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47 Commits

Author SHA1 Message Date
Gud Boi a97f6c8dcf Flip `.tsp._history` logger to explicit mod-name (again) 2026-02-22 22:08:35 -05:00
Gud Boi a940018721 Adjust binance stale-bar detection to 2x tolerance
Change the stale-bar check in `.binance.feed` from `timeframe` to
`timeframe * 2` tolerance to avoid false-positive pauses when bars
are slightly delayed but still within acceptable bounds.

Styling,
- add walrus operator to capture `_time_step` for debugger
  inspection.
- add comment explaining the debug purpose of this check.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 964f207150 Replace assert with warn for no-gaps in `.storage.cli`
Change `assert aids` to a warning log when no history gaps are found
during `ldshm` gap detection; it is the **ideal case** OBVI. This avoids
crashing the CLI when gap detection finds no issues, which is actually
good news!

Bp

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi fdb3999902 .tsp._history: add gap detection in backfill loop
Add frame-gap detection when `frame_last_dt < end_dt_param` to
warn about potential venue closures or missing data during the
backfill loop in `start_backfill()`.

Deats,
- add `frame_last_dt < end_dt_param` check after frame recv
- log warnings with EST-converted timestamps for clarity
- add `await tractor.pause()` for REPL-investigation on gaps
- add TODO comment about venue closure hour checking
- capture `_until_was_none` walrus var for null-check clarity
- add `last_time` assertion for `time[-1] == next_end_dt`
- rename `_daterr` to `nodata` with `_nodata` capture

Also,
- import `pendulum.timezone` and create `est` tz instance
- change `get_logger()` import from `.data._util` to `.log`
- add parens around `(next_prepend_index - ln) < 0` check

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi d1991b3300 Guard against `None` chart in `ArrowEditor.remove()`
Add null check for `linked.chart` before calling
`.plotItem.removeItem()` to prevent `AttributeError` when chart
is `None`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi b90edf95a7 .ib.feed: only set `feed_is_live` after first quote
Move `feed_is_live.set()` to after receiving the first valid
quote instead of setting early on venue-closed path. Prevents
sampler registration when no live data expected.

Also,
- drop redundant `.set()` call in quote iteration loop
- add TODO note about sleeping until venue opens vs forever
- init `first_quote: dict` early for consistency

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi ce3d8e7a1e Only register shms w sampler when `feed_is_live`
Add timeout-gated wait for `feed_is_live: trio.Event` before passing shm
tokens to `open_sample_stream()`; skip registering shm-buffers with the
sampler if the feed doesn't "go live" within a new timeout.

The main motivation here is to avoid the sampler incrementing shm-array
bufs when the mkt-venue is closed so that a trailing "same price"
line/bars isn't updated/rendered in the chart's view when unnecessary.

Deats,
- add `wait_for_live_timeout: float = 0.5` param to `manage_history()`
- warn-log the fqme when timeout triggers
- add error log for invalid `frame_start_dt` comparisons to
  `maybe_fill_null_segments()`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi f2b04c4071 Clarify `register_with_sampler()` started type and vars
Markup `ctx.started()` type-sig as `set[int]`, rename binding var
`first` to `shm_periods` and add type hints for clarity on context mgr
unpacking.

Also,
- whitespace cleanup: `Type | None` -> `Type|None` throughout
- format long lines: `.setdefault()`, `await ctx.started()`
- fix backtick style in docstrings for consistency
- add placeholder TODO comment for `feed_is_live` check; it might be
  more rigorous to pass the syncing state down thru all this?

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi e75c3d8a34 Ignore single-zero-sample trace on no runtime.. 2026-02-22 22:08:35 -05:00
Gud Boi be4adfc202 ib.feed: drop legacy "quote-with-vlm" polling
Since now we explicitly check each mkt's venue hours now we don't need
this mega hacky "waiting on a quote with real vlm" stuff to determing
whether historical data should be loaded immediately. This approach also
had the added complexity that we needed to handle edge cases for tickers
(like xauusd.cmdty) which never have vlm.. so it's nice to be rid of it
all ;p
2026-02-22 22:08:35 -05:00
Gud Boi 763faa0cc1 Always overwrite tsdb duplicates found during backfill
Enable the previously commented-out dedupe-and-write logic in
`start_backfill()` to ensure tsdb stays clean of duplicate
entries.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 0f1f2e263d For claude, ignore no runtime for offline shm reading 2026-02-22 22:08:35 -05:00
Gud Boi fd92cd99c2 .ib._util: ignore attr err on click-hack twm wakeups? 2026-02-22 22:08:35 -05:00
Gud Boi 8c2fd7c780 Use `get_fonts()`, add `show_txt` flag to gap annots
Switch `.tsp._annotate.markup_gaps()` to use new
`.ui._style.get_fonts()` API for font size calc on client side and add
optional `show_txt: bool` flag to toggle gap duration labels (with
default `False`).

Also,
- replace `sgn` checks with named bools: `up_gap`, `down_gap`
- use `small_font.px_size - 1` for gap label font sizing
- wrap text creation in `if show_txt:` block
- update IPC handler to use `get_fonts()` vs direct `_font` import

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 1016f54c98 Add `get_fonts()` API and fix `.px_size` for non-Qt ctxs
Add a public `.ui._style.get_fonts()` helper to retrieve the
`_font[_small]: DpiAwareFont` singleton pair. Adjust
`DpiAwareFont.px_size` to return `conf.toml` value when Qt returns `-1`
(no active Qt app).

Also,
- raise `ValueError` with detailed msg if both Qt and a conf-lookup fail
- add some more type union whitespace cleanups: `int | None` -> `int|None`

(this commit-msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi b4944916c9 Relay annot creation failures with err-dict resps
Change annot-ctl APIs to return `None` on failure instead of invalid
`aid`s. Server now sends `{'error': msg}` dict on failures, client
match-blocks handle gracefully.

Also,
- update return types: `.add_rect()`, `.add_arrow()`, `.add_text()`
  now return `int|None`
- match on `{'error': str(msg)}` in client IPC receive blocks
- send error dicts from server on timestamp lookup failures
- add failure handling in `markup_gaps()` to skip bad rects

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 3f001cc1f6 Do time-based shm-index lookup for annots on server
Fix annotation misalignment during backfill by switching from
client-computed indices to server-side timestamp lookups against
current shm state. Store absolute coords on annotations and
reposition on viz redraws.

Lowlevel impl deats,
- add `time` param to `.add_arrow()`, `.add_text()`, `.add_rect()`
- lookup indices from shm via timestamp matching in IPC handlers
- force chart redraw before `markup_gaps()` annotation creation
- wrap IPC send/receive in `trio.fail_after(3)` for timeout when
  server fails to respond, likely hangs on no-case-match/error.
- cache `_meth`/`_kwargs` on rects, `_abs_x`/`_abs_y` on arrows
- auto-reposition all annotations after viz reset in redraw cmd

Also,
- handle `KeyError` for missing timeframes in chart lookup
- return `-1` aid on annotation creation failures (lol oh `claude`..)
- reconstruct rect positions from timestamps + BGM offset logic
- log repositioned annotation counts on viz redraw

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 0845b257d9 Add buffer capacity checks to backfill loop
Prevent `ValueError` from negative prepend index in
`start_backfill()` by checking buffer space before push
attempts. Truncate incoming frame if needed and stop gracefully
when buffer full.

Also,
- add pre-push capacity check with frame truncation logic
- stop backfill when `next_prepend_index <= 0`
- log warnings for capacity exceeded and buffer-full conditions

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 7964cc3cf4 Drop decimal points for whole-number durations
Adjust `humanize_duration()` to show "3h" instead of "3.0h" when the
duration value is a whole number, making labels cleaner.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 4e7e4a7a1b Add `font_size` param to `AnnotCtl.add_text()` API
Expose font sizing control for `pg.TextItem` annotations thru the
annot-ctl API. Default to `_font.font.pixelSize() - 3` when no
size provided.

Also,
- thread `font_size` param thru IPC handler in `serve_rc_annots()`
- apply font via `QFont.setPixelSize()` on text item creation
- add `?TODO` note in `markup_gaps()` re using `conf.toml` value
- update `add_text()` docstring with font_size param desc

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi fe11f79f21 Add humanized duration labels to gap annotations
Introduce `humanize_duration()` helper in `.tsp._annotate` to
convert seconds to short human-readable format (d/h/m/s). Extend
annot-ctl API with `add_text()` method for placing `pg.TextItem`
labels on charts.

Also,
- add duration labels on RHS of gap arrows in `markup_gaps()`
- handle text item removal in `rm_annot()` match block
- expose `TextItem` cmd in `serve_rc_annots()` IPC handler
- use `hcolor()` for named-to-hex color conversion
- set anchor positioning for up vs down gaps

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:35 -05:00
Gud Boi 40cbc8546d .ib.feed: trim bars frame to `start_dt` 2026-02-22 22:08:35 -05:00
Gud Boi e3d7077f18 ib._util: ignore timeout-errs when crash-handling `pyvnc` connects 2026-02-22 22:08:35 -05:00
Gud Boi 7ddcf5893e Lul, woops compare against first-dt in `.ib.feed` bars frame.. 2026-02-22 22:08:35 -05:00
Gud Boi b1d6c595ec Expose more `pg.ArrowItem` params thru annot-ctl API 2026-02-22 22:08:35 -05:00
Gud Boi 33ec37a83f Add `pexpect`, `xonsh`@github:main to deps
The former bc `claude` needs it for its new "offline" REPL simulator
script `snippets/claude_debug_helper.py` and pin to `xonsh` git mainline
to get the fancy new next cmd/suggestion prompt feats (which @goodboy is
using from `modden` already). Bump lock file to match.

Ah right, and for now while hackin pin to a local `tractor` Bp
2026-02-22 22:08:35 -05:00
Gud Boi e6c7834a01 Add break for single bar null segments 2026-02-22 22:08:35 -05:00
Gud Boi 4ef5a5beb8 Space gap rect-annots "between" start-end bars 2026-02-22 22:08:35 -05:00
Gud Boi 11e95d9cbf Catch too-early ib hist frames
For now by REPLing them and raising an RTE inside `.ib.feed` as well as
tracing any such cases that make it (from other providers) up to the
`.tsp._history` layer during null-segment backfilling.
2026-02-22 22:08:34 -05:00
Gud Boi 51ca9cd4d9 Add arrow indicators to time gaps
Such that they're easier to spot when zoomed out, a similar color to the
`RectItem`s and also remote-controlled via the `AnnotCtl` api.

