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3a7e00e287
...
cd79eabe61
Author | SHA1 | Date |
---|---|---|
Tyler Goodlet | cd79eabe61 | |
Tyler Goodlet | 1d7adad2cc | |
Tyler Goodlet | f52367c19d | |
Tyler Goodlet | ba6ecbbba2 | |
Tyler Goodlet | 98f4364cd1 | |
Tyler Goodlet | 64e77fd72a | |
Tyler Goodlet | 8701b2e9ca | |
Tyler Goodlet | 23621131bb | |
Tyler Goodlet | d2c40d887c | |
Tyler Goodlet | ba78d563b8 |
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@ -1592,7 +1592,7 @@ async def backfill_bars(
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# on that until we have the `marketstore` daemon in place in which
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# on that until we have the `marketstore` daemon in place in which
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# case the shm size will be driven by user config and available sys
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# case the shm size will be driven by user config and available sys
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# memory.
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# memory.
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count: int = 59,
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count: int = 22,
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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@ -240,7 +240,13 @@ class ShmArray:
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def last(
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def last(
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self,
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self,
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length: int = 1,
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length: int = 1,
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) -> np.ndarray:
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) -> np.ndarray:
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'''
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Return the last ``length``'s worth of ("row") entries from the
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array.
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'''
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return self.array[-length:]
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return self.array[-length:]
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def push(
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def push(
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@ -658,102 +658,6 @@ class LinkedSplits(QWidget):
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cpw.sidepane.setMaximumWidth(sp_w)
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cpw.sidepane.setMaximumWidth(sp_w)
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# class FlowsTable(pydantic.BaseModel):
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# '''
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# Data-AGGRegate: high level API onto multiple (categorized)
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# ``Flow``s with high level processing routines for
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# multi-graphics computations and display.
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# '''
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# flows: dict[str, np.ndarray] = {}
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class Flow(msgspec.Struct): # , frozen=True):
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'''
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(FinancialSignal-)Flow compound type which wraps a real-time
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graphics (curve) and its backing data stream together for high level
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access and control.
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The intention is for this type to eventually be capable of shm-passing
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of incrementally updated graphics stream data between actors.
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'''
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name: str
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plot: pg.PlotItem
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is_ohlc: bool = False
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# TODO: hackery to be able to set a shm later
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# but whilst also allowing this type to hashable,
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# likely will require serializable token that is used to attach
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# to the underlying shm ref after startup?
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_shm: Optional[ShmArray] = None # currently, may be filled in "later"
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# cache of y-range values per x-range input.
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_mxmns: dict[tuple[int, int], tuple[float, float]] = {}
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@property
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def shm(self) -> ShmArray:
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return self._shm
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@shm.setter
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def shm(self, shm: ShmArray) -> ShmArray:
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self._shm = shm
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def maxmin(
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self,
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lbar,
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rbar,
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) -> tuple[float, float]:
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'''
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Compute the cached max and min y-range values for a given
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x-range determined by ``lbar`` and ``rbar``.
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'''
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rkey = (lbar, rbar)
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result = self._mxmns.get(rkey)
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if result:
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return result
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shm = self.shm
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if shm is None:
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# print(f'no shm {self.name}?')
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return 0, 0
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arr = shm.array
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# build relative indexes into shm array
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# TODO: should we just add/use a method
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# on the shm to do this?
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ifirst = arr[0]['index']
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slice_view = arr[
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lbar - ifirst:(rbar - ifirst) + 1]
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if not slice_view.size:
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# print(f'no data in view {self.name}?')
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return 0, 0
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if self.is_ohlc:
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ylow = np.min(slice_view['low'])
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yhigh = np.max(slice_view['high'])
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else:
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view = slice_view[self.name]
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ylow = np.min(view)
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yhigh = np.max(view)
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# else:
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# ylow, yhigh = 0, 0
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result = ylow, yhigh
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if result != (0, 0):
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self._mxmns[rkey] = result
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if self.name == 'drk_vlm':
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print(f'{self.name} mxmn @ {rkey} -> {result}')
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return result
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class ChartPlotWidget(pg.PlotWidget):
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class ChartPlotWidget(pg.PlotWidget):
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'''
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'''
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``GraphicsView`` subtype containing a single ``PlotItem``.
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``GraphicsView`` subtype containing a single ``PlotItem``.
