piker/brokers/ib.py

@@ -1791,7 +1791,7 @@ async def _setup_quote_stream(
     to_trio.send_nowait(None)
 
     async with load_aio_clients() as accts2clients:
-        caccount_name, client = get_preferred_data_client(accts2clients)
+        client = get_preferred_data_client(accts2clients)
         contract = contract or (await client.find_contract(symbol))
         ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
 

piker/data/_source.py

@@ -33,7 +33,7 @@ ohlc_fields = [
     ('high', float),
     ('low', float),
     ('close', float),
-    ('volume', float),
+    ('volume', int),
     ('bar_wap', float),
 ]
 

piker/data/marketstore.py

@@ -230,8 +230,8 @@ _ohlcv_dt = [
     # ohlcv sampling
     ('Open', 'f4'),
     ('High', 'f4'),
-    ('Low', 'f4'),
+    ('Low', 'i8'),
-    ('Close', 'f4'),
+    ('Close', 'i8'),
     ('Volume', 'f4'),
 ]
 
@@ -547,17 +547,6 @@ class Storage:
                 if err:
                     raise MarketStoreError(err)
 
-    # XXX: currently the only way to do this is through the CLI:
-
-    # sudo ./marketstore connect --dir ~/.config/piker/data
-    # >> \show mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
-    # and this seems to block and use up mem..
-    # >> \trim mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
-
-    # relevant source code for this is here:
-    # https://github.com/alpacahq/marketstore/blob/master/cmd/connect/session/trim.go#L14
-    # def delete_range(self, start_dt, end_dt) -> None:
-    #     ...
 
 @acm
 async def open_storage_client(

piker/ui/_curve.py

@@ -34,11 +34,10 @@ from PyQt5.QtCore import (
 
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
-# from ._compression import (
+from ._compression import (
-#     # ohlc_to_m4_line,
+    # ohlc_to_m4_line,
-#     ds_m4,
+    ds_m4,
-# )
+)
-from ._pathops import xy_downsample
 from ..log import get_logger
 
 
@@ -175,6 +174,32 @@ class FastAppendCurve(pg.GraphicsObject):
             QLineF(lbar, 0, rbar, 0)
         ).length()
 
+    def downsample(
+        self,
+        x,
+        y,
+        px_width,
+        uppx,
+
+    ) -> tuple[np.ndarray, np.ndarray]:
+
+        # downsample whenever more then 1 pixels per datum can be shown.
+        # always refresh data bounds until we get diffing
+        # working properly, see above..
+        bins, x, y = ds_m4(
+            x,
+            y,
+            px_width=px_width,
+            uppx=uppx,
+            # log_scale=bool(uppx)
+        )
+        x = np.broadcast_to(x[:, None], y.shape)
+        # x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
+        x = (x + np.array([-0.5, 0, 0, 0.5])).flatten()
+        y = y.flatten()
+
+        return x, y
+
     def update_from_array(
         self,
 
@@ -371,8 +396,7 @@ class FastAppendCurve(pg.GraphicsObject):
                 self._in_ds = False
 
             elif should_ds and uppx and px_width > 1:
-
+                x_out, y_out = self.downsample(
-                x_out, y_out = xy_downsample(
                     x_out,
                     y_out,
                     px_width,
@@ -437,7 +461,7 @@ class FastAppendCurve(pg.GraphicsObject):
             )
 
             # if should_ds:
-            #     new_x, new_y = xy_downsample(
+            #     new_x, new_y = self.downsample(
             #         new_x,
             #         new_y,
             #         px_width,

piker/ui/_flows.py

@@ -48,18 +48,19 @@ from ..data._sharedmem import (
 )
 from .._profile import (
     pg_profile_enabled,
-    # ms_slower_then,
+    ms_slower_then,
-)
-from ._pathops import (
-    gen_ohlc_qpath,
-    ohlc_to_line,
-    to_step_format,
 )
 from ._ohlc import (
     BarItems,
+    gen_qpath,
 )
 from ._curve import (
     FastAppendCurve,
+    # step_path_arrays_from_1d,
+)
+from ._compression import (
+    # ohlc_flatten,
+    ds_m4,
 )
 from ..log import get_logger
 
