||||||
|
|
||||||
|
'''
|
||||||
|
(
|
||||||
|
xfirst, xlast, array,
|
||||||
|
ivl, ivr, in_view,
|
||||||
|
) = read
|
||||||
|
|
||||||
|
# if no source data renderer exists create one.
|
||||||
|
self = flow
|
||||||
|
r = self._src_r
|
||||||
|
if not r:
|
||||||
|
# OHLC bars path renderer
|
||||||
|
r = self._src_r = Renderer(
|
||||||
|
flow=self,
|
||||||
|
# TODO: rename this to something with ohlc
|
||||||
|
draw_path=gen_ohlc_qpath,
|
||||||
|
last_read=read,
|
||||||
|
)
|
||||||
|
|
||||||
|
ds_curve_r = Renderer(
|
||||||
|
flow=self,
|
||||||
|
|
||||||
|
# just swap in the flat view
|
||||||
|
# data_t=lambda array: self.gy.array,
|
||||||
|
last_read=read,
|
||||||
|
draw_path=partial(
|
||||||
|
rowarr_to_path,
|
||||||
|
x_basis=None,
|
||||||
|
),
|
||||||
|
|
||||||
|
)
|
||||||
|
curve = FastAppendCurve(
|
||||||
|
name='OHLC',
|
||||||
|
color=graphics._color,
|
||||||
|
)
|
||||||
|
curve.hide()
|
||||||
|
self.plot.addItem(curve)
|
||||||
|
|
||||||
|
# baseline "line" downsampled OHLC curve that should
|
||||||
|
# kick on only when we reach a certain uppx threshold.
|
||||||
|
self._render_table[0] = (
|
||||||
|
ds_curve_r,
|
||||||
|
curve,
|
||||||
|
)
|
||||||
|
|
||||||
|
dsc_r, curve = self._render_table[0]
|
||||||
|
|
||||||
|
# do checks for whether or not we require downsampling:
|
||||||
|
# - if we're **not** downsampling then we simply want to
|
||||||
|
# render the bars graphics curve and update..
|
||||||
|
# - if insteam we are in a downsamplig state then we to
|
||||||
|
x_gt = 6
|
||||||
|
uppx = curve.x_uppx()
|
||||||
|
in_line = should_line = curve.isVisible()
|
||||||
|
if (
|
||||||
|
should_line
|
||||||
|
and uppx < x_gt
|
||||||
|
):
|
||||||
|
print('FLIPPING TO BARS')
|
||||||
|
should_line = False
|
||||||
|
|
||||||
|
elif (
|
||||||
|
not should_line
|
||||||
|
and uppx >= x_gt
|
||||||
|
):
|
||||||
|
print('FLIPPING TO LINE')
|
||||||
|
should_line = True
|
||||||
|
|
||||||
|
profiler(f'ds logic complete line={should_line}')
|
||||||
|
|
||||||
|
# do graphics updates
|
||||||
|
if should_line:
|
||||||
|
|
||||||
|
fields = ['open', 'high', 'low', 'close']
|
||||||
|
if self.gy is None:
|
||||||
|
# create a flattened view onto the OHLC array
|
||||||
|
# which can be read as a line-style format
|
||||||
|
shm = self.shm
|
||||||
|
(
|
||||||
|
self._iflat_first,
|
||||||
|
self._iflat_last,
|
||||||
|
self.gx,
|
||||||
|
self.gy,
|
||||||
|
) = ohlc_to_line(
|
||||||
|
shm,
|
||||||
|
fields=fields,
|
||||||
|
)
|
||||||
|
|
||||||
|
# print(f'unstruct diff: {time.time() - start}')
|
||||||
|
|
||||||
|
gy = self.gy
|
||||||
|
|
||||||
|
# update flatted ohlc copy
|
||||||
|
(
|
||||||
|
iflat_first,
|
||||||
|
iflat,
|
||||||
|
ishm_last,
|
||||||
|
ishm_first,
|
||||||
|
) = (
|
||||||
|
self._iflat_first,
|
||||||
|
self._iflat_last,
|
||||||
|
self.shm._last.value,
|
||||||
|
self.shm._first.value
|
||||||
|
)
|
||||||
|
|
||||||
|
# check for shm prepend updates since last read.
|
||||||
|
if iflat_first != ishm_first:
|
||||||
|
|
||||||
|
# write newly prepended data to flattened copy
|
||||||
|
gy[
|
||||||
|
ishm_first:iflat_first
|
||||||
|
] = rfn.structured_to_unstructured(
|
||||||
|
self.shm._array[fields][ishm_first:iflat_first]
|
||||||
|
)
|
||||||
|
self._iflat_first = ishm_first
|
||||||
|
|
||||||
|
to_update = rfn.structured_to_unstructured(
|
||||||
|
self.shm._array[iflat:ishm_last][fields]
|
||||||
|
)
|
||||||
|
|
||||||
|
gy[iflat:ishm_last][:] = to_update
|
||||||
|
profiler('updated ustruct OHLC data')
|
||||||
|
|
||||||
|
# slice out up-to-last step contents
|
||||||
|
y_flat = gy[ishm_first:ishm_last]
|
||||||
|
x_flat = self.gx[ishm_first:ishm_last]
|
||||||
|
|
||||||
|
# update local last-index tracking
|
||||||
|
self._iflat_last = ishm_last
|
||||||
|
|
||||||
|
# reshape to 1d for graphics rendering
|
||||||
|
y = y_flat.reshape(-1)
|
||||||
|
x = x_flat.reshape(-1)
|
||||||
|
profiler('flattened ustruct OHLC data')
|
||||||
|
|
||||||
|
# do all the same for only in-view data
|
||||||
|
y_iv_flat = y_flat[ivl:ivr]
|
||||||
|
x_iv_flat = x_flat[ivl:ivr]
|
||||||
|
y_iv = y_iv_flat.reshape(-1)
|
||||||
|
x_iv = x_iv_flat.reshape(-1)
|
||||||
|
profiler('flattened ustruct in-view OHLC data')
|
||||||
|
|
||||||
|
# pass into curve graphics processing
|
||||||
|
curve.update_from_array(
|
||||||
|
x,
|
||||||
|
y,
|
||||||
|
x_iv=x_iv,
|
||||||
|
y_iv=y_iv,
|
||||||
|
view_range=(ivl, ivr), # hack
|
||||||
|
profiler=profiler,
|
||||||
|
# should_redraw=False,
|
||||||
|
|
||||||
|
# NOTE: already passed through by display loop?
|
||||||
|
# do_append=uppx < 16,
|
||||||
|
**kwargs,
|
||||||
|
)
|
||||||
|
curve.show()
|
||||||
|
profiler('updated ds curve')
|
||||||
|
|
||||||
|
else:
|
||||||
|
# render incremental or in-view update
|
||||||
|
# and apply ouput (path) to graphics.
|
||||||
|
path, last = r.render(
|
||||||
|
read,
|
||||||
|
only_in_view=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
graphics.path = path
|
||||||
|
graphics.draw_last(last)
|
||||||
|
|
||||||
|
# NOTE: on appends we used to have to flip the coords
|
||||||
|
# cache thought it doesn't seem to be required any more?
|
||||||
|
# graphics.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||||
|
# graphics.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
|
# graphics.prepareGeometryChange()
|
||||||
|
graphics.update()
|
||||||
|
|
||||||
|
if (
|
||||||
|
not in_line
|
||||||
|
and should_line
|
||||||
|
):
|
||||||
|
# change to line graphic
|
||||||
|
|
||||||
|
log.info(
|
||||||
|
f'downsampling to line graphic {self.name}'
|
||||||
|
)
|
||||||
|
graphics.hide()
|
||||||
|
# graphics.update()
|
||||||
|
curve.show()
|
||||||
|
curve.update()
|
||||||
|
|
||||||
|
elif in_line and not should_line:
|
||||||
|
log.info(f'showing bars graphic {self.name}')
|
||||||
|
curve.hide()
|
||||||
|
graphics.show()
|
||||||
|
graphics.update()
|
||||||
|
|
||||||
|
# update our pre-downsample-ready data and then pass that
|
||||||
|
# new data the downsampler algo for incremental update.
|
||||||
|
|
||||||
|
# graphics.update_from_array(
|
||||||
|
# array,
|
||||||
|
# in_view,
|
||||||
|
# view_range=(ivl, ivr) if use_vr else None,
|
||||||
|
|
||||||
|
# **kwargs,
|
||||||
|
# )
|
||||||
|
|
||||||
|
# generate and apply path to graphics obj
|
||||||
|
# graphics.path, last = r.render(
|
||||||
|
# read,
|
||||||
|
# only_in_view=True,
|
||||||
|
# )
|
||||||
|
# graphics.draw_last(last)
|
||||||
|
|
||||||
|
|
||||||
|
class Flow(msgspec.Struct): # , frozen=True):
|
||||||
|
'''
|
||||||
|
(Financial Signal-)Flow compound type which wraps a real-time
|
||||||
|
shm array stream with displayed graphics (curves, charts)
|
||||||
|
for high level access and control as well as efficient incremental
|
||||||
|
update.
|
||||||
|
|
||||||
|
The intention is for this type to eventually be capable of shm-passing
|
||||||
|
of incrementally updated graphics stream data between actors.
|
||||||
|
|
||||||
|
'''
|
||||||
|
name: str
|
||||||
|
plot: pg.PlotItem
|
||||||
|
graphics: pg.GraphicsObject
|
||||||
|
_shm: ShmArray
|
||||||
|
|
||||||
|
is_ohlc: bool = False
|
||||||
|
render: bool = True # toggle for display loop
|
||||||
|
gy: Optional[ShmArray] = None
|
||||||
|
gx: Optional[np.ndarray] = None
|
||||||
|
_iflat_last: int = 0
|
||||||
|
_iflat_first: int = 0
|
||||||
|
|
||||||
|
_last_uppx: float = 0
|
||||||
|
_in_ds: bool = False
|
||||||
|
|
||||||
|
_graphics_tranform_fn: Optional[Callable[ShmArray, np.ndarray]] = None
|
||||||
|
|
||||||
|
# map from uppx -> (downsampled data, incremental graphics)
|
||||||
|
_src_r: Optional[Renderer] = None
|
||||||
|
_render_table: dict[
|
||||||
|
Optional[int],
|
||||||
|
tuple[Renderer, pg.GraphicsItem],
|
||||||
|
] = {}
|
||||||
|
|
||||||
|
# TODO: hackery to be able to set a shm later
|
||||||
|
# but whilst also allowing this type to hashable,
|
||||||
|
# likely will require serializable token that is used to attach
|
||||||
|
# to the underlying shm ref after startup?
|
||||||
|
# _shm: Optional[ShmArray] = None # currently, may be filled in "later"
|
||||||
|
|
||||||
|
# last read from shm (usually due to an update call)
|
||||||
|
_last_read: Optional[np.ndarray] = None
|
||||||
|
|
||||||
|
# cache of y-range values per x-range input.
|
||||||
|
_mxmns: dict[tuple[int, int], tuple[float, float]] = {}
|
||||||
|
|
||||||
|
@property
|
||||||
|
def shm(self) -> ShmArray:
|
||||||
|
return self._shm
|
||||||
|
|
||||||
|
# TODO: remove this and only allow setting through
|
||||||
|
# private ``._shm`` attr?
|
||||||
|
@shm.setter
|
||||||
|
def shm(self, shm: ShmArray) -> ShmArray:
|
||||||
|
print(f'{self.name} DO NOT SET SHM THIS WAY!?')
