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10 Commits
61c4147b73
...
e2e3e30d7a
Author | SHA1 | Date |
---|---|---|
Tyler Goodlet | e2e3e30d7a | |
Tyler Goodlet | dd292b3652 | |
Tyler Goodlet | 140d21c179 | |
Tyler Goodlet | 1412c435fd | |
Tyler Goodlet | acef3505fd | |
Tyler Goodlet | bfeebba734 | |
Tyler Goodlet | e2a299fe6c | |
Tyler Goodlet | 9c46b92ce7 | |
Tyler Goodlet | 9a0605e405 | |
Tyler Goodlet | ae6d5b07e7 |
piker
clearing
data
fsp
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@ -94,21 +94,6 @@ async def open_history_client(
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yield get_ohlc, {'erlangs': 3, 'rate': 3}
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async def backfill_bars(
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symbol: str,
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shm: ShmArray, # type: ignore # noqa
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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) -> None:
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"""Fill historical bars into shared mem / storage afap.
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"""
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instrument = symbol
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with trio.CancelScope() as cs:
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async with open_cached_client('deribit') as client:
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bars = await client.bars(instrument)
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shm.push(bars)
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task_status.started(cs)
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async def stream_quotes(
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send_chan: trio.abc.SendChannel,
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|
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@ -303,24 +303,6 @@ async def open_history_client(
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yield get_ohlc, {'erlangs': 1, 'rate': 1}
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async def backfill_bars(
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sym: str,
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shm: ShmArray, # type: ignore # noqa
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count: int = 10, # NOTE: any more and we'll overrun the underlying buffer
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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) -> None:
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'''
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Fill historical bars into shared mem / storage afap.
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'''
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with trio.CancelScope() as cs:
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async with open_cached_client('kraken') as client:
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bars = await client.bars(symbol=sym)
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shm.push(bars)
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task_status.started(cs)
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async def stream_quotes(
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send_chan: trio.abc.SendChannel,
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@ -419,6 +401,7 @@ async def stream_quotes(
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yield
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# unsub from all pairs on teardown
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if ws.connected():
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await ws.send_msg({
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'pair': list(ws_pairs.values()),
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'event': 'unsubscribe',
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|
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@ -172,6 +172,7 @@ async def clear_dark_triggers(
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# TODO:
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# - numba all this!
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# - this stream may eventually contain multiple symbols
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quote_stream._raise_on_lag = False
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async for quotes in quote_stream:
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# start = time.time()
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for sym, quote in quotes.items():
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|
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@ -414,7 +414,9 @@ async def start_backfill(
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and starts[next_start_dt] <= 6
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):
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start_dt = min(starts)
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print(f"SKIPPING DUPLICATE FRAME @ {next_start_dt}")
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log.warning(
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f"{bfqsn}: skipping duplicate frame @ {next_start_dt}"
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)
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starts[start_dt] += 1
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continue
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@ -616,10 +618,7 @@ async def tsdb_backfill(
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# unblock the feed bus management task
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# assert len(shms[1].array)
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task_status.started((
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shms[60],
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shms[1],
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))
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task_status.started()
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async def back_load_from_tsdb(
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timeframe: int,
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@ -868,10 +867,7 @@ async def manage_history(
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marketstore.open_storage_client(fqsn)as storage,
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):
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# TODO: drop returning the output that we pass in?
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(
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hist_shm,
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rt_shm,
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) = await bus.nursery.start(
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await bus.nursery.start(
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tsdb_backfill,
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mod,
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marketstore,
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@ -21,7 +21,9 @@ core task logic for processing chains
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from dataclasses import dataclass
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from functools import partial
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from typing import (
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AsyncIterator, Callable, Optional,
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AsyncIterator,
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Callable,
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Optional,
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Union,
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)
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@ -386,7 +388,7 @@ async def cascade(
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) -> tuple[TaskTracker, int]:
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# TODO: adopt an incremental update engine/approach
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# where possible here eventually!
