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7592ae7be7
...
6f30ae448a
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@ -14,14 +14,9 @@
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# You should have received a copy of the GNU Affero General Public License
|
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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'''
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NB: this is the old original implementation that was used way way back
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when the project started with ``kivy``.
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This code is left for reference but will likely be merged in
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appropriately and removed.
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'''
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"""
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Real-time data feed machinery
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"""
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import time
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from functools import partial
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from dataclasses import dataclass, field
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|
|
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@ -38,7 +38,7 @@ log = get_logger(__name__)
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@dataclass
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class OrderBook:
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'''EMS-client-side order book ctl and tracking.
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"""Buy-side (client-side ?) order book ctl and tracking.
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A style similar to "model-view" is used here where this api is
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provided as a supervised control for an EMS actor which does all the
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|
@ -48,7 +48,7 @@ class OrderBook:
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Currently, this is mostly for keeping local state to match the EMS
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and use received events to trigger graphics updates.
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'''
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"""
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# mem channels used to relay order requests to the EMS daemon
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_to_ems: trio.abc.SendChannel
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_from_order_book: trio.abc.ReceiveChannel
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|
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@ -32,8 +32,9 @@ import tractor
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from ..log import get_logger
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from ..data._normalize import iterticks
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from ..data.feed import Feed, maybe_open_feed
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from ..data.feed import Feed, open_feed
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from .._daemon import maybe_spawn_brokerd
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from .._cacheables import maybe_open_ctx
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from . import _paper_engine as paper
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from ._messages import (
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Status, Order,
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|
@ -958,11 +959,15 @@ async def _emsd_main(
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# spawn one task per broker feed
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async with (
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maybe_open_feed(
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maybe_open_ctx(
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key=(broker, symbol),
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mngr=open_feed(
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broker,
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[symbol],
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loglevel=loglevel,
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) as (feed, stream),
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),
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loglevel=loglevel,
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) as feed,
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):
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# XXX: this should be initial price quote from target provider
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@ -1006,7 +1011,7 @@ async def _emsd_main(
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brokerd_stream,
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ems_client_order_stream,
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stream,
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feed.stream,
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broker,
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symbol,
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book
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|
|
|
@ -15,7 +15,7 @@
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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NumPy compatible shared memory buffers for real-time IPC streaming.
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NumPy compatible shared memory buffers for real-time FSP.
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"""
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from dataclasses import dataclass, asdict
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|
@ -207,16 +207,11 @@ class ShmArray:
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def push(
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self,
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data: np.ndarray,
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prepend: bool = False,
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) -> int:
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'''Ring buffer like "push" to append data
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"""Ring buffer like "push" to append data
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into the buffer and return updated "last" index.
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NB: no actual ring logic yet to give a "loop around" on overflow
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condition, lel.
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'''
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"""
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length = len(data)
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if prepend:
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|
|
|
@ -441,7 +441,7 @@ async def open_feed(
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tick_throttle: Optional[float] = None, # Hz
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shielded_stream: bool = False,
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) -> Feed:
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) -> ReceiveChannel[dict[str, Any]]:
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'''
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Open a "data feed" which provides streamed real-time quotes.
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|
@ -522,7 +522,7 @@ async def open_feed(
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feed._max_sample_rate = max(ohlc_sample_rates)
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try:
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yield feed
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yield feed, bstream
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finally:
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# drop the infinite stream connection
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await ctx.cancel()
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|
@ -538,7 +538,7 @@ async def maybe_open_feed(
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tick_throttle: Optional[float] = None, # Hz
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shielded_stream: bool = False,
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) -> (Feed, ReceiveChannel[dict[str, Any]]):
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) -> ReceiveChannel[dict[str, Any]]:
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'''Maybe open a data to a ``brokerd`` daemon only if there is no
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local one for the broker-symbol pair, if one is cached use it wrapped
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in a tractor broadcast receiver.