|
||||||
|
self._shm = shm
|
||||||
|
|
||||||
|
def maxmin(
|
||||||
|
self,
|
||||||
|
lbar,
|
||||||
|
rbar,
|
||||||
|
|
||||||
|
) -> tuple[float, float]:
|
||||||
|
'''
|
||||||
|
Compute the cached max and min y-range values for a given
|
||||||
|
x-range determined by ``lbar`` and ``rbar``.
|
||||||
|
|
||||||
|
'''
|
||||||
|
rkey = (lbar, rbar)
|
||||||
|
cached_result = self._mxmns.get(rkey)
|
||||||
|
if cached_result:
|
||||||
|
return cached_result
|
||||||
|
|
||||||
|
shm = self.shm
|
||||||
|
if shm is None:
|
||||||
|
mxmn = None
|
||||||
|
|
||||||
|
else: # new block for profiling?..
|
||||||
|
arr = shm.array
|
||||||
|
|
||||||
|
# build relative indexes into shm array
|
||||||
|
# TODO: should we just add/use a method
|
||||||
|
# on the shm to do this?
|
||||||
|
ifirst = arr[0]['index']
|
||||||
|
slice_view = arr[
|
||||||
|
lbar - ifirst:
|
||||||
|
(rbar - ifirst) + 1
|
||||||
|
]
|
||||||
|
|
||||||
|
if not slice_view.size:
|
||||||
|
mxmn = None
|
||||||
|
|
||||||
|
else:
|
||||||
|
if self.is_ohlc:
|
||||||
|
ylow = np.min(slice_view['low'])
|
||||||
|
yhigh = np.max(slice_view['high'])
|
||||||
|
|
||||||
|
else:
|
||||||
|
view = slice_view[self.name]
|
||||||
|
ylow = np.min(view)
|
||||||
|
yhigh = np.max(view)
|
||||||
|
|
||||||
|
mxmn = ylow, yhigh
|
||||||
|
|
||||||
|
if mxmn is not None:
|
||||||
|
# cache new mxmn result
|
||||||
|
self._mxmns[rkey] = mxmn
|
||||||
|
|
||||||
|
return mxmn
|
||||||
|
|
||||||
|
def view_range(self) -> tuple[int, int]:
|
||||||
|
'''
|
||||||
|
Return the indexes in view for the associated
|
||||||
|
plot displaying this flow's data.
|
||||||
|
|
||||||
|
'''
|
||||||
|
vr = self.plot.viewRect()
|
||||||
|
return int(vr.left()), int(vr.right())
|
||||||
|
|
||||||
|
def datums_range(self) -> tuple[
|
||||||
|
int, int, int, int, int, int
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Return a range tuple for the datums present in view.
|
||||||
|
|
||||||
|
'''
|
||||||
|
l, r = self.view_range()
|
||||||
|
|
||||||
|
# TODO: avoid this and have shm passed
|
||||||
|
# in earlier.
|
||||||
|
if self.shm is None:
|
||||||
|
# haven't initialized the flow yet
|
||||||
|
return (0, l, 0, 0, r, 0)
|
||||||
|
|
||||||
|
array = self.shm.array
|
||||||
|
index = array['index']
|
||||||
|
start = index[0]
|
||||||
|
end = index[-1]
|
||||||
|
lbar = max(l, start)
|
||||||
|
rbar = min(r, end)
|
||||||
|
return (
|
||||||
|
start, l, lbar, rbar, r, end,
|
||||||
|
)
|
||||||
|
|
||||||
|
def read(self) -> tuple[
|
||||||
|
int, int, np.ndarray,
|
||||||
|
int, int, np.ndarray,
|
||||||
|
]:
|
||||||
|
# read call
|
||||||
|
array = self.shm.array
|
||||||
|
|
||||||
|
indexes = array['index']
|
||||||
|
ifirst = indexes[0]
|
||||||
|
ilast = indexes[-1]
|
||||||
|
|
||||||
|
ifirst, l, lbar, rbar, r, ilast = self.datums_range()
|
||||||
|
|
||||||
|
# get read-relative indices adjusting
|
||||||
|
# for master shm index.
|
||||||
|
lbar_i = max(l, ifirst) - ifirst
|
||||||
|
rbar_i = min(r, ilast) - ifirst
|
||||||
|
|
||||||
|
# TODO: we could do it this way as well no?
|
||||||
|
# to_draw = array[lbar - ifirst:(rbar - ifirst) + 1]
|
||||||
|
in_view = array[lbar_i: rbar_i + 1]
|
||||||
|
|
||||||
|
return (
|
||||||
|
# abs indices + full data set
|
||||||
|
ifirst, ilast, array,
|
||||||
|
|
||||||
|
# relative indices + in view datums
|
||||||
|
lbar_i, rbar_i, in_view,
|
||||||
|
)
|
||||||
|
|
||||||
|
def update_graphics(
|
||||||
|
self,
|
||||||
|
use_vr: bool = True,
|
||||||
|
render: bool = True,
|
||||||
|
array_key: Optional[str] = None,
|
||||||
|
|
||||||
|
profiler: Optional[pg.debug.Profiler] = None,
|
||||||
|
|
||||||
|
**kwargs,
|
||||||
|
|
||||||
|
) -> pg.GraphicsObject:
|
||||||
|
'''
|
||||||
|
Read latest datums from shm and render to (incrementally)
|
||||||
|
render to graphics.
|
||||||
|
|
||||||
|
'''
|
||||||
|
|
||||||
|
# profiler = profiler or pg.debug.Profiler(
|
||||||
|
profiler = pg.debug.Profiler(
|
||||||
|
msg=f'Flow.update_graphics() for {self.name}',
|
||||||
|
disabled=not pg_profile_enabled(),
|
||||||
|
# disabled=False,
|
||||||
|
ms_threshold=4,
|
||||||
|
# ms_threshold=ms_slower_then,
|
||||||
|
)
|
||||||
|
# shm read and slice to view
|
||||||
|
read = (
|
||||||
|
xfirst, xlast, array,
|
||||||
|
ivl, ivr, in_view,
|
||||||
|
) = self.read()
|
||||||
|
profiler('read src shm data')
|
||||||
|
|
||||||
|
if (
|
||||||
|
not in_view.size
|
||||||
|
or not render
|
||||||
|
):
|
||||||
|
return self.graphics
|
||||||
|
|
||||||
|
graphics = self.graphics
|
||||||
|
if isinstance(graphics, BarItems):
|
||||||
|
render_baritems(
|
||||||
|
self,
|
||||||
|
graphics,
|
||||||
|
read,
|
||||||
|
profiler,
|
||||||
|
**kwargs,
|
||||||
|
)
|
||||||
|
|
||||||
|
else:
|
||||||
|
# ``FastAppendCurve`` case:
|
||||||
|
array_key = array_key or self.name
|
||||||
|
uppx = graphics.x_uppx()
|
||||||
|
profiler(f'read uppx {uppx}')
|
||||||
|
|
||||||
|
if graphics._step_mode and self.gy is None:
|
||||||
|
shm = self.shm
|
||||||
|
(
|
||||||
|
self._iflat_first,
|
||||||
|
self.gx,
|
||||||
|
self.gy,
|
||||||
|
) = to_step_format(
|
||||||
|
shm,
|
||||||
|
array_key,
|
||||||
|
)
|
||||||
|
profiler('generated step mode data')
|
||||||
|
|
||||||
|
if graphics._step_mode:
|
||||||
|
(
|
||||||
|
iflat_first,
|
||||||
|
iflat,
|
||||||
|
ishm_last,
|
||||||
|
ishm_first,
|
||||||
|
) = (
|
||||||
|
self._iflat_first,
|
||||||
|
self._iflat_last,
|
||||||
|
self.shm._last.value,
|
||||||
|
self.shm._first.value
|
||||||
|
)
|
||||||
|
|
||||||
|
il = max(iflat - 1, 0)
|
||||||
|
profiler('read step mode incr update indices')