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@ -1086,6 +990,7 @@ class ChartPlotWidget(pg.PlotWidget):
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name=name,
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name=name,
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plot=self.plotItem,
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plot=self.plotItem,
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is_ohlc=True,
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is_ohlc=True,
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graphics=graphics,
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)
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)
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self._add_sticky(name, bg_color='davies')
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self._add_sticky(name, bg_color='davies')
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@ -1159,6 +1064,7 @@ class ChartPlotWidget(pg.PlotWidget):
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overlay: bool = False,
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overlay: bool = False,
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color: Optional[str] = None,
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color: Optional[str] = None,
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add_label: bool = True,
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add_label: bool = True,
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pi: Optional[pg.PlotItem] = None,
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**pdi_kwargs,
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**pdi_kwargs,
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@ -1203,12 +1109,13 @@ class ChartPlotWidget(pg.PlotWidget):
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self._graphics[name] = curve
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self._graphics[name] = curve
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self._arrays[data_key] = data
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self._arrays[data_key] = data
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pi = self.plotItem
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pi = pi or self.plotItem
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self._flows[data_key] = Flow(
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self._flows[data_key] = Flow(
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name=name,
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name=name,
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plot=pi,
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plot=pi,
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is_ohlc=False,
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is_ohlc=False,
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graphics=curve,
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)
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)
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# TODO: this probably needs its own method?
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# TODO: this probably needs its own method?
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@ -1428,6 +1335,7 @@ class ChartPlotWidget(pg.PlotWidget):
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'''
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'''
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profiler = pg.debug.Profiler(
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profiler = pg.debug.Profiler(
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msg=f'`{str(self)}.maxmin()` loop cycle for: `{self.name}`',
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disabled=not pg_profile_enabled(),
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disabled=not pg_profile_enabled(),
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gt=ms_slower_then,
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gt=ms_slower_then,
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delayed=True,
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delayed=True,
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@ -1444,16 +1352,113 @@ class ChartPlotWidget(pg.PlotWidget):
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if (
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if (
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flow is None
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flow is None
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):
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):
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print(f"flow {flow_key} doesn't exist in chart {self.name}")
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log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
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return 0, 0
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res = 0, 0
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else:
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else:
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key = round(lbar), round(rbar)
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key = round(lbar), round(rbar)
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res = flow.maxmin(*key)
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res = flow.maxmin(*key)
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profiler(f'{key} max-min {res}')
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profiler(f'yrange mxmn: {key} -> {res}')
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if res == (0, 0):
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if res == (None, None):
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log.error(
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log.error(
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f"{flow_key} -> (0, 0) for bars_range = {key}"
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f"{flow_key} no mxmn for bars_range => {key} !?"
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)
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)
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res = 0, 0
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return res
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return res
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# class FlowsTable(pydantic.BaseModel):
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# '''
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|
# Data-AGGRegate: high level API onto multiple (categorized)
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|
# ``Flow``s with high level processing routines for
|
||||||
|
# multi-graphics computations and display.
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||||||
|
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||||||
|
# '''
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|
# flows: dict[str, np.ndarray] = {}
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|
|
||||||
|
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||||||
|
class Flow(msgspec.Struct): # , frozen=True):
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||||||
|
'''
|
||||||
|
(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.
|
||||||
|
|
||||||
|
'''
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||||||
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name: str
|
||||||
|
plot: pg.PlotItem
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is_ohlc: bool = False
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graphics: pg.GraphicsObject
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|
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||||||
|
# TODO: hackery to be able to set a shm later
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||||||
|
# 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.
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||||||
|
_mxmns: dict[tuple[int, int], tuple[float, float]] = {}
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||||||
|
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||||||
|
@property
|
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|
def shm(self) -> ShmArray:
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|
return self._shm
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|
|
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|
@shm.setter
|
||||||
|
def shm(self, shm: ShmArray) -> ShmArray:
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|
self._shm = shm
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|
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|
def maxmin(
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|
self,
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|
lbar,
|
||||||
|
rbar,
|
||||||
|
|
||||||
|
) -> tuple[float, float]:
|
||||||
|
'''
|
||||||
|
Compute the cached max and min y-range values for a given
|
||||||
|
x-range determined by ``lbar`` and ``rbar``.
|
||||||
|
|
||||||
|
'''
|
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|
rkey = (lbar, rbar)
|
||||||
|
cached_result = self._mxmns.get(rkey)
|
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|
if cached_result:
|
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|
return cached_result
|
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|
|
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|
shm = self.shm
|
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|
if shm is None:
|
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|
mxmn = None
|
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|
|
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|
else: # new block for profiling?..
|
||||||
|
arr = shm.array
|
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|
|
||||||
|
# build relative indexes into shm array
|
||||||
|
# TODO: should we just add/use a method
|
||||||
|
# on the shm to do this?
|
||||||
|
ifirst = arr[0]['index']
|
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|
slice_view = arr[
|
||||||
|
lbar - ifirst:
|
||||||
|
(rbar - ifirst) + 1
|
||||||
|
]
|
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|
|
||||||
|
if not slice_view.size:
|
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|
mxmn = None
|
||||||
|
|
||||||
|
else:
|
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|
if self.is_ohlc:
|
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|
ylow = np.min(slice_view['low'])
|
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|
yhigh = np.max(slice_view['high'])
|
||||||
|
|
||||||
|
else:
|
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|
view = slice_view[self.name]
|
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|
ylow = np.min(view)
|
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|
yhigh = np.max(view)
|
||||||
|
|
||||||
|
mxmn = ylow, yhigh
|
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|
|
||||||
|
if mxmn is not None:
|
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|
# cache new mxmn result
|
||||||
|
self._mxmns[rkey] = mxmn
|
||||||
|
|
||||||
|
return mxmn
|
||||||
|
|
|
@ -260,12 +260,13 @@ def ds_m4(
|
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if log_scale:
|
if log_scale:
|
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assert uppx, 'You must provide a `uppx` value to use log scaling!'
