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@ -8,7 +8,7 @@ services:
|
|||
# https://github.com/waytrade/ib-gateway-docker#supported-tags
|
||||
# image: waytrade/ib-gateway:981.3j
|
||||
image: waytrade/ib-gateway:1012.2i
|
||||
restart: always # restart whenev there's a crash or user clicsk
|
||||
restart: 'no' # restart on boot whenev there's a crash or user clicsk
|
||||
network_mode: 'host'
|
||||
|
||||
volumes:
|
||||
|
|
@ -64,7 +64,7 @@ services:
|
|||
|
||||
# ib_gw_live:
|
||||
# image: waytrade/ib-gateway:1012.2i
|
||||
# restart: always
|
||||
# restart: no
|
||||
# network_mode: 'host'
|
||||
|
||||
# volumes:
|
||||
|
|
|
|||
|
|
@ -22,7 +22,6 @@ from typing import Optional, Union, Callable, Any
|
|||
from contextlib import asynccontextmanager as acm
|
||||
from collections import defaultdict
|
||||
|
||||
from msgspec import Struct
|
||||
import tractor
|
||||
import trio
|
||||
from trio_typing import TaskStatus
|
||||
|
|
@ -54,16 +53,19 @@ _root_modules = [
|
|||
__name__,
|
||||
'piker.clearing._ems',
|
||||
'piker.clearing._client',
|
||||
'piker.data._sampling',
|
||||
]
|
||||
|
||||
|
||||
class Services(Struct):
|
||||
class Services:
|
||||
|
||||
actor_n: tractor._supervise.ActorNursery
|
||||
service_n: trio.Nursery
|
||||
debug_mode: bool # tractor sub-actor debug mode flag
|
||||
service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
|
||||
locks = defaultdict(trio.Lock)
|
||||
|
||||
@classmethod
|
||||
async def start_service_task(
|
||||
self,
|
||||
name: str,
|
||||
|
|
@ -119,11 +121,11 @@ class Services(Struct):
|
|||
|
||||
return cs, first
|
||||
|
||||
# TODO: per service cancellation by scope, we aren't using this
|
||||
# anywhere right?
|
||||
@classmethod
|
||||
async def cancel_service(
|
||||
self,
|
||||
name: str,
|
||||
|
||||
) -> Any:
|
||||
log.info(f'Cancelling `pikerd` service {name}')
|
||||
cs, portal = self.service_tasks[name]
|
||||
|
|
@ -134,29 +136,25 @@ class Services(Struct):
|
|||
return await portal.cancel_actor()
|
||||
|
||||
|
||||
_services: Optional[Services] = None
|
||||
|
||||
|
||||
@acm
|
||||
async def open_pikerd(
|
||||
start_method: str = 'trio',
|
||||
loglevel: Optional[str] = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
# XXX: you should pretty much never want debug mode
|
||||
# for data daemons when running in production.
|
||||
debug_mode: bool = False,
|
||||
registry_addr: None | tuple[str, int] = None,
|
||||
|
||||
) -> Optional[tractor._portal.Portal]:
|
||||
) -> None:
|
||||
'''
|
||||
Start a root piker daemon who's lifetime extends indefinitely
|
||||
until cancelled.
|
||||
Start a root piker daemon who's lifetime extends indefinitely until
|
||||
cancelled.
|
||||
|
||||
A root actor nursery is created which can be used to create and keep
|
||||
alive underling services (see below).
|
||||
|
||||
'''
|
||||
global _services
|
||||
global _registry_addr
|
||||
|
||||
if (
|
||||
|
|
@ -186,17 +184,11 @@ async def open_pikerd(
|
|||
):
|
||||
async with trio.open_nursery() as service_nursery:
|
||||
|
||||
# # setup service mngr singleton instance
|
||||
# async with AsyncExitStack() as stack:
|
||||
|
||||
# assign globally for future daemon/task creation
|
||||
_services = Services(
|
||||
actor_n=actor_nursery,
|
||||
service_n=service_nursery,
|
||||
debug_mode=debug_mode,
|
||||
)
|
||||
|
||||
yield _services
|
||||
Services.actor_n = actor_nursery
|
||||
Services.service_n = service_nursery
|
||||
Services.debug_mode = debug_mode
|
||||
yield
|
||||
|
||||
|
||||
@acm
|
||||
|
|
@ -217,7 +209,6 @@ async def open_piker_runtime(
|
|||
existing piker actors on the local link based on configuration.
|
||||
|
||||
'''
|
||||
global _services
|
||||
global _registry_addr
|
||||
|
||||
if (
|
||||
|
|
@ -276,11 +267,12 @@ async def maybe_open_pikerd(
|
|||
**kwargs,
|
||||
|
||||
) -> Union[tractor._portal.Portal, Services]:
|
||||
"""If no ``pikerd`` daemon-root-actor can be found start it and
|
||||
'''
|
||||
If no ``pikerd`` daemon-root-actor can be found start it and
|
||||
yield up (we should probably figure out returning a portal to self
|
||||
though).
|
||||
|
||||
"""
|
||||
'''
|
||||
if loglevel:
|
||||
get_console_log(loglevel)
|
||||
|
||||
|
|
@ -316,7 +308,9 @@ async def maybe_open_pikerd(
|
|||
yield None
|
||||
|
||||
|
||||
# brokerd enabled modules
|
||||
# `brokerd` enabled modules
|
||||
# NOTE: keeping this list as small as possible is part of our caps-sec
|
||||
# model and should be treated with utmost care!
|
||||
_data_mods = [
|
||||
'piker.brokers.core',
|
||||
'piker.brokers.data',
|
||||
|
|
@ -326,10 +320,6 @@ _data_mods = [
|
|||
]
|
||||
|
||||
|
||||
class Brokerd:
|
||||
locks = defaultdict(trio.Lock)
|
||||
|
||||
|
||||
@acm
|
||||
async def find_service(
|
||||
service_name: str,
|
||||
|
|
@ -366,6 +356,8 @@ async def maybe_spawn_daemon(
|
|||
service_task_target: Callable,
|
||||
spawn_args: dict[str, Any],
|
||||
loglevel: Optional[str] = None,
|
||||
|
||||
singleton: bool = False,
|
||||
**kwargs,
|
||||
|
||||
) -> tractor.Portal:
|
||||
|
|
@ -386,7 +378,7 @@ async def maybe_spawn_daemon(
|
|||
|
||||
# serialize access to this section to avoid
|
||||
# 2 or more tasks racing to create a daemon
|
||||
lock = Brokerd.locks[service_name]
|
||||
lock = Services.locks[service_name]
|
||||
await lock.acquire()
|
||||
|
||||
async with find_service(service_name) as portal:
|
||||
|
|
@ -397,6 +389,9 @@ async def maybe_spawn_daemon(
|
|||
|
||||
log.warning(f"Couldn't find any existing {service_name}")
|
||||
|
||||
# TODO: really shouldn't the actor spawning be part of the service
|
||||
# starting method `Services.start_service()` ?
|
||||
|
||||
# ask root ``pikerd`` daemon to spawn the daemon we need if
|
||||
# pikerd is not live we now become the root of the
|
||||
# process tree
|
||||
|
|
@ -407,15 +402,16 @@ async def maybe_spawn_daemon(
|
|||
|
||||
) as pikerd_portal:
|
||||
|
||||
# we are the root and thus are `pikerd`
|
||||
# so spawn the target service directly by calling
|
||||
# the provided target routine.
|
||||
# XXX: this assumes that the target is well formed and will
|
||||
# do the right things to setup both a sub-actor **and** call
|
||||
# the ``_Services`` api from above to start the top level
|
||||
# service task for that actor.
|
||||
started: bool
|
||||
if pikerd_portal is None:
|
||||
# we are the root and thus are `pikerd`
|
||||
# so spawn the target service directly by calling
|
||||
# the provided target routine.
|
||||
# XXX: this assumes that the target is well formed and will
|
||||
# do the right things to setup both a sub-actor **and** call
|
||||
# the ``_Services`` api from above to start the top level
|
||||
# service task for that actor.
|
||||
await service_task_target(**spawn_args)
|
||||
started = await service_task_target(**spawn_args)
|
||||
|
||||
else:
|
||||
# tell the remote `pikerd` to start the target,
|
||||
|
|
@ -424,11 +420,14 @@ async def maybe_spawn_daemon(
|
|||
# non-blocking and the target task will persist running
|
||||
# on `pikerd` after the client requesting it's start
|
||||
# disconnects.
|
||||
await pikerd_portal.run(
|
||||
started = await pikerd_portal.run(
|
||||
service_task_target,
|
||||
**spawn_args,
|
||||
)
|
||||
|
||||
if started:
|
||||
log.info(f'Service {service_name} started!')
|
||||
|
||||
async with tractor.wait_for_actor(service_name) as portal:
|
||||
lock.release()
|
||||
yield portal
|
||||
|
|
@ -451,9 +450,6 @@ async def spawn_brokerd(
|
|||
extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
|
||||
tractor_kwargs.update(extra_tractor_kwargs)
|
||||
|
||||
global _services
|
||||
assert _services
|
||||
|
||||
# ask `pikerd` to spawn a new sub-actor and manage it under its
|
||||
# actor nursery
|
||||
modpath = brokermod.__name__
|
||||
|
|
@ -466,18 +462,18 @@ async def spawn_brokerd(
|
|||
subpath = f'{modpath}.{submodname}'
|
||||
broker_enable.append(subpath)
|
||||
|
||||
portal = await _services.actor_n.start_actor(
|
||||
portal = await Services.actor_n.start_actor(
|
||||
dname,
|
||||
enable_modules=_data_mods + broker_enable,
|
||||
loglevel=loglevel,
|
||||
debug_mode=_services.debug_mode,
|
||||
debug_mode=Services.debug_mode,
|
||||
**tractor_kwargs
|
||||
)
|
||||
|
||||
# non-blocking setup of brokerd service nursery
|
||||
from .data import _setup_persistent_brokerd
|
||||
|
||||
await _services.start_service_task(
|
||||
await Services.start_service_task(
|
||||
dname,
|
||||
portal,
|
||||
_setup_persistent_brokerd,
|
||||
|
|
@ -523,24 +519,21 @@ async def spawn_emsd(
|
|||
"""
|
||||
log.info('Spawning emsd')
|
||||
|
||||
global _services
|
||||
assert _services
|
||||
|
||||
portal = await _services.actor_n.start_actor(
|
||||
portal = await Services.actor_n.start_actor(
|
||||
'emsd',
|
||||
enable_modules=[
|
||||
'piker.clearing._ems',
|
||||
'piker.clearing._client',
|
||||
],
|
||||
loglevel=loglevel,
|
||||
debug_mode=_services.debug_mode, # set by pikerd flag
|
||||
debug_mode=Services.debug_mode, # set by pikerd flag
|
||||
**extra_tractor_kwargs
|
||||
)
|
||||
|
||||
# non-blocking setup of clearing service
|
||||
from .clearing._ems import _setup_persistent_emsd
|
||||
|
||||
await _services.start_service_task(
|
||||
await Services.start_service_task(
|
||||
'emsd',
|
||||
portal,
|
||||
_setup_persistent_emsd,
|
||||
|
|
|
|||
|
|
@ -94,21 +94,6 @@ async def open_history_client(
|
|||
yield get_ohlc, {'erlangs': 3, 'rate': 3}
|
||||
|
||||
|
||||
async def backfill_bars(
|
||||
symbol: str,
|
||||
shm: ShmArray, # type: ignore # noqa
|
||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||
) -> None:
|
||||
"""Fill historical bars into shared mem / storage afap.
|
||||
"""
|
||||
instrument = symbol
|
||||
with trio.CancelScope() as cs:
|
||||
async with open_cached_client('deribit') as client:
|
||||
bars = await client.bars(instrument)
|
||||
shm.push(bars)
|
||||
task_status.started(cs)
|
||||
|
||||
|
||||
async def stream_quotes(
|
||||
|
||||
send_chan: trio.abc.SendChannel,
|
||||
|
|
|
|||
|
|
@ -162,6 +162,7 @@ _futes_venues = (
|
|||
'CMECRYPTO',
|
||||
'COMEX',
|
||||
'CMDTY', # special name case..
|
||||
'CBOT', # (treasury) yield futures
|
||||
)
|
||||
|
||||
_adhoc_futes_set = {
|
||||
|
|
@ -197,6 +198,21 @@ _adhoc_futes_set = {
|
|||
'xagusd.cmdty', # silver spot
|
||||
'ni.comex', # silver futes
|
||||
'qi.comex', # mini-silver futes
|
||||
|
||||
# treasury yields
|
||||
# etfs by duration:
|
||||
# SHY -> IEI -> IEF -> TLT
|
||||
'zt.cbot', # 2y
|
||||
'z3n.cbot', # 3y
|
||||
'zf.cbot', # 5y
|
||||
'zn.cbot', # 10y
|
||||
'zb.cbot', # 30y
|
||||
|
||||
# (micros of above)
|
||||
'2yy.cbot',
|
||||
'5yy.cbot',
|
||||
'10y.cbot',
|
||||
'30y.cbot',
|
||||
}
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -611,7 +611,7 @@ async def trades_dialogue(
|
|||
pp = table.pps[bsuid]
|
||||
if msg.size != pp.size:
|
||||
log.error(
|
||||
'Position mismatch {pp.symbol.front_fqsn()}:\n'
|
||||
f'Position mismatch {pp.symbol.front_fqsn()}:\n'
|
||||
f'ib: {msg.size}\n'
|
||||
f'piker: {pp.size}\n'
|
||||
)
|
||||
|
|
|
|||
|
|
@ -135,7 +135,10 @@ async def open_history_client(
|
|||
# fx cons seem to not provide this endpoint?
|
||||
'idealpro' not in fqsn
|
||||
):
|
||||
head_dt = await proxy.get_head_time(fqsn=fqsn)
|
||||
try:
|
||||
head_dt = await proxy.get_head_time(fqsn=fqsn)
|
||||
except RequestError:
|
||||
head_dt = None
|
||||
|
||||
async def get_hist(
|
||||
timeframe: float,
|
||||
|
|
|
|||
|
|
@ -510,10 +510,6 @@ class Client:
|
|||
|
||||
'''
|
||||
ticker = cls._ntable[ticker]
|
||||
symlen = len(ticker)
|
||||
if symlen != 6:
|
||||
raise ValueError(f'Unhandled symbol: {ticker}')
|
||||
|
||||
return ticker.lower()
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -413,20 +413,27 @@ async def trades_dialogue(
|
|||
|
||||
) -> AsyncIterator[dict[str, Any]]:
|
||||
|
||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||
# XXX: required to propagate ``tractor`` loglevel to ``piker`` logging
|
||||
get_console_log(loglevel or tractor.current_actor().loglevel)
|
||||
|
||||
async with get_client() as client:
|
||||
|
||||
# TODO: make ems flip to paper mode via
|
||||
# some returned signal if the user only wants to use
|
||||
# the data feed or we return this?
|
||||
# await ctx.started(({}, ['paper']))
|
||||
|
||||
if not client._api_key:
|
||||
raise RuntimeError(
|
||||
'Missing Kraken API key in `brokers.toml`!?!?')
|
||||
|
||||
# TODO: make ems flip to paper mode via
|
||||
# some returned signal if the user only wants to use
|
||||
# the data feed or we return this?
|
||||
# else:
|
||||
# await ctx.started(({}, ['paper']))
|
||||
|
||||
# NOTE: currently we expect the user to define a "source fiat"
|
||||
# (much like the web UI let's you set an "account currency")
|
||||
# such that all positions (nested or flat) will be translated to
|
||||
# this source currency's terms.
|
||||
src_fiat = client.conf['src_fiat']
|
||||
|
||||
# auth required block
|
||||
acctid = client._name
|
||||
acc_name = 'kraken.' + acctid
|
||||
|
|
@ -444,10 +451,9 @@ async def trades_dialogue(
|
|||
# NOTE: testing code for making sure the rt incremental update
|
||||
# of positions, via newly generated msgs works. In order to test
|
||||
# this,
|
||||
# - delete the *ABSOLUTE LAST* entry from accont's corresponding
|
||||
# - delete the *ABSOLUTE LAST* entry from account's corresponding
|
||||
# trade ledgers file (NOTE this MUST be the last record
|
||||
# delivered from the
|
||||
# api ledger),
|
||||
# delivered from the api ledger),
|
||||
# - open you ``pps.toml`` and find that same tid and delete it
|
||||
# from the pp's clears table,
|
||||
# - set this flag to `True`
|
||||
|
|
@ -486,27 +492,51 @@ async def trades_dialogue(
|
|||
# and do diff with ledger to determine
|
||||
# what amount of trades-transactions need
|
||||
# to be reloaded.
|
||||
sizes = await client.get_balances()
|
||||
for dst, size in sizes.items():
|
||||
balances = await client.get_balances()
|
||||
for dst, size in balances.items():
|
||||
# we don't care about tracking positions
|
||||
# in the user's source fiat currency.
|
||||
if dst == client.conf['src_fiat']:
|
||||
if dst == src_fiat:
|
||||
continue
|
||||
|
||||
def has_pp(dst: str) -> Position | bool:
|
||||
pps_dst_assets = {bsuid[:3]: bsuid for bsuid in table.pps}
|
||||
pair = pps_dst_assets.get(dst)
|
||||
pp = table.pps.get(pair)
|
||||
def has_pp(
|
||||
dst: str,
|
||||
size: float,
|
||||
|
||||
if (
|
||||
not pair or not pp
|
||||
or not math.isclose(pp.size, size)
|
||||
):
|
||||
return False
|
||||
) -> Position | bool:
|
||||
|
||||
return pp
|
||||
src2dst: dict[str, str] = {}
|
||||
for bsuid in table.pps:
|
||||
try:
|
||||
dst_name_start = bsuid.rindex(src_fiat)
|
||||
except IndexError:
|
||||
# TODO: handle nested positions..(i.e.
|
||||
# positions where the src fiat was used to
|
||||
# buy some other dst which was furhter used
|
||||
# to buy another dst..)
|
||||
log.warning(
|
||||
f'No src fiat {src_fiat} found in {bsuid}?'
|
||||
)
|
||||
continue
|
||||
|
||||
pos = has_pp(dst)
|
||||
_dst = bsuid[:dst_name_start]
|
||||
if _dst != dst:
|
||||
continue
|
||||
|
||||
src2dst[src_fiat] = dst
|
||||
|
||||
for src, dst in src2dst.items():
|
||||
pair = f'{dst}{src_fiat}'
|
||||
pp = table.pps.get(pair)
|
||||
if (
|
||||
pp
|
||||
and math.isclose(pp.size, size)
|
||||
):
|
||||
return pp
|
||||
|
||||
return False
|
||||
|
||||
pos = has_pp(dst, size)
|
||||
if not pos:
|
||||
|
||||
# we have a balance for which there is no pp
|
||||
|
|
@ -514,12 +544,15 @@ async def trades_dialogue(
|
|||
# ledger.
|
||||
updated = table.update_from_trans(ledger_trans)
|
||||
log.info(f'Updated pps from ledger:\n{pformat(updated)}')
|
||||
pos = has_pp(dst)
|
||||
pos = has_pp(dst, size)
|
||||
|
||||
if not pos and not simulate_pp_update:
|
||||
if (
|
||||
not pos
|
||||
and not simulate_pp_update
|
||||
):
|
||||
# try reloading from API
|
||||
table.update_from_trans(api_trans)
|
||||
pos = has_pp(dst)
|
||||
pos = has_pp(dst, size)
|
||||
if not pos:
|
||||
|
||||
# get transfers to make sense of abs balances.
|
||||
|
|
@ -557,7 +590,7 @@ async def trades_dialogue(
|
|||
f'{pformat(updated)}'
|
||||
)
|
||||
|
||||
if not has_pp(dst):
|
||||
if not has_pp(dst, size):
|
||||
raise ValueError(
|
||||
'Could not reproduce balance:\n'
|
||||
f'dst: {dst}, {size}\n'
|
||||
|
|
|
|||
|
|
@ -303,24 +303,6 @@ async def open_history_client(
|
|||
yield get_ohlc, {'erlangs': 1, 'rate': 1}
|
||||
|
||||
|
||||
async def backfill_bars(
|
||||
|
||||
sym: str,
|
||||
shm: ShmArray, # type: ignore # noqa
|
||||
count: int = 10, # NOTE: any more and we'll overrun the underlying buffer
|
||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Fill historical bars into shared mem / storage afap.
|
||||
'''
|
||||
with trio.CancelScope() as cs:
|
||||
async with open_cached_client('kraken') as client:
|
||||
bars = await client.bars(symbol=sym)
|
||||
shm.push(bars)
|
||||
task_status.started(cs)
|
||||
|
||||
|
||||
async def stream_quotes(
|
||||
|
||||
send_chan: trio.abc.SendChannel,
|
||||
|
|
@ -419,14 +401,15 @@ async def stream_quotes(
|
|||
yield
|
||||
|
||||
# unsub from all pairs on teardown
|
||||
await ws.send_msg({
|
||||
'pair': list(ws_pairs.values()),
|
||||
'event': 'unsubscribe',
|
||||
'subscription': ['ohlc', 'spread'],
|
||||
})
|
||||
if ws.connected():
|
||||
await ws.send_msg({
|
||||
'pair': list(ws_pairs.values()),
|
||||
'event': 'unsubscribe',
|
||||
'subscription': ['ohlc', 'spread'],
|
||||
})
|
||||
|
||||
# XXX: do we need to ack the unsub?
|
||||
# await ws.recv_msg()
|
||||
# XXX: do we need to ack the unsub?
|
||||
# await ws.recv_msg()
|
||||
|
||||
# see the tips on reconnection logic:
|
||||
# https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
|
||||
|
|
|
|||
|
|
@ -172,6 +172,7 @@ async def clear_dark_triggers(
|
|||
# TODO:
|
||||
# - numba all this!
|
||||
# - this stream may eventually contain multiple symbols
|
||||
quote_stream._raise_on_lag = False
|
||||
async for quotes in quote_stream:
|
||||
# start = time.time()
|
||||
for sym, quote in quotes.items():
|
||||
|
|
@ -866,7 +867,7 @@ async def translate_and_relay_brokerd_events(
|
|||
|
||||
elif status == 'canceled':
|
||||
log.cancel(f'Cancellation for {oid} is complete!')