@@ -113,241 +114,32 @@ def rowarr_to_path(
     )
 
 
-def render_baritems(
+def mk_ohlc_flat_copy(
-    flow: Flow,
+    ohlc_shm: ShmArray,
-    graphics: BarItems,
-    read: tuple[
-        int, int, np.ndarray,
-        int, int, np.ndarray,
-    ],
-    profiler: pg.debug.Profiler,
-    **kwargs,
 
-) -> None:
+    # XXX: we bind this in currently..
+    # x_basis: np.ndarray,
+
+    # vr: Optional[slice] = None,
+
+) -> tuple[np.ndarray, np.ndarray]:
     '''
-    Graphics management logic for a ``BarItems`` object.
+    Return flattened-non-copy view into an OHLC shm array.
-
-    Mostly just logic to determine when and how to downsample an OHLC
-    lines curve into a flattened line graphic and when to display one
-    graphic or the other.
-
-    TODO: this should likely be moved into some kind of better abstraction
-    layer, if not a `Renderer` then something just above it?
 
     '''
-    (
+    ohlc = ohlc_shm._array[['open', 'high', 'low', 'close']]
-        xfirst, xlast, array,
+    # if vr:
-        ivl, ivr, in_view,
+    #     ohlc = ohlc[vr]
-    ) = read
+    #     x = x_basis[vr]
 