|
||||||
|
|
||||||
|
# check for shm prepend updates since last read.
|
||||||
|
if iflat_first != ishm_first:
|
||||||
|
|
||||||
|
print(f'prepend {array_key}')
|
||||||
|
|
||||||
|
# i_prepend = self.shm._array['index'][
|
||||||
|
# ishm_first:iflat_first]
|
||||||
|
y_prepend = self.shm._array[array_key][
|
||||||
|
ishm_first:iflat_first
|
||||||
|
]
|
||||||
|
|
||||||
|
y2_prepend = np.broadcast_to(
|
||||||
|
y_prepend[:, None], (y_prepend.size, 2),
|
||||||
|
)
|
||||||
|
|
||||||
|
# write newly prepended data to flattened copy
|
||||||
|
self.gy[ishm_first:iflat_first] = y2_prepend
|
||||||
|
self._iflat_first = ishm_first
|
||||||
|
profiler('prepended step mode history')
|
||||||
|
|
||||||
|
append_diff = ishm_last - iflat
|
||||||
|
if append_diff:
|
||||||
|
|
||||||
|
# slice up to the last datum since last index/append update
|
||||||
|
# new_x = self.shm._array[il:ishm_last]['index']
|
||||||
|
new_y = self.shm._array[il:ishm_last][array_key]
|
||||||
|
|
||||||
|
new_y2 = np.broadcast_to(
|
||||||
|
new_y[:, None], (new_y.size, 2),
|
||||||
|
)
|
||||||
|
self.gy[il:ishm_last] = new_y2
|
||||||
|
profiler('updated step curve data')
|
||||||
|
|
||||||
|
# print(
|
||||||
|
# f'append size: {append_diff}\n'
|
||||||
|
# f'new_x: {new_x}\n'
|
||||||
|
# f'new_y: {new_y}\n'
|
||||||
|
# f'new_y2: {new_y2}\n'
|
||||||
|
# f'new gy: {gy}\n'
|
||||||
|
# )
|
||||||
|
|
||||||
|
# update local last-index tracking
|
||||||
|
self._iflat_last = ishm_last
|
||||||
|
|
||||||
|
# slice out up-to-last step contents
|
||||||
|
x_step = self.gx[ishm_first:ishm_last+2]
|
||||||
|
# shape to 1d
|
||||||
|
x = x_step.reshape(-1)
|
||||||
|
profiler('sliced step x')
|
||||||
|
|
||||||
|
y_step = self.gy[ishm_first:ishm_last+2]
|
||||||
|
lasts = self.shm.array[['index', array_key]]
|
||||||
|
last = lasts[array_key][-1]
|
||||||
|
y_step[-1] = last
|
||||||
|
# shape to 1d
|
||||||
|
y = y_step.reshape(-1)
|
||||||
|
|
||||||
|
# s = 6
|
||||||
|
# print(f'lasts: {x[-2*s:]}, {y[-2*s:]}')
|
||||||
|
|
||||||
|
profiler('sliced step y')
|
||||||
|
|
||||||
|
# do all the same for only in-view data
|
||||||
|
ys_iv = y_step[ivl:ivr+1]
|
||||||
|
xs_iv = x_step[ivl:ivr+1]
|
||||||
|
y_iv = ys_iv.reshape(ys_iv.size)
|
||||||
|
x_iv = xs_iv.reshape(xs_iv.size)
|
||||||
|
# print(
|
||||||
|
# f'ys_iv : {ys_iv[-s:]}\n'
|
||||||
|
# f'y_iv: {y_iv[-s:]}\n'
|
||||||
|
# f'xs_iv: {xs_iv[-s:]}\n'
|
||||||
|
# f'x_iv: {x_iv[-s:]}\n'
|
||||||
|
# )
|
||||||
|
profiler('sliced in view step data')
|
||||||
|
|
||||||
|
# legacy full-recompute-everytime method
|
||||||
|
# x, y = ohlc_flatten(array)
|
||||||
|
# x_iv, y_iv = ohlc_flatten(in_view)
|
||||||
|
# profiler('flattened OHLC data')
|
||||||
|
|
||||||
|
x_last = array['index'][-1]
|
||||||
|
y_last = array[array_key][-1]
|
||||||
|
graphics._last_line = QLineF(
|
||||||
|
x_last - 0.5, 0,
|
||||||
|
x_last + 0.5, 0,
|
||||||
|
)
|
||||||
|
graphics._last_step_rect = QRectF(
|
||||||
|
x_last - 0.5, 0,
|
||||||
|
x_last + 0.5, y_last,
|
||||||
|
)
|
||||||
|
# graphics.update()
|
||||||
|
|
||||||
|
graphics.update_from_array(
|
||||||
|
x=x,
|
||||||
|
y=y,
|
||||||
|
|
||||||
|
x_iv=x_iv,
|
||||||
|
y_iv=y_iv,
|
||||||
|
|
||||||
|
view_range=(ivl, ivr) if use_vr else None,
|
||||||
|
|
||||||
|
draw_last=False,
|
||||||
|
slice_to_head=-2,
|
||||||
|
|
||||||
|
should_redraw=bool(append_diff),
|
||||||
|
|
||||||
|
# NOTE: already passed through by display loop?
|
||||||
|
# do_append=uppx < 16,
|
||||||
|
profiler=profiler,
|
||||||
|
|
||||||
|
**kwargs
|
||||||
|
)
|
||||||
|
profiler('updated step mode curve')
|
||||||
|
# graphics.reset_cache()
|
||||||
|
# print(
|
||||||
|
# f"path br: {graphics.path.boundingRect()}\n",
|
||||||
|
# # f"fast path br: {graphics.fast_path.boundingRect()}",
|
||||||
|
# f"last rect br: {graphics._last_step_rect}\n",
|
||||||
|
# f"full br: {graphics._br}\n",
|
||||||
|
# )
|
||||||
|
|
||||||
|
else:
|
||||||
|
x = array['index']
|
||||||
|
y = array[array_key]
|
||||||
|
x_iv = in_view['index']
|
||||||
|
y_iv = in_view[array_key]
|
||||||
|
profiler('sliced input arrays')
|
||||||
|
|
||||||
|
# graphics.draw_last(x, y)
|
||||||
|
|
||||||
|
graphics.update_from_array(
|
||||||
|
x=x,
|
||||||
|
y=y,
|
||||||
|
|
||||||
|
x_iv=x_iv,
|
||||||
|
y_iv=y_iv,
|
||||||
|
|
||||||
|
view_range=(ivl, ivr) if use_vr else None,
|
||||||
|
|
||||||
|
# NOTE: already passed through by display loop?
|
||||||
|
# do_append=uppx < 16,
|
||||||
|
profiler=profiler,
|
||||||
|
**kwargs
|
||||||
|
)
|
||||||
|
profiler('`graphics.update_from_array()` complete')
|
||||||
|
|
||||||
|
return graphics
|
||||||
|
|
||||||
|
|
||||||
|
class Renderer(msgspec.Struct):
|
||||||
|
|
||||||
|
flow: Flow
|
||||||
|
|
||||||
|
# called to render path graphics
|
||||||
|
draw_path: Callable[np.ndarray, QPainterPath]
|
||||||
|
|
||||||
|
# called on input data but before any graphics format
|
||||||
|
# conversions or processing.
|
||||||
|
data_t: Optional[Callable[ShmArray, np.ndarray]] = None
|
||||||
|
data_t_shm: Optional[ShmArray] = None
|
||||||
|
|
||||||
|
# called on the final data (transform) output to convert
|
||||||
|
# to "graphical data form" a format that can be passed to
|
||||||
|
# the ``.draw()`` implementation.
|
||||||
|
graphics_t: Optional[Callable[ShmArray, np.ndarray]] = None
|
||||||
|
graphics_t_shm: Optional[ShmArray] = None
|
||||||
|
|
||||||
|
# path graphics update implementation methods
|
||||||
|
prepend_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
|
||||||
|
append_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
|
||||||
|
|
||||||
|
# last array view read
|
||||||
|
last_read: Optional[np.ndarray] = None
|
||||||
|
|
||||||
|
# output graphics rendering, the main object
|
||||||
|
# processed in ``QGraphicsObject.paint()``
|
||||||
|
path: Optional[QPainterPath] = None
|
||||||
|
|
||||||
|
# def diff(
|
||||||
|
# self,
|
||||||
|
# latest_read: tuple[np.ndarray],
|
||||||
|
|
||||||
|
# ) -> tuple[np.ndarray]:
|
||||||
|
# # blah blah blah
|
||||||
|
# # do diffing for prepend, append and last entry
|
||||||
|
# return (
|
||||||
|
# to_prepend
|
||||||
|
# to_append
|
||||||
|
# last,
|
||||||
|
# )
|
||||||
|
|
||||||
|
def render(
|
||||||
|
self,
|
||||||
|
|
||||||
|
new_read,
|
||||||
|
|
||||||
|
# only render datums "in view" of the ``ChartView``
|
||||||
|
only_in_view: bool = False,
|
||||||
|
|
||||||
|
) -> list[QPainterPath]:
|
||||||
|
'''
|
||||||
|
Render the current graphics path(s)
|
||||||
|
|
||||||
|
There are (at least) 3 stages from source data to graphics data:
|
||||||
|
- a data transform (which can be stored in additional shm)
|
||||||
|
- a graphics transform which converts discrete basis data to
|
||||||
|
a `float`-basis view-coords graphics basis. (eg. ``ohlc_flatten()``,
|
||||||
|
``step_path_arrays_from_1d()``, etc.)
|
||||||
|
|
||||||
|
- blah blah blah (from notes)
|
||||||
|
|
||||||
|
'''
|
||||||
|
# do full source data render to path
|
||||||
|
(
|
||||||
|
xfirst, xlast, array,
|
||||||
|
ivl, ivr, in_view,
|
||||||
|
) = self.last_read
|
||||||
|
|
||||||
|
if only_in_view:
|
||||||
|
array = in_view
|
||||||
|
# # get latest data from flow shm
|
||||||
|
# self.last_read = (
|
||||||
|
# xfirst, xlast, array, ivl, ivr, in_view
|
||||||
|
# ) = new_read
|
||||||
|
|
||||||
|
if self.path is None or only_in_view:
|
||||||
|
# redraw the entire source data if we have either of:
|
||||||
|
# - no prior path graphic rendered or,
|
||||||
|
# - we always intend to re-render the data only in view
|
||||||
|
|
||||||
|
# data transform: convert source data to a format
|
||||||
|
# expected to be incrementally updates and later rendered
|
||||||
|
# to a more graphics native format.
|
||||||
|
if self.data_t:
|
||||||
|
array = self.data_t(array)
|
||||||
|
|
||||||
|
# maybe allocate shm for data transform output
|
||||||
|
# if self.data_t_shm is None:
|
||||||
|
# fshm = self.flow.shm
|
||||||
|
|
||||||
|
# shm, opened = maybe_open_shm_array(
|
||||||
|
# f'{self.flow.name}_data_t',
|
||||||
|
# # TODO: create entry for each time frame
|
||||||
|
# dtype=array.dtype,
|
||||||
|
# readonly=False,
|
||||||
|
# )
|
||||||
|
# assert opened
|
||||||
|
# shm.push(array)
|
||||||
|
# self.data_t_shm = shm
|
||||||
|
|
||||||
|
elif self.path:
|
||||||
|
print(f'inremental update not supported yet {self.flow.name}')
|
||||||
|
# TODO: do incremental update
|
||||||
|
# prepend, append, last = self.diff(self.flow.read())
|
||||||
|
|
||||||
|
# do path generation for each segment
|
||||||
|
# and then push into graphics object.
|
||||||
|
|
||||||
|
hist, last = array[:-1], array[-1]
|
||||||
|
|
||||||
|
# call path render func on history
|
||||||
|
self.path = self.draw_path(hist)