|
||||
status_msg = book._active.pop(oid)
|
||||
status_msg = book._active.pop(oid, None)
|
||||
|
||||
else: # open
|
||||
# relayed from backend but probably not handled so
|
||||
|
|
|
|||
|
|
@ -0,0 +1,837 @@
|
|||
# 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/>.
|
||||
"""
|
||||
Pre-(path)-graphics formatted x/y nd/1d rendering subsystem.
|
||||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from typing import (
|
||||
Optional,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import msgspec
|
||||
import numpy as np
|
||||
from numpy.lib import recfunctions as rfn
|
||||
|
||||
from ._sharedmem import (
|
||||
ShmArray,
|
||||
)
|
||||
from ._pathops import (
|
||||
path_arrays_from_ohlc,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._dataviz import (
|
||||
Viz,
|
||||
)
|
||||
from .._profile import Profiler
|
||||
|
||||
|
||||
class IncrementalFormatter(msgspec.Struct):
|
||||
'''
|
||||
Incrementally updating, pre-path-graphics tracking, formatter.
|
||||
|
||||
Allows tracking source data state in an updateable pre-graphics
|
||||
``np.ndarray`` format (in local process memory) as well as
|
||||
incrementally rendering from that format **to** 1d x/y for path
|
||||
generation using ``pg.functions.arrayToQPath()``.
|
||||
|
||||
'''
|
||||
shm: ShmArray
|
||||
viz: Viz
|
||||
|
||||
@property
|
||||
def index_field(self) -> 'str':
|
||||
'''
|
||||
Value (``str``) used to look up the "index series" from the
|
||||
underlying source ``numpy`` struct-array; delegate directly to
|
||||
the managing ``Viz``.
|
||||
|
||||
'''
|
||||
return self.viz.index_field
|
||||
|
||||
# Incrementally updated xy ndarray formatted data, a pre-1d
|
||||
# format which is updated and cached independently of the final
|
||||
# pre-graphics-path 1d format.
|
||||
x_nd: Optional[np.ndarray] = None
|
||||
y_nd: Optional[np.ndarray] = None
|
||||
|
||||
@property
|
||||
def xy_nd(self) -> tuple[np.ndarray, np.ndarray]:
|
||||
return (
|
||||
self.x_nd[self.xy_slice],
|
||||
self.y_nd[self.xy_slice],
|
||||
)
|
||||
|
||||
@property
|
||||
def xy_slice(self) -> slice:
|
||||
return slice(
|
||||
self.xy_nd_start,
|
||||
self.xy_nd_stop,
|
||||
)
|
||||
|
||||
# indexes which slice into the above arrays (which are allocated
|
||||
# based on source data shm input size) and allow retrieving
|
||||
# incrementally updated data.
|
||||
xy_nd_start: int | None = None
|
||||
xy_nd_stop: int | None = None
|
||||
|
||||
# TODO: eventually incrementally update 1d-pre-graphics path data?
|
||||
# x_1d: Optional[np.ndarray] = None
|
||||
# y_1d: Optional[np.ndarray] = None
|
||||
|
||||
# incremental view-change state(s) tracking
|
||||
_last_vr: tuple[float, float] | None = None
|
||||
_last_ivdr: tuple[float, float] | None = None
|
||||
|
||||
@property
|
||||
def index_step_size(self) -> float:
|
||||
'''
|
||||
Readonly value computed on first ``.diff()`` call.
|
||||
|
||||
'''
|
||||
return self.viz.index_step()
|
||||
|
||||
def __repr__(self) -> str:
|
||||
msg = (
|
||||
f'{type(self)}: ->\n\n'
|
||||
f'fqsn={self.viz.name}\n'
|
||||
f'shm_name={self.shm.token["shm_name"]}\n\n'
|
||||
|
||||
f'last_vr={self._last_vr}\n'
|
||||
f'last_ivdr={self._last_ivdr}\n\n'
|
||||
|
||||
f'xy_slice={self.xy_slice}\n'
|
||||
# f'xy_nd_stop={self.xy_nd_stop}\n\n'
|
||||
)
|
||||
|
||||
x_nd_len = 0
|
||||
y_nd_len = 0
|
||||
if self.x_nd is not None:
|
||||
x_nd_len = len(self.x_nd)
|
||||
y_nd_len = len(self.y_nd)
|
||||
|
||||
msg += (
|
||||
f'x_nd_len={x_nd_len}\n'
|
||||
f'y_nd_len={y_nd_len}\n'
|
||||
)
|
||||
|
||||
return msg
|
||||
|
||||
def diff(
|
||||
self,
|
||||
new_read: tuple[np.ndarray],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
# TODO:
|
||||
# - can the renderer just call ``Viz.read()`` directly? unpack
|
||||
# latest source data read
|
||||
# - eventually maybe we can implement some kind of
|
||||
# transform on the ``QPainterPath`` that will more or less
|
||||
# detect the diff in "elements" terms? update diff state since
|
||||
# we've now rendered paths.
|
||||
(
|
||||
xfirst,
|
||||
xlast,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
) = new_read
|
||||
|
||||
index = array['index']
|
||||
|
||||
# if the first index in the read array is 0 then
|
||||
# it means the source buffer has bee completely backfilled to
|
||||
# available space.
|
||||
src_start = index[0]
|
||||
src_stop = index[-1] + 1
|
||||
|
||||
# these are the "formatted output data" indices
|
||||
# for the pre-graphics arrays.
|
||||
nd_start = self.xy_nd_start
|
||||
nd_stop = self.xy_nd_stop
|
||||
|
||||
if (
|
||||
nd_start is None
|
||||
):
|
||||
assert nd_stop is None
|
||||
|
||||
# setup to do a prepend of all existing src history
|
||||
nd_start = self.xy_nd_start = src_stop
|
||||
# set us in a zero-to-append state
|
||||
nd_stop = self.xy_nd_stop = src_stop
|
||||
|
||||
# compute the length diffs between the first/last index entry in
|
||||
# the input data and the last indexes we have on record from the
|
||||
# last time we updated the curve index.
|
||||
prepend_length = int(nd_start - src_start)
|
||||
append_length = int(src_stop - nd_stop)
|
||||
|
||||
# blah blah blah
|
||||
# do diffing for prepend, append and last entry
|
||||
return (
|
||||
slice(src_start, nd_start),
|
||||
prepend_length,
|
||||
append_length,
|
||||
slice(nd_stop, src_stop),
|
||||
)
|
||||
|
||||
def _track_inview_range(
|
||||
self,
|
||||
view_range: tuple[int, int],
|
||||
|
||||
) -> bool:
|
||||
# if a view range is passed, plan to draw the
|
||||
# source ouput that's "in view" of the chart.
|
||||
vl, vr = view_range
|
||||
zoom_or_append = False
|
||||
last_vr = self._last_vr
|
||||
|
||||
# incremental in-view data update.
|
||||
if last_vr:
|
||||
lvl, lvr = last_vr # relative slice indices
|
||||
|
||||
# TODO: detecting more specifically the interaction changes
|
||||
# last_ivr = self._last_ivdr or (vl, vr)
|
||||
# al, ar = last_ivr # abs slice indices
|
||||
# left_change = abs(x_iv[0] - al) >= 1
|
||||
# right_change = abs(x_iv[-1] - ar) >= 1
|
||||
|
||||
# likely a zoom/pan view change or data append update
|
||||
if (
|
||||
(vr - lvr) > 2
|
||||
or vl < lvl
|
||||
|
||||
# append / prepend update
|
||||
# we had an append update where the view range
|
||||
# didn't change but the data-viewed (shifted)
|
||||
# underneath, so we need to redraw.
|
||||
# or left_change and right_change and last_vr == view_range
|
||||
|
||||
# not (left_change and right_change) and ivr
|
||||
# (
|
||||
# or abs(x_iv[ivr] - livr) > 1
|
||||
):
|
||||
zoom_or_append = True
|
||||
|
||||
self._last_vr = view_range
|
||||
|
||||
return zoom_or_append
|
||||
|
||||
def format_to_1d(
|
||||
self,
|
||||
new_read: tuple,
|
||||
array_key: str,
|
||||
profiler: Profiler,
|
||||
|
||||
slice_to_inview: bool = True,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
shm = self.shm
|
||||
|
||||
(
|
||||
_,
|
||||
_,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
|
||||
) = new_read
|
||||
|
||||
(
|
||||
pre_slice,
|
||||
prepend_len,
|
||||
append_len,
|
||||
post_slice,
|
||||
) = self.diff(new_read)
|
||||
|
||||
# we first need to allocate xy data arrays
|
||||
# from the source data.
|
||||
if self.y_nd is None:
|
||||
self.xy_nd_start = shm._first.value
|
||||
self.xy_nd_stop = shm._last.value
|
||||
self.x_nd, self.y_nd = self.allocate_xy_nd(
|
||||
shm,
|
||||
array_key,
|
||||
)
|
||||
profiler('allocated xy history')
|
||||
|
||||
# once allocated we do incremental pre/append
|
||||
# updates from the diff with the source buffer.
|
||||
else:
|
||||
if prepend_len:
|
||||
|
||||
self.incr_update_xy_nd(
|
||||
shm,
|
||||
array_key,
|
||||
|
||||
# this is the pre-sliced, "normally expected"
|
||||
# new data that an updater would normally be
|
||||
# expected to process, however in some cases (like
|
||||
# step curves) the updater routine may want to do
|
||||
# the source history-data reading itself, so we pass
|
||||
# both here.
|
||||
shm._array[pre_slice],
|
||||
pre_slice,
|
||||
prepend_len,
|
||||
|
||||
self.xy_nd_start,
|
||||
self.xy_nd_stop,
|
||||
is_append=False,
|
||||
)
|
||||
|
||||
self.xy_nd_start -= prepend_len
|
||||
profiler('prepended xy history: {prepend_length}')
|
||||
|
||||
if append_len:
|
||||
self.incr_update_xy_nd(
|
||||
shm,
|
||||
array_key,
|
||||
|
||||
shm._array[post_slice],
|
||||
post_slice,
|
||||
append_len,
|
||||
|
||||
self.xy_nd_start,
|
||||
self.xy_nd_stop,
|
||||
is_append=True,
|
||||
)
|
||||
self.xy_nd_stop += append_len
|
||||
profiler('appened xy history: {append_length}')
|
||||
# sanity
|
||||
# slice_ln = post_slice.stop - post_slice.start
|
||||
# assert append_len == slice_ln
|
||||
|
||||
view_changed: bool = False
|
||||
view_range: tuple[int, int] = (ivl, ivr)
|
||||
if slice_to_inview:
|
||||
view_changed = self._track_inview_range(view_range)
|
||||
array = in_view
|
||||
profiler(f'{self.viz.name} view range slice {view_range}')
|
||||
|
||||
# hist = array[:slice_to_head]
|
||||
|
||||
# XXX: WOA WTF TRACTOR DEBUGGING BUGGG
|
||||
# assert 0
|
||||
|
||||
# xy-path data transform: convert source data to a format
|
||||
# able to be passed to a `QPainterPath` rendering routine.
|
||||
if not len(array):
|
||||
# XXX: this might be why the profiler only has exits?
|
||||
return
|
||||
|
||||
# TODO: hist here should be the pre-sliced
|
||||
# x/y_data in the case where allocate_xy is
|
||||
# defined?
|
||||
x_1d, y_1d, connect = self.format_xy_nd_to_1d(
|
||||
array,
|
||||
array_key,
|
||||
view_range,
|
||||
)
|
||||
|
||||
# app_tres = None
|
||||
# if append_len:
|
||||
# appended = array[-append_len-1:slice_to_head]
|
||||
# app_tres = self.format_xy_nd_to_1d(
|
||||
# appended,
|
||||
# array_key,
|
||||
# (
|
||||
# view_range[1] - append_len + slice_to_head,
|
||||
# view_range[1]
|
||||
# ),
|
||||
# )
|
||||
# # assert (len(appended) - 1) == append_len
|
||||
# # assert len(appended) == append_len
|
||||
# print(
|
||||
# f'{self.viz.name} APPEND LEN: {append_len}\n'
|
||||
# f'{self.viz.name} APPENDED: {appended}\n'
|
||||
# f'{self.viz.name} app_tres: {app_tres}\n'
|
||||
# )
|
||||
|
||||
# update the last "in view data range"
|
||||
if len(x_1d):
|
||||
self._last_ivdr = x_1d[0], x_1d[-1]
|
||||
|
||||
profiler('.format_to_1d()')
|
||||
|
||||
return (
|
||||
x_1d,
|
||||
y_1d,
|
||||
connect,
|
||||
prepend_len,
|
||||
append_len,
|
||||
view_changed,
|
||||
# app_tres,
|
||||
)
|
||||
|
||||
###############################
|
||||
# Sub-type override interface #
|
||||
###############################
|
||||
|
||||
x_offset: np.ndarray = np.array([0])
|
||||
|
||||
# optional pre-graphics xy formatted data which
|
||||
# is incrementally updated in sync with the source data.
|
||||
# XXX: was ``.allocate_xy()``
|
||||
def allocate_xy_nd(
|
||||
self,
|
||||
src_shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # x
|
||||
np.nd.array # y
|
||||
]:
|
||||
'''
|
||||
Convert the structured-array ``src_shm`` format to
|
||||
a equivalently shaped (and field-less) ``np.ndarray``.
|
||||
|
||||
Eg. a 4 field x N struct-array => (N, 4)
|
||||
|
||||
'''
|
||||
y_nd = src_shm._array[data_field].copy()
|
||||
x_nd = (
|
||||
src_shm._array[self.index_field].copy()
|
||||
+
|
||||
self.x_offset
|
||||
)
|
||||
return x_nd, y_nd
|
||||
|
||||
# XXX: was ``.update_xy()``
|
||||
def incr_update_xy_nd(
|
||||
self,
|
||||
|
||||
src_shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
new_from_src: np.ndarray, # portion of source that was updated
|
||||
|
||||
read_slc: slice,
|
||||
ln: int, # len of updated
|
||||
|
||||
nd_start: int,
|
||||
nd_stop: int,
|
||||
|
||||
is_append: bool,
|
||||
|
||||
) -> None:
|
||||
# write pushed data to flattened copy
|
||||
y_nd_new = new_from_src[data_field]
|
||||
self.y_nd[read_slc] = y_nd_new
|
||||
|
||||
x_nd_new = self.x_nd[read_slc]
|
||||
x_nd_new[:] = (
|
||||
new_from_src[self.index_field]
|
||||
+
|
||||
self.x_offset
|
||||
)
|
||||
|
||||
# x_nd = self.x_nd[self.xy_slice]
|
||||
# y_nd = self.y_nd[self.xy_slice]
|
||||
# name = self.viz.name
|
||||
# if 'trade_rate' == name:
|
||||
# s = 4
|
||||
# print(
|
||||
# f'{name.upper()}:\n'
|
||||
# 'NEW_FROM_SRC:\n'
|
||||
# f'new_from_src: {new_from_src}\n\n'
|
||||
|
||||
# f'PRE self.x_nd:'
|
||||
# f'\n{list(x_nd[-s:])}\n'
|
||||
|
||||
# f'PRE self.y_nd:\n'
|
||||
# f'{list(y_nd[-s:])}\n\n'
|
||||
|
||||
# f'TO WRITE:\n'
|
||||
|
||||
# f'x_nd_new:\n'
|
||||
# f'{x_nd_new[0]}\n'
|
||||
|
||||
# f'y_nd_new:\n'
|
||||
# f'{y_nd_new}\n'
|
||||
# )
|
||||
|
||||
# XXX: was ``.format_xy()``
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # 1d x
|
||||
np.ndarray, # 1d y
|
||||
np.ndarray | str, # connection array/style
|
||||
]:
|
||||
'''
|
||||
Default xy-nd array to 1d pre-graphics-path render routine.
|
||||
|
||||
Return single field column data verbatim
|
||||
|
||||
'''
|
||||
# NOTE: we don't include the very last datum which is filled in
|
||||
# normally by another graphics object.
|
||||
x_1d = array[self.index_field][:-1]
|
||||
y_1d = array[array_key][:-1]
|
||||
|
||||
# name = self.viz.name
|
||||
# if 'trade_rate' == name:
|
||||
# s = 4
|
||||
# x_nd = list(self.x_nd[self.xy_slice][-s:-1])
|
||||
# y_nd = list(self.y_nd[self.xy_slice][-s:-1])
|
||||
# print(
|
||||
# f'{name}:\n'
|
||||
# f'XY data:\n'
|
||||
# f'x: {x_nd}\n'
|
||||
# f'y: {y_nd}\n\n'
|
||||
# f'x_1d: {list(x_1d[-s:])}\n'
|
||||
# f'y_1d: {list(y_1d[-s:])}\n\n'
|
||||
|
||||
# )
|
||||
return (
|
||||
x_1d,
|
||||
y_1d,
|
||||
|
||||
# 1d connection array or style-key to
|
||||
# ``pg.functions.arrayToQPath()``
|
||||
'all',
|
||||
)
|
||||
|
||||
|
||||
class OHLCBarsFmtr(IncrementalFormatter):
|
||||
x_offset: np.ndarray = np.array([
|
||||
-0.5,
|
||||
0,
|
||||
0,
|
||||
0.5,
|
||||
])
|
||||
|
||||
fields: list[str] = ['open', 'high', 'low', 'close']
|
||||
|
||||
def allocate_xy_nd(
|
||||
self,
|
||||
|
||||
ohlc_shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # x
|
||||
np.nd.array # y
|
||||
]:
|
||||
'''
|
||||
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_nd = ohlc_shm.ustruct(self.fields)
|
||||
|
||||
# generate an flat-interpolated x-domain
|
||||
x_nd = (
|
||||
np.broadcast_to(
|
||||
ohlc_shm._array[self.index_field][:, None],
|
||||
(
|
||||
ohlc_shm._array.size,
|
||||
# 4, # only ohlc
|
||||
y_nd.shape[1],
|
||||
),
|
||||
)
|
||||
+
|
||||
self.x_offset
|
||||
)
|
||||
assert y_nd.any()
|
||||
|
||||
# write pushed data to flattened copy
|
||||
return (
|
||||
x_nd,
|
||||
y_nd,
|
||||
)
|
||||
|
||||
def incr_update_xy_nd(
|
||||
self,
|
||||
|
||||
src_shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
new_from_src: np.ndarray, # portion of source that was updated
|
||||
|
||||
read_slc: slice,
|
||||
ln: int, # len of updated
|
||||
|
||||
nd_start: int,
|
||||
nd_stop: int,
|
||||
|
||||
is_append: bool,
|
||||
|
||||
) -> None:
|
||||
# write newly pushed data to flattened copy
|
||||
# a struct-arr is always passed in.
|
||||
new_y_nd = rfn.structured_to_unstructured(
|
||||
new_from_src[self.fields]
|
||||
)
|
||||
self.y_nd[read_slc] = new_y_nd
|
||||
|
||||
# generate same-valued-per-row x support based on y shape
|
||||
x_nd_new = self.x_nd[read_slc]
|
||||
x_nd_new[:] = np.broadcast_to(
|
||||
new_from_src[self.index_field][:, None],
|
||||
new_y_nd.shape,
|
||||
) + self.x_offset
|
||||
|
||||
# TODO: can we drop this frame and just use the above?
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
start: int = 0, # XXX: do we need this?
|
||||
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||
w: float = 0.16,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
'''
|
||||
More or less direct proxy to the ``numba``-fied
|
||||
``path_arrays_from_ohlc()`` (above) but with closed in kwargs
|
||||
for line spacing.
|
||||
|
||||
'''
|
||||
x, y, c = path_arrays_from_ohlc(
|
||||
array,
|
||||
start,
|
||||
bar_w=self.index_step_size,
|
||||
bar_gap=w * self.index_step_size,
|
||||
|
||||
# XXX: don't ask, due to a ``numba`` bug..
|
||||
use_time_index=(self.index_field == 'time'),
|
||||
)
|
||||
return x, y, c
|
||||
|
||||
|
||||
class OHLCBarsAsCurveFmtr(OHLCBarsFmtr):
|
||||
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
str,
|
||||
]:
|
||||
# TODO: in the case of an existing ``.update_xy()``
|
||||
# should we be passing in array as an xy arrays tuple?
|
||||
|
||||
# 2 more datum-indexes to capture zero at end
|
||||
x_flat = self.x_nd[self.xy_nd_start:self.xy_nd_stop-1]
|
||||
y_flat = self.y_nd[self.xy_nd_start:self.xy_nd_stop-1]
|
||||
|
||||
# slice to view
|
||||
ivl, ivr = vr
|
||||
x_iv_flat = x_flat[ivl:ivr]
|
||||
y_iv_flat = y_flat[ivl:ivr]
|
||||
|
||||
# reshape to 1d for graphics rendering
|
||||
y_iv = y_iv_flat.reshape(-1)
|
||||
x_iv = x_iv_flat.reshape(-1)
|
||||
|
||||
return x_iv, y_iv, 'all'
|
||||
|
||||
|
||||
class StepCurveFmtr(IncrementalFormatter):
|
||||
|
||||
x_offset: np.ndarray = np.array([
|
||||
0,
|
||||
1,
|
||||
])
|
||||
|
||||
def allocate_xy_nd(
|
||||
self,
|
||||
|
||||
shm: ShmArray,
|
||||
data_field: str,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray, # x
|
||||
np.nd.array # y
|
||||
]:
|
||||
'''
|
||||
Convert an input 1d shm array to a "step array" format
|
||||
for use by path graphics generation.