-    # if no source data renderer exists create one.
+    unstructured = rfn.structured_to_unstructured(
-    self = flow
+        ohlc,
-    r = self._src_r
+        copy=False,
-    if not r:
-        # OHLC bars path renderer
-        r = self._src_r = Renderer(
-            flow=self,
-            # TODO: rename this to something with ohlc
-            draw_path=gen_ohlc_qpath,
-            last_read=read,
     )
-
+    # breakpoint()
-        ds_curve_r = Renderer(
+    y = unstructured.flatten()
-            flow=self,
+    # x = x_basis[:y.size]
-
+    return y
-            # just swap in the flat view
-            # data_t=lambda array: self.gy.array,
-            last_read=read,
-            draw_path=partial(
-                rowarr_to_path,
-                x_basis=None,
-            ),
-
-        )
-        curve = FastAppendCurve(
-            name='OHLC',
-            color=graphics._color,
-        )
-        curve.hide()
-        self.plot.addItem(curve)
-
-        # baseline "line" downsampled OHLC curve that should
-        # kick on only when we reach a certain uppx threshold.
-        self._render_table[0] = (
-            ds_curve_r,
-            curve,
-        )
-
-    dsc_r, curve = self._render_table[0]
-
-    # do checks for whether or not we require downsampling:
-    # - if we're **not** downsampling then we simply want to
-    #   render the bars graphics curve and update..
-    # - if insteam we are in a downsamplig state then we to
-    x_gt = 6
-    uppx = curve.x_uppx()
-    in_line = should_line = curve.isVisible()
-    if (
-        should_line
-        and uppx < x_gt
-    ):
-        print('FLIPPING TO BARS')
-        should_line = False
-
-    elif (
-        not should_line
-        and uppx >= x_gt
-    ):
-        print('FLIPPING TO LINE')
-        should_line = True
-
-    profiler(f'ds logic complete line={should_line}')
-
-    # do graphics updates
-    if should_line:
-
-        fields = ['open', 'high', 'low', 'close']
-        if self.gy is None:
-            # create a flattened view onto the OHLC array
-            # which can be read as a line-style format
-            shm = self.shm
-            (
-                self._iflat_first,
-                self._iflat_last,
-                self.gx,
-                self.gy,
-            ) = ohlc_to_line(
-                shm,
-                fields=fields,
-            )
-
-        # print(f'unstruct diff: {time.time() - start}')
-
-        gy = self.gy
-
-        # update flatted ohlc copy
-        (
-            iflat_first,
-            iflat,
-            ishm_last,
-            ishm_first,
-        ) = (
-            self._iflat_first,
-            self._iflat_last,
-            self.shm._last.value,
-            self.shm._first.value
-        )
-
-        # check for shm prepend updates since last read.
-        if iflat_first != ishm_first:
-
-            # write newly prepended data to flattened copy
-            gy[
-                ishm_first:iflat_first
-            ] = rfn.structured_to_unstructured(
-                self.shm._array[fields][ishm_first:iflat_first]
-            )
-            self._iflat_first = ishm_first
-
-        to_update = rfn.structured_to_unstructured(
-            self.shm._array[iflat:ishm_last][fields]
-        )
-
-        gy[iflat:ishm_last][:] = to_update
-        profiler('updated ustruct OHLC data')
-
-        # slice out up-to-last step contents
-        y_flat = gy[ishm_first:ishm_last]
-        x_flat = self.gx[ishm_first:ishm_last]
-
-        # update local last-index tracking
-        self._iflat_last = ishm_last
-
-        # reshape to 1d for graphics rendering
-        y = y_flat.reshape(-1)
-        x = x_flat.reshape(-1)
-        profiler('flattened ustruct OHLC data')
-
-        # do all the same for only in-view data
-        y_iv_flat = y_flat[ivl:ivr]
-        x_iv_flat = x_flat[ivl:ivr]
-        y_iv = y_iv_flat.reshape(-1)
-        x_iv = x_iv_flat.reshape(-1)
-        profiler('flattened ustruct in-view OHLC data')
-
-        # pass into curve graphics processing
-        curve.update_from_array(
-            x,
-            y,
-            x_iv=x_iv,
-            y_iv=y_iv,
-            view_range=(ivl, ivr),  # hack
-            profiler=profiler,
-            # should_redraw=False,
-
-            # NOTE: already passed through by display loop?
-            # do_append=uppx < 16,
-            **kwargs,
-        )
-        curve.show()
-        profiler('updated ds curve')
-
-    else:
-        # render incremental or in-view update
-        # and apply ouput (path) to graphics.
-        path, last = r.render(
-            read,
-            only_in_view=True,
-        )
-
-        graphics.path = path
-        graphics.draw_last(last)
-
-        # NOTE: on appends we used to have to flip the coords
-        # cache thought it doesn't seem to be required any more?
-        # graphics.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
-        # graphics.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-
-        # graphics.prepareGeometryChange()
-        graphics.update()
-
-    if (
-        not in_line
-        and should_line
-    ):
-        # change to line graphic
-
-        log.info(
-            f'downsampling to line graphic {self.name}'
-        )
-        graphics.hide()
-        # graphics.update()
-        curve.show()
-        curve.update()
-
-    elif in_line and not should_line:
-        log.info(f'showing bars graphic {self.name}')
-        curve.hide()
-        graphics.show()
-        graphics.update()
-
-    #   update our pre-downsample-ready data and then pass that
-    #   new data the downsampler algo for incremental update.
-
-        # graphics.update_from_array(
-        #     array,
-        #     in_view,
-        #     view_range=(ivl, ivr) if use_vr else None,
-
-        #     **kwargs,
-        # )
-
-        # generate and apply path to graphics obj
-        # graphics.path, last = r.render(
-        #     read,
-        #     only_in_view=True,
-        # )
-        # graphics.draw_last(last)
 