|
assert uppx, 'You must provide a `uppx` value to use log scaling!'
|
||||||
|
|
||||||
|
# scaler = 2**7 / (1 + math.log(uppx, 2))
|
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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**6 / (1 + math.log(uppx, 2)),
|
2**7 / (1 + math.log(uppx, 2)),
|
||||||
1
|
1
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
|
|
@ -408,7 +408,7 @@ class FastAppendCurve(pg.GraphicsObject):
|
||||||
|
|
||||||
self._in_ds = False
|
self._in_ds = False
|
||||||
|
|
||||||
elif should_ds:
|
elif should_ds and px_width:
|
||||||
x_out, y_out = self.downsample(
|
x_out, y_out = self.downsample(
|
||||||
x_out,
|
x_out,
|
||||||
y_out,
|
y_out,
|
||||||
|
|
|
@ -30,7 +30,6 @@ import numpy as np
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
from PyQt5.QtCore import QLineF
|
|
||||||
|
|
||||||
from .. import brokers
|
from .. import brokers
|
||||||
from ..data.feed import open_feed
|
from ..data.feed import open_feed
|
||||||
|
@ -73,13 +72,20 @@ _tick_groups = {
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
# TODO: delegate this to each `Flow.maxmin()` which includes
|
||||||
|
# caching and further we should implement the following stream based
|
||||||
|
# approach, likely with ``numba``:
|
||||||
|
# https://arxiv.org/abs/cs/0610046
|
||||||
|
# https://github.com/lemire/pythonmaxmin
|
||||||
def chart_maxmin(
|
def chart_maxmin(
|
||||||
chart: ChartPlotWidget,
|
chart: ChartPlotWidget,
|
||||||
ohlcv_shm: ShmArray,
|
ohlcv_shm: ShmArray,
|
||||||
vlm_chart: Optional[ChartPlotWidget] = None,
|
vlm_chart: Optional[ChartPlotWidget] = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
|
|
||||||
tuple[int, int, int, int],
|
tuple[int, int, int, int],
|
||||||
|
|
||||||
float,
|
float,
|
||||||
float,
|
float,
|
||||||
float,
|
float,
|
||||||
|
@ -88,11 +94,6 @@ def chart_maxmin(
|
||||||
Compute max and min datums "in view" for range limits.
|
Compute max and min datums "in view" for range limits.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: implement this
|
|
||||||
# https://arxiv.org/abs/cs/0610046
|
|
||||||
# https://github.com/lemire/pythonmaxmin
|
|
||||||
|
|
||||||
# array = chart._arrays[chart.name]
|
|
||||||
array = ohlcv_shm.array
|
array = ohlcv_shm.array
|
||||||
ifirst = array[0]['index']
|
ifirst = array[0]['index']
|
||||||
|
|
||||||
|
@ -105,18 +106,23 @@ def chart_maxmin(
|
||||||
chart.default_view()
|
chart.default_view()
|
||||||
return (last_bars_range, 0, 0, 0)
|
return (last_bars_range, 0, 0, 0)
|
||||||
|
|
||||||
mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
|
mx, mn = (
|
||||||
|
np.nanmax(in_view['high']),
|
||||||
# TODO: when we start using line charts, probably want to make
|
np.nanmin(in_view['low'],)
|
||||||
# this an overloaded call on our `DataView
|
)
|
||||||
# sym = chart.name
|
|
||||||
# mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
|
|
||||||
|
|
||||||
mx_vlm_in_view = 0
|
mx_vlm_in_view = 0
|
||||||
if vlm_chart:
|
if vlm_chart:
|
||||||
mx_vlm_in_view = np.max(in_view['volume'])
|
mx_vlm_in_view = np.max(
|
||||||
|
in_view['volume']
|
||||||
|
)
|
||||||
|
|
||||||
return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
|
return (
|
||||||
|
last_bars_range,
|
||||||
|
mx,
|
||||||
|
max(mn, 0), # presuming price can't be negative?