|
||||
|
||||
'''
|
||||
i = shm._array[self.index_field].copy()
|
||||
out = shm._array[data_field].copy()
|
||||
|
||||
x_out = (
|
||||
np.broadcast_to(
|
||||
i[:, None],
|
||||
(i.size, 2),
|
||||
)
|
||||
+
|
||||
self.x_offset
|
||||
)
|
||||
|
||||
# fill out Nx2 array to hold each step's left + right vertices.
|
||||
y_out = np.empty(
|
||||
x_out.shape,
|
||||
dtype=out.dtype,
|
||||
)
|
||||
# fill in (current) values from source shm buffer
|
||||
y_out[:] = out[:, np.newaxis]
|
||||
|
||||
# TODO: pretty sure we can drop this?
|
||||
# start y at origin level
|
||||
# y_out[0, 0] = 0
|
||||
# y_out[self.xy_nd_start] = 0
|
||||
return x_out, y_out
|
||||
|
||||
def incr_update_xy_nd(
|
||||
self,
|
||||
|
||||
src_shm: ShmArray,
|
||||
array_key: str,
|
||||
|
||||
new_from_src: np.ndarray, # portion of source that was updated
|
||||
read_slc: slice,
|
||||
ln: int, # len of updated
|
||||
|
||||
nd_start: int,
|
||||
nd_stop: int,
|
||||
|
||||
is_append: bool,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
slice,
|
||||
]:
|
||||
# NOTE: for a step curve we slice from one datum prior
|
||||
# to the current "update slice" to get the previous
|
||||
# "level".
|
||||
#
|
||||
# why this is needed,
|
||||
# - the current new append slice will often have a zero
|
||||
# value in the latest datum-step (at least for zero-on-new
|
||||
# cases like vlm in the) as per configuration of the FSP
|
||||
# engine.
|
||||
# - we need to look back a datum to get the last level which
|
||||
# will be used to terminate/complete the last step x-width
|
||||
# which will be set to pair with the last x-index THIS MEANS
|
||||
#
|
||||
# XXX: this means WE CAN'T USE the append slice since we need to
|
||||
# "look backward" one step to get the needed back-to-zero level
|
||||
# and the update data in ``new_from_src`` will only contain the
|
||||
# latest new data.
|
||||
back_1 = slice(
|
||||
read_slc.start - 1,
|
||||
read_slc.stop,
|
||||
)
|
||||
|
||||
to_write = src_shm._array[back_1]
|
||||
y_nd_new = self.y_nd[back_1]
|
||||
y_nd_new[:] = to_write[array_key][:, None]
|
||||
|
||||
x_nd_new = self.x_nd[read_slc]
|
||||
x_nd_new[:] = (
|
||||
new_from_src[self.index_field][:, None]
|
||||
+
|
||||
self.x_offset
|
||||
)
|
||||
|
||||
# XXX: uncomment for debugging
|
||||
# x_nd = self.x_nd[self.xy_slice]
|
||||
# y_nd = self.y_nd[self.xy_slice]
|
||||
# name = self.viz.name
|
||||
# if 'dolla_vlm' in name:
|
||||
# s = 4
|
||||
# print(
|
||||
# f'{name}:\n'
|
||||
# 'NEW_FROM_SRC:\n'
|
||||
# f'new_from_src: {new_from_src}\n\n'
|
||||
|
||||
# f'PRE self.x_nd:'
|
||||
# f'\n{x_nd[-s:]}\n'
|
||||
# f'PRE self.y_nd:\n'
|
||||
# f'{y_nd[-s:]}\n\n'
|
||||
|
||||
# f'TO WRITE:\n'
|
||||
# f'x_nd_new:\n'
|
||||
# f'{x_nd_new}\n'
|
||||
# f'y_nd_new:\n'
|
||||
# f'{y_nd_new}\n'
|
||||
# )
|
||||
|
||||
def format_xy_nd_to_1d(
|
||||
self,
|
||||
|
||||
array: np.ndarray,
|
||||
array_key: str,
|
||||
vr: tuple[int, int],
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
str,
|
||||
]:
|
||||
last_t, last = array[-1][[self.index_field, array_key]]
|
||||
|
||||
start = self.xy_nd_start
|
||||
stop = self.xy_nd_stop
|
||||
|
||||
x_step = self.x_nd[start:stop]
|
||||
y_step = self.y_nd[start:stop]
|
||||
|
||||
# slice out in-view data
|
||||
ivl, ivr = vr
|
||||
|
||||
# NOTE: add an extra step to get the vertical-line-down-to-zero
|
||||
# adjacent to the last-datum graphic (filled rect).
|
||||
x_step_iv = x_step[ivl:ivr+1]
|
||||
y_step_iv = y_step[ivl:ivr+1]
|
||||
|
||||
# flatten to 1d
|
||||
x_1d = x_step_iv.reshape(x_step_iv.size)
|
||||
y_1d = y_step_iv.reshape(y_step_iv.size)
|
||||
|
||||
# debugging
|
||||
# if y_1d.any():
|
||||
# s = 6
|
||||
# print(
|
||||
# f'x_step_iv:\n{x_step_iv[-s:]}\n'
|
||||
# f'y_step_iv:\n{y_step_iv[-s:]}\n\n'
|
||||
# f'x_1d:\n{x_1d[-s:]}\n'
|
||||
# f'y_1d:\n{y_1d[-s:]}\n'
|
||||
# )
|
||||
|
||||
return x_1d, y_1d, 'all'
|
||||
|
|
@ -15,17 +15,30 @@
|
|||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
'''
|
||||
Graphics related downsampling routines for compressing to pixel
|
||||
limits on the display device.
|
||||
Graphics downsampling using the infamous M4 algorithm.
|
||||
|
||||
This is one of ``piker``'s secret weapons allowing us to boss all other
|
||||
charting platforms B)
|
||||
|
||||
(AND DON'T YOU DARE TAKE THIS CODE WITHOUT CREDIT OR WE'LL SUE UR F#&@* ASS).
|
||||
|
||||
NOTES: this method is a so called "visualization driven data
|
||||
aggregation" approach. It gives error-free line chart
|
||||
downsampling, see
|
||||
further scientific paper resources:
|
||||
- http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
|
||||
- http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
|
||||
|
||||
Details on implementation of this algo are based in,
|
||||
https://github.com/pikers/piker/issues/109
|
||||
|
||||
'''
|
||||
import math
|
||||
from typing import Optional
|
||||
|
||||
import numpy as np
|
||||
from numpy.lib import recfunctions as rfn
|
||||
from numba import (
|
||||
jit,
|
||||
njit,
|
||||
# float64, optional, int64,
|
||||
)
|
||||
|
||||
|
|
@ -35,109 +48,6 @@ from ..log import get_logger
|
|||
log = get_logger(__name__)
|
||||
|
||||
|
||||
def hl2mxmn(ohlc: np.ndarray) -> np.ndarray:
|
||||
'''
|
||||
Convert a OHLC struct-array containing 'high'/'low' columns
|
||||
to a "joined" max/min 1-d array.
|
||||
|
||||
'''
|
||||
index = ohlc['index']
|
||||
hls = ohlc[[
|
||||
'low',
|
||||
'high',
|
||||
]]
|
||||
|
||||
mxmn = np.empty(2*hls.size, dtype=np.float64)
|
||||
x = np.empty(2*hls.size, dtype=np.float64)
|
||||
trace_hl(hls, mxmn, x, index[0])
|
||||
x = x + index[0]
|
||||
|
||||
return mxmn, x
|
||||
|
||||
|
||||
@jit(
|
||||
# TODO: the type annots..
|
||||
# float64[:](float64[:],),
|
||||
nopython=True,
|
||||
)
|
||||
def trace_hl(
|
||||
hl: 'np.ndarray',
|
||||
out: np.ndarray,
|
||||
x: np.ndarray,
|
||||
start: int,
|
||||
|
||||
# the "offset" values in the x-domain which
|
||||
# place the 2 output points around each ``int``
|
||||
# master index.
|
||||
margin: float = 0.43,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
"Trace" the outline of the high-low values of an ohlc sequence
|
||||
as a line such that the maximum deviation (aka disperaion) between
|
||||
bars if preserved.
|
||||
|
||||
This routine is expected to modify input arrays in-place.
|
||||
|
||||
'''
|
||||
last_l = hl['low'][0]
|
||||
last_h = hl['high'][0]
|
||||
|
||||
for i in range(hl.size):
|
||||
row = hl[i]
|
||||
l, h = row['low'], row['high']
|
||||
|
||||
up_diff = h - last_l
|
||||
down_diff = last_h - l
|
||||
|
||||
if up_diff > down_diff:
|
||||
out[2*i + 1] = h
|
||||
out[2*i] = last_l
|
||||
else:
|
||||
out[2*i + 1] = l
|
||||
out[2*i] = last_h
|
||||
|
||||
last_l = l
|
||||
last_h = h
|
||||
|
||||
x[2*i] = int(i) - margin
|
||||
x[2*i + 1] = int(i) + margin
|
||||
|
||||
return out
|
||||
|
||||
|
||||
def ohlc_flatten(
|
||||
ohlc: np.ndarray,
|
||||
use_mxmn: bool = True,
|
||||
|
||||
) -> tuple[np.ndarray, np.ndarray]:
|
||||
'''
|
||||
Convert an OHLCV struct-array into a flat ready-for-line-plotting
|
||||
1-d array that is 4 times the size with x-domain values distributed
|
||||
evenly (by 0.5 steps) over each index.
|
||||
|
||||
'''
|
||||
index = ohlc['index']
|
||||
|
||||
if use_mxmn:
|
||||
# traces a line optimally over highs to lows
|
||||
# using numba. NOTE: pretty sure this is faster
|
||||
# and looks about the same as the below output.
|
||||
flat, x = hl2mxmn(ohlc)
|
||||
|
||||
else:
|
||||
flat = rfn.structured_to_unstructured(
|
||||
ohlc[['open', 'high', 'low', 'close']]
|
||||
).flatten()
|
||||
|
||||
x = np.linspace(
|
||||
start=index[0] - 0.5,
|
||||
stop=index[-1] + 0.5,
|
||||
num=len(flat),
|
||||
)
|
||||
return x, flat
|
||||
|
||||
|
||||
def ds_m4(
|
||||
x: np.ndarray,
|
||||
y: np.ndarray,
|
||||
|
|
@ -160,16 +70,6 @@ def ds_m4(
|
|||
This is more or less an OHLC style sampling of a line-style series.
|
||||
|
||||
'''
|
||||
# NOTE: this method is a so called "visualization driven data
|
||||
# aggregation" approach. It gives error-free line chart
|
||||
# downsampling, see
|
||||
# further scientific paper resources:
|
||||
# - http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
|
||||
# - http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
|
||||
|
||||
# Details on implementation of this algo are based in,
|
||||
# https://github.com/pikers/piker/issues/109
|
||||
|
||||
# XXX: from infinite on downsampling viewable graphics:
|
||||
# "one thing i remembered about the binning - if you are
|
||||
# picking a range within your timeseries the start and end bin
|
||||
|
|
@ -256,8 +156,7 @@ def ds_m4(
|
|||
return nb, x_out, y_out, ymn, ymx
|
||||
|
||||
|
||||
@jit(
|
||||
nopython=True,
|
||||
@njit(
|
||||
nogil=True,
|
||||
)
|
||||
def _m4(
|
||||
|
|
@ -0,0 +1,448 @@
|
|||
# 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 math import (
|
||||
ceil,
|
||||
floor,
|
||||
)
|
||||
|
||||
import numpy as np
|
||||
from numpy.lib import recfunctions as rfn
|
||||
from numba import (
|
||||
# types,
|
||||
njit,
|
||||
float64,
|
||||
int64,
|
||||
# optional,
|
||||
)
|
||||
|
||||
# TODO: for ``numba`` typing..
|
||||
# from ._source import numba_ohlc_dtype
|
||||
from ._m4 import ds_m4
|
||||
from .._profile import (
|
||||
Profiler,
|
||||
pg_profile_enabled,
|
||||
ms_slower_then,
|
||||
)
|
||||
|
||||
|
||||
def xy_downsample(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
|
||||
x_spacer: float = 0.5,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
float,
|
||||
float,
|
||||
]:
|
||||
'''
|
||||
Downsample 1D (flat ``numpy.ndarray``) arrays using M4 given an input
|
||||
``uppx`` (units-per-pixel) and add space between discreet datums.
|
||||
|
||||
'''
|
||||
# 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, ymn, ymx = ds_m4(
|
||||
x,
|
||||
y,
|
||||
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, ymn, ymx
|
||||
|
||||
|
||||
@njit(
|
||||
# NOTE: need to construct this manually for readonly
|
||||
# arrays, see https://github.com/numba/numba/issues/4511
|
||||
# (
|
||||
# types.Array(
|
||||
# numba_ohlc_dtype,
|
||||
# 1,
|
||||
# 'C',
|
||||
# readonly=True,
|
||||
# ),
|
||||
# int64,
|
||||
# types.unicode_type,
|
||||
# optional(float64),
|
||||
# ),
|
||||
nogil=True
|
||||
)
|
||||
def path_arrays_from_ohlc(
|
||||
data: np.ndarray,
|
||||
start: int64,
|
||||
bar_w: float64,
|
||||
bar_gap: float64 = 0.16,
|
||||
use_time_index: bool = True,
|
||||
|
||||
# XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
|
||||
# index_field: str,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
]:
|
||||
'''
|
||||
Generate an array of lines objects from input ohlc data.
|
||||
|
||||
'''
|
||||
size = int(data.shape[0] * 6)
|
||||
|
||||
# XXX: see this for why the dtype might have to be defined outside
|
||||
# the routine.
|
||||
# https://github.com/numba/numba/issues/4098#issuecomment-493914533
|
||||
x = np.zeros(
|
||||
shape=size,
|
||||
dtype=float64,
|
||||
)
|
||||
y, c = x.copy(), x.copy()
|
||||
|
||||
half_w: float = bar_w/2
|
||||
|
||||
# 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):
|
||||
|
||||
open = q['open']
|
||||
high = q['high']
|
||||
low = q['low']
|
||||
close = q['close']
|
||||
|
||||
if use_time_index:
|
||||
index = float64(q['time'])
|
||||
else:
|
||||
index = float64(q['index'])
|
||||
|
||||
# XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
|
||||
# index = float64(q[index_field])
|
||||
# AND this (probably)
|
||||
# open, high, low, close, index = q[
|
||||
# ['open', 'high', 'low', 'close', 'index']]
|
||||
|
||||
istart = i * 6
|
||||
istop = istart + 6
|
||||
|
||||
# x,y detail the 6 points which connect all vertexes of a ohlc bar
|
||||
mid: float = index + half_w
|
||||
x[istart:istop] = (
|
||||
index + bar_gap,
|
||||
mid,
|
||||
mid,
|
||||
mid,
|
||||
mid,
|
||||
index + bar_w - 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 hl2mxmn(
|
||||
ohlc: np.ndarray,
|
||||
index_field: str = 'index',
|
||||
|
||||
) -> np.ndarray:
|
||||
'''
|
||||
Convert a OHLC struct-array containing 'high'/'low' columns
|
||||
to a "joined" max/min 1-d array.
|
||||
|
||||
'''
|
||||
index = ohlc[index_field]
|
||||
hls = ohlc[[
|
||||
'low',
|
||||
'high',
|
||||
]]
|
||||
|
||||
mxmn = np.empty(2*hls.size, dtype=np.float64)
|
||||
x = np.empty(2*hls.size, dtype=np.float64)
|
||||
trace_hl(hls, mxmn, x, index[0])
|
||||
x = x + index[0]
|
||||
|
||||
return mxmn, x
|
||||
|
||||
|
||||
@njit(
|
||||
# TODO: the type annots..
|
||||
# float64[:](float64[:],),
|
||||
)
|
||||
def trace_hl(
|
||||
hl: 'np.ndarray',
|
||||
out: np.ndarray,
|
||||
x: np.ndarray,
|
||||
start: int,
|
||||
|
||||
# the "offset" values in the x-domain which
|
||||
# place the 2 output points around each ``int``
|
||||
# master index.
|
||||
margin: float = 0.43,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
"Trace" the outline of the high-low values of an ohlc sequence
|
||||
as a line such that the maximum deviation (aka disperaion) between
|
||||
bars if preserved.
|
||||
|
||||
This routine is expected to modify input arrays in-place.
|
||||
|
||||
'''
|
||||
last_l = hl['low'][0]
|
||||
last_h = hl['high'][0]
|
||||
|
||||
for i in range(hl.size):
|
||||
row = hl[i]
|
||||
l, h = row['low'], row['high']
|
||||
|
||||
up_diff = h - last_l
|
||||
down_diff = last_h - l
|
||||
|
||||
if up_diff > down_diff:
|
||||
out[2*i + 1] = h
|
||||
out[2*i] = last_l
|
||||
else:
|
||||
out[2*i + 1] = l
|
||||
out[2*i] = last_h
|
||||
|
||||
last_l = l
|
||||
last_h = h
|
||||
|
||||
x[2*i] = int(i) - margin
|
||||
x[2*i + 1] = int(i) + margin
|
||||
|
||||
return out
|
||||
|
||||
|
||||
def ohlc_flatten(
|
||||
ohlc: np.ndarray,
|
||||
use_mxmn: bool = True,
|
||||
index_field: str = 'index',
|
||||
|
||||
) -> tuple[np.ndarray, np.ndarray]:
|
||||
'''
|
||||
Convert an OHLCV struct-array into a flat ready-for-line-plotting
|
||||
1-d array that is 4 times the size with x-domain values distributed
|
||||
evenly (by 0.5 steps) over each index.
|
||||
|
||||
'''
|
||||
index = ohlc[index_field]
|
||||
|
||||
if use_mxmn:
|
||||
# traces a line optimally over highs to lows
|
||||
# using numba. NOTE: pretty sure this is faster
|
||||
# and looks about the same as the below output.
|
||||
flat, x = hl2mxmn(ohlc)
|
||||
|
||||
else:
|
||||
flat = rfn.structured_to_unstructured(
|
||||
ohlc[['open', 'high', 'low', 'close']]
|
||||
).flatten()
|
||||
|
||||
x = np.linspace(
|
||||
start=index[0] - 0.5,
|
||||
stop=index[-1] + 0.5,
|
||||
num=len(flat),
|
||||
)
|
||||
return x, flat
|
||||
|
||||
|
||||
def slice_from_time(
|
||||
arr: np.ndarray,
|
||||
start_t: float,
|
||||
stop_t: float,
|
||||
step: int | None = None,
|
||||
|
||||
) -> tuple[
|
||||
slice,
|
||||
slice,
|
||||
]:
|
||||
'''
|
||||
Calculate array indices mapped from a time range and return them in
|
||||
a slice.
|
||||
|
||||
Given an input array with an epoch `'time'` series entry, calculate
|
||||
the indices which span the time range and return in a slice. Presume
|
||||
each `'time'` step increment is uniform and when the time stamp
|
||||
series contains gaps (the uniform presumption is untrue) use
|
||||
``np.searchsorted()`` binary search to look up the appropriate
|
||||
index.
|
||||
|
||||
'''
|
||||
profiler = Profiler(
|
||||
msg='slice_from_time()',
|
||||
disabled=not pg_profile_enabled(),
|
||||
ms_threshold=ms_slower_then,
|
||||
)
|
||||
|
||||
times = arr['time']
|
||||
t_first = floor(times[0])
|
||||
t_last = ceil(times[-1])
|
||||
|
||||
# the greatest index we can return which slices to the
|
||||
# end of the input array.
|
||||
read_i_max = arr.shape[0]
|
||||
|
||||
# TODO: require this is always passed in?
|
||||
if step is None:
|
||||
step = round(t_last - times[-2])
|
||||
if step == 0:
|
||||
step = 1
|
||||
|
||||
# compute (presumed) uniform-time-step index offsets
|
||||
i_start_t = floor(start_t)
|
||||
read_i_start = floor(((i_start_t - t_first) // step)) - 1
|
||||
|
||||
i_stop_t = ceil(stop_t)
|
||||
|
||||
# XXX: edge case -> always set stop index to last in array whenever
|
||||
# the input stop time is detected to be greater then the equiv time
|
||||
# stamp at that last entry.
|
||||
if i_stop_t >= t_last:
|
||||
read_i_stop = read_i_max
|
||||
else:
|
||||
read_i_stop = ceil((i_stop_t - t_first) // step) + 1
|
||||
|
||||
# always clip outputs to array support
|
||||
# for read start:
|
||||
# - never allow a start < the 0 index
|
||||
# - never allow an end index > the read array len
|
||||
read_i_start = min(
|
||||
max(0, read_i_start),
|
||||
read_i_max - 1,
|
||||
)
|
||||
read_i_stop = max(
|
||||
0,
|
||||
min(read_i_stop, read_i_max),
|
||||
)
|
||||
|
||||
# check for larger-then-latest calculated index for given start
|
||||
# time, in which case we do a binary search for the correct index.
|
||||
# NOTE: this is usually the result of a time series with time gaps
|
||||
# where it is expected that each index step maps to a uniform step
|
||||
# in the time stamp series.
|
||||
t_iv_start = times[read_i_start]
|
||||
if (
|
||||
t_iv_start > i_start_t
|
||||
):
|
||||
# do a binary search for the best index mapping to ``start_t``
|
||||
# given we measured an overshoot using the uniform-time-step
|
||||
# calculation from above.
|
||||
|
||||
# TODO: once we start caching these per source-array,
|
||||
# we can just overwrite ``read_i_start`` directly.
|
||||
new_read_i_start = np.searchsorted(
|
||||
times,
|
||||
i_start_t,
|
||||
side='left',
|
||||
)
|
||||
|
||||
# TODO: minimize binary search work as much as possible:
|
||||
# - cache these remap values which compensate for gaps in the
|
||||
# uniform time step basis where we calc a later start
|
||||
# index for the given input ``start_t``.
|
||||
# - can we shorten the input search sequence by heuristic?
|
||||
# up_to_arith_start = index[:read_i_start]
|
||||
|
||||
if (
|
||||
new_read_i_start <= read_i_start
|
||||
):
|
||||
# t_diff = t_iv_start - start_t
|
||||
# print(
|
||||
# f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
|
||||
# f'start_t:{start_t} -> 0index start_t:{t_iv_start}\n'
|
||||
# f'diff: {t_diff}\n'
|
||||
# f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
|
||||
# )
|
||||
read_i_start = new_read_i_start - 1
|
||||
|
||||
t_iv_stop = times[read_i_stop - 1]
|
||||
if (
|
||||
t_iv_stop > i_stop_t
|
||||
):
|
||||
# t_diff = stop_t - t_iv_stop
|
||||
# print(
|
||||
# f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
|
||||
# f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
|
||||
# f'diff: {t_diff}\n'
|
||||
# # f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
|
||||
# )
|
||||
new_read_i_stop = np.searchsorted(
|
||||
times[read_i_start:],
|
||||
# times,
|
||||
i_stop_t,
|
||||
side='left',
|
||||
)
|
||||
|
||||
if (
|
||||
new_read_i_stop <= read_i_stop
|
||||
):
|
||||
read_i_stop = read_i_start + new_read_i_stop + 1
|
||||
|
||||
# sanity checks for range size
|
||||
# samples = (i_stop_t - i_start_t) // step
|
||||
# index_diff = read_i_stop - read_i_start + 1
|
||||
# if index_diff > (samples + 3):
|
||||
# breakpoint()
|
||||
|
||||
# read-relative indexes: gives a slice where `shm.array[read_slc]`
|
||||
# will be the data spanning the input time range `start_t` ->
|
||||
# `stop_t`
|
||||
read_slc = slice(
|
||||
int(read_i_start),
|
||||
int(read_i_stop),
|
||||
)
|
||||
|
||||
profiler(
|
||||
'slicing complete'
|
||||
# f'{start_t} -> {abs_slc.start} | {read_slc.start}\n'
|
||||
# f'{stop_t} -> {abs_slc.stop} | {read_slc.stop}\n'
|
||||
)
|
||||
|
||||
# NOTE: if caller needs absolute buffer indices they can
|
||||
# slice the buffer abs index like so:
|
||||
# index = arr['index']
|
||||
# abs_indx = index[read_slc]
|
||||
# abs_slc = slice(
|
||||
# int(abs_indx[0]),
|
||||
# int(abs_indx[-1]),
|
||||
# )
|
||||
|
||||
return read_slc
|
||||
|
|
@ -20,174 +20,255 @@ financial data flows.