 
 class Flow(msgspec.Struct):  # , frozen=True):
@@ -565,30 +357,271 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
         graphics = self.graphics
         if isinstance(graphics, BarItems):
-            render_baritems(
+
-                self,
+            # if no source data renderer exists create one.
-                graphics,
+            r = self._src_r
-                read,
+            if not r:
-                profiler,
+                # OHLC bars path renderer
+                r = self._src_r = Renderer(
+                    flow=self,
+                    # TODO: rename this to something with ohlc
+                    draw_path=gen_qpath,
+                    last_read=read,
+                )
+
+                ds_curve_r = Renderer(
+                    flow=self,
+
+                    # just swap in the flat view
+                    # data_t=lambda array: self.gy.array,
+                    last_read=read,
+                    draw_path=partial(
+                        rowarr_to_path,
+                        x_basis=None,
+                    ),
+
+                )
+                curve = FastAppendCurve(
+                    name='OHLC',
+                    color=graphics._color,
+                )
+                curve.hide()
+                self.plot.addItem(curve)
+
+                # baseline "line" downsampled OHLC curve that should
+                # kick on only when we reach a certain uppx threshold.
+                self._render_table[0] = (
+                    ds_curve_r,
+                    curve,
+                )
+
+            dsc_r, curve = self._render_table[0]
+
+            # do checks for whether or not we require downsampling:
+            # - if we're **not** downsampling then we simply want to
+            #   render the bars graphics curve and update..
+            # - if insteam we are in a downsamplig state then we to
+            x_gt = 6
+            uppx = curve.x_uppx()
+            in_line = should_line = curve.isVisible()
+            if (
+                should_line
+                and uppx < x_gt
+            ):
+                print('FLIPPING TO BARS')
+                should_line = False
+
+            elif (
+                not should_line
+                and uppx >= x_gt
+            ):
+                print('FLIPPING TO LINE')
+                should_line = True
+
+            profiler(f'ds logic complete line={should_line}')
+
+            # do graphics updates
+            if should_line:
+
+                fields = ['open', 'high', 'low', 'close']
+                if self.gy is None:
+                    # create a flattened view onto the OHLC array
+                    # which can be read as a line-style format
+                    shm = self.shm
+
+                    # flat = self.gy = self.shm.unstruct_view(fields)
+                    self.gy = self.shm.ustruct(fields)
+                    first = self._iflat_first = self.shm._first.value
+                    last = self._iflat_last = self.shm._last.value
+
+                    # write pushed data to flattened copy
+                    self.gy[first:last] = rfn.structured_to_unstructured(
+                        self.shm.array[fields]
+                    )
+
+                    # generate an flat-interpolated x-domain
+                    self.gx = (
+                        np.broadcast_to(
+                            shm._array['index'][:, None],
+                            (
+                                shm._array.size,
+                                # 4,  # only ohlc
+                                self.gy.shape[1],
+                            ),
+                        ) + np.array([-0.5, 0, 0, 0.5])
+                    )
+                    assert self.gy.any()
+
+                # print(f'unstruct diff: {time.time() - start}')
+                # profiler('read unstr view bars to line')
+                # start = self.gy._first.value
+                # update flatted ohlc copy
+                (
+                    iflat_first,
+                    iflat,
+                    ishm_last,
+                    ishm_first,
+                ) = (
+                    self._iflat_first,
+                    self._iflat_last,
+                    self.shm._last.value,
+                    self.shm._first.value
+                )
+
+                # check for shm prepend updates since last read.
+                if iflat_first != ishm_first:
+