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|
@ -553,12 +553,12 @@ async def maybe_open_feed(
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[sym],
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loglevel=loglevel,
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),
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) as (cache_hit, feed):
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) as (cache_hit, (feed, stream)):
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if cache_hit:
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# add a new broadcast subscription for the quote stream
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# if this feed is likely already in use
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async with feed.stream.subscribe() as bstream:
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async with stream.subscribe() as bstream:
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yield feed, bstream
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else:
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yield feed, stream
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|
|
|
@ -69,7 +69,6 @@ async def fsp_compute(
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ctx: tractor.Context,
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symbol: str,
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feed: Feed,
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stream: trio.abc.ReceiveChannel,
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src: ShmArray,
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dst: ShmArray,
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|
@ -94,14 +93,14 @@ async def fsp_compute(
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yield {}
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# task cancellation won't kill the channel
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# since we shielded at the `open_feed()` call
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with stream.shield():
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async for quotes in stream:
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for symbol, quotes in quotes.items():
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if symbol == sym:
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yield quotes
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out_stream = func(
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filter_by_sym(symbol, stream),
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filter_by_sym(symbol, feed.stream),
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feed.shm,
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)
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|
@ -165,8 +164,7 @@ async def cascade(
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dst_shm_token: Tuple[str, np.dtype],
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symbol: str,
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fsp_func_name: str,
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) -> None:
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) -> AsyncIterator[dict]:
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"""Chain streaming signal processors and deliver output to
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destination mem buf.
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|
@ -177,11 +175,7 @@ async def cascade(
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func: Callable = _fsps[fsp_func_name]
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# open a data feed stream with requested broker
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async with data.feed.maybe_open_feed(
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brokername,
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[symbol],
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shielded_stream=True,
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) as (feed, stream):
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async with data.open_feed(brokername, [symbol]) as feed:
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assert src.token == feed.shm.token
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|
@ -192,7 +186,6 @@ async def cascade(
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ctx=ctx,
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symbol=symbol,
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feed=feed,
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stream=stream,
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src=src,
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dst=dst,
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|
|
|
@ -344,7 +344,9 @@ class LinkedSplits(QWidget):
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def focus(self) -> None:
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if self.chart is not None:
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print("FOCUSSING CHART")
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self.chart.focus()
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# self.chart.parent().show()
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def unfocus(self) -> None:
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if self.chart is not None:
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|
@ -388,8 +390,8 @@ class LinkedSplits(QWidget):
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# style?
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self.chart.setFrameStyle(
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QFrame.StyledPanel |
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QFrame.Plain
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QtWidgets.QFrame.StyledPanel |
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QtWidgets.QFrame.Plain
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)
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return self.chart
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|
@ -1062,7 +1064,7 @@ class ChartPlotWidget(pg.PlotWidget):
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self.scene().leaveEvent(ev)
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_clear_throttle_rate: int = 60 # Hz
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_clear_throttle_rate: int = 35 # Hz
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_book_throttle_rate: int = 16 # Hz
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|
@ -1392,14 +1394,14 @@ async def run_fsp(
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parent=linkedsplits.godwidget,