|
||||||
|
|
||||||
|
self.last_read = new_read
|
||||||
|
return self.path, last
|
|
@ -75,6 +75,7 @@ def update_fsp_chart(
|
||||||
flow,
|
flow,
|
||||||
graphics_name: str,
|
graphics_name: str,
|
||||||
array_key: Optional[str],
|
array_key: Optional[str],
|
||||||
|
**kwargs,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
|
@ -93,10 +94,10 @@ def update_fsp_chart(
|
||||||
# update graphics
|
# update graphics
|
||||||
# NOTE: this does a length check internally which allows it
|
# NOTE: this does a length check internally which allows it
|
||||||
# staying above the last row check below..
|
# staying above the last row check below..
|
||||||
chart.update_graphics_from_array(
|
chart.update_graphics_from_flow(
|
||||||
graphics_name,
|
graphics_name,
|
||||||
array,
|
|
||||||
array_key=array_key or graphics_name,
|
array_key=array_key or graphics_name,
|
||||||
|
**kwargs,
|
||||||
)
|
)
|
||||||
|
|
||||||
# XXX: re: ``array_key``: fsp func names must be unique meaning we
|
# XXX: re: ``array_key``: fsp func names must be unique meaning we
|
||||||
|
@ -106,9 +107,6 @@ def update_fsp_chart(
|
||||||
# read from last calculated value and update any label
|
# read from last calculated value and update any label
|
||||||
last_val_sticky = chart._ysticks.get(graphics_name)
|
last_val_sticky = chart._ysticks.get(graphics_name)
|
||||||
if last_val_sticky:
|
if last_val_sticky:
|
||||||
# array = shm.array[array_key]
|
|
||||||
# if len(array):
|
|
||||||
# value = array[-1]
|
|
||||||
last = last_row[array_key]
|
last = last_row[array_key]
|
||||||
last_val_sticky.update_from_data(-1, last)
|
last_val_sticky.update_from_data(-1, last)
|
||||||
|
|
||||||
|
@ -246,20 +244,18 @@ async def run_fsp_ui(
|
||||||
|
|
||||||
chart.draw_curve(
|
chart.draw_curve(
|
||||||
name=name,
|
name=name,
|
||||||
data=shm.array,
|
shm=shm,
|
||||||
overlay=True,
|
overlay=True,
|
||||||
color='default_light',
|
color='default_light',
|
||||||
array_key=name,
|
array_key=name,
|
||||||
**conf.get('chart_kwargs', {})
|
**conf.get('chart_kwargs', {})
|
||||||
)
|
)
|
||||||
# specially store ref to shm for lookup in display loop
|
|
||||||
chart._flows[name].shm = shm
|
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# create a new sub-chart widget for this fsp
|
# create a new sub-chart widget for this fsp
|
||||||
chart = linkedsplits.add_plot(
|
chart = linkedsplits.add_plot(
|
||||||
name=name,
|
name=name,
|
||||||
array=shm.array,
|
shm=shm,
|
||||||
|
|
||||||
array_key=name,
|
array_key=name,
|
||||||
sidepane=sidepane,
|
sidepane=sidepane,
|
||||||
|
@ -271,12 +267,6 @@ async def run_fsp_ui(
|
||||||
**conf.get('chart_kwargs', {})
|
**conf.get('chart_kwargs', {})
|
||||||
)
|
)
|
||||||
|
|
||||||
# XXX: ONLY for sub-chart fsps, overlays have their
|
|
||||||
# data looked up from the chart's internal array set.
|
|
||||||
# TODO: we must get a data view api going STAT!!
|
|
||||||
chart._shm = shm
|
|
||||||
chart._flows[chart.data_key].shm = shm
|
|
||||||
|
|
||||||
# should **not** be the same sub-chart widget
|
# should **not** be the same sub-chart widget
|
||||||
assert chart.name != linkedsplits.chart.name
|
assert chart.name != linkedsplits.chart.name
|
||||||
|
|
||||||
|
@ -445,12 +435,16 @@ class FspAdmin:
|
||||||
# wait for graceful shutdown signal
|
# wait for graceful shutdown signal
|
||||||
async with stream.subscribe() as stream:
|
async with stream.subscribe() as stream:
|
||||||
async for msg in stream:
|
async for msg in stream:
|
||||||
if msg == 'update':
|
info = msg.get('fsp_update')
|
||||||
|
if info:
|
||||||
# if the chart isn't hidden try to update
|
# if the chart isn't hidden try to update
|
||||||
# the data on screen.
|
# the data on screen.
|
||||||
if not self.linked.isHidden():
|
if not self.linked.isHidden():
|
||||||
log.info(f'Re-syncing graphics for fsp: {ns_path}')
|
log.info(f'Re-syncing graphics for fsp: {ns_path}')
|
||||||
self.linked.graphics_cycle(trigger_all=True)
|
self.linked.graphics_cycle(
|
||||||
|
trigger_all=True,
|
||||||
|
prepend_update_index=info['first'],
|
||||||
|
)
|
||||||
else:
|
else:
|
||||||
log.info(f'recved unexpected fsp engine msg: {msg}')
|
log.info(f'recved unexpected fsp engine msg: {msg}')
|
||||||
|
|
||||||
|
@ -626,7 +620,7 @@ async def open_vlm_displays(
|
||||||
shm = ohlcv
|
shm = ohlcv
|
||||||
chart = linked.add_plot(
|
chart = linked.add_plot(
|
||||||
name='volume',
|
name='volume',
|
||||||
array=shm.array,
|
shm=shm,
|
||||||
|
|
||||||
array_key='volume',
|
array_key='volume',
|
||||||
sidepane=sidepane,
|
sidepane=sidepane,
|
||||||
|
@ -639,7 +633,6 @@ async def open_vlm_displays(
|
||||||
# the curve item internals are pretty convoluted.
|
# the curve item internals are pretty convoluted.
|
||||||
style='step',
|
style='step',
|
||||||
)
|
)
|
||||||
chart._flows['volume'].shm = ohlcv
|
|
||||||
|
|
||||||
# force 0 to always be in view
|
# force 0 to always be in view
|
||||||
def maxmin(
|
def maxmin(
|
||||||
|
@ -666,11 +659,6 @@ async def open_vlm_displays(
|
||||||
# chart.hideAxis('right')
|
# chart.hideAxis('right')
|
||||||
# chart.showAxis('left')
|
# chart.showAxis('left')
|
||||||
|
|
||||||
# XXX: ONLY for sub-chart fsps, overlays have their
|
|
||||||
# data looked up from the chart's internal array set.
|
|
||||||
# TODO: we must get a data view api going STAT!!
|
|
||||||
chart._shm = shm
|
|
||||||
|
|
||||||
# send back new chart to caller
|
# send back new chart to caller
|
||||||
task_status.started(chart)
|
task_status.started(chart)
|
||||||
|
|
||||||
|
@ -685,9 +673,9 @@ async def open_vlm_displays(
|
||||||
|
|
||||||
last_val_sticky.update_from_data(-1, value)
|
last_val_sticky.update_from_data(-1, value)
|
||||||
|
|
||||||
vlm_curve = chart.update_graphics_from_array(
|
vlm_curve = chart.update_graphics_from_flow(
|
||||||
'volume',
|
'volume',
|
||||||
shm.array,
|
# shm.array,
|
||||||
)
|
)
|
||||||
|
|
||||||
# size view to data once at outset
|
# size view to data once at outset
|
||||||
|
@ -795,9 +783,8 @@ async def open_vlm_displays(
|
||||||
color = 'bracket'
|
color = 'bracket'
|
||||||
|
|
||||||
curve, _ = chart.draw_curve(
|
curve, _ = chart.draw_curve(
|
||||||
# name='dolla_vlm',
|
|
||||||
name=name,
|
name=name,
|
||||||
data=shm.array,
|
shm=shm,
|
||||||
array_key=name,
|
array_key=name,
|
||||||
overlay=pi,
|
overlay=pi,
|
||||||
color=color,
|
color=color,
|
||||||
|
@ -812,7 +799,6 @@ async def open_vlm_displays(
|
||||||
# ``.draw_curve()``.
|
# ``.draw_curve()``.
|
||||||
flow = chart._flows[name]
|
flow = chart._flows[name]
|
||||||
assert flow.plot is pi
|
assert flow.plot is pi
|
||||||
flow.shm = shm
|
|
||||||
|
|
||||||
chart_curves(
|
chart_curves(
|
||||||
fields,
|
fields,
|
||||||
|
@ -847,7 +833,9 @@ async def open_vlm_displays(
|
||||||
# liquidity events (well at least on low OHLC periods - 1s).
|
# liquidity events (well at least on low OHLC periods - 1s).
|
||||||
vlm_curve.hide()
|
vlm_curve.hide()
|
||||||
chart.removeItem(vlm_curve)
|
chart.removeItem(vlm_curve)
|
||||||
chart._flows.pop('volume')
|
vflow = chart._flows['volume']
|
||||||
|
vflow.render = False
|
||||||
|
|
||||||
# avoid range sorting on volume once disabled
|
# avoid range sorting on volume once disabled
|
||||||
chart.view.disable_auto_yrange()
|
chart.view.disable_auto_yrange()
|
||||||
|
|
||||||
|
@ -902,10 +890,10 @@ async def open_vlm_displays(
|
||||||
|
|
||||||
# built-in vlm fsps
|
# built-in vlm fsps
|
||||||
for target, conf in {
|
for target, conf in {
|
||||||
tina_vwap: {
|
# tina_vwap: {
|
||||||
'overlay': 'ohlc', # overlays with OHLCV (main) chart
|
# 'overlay': 'ohlc', # overlays with OHLCV (main) chart
|
||||||
'anchor': 'session',
|
# 'anchor': 'session',
|
||||||
},
|
# },
|
||||||
}.items():
|
}.items():
|
||||||
started = await admin.open_fsp_chart(
|
started = await admin.open_fsp_chart(
|
||||||
target,
|
target,
|
||||||
|
|
|
@ -20,7 +20,6 @@ Chart view box primitives
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
# import itertools
|
|
||||||
import time
|
import time
|
||||||
from typing import Optional, Callable
|
from typing import Optional, Callable
|
||||||
|
|
||||||
|
@ -35,10 +34,9 @@ import trio
|
||||||
|
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
from .._profile import pg_profile_enabled, ms_slower_then
|
from .._profile import pg_profile_enabled, ms_slower_then
|
||||||
from ._style import _min_points_to_show
|
# from ._style import _min_points_to_show
|
||||||
from ._editors import SelectRect
|
from ._editors import SelectRect
|
||||||
from . import _event
|
from . import _event
|
||||||
from ._ohlc import BarItems
|
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
@ -486,15 +484,18 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
# don't zoom more then the min points setting
|
# don't zoom more then the min points setting
|
||||||
l, lbar, rbar, r = chart.bars_range()
|
l, lbar, rbar, r = chart.bars_range()
|
||||||
vl = r - l
|
# vl = r - l
|
||||||
|
|
||||||
if ev.delta() > 0 and vl <= _min_points_to_show:
|
# if ev.delta() > 0 and vl <= _min_points_to_show:
|
||||||
log.debug("Max zoom bruh...")
|
# log.debug("Max zoom bruh...")
|
||||||
return
|
# return
|
||||||
|
|
||||||
if ev.delta() < 0 and vl >= len(chart._arrays[chart.name]) + 666:
|
# if (
|
||||||
log.debug("Min zoom bruh...")
