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No commits in common. "6c916a22d15a30c8b2d5175fb77f5d940ac08940" and "07de93c11c8a917b0c10d3a3bc98a7cfd69eebef" have entirely different histories.
6c916a22d1
...
07de93c11c
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@ -161,17 +161,10 @@ _futes_venues = (
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'CME',
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'CMECRYPTO',
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'COMEX',
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# 'CMDTY', # special name case..
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'CMDTY', # special name case..
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'CBOT', # (treasury) yield futures
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)
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_adhoc_cmdty_set = {
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# metals
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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'xauusd.cmdty', # london gold spot ^
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'xagusd.cmdty', # silver spot
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}
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_adhoc_futes_set = {
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# equities
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@ -193,12 +186,16 @@ _adhoc_futes_set = {
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# raw
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'lb.comex', # random len lumber
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# metals
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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'xauusd.cmdty', # london gold spot ^
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'gc.comex',
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'mgc.comex', # micro
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# oil & gas
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'cl.comex',
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'xagusd.cmdty', # silver spot
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'ni.comex', # silver futes
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'qi.comex', # mini-silver futes
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@ -262,7 +259,6 @@ _exch_skip_list = {
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'FUNDSERV',
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'SWB2',
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'PSE',
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'PHLX',
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}
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_enters = 0
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@ -518,18 +514,15 @@ class Client:
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except ConnectionError:
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return {}
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dict_results: dict[str, dict] = {}
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for key, deats in results.copy().items():
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tract = deats.contract
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sym = tract.symbol
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sectype = tract.secType
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deats_dict = asdict(deats)
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if sectype == 'IND':
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results[f'{sym}.IND'] = tract
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results.pop(key)
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key = f'{sym}.IND'
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results[key] = tract
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# exch = tract.exchange
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# XXX: add back one of these to get the weird deadlock
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@ -566,25 +559,20 @@ class Client:
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# if cons:
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all_deats = await self.con_deats([con])
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results |= all_deats
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for key in all_deats:
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dict_results[key] = asdict(all_deats[key])
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# forex pairs
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elif sectype == 'CASH':
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results.pop(key)
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dst, src = tract.localSymbol.split('.')
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pair_key = "/".join([dst, src])
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exch = tract.exchange.lower()
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key = f'{pair_key}.{exch}'
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results[key] = tract
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results[f'{pair_key}.{exch}'] = tract
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results.pop(key)
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# XXX: again seems to trigger the weird tractor
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# bug with the debugger..
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# assert 0
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dict_results[key] = deats_dict
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return dict_results
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return results
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async def get_fute(
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self,
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@ -1048,11 +1036,7 @@ def con2fqsn(
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# TODO: option symbol parsing and sane display:
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symbol = con.localSymbol.replace(' ', '')
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case (
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ibis.Commodity()
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# search API endpoint returns std con box..
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| ibis.Contract(secType='CMDTY')
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):
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case ibis.Commodity():
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# commodities and forex don't have an exchange name and
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# no real volume so we have to calculate the price
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suffix = con.secType
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@ -297,7 +297,10 @@ def slice_from_time(
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stop_t: float,
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step: int | None = None,
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) -> slice:
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) -> tuple[
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slice,
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slice,
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]:
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'''
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Calculate array indices mapped from a time range and return them in
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a slice.
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@ -253,17 +253,12 @@ class Sampler:
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# f'consumers: {subs}'
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)
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borked: set[tractor.MsgStream] = set()
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sent: set[tractor.MsgStream] = set()
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while True:
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try:
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for stream in (subs - sent):
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for stream in subs:
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try:
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await stream.send({
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'index': time_stamp or last_ts,
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'period': period_s,
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})
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sent.add(stream)
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except (
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trio.BrokenResourceError,
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trio.ClosedResourceError
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@ -272,11 +267,6 @@ class Sampler:
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f'{stream._ctx.chan.uid} dropped connection'
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)
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borked.add(stream)
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else:
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break
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except RuntimeError:
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log.warning(f'Client subs {subs} changed while broadcasting')
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continue
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for stream in borked:
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try:
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@ -858,16 +848,6 @@ async def uniform_rate_send(
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# rate timing exactly lul
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try:
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await stream.send({sym: first_quote})
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except tractor.RemoteActorError as rme:
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if rme.type is not tractor._exceptions.StreamOverrun:
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raise
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ctx = stream._ctx
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chan = ctx.chan
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log.warning(
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'Throttled quote-stream overrun!\n'
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f'{sym}:{ctx.cid}@{chan.uid}'
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)
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except (
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# NOTE: any of these can be raised by ``tractor``'s IPC
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# transport-layer and we want to be highly resilient
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@ -1589,9 +1589,6 @@ async def open_feed(
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(brokermod, bfqsns),
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) in zip(ctxs, providers.items()):
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# NOTE: do it asap to avoid overruns during multi-feed setup?