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fields_schema={
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'name': {
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'label': '**fsp**:',
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'key': '**fsp**:',
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'type': 'select',
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'default_value': [
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f'{display_name}'
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],
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},
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'period': {
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'label': '**period**:',
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'key': '**period**:',
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'type': 'edit',
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'default_value': 14,
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},
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|
@ -1635,7 +1637,8 @@ async def display_symbol_data(
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# )
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async with(
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data.feed.open_feed(
|
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data.open_feed(
|
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provider,
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[sym],
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loglevel=loglevel,
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|
@ -1644,21 +1647,8 @@ async def display_symbol_data(
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tick_throttle=_clear_throttle_rate,
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) as feed,
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trio.open_nursery() as n,
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):
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async def print_quotes():
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async with feed.stream.subscribe() as bstream:
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last_tick = time.time()
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async for quotes in bstream:
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now = time.time()
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period = now - last_tick
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for sym, quote in quotes.items():
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ticks = quote.get('ticks', ())
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if ticks:
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print(f'{1/period} Hz')
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last_tick = time.time()
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n.start_soon(print_quotes)
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):
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ohlcv: ShmArray = feed.shm
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bars = ohlcv.array
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|
@ -1839,8 +1829,6 @@ async def _async_main(
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sbar = godwidget.window.status_bar
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starting_done = sbar.open_status('starting ze sexy chartz')
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|
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# generate order mode side-pane UI
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async with (
|
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trio.open_nursery() as root_n,
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|
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|
@ -1850,6 +1838,7 @@ async def _async_main(
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|||
parent=godwidget,
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fields_schema={
|
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'account': {
|
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'key': '**account**:',
|
||||
'type': 'select',
|
||||
'default_value': [
|
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'paper',
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|
@ -1857,8 +1846,8 @@ async def _async_main(
|
|||
# 'ib.paper',
|
||||
],
|
||||
},
|
||||
'size_unit': {
|
||||
'label': '**allocate**:',
|
||||
'allocator': {
|
||||
'key': '**allocate**:',
|
||||
'type': 'select',
|
||||
'default_value': [
|
||||
'$ size',
|
||||
|
@ -1866,17 +1855,18 @@ async def _async_main(
|
|||
'# shares'
|
||||
],
|
||||
},
|
||||
'disti_weight': {
|
||||
'label': '**weight**:',
|
||||
'disti_policy': {
|
||||
'key': '**weight**:',
|
||||
'type': 'select',
|
||||
'default_value': ['uniform'],
|
||||
},
|
||||
'size': {
|
||||
'label': '**size**:',
|
||||
'dollar_size': {
|
||||
'key': '**$size**:',
|
||||
'type': 'edit',
|
||||
'default_value': 5000,
|
||||
'default_value': '5k',
|
||||
},
|
||||
'slots': {
|
||||
'key': '**slots**:',
|
||||
'type': 'edit',
|
||||
'default_value': 4,
|
||||
},
|
||||
|
|
|
@ -25,35 +25,6 @@ from PyQt5 import QtCore
|
|||
from PyQt5.QtCore import QEvent
|
||||
from PyQt5.QtWidgets import QWidget
|
||||
import trio
|
||||
from pydantic import BaseModel
|
||||
|
||||
|
||||
# TODO: maybe consider some constrained ints down the road?
|
||||
# https://pydantic-docs.helpmanual.io/usage/types/#constrained-types
|
||||
|
||||
class KeyboardMsg(BaseModel):
|
||||
'''Unpacked Qt keyboard event data.
|
||||
|
||||
'''
|
||||
event: QEvent
|
||||
etype: int
|
||||
key: int
|
||||
mods: int
|
||||
txt: str
|
||||
|
||||
class Config:
|
||||
arbitrary_types_allowed = True
|
||||
|
||||
def to_tuple(self) -> tuple:
|
||||
return tuple(self.dict().values())
|
||||
|
||||
|
||||
# TODO: maybe add some methods to detect key combos? Or is that gonna be
|
||||
# better with pattern matching?
|
||||
# # ctl + alt as combo
|
||||
# ctlalt = False
|
||||
# if (QtCore.Qt.AltModifier | QtCore.Qt.ControlModifier) == mods:
|
||||
# ctlalt = True
|
||||
|
||||
|
||||
class EventRelay(QtCore.QObject):
|
||||
|
@ -96,26 +67,22 @@ class EventRelay(QtCore.QObject):
|
|||
|
||||
if etype in {QEvent.KeyPress, QEvent.KeyRelease}:
|
||||
|
||||
msg = KeyboardMsg(
|
||||
event=ev,
|
||||
etype=ev.type(),
|
||||
key=ev.key(),
|
||||
mods=ev.modifiers(),
|
||||
txt=ev.text(),
|
||||
)
|
||||
|
||||
# TODO: is there a global setting for this?
|
||||
if ev.isAutoRepeat() and self._filter_auto_repeats:
|
||||
ev.ignore()
|
||||
return True
|
||||
|
||||
key = ev.key()
|
||||
mods = ev.modifiers()
|
||||
txt = ev.text()