|
|||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from collections import Counter
|
||||
from collections import (
|
||||
Counter,
|
||||
defaultdict,
|
||||
)
|
||||
from contextlib import asynccontextmanager as acm
|
||||
import time
|
||||
from typing import (
|
||||
AsyncIterator,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import tractor
|
||||
from tractor.trionics import (
|
||||
maybe_open_nursery,
|
||||
)
|
||||
import trio
|
||||
from trio_typing import TaskStatus
|
||||
|
||||
from ..log import get_logger
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from .._daemon import maybe_spawn_daemon
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._sharedmem import ShmArray
|
||||
from ._sharedmem import (
|
||||
ShmArray,
|
||||
)
|
||||
from .feed import _FeedsBus
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
# highest frequency sample step is 1 second by default, though in
|
||||
# the future we may want to support shorter periods or a dynamic style
|
||||
# tick-event stream.
|
||||
_default_delay_s: float = 1.0
|
||||
|
||||
|
||||
class sampler:
|
||||
class Sampler:
|
||||
'''
|
||||
Global sampling engine registry.
|
||||
|
||||
Manages state for sampling events, shm incrementing and
|
||||
sample period logic.
|
||||
|
||||
This non-instantiated type is meant to be a singleton within
|
||||
a `samplerd` actor-service spawned once by the user wishing to
|
||||
time-step sample real-time quote feeds, see
|
||||
``._daemon.maybe_open_samplerd()`` and the below
|
||||
``register_with_sampler()``.
|
||||
|
||||
'''
|
||||
service_nursery: None | trio.Nursery = None
|
||||
|
||||
# TODO: we could stick these in a composed type to avoid
|
||||
# angering the "i hate module scoped variables crowd" (yawn).
|
||||
ohlcv_shms: dict[int, list[ShmArray]] = {}
|
||||
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
||||
|
||||
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
||||
# data feed requests with a given detected time step usually from
|
||||
# history loading.
|
||||
incrementers: dict[int, trio.CancelScope] = {}
|
||||
incr_task_cs: trio.CancelScope | None = None
|
||||
|
||||
# holds all the ``tractor.Context`` remote subscriptions for
|
||||
# a particular sample period increment event: all subscribers are
|
||||
# notified on a step.
|
||||
subscribers: dict[int, tractor.Context] = {}
|
||||
# subscribers: dict[int, list[tractor.MsgStream]] = {}
|
||||
subscribers: defaultdict[
|
||||
float,
|
||||
list[
|
||||
float,
|
||||
set[tractor.MsgStream]
|
||||
],
|
||||
] = defaultdict(
|
||||
lambda: [
|
||||
round(time.time()),
|
||||
set(),
|
||||
]
|
||||
)
|
||||
|
||||
@classmethod
|
||||
async def increment_ohlc_buffer(
|
||||
self,
|
||||
period_s: float,
|
||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||
):
|
||||
'''
|
||||
Task which inserts new bars into the provide shared memory array
|
||||
every ``period_s`` seconds.
|
||||
|
||||
async def increment_ohlc_buffer(
|
||||
delay_s: int,
|
||||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||
):
|
||||
'''
|
||||
Task which inserts new bars into the provide shared memory array
|
||||
every ``delay_s`` seconds.
|
||||
This task fulfills 2 purposes:
|
||||
- it takes the subscribed set of shm arrays and increments them
|
||||
on a common time period
|
||||
- broadcast of this increment "signal" message to other actor
|
||||
subscribers
|
||||
|
||||
This task fulfills 2 purposes:
|
||||
- it takes the subscribed set of shm arrays and increments them
|
||||
on a common time period
|
||||
- broadcast of this increment "signal" message to other actor
|
||||
subscribers
|
||||
Note that if **no** actor has initiated this task then **none** of
|
||||
the underlying buffers will actually be incremented.
|
||||
|
||||
Note that if **no** actor has initiated this task then **none** of
|
||||
the underlying buffers will actually be incremented.
|
||||
'''
|
||||
# TODO: right now we'll spin printing bars if the last time stamp is
|
||||
# before a large period of no market activity. Likely the best way
|
||||
# to solve this is to make this task aware of the instrument's
|
||||
# tradable hours?
|
||||
|
||||
'''
|
||||
# # wait for brokerd to signal we should start sampling
|
||||
# await shm_incrementing(shm_token['shm_name']).wait()
|
||||
total_s: float = 0 # total seconds counted
|
||||
ad = period_s - 0.001 # compensate for trio processing time
|
||||
|
||||
# TODO: right now we'll spin printing bars if the last time stamp is
|
||||
# before a large period of no market activity. Likely the best way
|
||||
# to solve this is to make this task aware of the instrument's
|
||||
# tradable hours?
|
||||
with trio.CancelScope() as cs:
|
||||
# register this time period step as active
|
||||
task_status.started(cs)
|
||||
|
||||
# adjust delay to compensate for trio processing time
|
||||
ad = min(sampler.ohlcv_shms.keys()) - 0.001
|
||||
# sample step loop:
|
||||
# includes broadcasting to all connected consumers on every
|
||||
# new sample step as well incrementing any registered
|
||||
# buffers by registered sample period.
|
||||
while True:
|
||||
await trio.sleep(ad)
|
||||
total_s += period_s
|
||||
|
||||
total_s = 0 # total seconds counted
|
||||
lowest = min(sampler.ohlcv_shms.keys())
|
||||
lowest_shm = sampler.ohlcv_shms[lowest][0]
|
||||
ad = lowest - 0.001
|
||||
# increment all subscribed shm arrays
|
||||
# TODO:
|
||||
# - this in ``numba``
|
||||
# - just lookup shms for this step instead of iterating?
|
||||
|
||||
with trio.CancelScope() as cs:
|
||||
i_epoch = round(time.time())
|
||||
broadcasted: set[float] = set()
|
||||
|
||||
# register this time period step as active
|
||||
sampler.incrementers[delay_s] = cs
|
||||
task_status.started(cs)
|
||||
# print(f'epoch: {i_epoch} -> REGISTRY {self.ohlcv_shms}')
|
||||
for shm_period_s, shms in self.ohlcv_shms.items():
|
||||
|
||||
while True:
|
||||
# TODO: do we want to support dynamically
|
||||
# adding a "lower" lowest increment period?
|
||||
await trio.sleep(ad)
|
||||
total_s += delay_s
|
||||
# short-circuit on any not-ready because slower sample
|
||||
# rate consuming shm buffers.
|
||||
if total_s % shm_period_s != 0:
|
||||
# print(f'skipping `{shm_period_s}s` sample update')
|
||||
continue
|
||||
|
||||
# increment all subscribed shm arrays
|
||||
# TODO:
|
||||
# - this in ``numba``
|
||||
# - just lookup shms for this step instead of iterating?
|
||||
for this_delay_s, shms in sampler.ohlcv_shms.items():
|
||||
# update last epoch stamp for this period group
|
||||
if shm_period_s not in broadcasted:
|
||||
sub_pair = self.subscribers[shm_period_s]
|
||||
sub_pair[0] = i_epoch
|
||||
broadcasted.add(shm_period_s)
|
||||
|
||||
# short-circuit on any not-ready because slower sample
|
||||
# rate consuming shm buffers.
|
||||
if total_s % this_delay_s != 0:
|
||||
# print(f'skipping `{this_delay_s}s` sample update')
|
||||
continue
|
||||
# TODO: ``numba`` this!
|
||||
for shm in shms:
|
||||
# print(f'UPDATE {shm_period_s}s STEP for {shm.token}')
|
||||
|
||||
# TODO: ``numba`` this!
|
||||
for shm in shms:
|
||||
# TODO: in theory we could make this faster by copying the
|
||||
# "last" readable value into the underlying larger buffer's
|
||||
# next value and then incrementing the counter instead of
|
||||
# using ``.push()``?
|
||||
# append new entry to buffer thus "incrementing"
|
||||
# the bar
|
||||
array = shm.array
|
||||
last = array[-1:][shm._write_fields].copy()
|
||||
|
||||
# append new entry to buffer thus "incrementing" the bar
|
||||
array = shm.array
|
||||
last = array[-1:][shm._write_fields].copy()
|
||||
# (index, t, close) = last[0][['index', 'time', 'close']]
|
||||
(t, close) = last[0][['time', 'close']]
|
||||
# guard against startup backfilling races where
|
||||
# the buffer has not yet been filled.
|
||||
if not last.size:
|
||||
continue
|
||||
|
||||
# this copies non-std fields (eg. vwap) from the last datum
|
||||
last[
|
||||
['time', 'volume', 'open', 'high', 'low', 'close']
|
||||
][0] = (t + this_delay_s, 0, close, close, close, close)
|
||||
(t, close) = last[0][[
|
||||
'time',
|
||||
'close',
|
||||
]]
|
||||
|
||||
# write to the buffer
|
||||
shm.push(last)
|
||||
next_t = t + shm_period_s
|
||||
|
||||
await broadcast(delay_s, shm=lowest_shm)
|
||||
if shm_period_s <= 1:
|
||||
next_t = i_epoch
|
||||
|
||||
# this copies non-std fields (eg. vwap) from the
|
||||
# last datum
|
||||
last[[
|
||||
'time',
|
||||
|
||||
async def broadcast(
|
||||
delay_s: int,
|
||||
shm: ShmArray | None = None,
|
||||
'open',
|
||||
'high',
|
||||
'low',
|
||||
'close',
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Broadcast the given ``shm: ShmArray``'s buffer index step to any
|
||||
subscribers for a given sample period.
|
||||
'volume',
|
||||
]][0] = (
|
||||
# epoch timestamp
|
||||
next_t,
|
||||
|
||||
The sent msg will include the first and last index which slice into
|
||||
the buffer's non-empty data.
|
||||
# OHLC
|
||||
close,
|
||||
close,
|
||||
close,
|
||||
close,
|
||||
|
||||
'''
|
||||
subs = sampler.subscribers.get(delay_s, ())
|
||||
first = last = -1
|
||||
0, # vlm
|
||||
)
|
||||
|
||||
if shm is None:
|
||||
periods = sampler.ohlcv_shms.keys()
|
||||
# if this is an update triggered by a history update there
|
||||
# might not actually be any sampling bus setup since there's
|
||||
# no "live feed" active yet.
|
||||
if periods:
|
||||
lowest = min(periods)
|
||||
shm = sampler.ohlcv_shms[lowest][0]
|
||||
first = shm._first.value
|
||||
last = shm._last.value
|
||||
# TODO: in theory we could make this faster by
|
||||
# copying the "last" readable value into the
|
||||
# underlying larger buffer's next value and then
|
||||
# incrementing the counter instead of using
|
||||
# ``.push()``?
|
||||
|
||||
for stream in subs:
|
||||
try:
|
||||
await stream.send({
|
||||
'first': first,
|
||||
'last': last,
|
||||
'index': last,
|
||||
})
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError
|
||||
):
|
||||
log.error(
|
||||
f'{stream._ctx.chan.uid} dropped connection'
|
||||
)
|
||||
# write to the buffer
|
||||
shm.push(last)
|
||||
|
||||
# broadcast increment msg to all updated subs per period
|
||||
for shm_period_s in broadcasted:
|
||||
await self.broadcast(
|
||||
period_s=shm_period_s,
|
||||
time_stamp=i_epoch,
|
||||
)
|
||||
|
||||
@classmethod
|
||||
async def broadcast(
|
||||
self,
|
||||
period_s: float,
|
||||
time_stamp: float | None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Broadcast the period size and last index step value to all
|
||||
subscribers for a given sample period.
|
||||
|
||||
'''
|
||||
pair = self.subscribers[period_s]
|
||||
|
||||
last_ts, subs = pair
|
||||
|
||||
task = trio.lowlevel.current_task()
|
||||
log.debug(
|
||||
f'SUBS {self.subscribers}\n'
|
||||
f'PAIR {pair}\n'
|
||||
f'TASK: {task}: {id(task)}\n'
|
||||
f'broadcasting {period_s} -> {last_ts}\n'
|
||||
# f'consumers: {subs}'
|
||||
)
|
||||
borked: set[tractor.MsgStream] = set()
|
||||
for stream in subs:
|
||||
try:
|
||||
await stream.send({
|
||||
'index': time_stamp or last_ts,
|
||||
'period': period_s,
|
||||
})
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError
|
||||
):
|
||||
log.error(
|
||||
f'{stream._ctx.chan.uid} dropped connection'
|
||||
)
|
||||
borked.add(stream)
|
||||
|
||||
for stream in borked:
|
||||
try:
|
||||
subs.remove(stream)
|
||||
except ValueError:
|
||||
|
|
@ -195,35 +276,227 @@ async def broadcast(
|
|||
f'{stream._ctx.chan.uid} sub already removed!?'
|
||||
)
|
||||
|
||||
@classmethod
|
||||
async def broadcast_all(self) -> None:
|
||||
for period_s in self.subscribers:
|
||||
await self.broadcast(period_s)
|
||||
|
||||
|
||||
@tractor.context
|
||||
async def iter_ohlc_periods(
|
||||
async def register_with_sampler(
|
||||
ctx: tractor.Context,
|
||||
delay_s: int,
|
||||
period_s: float,
|
||||
shms_by_period: dict[float, dict] | None = None,
|
||||
|
||||
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
|
||||
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Subscribe to OHLC sampling "step" events: when the time
|
||||
aggregation period increments, this event stream emits an index
|
||||
event.
|
||||
|
||||
'''
|
||||
# add our subscription
|
||||
subs = sampler.subscribers.setdefault(delay_s, [])
|
||||
await ctx.started()
|
||||
async with ctx.open_stream() as stream:
|
||||
subs.append(stream)
|
||||
get_console_log(tractor.current_actor().loglevel)
|
||||
incr_was_started: bool = False
|
||||
|
||||
try:
|
||||
# stream and block until cancelled
|
||||
await trio.sleep_forever()
|
||||
finally:
|
||||
try:
|
||||
subs.remove(stream)
|
||||
except ValueError:
|
||||
log.error(
|
||||
f'iOHLC step stream was already dropped {ctx.chan.uid}?'
|
||||
try:
|
||||
async with maybe_open_nursery(
|
||||
Sampler.service_nursery
|
||||
) as service_nursery:
|
||||
|
||||
# init startup, create (actor-)local service nursery and start
|
||||
# increment task
|
||||
Sampler.service_nursery = service_nursery
|
||||
|
||||
# always ensure a period subs entry exists
|
||||
last_ts, subs = Sampler.subscribers[float(period_s)]
|
||||
|
||||
async with trio.Lock():
|
||||
if Sampler.incr_task_cs is None:
|
||||
Sampler.incr_task_cs = await service_nursery.start(
|
||||
Sampler.increment_ohlc_buffer,
|
||||
1.,
|
||||
)
|
||||
incr_was_started = True
|
||||
|
||||
# insert the base 1s period (for OHLC style sampling) into
|
||||
# the increment buffer set to update and shift every second.
|
||||
if shms_by_period is not None:
|
||||
from ._sharedmem import (
|
||||
attach_shm_array,
|
||||
_Token,
|
||||
)
|
||||
for period in shms_by_period:
|
||||
|
||||
# load and register shm handles
|
||||
shm_token_msg = shms_by_period[period]
|
||||
shm = attach_shm_array(
|
||||
_Token.from_msg(shm_token_msg),
|
||||
readonly=False,
|
||||
)
|
||||
shms_by_period[period] = shm
|
||||
Sampler.ohlcv_shms.setdefault(period, []).append(shm)
|
||||
|
||||
assert Sampler.ohlcv_shms
|
||||
|
||||
# unblock caller
|
||||
await ctx.started(set(Sampler.ohlcv_shms.keys()))
|
||||
|
||||
if open_index_stream:
|
||||
try:
|
||||
async with ctx.open_stream() as stream:
|
||||
if sub_for_broadcasts:
|
||||
subs.add(stream)
|
||||
|
||||
# except broadcast requests from the subscriber
|
||||
async for msg in stream:
|
||||
if msg == 'broadcast_all':
|
||||
await Sampler.broadcast_all()
|
||||
finally:
|
||||
if sub_for_broadcasts:
|
||||
subs.remove(stream)
|
||||
else:
|
||||
# if no shms are passed in we just wait until cancelled
|
||||
# by caller.
|
||||
await trio.sleep_forever()
|
||||
|
||||
finally:
|
||||
# TODO: why tf isn't this working?
|
||||
if shms_by_period is not None:
|
||||
for period, shm in shms_by_period.items():
|
||||
Sampler.ohlcv_shms[period].remove(shm)
|
||||
|
||||
if incr_was_started:
|
||||
Sampler.incr_task_cs.cancel()
|
||||
Sampler.incr_task_cs = None
|
||||
|
||||
|
||||
async def spawn_samplerd(
|
||||
|
||||
loglevel: str | None = None,
|
||||
**extra_tractor_kwargs
|
||||
|
||||
) -> bool:
|
||||
'''
|
||||
Daemon-side service task: start a sampling daemon for common step
|
||||
update and increment count write and stream broadcasting.
|
||||
|
||||
'''
|
||||
from piker._daemon import Services
|
||||
|
||||
dname = 'samplerd'
|
||||
log.info(f'Spawning `{dname}`')
|
||||
|
||||
# singleton lock creation of ``samplerd`` since we only ever want
|
||||
# one daemon per ``pikerd`` proc tree.
|
||||
# TODO: make this built-into the service api?
|
||||
async with Services.locks[dname + '_singleton']:
|
||||
|
||||
if dname not in Services.service_tasks:
|
||||
|
||||
portal = await Services.actor_n.start_actor(
|
||||
dname,
|
||||
enable_modules=[
|
||||
'piker.data._sampling',
|
||||
],
|
||||
loglevel=loglevel,
|
||||
debug_mode=Services.debug_mode, # set by pikerd flag
|
||||
**extra_tractor_kwargs
|
||||
)
|
||||
|
||||
await Services.start_service_task(
|
||||
dname,
|
||||
portal,
|
||||
register_with_sampler,
|
||||
period_s=1,
|
||||
sub_for_broadcasts=False,
|
||||
)
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
@acm
|
||||
async def maybe_open_samplerd(
|
||||
|
||||
loglevel: str | None = None,
|
||||
**kwargs,
|
||||
|
||||
) -> tractor._portal.Portal: # noqa
|
||||
'''
|
||||
Client-side helper to maybe startup the ``samplerd`` service
|
||||
under the ``pikerd`` tree.
|
||||
|
||||
'''
|
||||
dname = 'samplerd'
|
||||
|
||||
async with maybe_spawn_daemon(
|
||||
dname,
|
||||
service_task_target=spawn_samplerd,
|
||||
spawn_args={'loglevel': loglevel},
|
||||
loglevel=loglevel,
|
||||
**kwargs,
|
||||
|
||||
) as portal:
|
||||
yield portal
|
||||
|
||||
|
||||
@acm
|
||||
async def open_sample_stream(
|
||||
period_s: float,
|
||||
shms_by_period: dict[float, dict] | None = None,
|
||||
open_index_stream: bool = True,
|
||||
sub_for_broadcasts: bool = True,
|
||||
|
||||
cache_key: str | None = None,
|
||||
allow_new_sampler: bool = True,
|
||||
|
||||
) -> AsyncIterator[dict[str, float]]:
|
||||
'''
|
||||
Subscribe to OHLC sampling "step" events: when the time aggregation
|
||||
period increments, this event stream emits an index event.
|
||||
|
||||
This is a client-side endpoint that does all the work of ensuring
|
||||
the `samplerd` actor is up and that mult-consumer-tasks are given
|
||||
a broadcast stream when possible.
|
||||
|
||||
'''
|
||||
# TODO: wrap this manager with the following to make it cached
|
||||
# per client-multitasks entry.
|
||||
# maybe_open_context(
|
||||
# acm_func=partial(
|
||||
# portal.open_context,
|
||||
# register_with_sampler,
|
||||
# ),
|
||||
# key=cache_key or period_s,
|
||||
# )
|
||||
# if cache_hit:
|
||||
# # add a new broadcast subscription for the quote stream
|
||||
# # if this feed is likely already in use
|
||||
# async with istream.subscribe() as bistream:
|
||||
# yield bistream
|
||||
# else:
|
||||
|
||||
async with (
|
||||
# XXX: this should be singleton on a host,
|
||||
# a lone broker-daemon per provider should be
|
||||
# created for all practical purposes
|
||||
maybe_open_samplerd() as portal,
|
||||
|
||||
portal.open_context(
|
||||
register_with_sampler,
|
||||
**{
|
||||
'period_s': period_s,
|
||||
'shms_by_period': shms_by_period,
|
||||
'open_index_stream': open_index_stream,
|
||||
'sub_for_broadcasts': sub_for_broadcasts,
|
||||
},
|
||||
) as (ctx, first)
|
||||
):
|
||||
async with (
|
||||
ctx.open_stream() as istream,
|
||||
|
||||
# TODO: we don't need this task-bcasting right?
|
||||
# istream.subscribe() as istream,
|
||||
):
|
||||
yield istream
|
||||
|
||||
|
||||
async def sample_and_broadcast(
|
||||
|
|
@ -236,7 +509,14 @@ async def sample_and_broadcast(
|
|||
sum_tick_vlm: bool = True,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
`brokerd`-side task which writes latest datum sampled data.