|
# ev.delta() < 0
|
||||||
return
|
# and vl >= len(chart._flows[chart.name].shm.array) + 666
|
||||||
|
# ):
|
||||||
|
# log.debug("Min zoom bruh...")
|
||||||
|
# return
|
||||||
|
|
||||||
# actual scaling factor
|
# actual scaling factor
|
||||||
s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
|
s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
|
||||||
|
@ -568,6 +569,17 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
self._resetTarget()
|
self._resetTarget()
|
||||||
self.scaleBy(s, focal)
|
self.scaleBy(s, focal)
|
||||||
|
|
||||||
|
# XXX: without this is seems as though sometimes
|
||||||
|
# when zooming in from far out (and maybe vice versa?)
|
||||||
|
# the signal isn't being fired enough since if you pan
|
||||||
|
# just after you'll see further downsampling code run
|
||||||
|
# (pretty noticeable on the OHLC ds curve) but with this
|
||||||
|
# that never seems to happen? Only question is how much this
|
||||||
|
# "double work" is causing latency when these missing event
|
||||||
|
# fires don't happen?
|
||||||
|
self.maybe_downsample_graphics()
|
||||||
|
|
||||||
self.sigRangeChangedManually.emit(mask)
|
self.sigRangeChangedManually.emit(mask)
|
||||||
|
|
||||||
# self._ic.set()
|
# self._ic.set()
|
||||||
|
@ -734,7 +746,7 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
# flag to prevent triggering sibling charts from the same linked
|
# flag to prevent triggering sibling charts from the same linked
|
||||||
# set from recursion errors.
|
# set from recursion errors.
|
||||||
autoscale_linked_plots: bool = True,
|
autoscale_linked_plots: bool = False,
|
||||||
name: Optional[str] = None,
|
name: Optional[str] = None,
|
||||||
# autoscale_overlays: bool = False,
|
# autoscale_overlays: bool = False,
|
||||||
|
|
||||||
|
@ -748,8 +760,9 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
|
msg=f'`ChartView._set_yrange()`: `{self.name}`',
|
||||||
disabled=not pg_profile_enabled(),
|
disabled=not pg_profile_enabled(),
|
||||||
gt=ms_slower_then,
|
ms_threshold=ms_slower_then,
|
||||||
delayed=True,
|
delayed=True,
|
||||||
)
|
)
|
||||||
set_range = True
|
set_range = True
|
||||||
|
@ -777,9 +790,15 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
# calculate max, min y values in viewable x-range from data.
|
# calculate max, min y values in viewable x-range from data.
|
||||||
# Make sure min bars/datums on screen is adhered.
|
# Make sure min bars/datums on screen is adhered.
|
||||||
else:
|
# else:
|
||||||
br = bars_range or chart.bars_range()
|
# TODO: eventually we should point to the
|
||||||
profiler(f'got bars range: {br}')
|
# ``FlowsTable`` (or wtv) which should perform
|
||||||
|
# the group operations?
|
||||||
|
|
||||||
|
# flow = chart._flows[name or chart.name]
|
||||||
|
# br = bars_range or chart.bars_range()
|
||||||
|
# br = bars_range or chart.bars_range()
|
||||||
|
# profiler(f'got bars range: {br}')
|
||||||
|
|
||||||
# TODO: maybe should be a method on the
|
# TODO: maybe should be a method on the
|
||||||
# chart widget/item?
|
# chart widget/item?
|
||||||
|
@ -795,7 +814,7 @@ class ChartView(ViewBox):
|
||||||
# for chart in plots:
|
# for chart in plots:
|
||||||
# if chart and not chart._static_yrange:
|
# if chart and not chart._static_yrange:
|
||||||
# chart.cv._set_yrange(
|
# chart.cv._set_yrange(
|
||||||
# bars_range=br,
|
# # bars_range=br,
|
||||||
# autoscale_linked_plots=False,
|
# autoscale_linked_plots=False,
|
||||||
# )
|
# )
|
||||||
# profiler('autoscaled linked plots')
|
# profiler('autoscaled linked plots')
|
||||||
|
@ -809,11 +828,12 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
if yrange is None:
|
if yrange is None:
|
||||||
log.warning(f'No yrange provided for {self.name}!?')
|
log.warning(f'No yrange provided for {self.name}!?')
|
||||||
|
print(f"WTF NO YRANGE {self.name}")
|
||||||
return
|
return
|
||||||
|
|
||||||
ylow, yhigh = yrange
|
ylow, yhigh = yrange
|
||||||
|
|
||||||
profiler(f'maxmin(): {yrange}')
|
profiler(f'callback ._maxmin(): {yrange}')
|
||||||
|
|
||||||
# view margins: stay within a % of the "true range"
|
# view margins: stay within a % of the "true range"
|
||||||
diff = yhigh - ylow
|
diff = yhigh - ylow
|
||||||
|
@ -830,6 +850,8 @@ class ChartView(ViewBox):
|
||||||
self.setYRange(ylow, yhigh)
|
self.setYRange(ylow, yhigh)
|
||||||
profiler(f'set limits: {(ylow, yhigh)}')
|
profiler(f'set limits: {(ylow, yhigh)}')
|
||||||
|
|
||||||
|
profiler.finish()
|
||||||
|
|
||||||
def enable_auto_yrange(
|
def enable_auto_yrange(
|
||||||
self,
|
self,
|
||||||
src_vb: Optional[ChartView] = None,
|
src_vb: Optional[ChartView] = None,
|
||||||
|
@ -843,17 +865,9 @@ class ChartView(ViewBox):
|
||||||
if src_vb is None:
|
if src_vb is None:
|
||||||
src_vb = self
|
src_vb = self
|
||||||
|
|
||||||
# such that when a linked chart changes its range
|
|
||||||
# this local view is also automatically changed and
|
|
||||||
# resized to data.
|
|
||||||
src_vb.sigXRangeChanged.connect(self._set_yrange)
|
|
||||||
|
|
||||||
# splitter(s) resizing
|
# splitter(s) resizing
|
||||||
src_vb.sigResized.connect(self._set_yrange)
|
src_vb.sigResized.connect(self._set_yrange)
|
||||||
|
|
||||||
# mouse wheel doesn't emit XRangeChanged
|
|
||||||
src_vb.sigRangeChangedManually.connect(self._set_yrange)
|
|
||||||
|
|
||||||
# TODO: a smarter way to avoid calling this needlessly?
|
# TODO: a smarter way to avoid calling this needlessly?
|
||||||
# 2 things i can think of:
|
# 2 things i can think of:
|
||||||
# - register downsample-able graphics specially and only
|
# - register downsample-able graphics specially and only
|
||||||
|
@ -864,15 +878,16 @@ class ChartView(ViewBox):
|
||||||
self.maybe_downsample_graphics
|
self.maybe_downsample_graphics
|
||||||
)
|
)
|
||||||
|
|
||||||
def disable_auto_yrange(
|
# mouse wheel doesn't emit XRangeChanged
|
||||||
self,
|
src_vb.sigRangeChangedManually.connect(self._set_yrange)
|
||||||
) -> None:
|
|
||||||
|
|
||||||
# self._chart._static_yrange = 'axis'
|
# src_vb.sigXRangeChanged.connect(self._set_yrange)
|
||||||
|
# src_vb.sigXRangeChanged.connect(
|
||||||
|
# self.maybe_downsample_graphics
|
||||||
|
# )
|
||||||
|
|
||||||
|
def disable_auto_yrange(self) -> None:
|
||||||
|
|
||||||
self.sigXRangeChanged.disconnect(
|
|
||||||
self._set_yrange,
|
|
||||||
)
|
|
||||||
self.sigResized.disconnect(
|
self.sigResized.disconnect(
|
||||||
self._set_yrange,
|
self._set_yrange,
|
||||||
)
|
)
|
||||||
|
@ -883,6 +898,11 @@ class ChartView(ViewBox):
|
||||||
self._set_yrange,
|
self._set_yrange,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# self.sigXRangeChanged.disconnect(self._set_yrange)
|
||||||
|
# self.sigXRangeChanged.disconnect(
|
||||||
|
# self.maybe_downsample_graphics
|
||||||
|
# )
|
||||||
|
|
||||||
def x_uppx(self) -> float:
|
def x_uppx(self) -> float:
|
||||||
'''
|
'''
|
||||||
Return the "number of x units" within a single
|
Return the "number of x units" within a single
|
||||||
|
@ -890,7 +910,7 @@ class ChartView(ViewBox):
|
||||||
graphics items which are our children.
|
graphics items which are our children.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
graphics = list(self._chart._graphics.values())
|
graphics = [f.graphics for f in self._chart._flows.values()]
|
||||||
if not graphics:
|
if not graphics:
|
||||||
return 0
|
return 0
|
||||||
|
|
||||||
|
@ -903,23 +923,16 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
def maybe_downsample_graphics(self):
|
def maybe_downsample_graphics(self):
|
||||||
|
|
||||||
uppx = self.x_uppx()
|
|
||||||
if (
|
|
||||||
# we probably want to drop this once we are "drawing in
|
|
||||||
# view" for downsampled flows..
|
|
||||||
uppx and uppx > 16
|
|
||||||
and self._ic is not None
|
|
||||||
):
|
|
||||||
# don't bother updating since we're zoomed out bigly and
|
|
||||||
# in a pan-interaction, in which case we shouldn't be
|
|
||||||
# doing view-range based rendering (at least not yet).
|
|
||||||
# print(f'{uppx} exiting early!')
|
|
||||||
return
|
|
||||||
|
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
|
msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
|
||||||
disabled=not pg_profile_enabled(),
|
disabled=not pg_profile_enabled(),
|
||||||
gt=3,
|
|
||||||
delayed=True,
|
# XXX: important to avoid not seeing underlying
|
||||||
|
# ``.update_graphics_from_flow()`` nested profiling likely
|
||||||
|
# due to the way delaying works and garbage collection of
|
||||||
|
# the profiler in the delegated method calls.
|
||||||
|
ms_threshold=6,
|
||||||
|
# ms_threshold=ms_slower_then,
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: a faster single-loop-iterator way of doing this XD
|
# TODO: a faster single-loop-iterator way of doing this XD
|
||||||
|
@ -928,19 +941,23 @@ class ChartView(ViewBox):
|
||||||
plots = linked.subplots | {chart.name: chart}
|
plots = linked.subplots | {chart.name: chart}
|
||||||
for chart_name, chart in plots.items():
|
for chart_name, chart in plots.items():
|
||||||
for name, flow in chart._flows.items():
|
for name, flow in chart._flows.items():
|
||||||
graphics = flow.graphics
|
|
||||||
|
|
||||||
use_vr = False
|
if (
|
||||||
if isinstance(graphics, BarItems):
|
not flow.render
|
||||||
use_vr = True
|
|
||||||
|
# XXX: super important to be aware of this.
|
||||||
|
# or not flow.graphics.isVisible()
|
||||||
|
):