+                    # write newly prepended data to flattened copy
+                    self.gy[
+                        ishm_first:iflat_first
+                    ] = rfn.structured_to_unstructured(
+                        self.shm._array[fields][ishm_first:iflat_first]
+                    )
+                    self._iflat_first = ishm_first
+
+                #     # flat = self.gy = self.shm.unstruct_view(fields)
+                #     self.gy = self.shm.ustruct(fields)
+                #     # self._iflat_last = self.shm._last.value
+
+                #     # self._iflat_first = self.shm._first.value
+                #     # do an update for the most recent prepend
+                #     # index
+                #     iflat = ishm_first
+
+                to_update = rfn.structured_to_unstructured(
+                    self.shm._array[iflat:ishm_last][fields]
+                )
+
+                self.gy[iflat:ishm_last][:] = to_update
+                profiler('updated ustruct OHLC data')
+
+                # slice out up-to-last step contents
+                y_flat = self.gy[ishm_first:ishm_last]
+                x_flat = self.gx[ishm_first:ishm_last]
+
+                # update local last-index tracking
+                self._iflat_last = ishm_last
+
+                # reshape to 1d for graphics rendering
+                y = y_flat.reshape(-1)
+                x = x_flat.reshape(-1)
+                profiler('flattened ustruct OHLC data')
+
+                # do all the same for only in-view data
+                y_iv_flat = y_flat[ivl:ivr]
+                x_iv_flat = x_flat[ivl:ivr]
+                y_iv = y_iv_flat.reshape(-1)
+                x_iv = x_iv_flat.reshape(-1)
+                profiler('flattened ustruct in-view OHLC data')
+
+                # legacy full-recompute-everytime method
+                # x, y = ohlc_flatten(array)
+                # x_iv, y_iv = ohlc_flatten(in_view)
+                # profiler('flattened OHLC data')
+
+                curve.update_from_array(
+                    x,
+                    y,
+                    x_iv=x_iv,
+                    y_iv=y_iv,
+                    view_range=(ivl, ivr),  # hack
+                    profiler=profiler,
+                    # should_redraw=False,
+
+                    # NOTE: already passed through by display loop?
+                    # do_append=uppx < 16,
                     **kwargs,
                 )
+                curve.show()
+                profiler('updated ds curve')
+
+            else:
+                # render incremental or in-view update
+                # and apply ouput (path) to graphics.
+                path, last = r.render(
+                    read,
+                    only_in_view=True,
+                )
+
+                graphics.path = path
+                graphics.draw_last(last)
+
+                # NOTE: on appends we used to have to flip the coords
+                # cache thought it doesn't seem to be required any more?
+                # graphics.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
+                # graphics.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+
+                # graphics.prepareGeometryChange()
+                graphics.update()
+
+            if (
+                not in_line
+                and should_line
+            ):
+                # change to line graphic
+
+                log.info(
+                    f'downsampling to line graphic {self.name}'
+                )
+                graphics.hide()
+                # graphics.update()
+                curve.show()
+                curve.update()
+
+            elif in_line and not should_line:
+                log.info(f'showing bars graphic {self.name}')
+                curve.hide()
+                graphics.show()
+                graphics.update()
+
+            #   update our pre-downsample-ready data and then pass that
+            #   new data the downsampler algo for incremental update.
+
+                # graphics.update_from_array(
+                #     array,
+                #     in_view,
+                #     view_range=(ivl, ivr) if use_vr else None,
+
+                #     **kwargs,
+                # )
+
+                # generate and apply path to graphics obj
+                # graphics.path, last = r.render(
+                #     read,
+                #     only_in_view=True,
+                # )
+                # graphics.draw_last(last)
 