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log.debug(f're-syncing fsp {func_name} to source')
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log.info(f're-syncing fsp {func_name} to source')
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tracker.cs.cancel()
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await tracker.complete.wait()
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tracker, index = await n.start(fsp_target)
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@ -429,6 +431,7 @@ async def cascade(
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tracker: TaskTracker,
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src: ShmArray,
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dst: ShmArray,
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) -> tuple[TaskTracker, int]:
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synced, step_diff, _ = is_synced(src, dst)
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@ -444,7 +447,8 @@ async def cascade(
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# signal
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times = src.array['time']
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if len(times) > 1:
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delay_s = float(times[-1] - times[times != times[-1]][-1])
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last_ts = times[-1]
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delay_s = float(last_ts - times[times != last_ts][-1])
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else:
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# our default "HFT" sample rate.
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delay_s = _default_delay_s
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|
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@ -127,7 +127,10 @@ class GodWidget(QWidget):
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# self.init_strategy_ui()
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# self.vbox.addLayout(self.hbox)
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self._chart_cache: dict[str, LinkedSplits] = {}
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self._chart_cache: dict[
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str,
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tuple[LinkedSplits, LinkedSplits],
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] = {}
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self.hist_linked: Optional[LinkedSplits] = None
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self.rt_linked: Optional[LinkedSplits] = None
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@ -147,23 +150,6 @@ class GodWidget(QWidget):
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def linkedsplits(self) -> LinkedSplits:
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return self.rt_linked
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# def init_timeframes_ui(self):
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# self.tf_layout = QHBoxLayout()
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# self.tf_layout.setSpacing(0)
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# self.tf_layout.setContentsMargins(0, 12, 0, 0)
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# time_frames = ('1M', '5M', '15M', '30M', '1H', '1D', '1W', 'MN')
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# btn_prefix = 'TF'
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# for tf in time_frames:
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# btn_name = ''.join([btn_prefix, tf])
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# btn = QtWidgets.QPushButton(tf)
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# # TODO:
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# btn.setEnabled(False)
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# setattr(self, btn_name, btn)
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# self.tf_layout.addWidget(btn)
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# self.toolbar_layout.addLayout(self.tf_layout)
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# XXX: strat loader/saver that we don't need yet.
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# def init_strategy_ui(self):
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# self.strategy_box = StrategyBoxWidget(self)
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@ -19,6 +19,10 @@ Data vizualization APIs
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'''
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from __future__ import annotations
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from math import (
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ceil,
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floor,
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)
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from typing import (
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Optional,
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Literal,
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@ -456,13 +460,13 @@ class Viz(msgspec.Struct): # , frozen=True):
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array = self.shm.array
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index = array[index_field]
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first = round(index[0])
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last = round(index[-1])
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first = floor(index[0])
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last = ceil(index[-1])
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# first and last datums in view determined by
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# l / r view range.
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leftmost = round(l)
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rightmost = round(r)
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leftmost = floor(l)
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rightmost = ceil(r)
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# invalid view state
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if (
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|
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@ -457,7 +457,7 @@ def graphics_update_cycle(
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# state-tracking ``chart_maxmin()`` routine from above?
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chart = ds.chart
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hist_chart = ds.godwidget.hist_linked.chart
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hist_chart = ds.hist_chart
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flume = ds.flume
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sym = flume.symbol
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|
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@ -24,7 +24,6 @@ for fast incremental update.
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'''
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from __future__ import annotations
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from typing import (
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Optional,
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TYPE_CHECKING,
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)
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@ -61,17 +60,6 @@ class Renderer(msgspec.Struct):
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path: QPainterPath | None = None
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fast_path: QPainterPath | None = None
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# XXX: just ideas..
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# called on the final data (transform) output to convert
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# to "graphical data form" a format that can be passed to
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# the ``.draw()`` implementation.