|
||||||
|
continue
|
||||||
|
|
||||||
# pass in no array which will read and render from the last
|
# pass in no array which will read and render from the last
|
||||||
# passed array (normally provided by the display loop.)
|
# passed array (normally provided by the display loop.)
|
||||||
chart.update_graphics_from_array(
|
chart.update_graphics_from_flow(
|
||||||
name,
|
name,
|
||||||
use_vr=use_vr,
|
use_vr=True,
|
||||||
profiler=profiler,
|
|
||||||
)
|
|
||||||
profiler(f'range change updated {chart_name}:{name}')
|
|
||||||
|
|
||||||
profiler.finish()
|
# gets passed down into graphics obj
|
||||||
|
# profiler=profiler,
|
||||||
|
)
|
||||||
|
|
||||||
|
profiler(f'<{chart_name}>.update_graphics_from_flow({name})')
|
||||||
|
|
|
@ -25,17 +25,15 @@ from typing import (
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
from numba import njit, float64, int64 # , optional
|
|
||||||
from PyQt5 import QtCore, QtGui, QtWidgets
|
from PyQt5 import QtCore, QtGui, QtWidgets
|
||||||
from PyQt5.QtCore import QLineF, QPointF
|
from PyQt5.QtCore import QLineF, QPointF
|
||||||
# from numba import types as ntypes
|
|
||||||
# from ..data._source import numba_ohlc_dtype
|
|
||||||
|
|
||||||
from .._profile import pg_profile_enabled, ms_slower_then
|
from .._profile import pg_profile_enabled, ms_slower_then
|
||||||
from ._style import hcolor
|
from ._style import hcolor
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
from ._curve import FastAppendCurve
|
from ._curve import FastAppendCurve
|
||||||
from ._compression import ohlc_flatten
|
from ._compression import ohlc_flatten
|
||||||
|
from ._pathops import gen_ohlc_qpath
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._chart import LinkedSplits
|
from ._chart import LinkedSplits
|
||||||
|
@ -46,7 +44,7 @@ log = get_logger(__name__)
|
||||||
|
|
||||||
def bar_from_ohlc_row(
|
def bar_from_ohlc_row(
|
||||||
row: np.ndarray,
|
row: np.ndarray,
|
||||||
w: float
|
w: float = 0.43
|
||||||
|
|
||||||
) -> tuple[QLineF]:
|
) -> tuple[QLineF]:
|
||||||
'''
|
'''
|
||||||
|
@ -84,118 +82,6 @@ def bar_from_ohlc_row(
|
||||||
return [hl, o, c]
|
return [hl, o, c]
|
||||||
|
|
||||||
|
|
||||||
@njit(
|
|
||||||
# TODO: for now need to construct this manually for readonly arrays, see
|
|
||||||
# https://github.com/numba/numba/issues/4511
|
|
||||||
# ntypes.tuple((float64[:], float64[:], float64[:]))(
|
|
||||||
# numba_ohlc_dtype[::1], # contiguous
|
|
||||||
# int64,
|
|
||||||
# optional(float64),
|
|
||||||
# ),
|
|
||||||
nogil=True
|
|
||||||
)
|
|
||||||
def path_arrays_from_ohlc(
|
|
||||||
data: np.ndarray,
|
|
||||||
start: int64,
|
|
||||||
bar_gap: float64 = 0.43,
|
|
||||||
|
|
||||||
) -> np.ndarray:
|
|
||||||
'''
|
|
||||||
Generate an array of lines objects from input ohlc data.
|
|
||||||
|
|
||||||
'''
|
|
||||||
size = int(data.shape[0] * 6)
|
|
||||||
|
|
||||||
x = np.zeros(
|
|
||||||
# data,
|
|
||||||
shape=size,
|
|
||||||
dtype=float64,
|
|
||||||
)
|
|
||||||
y, c = x.copy(), x.copy()
|
|
||||||
|
|
||||||
# TODO: report bug for assert @
|
|
||||||
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
|
|
||||||
for i, q in enumerate(data[start:], start):
|
|
||||||
|
|
||||||
# TODO: ask numba why this doesn't work..
|
|
||||||
# open, high, low, close, index = q[
|
|
||||||
# ['open', 'high', 'low', 'close', 'index']]
|
|
||||||
|
|
||||||
open = q['open']
|
|
||||||
high = q['high']
|
|
||||||
low = q['low']
|
|
||||||
close = q['close']
|
|
||||||
index = float64(q['index'])
|
|
||||||
|
|
||||||
istart = i * 6
|
|
||||||
istop = istart + 6
|
|
||||||
|
|
||||||
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
|
||||||
x[istart:istop] = (
|
|
||||||
index - bar_gap,
|
|
||||||
index,
|
|
||||||
index,
|
|
||||||
index,
|
|
||||||
index,
|
|
||||||
index + bar_gap,
|
|
||||||
)
|
|
||||||
y[istart:istop] = (
|
|
||||||
open,
|
|
||||||
open,
|
|
||||||
low,
|
|
||||||
high,
|
|
||||||
close,
|
|
||||||
close,
|
|
||||||
)
|
|
||||||
|
|
||||||
# specifies that the first edge is never connected to the
|
|
||||||
# prior bars last edge thus providing a small "gap"/"space"
|
|
||||||
# between bars determined by ``bar_gap``.
|
|
||||||
c[istart:istop] = (1, 1, 1, 1, 1, 0)
|
|
||||||
|
|
||||||
return x, y, c
|
|
||||||
|
|
||||||
|
|
||||||
def gen_qpath(
|
|
||||||
data: np.ndarray,
|
|
||||||
start: int, # XXX: do we need this?
|
|
||||||
w: float,
|
|
||||||
path: Optional[QtGui.QPainterPath] = None,
|
|
||||||
|
|
||||||
) -> QtGui.QPainterPath:
|
|
||||||
|
|
||||||
path_was_none = path is None
|
|
||||||
|
|
||||||
profiler = pg.debug.Profiler(
|
|
||||||
msg='gen_qpath ohlc',
|
|
||||||
disabled=not pg_profile_enabled(),
|
|
||||||
gt=ms_slower_then,
|
|
||||||
)
|
|
||||||
|
|
||||||
x, y, c = path_arrays_from_ohlc(
|
|
||||||
data,
|
|
||||||
start,
|
|
||||||
bar_gap=w,
|
|
||||||
)
|
|
||||||
profiler("generate stream with numba")
|
|
||||||
|
|
||||||
# TODO: numba the internals of this!
|
|
||||||
path = pg.functions.arrayToQPath(
|
|
||||||
x,
|
|
||||||
y,
|
|
||||||
connect=c,
|
|
||||||
path=path,
|
|
||||||
)
|
|
||||||
|
|
||||||
# avoid mem allocs if possible
|
|
||||||
if path_was_none:
|
|
||||||
path.reserve(path.capacity())
|
|
||||||
|
|
||||||
profiler("generate path with arrayToQPath")
|
|
||||||
|
|
||||||
return path
|
|
||||||
|
|
||||||
|
|
||||||
class BarItems(pg.GraphicsObject):
|
class BarItems(pg.GraphicsObject):
|
||||||
'''
|
'''
|
||||||
"Price range" bars graphics rendered from a OHLC sampled sequence.
|
"Price range" bars graphics rendered from a OHLC sampled sequence.
|
||||||
|
@ -243,7 +129,7 @@ class BarItems(pg.GraphicsObject):
|
||||||
self.fast_path = QtGui.QPainterPath()
|
self.fast_path = QtGui.QPainterPath()
|
||||||
|
|
||||||
self._xrange: tuple[int, int]
|
self._xrange: tuple[int, int]
|
||||||
self._yrange: tuple[float, float]
|
# self._yrange: tuple[float, float]
|
||||||
self._vrange = None
|
self._vrange = None
|
||||||
|
|
||||||
# TODO: don't render the full backing array each time
|
# TODO: don't render the full backing array each time
|
||||||
|
@ -273,17 +159,17 @@ class BarItems(pg.GraphicsObject):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
hist, last = ohlc[:-1], ohlc[-1]
|
hist, last = ohlc[:-1], ohlc[-1]
|
||||||
self.path = gen_qpath(hist, start, self.w)
|
self.path = gen_ohlc_qpath(hist, start, self.w)
|
||||||
|
|
||||||
# save graphics for later reference and keep track
|
# save graphics for later reference and keep track
|
||||||
# of current internal "last index"
|
# of current internal "last index"
|
||||||
# self.start_index = len(ohlc)
|
# self.start_index = len(ohlc)
|
||||||
index = ohlc['index']
|
index = ohlc['index']
|
||||||
self._xrange = (index[0], index[-1])
|
self._xrange = (index[0], index[-1])
|
||||||
self._yrange = (
|
# self._yrange = (
|
||||||
np.nanmax(ohlc['high']),
|
# np.nanmax(ohlc['high']),
|
||||||
np.nanmin(ohlc['low']),
|
# np.nanmin(ohlc['low']),
|
||||||
)
|
# )
|
||||||
|
|
||||||
# up to last to avoid double draw of last bar
|
# up to last to avoid double draw of last bar
|
||||||
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
||||||
|
@ -310,7 +196,7 @@ class BarItems(pg.GraphicsObject):
|
||||||
self._pi.addItem(curve)
|
self._pi.addItem(curve)
|
||||||
self._ds_line = curve
|
self._ds_line = curve
|
||||||
|
|
||||||
self._ds_xrange = (index[0], index[-1])
|
# self._ds_xrange = (index[0], index[-1])
|
||||||
|
|
||||||
# trigger render
|
# trigger render
|
||||||
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
|
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
|
||||||
|
@ -324,289 +210,43 @@ class BarItems(pg.GraphicsObject):
|
||||||
else:
|
else:
|
||||||
return 0
|
return 0
|
||||||
|
|
||||||
def update_from_array(
|
def draw_last(
|
||||||
self,
|
self,
|
||||||
|
last: np.ndarray,
|
||||||
# full array input history
|
|
||||||
ohlc: np.ndarray,
|
|
||||||
|
|
||||||
# pre-sliced array data that's "in view"
|
|
||||||
ohlc_iv: np.ndarray,
|
|
||||||
|
|
||||||
view_range: Optional[tuple[int, int]] = None,
|
|
||||||
profiler: Optional[pg.debug.Profiler] = None,
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
# generate new lines objects for updatable "current bar"
|
||||||
Update the last datum's bar graphic from input data array.
|
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
||||||
|
|
||||||
This routine should be interface compatible with
|
# last bar update
|
||||||
``pg.PlotCurveItem.setData()``. Normally this method in
|
i, o, h, l, last, v = last[
|
||||||
``pyqtgraph`` seems to update all the data passed to the
|
['index', 'open', 'high', 'low', 'close', 'volume']
|
||||||
graphics object, and then update/rerender, but here we're
|
]
|
||||||
assuming the prior graphics havent changed (OHLC history rarely
|
# assert i == self.start_index - 1
|
||||||
does) so this "should" be simpler and faster.
|
# assert i == last_index
|
||||||
|
body, larm, rarm = self._last_bar_lines
|
||||||
|
|
||||||
This routine should be made (transitively) as fast as possible.
