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No commits in common. "9b6f4d24be5ad12b6ec7cf5deab9a9d3bf07d4be" and "3e45a61287bd848647dbff851a41b47da7e906b4" have entirely different histories.
9b6f4d24be
...
3e45a61287
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@ -18,10 +18,3 @@
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piker: trading gear for hackers.
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"""
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from ._daemon import open_piker_runtime
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from .data.feed import open_feed
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__all__ = [
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'open_piker_runtime',
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'open_feed',
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]
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|
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@ -199,7 +199,7 @@ async def open_piker_runtime(
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# for data daemons when running in production.
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debug_mode: bool = False,
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) -> tractor.Actor:
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) -> Optional[tractor._portal.Portal]:
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'''
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Start a piker actor who's runtime will automatically sync with
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existing piker actors on the local link based on configuration.
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@ -254,7 +254,6 @@ async def maybe_open_runtime(
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@acm
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async def maybe_open_pikerd(
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loglevel: Optional[str] = None,
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registry_addr: None | tuple = None,
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**kwargs,
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) -> Union[tractor._portal.Portal, Services]:
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@ -267,19 +266,11 @@ async def maybe_open_pikerd(
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get_console_log(loglevel)
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# subtle, we must have the runtime up here or portal lookup will fail
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async with (
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maybe_open_runtime(loglevel, **kwargs),
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tractor.find_actor(_root_dname) as portal
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):
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# connect to any existing daemon presuming
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# its registry socket was selected.
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if (
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portal is not None
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and (
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registry_addr is None
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or portal.channel.raddr == registry_addr
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)
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):
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async with maybe_open_runtime(loglevel, **kwargs):
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async with tractor.find_actor(_root_dname) as portal:
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# assert portal is not None
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if portal is not None:
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yield portal
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return
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@ -289,7 +280,6 @@ async def maybe_open_pikerd(
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loglevel=loglevel,
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debug_mode=kwargs.get('debug_mode', False),
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registry_addr=registry_addr,
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) as _:
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# in the case where we're starting up the
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|
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@ -1038,13 +1038,7 @@ async def open_symbol_search(
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stock_results = []
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async def stash_results(target: Awaitable[list]):
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try:
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results = await target
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except tractor.trionics.Lagged:
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print("IB SYM-SEARCH OVERRUN?!?")
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return
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stock_results.extend(results)
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stock_results.extend(await target)
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for i in range(10):
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with trio.move_on_after(3) as cs:
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|
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@ -1239,7 +1239,8 @@ async def process_client_order_cmds(
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pred = mk_check(trigger_price, last, action)
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spread_slap: float = 5
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min_tick = feed.symbols[fqsn].tick_size
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sym = fqsn.replace(f'.{brokers[0]}', '')
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min_tick = feed.symbols[sym].tick_size
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if action == 'buy':
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tickfilter = ('ask', 'last', 'trade')
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|
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@ -125,19 +125,8 @@ def pikerd(
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--configdir', '-c', help='Configuration directory')
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@click.option('--host', '-h', default=None, help='Host addr to bind')
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@click.option('--port', '-p', default=None, help='Port number to bind')
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@click.pass_context
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def cli(
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ctx: click.Context,
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brokers: list[str],
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loglevel: str,
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tl: bool,
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configdir: str,
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host: str,
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port: int,
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) -> None:
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def cli(ctx, brokers, loglevel, tl, configdir):
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if configdir is not None:
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assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
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config._override_config_dir(configdir)
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@ -149,13 +138,6 @@ def cli(
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else:
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brokermods = [get_brokermod(broker) for broker in brokers]
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reg_addr: None | tuple[str, int] = None
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if host or port:
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reg_addr = (
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host or _registry_host,
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int(port) or _registry_port,
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)
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ctx.obj.update({
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'brokers': brokers,
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'brokermods': brokermods,
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@ -164,7 +146,6 @@ def cli(
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'log': get_console_log(loglevel),
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'confdir': config._config_dir,
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'wl_path': config._watchlists_data_path,
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'registry_addr': reg_addr,
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})
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# allow enabling same loglevel in ``tractor`` machinery
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|
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@ -1410,7 +1410,7 @@ async def open_feed(
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# symbol.broker_info[brokername] = si
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feed.symbols[fqsn] = symbol
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feed.symbols[f'{sym}.{brokername}'] = symbol
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feed.symbols[sym] = symbol
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# cast shm dtype to list... can't member why we need this
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for shm_key, shm in [
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|
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@ -66,7 +66,7 @@ async def _async_main(
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# implicit required argument provided by ``qtractor_run()``
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main_widget: GodWidget,
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syms: list[str],
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sym: str,
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brokernames: str,
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loglevel: str,
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@ -113,16 +113,12 @@ async def _async_main(
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# godwidget.hbox.addWidget(search)
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godwidget.search = search
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symbols: list[str] = []
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for sym in syms:
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symbol, _, provider = sym.rpartition('.')