|
||||
|
||||
This task is meant to run in the same actor (mem space) as the
|
||||
`brokerd` real-time quote feed which is being sampled to
|
||||
a ``ShmArray`` buffer.
|
||||
|
||||
'''
|
||||
log.info("Started shared mem bar writer")
|
||||
|
||||
overruns = Counter()
|
||||
|
|
@ -273,7 +553,6 @@ async def sample_and_broadcast(
|
|||
for shm in [rt_shm, hist_shm]:
|
||||
# update last entry
|
||||
# benchmarked in the 4-5 us range
|
||||
# for shm in [rt_shm, hist_shm]:
|
||||
o, high, low, v = shm.array[-1][
|
||||
['open', 'high', 'low', 'volume']
|
||||
]
|
||||
|
|
@ -383,6 +662,7 @@ async def sample_and_broadcast(
|
|||
trio.ClosedResourceError,
|
||||
trio.EndOfChannel,
|
||||
):
|
||||
ctx = stream._ctx
|
||||
chan = ctx.chan
|
||||
if ctx:
|
||||
log.warning(
|
||||
|
|
@ -404,10 +684,63 @@ async def sample_and_broadcast(
|
|||
)
|
||||
|
||||
|
||||
# a working tick-type-classes template
|
||||
_tick_groups = {
|
||||
'clears': {'trade', 'dark_trade', 'last'},
|
||||
'bids': {'bid', 'bsize'},
|
||||
'asks': {'ask', 'asize'},
|
||||
}
|
||||
|
||||
|
||||
def frame_ticks(
|
||||
first_quote: dict,
|
||||
last_quote: dict,
|
||||
ticks_by_type: dict,
|
||||
) -> None:
|
||||
# append quotes since last iteration into the last quote's
|
||||
# tick array/buffer.
|
||||
ticks = last_quote.get('ticks')
|
||||
|
||||
# TODO: once we decide to get fancy really we should
|
||||
# have a shared mem tick buffer that is just
|
||||
# continually filled and the UI just ready from it
|
||||
# at it's display rate.
|
||||
if ticks:
|
||||
# TODO: do we need this any more or can we just
|
||||
# expect the receiver to unwind the below
|
||||
# `ticks_by_type: dict`?
|
||||
# => undwinding would potentially require a
|
||||
# `dict[str, set | list]` instead with an
|
||||
# included `'types' field which is an (ordered)
|
||||
# set of tick type fields in the order which
|
||||
# types arrived?
|
||||
first_quote['ticks'].extend(ticks)
|
||||
|
||||
# XXX: build a tick-by-type table of lists
|
||||
# of tick messages. This allows for less
|
||||
# iteration on the receiver side by allowing for
|
||||
# a single "latest tick event" look up by
|
||||
# indexing the last entry in each sub-list.
|
||||
# tbt = {
|
||||
# 'types': ['bid', 'asize', 'last', .. '<type_n>'],
|
||||
|
||||
# 'bid': [tick0, tick1, tick2, .., tickn],
|
||||
# 'asize': [tick0, tick1, tick2, .., tickn],
|
||||
# 'last': [tick0, tick1, tick2, .., tickn],
|
||||
# ...
|
||||
# '<type_n>': [tick0, tick1, tick2, .., tickn],
|
||||
# }
|
||||
|
||||
# append in reverse FIFO order for in-order iteration on
|
||||
# receiver side.
|
||||
for tick in ticks:
|
||||
ttype = tick['type']
|
||||
ticks_by_type[ttype].append(tick)
|
||||
|
||||
|
||||
# TODO: a less naive throttler, here's some snippets:
|
||||
# token bucket by njs:
|
||||
# https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||
|
||||
async def uniform_rate_send(
|
||||
|
||||
rate: float,
|
||||
|
|
@ -427,6 +760,12 @@ async def uniform_rate_send(
|
|||
diff = 0
|
||||
|
||||
task_status.started()
|
||||
ticks_by_type: defaultdict[
|
||||
str,
|
||||
list[dict],
|
||||
] = defaultdict(list)
|
||||
|
||||
clear_types = _tick_groups['clears']
|
||||
|
||||
while True:
|
||||
|
||||
|
|
@ -445,34 +784,17 @@ async def uniform_rate_send(
|
|||
|
||||
if not first_quote:
|
||||
first_quote = last_quote
|
||||
# first_quote['tbt'] = ticks_by_type
|
||||
|
||||
if (throttle_period - diff) > 0:
|
||||
# received a quote but the send cycle period hasn't yet
|
||||
# expired we aren't supposed to send yet so append
|
||||
# to the tick frame.
|
||||
|
||||
# append quotes since last iteration into the last quote's
|
||||
# tick array/buffer.
|
||||
ticks = last_quote.get('ticks')
|
||||
|
||||
# XXX: idea for frame type data structure we could
|
||||
# use on the wire instead of a simple list?
|
||||
# frames = {
|
||||
# 'index': ['type_a', 'type_c', 'type_n', 'type_n'],
|
||||
|
||||
# 'type_a': [tick0, tick1, tick2, .., tickn],
|
||||
# 'type_b': [tick0, tick1, tick2, .., tickn],
|
||||
# 'type_c': [tick0, tick1, tick2, .., tickn],
|
||||
# ...
|
||||
# 'type_n': [tick0, tick1, tick2, .., tickn],
|
||||
# }
|
||||
|
||||
# TODO: once we decide to get fancy really we should
|
||||
# have a shared mem tick buffer that is just
|
||||
# continually filled and the UI just ready from it
|
||||
# at it's display rate.
|
||||
if ticks:
|
||||
first_quote['ticks'].extend(ticks)
|
||||
frame_ticks(
|
||||
first_quote,
|
||||
last_quote,
|
||||
ticks_by_type,
|
||||
)
|
||||
|
||||
# send cycle isn't due yet so continue waiting
|
||||
continue
|
||||
|
|
@ -489,12 +811,35 @@ async def uniform_rate_send(
|
|||
# received quote ASAP.
|
||||
sym, first_quote = await quote_stream.receive()
|
||||
|
||||
frame_ticks(
|
||||
first_quote,
|
||||
first_quote,
|
||||
ticks_by_type,
|
||||
)
|
||||
|
||||
# we have a quote already so send it now.
|
||||
|
||||
with trio.move_on_after(throttle_period) as cs:
|
||||
while (
|
||||
not set(ticks_by_type).intersection(clear_types)
|
||||
):
|
||||
try:
|
||||
sym, last_quote = await quote_stream.receive()
|
||||
except trio.EndOfChannel:
|
||||
log.exception(f"feed for {stream} ended?")
|
||||
break
|
||||
|
||||
frame_ticks(
|
||||
first_quote,
|
||||
last_quote,
|
||||
ticks_by_type,
|
||||
)
|
||||
|
||||
# measured_rate = 1 / (time.time() - last_send)
|
||||
# log.info(
|
||||
# f'`{sym}` throttled send hz: {round(measured_rate, ndigits=1)}'
|
||||
# )
|
||||
first_quote['tbt'] = ticks_by_type
|
||||
|
||||
# TODO: now if only we could sync this to the display
|
||||
# rate timing exactly lul
|
||||
|
|
@ -520,3 +865,4 @@ async def uniform_rate_send(
|
|||
first_quote = last_quote = None
|
||||
diff = 0
|
||||
last_send = time.time()
|
||||
ticks_by_type.clear()
|
||||
|
|
|
|||
|
|
@ -18,16 +18,24 @@
|
|||
ToOlS fOr CoPInG wITh "tHE wEB" protocols.
|
||||
|
||||
"""
|
||||
from contextlib import asynccontextmanager, AsyncExitStack
|
||||
from contextlib import (
|
||||
asynccontextmanager,
|
||||
AsyncExitStack,
|
||||
)
|
||||
from itertools import count
|
||||
from types import ModuleType
|
||||
from typing import Any, Optional, Callable, AsyncGenerator
|
||||
from typing import (
|
||||
Any,
|
||||
Optional,
|
||||
Callable,
|
||||
AsyncGenerator,
|
||||
Iterable,
|
||||
)
|
||||
import json
|
||||
import sys
|
||||
|
||||
import trio
|
||||
import trio_websocket
|
||||
from wsproto.utilities import LocalProtocolError
|
||||
from wsproto.utilities import LocalProtocolError
|
||||
from trio_websocket._impl import (
|
||||
ConnectionClosed,
|
||||
DisconnectionTimeout,
|
||||
|
|
@ -44,9 +52,12 @@ log = get_logger(__name__)
|
|||
|
||||
|
||||
class NoBsWs:
|
||||
"""Make ``trio_websocket`` sockets stay up no matter the bs.
|
||||
'''
|
||||
Make ``trio_websocket`` sockets stay up no matter the bs.
|
||||
|
||||
"""
|
||||
You can provide a ``fixture`` async-context-manager which will be
|
||||
enter/exitted around each reconnect operation.
|
||||
'''
|
||||
recon_errors = (
|
||||
ConnectionClosed,
|
||||
DisconnectionTimeout,
|
||||
|
|
@ -68,14 +79,20 @@ class NoBsWs:
|
|||
self._stack = stack
|
||||
self._ws: 'WebSocketConnection' = None # noqa
|
||||
|
||||
# TODO: is there some method we can call
|
||||
# on the underlying `._ws` to get this?
|
||||
self._connected: bool = False
|
||||
|
||||
async def _connect(
|
||||
self,
|
||||
tries: int = 1000,
|
||||
) -> None:
|
||||
|
||||
self._connected = False
|
||||
while True:
|
||||
try:
|
||||
await self._stack.aclose()
|
||||
except (DisconnectionTimeout, RuntimeError):
|
||||
except self.recon_errors:
|
||||
await trio.sleep(0.5)
|
||||
else:
|
||||
break
|
||||
|
|
@ -96,6 +113,8 @@ class NoBsWs:
|
|||
assert ret is None
|
||||
|
||||
log.info(f'Connection success: {self.url}')
|
||||
|
||||
self._connected = True
|
||||
return self._ws
|
||||
|
||||
except self.recon_errors as err:
|
||||
|
|
@ -105,11 +124,15 @@ class NoBsWs:
|
|||
f'{type(err)}...retry attempt {i}'
|
||||
)
|
||||
await trio.sleep(0.5)
|
||||
self._connected = False
|
||||
continue
|
||||
else:
|
||||
log.exception('ws connection fail...')
|
||||
raise last_err
|
||||
|
||||
def connected(self) -> bool:
|
||||
return self._connected
|
||||
|
||||
async def send_msg(
|
||||
self,
|
||||
data: Any,
|
||||
|
|
@ -161,6 +184,7 @@ async def open_autorecon_ws(
|
|||
'''
|
||||
JSONRPC response-request style machinery for transparent multiplexing of msgs
|
||||
over a NoBsWs.
|
||||
|
||||
'''
|
||||
|
||||
|
||||
|
|
@ -170,6 +194,7 @@ class JSONRPCResult(Struct):
|
|||
result: Optional[dict] = None
|
||||
error: Optional[dict] = None
|
||||
|
||||
|
||||
@asynccontextmanager
|
||||
async def open_jsonrpc_session(
|
||||
url: str,
|
||||
|
|
@ -220,15 +245,16 @@ async def open_jsonrpc_session(
|
|||
|
||||
async def recv_task():
|
||||
'''
|
||||
receives every ws message and stores it in its corresponding result
|
||||
field, then sets the event to wakeup original sender tasks.
|
||||
also recieves responses to requests originated from the server side.
|
||||
'''
|
||||
receives every ws message and stores it in its corresponding
|
||||
result field, then sets the event to wakeup original sender
|
||||
tasks. also recieves responses to requests originated from
|
||||
the server side.
|
||||
|
||||
'''
|
||||
async for msg in ws:
|
||||
match msg:
|
||||
case {
|
||||
'result': result,
|
||||
'result': _,
|
||||
'id': mid,
|
||||
} if res_entry := rpc_results.get(mid):
|
||||
|
||||
|
|
@ -239,7 +265,9 @@ async def open_jsonrpc_session(
|
|||
'result': _,
|
||||
'id': mid,
|
||||
} if not rpc_results.get(mid):
|
||||
log.warning(f'Wasn\'t expecting ws msg: {json.dumps(msg, indent=4)}')
|
||||
log.warning(
|
||||
f'Unexpected ws msg: {json.dumps(msg, indent=4)}'
|
||||
)
|
||||
|
||||
case {
|
||||
'method': _,
|
||||
|
|
@ -259,7 +287,6 @@ async def open_jsonrpc_session(
|
|||
case _:
|
||||
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
|
||||
|
||||
|
||||
n.start_soon(recv_task)
|
||||
yield json_rpc
|
||||
n.cancel_scope.cancel()
|
||||
|
|
|
|||
|
|
@ -21,14 +21,17 @@ This module is enabled for ``brokerd`` daemons.
|
|||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from collections import defaultdict
|
||||
from collections import (
|
||||
defaultdict,
|
||||
Counter,
|
||||
)
|
||||
from contextlib import asynccontextmanager as acm
|
||||
from datetime import datetime
|
||||
from functools import partial
|
||||
import time
|
||||
from types import ModuleType
|
||||
from typing import (
|
||||
Any,
|
||||
AsyncIterator,
|
||||
AsyncContextManager,
|
||||
Callable,
|
||||
Optional,
|
||||
|
|
@ -56,11 +59,10 @@ from .._daemon import (
|
|||
maybe_spawn_brokerd,
|
||||
check_for_service,
|
||||
)
|
||||
from .flows import Flume
|
||||
from ._sharedmem import (
|
||||
maybe_open_shm_array,
|
||||
attach_shm_array,
|
||||
ShmArray,
|
||||
_Token,
|
||||
_secs_in_day,
|
||||
)
|
||||
from .ingest import get_ingestormod
|
||||
|
|
@ -72,13 +74,9 @@ from ._source import (
|
|||
)
|
||||
from ..ui import _search
|
||||
from ._sampling import (
|
||||
sampler,
|
||||
broadcast,
|
||||
increment_ohlc_buffer,
|
||||
iter_ohlc_periods,
|
||||
open_sample_stream,
|
||||
sample_and_broadcast,
|
||||
uniform_rate_send,
|
||||
_default_delay_s,
|
||||
)
|
||||
from ..brokers._util import (
|
||||
DataUnavailable,
|
||||
|
|
@ -128,7 +126,7 @@ class _FeedsBus(Struct):
|
|||
target: Awaitable,
|
||||
*args,
|
||||
|
||||
) -> None:
|
||||
) -> trio.CancelScope:
|
||||
|
||||
async def start_with_cs(
|
||||
task_status: TaskStatus[
|
||||
|
|
@ -278,6 +276,7 @@ async def start_backfill(
|
|||
bfqsn: str,
|
||||
shm: ShmArray,
|
||||
timeframe: float,
|
||||
sampler_stream: tractor.MsgStream,
|
||||
|
||||
last_tsdb_dt: Optional[datetime] = None,
|
||||
storage: Optional[Storage] = None,
|
||||
|
|
@ -309,6 +308,11 @@ async def start_backfill(
|
|||
- pendulum.from_timestamp(times[-2])
|
||||
).seconds
|
||||
|
||||
if step_size_s == 60:
|
||||
inow = round(time.time())
|
||||
if (inow - times[-1]) > 60:
|
||||
await tractor.breakpoint()
|
||||
|
||||
# frame's worth of sample-period-steps, in seconds
|
||||
frame_size_s = len(array) * step_size_s
|
||||
|
||||
|
|
@ -326,8 +330,7 @@ async def start_backfill(
|
|||
# TODO: *** THIS IS A BUG ***
|
||||
# we need to only broadcast to subscribers for this fqsn..
|
||||
# otherwise all fsps get reset on every chart..
|
||||
for delay_s in sampler.subscribers:
|
||||
await broadcast(delay_s)
|
||||
await sampler_stream.send('broadcast_all')
|
||||
|
||||
# signal that backfilling to tsdb's end datum is complete
|
||||
bf_done = trio.Event()
|
||||
|
|
@ -376,8 +379,9 @@ async def start_backfill(
|
|||
# erlangs = config.get('erlangs', 1)
|
||||
|
||||
# avoid duplicate history frames with a set of datetime frame
|
||||
# starts.
|
||||
starts: set[datetime] = set()
|
||||
# starts and associated counts of how many duplicates we see
|
||||
# per time stamp.
|
||||
starts: Counter[datetime] = Counter()
|
||||
|
||||
# inline sequential loop where we simply pass the
|
||||
# last retrieved start dt to the next request as
|
||||
|
|
@ -405,14 +409,26 @@ async def start_backfill(
|
|||
# request loop until the condition is resolved?
|
||||
return
|
||||
|
||||
if next_start_dt in starts:
|
||||
if (
|
||||
next_start_dt in starts
|
||||
and starts[next_start_dt] <= 6
|
||||
):
|
||||
start_dt = min(starts)
|
||||
print("SKIPPING DUPLICATE FRAME @ {next_start_dt}")
|
||||
log.warning(
|
||||
f"{bfqsn}: skipping duplicate frame @ {next_start_dt}"
|
||||
)
|
||||
starts[start_dt] += 1
|
||||
continue
|
||||
|
||||
elif starts[next_start_dt] > 6:
|
||||
log.warning(
|
||||
f'NO-MORE-DATA: backend {mod.name} before {next_start_dt}?'
|
||||
)
|
||||
return
|
||||
|
||||
# only update new start point if not-yet-seen
|
||||
start_dt = next_start_dt
|
||||
starts.add(start_dt)
|
||||
starts[start_dt] += 1
|
||||
|
||||
assert array['time'][0] == start_dt.timestamp()
|
||||
|
||||
|
|
@ -484,8 +500,7 @@ async def start_backfill(
|
|||
# in the block above to avoid entering new ``frames``
|
||||
# values while we're pipelining the current ones to
|
||||
# memory...
|
||||
for delay_s in sampler.subscribers:
|
||||
await broadcast(delay_s)
|
||||
await sampler_stream.send('broadcast_all')
|
||||
|
||||
# short-circuit (for now)
|
||||
bf_done.set()
|
||||
|
|
@ -496,6 +511,7 @@ async def basic_backfill(
|
|||
mod: ModuleType,
|
||||
bfqsn: str,
|
||||
shms: dict[int, ShmArray],
|
||||
sampler_stream: tractor.MsgStream,
|
||||
|
||||
) -> None:
|
||||
|
||||
|
|
@ -513,7 +529,8 @@ async def basic_backfill(
|
|||
mod,
|
||||
bfqsn,
|
||||
shm,
|
||||
timeframe=timeframe,
|
||||
timeframe,
|
||||
sampler_stream,
|
||||
)
|
||||
)
|
||||
except DataUnavailable:
|
||||
|
|
@ -529,6 +546,7 @@ async def tsdb_backfill(
|
|||
fqsn: str,
|
||||
bfqsn: str,
|
||||
shms: dict[int, ShmArray],
|
||||
sampler_stream: tractor.MsgStream,
|
||||
|
||||
task_status: TaskStatus[
|
||||
tuple[ShmArray, ShmArray]
|
||||
|
|
@ -561,7 +579,8 @@ async def tsdb_backfill(
|
|||
mod,
|
||||
bfqsn,
|
||||
shm,
|
||||
timeframe=timeframe,
|
||||
timeframe,
|
||||
sampler_stream,
|
||||
last_tsdb_dt=last_tsdb_dt,
|
||||
tsdb_is_up=True,
|
||||
storage=storage,
|
||||
|
|
@ -599,10 +618,7 @@ async def tsdb_backfill(
|
|||
|
||||
# unblock the feed bus management task
|
||||
# assert len(shms[1].array)
|
||||
task_status.started((
|
||||
shms[60],
|
||||
shms[1],
|
||||
))
|
||||
task_status.started()
|
||||
|
||||
async def back_load_from_tsdb(
|
||||
timeframe: int,
|
||||
|
|
@ -658,10 +674,10 @@ async def tsdb_backfill(
|
|||
|
||||
# Load TSDB history into shm buffer (for display) if there is
|
||||
# remaining buffer space.
|
||||
|
||||
if (
|
||||
len(tsdb_history)
|
||||
):
|
||||
|
||||
# load the first (smaller) bit of history originally loaded
|
||||
# above from ``Storage.load()``.
|
||||
to_push = tsdb_history[-prepend_start:]
|
||||
|
|
@ -678,26 +694,27 @@ async def tsdb_backfill(
|
|||
|
||||
tsdb_last_frame_start = tsdb_history['Epoch'][0]
|
||||
|
||||
if timeframe == 1:
|
||||
times = shm.array['time']
|
||||
assert (times[1] - times[0]) == 1
|
||||
|
||||
# load as much from storage into shm possible (depends on
|
||||
# user's shm size settings).
|
||||
while (
|
||||
shm._first.value > 0
|
||||
):
|
||||
while shm._first.value > 0:
|
||||
|
||||
tsdb_history = await storage.read_ohlcv(
|
||||
fqsn,
|
||||
end=tsdb_last_frame_start,
|
||||
timeframe=timeframe,
|
||||
end=tsdb_last_frame_start,
|
||||
)
|
||||
|
||||
# empty query
|
||||
if not len(tsdb_history):
|
||||
break
|
||||
|
||||
next_start = tsdb_history['Epoch'][0]
|
||||
if (
|
||||
not len(tsdb_history) # empty query
|
||||
|
||||
if next_start >= tsdb_last_frame_start:
|
||||
# no earlier data detected
|
||||
or next_start >= tsdb_last_frame_start
|
||||
|
||||
):
|
||||
break
|
||||
else:
|
||||
tsdb_last_frame_start = next_start
|
||||
|
|
@ -725,8 +742,7 @@ async def tsdb_backfill(
|
|||
# (usually a chart showing graphics for said fsp)
|
||||
# which tells the chart to conduct a manual full
|
||||
# graphics loop cycle.
|
||||
for delay_s in sampler.subscribers:
|
||||
await broadcast(delay_s)
|
||||
await sampler_stream.send('broadcast_all')
|
||||
|
||||
# TODO: write new data to tsdb to be ready to for next read.
|
||||
|
||||
|
|
@ -815,224 +831,99 @@ async def manage_history(
|
|||
"Persistent shm for sym was already open?!"