|
# XXX: is there a faster way to modify this?
|
||||||
|
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
||||||
|
|
||||||
'''
|
# writer is responsible for changing open on "first" volume of bar
|
||||||
profiler = profiler or pg.debug.Profiler(
|
larm.setLine(larm.x1(), o, larm.x2(), o)
|
||||||
disabled=not pg_profile_enabled(),
|
|
||||||
gt=ms_slower_then,
|
|
||||||
delayed=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# index = self.start_index
|
if l != h: # noqa
|
||||||
istart, istop = self._xrange
|
|
||||||
ds_istart, ds_istop = self._ds_xrange
|
|
||||||
|
|
||||||
index = ohlc['index']
|
if body is None:
|
||||||
first_index, last_index = index[0], index[-1]
|
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
|
||||||
|
else:
|
||||||
|
# update body
|
||||||
|
body.setLine(i, l, i, h)
|
||||||
|
|
||||||
# length = len(ohlc)
|
# XXX: pretty sure this is causing an issue where the bar has
|
||||||
# prepend_length = istart - first_index
|
# a large upward move right before the next sample and the body
|
||||||
# append_length = last_index - istop
|
# is getting set to None since the next bar is flat but the shm
|
||||||
|
# array index update wasn't read by the time this code runs. Iow
|
||||||
# ds_prepend_length = ds_istart - first_index
|
# we're doing this removal of the body for a bar index that is
|
||||||
# ds_append_length = last_index - ds_istop
|
# now out of date / from some previous sample. It's weird
|
||||||
|
# though because i've seen it do this to bars i - 3 back?
|
||||||
flip_cache = False
|
|
||||||
|
|
||||||
x_gt = 16
|
|
||||||
if self._ds_line:
|
|
||||||
uppx = self._ds_line.x_uppx()
|
|
||||||
else:
|
|
||||||
uppx = 0
|
|
||||||
|
|
||||||
should_line = self._in_ds
|
|
||||||
if (
|
|
||||||
self._in_ds
|
|
||||||
and uppx < x_gt
|
|
||||||
):
|
|
||||||
should_line = False
|
|
||||||
|
|
||||||
elif (
|
|
||||||
not self._in_ds
|
|
||||||
and uppx >= x_gt
|
|
||||||
):
|
|
||||||
should_line = True
|
|
||||||
|
|
||||||
profiler('ds logic complete')
|
|
||||||
|
|
||||||
if should_line:
|
|
||||||
# update the line graphic
|
|
||||||
# x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
|
|
||||||
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
|
|
||||||
x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
|
|
||||||
profiler('flattening bars to line')
|
|
||||||
|
|
||||||
# TODO: we should be diffing the amount of new data which
|
|
||||||
# needs to be downsampled. Ideally we actually are just
|
|
||||||
# doing all the ds-ing in sibling actors so that the data
|
|
||||||
# can just be read and rendered to graphics on events of our
|
|
||||||
# choice.
|
|
||||||
# diff = do_diff(ohlc, new_bit)
|
|
||||||
curve = self._ds_line
|
|
||||||
curve.update_from_array(
|
|
||||||
x=x,
|
|
||||||
y=y,
|
|
||||||
x_iv=x_iv,
|
|
||||||
y_iv=y_iv,
|
|
||||||
view_range=None, # hack
|
|
||||||
profiler=profiler,
|
|
||||||
)
|
|
||||||
profiler('updated ds line')
|
|
||||||
|
|
||||||
if not self._in_ds:
|
|
||||||
# hide bars and show line
|
|
||||||
self.hide()
|
|
||||||
# XXX: is this actually any faster?
|
|
||||||
# self._pi.removeItem(self)
|
|
||||||
|
|
||||||
# TODO: a `.ui()` log level?
|
|
||||||
log.info(
|
|
||||||
f'downsampling to line graphic {self._name}'
|
|
||||||
)
|
|
||||||
|
|
||||||
# self._pi.addItem(curve)
|
|
||||||
curve.show()
|
|
||||||
curve.update()
|
|
||||||
self._in_ds = True
|
|
||||||
|
|
||||||
# stop here since we don't need to update bars path any more
|
|
||||||
# as we delegate to the downsample line with updates.
|
|
||||||
profiler.finish()
|
|
||||||
# print('terminating early')
|
|
||||||
return
|
|
||||||
|
|
||||||
else:
|
|
||||||
# we should be in bars mode
|
|
||||||
|
|
||||||
if self._in_ds:
|
|
||||||
# flip back to bars graphics and hide the downsample line.
|
|
||||||
log.info(f'showing bars graphic {self._name}')
|
|
||||||
|
|
||||||
curve = self._ds_line
|
|
||||||
curve.hide()
|
|
||||||
# self._pi.removeItem(curve)
|
|
||||||
|
|
||||||
# XXX: is this actually any faster?
|
|
||||||
# self._pi.addItem(self)
|
|
||||||
self.show()
|
|
||||||
self._in_ds = False
|
|
||||||
|
|
||||||
# generate in_view path
|
|
||||||
self.path = gen_qpath(
|
|
||||||
ohlc_iv,
|
|
||||||
0,
|
|
||||||
self.w,
|
|
||||||
# path=self.path,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO: to make the downsampling faster
|
|
||||||
# - allow mapping only a range of lines thus only drawing as
|
|
||||||
# many bars as exactly specified.
|
|
||||||
# - move ohlc "flattening" to a shmarr
|
|
||||||
# - maybe move all this embedded logic to a higher
|
|
||||||
# level type?
|
|
||||||
|
|
||||||
# if prepend_length:
|
|
||||||
# # new history was added and we need to render a new path
|
|
||||||
# prepend_bars = ohlc[:prepend_length]
|
|
||||||
|
|
||||||
# if ds_prepend_length:
|
|
||||||
# ds_prepend_bars = ohlc[:ds_prepend_length]
|
|
||||||
# pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
|
|
||||||
# fx = np.concatenate((pre_x, fx))
|
|
||||||
# fy = np.concatenate((pre_y, fy))
|
|
||||||
# profiler('ds line prepend diff complete')
|
|
||||||
|
|
||||||
# if append_length:
|
|
||||||
# # generate new graphics to match provided array
|
|
||||||
# # path appending logic:
|
|
||||||
# # we need to get the previous "current bar(s)" for the time step
|
|
||||||
# # and convert it to a sub-path to append to the historical set
|
|
||||||
# # new_bars = ohlc[istop - 1:istop + append_length - 1]
|
|
||||||
# append_bars = ohlc[-append_length - 1:-1]
|
|
||||||
# # print(f'ohlc bars to append size: {append_bars.size}\n')
|
|
||||||
|
|
||||||
# if ds_append_length:
|
|
||||||
# ds_append_bars = ohlc[-ds_append_length - 1:-1]
|
|
||||||
# post_x, post_y = ohlc_flatten(ds_append_bars)
|
|
||||||
# print(
|
|
||||||
# f'ds curve to append sizes: {(post_x.size, post_y.size)}'
|
|
||||||
# )
|
|
||||||
# fx = np.concatenate((fx, post_x))
|
|
||||||
# fy = np.concatenate((fy, post_y))
|
|
||||||
|
|
||||||
# profiler('ds line append diff complete')
|
|
||||||
|
|
||||||
profiler('array diffs complete')
|
|
||||||
|
|
||||||
# does this work?
|
|
||||||
last = ohlc[-1]
|
|
||||||
# fy[-1] = last['close']
|
|
||||||
|
|
||||||
# # incremental update and cache line datums
|
|
||||||
# self._ds_line_xy = fx, fy
|
|
||||||
|
|
||||||
# maybe downsample to line
|
|
||||||
# ds = self.maybe_downsample()
|
|
||||||
# if ds:
|
|
||||||
# # if we downsample to a line don't bother with
|
|
||||||
# # any more path generation / updates
|
|
||||||
# self._ds_xrange = first_index, last_index
|
|
||||||
# profiler('downsampled to line')
|
|
||||||
# return
|
|
||||||
|
|
||||||
# print(in_view.size)
|
|
||||||
|
|
||||||
# if self.path:
|
|
||||||
# self.path = path
|
|
||||||
# self.path.reserve(path.capacity())
|
|
||||||
# self.path.swap(path)
|
|
||||||
|
|
||||||
# path updates
|
|
||||||
# if prepend_length:
|
|
||||||
# # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
|
||||||
# # y value not matching the first value from
|
|
||||||
# # ohlc[prepend_length + 1] ???
|
|
||||||
# prepend_path = gen_qpath(prepend_bars, 0, self.w)
|
|
||||||
# old_path = self.path
|
|
||||||
# self.path = prepend_path
|
|
||||||
# self.path.addPath(old_path)
|
|
||||||
# profiler('path PREPEND')
|
|
||||||
|
|
||||||
# if append_length:
|
|
||||||
# append_path = gen_qpath(append_bars, 0, self.w)
|
|
||||||
|
|
||||||
# self.path.moveTo(
|
|
||||||
# float(istop - self.w),
|
|
||||||
# float(append_bars[0]['open'])
|
|
||||||
# )
|
|
||||||
# self.path.addPath(append_path)
|
|
||||||
|
|
||||||
# profiler('path APPEND')
|
|
||||||
# fp = self.fast_path
|
|
||||||
# if fp is None:
|
|
||||||
# self.fast_path = append_path
|
|
||||||
|
|
||||||
# else:
|
|
||||||
# fp.moveTo(
|
|
||||||
# float(istop - self.w), float(new_bars[0]['open'])
|
|
||||||
# )
|
|
||||||
# fp.addPath(append_path)
|
|
||||||
|
|
||||||
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
|
||||||
# flip_cache = True
|
|
||||||
|
|
||||||
self._xrange = first_index, last_index
|
|
||||||
|
|
||||||
# trigger redraw despite caching
|
|
||||||
self.prepareGeometryChange()
|
|
||||||
|
|
||||||
# generate new lines objects for updatable "current bar"
|
|
||||||
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
|
||||||
|
|
||||||
# last bar update
|
|
||||||
i, o, h, l, last, v = last[
|
|
||||||
['index', 'open', 'high', 'low', 'close', 'volume']
|
|
||||||
]
|
|
||||||
# assert i == self.start_index - 1
|
|
||||||
# assert i == last_index
|
|
||||||
body, larm, rarm = self._last_bar_lines
|
|
||||||
|
|
||||||
# XXX: is there a faster way to modify this?
|
|
||||||
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
|
|
||||||
|
|
||||||
# writer is responsible for changing open on "first" volume of bar
|
|
||||||
larm.setLine(larm.x1(), o, larm.x2(), o)
|
|
||||||
|
|
||||||
if l != h: # noqa
|
|
||||||
|
|
||||||
if body is None:
|
|
||||||
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
|
|
||||||
else:
|
|
||||||
# update body
|
|
||||||
body.setLine(i, l, i, h)
|
|
||||||
|
|
||||||
# XXX: pretty sure this is causing an issue where the bar has
|
|
||||||
# a large upward move right before the next sample and the body
|
|
||||||
# is getting set to None since the next bar is flat but the shm
|
|
||||||
# array index update wasn't read by the time this code runs. Iow
|
|
||||||
# we're doing this removal of the body for a bar index that is
|
|
||||||
# now out of date / from some previous sample. It's weird
|
|
||||||
# though because i've seen it do this to bars i - 3 back?
|
|
||||||
|
|
||||||
profiler('last bar set')
|
|
||||||
|
|
||||||
self.update()
|
|
||||||
profiler('.update()')
|
|
||||||
|
|
||||||
if flip_cache:
|
|
||||||
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
|
||||||
|
|
||||||
profiler.finish()
|
|
||||||
|
|
||||||
def boundingRect(self):
|
def boundingRect(self):
|
||||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||||
|
@ -680,7 +320,7 @@ class BarItems(pg.GraphicsObject):
|
||||||
|
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
disabled=not pg_profile_enabled(),
|
disabled=not pg_profile_enabled(),
|
||||||
gt=ms_slower_then,
|
ms_threshold=ms_slower_then,
|
||||||
)
|
)
|
||||||
|
|
||||||
# p.setCompositionMode(0)
|
# p.setCompositionMode(0)
|
||||||
|
|
|
@ -0,0 +1,256 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
"""
|
||||||
|
Super fast ``QPainterPath`` generation related operator routines.