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ctx._backpressure = backpressure
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for fqsn, flume_msg in flumes_msg_dict.items():
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flume = Flume.from_msg(flume_msg)
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assert flume.symbol.fqsn == fqsn
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@ -1090,7 +1090,7 @@ class Viz(msgspec.Struct): # , frozen=True):
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else:
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log.warning(f'Unknown view state {vl} -> {vr}')
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return
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# return
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# raise RuntimeError(f'Unknown view state {vl} -> {vr}')
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else:
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@ -255,8 +255,8 @@ async def increment_history_view(
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profiler('`hist Viz.update_graphics()` call')
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if liv:
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# hist_viz.plot.vb._set_yrange(viz=hist_viz)
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hist_viz.plot.vb.interact_graphics_cycle(
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do_linked_charts=False,
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# do_overlay_scaling=False,
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)
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profiler('hist chart yrange view')
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@ -580,6 +580,7 @@ def graphics_update_cycle(
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or trigger_all
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):
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chart.increment_view(datums=append_diff)
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# main_viz.plot.vb._set_yrange(viz=main_viz)
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# NOTE: since vlm and ohlc charts are axis linked now we don't
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# need the double increment request?
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@ -715,14 +716,16 @@ def graphics_update_cycle(
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# yr = (mn, mx)
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main_vb.interact_graphics_cycle(
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# do_overlay_scaling=False,
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do_linked_charts=False,
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)
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# TODO: we should probably scale
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# the view margin based on the size
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# of the true range? This way you can
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# slap in orders outside the current
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# L1 (only) book range.
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# main_vb._set_yrange(
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# yrange=yr
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# # range_margin=0.1,
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# )
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profiler('main vb y-autorange')
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# SLOW CHART resize case
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@ -845,15 +848,9 @@ def graphics_update_cycle(
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mx_vlm_in_view != varz['last_mx_vlm']
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):
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varz['last_mx_vlm'] = mx_vlm_in_view
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# TODO: incr maxmin update as pass into below..
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# vlm_yr = (0, mx_vlm_in_view * 1.375)
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main_vlm_viz.plot.vb.interact_graphics_cycle(
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# do_overlay_scaling=False,
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do_linked_charts=False,
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)
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profiler('`vlm_chart.view.interact_graphics_cycle()`')
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# vlm_chart.view._set_yrange(yrange=vlm_yr)
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# profiler('`vlm_chart.view._set_yrange()`')
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# update all downstream FSPs
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for curve_name, viz in vlm_vizs.items():
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@ -881,11 +878,11 @@ def graphics_update_cycle(
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# resizing from last quote?)
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# XXX: without this we get completely
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# mangled/empty vlm display subchart..
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fvb = viz.plot.vb
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fvb.interact_graphics_cycle(
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do_linked_charts=False,
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)
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profiler(f'vlm `Viz[{viz.name}].plot.vb.interact_graphics_cycle()`')
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# fvb = viz.plot.vb
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# fvb._set_yrange(
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# viz=viz,
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# )
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profiler(f'vlm `Viz[{viz.name}].plot.vb._set_yrange()`')
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# even if we're downsampled bigly
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# draw the last datum in the final
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|
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@ -608,7 +608,6 @@ async def open_vlm_displays(
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linked: LinkedSplits,
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flume: Flume,
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dvlm: bool = True,
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loglevel: str = 'info',
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task_status: TaskStatus[ChartPlotWidget] = trio.TASK_STATUS_IGNORED,
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@ -711,9 +710,9 @@ async def open_vlm_displays(
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_, _, vlm_curve = vlm_viz.update_graphics()
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# size view to data once at outset
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# vlm_chart.view._set_yrange(
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# viz=vlm_viz
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# )
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vlm_chart.view._set_yrange(
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viz=vlm_viz
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)
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# add axis title
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axis = vlm_chart.getAxis('right')
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@ -735,8 +734,22 @@ async def open_vlm_displays(
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},
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},
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},
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loglevel,
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# loglevel,
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)
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tasks_ready.append(started)
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# FIXME: we should error on starting the same fsp right
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# since it might collide with existing shm.. or wait we
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# had this before??