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# graphics_t: Optional[Callable[ShmArray, np.ndarray]] = None
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# graphics_t_shm: Optional[ShmArray] = None
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# path graphics update implementation methods
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# prepend_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
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# append_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
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# downsampling state
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_last_uppx: float = 0
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_in_ds: bool = False
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@ -218,7 +206,7 @@ class Renderer(msgspec.Struct):
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):
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# print(f"{self.viz.name} -> REDRAWING BRUH")
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if new_sample_rate and showing_src_data:
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log.info(f'DEDOWN -> {array_key}')
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log.info(f'DE-downsampling -> {array_key}')
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self._in_ds = False
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elif should_ds and uppx > 1:
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@ -269,10 +257,7 @@ class Renderer(msgspec.Struct):
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append_length > 0
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and do_append
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):
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print(f'{array_key} append len: {append_length}')
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# new_x = x_1d[-append_length - 2:] # slice_to_head]
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# new_y = y_1d[-append_length - 2:] # slice_to_head]
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profiler('sliced append path')
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profiler(f'sliced append path {append_length}')
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# (
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# x_1d,
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# y_1d,
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@ -300,22 +285,23 @@ class Renderer(msgspec.Struct):
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profiler('generated append qpath')
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if use_fpath:
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# print(f'{self.viz.name}: FAST PATH')
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# an attempt at trying to make append-updates faster..
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if fast_path is None:
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fast_path = append_path
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# fast_path.reserve(int(6e3))
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else:
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# print(
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# f'{self.viz.name}: FAST PATH\n'
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# f"append_path br: {append_path.boundingRect()}\n"
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# f"path size: {size}\n"
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# f"append_path len: {append_path.length()}\n"
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# f"fast_path len: {fast_path.length()}\n"
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# )
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fast_path.connectPath(append_path)
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size = fast_path.capacity()
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profiler(f'connected fast path w size: {size}')
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print(
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f"append_path br: {append_path.boundingRect()}\n"
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f"path size: {size}\n"
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f"append_path len: {append_path.length()}\n"
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f"fast_path len: {fast_path.length()}\n"
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)
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# graphics.path.moveTo(new_x[0], new_y[0])
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# path.connectPath(append_path)
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|
|
|
@ -144,15 +144,29 @@ class CompleterView(QTreeView):
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self._font_size: int = 0 # pixels
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self._init: bool = False
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async def on_pressed(self, idx: QModelIndex) -> None:
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async def on_pressed(
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self,
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idx: QModelIndex,
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) -> None:
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'''
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Mouse pressed on view handler.
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'''
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search = self.parent()
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await search.chart_current_item()
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await search.chart_current_item(
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clear_to_cache=True,
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)
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# XXX: this causes Qt to hang and segfault..lovely
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# self.show_cache_entries(
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# only=True,
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# keep_current_item_selected=True,
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||||
# )
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search.focus()
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def set_font_size(self, size: int = 18):
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# print(size)
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if size < 0:
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|
@ -288,7 +302,7 @@ class CompleterView(QTreeView):
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def select_first(self) -> QStandardItem:
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'''
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Select the first depth >= 2 entry from the completer tree and
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return it's item.
|
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return its item.
|
||||
|
||||
'''
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# ensure we're **not** selecting the first level parent node and
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|
@ -615,6 +629,8 @@ class SearchWidget(QtWidgets.QWidget):
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|||
def show_cache_entries(
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self,
|
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only: bool = False,
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keep_current_item_selected: bool = False,
|
||||
|
||||
) -> None:
|
||||
'''
|
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Clear the search results view and show only cached (aka recently
|
||||
|
@ -624,10 +640,14 @@ class SearchWidget(QtWidgets.QWidget):
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godw = self.godwidget
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||||
|
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# first entry in the cache is the current symbol(s)
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fqsns = []
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|
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fqsns = set()
|
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for multi_fqsns in list(godw._chart_cache):
|
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fqsns.extend(list(multi_fqsns))
|
||||
for fqsn in set(multi_fqsns):
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fqsns.add(fqsn)
|
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|
||||
if keep_current_item_selected:
|
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sel = self.view.selectionModel()
|
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cidx = sel.currentIndex()
|
||||
|
||||
self.view.set_section_entries(
|
||||
'cache',
|
||||
|
@ -637,7 +657,17 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
reverse=True,
|
||||
)
|
||||
|
||||
def get_current_item(self) -> Optional[tuple[str, str]]:
|
||||
if (
|
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keep_current_item_selected
|
||||
and cidx.isValid()
|
||||
):