         else:
             # ``FastAppendCurve`` case:
             array_key = array_key or self.name
             uppx = graphics.x_uppx()
-            profiler(f'read uppx {uppx}')
+            profiler('read uppx')
 
             if graphics._step_mode and self.gy is None:
+                self._iflat_first = self.shm._first.value
+
+                # create a flattened view onto the OHLC array
+                # which can be read as a line-style format
                 shm = self.shm
-                (
+
-                    self._iflat_first,
+                # fields = ['index', array_key]
-                    self.gx,
+                i = shm._array['index'].copy()
-                    self.gy,
+                out = shm._array[array_key].copy()
-                ) = to_step_format(
+
-                    shm,
+                self.gx = np.broadcast_to(
-                    array_key,
+                    i[:, None],
-                )
+                    (i.size, 2),
+                ) + np.array([-0.5, 0.5])
+
+                # self.gy = np.broadcast_to(
+                #     out[:, None], (out.size, 2),
+                # )
+                self.gy = np.empty((len(out), 2), dtype=out.dtype)
+                self.gy[:] = out[:, np.newaxis]
+
+                # start y at origin level
+                self.gy[0, 0] = 0
                 profiler('generated step mode data')
 
             if graphics._step_mode:
@@ -751,11 +784,42 @@ class Flow(msgspec.Struct):  # , frozen=True):
                     profiler=profiler,
                     **kwargs
                 )
-                profiler('`graphics.update_from_array()` complete')
+                profiler(f'`graphics.update_from_array()` complete')
 
         return graphics
 
 
+def xy_downsample(
+    x,
+    y,
+    px_width,
+    uppx,
+
+    x_spacer: float = 0.5,
+
+) -> tuple[np.ndarray, np.ndarray]:
+
+    # downsample whenever more then 1 pixels per datum can be shown.
+    # always refresh data bounds until we get diffing
+    # working properly, see above..
+    bins, x, y = ds_m4(
+        x,
+        y,
+        px_width=px_width,
+        uppx=uppx,
+        log_scale=bool(uppx)
+    )
+
+    # flatten output to 1d arrays suitable for path-graphics generation.
+    x = np.broadcast_to(x[:, None], y.shape)
+    x = (x + np.array(
+        [-x_spacer, 0, 0, x_spacer]
+    )).flatten()
+    y = y.flatten()
+
+    return x, y
+
+
 class Renderer(msgspec.Struct):
 
     flow: Flow

piker/ui/_ohlc.py

@@ -25,15 +25,17 @@ from typing import (
 
 import numpy as np
 import pyqtgraph as pg
+from numba import njit, float64, int64  # , optional
 from PyQt5 import QtCore, QtGui, QtWidgets
 from PyQt5.QtCore import QLineF, QPointF
+# from numba import types as ntypes
+# from ..data._source import numba_ohlc_dtype
 
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
 from ..log import get_logger
 from ._curve import FastAppendCurve
 from ._compression import ohlc_flatten
-from ._pathops import gen_ohlc_qpath
 
 if TYPE_CHECKING:
     from ._chart import LinkedSplits
@@ -82,6 +84,119 @@ def bar_from_ohlc_row(
     return [hl, o, c]
 
 
+@njit(
+    # TODO: for now need to construct this manually for readonly arrays, see
+    # https://github.com/numba/numba/issues/4511
+    # ntypes.tuple((float64[:], float64[:], float64[:]))(
+    #     numba_ohlc_dtype[::1],  # contiguous
+    #     int64,
+    #     optional(float64),
+    # ),
+    nogil=True
+)
+def path_arrays_from_ohlc(
+    data: np.ndarray,
+    start: int64,
+    bar_gap: float64 = 0.43,
+
+) -> np.ndarray:
+    '''
+    Generate an array of lines objects from input ohlc data.
+
+    '''
+    size = int(data.shape[0] * 6)
+
+    x = np.zeros(
+        # data,
+        shape=size,
+        dtype=float64,
+    )
+    y, c = x.copy(), x.copy()
+
+    # TODO: report bug for assert @
+    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
+    for i, q in enumerate(data[start:], start):
+
+        # TODO: ask numba why this doesn't work..
+        # open, high, low, close, index = q[
+        #     ['open', 'high', 'low', 'close', 'index']]
+
+        open = q['open']
+        high = q['high']
+        low = q['low']
+        close = q['close']
+        index = float64(q['index'])
+
+        istart = i * 6
+        istop = istart + 6
+
+        # x,y detail the 6 points which connect all vertexes of a ohlc bar
+        x[istart:istop] = (
+            index - bar_gap,
+            index,
+            index,
+            index,
+            index,
+            index + bar_gap,
+        )
+        y[istart:istop] = (
+            open,
+            open,
+            low,
+            high,
+            close,
+            close,
+        )
+
+        # specifies that the first edge is never connected to the
+        # prior bars last edge thus providing a small "gap"/"space"
+        # between bars determined by ``bar_gap``.
+        c[istart:istop] = (1, 1, 1, 1, 1, 0)
+
+    return x, y, c
+
+
+def gen_qpath(
+    data: np.ndarray,
+    start: int = 0,  # XXX: do we need this?
+    # 0.5 is no overlap between arms, 1.0 is full overlap
+    w: float = 0.43,
+    path: Optional[QtGui.QPainterPath] = None,
+
+) -> QtGui.QPainterPath:
+
+    path_was_none = path is None
+
+    profiler = pg.debug.Profiler(
+        msg='gen_qpath ohlc',
+        disabled=not pg_profile_enabled(),
+        ms_threshold=ms_slower_then,
+    )
+
+    x, y, c = path_arrays_from_ohlc(
+        data,
+        start,
+        bar_gap=w,
+    )
+    profiler("generate stream with numba")
+
+    # TODO: numba the internals of this!
+    path = pg.functions.arrayToQPath(
+        x,
+        y,
+        connect=c,
+        path=path,
+    )
+
+    # avoid mem allocs if possible
+    if path_was_none:
+        path.reserve(path.capacity())
+
+    profiler("generate path with arrayToQPath")
+
+    return path
+
+
 class BarItems(pg.GraphicsObject):
     '''
     "Price range" bars graphics rendered from a OHLC sampled sequence.
@@ -159,7 +274,7 @@ class BarItems(pg.GraphicsObject):
 