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# dolla_vlm
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tasks_ready.append(started)
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# profiler(f'created shm for fsp actor: {display_name}')
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# wait for all engine tasks to startup
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async with trio.open_nursery() as n:
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for event in tasks_ready:
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n.start_soon(event.wait)
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# dolla vlm overlay
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# XXX: the main chart already contains a vlm "units" axis
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@ -808,7 +821,6 @@ async def open_vlm_displays(
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)
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assert viz.plot is pi
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await started.wait()
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chart_curves(
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dvlm_fields,
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dvlm_pi,
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@ -817,17 +829,19 @@ async def open_vlm_displays(
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step_mode=True,
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)
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# NOTE: spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
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# up since calculating vlm "rates" obvs first requires the
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# underlying vlm event feed ;)
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# spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
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# up since this one depends on it.
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fr_flume, started = await admin.start_engine_task(
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flow_rates,
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{ # fsp engine conf
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'func_name': 'flow_rates',
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'zero_on_step': True,
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},
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loglevel,
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# loglevel,
|
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)
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await started.wait()
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# chart_curves(
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# dvlm_rate_fields,
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# dvlm_pi,
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@ -871,7 +885,6 @@ async def open_vlm_displays(
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)
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await started.wait()
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chart_curves(
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trade_rate_fields,
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tr_pi,
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||||
|
|
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@ -43,7 +43,6 @@ from ..log import get_logger
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from .._profile import Profiler
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from .._profile import pg_profile_enabled, ms_slower_then
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from ..data.types import Struct
|
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from ..data._pathops import slice_from_time
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# from ._style import _min_points_to_show
|
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from ._editors import SelectRect
|
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from . import _event
|
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|
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@ -959,32 +958,30 @@ class ChartView(ViewBox):
|
|||
):
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profiler = Profiler(
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msg=f'ChartView.interact_graphics_cycle() for {self.name}',
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disabled=not pg_profile_enabled(),
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ms_threshold=ms_slower_then,
|
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# disabled=not pg_profile_enabled(),
|
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# ms_threshold=ms_slower_then,
|
||||
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disabled=False,
|
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ms_threshold=4,
|
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|
||||
# XXX: important to avoid not seeing underlying
|
||||
# ``Viz.update_graphics()`` nested profiling likely
|
||||
# due to the way delaying works and garbage collection of
|
||||
# the profiler in the delegated method calls.
|
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delayed=True,
|
||||
|
||||
# for hardcore latency checking, comment these flags above.
|
||||
# disabled=False,
|
||||
# ms_threshold=4,
|
||||
)
|
||||
|
||||
# TODO: a faster single-loop-iterator way of doing this XD
|
||||
chart = self._chart
|
||||
plots = {chart.name: chart}
|
||||
|
||||
linked = self.linked
|
||||
if (
|
||||
do_linked_charts
|
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and linked
|
||||
):
|
||||
plots = {linked.chart.name: linked.chart}
|
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plots |= linked.subplots
|
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else:
|
||||
plots = {chart.name: chart}
|
||||
|
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# TODO: a faster single-loop-iterator way of doing this?
|
||||
for chart_name, chart in plots.items():
|
||||
|
||||
# Common `PlotItem` maxmin table; presumes that some path
|
||||
|
|
@ -1006,8 +1003,8 @@ class ChartView(ViewBox):
|
|||
major_viz: Viz = None
|
||||
major_mx: float = 0
|
||||
major_mn: float = float('inf')
|
||||
# mx_up_rng: float = 0
|
||||
# mn_down_rng: float = 0
|
||||
mx_up_rng: float = 0
|
||||
mn_down_rng: float = 0
|
||||
mx_disp: float = 0
|
||||
|
||||
# collect certain flows have grapics objects **in seperate
|
||||
|
|
@ -1053,7 +1050,6 @@ class ChartView(ViewBox):
|
|||
read_slc,
|
||||
yrange
|
||||
) = out
|
||||
profiler(f'{viz.name}@{chart_name} `Viz.maxmin()`')
|
||||
|
||||
pi = viz.plot
|
||||
|
||||
|
|
@ -1086,14 +1082,17 @@ class ChartView(ViewBox):
|
|||
in_view = arr[read_slc]
|
||||
row_start = arr[read_slc.start - 1]
|
||||
|
||||
# y_med = (ymx - ymn) / 2
|
||||
# y_med = viz.median_from_range(
|
||||
# read_slc.start,
|
||||
# read_slc.stop,
|
||||
# )
|
||||
if viz.is_ohlc:
|
||||
y_med = viz.median_from_range(
|
||||
read_slc.start,
|
||||
read_slc.stop,
|
||||
)
|
||||
y_start = row_start['open']
|
||||
else:
|
||||
y_med = viz.median_from_range(
|
||||
read_slc.start,
|
||||
read_slc.stop,
|
||||
)
|
||||
y_start = row_start[viz.name]
|
||||
|
||||
profiler(f'{viz.name}@{chart_name} MINOR curve median')
|
||||
|
|
@ -1103,13 +1102,13 @@ class ChartView(ViewBox):
|
|||
y_start,
|
||||
ymn,
|
||||
ymx,
|
||||
# y_med,
|
||||
y_med,
|
||||
read_slc,
|
||||
in_view,
|
||||
)