Deats,
- request an arrow per gap from `markup_gaps()` using a new
  `.add_arrow()` meth, set the color, direction and alpha with
  position always as the `iend`/close of the last valid bar.
- extend the `.ui._remote_ctl` subys to support the above,
  * add a new `AnnotCtl.add_arrow()`.
  * add the service-side IPC endpoint for a 'cmd': 'ArrowEditor'.
- add a new `rm_annot()` helper to ensure the right graphics removal
  API is used by annotation type:
  * `pg.ArrowItem` looks up the `ArrowEditor` and calls `.remove(annot).
  * `pg.SelectRect` keeps with calling `.delete()`.
- global-ize an `_editors` table to enable the prior.
- add an explicit RTE for races on the chart-actor's `_dss` init.
2026-02-22 22:08:34 -05:00
Gud Boi 27d077ade5 Arrow editor refinements in prep for gap checker
Namely exposing `ArrowEditor.add()` params to provide access to
coloring/transparency settings over the remote-ctl annotation API and
also adding a new `.remove_all()` to easily clear all arrows from
a single call. Also add `.remove()` compat methods to the other editors
(i.e. for lines, rects).
2026-02-22 22:08:34 -05:00
Gud Boi 9257af02b9 Mv `markup_gaps()` to new `.tsp._annotate` mod 2026-02-22 22:08:34 -05:00
Gud Boi 582f9be02f Enable tracing back insert backfills
Namely insertion writes which over-fill the shm buffer past the latest
tsdb sample via `.tsp._history.shm_push_in_between()`.

Deats,
- check earliest `to_push` timestamp and enter pause point if it's
  earlier then the tsdb's `backfill_until_dt` stamp.
- requires actually passing the `backfill_until_dt: datetime` thru,
  * `get_null_segs()`
  * `maybe_fill_null_segments()`
  * `shm_push_in_between()` (obvi XD)
2026-02-22 22:08:34 -05:00
Gud Boi 5f6e24f55c Tolerate various "bad data" cases in `markup_gaps()`
Namely such that when the previous-df-row by our shm-abs-'index' doesn't
exist we ignore certain cases which are likely due to borked-but-benign
samples written to the tsdb or rt shm buffers prior.

Particularly we now ignore,
- any `dt`/`prev_dt` values which are UNIX-epoch timestamped (val of 0).
- any row-is-first-row in the df; there is no previous.
- any missing previous datum by 'index', in which case we lookup the
  `wdts` prior row and use that instead.
  * this would indicate a missing sample for the time-step but we can
    still detect a "gap" by looking at the prior row, by df-abs-index
    `i`, and use its timestamp to determine the period/size of missing
    samples (which need to likely still be retrieved).
  * in this case i'm leaving in a pause-point for introspecting these
    rarer cases when `--pdb` is passed via CLI.

Relatedly in the `piker store` CLI ep,
- add `--pdb` flag to `piker store`, pass it verbatim as `debug_mode`.
- when `times` has only a single row, don't calc a `period_s` median.
- only trace `null_segs` when in debug mode.
- always markup/dedupe gaps for `period_s==60`
2026-02-22 22:08:34 -05:00
Gud Boi bd418078ca ib: up API timeout default for remote host conns 2026-02-22 22:08:34 -05:00
Gud Boi d5af471192 Add vlm-based "smart" OHLCV de-duping & bar validation
Using `claude`, add a `.tsp._dedupe_smart` module that attemps "smarter"
duplicate bars by attempting to distinguish between erroneous bars
partially written during concurrent backfill race conditions vs.
**actual** data quality issues from historical providers.

Problem:
--------
Concurrent writes (live updates vs. backfilling) can result in create
duplicate timestamped ohlcv vars with different values. Some
potential scenarios include,

- a market live feed is cancelled during live update resulting in the
  "last" datum being partially updated with all the ticks for the
  time step.
- when the feed is rebooted during charting, the backfiller will not
  finalize this bar since rn it presumes it should only fill data for
  time steps not already in the tsdb storage.

Our current naive  `.unique()` approach obvi keeps the incomplete bar
and a "smarter" approach is to compare the provider's final vlm
amount vs. the maybe-cancelled tsdb's bar; a higher vlm value from
the provider likely indicates the cancelled-during-live-write and
**not** a datum discrepancy from said data provider.

Analysis (with `claude`) of `zecusdt` data revealed:
- 1000 duplicate timestamps
- 999 identical bars (pure duplicates from 2022 backfill overlap)
- 1 volume-monotonic conflict (live partial vs backfill complete)

A soln from `claude` -> `tsp._dedupe_smart.dedupe_ohlcv_smart()`
which:
- sorts by vlm **before** deduplication and keep the most complete
  bar based on vlm monotonicity as well as the following OHLCV
  validation assumptions:
  * volume should always increase
  * high should be non-decreasing,
  * low should be non-increasing
  * open should be identical
- Separates valid race conditions from provider data quality issues
  and reports and returns both dfs.

Change summary by `claude`:
- `.tsp._dedupe_smart`: new module with validation logic
- `.tsp.__init__`: expose `dedupe_ohlcv_smart()`
- `.storage.cli`: integrate smart dedupe, add logging for:
  * duplicate counts (identical vs monotonic races)
  * data quality violations (non-monotonic, invalid OHLC ranges)
  * warnings for provider data issues
- Remove `assert not diff` (duplicates are valid now)

Verified on `zecusdt`: correctly keeps index 3143645
(volume=287.777) over 3143644 (volume=140.299) for
conflicting 2026-01-16 18:54 UTC bar.

`claude`'s Summary of reasoning
-------------------------------
- volume monotonicity is critical: a bar's volume only increases
  during its time window.
- a backfilled bar should always have volume >= live updated.
- violations indicate any of:
  * Provider data corruption
  * Non-OHLCV aggregation semantics
  * Timestamp misalignment

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:34 -05:00
Gud Boi 6c28b1cbbc Add `pexpect`-based `pdbp`-REPL offline helper
Add a new `snippets/claude_debug_helper.py` to
provide a programmatic interface to `tractor.pause()` debugger
sessions for incremental data inspection matching the interactive UX
but able to be run by `claude` "offline" since it can't seem to feed
stdin (so it claims) to the `pdb` instance due to lack of ability to
allocate a tty internally.

The script-wrapper is based on `tractor`'s `tests/devx/` suite's use of
`pexpect` patterns for driving `pdbp` prompts and thus enables
automated-offline execution of REPL-inspection commands **without**
using incremental-realtime output capture (like a human would use it).

Features:
- `run_pdb_commands()`: batch command execution
- `InteractivePdbSession`: context manager for step-by-step REPL interaction
- `expect()` wrapper: timeout handling with buffer display
- Proper stdin/stdout handling via `pexpect.spawn()`

Example usage:
```python
from debug_helper import InteractivePdbSession

with InteractivePdbSession(
    cmd='piker store ldshm zecusdt.usdtm.perp.binance'
) as session:
    session.run('deduped.shape')
    session.run('step_gaps.shape')
```

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:34 -05:00
Gud Boi 8af8ac4f7b Fix polars 1.36.0 duration API
Polars tightened type safety for `.dt` accessor methods requiring
`total_*` methods for duration types vs datetime component accessors
like `day()` which now only work on datetime dtypes.

`detect_time_gaps()` in `.tsp._anal` was calling `.dt.day()`
on `dt_diff` column (a duration from `.diff()`) which throws
`InvalidOperationError` on modern polars.

Changes:
- use f-string to add pluralization to map time unit strings to
  `total_<unit>s` form for the new duration API.
- Handle singular/plural forms: 'day' -> 'days' -> 'total_days'
- Ensure trailing 's' before applying 'total_' prefix

Also updates inline comments explaining the polars type distinction
between datetime components vs duration totals.

Fixes `piker store ldshm` crashes on datasets with time gaps.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 22:08:34 -05:00
Tyler Goodlet f4d9090d6d `.storage.__init__`: code styling updates 2026-02-22 22:08:34 -05:00
Tyler Goodlet b0953ecbee `.tsp._history`: drop `feed_is_live` syncing, another seg flag
The `await feed_is_live.wait()` is more or less pointless and would only
cause slower startup afaig (as-far-as-i-grok) so i'm masking it here.
This also removes the final `strict_exception_groups=False` use from the
non-tests code base, flipping to the `tractor.trionics` collapser once
and for all!
2026-02-22 22:08:34 -05:00
Tyler Goodlet b5e4c83341 Woops, keep `np2pl` exposed from `.tsp` 2026-02-22 22:08:34 -05:00
Tyler Goodlet 0ef98ba25c Factor to a new `.tsp._history` sub-mod
Cleaning out the `piker.tsp` pkg-mod to be only the (re)exports needed
for `._anal`/`._history` refs-use elsewhere!
2026-02-22 22:08:34 -05:00
Gud Boi 6b70fea5d4 Merge pull request 'Tpt-tolerance adjustments for latest `tractor`' (#73)
Reviewed-on: #73
2026-02-23 03:08:18 +00:00
Gud Boi 4e24cb1bff Adjust sampler's "IPC-dropped" log msg styling
Refmt the "connection-dropped" error-log in `Sampler`'s broadcast loop
to show error type first, then the IPC context details; mks it all
easier to grok/less-noisy on console imo.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 20:08:20 -05:00
Gud Boi 3d83b61f3f Wrap `open_autorecon_ws()` body for comms failures
Add outer `try/except` around the nursery block in
`open_autorecon_ws()` to catch any `NoBsWs.recon_errors` that
escape the inner reconnect loop, logging a warning instead of
propagating.

Also,
- correct `NoBsWs.recon_errors` typing to `tuple[Type[Exception]]`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 20:08:20 -05:00
Gud Boi 6f390dc88c Add timeout + shielding to `NoBsWs` reconnect logic
Add timeout param to `.reset()` and `.send_msg()` to prevent
indefinite blocking on reconnect attempts. Shield reconnect
sleeps from cancellation to ensure we avoid any "finally footgun" type
scenarios where `trio.Cancelled` masks an underlying exc per,
- https://github.com/goodboy/tractor/pull/387
- https://github.com/goodboy/tractor/pull/391

Deats,
- add `timeout` param to `.reset()`, return `bool` for success
- add `timeout=3` default to `.send_msg()` for reconnect wait
- shield `.reset()` call in `.send_msg()` error handler
- log warning when reconnect timeout exceeded
- shield throttled sleeps in `_reconnect_forever()` error paths

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 20:08:20 -05:00
Gud Boi e1f3d7c3f8 Handle `tractor.TransportClosed` as "stream-closed"
In both the ems and sampler since on new `tractor` this is the
"wrapping" exception raised when the transport layer terminates early
but in a psuedo-"graceful" way, expected when a peer actors disconnect.
Previously we were crashing in this case since old `tractor` just raised
the underlying `trio`-source-exceptions verbatim.