|
||||||
|
mx_vlm_in_view,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
@dataclass
|
||||||
|
@ -272,8 +278,9 @@ async def graphics_update_loop(
|
||||||
|
|
||||||
chart.default_view()
|
chart.default_view()
|
||||||
|
|
||||||
# main loop
|
# main real-time quotes update loop
|
||||||
async for quotes in stream:
|
async for quotes in stream:
|
||||||
|
|
||||||
ds.quotes = quotes
|
ds.quotes = quotes
|
||||||
quote_period = time.time() - last_quote
|
quote_period = time.time() - last_quote
|
||||||
quote_rate = round(
|
quote_rate = round(
|
||||||
|
@ -310,28 +317,50 @@ def graphics_update_cycle(
|
||||||
wap_in_history: bool = False,
|
wap_in_history: bool = False,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# TODO: eventually optimize this whole graphics stack with ``numba``
|
# TODO: eventually optimize this whole graphics stack with ``numba``
|
||||||
# hopefully XD
|
# hopefully XD
|
||||||
|
|
||||||
|
chart = ds.chart
|
||||||
|
|
||||||
profiler = pg.debug.Profiler(
|
profiler = pg.debug.Profiler(
|
||||||
|
msg=f'Graphics loop cycle for: `{chart.name}`',
|
||||||
disabled=True, # not pg_profile_enabled(),
|
disabled=True, # not pg_profile_enabled(),
|
||||||
gt=1/12 * 1e3,
|
gt=1/12 * 1e3,
|
||||||
|
# gt=ms_slower_then,
|
||||||
)
|
)
|
||||||
|
|
||||||
# unpack multi-referenced components
|
# unpack multi-referenced components
|
||||||
chart = ds.chart
|
|
||||||
vlm_chart = ds.vlm_chart
|
vlm_chart = ds.vlm_chart
|
||||||
l1 = ds.l1
|
l1 = ds.l1
|
||||||
|
|
||||||
ohlcv = ds.ohlcv
|
ohlcv = ds.ohlcv
|
||||||
array = ohlcv.array
|
array = ohlcv.array
|
||||||
vars = ds.vars
|
vars = ds.vars
|
||||||
tick_margin = vars['tick_margin']
|
tick_margin = vars['tick_margin']
|
||||||
|
|
||||||
update_uppx = 5
|
update_uppx = 6
|
||||||
|
|
||||||
for sym, quote in ds.quotes.items():
|
for sym, quote in ds.quotes.items():
|
||||||
|
|
||||||
|
# compute the first available graphic's x-units-per-pixel
|
||||||
|
xpx = vlm_chart.view.x_uppx()
|
||||||
|
|
||||||
|
# NOTE: vlm may be written by the ``brokerd`` backend
|
||||||
|
# event though a tick sample is not emitted.
|
||||||
|
# TODO: show dark trades differently
|
||||||
|
# https://github.com/pikers/piker/issues/116
|
||||||
|
|
||||||
|
# NOTE: this used to be implemented in a dedicated
|
||||||
|
# "increment task": ``check_for_new_bars()`` but it doesn't
|
||||||
|
# make sense to do a whole task switch when we can just do
|
||||||
|
# this simple index-diff and all the fsp sub-curve graphics
|
||||||
|
# are diffed on each draw cycle anyway; so updates to the
|
||||||
|
# "curve" length is already automatic.
|
||||||
|
|
||||||
|
# increment the view position by the sample offset.
|
||||||
|
i_step = ohlcv.index
|
||||||
|
i_diff = i_step - vars['i_last']
|
||||||
|
vars['i_last'] = i_step
|
||||||
|
|
||||||
(
|
(
|
||||||
brange,
|
brange,
|
||||||
mx_in_view,
|
mx_in_view,
|
||||||
|
@ -344,83 +373,12 @@ def graphics_update_cycle(
|
||||||
mn = mn_in_view - tick_margin
|
mn = mn_in_view - tick_margin
|
||||||
profiler('maxmin call')
|
profiler('maxmin call')
|
||||||
|
|
||||||
# compute the first available graphic's x-units-per-pixel
|
|
||||||
xpx = vlm_chart.view.xs_in_px()
|
|
||||||
# print(f'vlm xpx {xpx}')
|
|
||||||
|
|
||||||
in_view = chart.in_view(ohlcv.array)
|
|
||||||
|
|
||||||
if lbar != rbar:
|
|
||||||
# view box width in pxs
|
|
||||||
w = chart.view.boundingRect().width()
|
|
||||||
|
|
||||||
# TODO: a better way to get this?
|
|
||||||
# i would guess the esiest way is to just
|
|
||||||
# get the ``.boundingRect()`` of the curve
|
|
||||||
# in view but maybe there's something smarter?
|
|
||||||
# Currently we're just mapping the rbar, lbar to
|
|
||||||
# pixels via:
|
|
||||||
cw = chart.view.mapViewToDevice(QLineF(lbar, 0, rbar, 0)).length()