|
||||
)
|
||||
|
||||
log.info('Scanning for existing `marketstored`')
|
||||
tsdb_is_up = await check_for_service('marketstored')
|
||||
# register 1s and 1m buffers with the global incrementer task
|
||||
async with open_sample_stream(
|
||||
period_s=1.,
|
||||
shms_by_period={
|
||||
1.: rt_shm.token,
|
||||
60.: hist_shm.token,
|
||||
},
|
||||
|
||||
bfqsn = fqsn.replace('.' + mod.name, '')
|
||||
open_history_client = getattr(mod, 'open_history_client', None)
|
||||
assert open_history_client
|
||||
# NOTE: we want to only open a stream for doing broadcasts on
|
||||
# backfill operations, not receive the sample index-stream
|
||||
# (since there's no code in this data feed layer that needs to
|
||||
# consume it).
|
||||
open_index_stream=True,
|
||||
sub_for_broadcasts=False,
|
||||
|
||||
if (
|
||||
tsdb_is_up
|
||||
and opened
|
||||
and open_history_client
|
||||
):
|
||||
log.info('Found existing `marketstored`')
|
||||
) as sample_stream:
|
||||
|
||||
from . import marketstore
|
||||
async with (
|
||||
marketstore.open_storage_client(fqsn)as storage,
|
||||
log.info('Scanning for existing `marketstored`')
|
||||
tsdb_is_up = await check_for_service('marketstored')
|
||||
|
||||
bfqsn = fqsn.replace('.' + mod.name, '')
|
||||
open_history_client = getattr(mod, 'open_history_client', None)
|
||||
assert open_history_client
|
||||
|
||||
if (
|
||||
tsdb_is_up
|
||||
and opened
|
||||
and open_history_client
|
||||
):
|
||||
hist_shm, rt_shm = await bus.nursery.start(
|
||||
tsdb_backfill,
|
||||
mod,
|
||||
marketstore,
|
||||
log.info('Found existing `marketstored`')
|
||||
|
||||
from . import marketstore
|
||||
async with (
|
||||
marketstore.open_storage_client(fqsn)as storage,
|
||||
):
|
||||
# TODO: drop returning the output that we pass in?
|
||||
await bus.nursery.start(
|
||||
tsdb_backfill,
|
||||
mod,
|
||||
marketstore,
|
||||
bus,
|
||||
storage,
|
||||
fqsn,
|
||||
bfqsn,
|
||||
{
|
||||
1: rt_shm,
|
||||
60: hist_shm,
|
||||
},
|
||||
sample_stream,
|
||||
)
|
||||
|
||||
# yield back after client connect with filled shm
|
||||
task_status.started((
|
||||
hist_zero_index,
|
||||
hist_shm,
|
||||
rt_zero_index,
|
||||
rt_shm,
|
||||
))
|
||||
|
||||
# indicate to caller that feed can be delivered to
|
||||
# remote requesting client since we've loaded history
|
||||
# data that can be used.
|
||||
some_data_ready.set()
|
||||
|
||||
# history retreival loop depending on user interaction
|
||||
# and thus a small RPC-prot for remotely controllinlg
|
||||
# what data is loaded for viewing.
|
||||
await trio.sleep_forever()
|
||||
|
||||
# load less history if no tsdb can be found
|
||||
elif (
|
||||
not tsdb_is_up
|
||||
and opened
|
||||
):
|
||||
await basic_backfill(
|
||||
bus,
|
||||
storage,
|
||||
fqsn,
|
||||
mod,
|
||||
bfqsn,
|
||||
{
|
||||
1: rt_shm,
|
||||
60: hist_shm,
|
||||
},
|
||||
sample_stream,
|
||||
)
|
||||
|
||||
# yield back after client connect with filled shm
|
||||
task_status.started((
|
||||
hist_zero_index,
|
||||
hist_shm,
|
||||
rt_zero_index,
|
||||
rt_shm,
|
||||
))
|
||||
|
||||
# indicate to caller that feed can be delivered to
|
||||
# remote requesting client since we've loaded history
|
||||
# data that can be used.
|
||||
some_data_ready.set()
|
||||
|
||||
# history retreival loop depending on user interaction and thus
|
||||
# a small RPC-prot for remotely controllinlg what data is loaded
|
||||
# for viewing.
|
||||
await trio.sleep_forever()
|
||||
|
||||
# load less history if no tsdb can be found
|
||||
elif (
|
||||
not tsdb_is_up
|
||||
and opened
|
||||
):
|
||||
await basic_backfill(
|
||||
bus,
|
||||
mod,
|
||||
bfqsn,
|
||||
shms={
|
||||
1: rt_shm,
|
||||
60: hist_shm,
|
||||
},
|
||||
)
|
||||
task_status.started((
|
||||
hist_zero_index,
|
||||
hist_shm,
|
||||
rt_zero_index,
|
||||
rt_shm,
|
||||
))
|
||||
some_data_ready.set()
|
||||
await trio.sleep_forever()
|
||||
|
||||
|
||||
class Flume(Struct):
|
||||
'''
|
||||
Composite reference type which points to all the addressing handles
|
||||
and other meta-data necessary for the read, measure and management
|
||||
of a set of real-time updated data flows.
|
||||
|
||||
Can be thought of as a "flow descriptor" or "flow frame" which
|
||||
describes the high level properties of a set of data flows that can
|
||||
be used seamlessly across process-memory boundaries.
|
||||
|
||||
Each instance's sub-components normally includes:
|
||||
- a msg oriented quote stream provided via an IPC transport
|
||||
- history and real-time shm buffers which are both real-time
|
||||
updated and backfilled.
|
||||
- associated startup indexing information related to both buffer
|
||||
real-time-append and historical prepend addresses.
|
||||
- low level APIs to read and measure the updated data and manage
|
||||
queuing properties.
|
||||
|
||||
'''
|
||||
symbol: Symbol
|
||||
first_quote: dict
|
||||
_hist_shm_token: _Token
|
||||
_rt_shm_token: _Token
|
||||
|
||||
# private shm refs loaded dynamically from tokens
|
||||
_hist_shm: ShmArray | None = None
|
||||
_rt_shm: ShmArray | None = None
|
||||
|
||||
stream: tractor.MsgStream | None = None
|
||||
izero_hist: int = 0
|
||||
izero_rt: int = 0
|
||||
throttle_rate: int | None = None
|
||||
|
||||
# TODO: do we need this really if we can pull the `Portal` from
|
||||
# ``tractor``'s internals?
|
||||
feed: Feed | None = None
|
||||
|
||||
@property
|
||||
def rt_shm(self) -> ShmArray:
|
||||
|
||||
if self._rt_shm is None:
|
||||
self._rt_shm = attach_shm_array(
|
||||
token=self._rt_shm_token,
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
return self._rt_shm
|
||||
|
||||
@property
|
||||
def hist_shm(self) -> ShmArray:
|
||||
|
||||
if self._hist_shm is None:
|
||||
self._hist_shm = attach_shm_array(
|
||||
token=self._hist_shm_token,
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
return self._hist_shm
|
||||
|
||||
async def receive(self) -> dict:
|
||||
return await self.stream.receive()
|
||||
|
||||
@acm
|
||||
async def index_stream(
|
||||
self,
|
||||
delay_s: int = 1,
|
||||
|
||||
) -> AsyncIterator[int]:
|
||||
|
||||
if not self.feed:
|
||||
raise RuntimeError('This flume is not part of any ``Feed``?')
|
||||
|
||||
# TODO: maybe a public (property) API for this in ``tractor``?
|
||||
portal = self.stream._ctx._portal
|
||||
assert portal
|
||||
|
||||
# XXX: this should be singleton on a host,
|
||||
# a lone broker-daemon per provider should be
|
||||
# created for all practical purposes
|
||||
async with maybe_open_context(
|
||||
acm_func=partial(
|
||||
portal.open_context,
|
||||
iter_ohlc_periods,
|
||||
),
|
||||
kwargs={'delay_s': delay_s},
|
||||
) as (cache_hit, (ctx, first)):
|
||||
async with ctx.open_stream() as istream:
|
||||
if cache_hit:
|
||||
# add a new broadcast subscription for the quote stream
|
||||
# if this feed is likely already in use
|
||||
async with istream.subscribe() as bistream:
|
||||
yield bistream
|
||||
else:
|
||||
yield istream
|
||||
|
||||
def get_ds_info(
|
||||
self,
|
||||
) -> tuple[float, float, float]:
|
||||
'''
|
||||
Compute the "downsampling" ratio info between the historical shm
|
||||
buffer and the real-time (HFT) one.
|
||||
|
||||
Return a tuple of the fast sample period, historical sample
|
||||
period and ratio between them.
|
||||
|
||||
'''
|
||||
times = self.hist_shm.array['time']
|
||||
end = pendulum.from_timestamp(times[-1])
|
||||
start = pendulum.from_timestamp(times[times != times[-1]][-1])
|
||||
hist_step_size_s = (end - start).seconds
|
||||
|
||||
times = self.rt_shm.array['time']
|
||||
end = pendulum.from_timestamp(times[-1])
|
||||
start = pendulum.from_timestamp(times[times != times[-1]][-1])
|
||||
rt_step_size_s = (end - start).seconds
|
||||
|
||||
ratio = hist_step_size_s / rt_step_size_s
|
||||
return (
|
||||
rt_step_size_s,
|
||||
hist_step_size_s,
|
||||
ratio,
|
||||
)
|
||||
|
||||
# TODO: get native msgspec decoding for these workinn
|
||||
def to_msg(self) -> dict:
|
||||
msg = self.to_dict()
|
||||
msg['symbol'] = msg['symbol'].to_dict()
|
||||
|
||||
# can't serialize the stream or feed objects, it's expected
|
||||
# you'll have a ref to it since this msg should be rxed on
|
||||
# a stream on whatever far end IPC..
|
||||
msg.pop('stream')
|
||||
msg.pop('feed')
|
||||
return msg
|
||||
|
||||
@classmethod
|
||||
def from_msg(cls, msg: dict) -> dict:
|
||||
symbol = Symbol(**msg.pop('symbol'))
|
||||
return cls(
|
||||
symbol=symbol,
|
||||
**msg,
|
||||
)
|
||||
|
||||
|
||||
async def allocate_persistent_feed(
|
||||
bus: _FeedsBus,
|
||||
|
|
@ -1074,6 +965,8 @@ async def allocate_persistent_feed(
|
|||
some_data_ready = trio.Event()
|
||||
feed_is_live = trio.Event()
|
||||
|
||||
symstr = symstr.lower()
|
||||
|
||||
# establish broker backend quote stream by calling
|
||||
# ``stream_quotes()``, which is a required broker backend endpoint.
|
||||
init_msg, first_quote = await bus.nursery.start(
|
||||
|
|
@ -1132,6 +1025,7 @@ async def allocate_persistent_feed(
|
|||
# https://github.com/python-trio/trio/issues/2258
|
||||
# bus.nursery.start_soon(
|
||||
# await bus.start_task(
|
||||
|
||||
(
|
||||
izero_hist,
|
||||
hist_shm,
|
||||
|
|
@ -1153,25 +1047,17 @@ async def allocate_persistent_feed(
|
|||
|
||||
flume = Flume(
|
||||
symbol=symbol,
|
||||
_hist_shm_token=hist_shm.token,
|
||||
_rt_shm_token=rt_shm.token,
|
||||
first_quote=first_quote,
|
||||
_rt_shm_token=rt_shm.token,
|
||||
_hist_shm_token=hist_shm.token,
|
||||
izero_hist=izero_hist,
|
||||
izero_rt=izero_rt,
|
||||
# throttle_rate=tick_throttle,
|
||||
)
|
||||
|
||||
# for ambiguous names we simply apply the retreived
|
||||
# feed to that name (for now).
|
||||
bus.feeds[symstr] = bus.feeds[bfqsn] = flume
|
||||
|
||||
# insert 1s ohlc into the increment buffer set
|
||||
# to update and shift every second
|
||||
sampler.ohlcv_shms.setdefault(
|
||||
1,
|
||||
[]
|
||||
).append(rt_shm)
|
||||
|
||||
task_status.started()
|
||||
|
||||
if not start_stream:
|
||||
|
|
@ -1181,18 +1067,6 @@ async def allocate_persistent_feed(
|
|||
# the backend will indicate when real-time quotes have begun.
|
||||
await feed_is_live.wait()
|
||||
|
||||
# insert 1m ohlc into the increment buffer set
|
||||
# to shift every 60s.
|
||||
sampler.ohlcv_shms.setdefault(60, []).append(hist_shm)
|
||||
|
||||
# create buffer a single incrementer task broker backend
|
||||
# (aka `brokerd`) using the lowest sampler period.
|
||||
if sampler.incrementers.get(_default_delay_s) is None:
|
||||
await bus.start_task(
|
||||
increment_ohlc_buffer,
|
||||
_default_delay_s,
|
||||
)
|
||||
|
||||
sum_tick_vlm: bool = init_msg.get(
|
||||
'shm_write_opts', {}
|
||||
).get('sum_tick_vlm', True)
|
||||
|
|
@ -1205,7 +1079,12 @@ async def allocate_persistent_feed(
|
|||
rt_shm.push(hist_shm.array[-3:-1])
|
||||
ohlckeys = ['open', 'high', 'low', 'close']
|
||||
rt_shm.array[ohlckeys][-2:] = hist_shm.array['close'][-1]
|
||||
rt_shm.array['volume'][-2] = 0
|
||||
rt_shm.array['volume'][-2:] = 0
|
||||
|
||||
# set fast buffer time step to 1s
|
||||
ts = round(time.time())
|
||||
rt_shm.array['time'][0] = ts
|
||||
rt_shm.array['time'][1] = ts + 1
|
||||
|
||||
# wait the spawning parent task to register its subscriber
|
||||
# send-stream entry before we start the sample loop.
|
||||
|
|
@ -1261,10 +1140,6 @@ async def open_feed_bus(
|
|||
servicename = tractor.current_actor().name
|
||||
assert 'brokerd' in servicename
|
||||
|
||||
# XXX: figure this not crashing into debug!
|
||||
# await tractor.breakpoint()
|
||||
# assert 0
|
||||
|
||||
assert brokername in servicename
|
||||
|
||||
bus = get_feed_bus(brokername)
|
||||
|
|
@ -1273,6 +1148,10 @@ async def open_feed_bus(
|
|||
flumes: dict[str, Flume] = {}
|
||||
|
||||
for symbol in symbols:
|
||||
|
||||
# we always use lower case keys internally
|
||||
symbol = symbol.lower()
|
||||
|
||||
# if no cached feed for this symbol has been created for this
|
||||
# brokerd yet, start persistent stream and shm writer task in
|
||||
# service nursery
|
||||
|
|
|
|||
|
|
@ -0,0 +1,210 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
|
||||
# This program is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU Affero General Public License for more details.
|
||||
|
||||
# You should have received a copy of the GNU Affero General Public License
|
||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
"""
|
||||
abstractions for organizing, managing and generally operating-on
|
||||
real-time data processing data-structures.
|
||||
|
||||
"Streams, flumes, cascades and flows.."
|
||||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from typing import (
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import tractor
|
||||
import pendulum
|
||||
import numpy as np
|
||||
|
||||
from .types import Struct
|
||||
from ._source import (
|
||||
Symbol,
|
||||
)
|
||||
from ._sharedmem import (
|
||||
attach_shm_array,
|
||||
ShmArray,
|
||||
_Token,
|
||||
)
|
||||
# from .._profile import (
|
||||
# Profiler,
|
||||
# pg_profile_enabled,
|
||||
# )
|
||||
|
||||
if TYPE_CHECKING:
|
||||
# from pyqtgraph import PlotItem
|
||||
from .feed import Feed
|
||||
|
||||
|
||||
# TODO: ideas for further abstractions as per
|
||||
# https://github.com/pikers/piker/issues/216 and
|
||||
# https://github.com/pikers/piker/issues/270:
|
||||
# - a ``Cascade`` would be the minimal "connection" of 2 ``Flumes``
|
||||
# as per circuit parlance:
|
||||
# https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
|
||||
# - could cover the combination of our `FspAdmin` and the
|
||||
# backend `.fsp._engine` related machinery to "connect" one flume
|
||||
# to another?
|
||||
# - a (financial signal) ``Flow`` would be the a "collection" of such
|
||||
# minmial cascades. Some engineering based jargon concepts:
|
||||
# - https://en.wikipedia.org/wiki/Signal_chain
|
||||
# - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
|
||||
# - https://en.wikipedia.org/wiki/Audio_signal_flow
|
||||
# - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
|
||||
# - https://en.wikipedia.org/wiki/Dataflow_programming
|
||||
# - https://en.wikipedia.org/wiki/Signal_programming
|
||||
# - https://en.wikipedia.org/wiki/Incremental_computing
|
||||
|
||||
|
||||
class Flume(Struct):
|
||||
'''
|
||||
Composite reference type which points to all the addressing handles
|
||||
and other meta-data necessary for the read, measure and management
|
||||
of a set of real-time updated data flows.
|
||||
|
||||
Can be thought of as a "flow descriptor" or "flow frame" which
|
||||
describes the high level properties of a set of data flows that can
|
||||
be used seamlessly across process-memory boundaries.
|
||||
|
||||
Each instance's sub-components normally includes:
|
||||
- a msg oriented quote stream provided via an IPC transport
|
||||
- history and real-time shm buffers which are both real-time
|
||||
updated and backfilled.
|
||||
- associated startup indexing information related to both buffer
|
||||
real-time-append and historical prepend addresses.
|
||||
- low level APIs to read and measure the updated data and manage
|
||||
queuing properties.
|
||||
|
||||
'''
|
||||
symbol: Symbol
|
||||
first_quote: dict
|
||||
_rt_shm_token: _Token
|
||||
|
||||
# optional since some data flows won't have a "downsampled" history
|
||||
# buffer/stream (eg. FSPs).
|
||||
_hist_shm_token: _Token | None = None
|
||||
|
||||
# private shm refs loaded dynamically from tokens
|
||||
_hist_shm: ShmArray | None = None
|
||||
_rt_shm: ShmArray | None = None
|
||||
|
||||
stream: tractor.MsgStream | None = None
|
||||
izero_hist: int = 0
|
||||
izero_rt: int = 0
|
||||
throttle_rate: int | None = None
|
||||
|
||||
# TODO: do we need this really if we can pull the `Portal` from
|
||||
# ``tractor``'s internals?
|
||||
feed: Feed | None = None
|
||||
|
||||
@property
|
||||
def rt_shm(self) -> ShmArray:
|
||||
|
||||
if self._rt_shm is None:
|
||||
self._rt_shm = attach_shm_array(
|
||||
token=self._rt_shm_token,
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
return self._rt_shm
|
||||
|
||||
@property
|
||||
def hist_shm(self) -> ShmArray:
|
||||
|
||||
if self._hist_shm_token is None:
|
||||
raise RuntimeError(
|
||||
'No shm token has been set for the history buffer?'
|
||||
)
|
||||
|
||||
if (
|
||||
self._hist_shm is None
|
||||
):
|
||||
self._hist_shm = attach_shm_array(
|
||||
token=self._hist_shm_token,
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
return self._hist_shm
|
||||
|
||||
async def receive(self) -> dict:
|
||||
return await self.stream.receive()
|
||||
|
||||
def get_ds_info(
|
||||
self,
|
||||
) -> tuple[float, float, float]:
|
||||
'''
|
||||
Compute the "downsampling" ratio info between the historical shm
|
||||
buffer and the real-time (HFT) one.
|
||||
|
||||
Return a tuple of the fast sample period, historical sample
|
||||
period and ratio between them.
|
||||
|
||||
'''
|
||||
times = self.hist_shm.array['time']
|
||||
end = pendulum.from_timestamp(times[-1])
|
||||
start = pendulum.from_timestamp(times[times != times[-1]][-1])
|
||||
hist_step_size_s = (end - start).seconds
|
||||
|
||||
times = self.rt_shm.array['time']
|
||||
end = pendulum.from_timestamp(times[-1])
|
||||
start = pendulum.from_timestamp(times[times != times[-1]][-1])
|
||||
rt_step_size_s = (end - start).seconds
|
||||
|
||||
ratio = hist_step_size_s / rt_step_size_s
|
||||
return (
|
||||
rt_step_size_s,
|
||||
hist_step_size_s,
|
||||
ratio,
|
||||
)
|
||||
|
||||
# TODO: get native msgspec decoding for these workinn
|
||||
def to_msg(self) -> dict:
|
||||
msg = self.to_dict()
|
||||
msg['symbol'] = msg['symbol'].to_dict()
|
||||
|
||||
# can't serialize the stream or feed objects, it's expected
|
||||
# you'll have a ref to it since this msg should be rxed on
|
||||
# a stream on whatever far end IPC..
|
||||
msg.pop('stream')
|
||||
msg.pop('feed')
|
||||
return msg
|
||||
|
||||
@classmethod
|
||||
def from_msg(cls, msg: dict) -> dict:
|
||||
symbol = Symbol(**msg.pop('symbol'))
|
||||
return cls(
|
||||
symbol=symbol,
|
||||
**msg,
|
||||
)
|
||||
|
||||
def get_index(
|
||||
self,
|
||||
time_s: float,
|
||||
array: np.ndarray,
|
||||
|
||||
) -> int | float:
|
||||
'''
|
||||
Return array shm-buffer index for for epoch time.