Also,
- use `Aid.reprol()` in log msgs vs old `.chan.uid` refs

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 20:08:20 -05:00
21 changed files with 3376 additions and 1769 deletions

View File

@ -275,9 +275,15 @@ async def open_history_client(
f'{times}'
)
# XXX, debug any case where the latest 1m bar we get is
# already another "sample's-step-old"..
if end_dt is None:
inow: int = round(time.time())
if (inow - times[-1]) > 60:
if (
_time_step := (inow - times[-1])
>
timeframe * 2
):
await tractor.pause()
start_dt = from_timestamp(times[0])

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@ -250,7 +250,9 @@ async def vnc_click_hack(
'connection': 'r'
}[reset_type]
with tractor.devx.open_crash_handler():
with tractor.devx.open_crash_handler(
ignore={TimeoutError,},
):
client = await AsyncVNCClient.connect(
VNCConfig(
host=host,
@ -331,7 +333,14 @@ def i3ipc_xdotool_manual_click_hack() -> None:
'''
focussed, matches = i3ipc_fin_wins_titled()
orig_win_id = focussed.window
try:
orig_win_id = focussed.window
except AttributeError:
# XXX if .window cucks we prolly aren't intending to
# use this and/or just woke up from suspend..
log.exception('xdotool invalid usage ya ??\n')
return
try:
for name, con in matches:
print(f'Resetting data feed for {name}')

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@ -1187,7 +1187,7 @@ async def load_aio_clients(
# the API TCP in `ib_insync` connection can be flaky af so instead
# retry a few times to get the client going..
connect_retries: int = 3,
connect_timeout: float = 10,
connect_timeout: float = 30, # in case a remote-host
disconnect_on_exit: bool = True,
) -> dict[str, Client]:

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@ -178,8 +178,8 @@ async def open_history_client(
async def get_hist(
timeframe: float,
end_dt: datetime | None = None,
start_dt: datetime | None = None,
end_dt: datetime|None = None,
start_dt: datetime|None = None,
) -> tuple[np.ndarray, str]:
@ -262,7 +262,38 @@ async def open_history_client(
vlm = bars_array['volume']
vlm[vlm < 0] = 0
return bars_array, first_dt, last_dt
# XXX, if a start-limit was passed ensure we only
# return history that far back!
if (
start_dt
and
first_dt < start_dt
):
trimmed_bars = bars_array[
bars_array['time'] >= start_dt.timestamp()
]
if (
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
!=
start_dt
):
# TODO! rm this once we're more confident it never hits!
breakpoint()
raise RuntimeError(
f'OHLC-bars array start is gt `start_dt` limit !!\n'
f'start_dt: {start_dt}\n'
f'first_dt: {first_dt}\n'
f'trimmed_first_dt: {trimmed_first_dt}\n'
)
# XXX, overwrite with start_dt-limited frame
bars_array = trimmed_bars
return (
bars_array,
first_dt,
last_dt,
)
# TODO: it seems like we can do async queries for ohlc
# but getting the order right still isn't working and I'm not
@ -397,7 +428,7 @@ async def get_bars(
# blank to start which tells ib to look up the latest datum
end_dt: str = '',
start_dt: str | None = '',
start_dt: str|None = '',
# TODO: make this more dynamic based on measured frame rx latency?
# how long before we trigger a feed reset (seconds)
@ -451,6 +482,8 @@ async def get_bars(
dt_duration,
) = await proxy.bars(
fqme=fqme,
# XXX TODO! lol we're not using this..
# start_dt=start_dt,
end_dt=end_dt,
sample_period_s=timeframe,
@ -1082,6 +1115,7 @@ async def stream_quotes(
con: Contract = details.contract
first_ticker: Ticker|None = None
first_quote: dict[str, Any] = {}
timeout: float = 1.6
with trio.move_on_after(timeout) as quote_cs:
@ -1134,15 +1168,14 @@ async def stream_quotes(
first_quote,
))
# it's not really live but this will unblock
# the brokerd feed task to tell the ui to update?
feed_is_live.set()
# block and let data history backfill code run.
# XXX obvi given the venue is closed, we never expect feed
# to come up; a taskc should be the only way to
# terminate this task.
await trio.sleep_forever()
#
# ^^XXX^^TODO! INSTEAD impl a `trio.sleep()` for the
# duration until the venue opens!!
# ?TODO, we could instead spawn a task that waits on a feed
# to start and let it wait indefinitely..instead of this
@ -1166,6 +1199,9 @@ async def stream_quotes(
'Rxed init quote:\n'
f'{pformat(first_quote)}'
)
# signal `.data.feed` layer that mkt quotes are LIVE
feed_is_live.set()
cs: trio.CancelScope|None = None
startup: bool = True
iter_quotes: trio.abc.Channel
@ -1213,55 +1249,12 @@ async def stream_quotes(
tn.start_soon(reset_on_feed)
async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']:
# generally speaking these feeds don't
# include vlm data.
atype: str = mkt.dst.atype
log.info(
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
)
else:
# wait for real volume on feed (trading might be
# closed)
while True:
ticker = await iter_quotes.receive()
# for a real volume contract we rait for
# the first "real" trade to take place
if (
# not calc_price
# and not ticker.rtTime
False
# 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 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 data-layer spawner-caller that live
# quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set()
quote = normalize(ticker)
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})

View File

@ -729,6 +729,7 @@ class Router(Struct):
except (
trio.ClosedResourceError,
trio.BrokenResourceError,
tractor.TransportClosed,
):
to_remove.add(client_stream)
log.warning(
@ -1699,5 +1700,5 @@ async def _emsd_main(
if not client_streams:
log.warning(
f'Order dialog is not being monitored:\n'
f'{oid} ->\n{client_stream._ctx.chan.uid}'
f'{oid!r} <-> {client_stream.chan.aid.reprol()}\n'
)

View File

@ -80,25 +80,26 @@ class Sampler:
This non-instantiated type is meant to be a singleton within
a `samplerd` actor-service spawned once by the user wishing to
time-step-sample (real-time) quote feeds, see
``.service.maybe_open_samplerd()`` and the below
``register_with_sampler()``.
`.service.maybe_open_samplerd()` and the below
`register_with_sampler()`.
'''
service_nursery: None | trio.Nursery = None
service_nursery: None|trio.Nursery = None
# TODO: we could stick these in a composed type to avoid
# angering the "i hate module scoped variables crowd" (yawn).
# TODO: we could stick these in a composed type to avoid angering
# the "i hate module scoped variables crowd" (yawn).
ohlcv_shms: dict[float, list[ShmArray]] = {}
# holds one-task-per-sample-period tasks which are spawned as-needed by
# data feed requests with a given detected time step usually from
# history loading.
incr_task_cs: trio.CancelScope | None = None
incr_task_cs: trio.CancelScope|None = None
bcast_errors: tuple[Exception] = (
trio.BrokenResourceError,
trio.ClosedResourceError,
trio.EndOfChannel,
tractor.TransportClosed,
)
# holds all the ``tractor.Context`` remote subscriptions for
@ -248,8 +249,8 @@ class Sampler:
async def broadcast(
self,
period_s: float,
time_stamp: float | None = None,
info: dict | None = None,
time_stamp: float|None = None,
info: dict|None = None,
) -> None:
'''
@ -291,9 +292,10 @@ class Sampler:
except self.bcast_errors as err:
log.error(
f'Connection dropped for IPC ctx\n'
f'{stream._ctx}\n\n'
f'Due to {type(err)}'
f'Connection dropped for IPC ctx due to,\n'
f'{type(err)!r}\n'
f'\n'
f'{stream._ctx}'
)
borked.add(stream)
else:
@ -313,7 +315,7 @@ class Sampler:
@classmethod
async def broadcast_all(
self,
info: dict | None = None,
info: dict|None = None,
) -> None:
# NOTE: take a copy of subs since removals can happen
@ -330,12 +332,12 @@ class Sampler:
async def register_with_sampler(
ctx: Context,
period_s: float,
shms_by_period: dict[float, dict] | None = None,
shms_by_period: dict[float, dict]|None = None,
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
sub_for_broadcasts: bool = True, # sampler side to send step updates?
) -> None:
) -> set[int]:
get_console_log(tractor.current_actor().loglevel)
incr_was_started: bool = False
@ -362,7 +364,12 @@ async def register_with_sampler(
# insert the base 1s period (for OHLC style sampling) into
# the increment buffer set to update and shift every second.
if shms_by_period is not None:
if (
shms_by_period is not None
# and
# feed_is_live.is_set()
# ^TODO? pass it in instead?
):
from ._sharedmem import (
attach_shm_array,
_Token,
@ -376,12 +383,17 @@ async def register_with_sampler(
readonly=False,
)
shms_by_period[period] = shm
Sampler.ohlcv_shms.setdefault(period, []).append(shm)
Sampler.ohlcv_shms.setdefault(
period,
[],
).append(shm)
assert Sampler.ohlcv_shms
# unblock caller
await ctx.started(set(Sampler.ohlcv_shms.keys()))
await ctx.started(
set(Sampler.ohlcv_shms.keys())
)
if open_index_stream:
try:
@ -427,7 +439,7 @@ async def register_with_sampler(
async def spawn_samplerd(
loglevel: str | None = None,
loglevel: str|None = None,
**extra_tractor_kwargs
) -> bool:
@ -473,7 +485,7 @@ async def spawn_samplerd(
@acm
async def maybe_open_samplerd(
loglevel: str | None = None,
loglevel: str|None = None,
**pikerd_kwargs,
) -> tractor.Portal: # noqa
@ -498,11 +510,11 @@ async def maybe_open_samplerd(
@acm
async def open_sample_stream(
period_s: float,
shms_by_period: dict[float, dict] | None = None,
shms_by_period: dict[float, dict]|None = None,
open_index_stream: bool = True,
sub_for_broadcasts: bool = True,
cache_key: str | None = None,
cache_key: str|None = None,
allow_new_sampler: bool = True,
ensure_is_active: bool = False,
@ -533,6 +545,8 @@ async def open_sample_stream(
# yield bistream
# else:
ctx: tractor.Context
shm_periods: set[int] # in `int`-seconds
async with (
# XXX: this should be singleton on a host,
# a lone broker-daemon per provider should be
@ -547,10 +561,10 @@ async def open_sample_stream(
'open_index_stream': open_index_stream,
'sub_for_broadcasts': sub_for_broadcasts,
},
) as (ctx, first)
) as (ctx, shm_periods)
):
if ensure_is_active:
assert len(first) > 1
assert len(shm_periods) > 1
async with (
ctx.open_stream(
@ -741,7 +755,7 @@ async def sample_and_broadcast(
log.warning(
f'Feed OVERRUN {sub_key}'
f'@{bus.brokername} -> \n'
f'feed @ {chan.uid}\n'
f'feed @ {chan.aid.reprol()}\n'
f'throttle = {throttle} Hz'
)

View File

@ -520,9 +520,12 @@ def open_shm_array(
# "unlink" created shm on process teardown by
# pushing teardown calls onto actor context stack
stack = tractor.current_actor().lifetime_stack
stack.callback(shmarr.close)
stack.callback(shmarr.destroy)
stack = tractor.current_actor(
err_on_no_runtime=False,
).lifetime_stack
if stack:
stack.callback(shmarr.close)
stack.callback(shmarr.destroy)
return shmarr
@ -607,7 +610,10 @@ def attach_shm_array(
_known_tokens[key] = token
# "close" attached shm on actor teardown
tractor.current_actor().lifetime_stack.callback(sha.close)
if (actor := tractor.current_actor(
err_on_no_runtime=False,
)):
actor.lifetime_stack.callback(sha.close)
return sha