|
||||
# set current selection back to what it was before filling out
|
||||
# the view results.
|
||||
self.view.select_from_idx(cidx)
|
||||
else:
|
||||
self.view.select_first()
|
||||
|
||||
def get_current_item(self) -> tuple[QModelIndex, str, str] | None:
|
||||
'''
|
||||
Return the current completer tree selection as
|
||||
a tuple ``(parent: str, child: str)`` if valid, else ``None``.
|
||||
|
@ -665,7 +695,11 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
if provider == 'cache':
|
||||
symbol, _, provider = symbol.rpartition('.')
|
||||
|
||||
return provider, symbol
|
||||
return (
|
||||
cidx,
|
||||
provider,
|
||||
symbol,
|
||||
)
|
||||
|
||||
else:
|
||||
return None
|
||||
|
@ -686,7 +720,7 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
if value is None:
|
||||
return None
|
||||
|
||||
provider, symbol = value
|
||||
cidx, provider, symbol = value
|
||||
godw = self.godwidget
|
||||
|
||||
fqsn = f'{symbol}.{provider}'
|
||||
|
@ -715,7 +749,9 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
godw.rt_linked,
|
||||
)
|
||||
)
|
||||
self.show_cache_entries(only=True)
|
||||
self.show_cache_entries(
|
||||
only=True,
|
||||
)
|
||||
|
||||
self.bar.focus()
|
||||
return fqsn
|
||||
|
@ -956,11 +992,10 @@ async def handle_keyboard_input(
|
|||
global _search_active, _search_enabled
|
||||
|
||||
# startup
|
||||
bar = searchbar
|
||||
search = searchbar.parent()
|
||||
godwidget = search.godwidget
|
||||
view = bar.view
|
||||
view.set_font_size(bar.dpi_font.px_size)
|
||||
searchw = searchbar.parent()
|
||||
godwidget = searchw.godwidget
|
||||
view = searchbar.view
|
||||
view.set_font_size(searchbar.dpi_font.px_size)
|
||||
send, recv = trio.open_memory_channel(616)
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
|
@ -971,13 +1006,13 @@ async def handle_keyboard_input(
|
|||
n.start_soon(
|
||||
partial(
|
||||
fill_results,
|
||||
search,
|
||||
searchw,
|
||||
recv,
|
||||
)
|
||||
)
|
||||
|
||||
bar.focus()
|
||||
search.show_cache_entries()
|
||||
searchbar.focus()
|
||||
searchw.show_cache_entries()
|
||||
await trio.sleep(0)
|
||||
|
||||
async for kbmsg in recv_chan:
|
||||
|
@ -994,16 +1029,24 @@ async def handle_keyboard_input(
|
|||
Qt.Key_Return
|
||||
):
|
||||
_search_enabled = False
|
||||
await search.chart_current_item(clear_to_cache=True)
|
||||
search.show_cache_entries(only=True)
|
||||
await searchw.chart_current_item(clear_to_cache=True)
|
||||
|
||||
# XXX: causes hang and segfault..
|
||||
# searchw.show_cache_entries(
|
||||
# only=True,
|
||||
# keep_current_item_selected=True,
|
||||
# )
|
||||
|
||||
view.show_matches()
|
||||
search.focus()
|
||||
|
||||
elif not ctl and not bar.text():
|
||||
searchw.focus()
|
||||
|
||||
elif (
|
||||
not ctl
|
||||
and not searchbar.text()
|
||||
):