|
||||
|
||||
'''
|
||||
times = array['time']
|
||||
first = np.searchsorted(
|
||||
times,
|
||||
time_s,
|
||||
side='left',
|
||||
)
|
||||
imx = times.shape[0] - 1
|
||||
return min(first, imx)
|
||||
|
|
@ -454,8 +454,12 @@ class Storage:
|
|||
|
||||
try:
|
||||
result = await client.query(params)
|
||||
except purerpc.grpclib.exceptions.UnknownError:
|
||||
except purerpc.grpclib.exceptions.UnknownError as err:
|
||||
# indicate there is no history for this timeframe
|
||||
log.exception(
|
||||
f'Unknown mkts QUERY error: {params}\n'
|
||||
f'{err.args}'
|
||||
)
|
||||
return {}
|
||||
|
||||
# TODO: it turns out column access on recarrays is actually slower:
|
||||
|
|
|
|||
|
|
@ -199,7 +199,10 @@ def maybe_mk_fsp_shm(
|
|||
# TODO: load output types from `Fsp`
|
||||
# - should `index` be a required internal field?
|
||||
fsp_dtype = np.dtype(
|
||||
[('index', int)] +
|
||||
[('index', int)]
|
||||
+
|
||||
[('time', float)]
|
||||
+
|
||||
[(field_name, float) for field_name in target.outputs]
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -21,7 +21,9 @@ core task logic for processing chains
|
|||
from dataclasses import dataclass
|
||||
from functools import partial
|
||||
from typing import (
|
||||
AsyncIterator, Callable, Optional,
|
||||
AsyncIterator,
|
||||
Callable,
|
||||
Optional,
|
||||
Union,
|
||||
)
|
||||
|
||||
|
|
@ -36,9 +38,13 @@ from .. import data
|
|||
from ..data import attach_shm_array
|
||||
from ..data.feed import (
|
||||
Flume,
|
||||
Feed,
|
||||
)
|
||||
from ..data._sharedmem import ShmArray
|
||||
from ..data._sampling import _default_delay_s
|
||||
from ..data._sampling import (
|
||||
_default_delay_s,
|
||||
open_sample_stream,
|
||||
)
|
||||
from ..data._source import Symbol
|
||||
from ._api import (
|
||||
Fsp,
|
||||
|
|
@ -111,8 +117,9 @@ async def fsp_compute(
|
|||
flume.rt_shm,
|
||||
)
|
||||
|
||||
# Conduct a single iteration of fsp with historical bars input
|
||||
# and get historical output
|
||||
# HISTORY COMPUTE PHASE
|
||||
# conduct a single iteration of fsp with historical bars input
|
||||
# and get historical output.
|
||||
history_output: Union[
|
||||
dict[str, np.ndarray], # multi-output case
|
||||
np.ndarray, # single output case
|
||||
|
|
@ -129,9 +136,13 @@ async def fsp_compute(
|
|||
# each respective field.
|
||||
fields = getattr(dst.array.dtype, 'fields', None).copy()
|
||||
fields.pop('index')
|
||||
history: Optional[np.ndarray] = None # TODO: nptyping here!
|
||||
history_by_field: Optional[np.ndarray] = None
|
||||
src_time = src.array['time']
|
||||
|
||||
if fields and len(fields) > 1 and fields:
|
||||
if (
|
||||
fields and
|
||||
len(fields) > 1
|
||||
):
|
||||
if not isinstance(history_output, dict):
|
||||
raise ValueError(
|
||||
f'`{func_name}` is a multi-output FSP and should yield a '
|
||||
|
|
@ -142,7 +153,7 @@ async def fsp_compute(
|
|||
if key in history_output:
|
||||
output = history_output[key]
|
||||
|
||||
if history is None:
|
||||
if history_by_field is None:
|
||||
|
||||
if output is None:
|
||||
length = len(src.array)
|
||||
|
|
@ -152,7 +163,7 @@ async def fsp_compute(
|
|||
# using the first output, determine
|
||||
# the length of the struct-array that
|
||||
# will be pushed to shm.
|
||||
history = np.zeros(
|
||||
history_by_field = np.zeros(
|
||||
length,
|
||||
dtype=dst.array.dtype
|
||||
)
|
||||
|
|
@ -160,7 +171,7 @@ async def fsp_compute(
|
|||
if output is None:
|
||||
continue
|
||||
|
||||
history[key] = output
|
||||
history_by_field[key] = output
|
||||
|
||||
# single-key output stream
|
||||
else:
|
||||
|
|
@ -169,11 +180,13 @@ async def fsp_compute(
|
|||
f'`{func_name}` is a single output FSP and should yield an '
|
||||
'`np.ndarray` for history'
|
||||
)
|
||||
history = np.zeros(
|
||||
history_by_field = np.zeros(
|
||||
len(history_output),
|
||||
dtype=dst.array.dtype
|
||||
)
|
||||
history[func_name] = history_output
|
||||
history_by_field[func_name] = history_output
|
||||
|
||||
history_by_field['time'] = src_time[-len(history_by_field):]
|
||||
|
||||
# TODO: XXX:
|
||||
# THERE'S A BIG BUG HERE WITH THE `index` field since we're
|
||||
|
|
@ -190,7 +203,10 @@ async def fsp_compute(
|
|||
|
||||
# TODO: can we use this `start` flag instead of the manual
|
||||
# setting above?
|
||||
index = dst.push(history, start=first)
|
||||
index = dst.push(
|
||||
history_by_field,
|
||||
start=first,
|
||||
)
|
||||
|
||||
profiler(f'{func_name} pushed history')
|
||||
profiler.finish()
|
||||
|
|
@ -216,8 +232,14 @@ async def fsp_compute(
|
|||
|
||||
log.debug(f"{func_name}: {processed}")
|
||||
key, output = processed
|
||||
index = src.index
|
||||
dst.array[-1][key] = output
|
||||
# dst.array[-1][key] = output
|
||||
dst.array[[key, 'time']][-1] = (
|
||||
output,
|
||||
# TODO: what about pushing ``time.time_ns()``
|
||||
# in which case we'll need to round at the graphics
|
||||
# processing / sampling layer?
|
||||
src.array[-1]['time']
|
||||
)
|
||||
|
||||
# NOTE: for now we aren't streaming this to the consumer
|
||||
# stream latest array index entry which basically just acts
|
||||
|
|
@ -228,6 +250,7 @@ async def fsp_compute(
|
|||
# N-consumers who subscribe for the real-time output,
|
||||
# which we'll likely want to implement using local-mem
|
||||
# chans for the fan out?
|
||||
# index = src.index
|
||||
# if attach_stream:
|
||||
# await client_stream.send(index)
|
||||
|
||||
|
|
@ -302,6 +325,7 @@ async def cascade(
|
|||
raise ValueError(f'Unknown fsp target: {ns_path}')
|
||||
|
||||
# open a data feed stream with requested broker
|
||||
feed: Feed
|
||||
async with data.feed.maybe_open_feed(
|
||||
[fqsn],
|
||||
|
||||
|
|
@ -317,7 +341,6 @@ async def cascade(
|
|||
symbol = flume.symbol
|
||||
assert src.token == flume.rt_shm.token
|
||||
profiler(f'{func}: feed up')
|
||||
# last_len = new_len = len(src.array)
|
||||
|
||||
func_name = func.__name__
|
||||
async with (
|
||||
|
|
@ -365,7 +388,7 @@ async def cascade(
|
|||
) -> tuple[TaskTracker, int]:
|
||||
# TODO: adopt an incremental update engine/approach
|
||||
# where possible here eventually!
|
||||
log.debug(f're-syncing fsp {func_name} to source')
|
||||
log.info(f're-syncing fsp {func_name} to source')
|
||||
tracker.cs.cancel()
|
||||
await tracker.complete.wait()
|
||||
tracker, index = await n.start(fsp_target)
|
||||
|
|
@ -386,7 +409,8 @@ async def cascade(
|
|||
src: ShmArray,
|
||||
dst: ShmArray
|
||||
) -> tuple[bool, int, int]:
|
||||
'''Predicate to dertmine if a destination FSP
|
||||
'''
|
||||
Predicate to dertmine if a destination FSP
|
||||
output array is aligned to its source array.
|
||||
|
||||
'''
|
||||
|
|
@ -395,16 +419,15 @@ async def cascade(
|
|||
return not (
|
||||
# the source is likely backfilling and we must
|
||||
# sync history calculations
|
||||
len_diff > 2 or
|
||||
len_diff > 2
|
||||
|
||||
# we aren't step synced to the source and may be
|
||||
# leading/lagging by a step
|
||||
step_diff > 1 or
|
||||
step_diff < 0
|
||||
or step_diff > 1
|
||||
or step_diff < 0
|
||||
), step_diff, len_diff
|
||||
|
||||
async def poll_and_sync_to_step(
|
||||
|
||||
tracker: TaskTracker,
|
||||
src: ShmArray,
|
||||
dst: ShmArray,
|
||||
|
|
@ -424,22 +447,22 @@ async def cascade(
|
|||
# signal
|
||||
times = src.array['time']
|
||||
if len(times) > 1:
|
||||
delay_s = times[-1] - times[times != times[-1]][-1]
|
||||
last_ts = times[-1]
|
||||
delay_s = float(last_ts - times[times != last_ts][-1])
|
||||
else:
|
||||
# our default "HFT" sample rate.
|
||||
delay_s = _default_delay_s
|
||||
|
||||
# Increment the underlying shared memory buffer on every
|
||||
# "increment" msg received from the underlying data feed.
|
||||
async with flume.index_stream(
|
||||
int(delay_s)
|
||||
) as istream:
|
||||
# sub and increment the underlying shared memory buffer
|
||||
# on every step msg received from the global `samplerd`
|
||||
# service.
|
||||
async with open_sample_stream(float(delay_s)) as istream:
|
||||
|
||||
profiler(f'{func_name}: sample stream up')
|
||||
profiler.finish()
|
||||
|
||||
async for i in istream:
|
||||
# log.runtime(f'FSP incrementing {i}')
|
||||
# print(f'FSP incrementing {i}')
|
||||
|
||||
# respawn the compute task if the source
|
||||
# array has been updated such that we compute
|
||||
|
|
@ -468,3 +491,23 @@ async def cascade(
|
|||
last = array[-1:].copy()
|
||||
|
||||
dst.push(last)
|
||||
|
||||
# sync with source buffer's time step
|
||||
src_l2 = src.array[-2:]
|
||||
src_li, src_lt = src_l2[-1][['index', 'time']]
|
||||
src_2li, src_2lt = src_l2[-2][['index', 'time']]
|
||||
dst._array['time'][src_li] = src_lt
|
||||
dst._array['time'][src_2li] = src_2lt
|
||||
|
||||
# last2 = dst.array[-2:]
|
||||
# if (
|
||||
# last2[-1]['index'] != src_li
|
||||
# or last2[-2]['index'] != src_2li
|
||||
# ):
|
||||
# dstl2 = list(last2)
|
||||
# srcl2 = list(src_l2)
|
||||
# print(
|
||||
# # f'{dst.token}\n'
|
||||
# f'src: {srcl2}\n'
|
||||
# f'dst: {dstl2}\n'
|
||||
# )
|
||||
|
|
|
|||
|
|
@ -234,7 +234,7 @@ async def flow_rates(
|
|||
# FSPs, user input, and possibly any general event stream in
|
||||
# real-time. Hint: ideally implemented with caching until mutated
|
||||
# ;)
|
||||
period: 'Param[int]' = 6, # noqa
|
||||
period: 'Param[int]' = 1, # noqa
|
||||
|
||||
# TODO: support other means by providing a map
|
||||
# to weights `partial()`-ed with `wma()`?
|
||||
|
|
@ -268,8 +268,7 @@ async def flow_rates(
|
|||
'dark_dvlm_rate': None,
|
||||
}
|
||||
|
||||
# TODO: 3.10 do ``anext()``
|
||||
quote = await source.__anext__()
|
||||
quote = await anext(source)
|
||||
|
||||
# ltr = 0
|
||||
# lvr = 0
|
||||
|
|
|
|||
|
|
@ -118,17 +118,10 @@ async def _async_main(
|
|||
# godwidget.hbox.addWidget(search)
|
||||
godwidget.search = search
|
||||
|
||||
symbols: list[str] = []
|
||||
|
||||
for sym in syms:
|
||||
symbol, _, provider = sym.rpartition('.')
|
||||
symbols.append(symbol)
|
||||
|
||||
# this internally starts a ``display_symbol_data()`` task above
|
||||
order_mode_ready = await godwidget.load_symbols(
|
||||
provider,
|
||||
symbols,
|
||||
loglevel
|
||||
fqsns=syms,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
|
||||
# spin up a search engine for the local cached symbol set
|
||||
|
|
@ -185,8 +178,7 @@ def _main(
|
|||
tractor_kwargs,
|
||||
) -> None:
|
||||
'''
|
||||
Sync entry point to start a chart: a ``tractor`` + Qt runtime
|
||||
entry point
|
||||
Sync entry point to start a chart: a ``tractor`` + Qt runtime.
|
||||
|
||||
'''
|
||||
run_qtractor(
|
||||
|
|
|
|||
|
|
@ -18,6 +18,7 @@
|
|||
Chart axes graphics and behavior.
|
||||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from functools import lru_cache
|
||||
from typing import Optional, Callable
|
||||
from math import floor
|
||||
|
|
@ -27,6 +28,7 @@ import pyqtgraph as pg
|
|||
from PyQt5 import QtCore, QtGui, QtWidgets
|
||||
from PyQt5.QtCore import QPointF
|
||||
|
||||
from . import _pg_overrides as pgo
|
||||
from ..data._source import float_digits
|
||||
from ._label import Label
|
||||
from ._style import DpiAwareFont, hcolor, _font
|
||||
|
|
@ -46,8 +48,8 @@ class Axis(pg.AxisItem):
|
|||
'''
|
||||
def __init__(
|
||||
self,
|
||||
linkedsplits,
|
||||
typical_max_str: str = '100 000.000',
|
||||
plotitem: pgo.PlotItem,
|
||||
typical_max_str: str = '100 000.000 ',
|
||||
text_color: str = 'bracket',
|
||||
lru_cache_tick_strings: bool = True,
|
||||
**kwargs
|
||||
|
|
@ -61,36 +63,42 @@ class Axis(pg.AxisItem):
|
|||
# XXX: pretty sure this makes things slower
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
self.linkedsplits = linkedsplits
|
||||
self.pi = plotitem
|
||||
self._dpi_font = _font
|
||||
|
||||
self.setTickFont(_font.font)
|
||||
font_size = self._dpi_font.font.pixelSize()
|
||||
|
||||
style_conf = {
|
||||
'textFillLimits': [(0, 0.5)],
|
||||
'tickFont': self._dpi_font.font,
|
||||
|
||||
}
|
||||
text_offset = None
|
||||
if self.orientation in ('bottom',):
|
||||
text_offset = floor(0.25 * font_size)
|
||||
|
||||
elif self.orientation in ('left', 'right'):
|
||||
text_offset = floor(font_size / 2)
|
||||
|
||||
self.setStyle(**{
|
||||
'textFillLimits': [(0, 0.5)],
|
||||
'tickFont': self._dpi_font.font,
|
||||
|
||||
# offset of text *away from* axis line in px
|
||||
# use approx. half the font pixel size (height)
|
||||
'tickTextOffset': text_offset,
|
||||
})
|
||||
if text_offset:
|
||||
style_conf.update({
|
||||
# offset of text *away from* axis line in px
|
||||
# use approx. half the font pixel size (height)
|
||||
'tickTextOffset': text_offset,
|
||||
})
|
||||
|
||||
self.setStyle(**style_conf)
|
||||
self.setTickFont(_font.font)
|
||||
|
||||
# NOTE: this is for surrounding "border"
|
||||
self.setPen(_axis_pen)
|
||||
|
||||
# this is the text color
|
||||
# self.setTextPen(pg.mkPen(hcolor(text_color)))
|
||||
self.text_color = text_color
|
||||
|
||||
# generate a bounding rect based on sizing to a "typical"
|
||||
# maximum length-ed string defined as init default.
|
||||
self.typical_br = _font._qfm.boundingRect(typical_max_str)
|
||||
|
||||
# size the pertinent axis dimension to a "typical value"
|
||||
|
|
@ -102,6 +110,9 @@ class Axis(pg.AxisItem):
|
|||
maxsize=2**20
|
||||
)(self.tickStrings)
|
||||
|
||||
# axis "sticky" labels
|
||||
self._stickies: dict[str, YAxisLabel] = {}
|
||||
|
||||
# NOTE: only overriden to cast tick values entries into tuples
|
||||
# for use with the lru caching.
|
||||
def tickValues(
|
||||
|
|
@ -139,6 +150,38 @@ class Axis(pg.AxisItem):
|
|||
def txt_offsets(self) -> tuple[int, int]:
|
||||
return tuple(self.style['tickTextOffset'])
|
||||
|
||||
def add_sticky(
|
||||
self,
|
||||
pi: pgo.PlotItem,
|
||||
name: None | str = None,
|
||||
digits: None | int = 2,
|
||||
bg_color='default',
|
||||
fg_color='black',
|
||||
|
||||
) -> YAxisLabel:
|
||||
|
||||
# if the sticky is for our symbol
|
||||
# use the tick size precision for display
|
||||
name = name or pi.name
|
||||
digits = digits or 2
|
||||
|
||||
# TODO: ``._ysticks`` should really be an attr on each
|
||||
# ``PlotItem`` now instead of the containing widget (because of
|
||||
# overlays) ?
|
||||
|
||||
# add y-axis "last" value label
|
||||
sticky = self._stickies[name] = YAxisLabel(
|
||||
pi=pi,
|
||||
parent=self,
|
||||
digits=digits, # TODO: pass this from symbol data
|
||||
opacity=0.9, # slight see-through
|
||||
bg_color=bg_color,
|
||||
fg_color=fg_color,
|
||||
)
|
||||
|
||||
pi.sigRangeChanged.connect(sticky.update_on_resize)
|
||||
return sticky
|
||||
|
||||
|
||||
class PriceAxis(Axis):
|
||||
|
||||
|
|
@ -200,7 +243,6 @@ class PriceAxis(Axis):
|
|||
self._min_tick = size
|
||||
|
||||
def size_to_values(self) -> None:
|
||||
# self.typical_br = _font._qfm.boundingRect(typical_max_str)
|
||||
self.setWidth(self.typical_br.width())
|
||||
|
||||
# XXX: drop for now since it just eats up h space
|
||||
|
|
@ -255,28 +297,50 @@ class DynamicDateAxis(Axis):
|
|||
|
||||
) -> list[str]:
|
||||
|
||||
chart = self.linkedsplits.chart
|
||||
flow = chart._flows[chart.name]
|
||||
shm = flow.shm
|
||||
bars = shm.array
|
||||
first = shm._first.value
|
||||
# XX: ARGGGGG AG:LKSKDJF:LKJSDFD
|
||||
chart = self.pi.chart_widget
|
||||
|
||||
bars_len = len(bars)
|
||||
times = bars['time']
|
||||
viz = chart._vizs[chart.name]
|
||||
shm = viz.shm
|
||||
array = shm.array
|
||||
times = array['time']
|
||||
i_0, i_l = times[0], times[-1]
|
||||
|
||||
epochs = times[list(
|
||||
map(
|
||||
int,
|
||||
filter(
|
||||
lambda i: i > 0 and i < bars_len,
|
||||
(i-first for i in indexes)
|
||||
# edge cases
|
||||
if (
|
||||
not indexes
|
||||
or
|
||||
(indexes[0] < i_0
|
||||
and indexes[-1] < i_l)
|
||||
or
|
||||
(indexes[0] > i_0
|
||||
and indexes[-1] > i_l)
|
||||
):
|
||||
return []
|
||||
|
||||
if viz.index_field == 'index':
|
||||
arr_len = times.shape[0]
|
||||
first = shm._first.value
|
||||
epochs = times[
|
||||
list(
|
||||
map(
|
||||
int,
|
||||
filter(
|
||||
lambda i: i > 0 and i < arr_len,
|
||||
(i - first for i in indexes)
|
||||
)
|
||||
)
|
||||
)
|
||||
)
|
||||
)]
|
||||
]
|
||||
else:
|
||||
epochs = list(map(int, indexes))
|
||||
|
||||
# TODO: **don't** have this hard coded shift to EST
|
||||
# delay = times[-1] - times[-2]
|
||||
dts = np.array(epochs, dtype='datetime64[s]')
|
||||
dts = np.array(
|
||||
epochs,
|
||||
dtype='datetime64[s]',
|
||||
)
|
||||
|
||||
# see units listing:
|
||||
# https://numpy.org/devdocs/reference/arrays.datetime.html#datetime-units
|
||||
|
|
@ -294,24 +358,39 @@ class DynamicDateAxis(Axis):
|
|||
spacing: float,
|
||||
|
||||
) -> list[str]:
|
||||
|
||||
return self._indexes_to_timestrs(values)
|
||||
|
||||
# NOTE: handy for debugging the lru cache
|
||||
# info = self.tickStrings.cache_info()
|
||||
# print(info)
|
||||
return self._indexes_to_timestrs(values)
|
||||
|
||||
|
||||
class AxisLabel(pg.GraphicsObject):
|
||||
|
||||
_x_margin = 0
|
||||
_y_margin = 0
|
||||
# relative offsets *OF* the bounding rect relative
|
||||
# to parent graphics object.
|
||||
# eg. <parent>| => <_x_br_offset> => | <text> |
|
||||
_x_br_offset: float = 0
|
||||
_y_br_offset: float = 0
|
||||
|
||||
# relative offsets of text *within* bounding rect
|
||||
# eg. | <_x_margin> => <text> |
|
||||
_x_margin: float = 0
|
||||
_y_margin: float = 0
|
||||
|
||||
# multiplier of the text content's height in order
|
||||
# to force a larger (y-dimension) bounding rect.
|
||||
_y_txt_h_scaling: float = 1
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
parent: pg.GraphicsItem,
|
||||
digits: int = 2,
|
||||
|
||||
bg_color: str = 'bracket',
|
||||
bg_color: str = 'default',
|
||||
fg_color: str = 'black',
|
||||
opacity: int = 1, # XXX: seriously don't set this to 0
|
||||
opacity: int = .8, # XXX: seriously don't set this to 0
|
||||
font_size: str = 'default',
|
||||
|
||||
use_arrow: bool = True,
|
||||
|
|
@ -322,6 +401,7 @@ class AxisLabel(pg.GraphicsObject):
|
|||
self.setParentItem(parent)
|
||||
|
||||
self.setFlag(self.ItemIgnoresTransformations)
|
||||
self.setZValue(100)
|
||||
|
||||
# XXX: pretty sure this is faster
|
||||
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
|
@ -353,14 +433,14 @@ class AxisLabel(pg.GraphicsObject):
|
|||
p: QtGui.QPainter,
|
||||
opt: QtWidgets.QStyleOptionGraphicsItem,
|
||||
w: QtWidgets.QWidget
|
||||
|
||||
) -> None:
|
||||
"""Draw a filled rectangle based on the size of ``.label_str`` text.