|
|
||||||
# is this faster?
|
|
||||||
# cw = chart.mapFromView(QLineF(lbar, 0 , rbar, 0)).length()
|
|
||||||
|
|
||||||
profiler(
|
|
||||||
f'view width pxs: {w}\n'
|
|
||||||
f'curve width pxs: {cw}\n'
|
|
||||||
f'sliced in view: {in_view.size}'
|
|
||||||
)
|
|
||||||
|
|
||||||
# compress bars to m4 line(s) if uppx is high enough
|
|
||||||
# if in_view.size > cw:
|
|
||||||
# from ._compression import ds_m4, hl2mxmn
|
|
||||||
|
|
||||||
# mxmn, x = hl2mxmn(in_view)
|
|
||||||
# profiler('hl tracer')
|
|
||||||
|
|
||||||
# nb, x, y = ds_m4(
|
|
||||||
# x=x,
|
|
||||||
# y=mxmn,
|
|
||||||
# # TODO: this needs to actually be the width
|
|
||||||
# # in pixels of the visible curve since we don't
|
|
||||||
# # want to downsample any 'zeros' around the curve,
|
|
||||||
# # just the values that make up the curve graphic,
|
|
||||||
# # i think?
|
|
||||||
# px_width=cw,
|
|
||||||
# )
|
|
||||||
# profiler(
|
|
||||||
# 'm4 downsampled\n'
|
|
||||||
# f' ds bins: {nb}\n'
|
|
||||||
# f' x.shape: {x.shape}\n'
|
|
||||||
# f' y.shape: {y.shape}\n'
|
|
||||||
# f' x: {x}\n'
|
|
||||||
# f' y: {y}\n'
|
|
||||||
# )
|
|
||||||
|
|
||||||
# assert y.size == mxmn.size
|
|
||||||
|
|
||||||
# NOTE: vlm may be written by the ``brokerd`` backend
|
|
||||||
# event though a tick sample is not emitted.
|
|
||||||
# TODO: show dark trades differently
|
|
||||||
# https://github.com/pikers/piker/issues/116
|
|
||||||
|
|
||||||
# NOTE: this used to be implemented in a dedicated
|
|
||||||
# "increment tas": ``check_for_new_bars()`` but it doesn't
|
|
||||||
# make sense to do a whole task switch when we can just do
|
|
||||||
# this simple index-diff and all the fsp sub-curve graphics
|
|
||||||
# are diffed on each draw cycle anyway; so updates to the
|
|
||||||
# "curve" length is already automatic.
|
|
||||||
|
|
||||||
# increment the view position by the sample offset.
|
|
||||||
i_step = ohlcv.index
|
|
||||||
i_diff = i_step - vars['i_last']
|
|
||||||
vars['i_last'] = i_step
|
|
||||||
|
|
||||||
# don't real-time "shift" the curve to the
|
# don't real-time "shift" the curve to the
|
||||||
# left under the following conditions:
|
# left under the following conditions:
|
||||||
if (
|
if (
|
||||||
i_diff > 0 # no new sample step
|
i_diff > 0 # no new sample step
|
||||||
and xpx < update_uppx # chart is zoomed out very far
|
and xpx < update_uppx # chart is zoomed out very far
|
||||||
and r >= i_step # the last datum isn't in view
|
and r >= i_step # the last datum is in view
|
||||||
):
|
):
|
||||||
# TODO: we should track and compute whether the last
|
# TODO: we should track and compute whether the last
|
||||||
# pixel in a curve should show new data based on uppx
|
# pixel in a curve should show new data based on uppx
|
||||||
|
@ -429,7 +387,9 @@ def graphics_update_cycle(
|
||||||
|
|
||||||
if vlm_chart:
|
if vlm_chart:
|
||||||
# always update y-label
|
# always update y-label
|
||||||
ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
|
ds.vlm_sticky.update_from_data(
|
||||||
|
*array[-1][['index', 'volume']]
|
||||||
|
)
|
||||||
|
|
||||||
if (
|
if (
|
||||||
# if zoomed out alot don't update the last "bar"
|
# if zoomed out alot don't update the last "bar"
|
||||||
|
@ -460,17 +420,17 @@ def graphics_update_cycle(
|
||||||
mx_vlm_in_view != last_mx_vlm
|
mx_vlm_in_view != last_mx_vlm
|
||||||
or mx_vlm_in_view > last_mx_vlm
|
or mx_vlm_in_view > last_mx_vlm
|
||||||
):
|
):
|
||||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
|
||||||
yrange = (0, mx_vlm_in_view * 1.375)
|
yrange = (0, mx_vlm_in_view * 1.375)
|
||||||
vlm_chart.view._set_yrange(
|
vlm_chart.view._set_yrange(
|
||||||
yrange=yrange,
|
yrange=yrange,
|
||||||
)
|
)
|
||||||
|
# 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():
|
||||||
update_fsp_chart(
|
update_fsp_chart(
|
||||||
vlm_chart,
|
vlm_chart,
|
||||||
flow.shm,
|
flow,
|
||||||
curve_name,
|
curve_name,
|
||||||
array_key=curve_name,
|
array_key=curve_name,
|
||||||
)
|
)