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symbols.append(symbol)
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# this internally starts a ``display_symbol_data()`` task above
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order_mode_ready = await godwidget.load_symbols(
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order_mode_ready = await godwidget.load_symbol(
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provider,
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symbols,
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symbol,
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loglevel
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)
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@ -170,7 +166,7 @@ async def _async_main(
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def _main(
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syms: list[str],
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sym: str,
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brokernames: [str],
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piker_loglevel: str,
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tractor_kwargs,
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@ -182,7 +178,7 @@ def _main(
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'''
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run_qtractor(
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func=_async_main,
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args=(syms, brokernames, piker_loglevel),
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args=(sym, brokernames, piker_loglevel),
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main_widget_type=GodWidget,
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tractor_kwargs=tractor_kwargs,
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)
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|
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@ -186,10 +186,10 @@ class GodWidget(QWidget):
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) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
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return self._chart_cache.get(symbol_key)
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async def load_symbols(
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async def load_symbol(
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self,
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providername: str,
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symbol_keys: list[str],
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symbol_key: str,
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loglevel: str,
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reset: bool = False,
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@ -200,20 +200,12 @@ class GodWidget(QWidget):
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Expects a ``numpy`` structured array containing all the ohlcv fields.
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'''
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fqsns: list[str] = []
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# our symbol key style is always lower case
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for key in list(map(str.lower, symbol_keys)):
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symbol_key = symbol_key.lower()
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# fully qualified symbol name (SNS i guess is what we're making?)
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fqsn = '.'.join([key, providername])
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fqsns.append(fqsn)
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# NOTE: for now we use the first symbol in the set as the "key"
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# for the overlay of feeds on the chart.
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group_key = fqsns[0]
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all_linked = self.get_chart_symbol(group_key)
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fqsn = '.'.join([symbol_key, providername])
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all_linked = self.get_chart_symbol(fqsn)
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order_mode_started = trio.Event()
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if not self.vbox.isEmpty():
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@ -246,7 +238,7 @@ class GodWidget(QWidget):
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display_symbol_data,
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self,
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providername,
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fqsns,
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symbol_key,
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loglevel,
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order_mode_started,
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)
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|
|
|
@ -947,7 +947,7 @@ async def link_views_with_region(
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async def display_symbol_data(
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godwidget: GodWidget,
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provider: str,
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fqsns: list[str],
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sym: str,
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loglevel: str,