         '''
         hist, last = ohlc[:-1], ohlc[-1]
-        self.path = gen_ohlc_qpath(hist, start, self.w)
+        self.path = gen_qpath(hist, start, self.w)
 
         # save graphics for later reference and keep track
         # of current internal "last index"

piker/ui/_pathops.py

@@ -1,256 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
-
-# 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/>.
-"""
-Super fast ``QPainterPath`` generation related operator routines.
-
-"""
-from typing import (
-    Optional,
-)
-
-import numpy as np
-from numpy.lib import recfunctions as rfn
-from numba import njit, float64, int64  # , optional
-import pyqtgraph as pg
-from PyQt5 import QtGui
-# from PyQt5.QtCore import QLineF, QPointF
-
-from ..data._sharedmem import (
-    ShmArray,
-)
-from .._profile import pg_profile_enabled, ms_slower_then
-from ._compression import (
-    # ohlc_flatten,
-    ds_m4,
-)
-
-
-def xy_downsample(
-    x,
-    y,
-    px_width,
-    uppx,
-
-    x_spacer: float = 0.5,
-
-) -> tuple[np.ndarray, np.ndarray]:
-
-    # downsample whenever more then 1 pixels per datum can be shown.
-    # always refresh data bounds until we get diffing
-    # working properly, see above..
-    bins, x, y = ds_m4(
-        x,
-        y,
-        px_width=px_width,
-        uppx=uppx,
-        # log_scale=bool(uppx)
-    )
-
-    # flatten output to 1d arrays suitable for path-graphics generation.
-    x = np.broadcast_to(x[:, None], y.shape)
-    x = (x + np.array(
-        [-x_spacer, 0, 0, x_spacer]
-    )).flatten()
-    y = y.flatten()
-
-    return x, y
-
-
-@njit(
-    # TODO: for now need to construct this manually for readonly arrays, see
-    # https://github.com/numba/numba/issues/4511
-    # ntypes.tuple((float64[:], float64[:], float64[:]))(
-    #     numba_ohlc_dtype[::1],  # contiguous
-    #     int64,
-    #     optional(float64),
-    # ),
-    nogil=True
-)
-def path_arrays_from_ohlc(
-    data: np.ndarray,
-    start: int64,
-    bar_gap: float64 = 0.43,
-
-) -> np.ndarray:
-    '''
-    Generate an array of lines objects from input ohlc data.
-
-    '''
-    size = int(data.shape[0] * 6)
-
-    x = np.zeros(
-        # data,
-        shape=size,
-        dtype=float64,
-    )
-    y, c = x.copy(), x.copy()
-
-    # TODO: report bug for assert @
-    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
-    for i, q in enumerate(data[start:], start):
-
-        # TODO: ask numba why this doesn't work..
-        # open, high, low, close, index = q[
-        #     ['open', 'high', 'low', 'close', 'index']]
-
-        open = q['open']
-        high = q['high']
-        low = q['low']
-        close = q['close']
-        index = float64(q['index'])
-
-        istart = i * 6
-        istop = istart + 6
-
-        # x,y detail the 6 points which connect all vertexes of a ohlc bar
-        x[istart:istop] = (
-            index - bar_gap,
-            index,
-            index,
-            index,
-            index,
-            index + bar_gap,
-        )