|
||||||
|
@ -525,7 +485,6 @@ def graphics_update_cycle(
|
||||||
# current) tick first order as an optimization where we only
|
# current) tick first order as an optimization where we only
|
||||||
# update from the last tick from each type class.
|
# update from the last tick from each type class.
|
||||||
# last_clear_updated: bool = False
|
# last_clear_updated: bool = False
|
||||||
# for typ, tick in reversed(lasts.items()):
|
|
||||||
|
|
||||||
# update ohlc sampled price bars
|
# update ohlc sampled price bars
|
||||||
if (
|
if (
|
||||||
|
@ -537,7 +496,7 @@ def graphics_update_cycle(
|
||||||
array,
|
array,
|
||||||
)
|
)
|
||||||
|
|
||||||
# iterate in FIFO order per frame
|
# iterate in FIFO order per tick-frame
|
||||||
for typ, tick in lasts.items():
|
for typ, tick in lasts.items():
|
||||||
|
|
||||||
price = tick.get('price')
|
price = tick.get('price')
|
||||||
|
@ -608,42 +567,34 @@ def graphics_update_cycle(
|
||||||
if (
|
if (
|
||||||
(mx > vars['last_mx']) or (mn < vars['last_mn'])
|
(mx > vars['last_mx']) or (mn < vars['last_mn'])
|
||||||
and not chart._static_yrange == 'axis'
|
and not chart._static_yrange == 'axis'
|
||||||
|
and r > i_step # the last datum is in view
|
||||||
):
|
):
|
||||||
# print(f'new y range: {(mn, mx)}')
|
main_vb = chart.view
|
||||||
chart.view._set_yrange(
|
if (
|
||||||
yrange=(mn, mx),
|
main_vb._ic is None
|
||||||
# TODO: we should probably scale
|
or not main_vb._ic.is_set()
|
||||||
# the view margin based on the size
|
):
|
||||||
# of the true range? This way you can
|
main_vb._set_yrange(
|
||||||
# slap in orders outside the current
|
# TODO: we should probably scale
|
||||||
# L1 (only) book range.
|
# the view margin based on the size
|
||||||
# range_margin=0.1,
|
# of the true range? This way you can
|
||||||
)
|
# slap in orders outside the current
|
||||||
|
# L1 (only) book range.
|
||||||
|
# range_margin=0.1,
|
||||||
|
yrange=(mn, mx),
|
||||||
|
)
|
||||||
|
|
||||||
vars['last_mx'], vars['last_mn'] = mx, mn
|
vars['last_mx'], vars['last_mn'] = mx, mn
|
||||||
|
|
||||||
# run synchronous update on all derived fsp subplots
|
# run synchronous update on all linked flows
|
||||||
for name, subchart in ds.linked.subplots.items():
|
for curve_name, flow in chart._flows.items():
|
||||||
if name == 'volume':
|
# TODO: should the "main" (aka source) flow be special?
|
||||||
|
if curve_name == chart.data_key:
|
||||||
continue
|
continue
|
||||||
|
|
||||||
update_fsp_chart(
|
|
||||||
subchart,
|
|
||||||
subchart._shm,
|
|
||||||
|
|
||||||
# XXX: do we really needs seperate names here?
|
|
||||||
name,
|
|
||||||
array_key=name,
|
|
||||||
)
|
|
||||||
subchart.cv._set_yrange()
|
|
||||||
|
|
||||||
# TODO: all overlays on all subplots..
|
|
||||||
|
|
||||||
# run synchronous update on all derived overlays
|
|
||||||
for curve_name, flow in chart._flows.items():
|
|
||||||
update_fsp_chart(
|
update_fsp_chart(
|
||||||
chart,
|
chart,
|
||||||
flow.shm,
|
flow,
|
||||||
curve_name,
|
curve_name,
|
||||||
array_key=curve_name,
|
array_key=curve_name,
|
||||||
)
|
)