|
||||
|
||||
# NOTE: the event object instance coming out
|
||||
# the other side is mutated since Qt resumes event
|
||||
# processing **before** running a ``trio`` guest mode
|
||||
# tick, thus special handling or copying must be done.
|
||||
|
||||
# send keyboard msg to async handler
|
||||
self._send_chan.send_nowait(msg)
|
||||
# send elements to async handler
|
||||
self._send_chan.send_nowait((ev, etype, key, mods, txt))
|
||||
|
||||
else:
|
||||
# send event to async handler
|
||||
|
|
|
@ -99,9 +99,6 @@ def run_qtractor(
|
|||
# "This is substantially faster than using a signal... for some
|
||||
# reason Qt signal dispatch is really slow (and relies on events
|
||||
# underneath anyway, so this is strictly less work)."
|
||||
|
||||
# source gist and credit to njs:
|
||||
# https://gist.github.com/njsmith/d996e80b700a339e0623f97f48bcf0cb
|
||||
REENTER_EVENT = QtCore.QEvent.Type(QtCore.QEvent.registerEventType())
|
||||
|
||||
class ReenterEvent(QtCore.QEvent):
|
||||
|
|
|
@ -18,7 +18,6 @@
|
|||
Text entry "forms" widgets (mostly for configuration and UI user input).
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from contextlib import asynccontextmanager
|
||||
from functools import partial
|
||||
from textwrap import dedent
|
||||
|
@ -154,13 +153,6 @@ class FontScaledDelegate(QStyledItemDelegate):
|
|||
return super().sizeHint(option, index)
|
||||
|
||||
|
||||
# slew of resources which helped get this where it is:
|
||||
# https://stackoverflow.com/questions/20648210/qcombobox-adjusttocontents-changing-height
|
||||
# https://stackoverflow.com/questions/3151798/how-do-i-set-the-qcombobox-width-to-fit-the-largest-item
|
||||
# https://stackoverflow.com/questions/6337589/qlistwidget-adjust-size-to-content#6370892
|
||||
# https://stackoverflow.com/questions/25304267/qt-resize-of-qlistview
|
||||
# https://stackoverflow.com/questions/28227406/how-to-set-qlistview-rows-height-permanently
|
||||
|
||||
class FieldsForm(QWidget):
|
||||
|
||||
godwidget: 'GodWidget' # noqa
|
||||
|
@ -253,6 +245,8 @@ class FieldsForm(QWidget):
|
|||
name: str,
|
||||
value: str,
|
||||
|
||||
widget: Optional[QWidget] = None,
|
||||
|
||||
) -> FontAndChartAwareLineEdit:
|
||||
|
||||
# TODO: maybe a distint layout per "field" item?
|
||||
|
@ -287,7 +281,6 @@ class FieldsForm(QWidget):
|
|||
label = self.add_field_label(name)
|
||||
|
||||
select = QComboBox(self)
|
||||
select._key = name
|
||||
|
||||
for i, value in enumerate(values):
|
||||
select.insertItem(i, str(value))
|
||||
|
@ -337,19 +330,15 @@ async def handle_field_input(
|
|||
# last_widget: QWidget, # had focus prior
|
||||
recv_chan: trio.abc.ReceiveChannel,
|
||||
fields: FieldsForm,
|
||||
allocator: Allocator, # noqa
|
||||
|
||||
) -> None:
|
||||
|
||||
async for kbmsg in recv_chan:
|
||||
|
||||
if kbmsg.etype in {QEvent.KeyPress, QEvent.KeyRelease}:
|
||||
event, etype, key, mods, txt = kbmsg.to_tuple()
|
||||
print(f'key: {kbmsg.key}, mods: {kbmsg.mods}, txt: {kbmsg.txt}')
|
||||
async for event, etype, key, mods, txt in recv_chan:
|
||||
print(f'key: {key}, mods: {mods}, txt: {txt}')
|
||||
|
||||
# default controls set
|
||||
ctl = False
|
||||
if kbmsg.mods == Qt.ControlModifier:
|
||||
if mods == Qt.ControlModifier:
|
||||
ctl = True
|
||||
|
||||
if ctl and key in { # cancel and refocus
|
||||
|
@ -361,14 +350,8 @@ async def handle_field_input(
|
|||
|
||||
widget.clearFocus()
|
||||
fields.godwidget.focus()
|
||||
continue
|
||||
|
||||
# process field input
|
||||
if key in (Qt.Key_Enter, Qt.Key_Return):
|
||||
value = widget.text()
|
||||
key = widget._key
|
||||
setattr(allocator, key, value)
|
||||
print(allocator.dict())
|
||||
continue
|
||||
|
||||
|
||||
@asynccontextmanager
|
||||
|
@ -377,54 +360,33 @@ async def open_form(
|
|||
godwidget: QWidget,
|
||||
parent: QWidget,
|
||||
fields_schema: dict,
|
||||
# alloc: Allocator,
|
||||
# orientation: str = 'horizontal',
|
||||
|
||||
) -> FieldsForm:
|
||||
|
||||
fields = FieldsForm(godwidget, parent=parent)
|
||||
from ._position import mk_pp_alloc
|
||||
alloc = mk_pp_alloc()
|
||||
fields.model = alloc
|
||||
|
||||
for name, config in fields_schema.items():
|
||||
wtype = config['type']
|
||||
label = str(config.get('label', name))
|
||||
key = str(config['key'])
|
||||
|
||||
# plain (line) edit field
|
||||
if wtype == 'edit':
|
||||
w = fields.add_edit_field(
|
||||
label,
|
||||
config['default_value']
|
||||
)
|
||||
fields.add_edit_field(key, config['default_value'])
|
||||
|
||||
# drop-down selection
|
||||
elif wtype == 'select':
|
||||
values = list(config['default_value'])
|
||||
w = fields.add_select_field(
|
||||
label,
|
||||
values
|
||||
)
|
||||
|
||||
def write_model(text: str):
|
||||
print(f'{text}')
|
||||
setattr(alloc, name, text)
|
||||
|
||||
w.currentTextChanged.connect(write_model)
|
||||
|
||||
w._key = name
|
||||
fields.add_select_field(key, values)
|
||||
|
||||
async with open_handlers(
|
||||
|
||||
list(fields.fields.values()),
|
||||
event_types={
|
||||
QEvent.KeyPress,
|
||||
},
|
||||
event_types={QEvent.KeyPress},
|
||||
|
||||
async_handler=partial(
|
||||
handle_field_input,
|
||||
fields=fields,
|
||||
allocator=alloc,
|
||||
),
|
||||
|
||||
# block key repeats?
|
||||
|
@ -433,7 +395,7 @@ async def open_form(
|
|||
yield fields
|
||||
|
||||
|
||||
def mk_fill_status_bar(
|
||||
def mk_health_bar(
|
||||
|
||||
fields: FieldsForm,
|
||||
pane_vbox: QVBoxLayout,
|
||||
|
@ -591,7 +553,7 @@ def mk_order_pane_layout(
|
|||
# _, h = fields.width(), fields.height()
|
||||
# print(f'w, h: {w, h}')
|
||||
|
||||
hbox, bar = mk_fill_status_bar(fields, pane_vbox=vbox)
|
||||
hbox, bar = mk_health_bar(fields, pane_vbox=vbox)
|
||||
|
||||
# add pp fill bar + spacing
|
||||
vbox.addLayout(hbox, stretch=1/3)
|
||||
|
|
|
@ -64,8 +64,7 @@ async def handle_viewmode_inputs(
|
|||
'cc': mode.cancel_all_orders,
|
||||
}
|
||||
|
||||
async for kbmsg in recv_chan:
|
||||
event, etype, key, mods, text = kbmsg.to_tuple()
|
||||
async for event, etype, key, mods, text in recv_chan:
|
||||
log.debug(f'key: {key}, mods: {mods}, text: {text}')
|
||||
now = time.time()
|
||||
period = now - last
|
||||
|
|
|
@ -204,24 +204,15 @@ class LevelLine(pg.InfiniteLine):
|
|||
|
||||
def on_tracked_source(
|
||||
self,
|
||||
|
||||
x: int,
|
||||
y: float
|
||||
|
||||
) -> None:
|
||||
'''Chart coordinates cursor tracking callback.