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order_mode_started: trio.Event,
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@ -961,6 +961,11 @@ async def display_symbol_data(
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'''
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sbar = godwidget.window.status_bar
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loading_sym_key = sbar.open_status(
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f'loading {sym}.{provider} ->',
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group_key=True
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)
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# historical data fetch
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# brokermod = brokers.get_brokermod(provider)
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@ -969,18 +974,10 @@ async def display_symbol_data(
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# clear_on_next=True,
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# group_key=loading_sym_key,
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# )
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for fqsn in fqsns:
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loading_sym_key = sbar.open_status(
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f'loading {fqsn} ->',
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group_key=True
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)
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first_fqsn = fqsns[0]
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fqsn = '.'.join((sym, provider))
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async with open_feed(
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fqsns,
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[fqsn],
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loglevel=loglevel,
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# limit to at least display's FPS
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|
@ -991,7 +988,7 @@ async def display_symbol_data(
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ohlcv: ShmArray = feed.rt_shm
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hist_ohlcv: ShmArray = feed.hist_shm
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symbol = feed.symbols[first_fqsn]
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symbol = feed.symbols[sym]
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fqsn = symbol.front_fqsn()
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step_size_s = 1
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|
@ -1028,7 +1025,7 @@ async def display_symbol_data(
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godwidget.pp_pane = pp_pane
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# create main OHLC chart
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ohlc_chart = rt_linked.plot_ohlc_main(
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chart = rt_linked.plot_ohlc_main(
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symbol,
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ohlcv,
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# in the case of history chart we explicitly set `False`
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|
@ -1036,8 +1033,8 @@ async def display_symbol_data(
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sidepane=pp_pane,
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)
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ohlc_chart._feeds[symbol.key] = feed
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ohlc_chart.setFocus()
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chart._feeds[symbol.key] = feed
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chart.setFocus()
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# XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
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# plot historical vwap if available
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|
@ -1047,7 +1044,7 @@ async def display_symbol_data(
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# and 'bar_wap' in bars.dtype.fields
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# ):
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# wap_in_history = True
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# ohlc_chart.draw_curve(
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# chart.draw_curve(
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# name='bar_wap',
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# shm=ohlcv,
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# color='default_light',
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|
@ -1108,7 +1105,7 @@ async def display_symbol_data(
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await trio.sleep(0)
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# size view to data prior to order mode init
|
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ohlc_chart.default_view()
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chart.default_view()
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rt_linked.graphics_cycle()
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await trio.sleep(0)
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|
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|
@ -1122,7 +1119,7 @@ async def display_symbol_data(
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godwidget.resize_all()
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await link_views_with_region(