|
||||||
|
@ -737,6 +688,7 @@ async def display_symbol_data(
|
||||||
|
|
||||||
# TODO: a data view api that makes this less shit
|
# TODO: a data view api that makes this less shit
|
||||||
chart._shm = ohlcv
|
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
|
||||||
|
@ -793,7 +745,7 @@ async def display_symbol_data(
|
||||||
# that it isn't double rendered in the display loop
|
# that it isn't double rendered in the display loop
|
||||||
# above since we do a maxmin calc on the volume data to
|
# above since we do a maxmin calc on the volume data to
|
||||||
# determine if auto-range adjustements should be made.
|
# determine if auto-range adjustements should be made.
|
||||||
linked.subplots.pop('volume', None)
|
# linked.subplots.pop('volume', None)
|
||||||
|
|
||||||
# TODO: make this not so shit XD
|
# TODO: make this not so shit XD
|
||||||
# close group status
|
# close group status
|
||||||
|
|
|
@ -72,12 +72,16 @@ def has_vlm(ohlcv: ShmArray) -> bool:
|
||||||
|
|
||||||
def update_fsp_chart(
|
def update_fsp_chart(
|
||||||
chart: ChartPlotWidget,
|
chart: ChartPlotWidget,
|
||||||
shm: ShmArray,
|
flow,
|
||||||
graphics_name: str,
|
graphics_name: str,
|
||||||
array_key: Optional[str],
|
array_key: Optional[str],
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
|
shm = flow.shm
|
||||||
|
if not shm:
|
||||||
|
return
|
||||||
|
|
||||||
array = shm.array
|
array = shm.array
|
||||||
last_row = try_read(array)
|
last_row = try_read(array)
|
||||||
|
|
||||||
|
@ -271,6 +275,7 @@ async def run_fsp_ui(
|
||||||
# data looked up from the chart's internal array set.
|
# data looked up from the chart's internal array set.
|
||||||
# TODO: we must get a data view api going STAT!!
|
# TODO: we must get a data view api going STAT!!
|
||||||
chart._shm = shm
|
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
|
||||||
|
@ -282,7 +287,7 @@ async def run_fsp_ui(
|
||||||
# first UI update, usually from shm pushed history
|
# first UI update, usually from shm pushed history
|
||||||
update_fsp_chart(
|
update_fsp_chart(
|
||||||
chart,
|
chart,
|
||||||
shm,
|
chart._flows[array_key],
|
||||||
name,
|
name,
|
||||||
array_key=array_key,
|
array_key=array_key,
|
||||||
)
|
)
|
||||||
|
@ -441,8 +446,11 @@ class FspAdmin:
|
||||||
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':
|
if msg == 'update':
|
||||||
log.info(f'Re-syncing graphics for fsp: {ns_path}')
|
# if the chart isn't hidden try to update
|
||||||
self.linked.graphics_cycle()
|
# the data on screen.
|
||||||
|
if not self.linked.isHidden():
|
||||||
|
log.info(f'Re-syncing graphics for fsp: {ns_path}')
|
||||||
|
self.linked.graphics_cycle()
|
||||||
else:
|
else:
|
||||||
log.info(f'recved unexpected fsp engine msg: {msg}')
|
log.info(f'recved unexpected fsp engine msg: {msg}')
|
||||||
|
|
||||||
|
@ -631,6 +639,7 @@ 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(
|
||||||
|
@ -794,13 +803,16 @@ async def open_vlm_displays(
|
||||||
color=color,
|
color=color,
|
||||||
step_mode=step_mode,
|
step_mode=step_mode,
|
||||||
style=style,
|
style=style,
|
||||||
|
pi=pi,
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: we need a better API to do this..
|
# TODO: we need a better API to do this..
|
||||||
# specially store ref to shm for lookup in display loop
|
# specially store ref to shm for lookup in display loop
|
||||||
# since only a placeholder of `None` is entered in
|
# since only a placeholder of `None` is entered in
|
||||||
# ``.draw_curve()``.
|
# ``.draw_curve()``.
|
||||||
chart._flows[name].shm = shm
|
flow = chart._flows[name]
|
||||||
|
assert flow.plot is pi
|
||||||
|
flow.shm = shm
|
||||||
|
|
||||||
chart_curves(
|
chart_curves(
|
||||||
fields,
|
fields,
|
||||||
|
@ -835,6 +847,9 @@ 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')
|
||||||
|
# avoid range sorting on volume once disabled
|
||||||
|
chart.view.disable_auto_yrange()
|
||||||
|
|
||||||
# Trade rate overlay
|
# Trade rate overlay
|
||||||
# XXX: requires an additional overlay for
|
# XXX: requires an additional overlay for
|
||||||
|
@ -875,7 +890,10 @@ async def open_vlm_displays(
|
||||||
style='dash',
|
style='dash',
|
||||||
)
|
)
|
||||||
|
|
||||||
for pi in (dvlm_pi, tr_pi):
|
for pi in (
|
||||||
|
dvlm_pi,
|
||||||
|
tr_pi,
|
||||||
|
):
|
||||||
for name, axis_info in pi.axes.items():
|
for name, axis_info in pi.axes.items():
|
||||||
# lol this sux XD
|
# lol this sux XD
|
||||||
axis = axis_info['item']
|
axis = axis_info['item']
|
||||||
|
|
|
@ -393,6 +393,11 @@ class ChartView(ViewBox):
|
||||||
def start_ic(
|
def start_ic(
|
||||||
self,
|
self,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
'''
|
||||||
|
Signal the beginning of a click-drag interaction
|
||||||
|
to any interested task waiters.
|
||||||
|
|
||||||
|
'''
|
||||||
if self._ic is None:
|
if self._ic is None:
|
||||||
self.chart.pause_all_feeds()
|
self.chart.pause_all_feeds()
|
||||||
self._ic = trio.Event()
|
self._ic = trio.Event()
|
||||||
|
@ -400,13 +405,13 @@ class ChartView(ViewBox):
|
||||||
def signal_ic(
|
def signal_ic(
|
||||||
self,
|
self,
|
||||||
*args,
|
*args,
|
||||||
# ev = None,
|
|
||||||
) -> None:
|
|
||||||
if args:
|
|
||||||
print(f'range change dun: {args}')
|
|
||||||
else:
|
|
||||||
print('proxy called')
|
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Signal the end of a click-drag interaction
|
||||||
|
to any waiters.