|
||||
|
||||
# find curve with max dispersion
|
||||
disp = abs(ymx - ymn) / y_start
|
||||
disp = abs(ymx - ymn) / y_med
|
||||
|
||||
# track the "major" curve as the curve with most
|
||||
# dispersion.
|
||||
|
|
@ -1122,12 +1121,12 @@ class ChartView(ViewBox):
|
|||
profiler(f'{viz.name}@{chart_name} set new major')
|
||||
|
||||
# compute directional (up/down) y-range % swing/dispersion
|
||||
# y_ref = y_med
|
||||
# up_rng = (ymx - y_ref) / y_ref
|
||||
# down_rng = (ymn - y_ref) / y_ref
|
||||
y_ref = y_med
|
||||
up_rng = (ymx - y_ref) / y_ref
|
||||
down_rng = (ymn - y_ref) / y_ref
|
||||
|
||||
# mx_up_rng = max(mx_up_rng, up_rng)
|
||||
# mn_down_rng = min(mn_down_rng, down_rng)
|
||||
mx_up_rng = max(mx_up_rng, up_rng)
|
||||
mn_down_rng = min(mn_down_rng, down_rng)
|
||||
|
||||
# print(
|
||||
# f'{viz.name}@{chart_name} group mxmn calc\n'
|
||||
|
|
@ -1177,7 +1176,7 @@ class ChartView(ViewBox):
|
|||
y_start,
|
||||
y_min,
|
||||
y_max,
|
||||
# y_med,
|
||||
y_med,
|
||||
read_slc,
|
||||
minor_in_view,
|
||||
)
|
||||
|
|
@ -1231,22 +1230,20 @@ class ChartView(ViewBox):
|
|||
|
||||
# major has later timestamp adjust minor
|
||||
if tdiff > 0:
|
||||
slc = slice_from_time(
|
||||
arr=minor_in_view,
|
||||
start_t=major_i_start_t,
|
||||
stop_t=major_i_start_t,
|
||||
y_minor_i = np.searchsorted(
|
||||
minor_in_view['time'],
|
||||
major_i_start_t,
|
||||
)
|
||||
y_minor_intersect = minor_in_view[slc.start][key]
|
||||
y_minor_intersect = minor_in_view[y_minor_i][key]
|
||||
profiler(f'{viz.name}@{chart_name} intersect by t')
|
||||
|
||||
# minor has later timestamp adjust major
|
||||
elif tdiff < 0:
|
||||
slc = slice_from_time(
|
||||
arr=major_in_view,
|
||||
start_t=minor_i_start_t,
|
||||
stop_t=minor_i_start_t,
|
||||
y_major_i = np.searchsorted(
|
||||
major_in_view['time'],
|
||||
minor_i_start_t,
|
||||
)
|
||||
y_major_intersect = major_in_view[slc.start][key]
|
||||
y_major_intersect = major_in_view[y_major_i][key]
|
||||
|
||||
profiler(f'{viz.name}@{chart_name} intersect by t')
|
||||
|
||||
|
|
@ -1342,8 +1339,8 @@ class ChartView(ViewBox):
|
|||
'--------------------\n'
|
||||
f'y_minor_intersect: {y_minor_intersect}\n'
|
||||
f'y_major_intersect: {y_major_intersect}\n'
|
||||
# f'mn_down_rng: {mn_down_rng * 100}\n'
|
||||
# f'mx_up_rng: {mx_up_rng * 100}\n'
|
||||
f'mn_down_rng: {mn_down_rng * 100}\n'
|
||||
f'mx_up_rng: {mx_up_rng * 100}\n'
|
||||
f'scaled ymn: {ymn}\n'
|
||||
f'scaled ymx: {ymx}\n'
|
||||
f'scaled mx_disp: {mx_disp}\n'
|
||||
|
|
|
|||
Loading…
Reference in New Issue