-        y[istart:istop] = (
-            open,
-            open,
-            low,
-            high,
-            close,
-            close,
-        )
-
-        # specifies that the first edge is never connected to the
-        # prior bars last edge thus providing a small "gap"/"space"
-        # between bars determined by ``bar_gap``.
-        c[istart:istop] = (1, 1, 1, 1, 1, 0)
-
-    return x, y, c
-
-
-def gen_ohlc_qpath(
-    data: np.ndarray,
-    start: int = 0,  # XXX: do we need this?
-    # 0.5 is no overlap between arms, 1.0 is full overlap
-    w: float = 0.43,
-    path: Optional[QtGui.QPainterPath] = None,
-
-) -> QtGui.QPainterPath:
-
-    path_was_none = path is None
-
-    profiler = pg.debug.Profiler(
-        msg='gen_qpath ohlc',
-        disabled=not pg_profile_enabled(),
-        ms_threshold=ms_slower_then,
-    )
-
-    x, y, c = path_arrays_from_ohlc(
-        data,
-        start,
-        bar_gap=w,
-    )
-    profiler("generate stream with numba")
-
-    # TODO: numba the internals of this!
-    path = pg.functions.arrayToQPath(
-        x,
-        y,
-        connect=c,
-        path=path,
-    )
-
-    # avoid mem allocs if possible
-    if path_was_none:
-        path.reserve(path.capacity())
-
-    profiler("generate path with arrayToQPath")
-
-    return path
-
-
-def ohlc_to_line(
-    ohlc_shm: ShmArray,
-    fields: list[str] = ['open', 'high', 'low', 'close']
-
-) -> tuple[
-    int,  # flattened first index
-    int,  # flattened last index
-    np.ndarray,
-    np.ndarray,
-]:
-    '''
-    Convert an input struct-array holding OHLC samples into a pair of
-    flattened x, y arrays with the same size (datums wise) as the source
-    data.
-
-    '''
-    y_out = ohlc_shm.ustruct(fields)
-    first = ohlc_shm._first.value
-    last = ohlc_shm._last.value
-
-    # write pushed data to flattened copy
-    y_out[first:last] = rfn.structured_to_unstructured(
-        ohlc_shm.array[fields]
-    )
-
-    # generate an flat-interpolated x-domain
-    x_out = (
-        np.broadcast_to(
-            ohlc_shm._array['index'][:, None],
-            (
-                ohlc_shm._array.size,
-                # 4,  # only ohlc
-                y_out.shape[1],
-            ),
-        ) + np.array([-0.5, 0, 0, 0.5])
-    )
-    assert y_out.any()
-
-    return (
-        first,
-        last,
-        x_out,
-        y_out,
-    )
-
-
-def to_step_format(
-    shm: ShmArray,
-    data_field: str,
-    index_field: str = 'index',
-
-) -> tuple[int, np.ndarray, np.ndarray]:
-    '''
-    Convert an input 1d shm array to a "step array" format
-    for use by path graphics generation.
-
-    '''
-    first = shm._first.value
-    i = shm._array['index'].copy()
-    out = shm._array[data_field].copy()
-
-    x_out = np.broadcast_to(
-        i[:, None],
-        (i.size, 2),
-    ) + np.array([-0.5, 0.5])
-
-    y_out = np.empty((len(out), 2), dtype=out.dtype)
-    y_out[:] = out[:, np.newaxis]
-
-    # start y at origin level
-    y_out[0, 0] = 0
-    return first, x_out, y_out