|
||||||
|
|
||||||
|
"""
|
||||||
|
from typing import (
|
||||||
|
Optional,
|
||||||
|
)
|
||||||
|
|
||||||
|
import numpy as np
|
||||||
|
from numpy.lib import recfunctions as rfn
|
||||||
|
from numba import njit, float64, int64 # , optional
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from PyQt5 import QtGui
|
||||||
|
# from PyQt5.QtCore import QLineF, QPointF
|
||||||
|
|
||||||
|
from ..data._sharedmem import (
|
||||||
|
ShmArray,
|
||||||
|
)
|
||||||
|
from .._profile import pg_profile_enabled, ms_slower_then
|
||||||
|
from ._compression import (
|
||||||
|
# ohlc_flatten,
|
||||||
|
ds_m4,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def xy_downsample(
|
||||||
|
x,
|
||||||
|
y,
|
||||||
|
px_width,
|
||||||
|
uppx,
|
||||||
|
|
||||||
|
x_spacer: float = 0.5,
|
||||||
|
|
||||||
|
) -> tuple[np.ndarray, np.ndarray]:
|
||||||
|
|
||||||
|
# downsample whenever more then 1 pixels per datum can be shown.
|
||||||
|
# always refresh data bounds until we get diffing
|
||||||
|
# working properly, see above..
|
||||||
|
bins, x, y = ds_m4(
|
||||||
|
x,
|
||||||
|
y,
|
||||||
|
px_width=px_width,
|
||||||
|
uppx=uppx,
|
||||||
|
# log_scale=bool(uppx)
|
||||||
|
)
|
||||||
|
|
||||||
|
# flatten output to 1d arrays suitable for path-graphics generation.
|
||||||
|
x = np.broadcast_to(x[:, None], y.shape)
|
||||||
|
x = (x + np.array(
|
||||||
|
[-x_spacer, 0, 0, x_spacer]
|
||||||
|
)).flatten()
|
||||||
|
y = y.flatten()
|
||||||
|
|
||||||
|
return x, y
|
||||||
|
|
||||||
|
|
||||||
|
@njit(
|
||||||
|
# TODO: for now need to construct this manually for readonly arrays, see
|
||||||
|
# https://github.com/numba/numba/issues/4511
|
||||||
|
# ntypes.tuple((float64[:], float64[:], float64[:]))(
|
||||||
|
# numba_ohlc_dtype[::1], # contiguous
|
||||||
|
# int64,
|
||||||
|
# optional(float64),
|
||||||
|
# ),
|
||||||
|
nogil=True
|
||||||
|
)
|
||||||
|
def path_arrays_from_ohlc(
|
||||||
|
data: np.ndarray,
|
||||||
|
start: int64,
|
||||||
|
bar_gap: float64 = 0.43,
|
||||||
|
|
||||||
|
) -> np.ndarray:
|
||||||
|
'''
|
||||||
|
Generate an array of lines objects from input ohlc data.
|
||||||
|
|
||||||
|
'''
|
||||||
|
size = int(data.shape[0] * 6)
|
||||||
|
|
||||||
|
x = np.zeros(
|
||||||
|
# data,
|
||||||
|
shape=size,
|
||||||
|
dtype=float64,
|
||||||
|
)
|
||||||
|
y, c = x.copy(), x.copy()
|
||||||
|
|
||||||
|
# TODO: report bug for assert @
|
||||||
|
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
|
||||||
|
for i, q in enumerate(data[start:], start):
|
||||||
|
|
||||||
|
# TODO: ask numba why this doesn't work..
|
||||||
|
# open, high, low, close, index = q[
|
||||||
|
# ['open', 'high', 'low', 'close', 'index']]
|
||||||
|
|
||||||
|
open = q['open']
|
||||||
|
high = q['high']
|
||||||
|
low = q['low']
|
||||||
|
close = q['close']
|
||||||
|
index = float64(q['index'])
|
||||||
|
|
||||||
|
istart = i * 6
|
||||||
|
istop = istart + 6
|
||||||
|
|
||||||
|
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
||||||
|
x[istart:istop] = (
|
||||||
|
index - bar_gap,
|
||||||
|
index,
|
||||||
|
index,
|
||||||
|
index,
|
||||||
|
index,
|
||||||
|
index + bar_gap,
|
||||||
|
)
|
||||||
|
y[istart:istop] = (
|
||||||
|
open,
|
||||||
|
open,
|
||||||
|
low,
|
||||||
|
high,
|
||||||
|
close,
|
||||||
|
close,
|
||||||
|
)
|
||||||
|
|
||||||
|
# specifies that the first edge is never connected to the
|
||||||
|
# prior bars last edge thus providing a small "gap"/"space"
|
||||||
|
# between bars determined by ``bar_gap``.
|
||||||
|
c[istart:istop] = (1, 1, 1, 1, 1, 0)
|
||||||
|
|
||||||
|
return x, y, c
|
||||||
|
|
||||||
|
|
||||||
|
def gen_ohlc_qpath(
|
||||||
|
data: np.ndarray,
|
||||||
|
start: int = 0, # XXX: do we need this?
|
||||||
|
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||||
|
w: float = 0.43,
|
||||||
|
path: Optional[QtGui.QPainterPath] = None,
|
||||||
|
|
||||||
|
) -> QtGui.QPainterPath:
|
||||||
|
|
||||||
|
path_was_none = path is None
|
||||||
|
|
||||||
|
profiler = pg.debug.Profiler(
|
||||||
|
msg='gen_qpath ohlc',
|
||||||
|
disabled=not pg_profile_enabled(),
|
||||||
|
ms_threshold=ms_slower_then,
|
||||||
|
)
|
||||||
|
|
||||||
|
x, y, c = path_arrays_from_ohlc(
|
||||||
|
data,
|
||||||
|
start,
|
||||||
|
bar_gap=w,
|
||||||
|
)
|
||||||
|
profiler("generate stream with numba")
|
||||||
|
|
||||||
|
# TODO: numba the internals of this!
|
||||||
|
path = pg.functions.arrayToQPath(
|
||||||
|
x,
|
||||||
|
y,
|
||||||
|
connect=c,
|
||||||
|
path=path,
|
||||||
|
)
|
||||||
|
|
||||||
|
# avoid mem allocs if possible
|
||||||
|
if path_was_none:
|
||||||
|
path.reserve(path.capacity())
|
||||||
|
|
||||||
|
profiler("generate path with arrayToQPath")
|
||||||
|
|
||||||
|
return path
|
||||||
|
|
||||||
|
|
||||||
|
def ohlc_to_line(
|
||||||
|
ohlc_shm: ShmArray,
|
||||||
|
fields: list[str] = ['open', 'high', 'low', 'close']
|
||||||
|
|
||||||
|
) -> tuple[
|
||||||
|
int, # flattened first index
|
||||||
|
int, # flattened last index
|
||||||
|
np.ndarray,
|
||||||
|
np.ndarray,
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Convert an input struct-array holding OHLC samples into a pair of
|
||||||
|
flattened x, y arrays with the same size (datums wise) as the source
|
||||||
|
data.
|
||||||
|
|
||||||
|
'''
|
||||||
|
y_out = ohlc_shm.ustruct(fields)
|
||||||
|
first = ohlc_shm._first.value
|
||||||
|
last = ohlc_shm._last.value
|
||||||
|
|
||||||
|
# write pushed data to flattened copy
|
||||||
|
y_out[first:last] = rfn.structured_to_unstructured(
|
||||||
|
ohlc_shm.array[fields]
|
||||||
|
)
|
||||||
|
|
||||||
|
# generate an flat-interpolated x-domain
|
||||||
|
x_out = (
|
||||||
|
np.broadcast_to(
|
||||||
|
ohlc_shm._array['index'][:, None],
|
||||||
|
(
|
||||||
|
ohlc_shm._array.size,
|
||||||
|
# 4, # only ohlc
|
||||||
|
y_out.shape[1],
|
||||||
|
),
|
||||||
|
) + np.array([-0.5, 0, 0, 0.5])
|
||||||
|
)
|
||||||
|
assert y_out.any()
|
||||||
|
|
||||||
|
return (
|
||||||
|
first,
|
||||||
|
last,
|
||||||
|
x_out,
|
||||||
|
y_out,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def to_step_format(
|
||||||
|
shm: ShmArray,
|
||||||
|
data_field: str,
|
||||||
|
index_field: str = 'index',
|
||||||
|
|
||||||
|
) -> tuple[int, np.ndarray, np.ndarray]:
|
||||||
|
'''
|
||||||
|
Convert an input 1d shm array to a "step array" format
|
||||||
|
for use by path graphics generation.
|
||||||
|
|
||||||
|
'''
|
||||||
|
first = shm._first.value
|
||||||
|
i = shm._array['index'].copy()
|
||||||
|
out = shm._array[data_field].copy()
|
||||||
|
|
||||||
|
x_out = np.broadcast_to(
|
||||||
|
i[:, None],
|
||||||
|
(i.size, 2),
|
||||||
|
) + np.array([-0.5, 0.5])
|
||||||
|
|
||||||
|
y_out = np.empty((len(out), 2), dtype=out.dtype)
|
||||||
|
y_out[:] = out[:, np.newaxis]
|
||||||
|
|
||||||
|
# start y at origin level
|
||||||
|
y_out[0, 0] = 0
|
||||||
|
return first, x_out, y_out
|
|
@ -907,7 +907,9 @@ async def process_trades_and_update_ui(
|
||||||
mode.lines.remove_line(uuid=oid)
|
mode.lines.remove_line(uuid=oid)
|
||||||
|
|
||||||
# each clearing tick is responded individually
|
# each clearing tick is responded individually
|
||||||
elif resp in ('broker_filled',):
|
elif resp in (
|
||||||
|
'broker_filled',
|
||||||
|
):
|
||||||
|
|
||||||
known_order = book._sent_orders.get(oid)
|
known_order = book._sent_orders.get(oid)
|
||||||
if not known_order:
|
if not known_order:
|
||||||
|
|
Loading…
Reference in New Issue