View File

@ -31,6 +31,7 @@ from typing import (
AsyncContextManager,
AsyncGenerator,
Iterable,
Type,
)
import json
@ -67,7 +68,7 @@ class NoBsWs:
'''
# apparently we can QoS for all sorts of reasons..so catch em.
recon_errors = (
recon_errors: tuple[Type[Exception]] = (
ConnectionClosed,
DisconnectionTimeout,
ConnectionRejected,
@ -105,7 +106,10 @@ class NoBsWs:
def connected(self) -> bool:
return self._connected.is_set()
async def reset(self) -> None:
async def reset(
self,
timeout: float,
) -> bool:
'''
Reset the underlying ws connection by cancelling
the bg relay task and waiting for it to signal
@ -114,18 +118,31 @@ class NoBsWs:
'''
self._connected = trio.Event()
self._cs.cancel()
await self._connected.wait()
with trio.move_on_after(timeout) as cs:
await self._connected.wait()
return True
assert cs.cancelled_caught
return False
async def send_msg(
self,
data: Any,
timeout: float = 3,
) -> None:
while True:
try:
msg: Any = self._dumps(data)
return await self._ws.send_message(msg)
except self.recon_errors:
await self.reset()
with trio.CancelScope(shield=True):
reconnected: bool = await self.reset(
timeout=timeout,
)
if not reconnected:
log.warning(
'Failed to reconnect after {timeout!r}s ??'
)
async def recv_msg(self) -> Any:
msg: Any = await self._rx.receive()
@ -191,7 +208,9 @@ async def _reconnect_forever(
f'{src_mod}\n'
f'{url} connection bail with:'
)
await trio.sleep(0.5)
with trio.CancelScope(shield=True):
await trio.sleep(0.5)
rent_cs.cancel()
# go back to reonnect loop in parent task
@ -291,7 +310,8 @@ async def _reconnect_forever(
log.exception(
'Reconnect-attempt failed ??\n'
)
await trio.sleep(0.2) # throttle
with trio.CancelScope(shield=True):
await trio.sleep(0.2) # throttle
raise berr
#|_ws & nursery block ends
@ -351,32 +371,39 @@ async def open_autorecon_ws(
rcv: trio.MemoryReceiveChannel
snd, rcv = trio.open_memory_channel(616)
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn
):
nobsws = NoBsWs(
url,
rcv,
msg_recv_timeout=msg_recv_timeout,
)
await tn.start(
partial(
_reconnect_forever,
try:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn
):
nobsws = NoBsWs(
url,
snd,
nobsws,
fixture=fixture,
reset_after=reset_after,
rcv,
msg_recv_timeout=msg_recv_timeout,
)
await tn.start(
partial(
_reconnect_forever,
url,
snd,
nobsws,
fixture=fixture,
reset_after=reset_after,
)
)
await nobsws._connected.wait()
assert nobsws._cs
assert nobsws.connected()
try:
yield nobsws
finally:
tn.cancel_scope.cancel()
except NoBsWs.recon_errors as con_err:
log.warning(
f'Entire ws-channel disconnect due to,\n'
f'con_err: {con_err!r}\n'
)
await nobsws._connected.wait()
assert nobsws._cs
assert nobsws.connected()
try:
yield nobsws
finally:
tn.cancel_scope.cancel()
'''

View File

@ -43,7 +43,6 @@ from typing import (
import numpy as np
from .. import config
from ..service import (
check_for_service,
@ -152,7 +151,10 @@ class StorageConnectionError(ConnectionError):
'''
def get_storagemod(name: str) -> ModuleType:
def get_storagemod(
name: str,
) -> ModuleType:
mod: ModuleType = import_module(
'.' + name,
'piker.storage',
@ -165,9 +167,12 @@ def get_storagemod(name: str) -> ModuleType:
@acm
async def open_storage_client(
backend: str | None = None,
backend: str|None = None,
) -> tuple[ModuleType, StorageClient]:
) -> tuple[
ModuleType,
StorageClient,
]:
'''
Load the ``StorageClient`` for named backend.
@ -267,7 +272,10 @@ async def open_tsdb_client(
from ..data.feed import maybe_open_feed
async with (
open_storage_client() as (_, storage),
open_storage_client() as (
_,
storage,
),
maybe_open_feed(
[fqme],
@ -275,7 +283,7 @@ async def open_tsdb_client(
) as feed,
):
profiler(f'opened feed for {fqme}')
profiler(f'opened feed for {fqme!r}')
# to_append = feed.hist_shm.array
# to_prepend = None

View File

@ -19,16 +19,10 @@ Storage middle-ware CLIs.
"""
from __future__ import annotations
# from datetime import datetime
# from contextlib import (
# AsyncExitStack,
# )
from pathlib import Path
from math import copysign
import time
from types import ModuleType
from typing import (
Any,
TYPE_CHECKING,
)
@ -47,7 +41,6 @@ from piker.data import (
ShmArray,
)
from piker import tsp
from piker.data._formatters import BGM
from . import log
from . import (
__tsdbs__,
@ -242,122 +235,12 @@ def anal(
trio.run(main)
async def markup_gaps(
fqme: str,
timeframe: float,
actl: AnnotCtl,
wdts: pl.DataFrame,
gaps: pl.DataFrame,
) -> dict[int, dict]:
'''
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
with rectangles.
'''
aids: dict[int] = {}
for i in range(gaps.height):
row: pl.DataFrame = gaps[i]
# the gap's RIGHT-most bar's OPEN value
# at that time (sample) step.
iend: int = row['index'][0]
# dt: datetime = row['dt'][0]
# dt_prev: datetime = row['dt_prev'][0]
# dt_end_t: float = dt.timestamp()
# TODO: can we eventually remove this
# once we figure out why the epoch cols
# don't match?
# TODO: FIX HOW/WHY these aren't matching
# and are instead off by 4hours (EST
# vs. UTC?!?!)
# end_t: float = row['time']
# assert (
# dt.timestamp()
# ==
# end_t
# )
# the gap's LEFT-most bar's CLOSE value
# at that time (sample) step.
prev_r: pl.DataFrame = wdts.filter(
pl.col('index') == iend - 1
)
# XXX: probably a gap in the (newly sorted or de-duplicated)
# dt-df, so we might need to re-index first..
if prev_r.is_empty():
await tractor.pause()
istart: int = prev_r['index'][0]
# dt_start_t: float = dt_prev.timestamp()
# start_t: float = prev_r['time']
# assert (
# dt_start_t
# ==
# start_t
# )
# TODO: implement px-col width measure
# and ensure at least as many px-cols
# shown per rect as configured by user.
# gap_w: float = abs((iend - istart))
# if gap_w < 6:
# margin: float = 6
# iend += margin
# istart -= margin
rect_gap: float = BGM*3/8
opn: float = row['open'][0]
ro: tuple[float, float] = (
# dt_end_t,
iend + rect_gap + 1,
opn,
)
cls: float = prev_r['close'][0]
lc: tuple[float, float] = (
# dt_start_t,
istart - rect_gap, # + 1 ,
cls,
)
color: str = 'dad_blue'
diff: float = cls - opn
sgn: float = copysign(1, diff)
color: str = {
-1: 'buy_green',
1: 'sell_red',
}[sgn]
rect_kwargs: dict[str, Any] = dict(
fqme=fqme,
timeframe=timeframe,
start_pos=lc,
end_pos=ro,
color=color,
)
aid: int = await actl.add_rect(**rect_kwargs)
assert aid
aids[aid] = rect_kwargs
# tell chart to redraw all its
# graphics view layers Bo
await actl.redraw(
fqme=fqme,
timeframe=timeframe,
)
return aids
@store.command()
def ldshm(
fqme: str,
write_parquet: bool = True,
reload_parquet_to_shm: bool = True,
pdb: bool = False, # --pdb passed?
) -> None:
'''
@ -377,7 +260,7 @@ def ldshm(
open_piker_runtime(
'polars_boi',
enable_modules=['piker.data._sharedmem'],
debug_mode=True,
debug_mode=pdb,
),
open_storage_client() as (
mod,
@ -397,17 +280,19 @@ def ldshm(
times: np.ndarray = shm.array['time']
d1: float = float(times[-1] - times[-2])
d2: float = float(times[-2] - times[-3])
med: float = np.median(np.diff(times))
if (
d1 < 1.
and d2 < 1.
and med < 1.
):
raise ValueError(
f'Something is wrong with time period for {shm}:\n{times}'
)
d2: float = 0
# XXX, take a median sample rate if sufficient data
if times.size > 2:
d2: float = float(times[-2] - times[-3])
med: float = np.median(np.diff(times))
if (
d1 < 1.
and d2 < 1.
and med < 1.
):
raise ValueError(
f'Something is wrong with time period for {shm}:\n{times}'
)
period_s: float = float(max(d1, d2, med))
null_segs: tuple = tsp.get_null_segs(
@ -417,7 +302,9 @@ def ldshm(
# TODO: call null-seg fixer somehow?
if null_segs:
await tractor.pause()
if tractor._state.is_debug_mode():
await tractor.pause()
# async with (
# trio.open_nursery() as tn,
# mod.open_history_client(
@ -441,11 +328,37 @@ def ldshm(
wdts,
deduped,
diff,
) = tsp.dedupe(
valid_races,
dq_issues,
) = tsp.dedupe_ohlcv_smart(
shm_df,
period=period_s,
)
# Report duplicate analysis
if diff > 0:
log.info(
f'Removed {diff} duplicate timestamp(s)\n'
)
if valid_races is not None:
identical: int = (
valid_races
.filter(pl.col('identical_bars'))
.height
)
monotonic: int = valid_races.height - identical
log.info(
f'Valid race conditions: {valid_races.height}\n'
f' - Identical bars: {identical}\n'
f' - Volume monotonic: {monotonic}\n'
)
if dq_issues is not None:
log.warning(
f'DATA QUALITY ISSUES from provider: '
f'{dq_issues.height} timestamp(s)\n'
f'{dq_issues}\n'
)
# detect gaps from in expected (uniform OHLC) sample period
step_gaps: pl.DataFrame = tsp.detect_time_gaps(
deduped,
@ -460,7 +373,8 @@ def ldshm(
# TODO: actually pull the exact duration
# expected for each venue operational period?
gap_dt_unit='days',
# gap_dt_unit='day',
gap_dt_unit='day',
gap_thresh=1,
)
@ -471,8 +385,11 @@ def ldshm(
if (
not venue_gaps.is_empty()
or (
period_s < 60
and not step_gaps.is_empty()
not step_gaps.is_empty()
# XXX, i presume i put this bc i was guarding
# for ib venue gaps?
# and
# period_s < 60
)
):
# write repaired ts to parquet-file?
@ -521,7 +438,7 @@ def ldshm(
do_markup_gaps: bool = True
if do_markup_gaps:
new_df: pl.DataFrame = tsp.np2pl(new)
aids: dict = await markup_gaps(
aids: dict = await tsp._annotate.markup_gaps(
fqme,
period_s,
actl,
@ -530,12 +447,23 @@ def ldshm(
)
# last chance manual overwrites in REPL
# await tractor.pause()
assert aids
if not aids:
log.warning(
f'No gaps were found !?\n'
f'fqme: {fqme!r}\n'
f'timeframe: {period_s!r}\n'
f"WELL THAT'S GOOD NOOZ!\n"
)
tf2aids[period_s] = aids
else:
# allow interaction even when no ts problems.
assert not diff
# No significant gaps to handle, but may have had
# duplicates removed (valid race conditions are ok)
if diff > 0 and dq_issues is not None:
log.warning(
'Found duplicates with data quality issues '
'but no significant time gaps!\n'
)
await tractor.pause()
log.info('Exiting TSP shm anal-izer!')