|
||||
|
||||
this is called by our ``Cursor`` type once this line is set to
|
||||
track the cursor: for every movement this callback is invoked to
|
||||
reposition the line
|
||||
'''
|
||||
# XXX: this is called by our ``Cursor`` type once this
|
||||
# line is set to track the cursor: for every movement
|
||||
# this callback is invoked to reposition the line
|
||||
self.movable = True
|
||||
self.set_level(y) # implictly calls reposition handler
|
||||
|
||||
self._chart.linked.godwidget.pp_config.model.get_order_info(
|
||||
price=y
|
||||
)
|
||||
|
||||
def mouseDragEvent(self, ev):
|
||||
"""Override the ``InfiniteLine`` handler since we need more
|
||||
detailed control and start end signalling.
|
||||
|
|
|
@ -45,7 +45,8 @@ from ._style import _font
|
|||
|
||||
|
||||
class Position(BaseModel):
|
||||
'''Basic pp (personal position) model with attached fills history.
|
||||
'''Basic pp (personal position) data representation with attached
|
||||
fills history.
|
||||
|
||||
This type should be IPC wire ready?
|
||||
|
||||
|
@ -90,9 +91,6 @@ def mk_pp_alloc(
|
|||
|
||||
class Allocator(BaseModel):
|
||||
|
||||
class Config:
|
||||
validate_assignment = True
|
||||
|
||||
account: Account = None
|
||||
_accounts: dict[str, Optional[str]] = accounts
|
||||
|
||||
|
@ -156,9 +154,11 @@ class PositionTracker:
|
|||
avg_price=0,
|
||||
)
|
||||
|
||||
self.pp_label = None
|
||||
|
||||
view = chart.getViewBox()
|
||||
|
||||
# literally the 'pp' (pee pee) label that's always in view
|
||||
# literally 'pp' label that's always in view
|
||||
self.pp_label = pp_label = Label(
|
||||
view=view,
|
||||
fmt_str='pp',
|
||||
|
|
|
@ -815,8 +815,7 @@ async def handle_keyboard_input(
|
|||
)
|
||||
)
|
||||
|
||||
async for kbmsg in recv_chan:
|
||||
event, etype, key, mods, txt = kbmsg.to_tuple()
|
||||
async for event, etype, key, mods, txt in recv_chan:
|
||||
|
||||
log.debug(f'key: {key}, mods: {mods}, txt: {txt}')
|
||||
|
||||
|
@ -824,6 +823,11 @@ async def handle_keyboard_input(
|
|||
if mods == Qt.ControlModifier:
|
||||
ctl = True
|
||||
|
||||
# # ctl + alt as combo
|
||||
# ctlalt = False
|
||||
# if (QtCore.Qt.AltModifier | QtCore.Qt.ControlModifier) == mods:
|
||||
# ctlalt = True
|
||||
|
||||
if key in (Qt.Key_Enter, Qt.Key_Return):
|
||||
|
||||
search.chart_current_item(clear_to_cache=True)
|
||||
|
|
|
@ -413,7 +413,7 @@ async def run_order_mode(
|
|||
),
|
||||
|
||||
):
|
||||
view = chart.view
|
||||
view = chart._vb
|
||||
lines = LineEditor(chart=chart)
|
||||
arrows = ArrowEditor(chart, {})
|
||||
|
||||
|
@ -431,9 +431,8 @@ async def run_order_mode(
|
|||
pp,
|
||||
)
|
||||
|
||||
# TODO: create a mode "manager" of sorts?
|
||||
# -> probably just call it "UxModes" err sumthin?
|
||||
# so that view handlers can access it
|
||||
mode.pp = pp
|
||||
view.mode = mode
|
||||
|
||||
asset_type = symbol.type_key
|
||||
|
|
Loading…
Reference in New Issue