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ohlc_chart,
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chart,
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||||
hist_chart,
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feed,
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||||
)
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|
@ -1138,7 +1135,7 @@ async def display_symbol_data(
|
|||
):
|
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if not vlm_chart:
|
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# trigger another view reset if no sub-chart
|
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ohlc_chart.default_view()
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chart.default_view()
|
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|
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rt_linked.mode = mode
|
||||
|
||||
|
|
|
@ -665,9 +665,9 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
|
||||
log.info(f'Requesting symbol: {symbol}.{provider}')
|
||||
|
||||
await godw.load_symbols(
|
||||
await godw.load_symbol(
|
||||
provider,
|
||||
[symbol],
|
||||
symbol,
|
||||
'info',
|
||||
)
|
||||
|
||||
|
|
|
@ -46,10 +46,8 @@ def _kivy_import_hack():
|
|||
@click.argument('name', nargs=1, required=True)
|
||||
@click.pass_obj
|
||||
def monitor(config, rate, name, dhost, test, tl):
|
||||
'''
|
||||
Start a real-time watchlist UI
|
||||
|
||||
'''
|
||||
"""Start a real-time watchlist UI
|
||||
"""
|
||||
# global opts
|
||||
brokermod = config['brokermods'][0]
|
||||
loglevel = config['loglevel']
|
||||
|
@ -72,12 +70,8 @@ def monitor(config, rate, name, dhost, test, tl):
|
|||
) as portal:
|
||||
# run app "main"
|
||||
await _async_main(
|
||||
name,
|
||||
portal,
|
||||
tickers,
|
||||
brokermod,
|
||||
rate,
|
||||
test=test,
|
||||
name, portal, tickers,
|
||||
brokermod, rate, test=test,
|
||||
)
|
||||
|
||||
tractor.run(
|
||||
|
@ -128,7 +122,7 @@ def optschain(config, symbol, date, rate, test):
|
|||
@cli.command()
|
||||
@click.option(
|
||||
'--profile',
|
||||
# '-p',
|
||||
'-p',
|
||||
default=None,
|
||||
help='Enable pyqtgraph profiling'
|
||||
)
|
||||
|
@ -137,14 +131,9 @@ def optschain(config, symbol, date, rate, test):
|
|||
is_flag=True,
|
||||
help='Enable tractor debug mode'
|
||||
)
|
||||
@click.argument('symbols', nargs=-1, required=True)
|
||||
@click.argument('symbol', required=True)
|
||||
@click.pass_obj
|
||||
def chart(
|
||||
config,
|
||||
symbols: list[str],
|
||||
profile,
|
||||
pdb: bool,
|
||||
):
|
||||
def chart(config, symbol, profile, pdb):
|
||||
'''
|
||||
Start a real-time chartng UI
|
||||
|
||||
|
@ -155,10 +144,8 @@ def chart(
|
|||
_profile._pg_profile = True
|
||||
_profile.ms_slower_then = float(profile)
|
||||
|
||||
# Qt UI entrypoint
|
||||
from ._app import _main
|
||||
|
||||
for symbol in symbols:
|
||||
if '.' not in symbol:
|
||||
click.echo(click.style(
|
||||
f'symbol: {symbol} must have a {symbol}.<provider> suffix',
|
||||
|
@ -172,9 +159,8 @@ def chart(
|
|||
tractorloglevel = config['tractorloglevel']
|
||||
pikerloglevel = config['loglevel']
|
||||
|
||||
|
||||
_main(
|
||||
syms=symbols,
|
||||
sym=symbol,
|
||||
brokernames=brokernames,
|
||||
piker_loglevel=pikerloglevel,
|
||||
tractor_kwargs={
|
||||
|
@ -184,6 +170,5 @@ def chart(
|
|||
'enable_modules': [
|
||||
'piker.clearing._client'
|
||||
],
|
||||
'registry_addr': config.get('registry_addr'),
|
||||
},
|
||||
)
|
||||
|
|
|
@ -14,6 +14,15 @@ def pytest_addoption(parser):
|
|||
help="Use a practice API account")
|
||||
|
||||
|
||||
@pytest.fixture(scope='session', autouse=True)
|
||||
def loglevel(request):
|
||||
orig = tractor.log._default_loglevel
|
||||
level = tractor.log._default_loglevel = request.config.option.loglevel
|
||||
log.get_console_log(level)
|
||||
yield level
|
||||
tractor.log._default_loglevel = orig
|
||||
|
||||
|
||||
@pytest.fixture(scope='session')
|
||||
def test_config():
|
||||
dirname = os.path.dirname
|
||||
|
|
|
@ -1,65 +0,0 @@
|
|||
'''
|
||||
Data feed layer APIs, performance, msg throttling.
|
||||
|
||||
'''
|
||||
from pprint import pprint
|
||||
|
||||
import pytest
|
||||
import trio
|
||||
from piker import (
|
||||
open_piker_runtime,
|
||||
open_feed,
|
||||
)
|
||||
from piker.data import ShmArray
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
'fqsns',
|
||||
[
|
||||
['btcusdt.binance']
|
||||
],
|
||||
ids=lambda param: f'fqsns={param}',
|
||||
)
|
||||
def test_basic_rt_feed(
|
||||
fqsns: list[str],
|
||||
):
|
||||
'''
|
||||
Start a real-time data feed for provided fqsn and pull
|
||||
a few quotes then simply shut down.
|
||||
|
||||
'''
|
||||
async def main():
|
||||
async with (
|
||||
open_piker_runtime('test_basic_rt_feed'),
|
||||
open_feed(
|
||||
fqsns,
|
||||
loglevel='info',
|
||||
|
||||
# TODO: ensure throttle rate is applied
|
||||
# limit to at least display's FPS
|
||||
# avoiding needless Qt-in-guest-mode context switches
|
||||
# tick_throttle=_quote_throttle_rate,
|
||||
|
||||
) as feed
|
||||
):
|
||||
for fqin in fqsns:
|
||||
assert feed.symbols[fqin]
|
||||
|
||||
ohlcv: ShmArray = feed.rt_shm
|
||||
hist_ohlcv: ShmArray = feed.hist_shm
|
||||
|
||||
count: int = 0
|
||||
async for quotes in feed.stream:
|
||||
|
||||
# print quote msg, rt and history
|
||||
# buffer values on console.
|
||||
pprint(quotes)
|
||||
pprint(ohlcv.array[-1])
|
||||
pprint(hist_ohlcv.array[-1])
|
||||
|
||||
if count >= 100:
|
||||
break
|
||||
|
||||
count += 1
|
||||
|
||||
trio.run(main)
|
Loading…
Reference in New Issue