File diff suppressed because it is too large Load Diff

View File

@ -275,6 +275,18 @@ def get_null_segs(
# diff of abs index steps between each zeroed row
absi_zdiff: np.ndarray = np.diff(absi_zeros)
if zero_t.size < 2:
try:
breakpoint()
except RuntimeError:
# XXX, if greenback not active from
# piker store ldshm cmd..
log.exception(
"Can't debug single-sample null!\n"
)
return None
# scan for all frame-indices where the
# zeroed-row-abs-index-step-diff is greater then the
# expected increment of 1.
@ -434,8 +446,8 @@ def get_null_segs(
def iter_null_segs(
timeframe: float,
frame: Frame | None = None,
null_segs: tuple | None = None,
frame: Frame|None = None,
null_segs: tuple|None = None,
) -> Generator[
tuple[
@ -487,7 +499,8 @@ def iter_null_segs(
start_dt = None
if (
absi_start is not None
and start_t != 0
and
start_t != 0
):
fi_start: int = absi_start - absi_first
start_row: Seq = frame[fi_start]
@ -501,8 +514,8 @@ def iter_null_segs(
yield (
absi_start, absi_end, # abs indices
fi_start, fi_end, # relative "frame" indices
start_t, end_t,
start_dt, end_dt,
start_t, end_t, # epoch times
start_dt, end_dt, # dts
)
@ -578,11 +591,22 @@ def detect_time_gaps(
# NOTE: this flag is to indicate that on this (sampling) time
# scale we expect to only be filtering against larger venue
# closures-scale time gaps.
#
# Map to total_ method since `dt_diff` is a duration type,
# not datetime - modern polars requires `total_*` methods
# for duration types (e.g. `total_days()` not `day()`)
# Ensure plural form for polars API (e.g. 'day' -> 'days')
unit_plural: str = (
gap_dt_unit
if gap_dt_unit.endswith('s')
else f'{gap_dt_unit}s'
)
duration_method: str = f'total_{unit_plural}'
return step_gaps.filter(
# Second by an arbitrary dt-unit step size
getattr(
pl.col('dt_diff').dt,
gap_dt_unit,
duration_method,
)().abs() > gap_thresh
)

View File

@ -0,0 +1,306 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
"""
Time-series (remote) annotation APIs.
"""
from __future__ import annotations
from math import copysign
from typing import (
Any,
TYPE_CHECKING,
)
import polars as pl
import tractor
from piker.data._formatters import BGM
from piker.storage import log
from piker.ui._style import get_fonts
if TYPE_CHECKING:
from piker.ui._remote_ctl import AnnotCtl
def humanize_duration(
seconds: float,
) -> str:
'''
Convert duration in seconds to short human-readable form.
Uses smallest appropriate time unit:
- d: days
- h: hours
- m: minutes
- s: seconds
Examples:
- 86400 -> "1d"
- 28800 -> "8h"
- 180 -> "3m"
- 45 -> "45s"
'''
abs_secs: float = abs(seconds)
if abs_secs >= 86400:
days: float = abs_secs / 86400
if days >= 10 or days == int(days):
return f'{int(days)}d'
return f'{days:.1f}d'
elif abs_secs >= 3600:
hours: float = abs_secs / 3600
if hours >= 10 or hours == int(hours):
return f'{int(hours)}h'
return f'{hours:.1f}h'
elif abs_secs >= 60:
mins: float = abs_secs / 60
if mins >= 10 or mins == int(mins):
return f'{int(mins)}m'
return f'{mins:.1f}m'
else:
if abs_secs >= 10 or abs_secs == int(abs_secs):
return f'{int(abs_secs)}s'
return f'{abs_secs:.1f}s'
async def markup_gaps(
fqme: str,
timeframe: float,
actl: AnnotCtl,
wdts: pl.DataFrame,
gaps: pl.DataFrame,
# XXX, switch on to see txt showing a "humanized" label of each
# gap's duration.
show_txt: bool = False,
) -> dict[int, dict]:
'''
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
with rectangles.
'''
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
# system is properly initialized before we position annotations!
# Without this, annotations may be misaligned on first creation
# due to Qt/pyqtgraph initialization race conditions.
await actl.redraw(
fqme=fqme,
timeframe=timeframe,
)
aids: dict[int] = {}
for i in range(gaps.height):
row: pl.DataFrame = gaps[i]
# the gap's RIGHT-most bar's OPEN value
# at that time (sample) step.
iend: int = row['index'][0]
# dt: datetime = row['dt'][0]
# dt_prev: datetime = row['dt_prev'][0]
# dt_end_t: float = dt.timestamp()
# TODO: can we eventually remove this
# once we figure out why the epoch cols
# don't match?
# TODO: FIX HOW/WHY these aren't matching
# and are instead off by 4hours (EST
# vs. UTC?!?!)
# end_t: float = row['time']
# assert (
# dt.timestamp()
# ==
# end_t
# )
# the gap's LEFT-most bar's CLOSE value
# at that time (sample) step.
prev_r: pl.DataFrame = wdts.filter(
pl.col('index') == iend - 1
)
# XXX: probably a gap in the (newly sorted or de-duplicated)
# dt-df, so we might need to re-index first..
dt: pl.Series = row['dt']
dt_prev: pl.Series = row['dt_prev']
if prev_r.is_empty():
# XXX, filter out any special ignore cases,
# - UNIX-epoch stamped datums
# - first row
if (
dt_prev.dt.epoch()[0] == 0
or
dt.dt.epoch()[0] == 0
):
log.warning('Skipping row with UNIX epoch timestamp ??')
continue
if wdts[0]['index'][0] == iend: # first row
log.warning('Skipping first-row (has no previous obvi) !!')
continue
# XXX, if the previous-row by shm-index is missing,
# meaning there is a missing sample (set), get the prior
# row by df index and attempt to use it?
i_wdts: pl.DataFrame = wdts.with_row_index(name='i')
i_row: int = i_wdts.filter(pl.col('index') == iend)['i'][0]
prev_row_by_i = wdts[i_row]
prev_r: pl.DataFrame = prev_row_by_i
# debug any missing pre-row
if tractor._state.is_debug_mode():
await tractor.pause()
istart: int = prev_r['index'][0]
# TODO: implement px-col width measure
# and ensure at least as many px-cols
# shown per rect as configured by user.
# gap_w: float = abs((iend - istart))
# if gap_w < 6:
# margin: float = 6
# iend += margin
# istart -= margin
opn: float = row['open'][0]
cls: float = prev_r['close'][0]
# get gap duration for humanized label
gap_dur_s: float = row['s_diff'][0]
gap_label: str = humanize_duration(gap_dur_s)
# XXX: get timestamps for server-side index lookup
start_time: float = prev_r['time'][0]
end_time: float = row['time'][0]
# BGM=0.16 is the normal diff from overlap between bars, SO
# just go slightly "in" from that "between them".
from_idx: int = BGM - .06 # = .10
lc: tuple[float, float] = (
istart + 1 - from_idx,
cls,
)
ro: tuple[float, float] = (
iend + from_idx,
opn,
)
diff: float = cls - opn
sgn: float = copysign(1, diff)
up_gap: bool = sgn == -1
down_gap: bool = sgn == 1
flat: bool = sgn == 0
color: str = 'dad_blue'
# TODO? mks more sense to have up/down coloring?
# color: str = {
# -1: 'lilypad_green', # up-gap
# 1: 'wine', # down-gap
# }[sgn]
rect_kwargs: dict[str, Any] = dict(
fqme=fqme,
timeframe=timeframe,
start_pos=lc,
end_pos=ro,
color=color,
start_time=start_time,
end_time=end_time,
)
# add up/down rects
aid: int|None = await actl.add_rect(**rect_kwargs)
if aid is None:
log.error(
f'Failed to add rect for,\n'
f'{rect_kwargs!r}\n'
f'\n'
f'Skipping to next gap!\n'
)
continue
assert aid
aids[aid] = rect_kwargs
direction: str = (
'down' if down_gap
else 'up'
)
# TODO! mk this a `msgspec.Struct` which we deserialize
# on the server side!
# XXX: send timestamp for server-side index lookup
# to ensure alignment with current shm state
gap_time: float = row['time'][0]
arrow_kwargs: dict[str, Any] = dict(
fqme=fqme,
timeframe=timeframe,
x=iend, # fallback if timestamp lookup fails
y=cls,
time=gap_time, # for server-side index lookup
color=color,
alpha=169,
pointing=direction,
# TODO: expose these as params to markup_gaps()?
headLen=10,
headWidth=2.222,
pxMode=True,
)
aid: int = await actl.add_arrow(
**arrow_kwargs
)
# add duration label to RHS of arrow
if up_gap:
anchor = (0, 0)
# ^XXX? i dun get dese dims.. XD
elif down_gap:
anchor = (0, 1) # XXX y, x?
else: # no-gap?
assert flat
anchor = (0, 0) # up from bottom
# use a slightly smaller font for gap label txt.
font, small_font = get_fonts()
font_size: int = small_font.px_size - 1
assert isinstance(font_size, int)
if show_txt:
text_aid: int = await actl.add_text(
fqme=fqme,
timeframe=timeframe,
text=gap_label,
x=iend + 1, # fallback if timestamp lookup fails
y=cls,
time=gap_time, # server-side index lookup
color=color,
anchor=anchor,
font_size=font_size,
)
aids[text_aid] = {'text': gap_label}
# tell chart to redraw all its
# graphics view layers Bo
await actl.redraw(
fqme=fqme,
timeframe=timeframe,
)
return aids