|
||||||
|
|
||||||
|
'''
|
||||||
if self._ic:
|
if self._ic:
|
||||||
self._ic.set()
|
self._ic.set()
|
||||||
self._ic = None
|
self._ic = None
|
||||||
|
@ -674,7 +679,6 @@ class ChartView(ViewBox):
|
||||||
self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
|
self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
|
||||||
|
|
||||||
if ev.isFinish():
|
if ev.isFinish():
|
||||||
print('DRAG FINISH')
|
|
||||||
self.signal_ic()
|
self.signal_ic()
|
||||||
# self._ic.set()
|
# self._ic.set()
|
||||||
# self._ic = None
|
# self._ic = None
|
||||||
|
@ -780,27 +784,32 @@ class ChartView(ViewBox):
|
||||||
# TODO: maybe should be a method on the
|
# TODO: maybe should be a method on the
|
||||||
# chart widget/item?
|
# chart widget/item?
|
||||||
# if False:
|
# if False:
|
||||||
if autoscale_linked_plots:
|
# if autoscale_linked_plots:
|
||||||
# avoid recursion by sibling plots
|
# # avoid recursion by sibling plots
|
||||||
linked = self.linkedsplits
|
# linked = self.linkedsplits
|
||||||
plots = list(linked.subplots.copy().values())
|
# plots = list(linked.subplots.copy().values())
|
||||||
main = linked.chart
|
# main = linked.chart
|
||||||
if main:
|
# if main:
|
||||||
plots.append(main)
|
# plots.append(main)
|
||||||
|
|
||||||
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')
|
||||||
|
|
||||||
if set_range:
|
if set_range:
|
||||||
|
|
||||||
yrange = self._maxmin()
|
if not yrange:
|
||||||
if yrange is None:
|
# XXX: only compute the mxmn range
|
||||||
return
|
# if none is provided as input!
|
||||||
|
yrange = self._maxmin()
|
||||||
|
|
||||||
|
if yrange is None:
|
||||||
|
log.warning(f'No yrange provided for {self.name}!?')
|
||||||
|
return
|
||||||
|
|
||||||
ylow, yhigh = yrange
|
ylow, yhigh = yrange
|
||||||
|
|
||||||
|
@ -834,8 +843,17 @@ 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)
|
src_vb.sigXRangeChanged.connect(self._set_yrange)
|
||||||
|
|
||||||
|
# splitter(s) resizing
|
||||||
|
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
|
||||||
|
@ -846,17 +864,24 @@ class ChartView(ViewBox):
|
||||||
self.maybe_downsample_graphics
|
self.maybe_downsample_graphics
|
||||||
)
|
)
|
||||||
|
|
||||||
# mouse wheel doesn't emit XRangeChanged
|
|
||||||
src_vb.sigRangeChangedManually.connect(self._set_yrange)
|
|
||||||
|
|
||||||
# splitter(s) resizing
|
|
||||||
src_vb.sigResized.connect(self._set_yrange)
|
|
||||||
|
|
||||||
def disable_auto_yrange(
|
def disable_auto_yrange(
|
||||||
self,
|
self,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
self._chart._static_yrange = 'axis'
|
# self._chart._static_yrange = 'axis'
|
||||||
|
|
||||||
|
self.sigXRangeChanged.disconnect(
|
||||||
|
self._set_yrange,
|
||||||
|
)
|
||||||
|
self.sigResized.disconnect(
|
||||||
|
self._set_yrange,
|
||||||
|
)
|
||||||
|
self.sigRangeChangedManually.disconnect(
|
||||||
|
self.maybe_downsample_graphics
|
||||||
|
)
|
||||||
|
self.sigRangeChangedManually.disconnect(
|
||||||
|
self._set_yrange,
|
||||||
|
)
|
||||||
|
|
||||||
def x_uppx(self) -> float:
|
def x_uppx(self) -> float:
|
||||||
'''
|
'''
|
||||||
|
@ -902,8 +927,8 @@ class ChartView(ViewBox):
|
||||||
linked = self.linkedsplits
|
linked = self.linkedsplits
|
||||||
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, graphics in chart._graphics.items():
|
for name, flow in chart._flows.items():
|
||||||
# print(f'maybe ds chart:{name} graphic:{name}')
|
graphics = flow.graphics
|
||||||
|
|
||||||
use_vr = False
|
use_vr = False
|
||||||
if isinstance(graphics, BarItems):
|
if isinstance(graphics, BarItems):
|
||||||
|
|
Loading…
Reference in New Issue