|
||||
# TODO: really should factor this somewhere..bc
|
||||
# we're doin it in another spot as well..
|
||||
search.show_cache_entries(only=True)
|
||||
searchw.show_cache_entries(only=True)
|
||||
continue
|
||||
|
||||
# cancel and close
|
||||
|
@ -1012,7 +1055,7 @@ async def handle_keyboard_input(
|
|||
Qt.Key_Space, # i feel like this is the "native" one
|
||||
Qt.Key_Alt,
|
||||
}:
|
||||
bar.unfocus()
|
||||
searchbar.unfocus()
|
||||
|
||||
# kill the search and focus back on main chart
|
||||
if godwidget:
|
||||
|
@ -1020,41 +1063,54 @@ async def handle_keyboard_input(
|
|||
|
||||
continue
|
||||
|
||||
if ctl and key in {
|
||||
Qt.Key_L,
|
||||
}:
|
||||
if (
|
||||
ctl
|
||||
and key in {Qt.Key_L}
|
||||
):
|
||||
# like url (link) highlight in a web browser
|
||||
bar.focus()
|
||||
searchbar.focus()
|
||||
|
||||
# selection navigation controls
|
||||
elif ctl and key in {
|
||||
Qt.Key_D,
|
||||
}:
|
||||
elif (
|
||||
ctl
|
||||
and key in {Qt.Key_D}
|
||||
):
|
||||
view.next_section(direction='down')
|
||||
_search_enabled = False
|
||||
|
||||
elif ctl and key in {
|
||||
Qt.Key_U,
|
||||
}:
|
||||
elif (
|
||||
ctl
|
||||
and key in {Qt.Key_U}
|
||||
):
|
||||
view.next_section(direction='up')
|
||||
_search_enabled = False
|
||||
|
||||
# selection navigation controls
|
||||
elif (ctl and key in {
|
||||
|
||||
elif (
|
||||
ctl and (
|
||||
key in {
|
||||
Qt.Key_K,
|
||||
Qt.Key_J,
|
||||
}
|
||||
|
||||
}) or key in {
|
||||
|
||||
or key in {
|
||||
Qt.Key_Up,
|
||||
Qt.Key_Down,
|
||||
}:
|
||||
}
|
||||
)
|
||||
):
|
||||
_search_enabled = False
|
||||
if key in {Qt.Key_K, Qt.Key_Up}:
|
||||
|
||||
if key in {
|
||||
Qt.Key_K,
|
||||
Qt.Key_Up
|
||||
}:
|
||||
item = view.select_previous()
|
||||
|
||||
elif key in {Qt.Key_J, Qt.Key_Down}:
|
||||
elif key in {
|
||||
Qt.Key_J,
|
||||
Qt.Key_Down,
|
||||
}:
|
||||
item = view.select_next()
|
||||
|
||||
if item:
|
||||
|
@ -1063,15 +1119,18 @@ async def handle_keyboard_input(
|
|||
# if we're in the cache section and thus the next
|
||||
# selection is a cache item, switch and show it
|
||||
# immediately since it should be very fast.
|
||||
if parent_item and parent_item.text() == 'cache':
|
||||
await search.chart_current_item(clear_to_cache=False)
|
||||
if (
|
||||
parent_item
|
||||
and parent_item.text() == 'cache'
|
||||
):
|
||||
await searchw.chart_current_item(clear_to_cache=False)
|
||||
|
||||
# ACTUAL SEARCH BLOCK #
|
||||
# where we fuzzy complete and fill out sections.
|
||||
elif not ctl:
|
||||
# relay to completer task
|
||||
_search_enabled = True
|
||||
send.send_nowait(search.bar.text())
|
||||
send.send_nowait(searchw.bar.text())
|
||||
_search_active.set()
|
||||
|
||||
|
||||
|
|
Loading…
Reference in New Issue