View File

@ -0,0 +1,206 @@
'''
Smart OHLCV deduplication with data quality validation.
Handles concurrent write conflicts by keeping the most complete bar
(highest volume) while detecting data quality anomalies.
'''
import polars as pl
from ._anal import with_dts
def dedupe_ohlcv_smart(
src_df: pl.DataFrame,
time_col: str = 'time',
volume_col: str = 'volume',
sort: bool = True,
) -> tuple[
pl.DataFrame, # with dts
pl.DataFrame, # deduped (keeping higher volume bars)
int, # count of dupes removed
pl.DataFrame|None, # valid race conditions
pl.DataFrame|None, # data quality violations
]:
'''
Smart OHLCV deduplication keeping most complete bars.
For duplicate timestamps, keeps bar with highest volume under
the assumption that higher volume indicates more complete/final
data from backfill vs partial live updates.
Returns
-------
Tuple of:
- wdts: original dataframe with datetime columns added
- deduped: deduplicated frame keeping highest-volume bars
- diff: number of duplicate rows removed
- valid_races: duplicates meeting expected race condition pattern
(volume monotonic, OHLC ranges valid)
- data_quality_issues: duplicates violating expected relationships
indicating provider data problems
'''
wdts: pl.DataFrame = with_dts(src_df)
# Find duplicate timestamps
dupes: pl.DataFrame = wdts.filter(
pl.col(time_col).is_duplicated()
)
if dupes.is_empty():
# No duplicates, return as-is
return (wdts, wdts, 0, None, None)
# Analyze duplicate groups for validation
dupe_analysis: pl.DataFrame = (
dupes
.sort([time_col, 'index'])
.group_by(time_col, maintain_order=True)
.agg([
pl.col('index').alias('indices'),
pl.col('volume').alias('volumes'),
pl.col('high').alias('highs'),
pl.col('low').alias('lows'),
pl.col('open').alias('opens'),
pl.col('close').alias('closes'),
pl.col('dt').first().alias('dt'),
pl.len().alias('count'),
])
)
# Validate OHLCV monotonicity for each duplicate group
def check_ohlcv_validity(row) -> dict[str, bool]:
'''
Check if duplicate bars follow expected race condition pattern.
For a valid live-update backfill race:
- volume should be monotonically increasing
- high should be monotonically non-decreasing
- low should be monotonically non-increasing
- open should be identical (fixed at bar start)
Returns dict of violation flags.
'''
vols: list = row['volumes']
highs: list = row['highs']
lows: list = row['lows']
opens: list = row['opens']
violations: dict[str, bool] = {
'volume_non_monotonic': False,
'high_decreased': False,
'low_increased': False,
'open_mismatch': False,
'identical_bars': False,
}
# Check if all bars are identical (pure duplicate)
if (
len(set(vols)) == 1
and len(set(highs)) == 1
and len(set(lows)) == 1
and len(set(opens)) == 1
):
violations['identical_bars'] = True
return violations
# Check volume monotonicity
for i in range(1, len(vols)):
if vols[i] < vols[i-1]:
violations['volume_non_monotonic'] = True
break
# Check high monotonicity (can only increase or stay same)
for i in range(1, len(highs)):
if highs[i] < highs[i-1]:
violations['high_decreased'] = True
break
# Check low monotonicity (can only decrease or stay same)
for i in range(1, len(lows)):
if lows[i] > lows[i-1]:
violations['low_increased'] = True
break
# Check open consistency (should be fixed)
if len(set(opens)) > 1:
violations['open_mismatch'] = True
return violations
# Apply validation
dupe_analysis = dupe_analysis.with_columns([
pl.struct(['volumes', 'highs', 'lows', 'opens'])
.map_elements(
check_ohlcv_validity,
return_dtype=pl.Struct([
pl.Field('volume_non_monotonic', pl.Boolean),
pl.Field('high_decreased', pl.Boolean),
pl.Field('low_increased', pl.Boolean),
pl.Field('open_mismatch', pl.Boolean),
pl.Field('identical_bars', pl.Boolean),
])
)
.alias('validity')
])
# Unnest validity struct
dupe_analysis = dupe_analysis.unnest('validity')
# Separate valid races from data quality issues
valid_races: pl.DataFrame|None = (
dupe_analysis
.filter(
# Valid if no violations OR just identical bars
~pl.col('volume_non_monotonic')
& ~pl.col('high_decreased')
& ~pl.col('low_increased')
& ~pl.col('open_mismatch')
)
)
if valid_races.is_empty():
valid_races = None
data_quality_issues: pl.DataFrame|None = (
dupe_analysis
.filter(
# Issues if any non-identical violation exists
(
pl.col('volume_non_monotonic')
| pl.col('high_decreased')
| pl.col('low_increased')
| pl.col('open_mismatch')
)
& ~pl.col('identical_bars')
)
)
if data_quality_issues.is_empty():
data_quality_issues = None
# Deduplicate: keep highest volume bar for each timestamp
deduped: pl.DataFrame = (
wdts
.sort([time_col, volume_col])
.unique(
subset=[time_col],
keep='last',
maintain_order=False,
)
)
# Re-sort by time or index
if sort:
deduped = deduped.sort(by=time_col)
diff: int = wdts.height - deduped.height
return (
wdts,
deduped,
diff,
valid_races,
data_quality_issues,
)

1600
piker/tsp/_history.py 100644

File diff suppressed because it is too large Load Diff

View File

@ -21,6 +21,7 @@ Higher level annotation editors.
from __future__ import annotations
from collections import defaultdict
from typing import (
Literal,
Sequence,
TYPE_CHECKING,
)
@ -71,9 +72,18 @@ log = get_logger(__name__)
class ArrowEditor(Struct):
'''
Annotate a chart-view with arrows most often used for indicating,
- order txns/clears,
- positions directions,
- general points-of-interest like nooz events.
'''
godw: GodWidget = None # type: ignore # noqa
_arrows: dict[str, list[pg.ArrowItem]] = {}
_arrows: dict[
str,
list[pg.ArrowItem]
] = {}
def add(
self,
@ -81,8 +91,19 @@ class ArrowEditor(Struct):
uid: str,
x: float,
y: float,
color: str = 'default',
pointing: str | None = None,
color: str|None = None,
pointing: Literal[
'up',
'down',
None,
] = None,
alpha: int = 255,
zval: float = 1e9,
headLen: float|None = None,
headWidth: float|None = None,
tailLen: float|None = None,
tailWidth: float|None = None,
pxMode: bool = True,
) -> pg.ArrowItem:
'''
@ -98,29 +119,83 @@ class ArrowEditor(Struct):
# scale arrow sizing to dpi-aware font
size = _font.font.pixelSize() * 0.8
# allow caller override of head dimensions
if headLen is None:
headLen = size
if headWidth is None:
headWidth = size/2
# tail params default to None (no tail)
if tailWidth is None:
tailWidth = 3
color = color or 'default'
color = QColor(hcolor(color))
color.setAlpha(alpha)
pen = fn.mkPen(color, width=1)
brush = fn.mkBrush(color)
arrow = pg.ArrowItem(
angle=angle,
baseAngle=0,
headLen=size,
headWidth=size/2,
tailLen=None,
pxMode=True,
headLen=headLen,
headWidth=headWidth,
tailLen=tailLen,
tailWidth=tailWidth,
pxMode=pxMode,
# coloring
pen=pg.mkPen(hcolor('papas_special')),
brush=pg.mkBrush(hcolor(color)),
pen=pen,
brush=brush,
)
arrow.setZValue(zval)
arrow.setPos(x, y)
self._arrows.setdefault(uid, []).append(arrow)
plot.addItem(arrow) # render to view
# render to view
plot.addItem(arrow)
# register for removal
arrow._uid = uid
self._arrows.setdefault(
uid, []
).append(arrow)
return arrow
def remove(self, arrow) -> bool:
def remove(
self,
arrow: pg.ArrowItem,
) -> None:
'''
Remove a *single arrow* from all chart views to which it was
added.
'''
uid: str = arrow._uid
arrows: list[pg.ArrowItem] = self._arrows[uid]
log.info(
f'Removing arrow from views\n'
f'uid: {uid!r}\n'
f'{arrow!r}\n'
)
for linked in self.godw.iter_linked():
linked.chart.plotItem.removeItem(arrow)
if not (chart := linked.chart):
continue
chart.plotItem.removeItem(arrow)
try:
arrows.remove(arrow)
except ValueError:
log.warning(
f'Arrow was already removed?\n'
f'uid: {uid!r}\n'
f'{arrow!r}\n'
)
def remove_all(self) -> set[pg.ArrowItem]:
'''
Remove all arrows added by this editor from all
chart-views.
'''
for uid, arrows in self._arrows.items():
for arrow in arrows:
self.remove(arrow)
class LineEditor(Struct):
@ -266,6 +341,9 @@ class LineEditor(Struct):
return lines
# compat with ArrowEditor
remove = remove_line
def as_point(
pair: Sequence[float, float] | QPointF,
@ -298,7 +376,7 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
def __init__(
self,
viewbox: ViewBox,
color: str | None = None,
color: str|None = None,
) -> None:
super().__init__(0, 0, 1, 1)
@ -614,3 +692,6 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
):
scen.removeItem(self._label_proxy)
# compat with ArrowEditor
remove = delete

View File

@ -27,10 +27,12 @@ from contextlib import (
from functools import partial
from pprint import pformat
from typing import (
# Any,
AsyncContextManager,
Literal,
)
from uuid import uuid4
import pyqtgraph as pg
import tractor
import trio
from tractor import trionics
@ -47,12 +49,16 @@ from piker.brokers import SymbolNotFound
from piker.ui.qt import (
QGraphicsItem,
)
from PyQt6.QtGui import QFont
from ._display import DisplayState
from ._interaction import ChartView
from ._editors import SelectRect
from ._editors import (
SelectRect,
ArrowEditor,
)
from ._chart import ChartPlotWidget
from ._dataviz import Viz
from ._style import hcolor
log = get_logger(__name__)
@ -83,8 +89,40 @@ _ctxs: IpcCtxTable = {}
# the "annotations server" which actually renders to a Qt canvas).
# type AnnotsTable = dict[int, QGraphicsItem]
AnnotsTable = dict[int, QGraphicsItem]
EditorsTable = dict[int, ArrowEditor]
_annots: AnnotsTable = {}
_editors: EditorsTable = {}
def rm_annot(
annot: ArrowEditor|SelectRect|pg.TextItem
) -> bool:
global _editors
match annot:
case pg.ArrowItem():
editor = _editors[annot._uid]
editor.remove(annot)
# ^TODO? only remove each arrow or all?
# if editor._arrows:
# editor.remove_all()
# else:
# log.warning(
# f'Annot already removed!\n'
# f'{annot!r}\n'
# )
return True
case SelectRect():
annot.delete()
return True
case pg.TextItem():
scene = annot.scene()
if scene:
scene.removeItem(annot)
return True
return False
async def serve_rc_annots(
@ -95,6 +133,12 @@ async def serve_rc_annots(
annots: AnnotsTable,
) -> None:
'''
A small viz(ualization) server for remote ctl of chart
annotations.
'''
global _editors
async for msg in annot_req_stream:
match msg:
case {
@ -104,14 +148,77 @@ async def serve_rc_annots(
'meth': str(meth),
'kwargs': dict(kwargs),
}:
ds: DisplayState = _dss[fqme]
chart: ChartPlotWidget = {
60: ds.hist_chart,
1: ds.chart,
}[timeframe]
try:
chart: ChartPlotWidget = {
60: ds.hist_chart,
1: ds.chart,
}[timeframe]
except KeyError:
msg: str = (
f'No chart for timeframe={timeframe}s, '
f'skipping rect annotation'
)
log.exeception(msg)
await annot_req_stream.send({'error': msg})
continue
cv: ChartView = chart.cv
# NEW: if timestamps provided, lookup current indices
# from shm to ensure alignment with current buffer
# state
start_time = kwargs.pop('start_time', None)
end_time = kwargs.pop('end_time', None)
if (
start_time is not None
and end_time is not None
):
viz: Viz = chart.get_viz(fqme)
shm = viz.shm
arr = shm.array
# lookup start index
start_matches = arr[arr['time'] == start_time]
if len(start_matches) == 0:
msg: str = (
f'No shm entry for start_time={start_time}, '
f'skipping rect'
)
log.error(msg)
await annot_req_stream.send({'error': msg})
continue
# lookup end index
end_matches = arr[arr['time'] == end_time]
if len(end_matches) == 0:
msg: str = (
f'No shm entry for end_time={end_time}, '
f'skipping rect'
)
log.error(msg)
await annot_req_stream.send({'error': msg})
continue
# get close price from start bar, open from end
# bar
start_idx = float(start_matches[0]['index'])
end_idx = float(end_matches[0]['index'])
start_close = float(start_matches[0]['close'])
end_open = float(end_matches[0]['open'])
# reconstruct start_pos and end_pos with
# looked-up indices
from_idx: float = 0.16 - 0.06 # BGM offset
kwargs['start_pos'] = (
start_idx + 1 - from_idx,
start_close,
)
kwargs['end_pos'] = (
end_idx + from_idx,
end_open,
)
# annot type lookup from cmd
rect = SelectRect(
viewbox=cv,
@ -130,21 +237,207 @@ async def serve_rc_annots(
# delegate generically to the requested method
getattr(rect, meth)(**kwargs)
rect.show()
# XXX: store absolute coords for repositioning
# during viz redraws (eg backfill updates)
rect._meth = meth
rect._kwargs = kwargs
aid: int = id(rect)
annots[aid] = rect
aids: set[int] = ctxs[ipc_key][1]
aids.add(aid)
await annot_req_stream.send(aid)
case {
'cmd': 'ArrowEditor',
'fqme': fqme,
'timeframe': timeframe,
'meth': 'add'|'remove' as meth,
'kwargs': {
'x': float(x),
'y': float(y),
'pointing': pointing,
'color': color,
'aid': str()|None as aid,
'alpha': int(alpha),
'headLen': int()|float()|None as headLen,
'headWidth': int()|float()|None as headWidth,
'tailLen': int()|float()|None as tailLen,
'tailWidth': int()|float()|None as tailWidth,
'pxMode': bool(pxMode),
'time': int()|float()|None as timestamp,
},
# ?TODO? split based on method fn-sigs?
# 'pointing',
}:
ds: DisplayState = _dss[fqme]
try:
chart: ChartPlotWidget = {
60: ds.hist_chart,
1: ds.chart,
}[timeframe]
except KeyError:
log.warning(
f'No chart for timeframe={timeframe}s, '
f'skipping arrow annotation'
)
# return -1 to indicate failure
await annot_req_stream.send(-1)
continue
cv: ChartView = chart.cv
godw = chart.linked.godwidget
# NEW: if timestamp provided, lookup current index
# from shm to ensure alignment with current buffer
# state
if timestamp is not None:
viz: Viz = chart.get_viz(fqme)
shm = viz.shm
arr = shm.array
# find index where time matches timestamp
matches = arr[arr['time'] == timestamp]
if len(matches) == 0:
log.error(
f'No shm entry for timestamp={timestamp}, '
f'skipping arrow annotation'
)
await annot_req_stream.send(-1)
continue
# use the matched row's index as x
x = float(matches[0]['index'])
arrows = ArrowEditor(godw=godw)
# `.add/.remove()` API
if meth != 'add':
# await tractor.pause()
raise ValueError(
f'Invalid arrow-edit request ?\n'
f'{msg!r}\n'
)
aid: str = str(uuid4())
arrow: pg.ArrowItem = arrows.add(
plot=chart.plotItem,
uid=aid,
x=x,
y=y,
pointing=pointing,
color=color,
alpha=alpha,
headLen=headLen,
headWidth=headWidth,
tailLen=tailLen,
tailWidth=tailWidth,
pxMode=pxMode,
)
# XXX: store absolute coords for repositioning
# during viz redraws (eg backfill updates)
arrow._abs_x = x
arrow._abs_y = y
annots[aid] = arrow
_editors[aid] = arrows
aids: set[int] = ctxs[ipc_key][1]
aids.add(aid)
await annot_req_stream.send(aid)
case {
'cmd': 'TextItem',
'fqme': fqme,
'timeframe': timeframe,
'kwargs': {
'text': str(text),
'x': int()|float() as x,
'y': int()|float() as y,
'color': color,
'anchor': list(anchor),
'font_size': int()|None as font_size,
'time': int()|float()|None as timestamp,
},
}:
ds: DisplayState = _dss[fqme]
try:
chart: ChartPlotWidget = {
60: ds.hist_chart,
1: ds.chart,
}[timeframe]
except KeyError:
log.warning(
f'No chart for timeframe={timeframe}s, '
f'skipping text annotation'
)
await annot_req_stream.send(-1)
continue
# NEW: if timestamp provided, lookup current index
# from shm to ensure alignment with current buffer
# state
if timestamp is not None:
viz: Viz = chart.get_viz(fqme)
shm = viz.shm
arr = shm.array
# find index where time matches timestamp
matches = arr[arr['time'] == timestamp]
if len(matches) == 0:
log.error(
f'No shm entry for timestamp={timestamp}, '
f'skipping text annotation'
)
await annot_req_stream.send(-1)
continue
# use the matched row's index as x, +1 for text
# offset
x = float(matches[0]['index']) + 1
# convert named color to hex
color_hex: str = hcolor(color)
# create text item
text_item: pg.TextItem = pg.TextItem(
text=text,
color=color_hex,
anchor=anchor,
# ?TODO, pin to github:main for this?
# legacy, can have scaling ish?
# ensureInBounds=True,
)
# apply font size (default to DpiAwareFont if not
# provided)
if font_size is None:
from ._style import get_fonts
font, font_small = get_fonts()
font_size = font_small.px_size - 1
qfont: QFont = text_item.textItem.font()
qfont.setPixelSize(font_size)
text_item.setFont(qfont)
text_item.setPos(x, y)
chart.plotItem.addItem(text_item)
# XXX: store absolute coords for repositioning
# during viz redraws (eg backfill updates)
text_item._abs_x = x
text_item._abs_y = y
aid: str = str(uuid4())
annots[aid] = text_item
aids: set[int] = ctxs[ipc_key][1]
aids.add(aid)
await annot_req_stream.send(aid)
case {
'cmd': 'remove',
'aid': int(aid),
'aid': int(aid)|str(aid),
}:
# NOTE: this is normally entered on
# a client's annotation de-alloc normally
# prior to detach or modify.
annot: QGraphicsItem = annots[aid]
annot.delete()
assert rm_annot(annot)
# respond to client indicating annot
# was indeed deleted.
@ -175,6 +468,38 @@ async def serve_rc_annots(
)
viz.reset_graphics()
# XXX: reposition all annotations to ensure they
# stay aligned with viz data after reset (eg during
# backfill when abs-index range changes)
n_repositioned: int = 0
for aid, annot in annots.items():
# arrows and text items use abs x,y coords
if (
hasattr(annot, '_abs_x')
and
hasattr(annot, '_abs_y')
):
annot.setPos(
annot._abs_x,
annot._abs_y,
)
n_repositioned += 1
# rects use method + kwargs
elif (
hasattr(annot, '_meth')
and
hasattr(annot, '_kwargs')
):
getattr(annot, annot._meth)(**annot._kwargs)
n_repositioned += 1
if n_repositioned:
log.info(
f'Repositioned {n_repositioned} annotation(s) '
f'after viz redraw'
)
case _:
log.error(
'Unknown remote annotation cmd:\n'
@ -188,6 +513,12 @@ async def remote_annotate(
) -> None:
global _dss, _ctxs
if not _dss:
raise RuntimeError(
'Race condition on chart-init state ??\n'
'Anoter actor is trying to annoate this chart '
'before it has fully spawned.\n'
)
assert _dss
_ctxs[ctx.cid] = (ctx, set())
@ -212,7 +543,7 @@ async def remote_annotate(
assert _ctx is ctx
for aid in aids:
annot: QGraphicsItem = _annots[aid]
annot.delete()
assert rm_annot(annot)
class AnnotCtl(Struct):
@ -257,36 +588,47 @@ class AnnotCtl(Struct):
from_acm: bool = False,
) -> int:
# NEW: optional timestamps for server-side index lookup
start_time: float|None = None,
end_time: float|None = None,
) -> int|None:
'''
Add a `SelectRect` annotation to the target view, return
the instances `id(obj)` from the remote UI actor.
'''
ipc: MsgStream = self._get_ipc(fqme)
await ipc.send({
'fqme': fqme,
'cmd': 'SelectRect',
'timeframe': timeframe,
# 'meth': str(meth),
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
'kwargs': {
'start_pos': tuple(start_pos),
'end_pos': tuple(end_pos),
'color': color,
'update_label': False,
},
})
aid: int = await ipc.receive()
self._ipcs[aid] = ipc
if not from_acm:
self._annot_stack.push_async_callback(
partial(
self.remove,
aid,
with trio.fail_after(3):
await ipc.send({
'fqme': fqme,
'cmd': 'SelectRect',
'timeframe': timeframe,
# 'meth': str(meth),
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
'kwargs': {
'start_pos': tuple(start_pos),
'end_pos': tuple(end_pos),
'color': color,
'update_label': False,
'start_time': start_time,
'end_time': end_time,
},
})
aid: int|dict = await ipc.receive()
match aid:
case {'error': str(msg)}:
log.error(msg)
return None
self._ipcs[aid] = ipc
if not from_acm:
self._annot_stack.push_async_callback(
partial(
self.remove,
aid,
)
)
)
return aid
return aid
async def remove(
self,
@ -334,20 +676,130 @@ class AnnotCtl(Struct):
'timeframe': timeframe,
})
# TODO: do we even need this?
# async def modify(
# self,
# aid: int, # annotation id
# meth: str, # far end graphics object method to invoke
# params: dict[str, Any], # far end `meth(**kwargs)`
# ) -> bool:
# '''
# Modify an existing (remote) annotation's graphics
# paramters, thus changing it's appearance / state in real
# time.
async def add_arrow(
self,
fqme: str,
timeframe: float,
x: float,
y: float,
pointing: Literal[
'up',
'down',
],
# TODO: a `Literal['view', 'scene']` for this?
# domain: str = 'view', # or 'scene'
color: str = 'dad_blue',
alpha: int = 116,
headLen: float|None = None,
headWidth: float|None = None,
tailLen: float|None = None,
tailWidth: float|None = None,
pxMode: bool = True,
# '''
# raise NotImplementedError
from_acm: bool = False,
# NEW: optional timestamp for server-side index lookup
time: float|None = None,
) -> int|None:
'''
Add a `SelectRect` annotation to the target view, return
the instances `id(obj)` from the remote UI actor.
'''
ipc: MsgStream = self._get_ipc(fqme)
with trio.fail_after(3):
await ipc.send({
'fqme': fqme,
'cmd': 'ArrowEditor',
'timeframe': timeframe,
# 'meth': str(meth),
'meth': 'add',
'kwargs': {
'x': float(x),
'y': float(y),
'color': color,
'pointing': pointing, # up|down
'alpha': alpha,
'aid': None,
'headLen': headLen,
'headWidth': headWidth,
'tailLen': tailLen,
'tailWidth': tailWidth,
'pxMode': pxMode,
'time': time, # for server-side index lookup
},
})
aid: int|dict = await ipc.receive()
match aid:
case {'error': str(msg)}:
log.error(msg)
return None
self._ipcs[aid] = ipc
if not from_acm:
self._annot_stack.push_async_callback(
partial(
self.remove,
aid,
)
)
return aid
async def add_text(
self,
fqme: str,
timeframe: float,
text: str,
x: float,
y: float,
color: str|tuple = 'dad_blue',
anchor: tuple[float, float] = (0, 1),
font_size: int|None = None,
from_acm: bool = False,
# NEW: optional timestamp for server-side index lookup
time: float|None = None,
) -> int|None:
'''
Add a `pg.TextItem` annotation to the target view.
anchor: (x, y) where (0,0) is upper-left, (1,1) is lower-right
font_size: pixel size for font, defaults to `_font.font.pixelSize()`
'''
ipc: MsgStream = self._get_ipc(fqme)
with trio.fail_after(3):
await ipc.send({
'fqme': fqme,
'cmd': 'TextItem',
'timeframe': timeframe,
'kwargs': {
'text': text,
'x': float(x),
'y': float(y),
'color': color,
'anchor': tuple(anchor),
'font_size': font_size,
'time': time, # for server-side index lookup
},
})
aid: int|dict = await ipc.receive()
match aid:
case {'error': str(msg)}:
log.error(msg)
return None
self._ipcs[aid] = ipc
if not from_acm:
self._annot_stack.push_async_callback(
partial(
self.remove,
aid,
)
)
return aid
@acm
@ -374,7 +826,9 @@ async def open_annot_ctl(
# TODO: print the current discoverable actor UID set
# here as well?
if not maybe_portals:
raise RuntimeError('No chart UI actors found in service domain?')
raise RuntimeError(
'No chart actors found in service domain?'
)
for portal in maybe_portals:
ctx_mngrs.append(

View File

@ -61,7 +61,7 @@ class DpiAwareFont:
) -> None:
self._font_size_calc_key: str = _font_size_key
self._font_size: int | None = None
self._font_size: int|None = None
# Read preferred font size from main config file if it exists
conf, path = config.load('conf', touch_if_dne=True)
@ -107,7 +107,22 @@ class DpiAwareFont:
@property
def px_size(self) -> int:
return self._qfont.pixelSize()
size: int = self._qfont.pixelSize()
# XXX, when no Qt app has been spawned this will always be
# invalid..
# SO, just return any conf.toml value.
if size == -1:
if (conf_size := self._font_size) is None:
raise ValueError(
f'No valid `{type(_font).__name__}.px_size` set?\n'
f'\n'
f'-> `ui.font_size` is NOT set in `conf.toml`\n'
f'-> no Qt app is active ??\n'
)
return conf_size
return size
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
'''
@ -221,6 +236,20 @@ def _config_fonts_to_screen() -> None:
_font_small.configure_to_dpi()
def get_fonts() -> tuple[
DpiAwareFont,
DpiAwareFont,
]:
'''
Get the singleton font pair (of instances) from which all other
UI/UX should be "scaled around".
See `DpiAwareFont` for (internal) deats.
'''
return _font, _font_small
# TODO: re-compute font size when main widget switches screens?
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3

View File

@ -116,7 +116,6 @@ uis = [
dev = [
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
"cython >=3.0.0, <4.0.0",
# nested deps-groups
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
{include-group = 'uis'},
@ -134,6 +133,10 @@ repl = [
"prompt-toolkit ==3.0.40",
"pyperclip>=1.9.0",
# for @claude's `snippets/claude_debug_helper.py` it uses to do
# "offline" debug/crash REPL-in alongside a dev.
"pexpect>=4.9.0",
# ?TODO, new stuff to consider..
# "visidata" # console numerics
# "xxh" # for remote `xonsh`-ing
@ -191,10 +194,15 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
# to get fancy next-cmd/suggestion feats prior to 0.22.2 B)
# https://github.com/xonsh/xonsh/pull/6037
# https://github.com/xonsh/xonsh/pull/6048
xonsh = { git = 'https://github.com/xonsh/xonsh.git', branch = 'main' }
# XXX since, we're like, always hacking new shite all-the-time. Bp
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
# tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
# ------ goodboy ------
# hackin dev-envs, usually there's something new he's hackin in..
# tractor = { path = "../tractor", editable = true }
tractor = { path = "../tractor", editable = true }

View File

@ -0,0 +1,256 @@
#!/usr/bin/env python
'''
Programmatic debugging helper for `pdbp` REPL human-like
interaction but built to allow `claude` to interact with
crashes and `tractor.pause()` breakpoints along side a human dev.
Originally written by `clauded` during a backfiller inspection
session with @goodboy trying to resolve duplicate/gappy ohlcv ts
issues discovered while testing the new `nativedb` tsdb.
Allows `claude` to run `pdb` commands and capture output in an "offline"
manner but generating similar output as if it was iteracting with
the debug REPL.
The use of `pexpect` is heavily based on tractor's REPL UX test
suite(s), namely various `tests/devx/test_debugger.py` patterns.
'''
import sys
import os
import time
import pexpect
from pexpect.exceptions import (
TIMEOUT,
EOF,
)
PROMPT: str = r'\(Pdb\+\)'
def expect(
child: pexpect.spawn,
patt: str,
**kwargs,
) -> None:
'''
Expect wrapper that prints last console data before failing.
'''
try:
child.expect(
patt,
**kwargs,
)
except TIMEOUT:
before: str = (
str(child.before.decode())
if isinstance(child.before, bytes)
else str(child.before)
)
print(
f'TIMEOUT waiting for pattern: {patt}\n'
f'Last seen output:\n{before}'
)
raise
def run_pdb_commands(
commands: list[str],
initial_cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
timeout: int = 30,
print_output: bool = True,
) -> dict[str, str]:
'''
Spawn piker process, wait for pdb prompt, execute commands.
Returns dict mapping command -> output.
'''
results: dict[str, str] = {}
# Disable colored output for easier parsing
os.environ['PYTHON_COLORS'] = '0'
# Spawn the process
if print_output:
print(f'Spawning: {initial_cmd}')
child: pexpect.spawn = pexpect.spawn(
initial_cmd,
timeout=timeout,
encoding='utf-8',
echo=False,
)
# Wait for pdb prompt
try:
expect(child, PROMPT, timeout=timeout)
if print_output:
print('Reached pdb prompt!')
# Execute each command
for cmd in commands:
if print_output:
print(f'\n>>> {cmd}')
child.sendline(cmd)
time.sleep(0.1)
# Wait for next prompt
expect(child, PROMPT, timeout=timeout)
# Capture output (everything before the prompt)
output: str = (
str(child.before.decode())
if isinstance(child.before, bytes)
else str(child.before)
)
results[cmd] = output
if print_output:
print(output)
# Quit debugger gracefully
child.sendline('quit')
try:
child.expect(EOF, timeout=5)
except (TIMEOUT, EOF):
pass
except TIMEOUT as e:
print(f'Timeout: {e}')
if child.before:
before: str = (
str(child.before.decode())
if isinstance(child.before, bytes)
else str(child.before)
)
print(f'Buffer:\n{before}')
results['_error'] = str(e)
finally:
if child.isalive():
child.close(force=True)
return results
class InteractivePdbSession:
'''
Interactive pdb session manager for incremental debugging.
'''
def __init__(
self,
cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
timeout: int = 30,
):
self.cmd: str = cmd
self.timeout: int = timeout
self.child: pexpect.spawn|None = None
self.history: list[tuple[str, str]] = []
def start(self) -> None:
'''
Start the piker process and wait for first prompt.
'''
os.environ['PYTHON_COLORS'] = '0'
print(f'Starting: {self.cmd}')
self.child = pexpect.spawn(
self.cmd,
timeout=self.timeout,
encoding='utf-8',
echo=False,
)
# Wait for initial prompt
expect(self.child, PROMPT, timeout=self.timeout)
print('Ready at pdb prompt!')
def run(
self,
cmd: str,
print_output: bool = True,
) -> str:
'''
Execute a single pdb command and return output.
'''
if not self.child or not self.child.isalive():
raise RuntimeError('Session not started or dead')
if print_output:
print(f'\n>>> {cmd}')
self.child.sendline(cmd)
time.sleep(0.1)
# Wait for next prompt
expect(self.child, PROMPT, timeout=self.timeout)
output: str = (
str(self.child.before.decode())
if isinstance(self.child.before, bytes)
else str(self.child.before)
)
self.history.append((cmd, output))
if print_output:
print(output)
return output
def quit(self) -> None:
'''
Exit the debugger and cleanup.
'''
if self.child and self.child.isalive():
self.child.sendline('quit')
try:
self.child.expect(EOF, timeout=5)
except (TIMEOUT, EOF):
pass
self.child.close(force=True)
def __enter__(self):
self.start()
return self
def __exit__(self, *args):
self.quit()
if __name__ == '__main__':
# Example inspection commands
inspect_cmds: list[str] = [
'locals().keys()',
'type(deduped)',
'deduped.shape',
(
'step_gaps.shape '
'if "step_gaps" in locals() '
'else "N/A"'
),
(
'venue_gaps.shape '
'if "venue_gaps" in locals() '
'else "N/A"'
),
]
# Allow commands from CLI args
if len(sys.argv) > 1:
inspect_cmds = sys.argv[1:]
# Interactive session example
with InteractivePdbSession() as session:
for cmd in inspect_cmds:
session.run(cmd)
print('\n=== Session Complete ===')

85
uv.lock
View File

@ -1000,6 +1000,18 @@ wheels = [
{ url = "https://files.pythonhosted.org/packages/6e/23/e98758924d1b3aac11a626268eabf7f3cf177e7837c28d47bf84c64532d0/pendulum-3.1.0-py3-none-any.whl", hash = "sha256:f9178c2a8e291758ade1e8dd6371b1d26d08371b4c7730a6e9a3ef8b16ebae0f", size = 111799, upload-time = "2025-04-19T14:02:34.739Z" },
]
[[package]]
name = "pexpect"
version = "4.9.0"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "ptyprocess" },
]
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