|
||||
'''
|
||||
Draw a filled rectangle based on the size of ``.label_str`` text.
|
||||
|
||||
Subtypes can customize further by overloading ``.draw()``.
|
||||
|
||||
"""
|
||||
# p.setCompositionMode(QtWidgets.QPainter.CompositionMode_SourceOver)
|
||||
|
||||
'''
|
||||
if self.label_str:
|
||||
|
||||
# if not self.rect:
|
||||
|
|
@ -371,7 +451,11 @@ class AxisLabel(pg.GraphicsObject):
|
|||
|
||||
p.setFont(self._dpifont.font)
|
||||
p.setPen(self.fg_color)
|
||||
p.drawText(self.rect, self.text_flags, self.label_str)
|
||||
p.drawText(
|
||||
self.rect,
|
||||
self.text_flags,
|
||||
self.label_str,
|
||||
)
|
||||
|
||||
def draw(
|
||||
self,
|
||||
|
|
@ -379,6 +463,8 @@ class AxisLabel(pg.GraphicsObject):
|
|||
rect: QtCore.QRectF
|
||||
) -> None:
|
||||
|
||||
p.setOpacity(self.opacity)
|
||||
|
||||
if self._use_arrow:
|
||||
if not self.path:
|
||||
self._draw_arrow_path()
|
||||
|
|
@ -386,15 +472,13 @@ class AxisLabel(pg.GraphicsObject):
|
|||
p.drawPath(self.path)
|
||||
p.fillPath(self.path, pg.mkBrush(self.bg_color))
|
||||
|
||||
# this adds a nice black outline around the label for some odd
|
||||
# reason; ok by us
|
||||
p.setOpacity(self.opacity)
|
||||
|
||||
# this cause the L1 labels to glitch out if used in the subtype
|
||||
# and it will leave a small black strip with the arrow path if
|
||||
# done before the above
|
||||
p.fillRect(self.rect, self.bg_color)
|
||||
|
||||
p.fillRect(
|
||||
self.rect,
|
||||
self.bg_color,
|
||||
)
|
||||
|
||||
def boundingRect(self): # noqa
|
||||
'''
|
||||
|
|
@ -438,15 +522,18 @@ class AxisLabel(pg.GraphicsObject):
|
|||
txt_h, txt_w = txt_br.height(), txt_br.width()
|
||||
# print(f'wsw: {self._dpifont.boundingRect(" ")}')
|
||||
|
||||
# allow subtypes to specify a static width and height
|
||||
# allow subtypes to override width and height
|
||||
h, w = self.size_hint()
|
||||
# print(f'axis size: {self._parent.size()}')
|
||||
# print(f'axis geo: {self._parent.geometry()}')
|
||||
|
||||
self.rect = QtCore.QRectF(
|
||||
0, 0,
|
||||
|
||||
# relative bounds offsets
|
||||
self._x_br_offset,
|
||||
self._y_br_offset,
|
||||
|
||||
(w or txt_w) + self._x_margin / 2,
|
||||
(h or txt_h) + self._y_margin / 2,
|
||||
|
||||
(h or txt_h) * self._y_txt_h_scaling + (self._y_margin / 2),
|
||||
)
|
||||
# print(self.rect)
|
||||
# hb = self.path.controlPointRect()
|
||||
|
|
@ -522,7 +609,7 @@ class XAxisLabel(AxisLabel):
|
|||
|
||||
|
||||
class YAxisLabel(AxisLabel):
|
||||
_y_margin = 4
|
||||
_y_margin: int = 4
|
||||
|
||||
text_flags = (
|
||||
QtCore.Qt.AlignLeft
|
||||
|
|
@ -533,19 +620,19 @@ class YAxisLabel(AxisLabel):
|
|||
|
||||
def __init__(
|
||||
self,
|
||||
chart,
|
||||
pi: pgo.PlotItem,
|
||||
*args,
|
||||
**kwargs
|
||||
) -> None:
|
||||
|
||||
super().__init__(*args, **kwargs)
|
||||
|
||||
self._chart = chart
|
||||
|
||||
chart.sigRangeChanged.connect(self.update_on_resize)
|
||||
self._pi = pi
|
||||
pi.sigRangeChanged.connect(self.update_on_resize)
|
||||
|
||||
self._last_datum = (None, None)
|
||||
|
||||
self.x_offset = 0
|
||||
# pull text offset from axis from parent axis
|
||||
if getattr(self._parent, 'txt_offsets', False):
|
||||
self.x_offset, y_offset = self._parent.txt_offsets()
|
||||
|
|
@ -564,7 +651,8 @@ class YAxisLabel(AxisLabel):
|
|||
value: float, # data for text
|
||||
|
||||
# on odd dimension and/or adds nice black line
|
||||
x_offset: Optional[int] = None
|
||||
x_offset: int = 0,
|
||||
|
||||
) -> None:
|
||||
|
||||
# this is read inside ``.paint()``
|
||||
|
|
@ -610,7 +698,7 @@ class YAxisLabel(AxisLabel):
|
|||
self._last_datum = (index, value)
|
||||
|
||||
self.update_label(
|
||||
self._chart.mapFromView(QPointF(index, value)),
|
||||
self._pi.mapFromView(QPointF(index, value)),
|
||||
value
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -38,14 +38,12 @@ from PyQt5.QtWidgets import (
|
|||
QVBoxLayout,
|
||||
QSplitter,
|
||||
)
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
import trio
|
||||
|
||||
from ._axes import (
|
||||
DynamicDateAxis,
|
||||
PriceAxis,
|
||||
YAxisLabel,
|
||||
)
|
||||
from ._cursor import (
|
||||
Cursor,
|
||||
|
|
@ -62,16 +60,19 @@ from ._style import (
|
|||
hcolor,
|
||||
CHART_MARGINS,
|
||||
_xaxis_at,
|
||||
_min_points_to_show,
|
||||
# _min_points_to_show,
|
||||
)
|
||||
from ..data.feed import (
|
||||
Feed,
|
||||
Flume,
|
||||
)
|
||||
from ..data.feed import Feed
|
||||
from ..data._source import Symbol
|
||||
from ..log import get_logger
|
||||
from ._interaction import ChartView
|
||||
from ._forms import FieldsForm
|
||||
from .._profile import pg_profile_enabled, ms_slower_then
|
||||
from ._overlay import PlotItemOverlay
|
||||
from ._flows import Flow
|
||||
from ._dataviz import Viz
|
||||
from ._search import SearchWidget
|
||||
from . import _pg_overrides as pgo
|
||||
from .._profile import Profiler
|
||||
|
|
@ -126,7 +127,10 @@ class GodWidget(QWidget):
|
|||
# self.init_strategy_ui()
|
||||
# self.vbox.addLayout(self.hbox)
|
||||
|
||||
self._chart_cache: dict[str, LinkedSplits] = {}
|
||||
self._chart_cache: dict[
|
||||
str,
|
||||
tuple[LinkedSplits, LinkedSplits],
|
||||
] = {}
|
||||
|
||||
self.hist_linked: Optional[LinkedSplits] = None
|
||||
self.rt_linked: Optional[LinkedSplits] = None
|
||||
|
|
@ -146,40 +150,23 @@ class GodWidget(QWidget):
|
|||
def linkedsplits(self) -> LinkedSplits:
|
||||
return self.rt_linked
|
||||
|
||||
# def init_timeframes_ui(self):
|
||||
# self.tf_layout = QHBoxLayout()
|
||||
# self.tf_layout.setSpacing(0)
|
||||
# self.tf_layout.setContentsMargins(0, 12, 0, 0)
|
||||
# time_frames = ('1M', '5M', '15M', '30M', '1H', '1D', '1W', 'MN')
|
||||
# btn_prefix = 'TF'
|
||||
|
||||
# for tf in time_frames:
|
||||
# btn_name = ''.join([btn_prefix, tf])
|
||||
# btn = QtWidgets.QPushButton(tf)
|
||||
# # TODO:
|
||||
# btn.setEnabled(False)
|
||||
# setattr(self, btn_name, btn)
|
||||
# self.tf_layout.addWidget(btn)
|
||||
|
||||
# self.toolbar_layout.addLayout(self.tf_layout)
|
||||
|
||||
# XXX: strat loader/saver that we don't need yet.
|
||||
# def init_strategy_ui(self):
|
||||
# self.strategy_box = StrategyBoxWidget(self)
|
||||
# self.toolbar_layout.addWidget(self.strategy_box)
|
||||
|
||||
def set_chart_symbol(
|
||||
def set_chart_symbols(
|
||||
self,
|
||||
symbol_key: str, # of form <fqsn>.<providername>
|
||||
group_key: tuple[str], # of form <fqsn>.<providername>
|
||||
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
||||
|
||||
) -> None:
|
||||
# re-sort org cache symbol list in LIFO order
|
||||
cache = self._chart_cache
|
||||
cache.pop(symbol_key, None)
|
||||
cache[symbol_key] = all_linked
|
||||
cache.pop(group_key, None)
|
||||
cache[group_key] = all_linked
|
||||
|
||||
def get_chart_symbol(
|
||||
def get_chart_symbols(
|
||||
self,
|
||||
symbol_key: str,
|
||||
|
||||
|
|
@ -188,8 +175,7 @@ class GodWidget(QWidget):
|
|||
|
||||
async def load_symbols(
|
||||
self,
|
||||
providername: str,
|
||||
symbol_keys: list[str],
|
||||
fqsns: list[str],
|
||||
loglevel: str,
|
||||
reset: bool = False,
|
||||
|
||||
|
|
@ -200,20 +186,11 @@ class GodWidget(QWidget):
|
|||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||
|
||||
'''
|
||||
fqsns: list[str] = []
|
||||
|
||||
# our symbol key style is always lower case
|
||||
for key in list(map(str.lower, symbol_keys)):
|
||||
|
||||
# fully qualified symbol name (SNS i guess is what we're making?)
|
||||
fqsn = '.'.join([key, providername])
|
||||
fqsns.append(fqsn)
|
||||
|
||||
# NOTE: for now we use the first symbol in the set as the "key"
|
||||
# for the overlay of feeds on the chart.
|
||||
group_key = fqsns[0]
|
||||
group_key: tuple[str] = tuple(fqsns)
|
||||
|
||||
all_linked = self.get_chart_symbol(group_key)
|
||||
all_linked = self.get_chart_symbols(group_key)
|
||||
order_mode_started = trio.Event()
|
||||
|
||||
if not self.vbox.isEmpty():
|
||||
|
|
@ -245,7 +222,6 @@ class GodWidget(QWidget):
|
|||
self._root_n.start_soon(
|
||||
display_symbol_data,
|
||||
self,
|
||||
providername,
|
||||
fqsns,
|
||||
loglevel,
|
||||
order_mode_started,
|
||||
|
|
@ -253,8 +229,8 @@ class GodWidget(QWidget):
|
|||
|
||||
# self.vbox.addWidget(hist_charts)
|
||||
self.vbox.addWidget(rt_charts)
|
||||
self.set_chart_symbol(
|
||||
fqsn,
|
||||
self.set_chart_symbols(
|
||||
group_key,
|
||||
(hist_charts, rt_charts),
|
||||
)
|
||||
|
||||
|
|
@ -495,7 +471,11 @@ class LinkedSplits(QWidget):
|
|||
from . import _display
|
||||
ds = self.display_state
|
||||
if ds:
|
||||
return _display.graphics_update_cycle(ds, **kwargs)
|
||||
return _display.graphics_update_cycle(
|
||||
ds,
|
||||
ds.quotes,
|
||||
**kwargs,
|
||||
)
|
||||
|
||||
@property
|
||||
def symbol(self) -> Symbol:
|
||||
|
|
@ -546,9 +526,10 @@ class LinkedSplits(QWidget):
|
|||
|
||||
symbol: Symbol,
|
||||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
sidepane: FieldsForm,
|
||||
|
||||
style: str = 'bar',
|
||||
style: str = 'ohlc_bar',
|
||||
|
||||
) -> ChartPlotWidget:
|
||||
'''
|
||||
|
|
@ -568,12 +549,11 @@ class LinkedSplits(QWidget):
|
|||
# be no distinction since we will have multiple symbols per
|
||||
# view as part of "aggregate feeds".
|
||||
self.chart = self.add_plot(
|
||||
|
||||
name=symbol.key,
|
||||
name=symbol.fqsn,
|
||||
shm=shm,
|
||||
flume=flume,
|
||||
style=style,
|
||||
_is_main=True,
|
||||
|
||||
sidepane=sidepane,
|
||||
)
|
||||
# add crosshair graphic
|
||||
|
|
@ -592,6 +572,7 @@ class LinkedSplits(QWidget):
|
|||
|
||||
name: str,
|
||||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
array_key: Optional[str] = None,
|
||||
style: str = 'line',
|
||||
|
|
@ -615,12 +596,13 @@ class LinkedSplits(QWidget):
|
|||
# TODO: we gotta possibly assign this back
|
||||
# to the last subplot on removal of some last subplot
|
||||
xaxis = DynamicDateAxis(
|
||||
None,
|
||||
orientation='bottom',
|
||||
linkedsplits=self
|
||||
)
|
||||
axes = {
|
||||
'right': PriceAxis(linkedsplits=self, orientation='right'),
|
||||
'left': PriceAxis(linkedsplits=self, orientation='left'),
|
||||
'right': PriceAxis(None, orientation='right'),
|
||||
'left': PriceAxis(None, orientation='left'),
|
||||
'bottom': xaxis,
|
||||
}
|
||||
|
||||
|
|
@ -645,6 +627,11 @@ class LinkedSplits(QWidget):
|
|||
axisItems=axes,
|
||||
**cpw_kwargs,
|
||||
)
|
||||
# TODO: wow i can't believe how confusing garbage all this axes
|
||||
# stuff iss..
|
||||
for axis in axes.values():
|
||||
axis.pi = cpw.plotItem
|
||||
|
||||
cpw.hideAxis('left')
|
||||
cpw.hideAxis('bottom')
|
||||
|
||||
|
|
@ -707,11 +694,13 @@ class LinkedSplits(QWidget):
|
|||
anchor_at = ('top', 'left')
|
||||
|
||||
# draw curve graphics
|
||||
if style == 'bar':
|
||||
if style == 'ohlc_bar':
|
||||
|
||||
graphics, data_key = cpw.draw_ohlc(
|
||||
# graphics, data_key = cpw.draw_ohlc(
|
||||
viz = cpw.draw_ohlc(
|
||||
name,
|
||||
shm,
|
||||
flume=flume,
|
||||
array_key=array_key
|
||||
)
|
||||
self.cursor.contents_labels.add_label(
|
||||
|
|
@ -723,18 +712,22 @@ class LinkedSplits(QWidget):
|
|||
|
||||
elif style == 'line':
|
||||
add_label = True
|
||||
graphics, data_key = cpw.draw_curve(
|
||||
# graphics, data_key = cpw.draw_curve(
|
||||
viz = cpw.draw_curve(
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
array_key=array_key,
|
||||
color='default_light',
|
||||
)
|
||||
|
||||
elif style == 'step':
|
||||
add_label = True
|
||||
graphics, data_key = cpw.draw_curve(
|
||||
# graphics, data_key = cpw.draw_curve(
|
||||
viz = cpw.draw_curve(
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
array_key=array_key,
|
||||
step_mode=True,
|
||||
color='davies',
|
||||
|
|
@ -744,30 +737,36 @@ class LinkedSplits(QWidget):
|
|||
else:
|
||||
raise ValueError(f"Chart style {style} is currently unsupported")
|
||||
|
||||
if not _is_main:
|
||||
graphics = viz.graphics
|
||||
data_key = viz.name
|
||||
|
||||
if _is_main:
|
||||
assert style == 'ohlc_bar', 'main chart must be OHLC'
|
||||
else:
|
||||
# track by name
|
||||
self.subplots[name] = cpw
|
||||
if qframe is not None:
|
||||
self.splitter.addWidget(qframe)
|
||||
|
||||
else:
|
||||
assert style == 'bar', 'main chart must be OHLC'
|
||||
|
||||
# add to cross-hair's known plots
|
||||
# NOTE: add **AFTER** creating the underlying ``PlotItem``s
|
||||
# since we require that global (linked charts wide) axes have
|
||||
# been created!
|
||||
self.cursor.add_plot(cpw)
|
||||
if self.cursor:
|
||||
if (
|
||||
_is_main
|
||||
or style != 'ohlc_bar'
|
||||
):
|
||||
self.cursor.add_plot(cpw)
|
||||
if style != 'ohlc_bar':
|
||||
self.cursor.add_curve_cursor(cpw, graphics)
|
||||
|
||||
if self.cursor and style != 'bar':
|
||||
self.cursor.add_curve_cursor(cpw, graphics)
|
||||
|
||||
if add_label:
|
||||
self.cursor.contents_labels.add_label(
|
||||
cpw,
|
||||
data_key,
|
||||
anchor_at=anchor_at,
|
||||
)
|
||||
if add_label:
|
||||
self.cursor.contents_labels.add_label(
|
||||
cpw,
|
||||
data_key,
|
||||
anchor_at=anchor_at,
|
||||
)
|
||||
|
||||
self.resize_sidepanes()
|
||||
return cpw
|
||||
|
|
@ -797,6 +796,8 @@ class LinkedSplits(QWidget):
|
|||
self.chart.sidepane.setMinimumWidth(sp_w)
|
||||
|
||||
|
||||
# TODO: we should really drop using this type and instead just
|
||||
# write our own wrapper around `PlotItem`..
|
||||
class ChartPlotWidget(pg.PlotWidget):
|
||||
'''
|
||||
``GraphicsView`` subtype containing a single ``PlotItem``.
|
||||
|
|
@ -814,8 +815,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
sig_mouse_leave = QtCore.pyqtSignal(object)
|
||||
sig_mouse_enter = QtCore.pyqtSignal(object)
|
||||
|
||||
_l1_labels: L1Labels = None
|
||||
|
||||
mode_name: str = 'view'
|
||||
|
||||
# TODO: can take a ``background`` color setting - maybe there's
|
||||
|
|
@ -860,7 +859,12 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# source of our custom interactions
|
||||
self.cv = cv = self.mk_vb(name)
|
||||
|
||||
pi = pgo.PlotItem(viewBox=cv, **kwargs)
|
||||
pi = pgo.PlotItem(
|
||||
viewBox=cv,
|
||||
name=name,
|
||||
**kwargs,
|
||||
)
|
||||
pi.chart_widget = self
|
||||
super().__init__(
|
||||
background=hcolor(view_color),
|
||||
viewBox=cv,
|
||||
|
|
@ -890,9 +894,9 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# self.setViewportMargins(0, 0, 0, 0)
|
||||
|
||||
# registry of overlay curve names
|
||||
self._flows: dict[str, Flow] = {}
|
||||
self._vizs: dict[str, Viz] = {}
|
||||
|
||||
self._feeds: dict[Symbol, Feed] = {}
|
||||
self.feed: Feed | None = None
|
||||
|
||||
self._labels = {} # registry of underlying graphics
|
||||
self._ysticks = {} # registry of underlying graphics
|
||||
|
|
@ -903,8 +907,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# show background grid
|
||||
self.showGrid(x=False, y=True, alpha=0.3)
|
||||
|
||||
self.cv.enable_auto_yrange()
|
||||
|
||||
self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
|
||||
|
||||
# indempotent startup flag for auto-yrange subsys
|
||||
|
|
@ -913,18 +915,18 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
self._on_screen: bool = False
|
||||
|
||||
def resume_all_feeds(self):
|
||||
try:
|
||||
for feed in self._feeds.values():
|
||||
for flume in feed.flumes.values():
|
||||
self.linked.godwidget._root_n.start_soon(feed.resume)
|
||||
except RuntimeError:
|
||||
# TODO: cancel the qtractor runtime here?
|
||||
raise
|
||||
feed = self.feed
|
||||
if feed:
|
||||
try:
|
||||
self.linked.godwidget._root_n.start_soon(feed.resume)
|
||||
except RuntimeError:
|
||||
# TODO: cancel the qtractor runtime here?
|
||||
raise
|
||||
|
||||
def pause_all_feeds(self):
|
||||
for feed in self._feeds.values():
|
||||
for flume in feed.flumes.values():
|
||||
self.linked.godwidget._root_n.start_soon(feed.pause)
|
||||
feed = self.feed
|
||||
if feed:
|
||||
self.linked.godwidget._root_n.start_soon(feed.pause)
|
||||
|
||||
@property
|
||||
def view(self) -> ChartView:
|
||||
|
|
@ -933,47 +935,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
def focus(self) -> None:
|
||||
self.view.setFocus()
|
||||
|
||||
def last_bar_in_view(self) -> int:
|
||||
self._arrays[self.name][-1]['index']
|
||||
|
||||
def is_valid_index(self, index: int) -> bool:
|
||||
return index >= 0 and index < self._arrays[self.name][-1]['index']
|
||||
|
||||
def _set_xlimits(
|
||||
self,
|
||||
xfirst: int,
|
||||
xlast: int
|
||||
) -> None:
|
||||
"""Set view limits (what's shown in the main chart "pane")
|
||||
based on max/min x/y coords.
|
||||
"""
|
||||
self.setLimits(
|
||||
xMin=xfirst,
|
||||
xMax=xlast,
|
||||
minXRange=_min_points_to_show,
|
||||
)
|
||||
|
||||
def view_range(self) -> tuple[int, int]:
|
||||
vr = self.viewRect()
|
||||
return int(vr.left()), int(vr.right())
|
||||
|
||||
def bars_range(self) -> tuple[int, int, int, int]:
|
||||
'''
|
||||
Return a range tuple for the bars present in view.
|
||||
|
||||
'''
|
||||
main_flow = self._flows[self.name]
|
||||
ifirst, l, lbar, rbar, r, ilast = main_flow.datums_range()
|
||||
return l, lbar, rbar, r
|
||||
|
||||
def curve_width_pxs(
|
||||
self,
|
||||
) -> float:
|
||||
_, lbar, rbar, _ = self.bars_range()
|
||||
return self.view.mapViewToDevice(
|
||||
QLineF(lbar, 0, rbar, 0)
|
||||
).length()
|
||||
|
||||
def pre_l1_xs(self) -> tuple[float, float]:
|
||||
'''
|
||||
Return the view x-coord for the value just before
|
||||
|
|
@ -982,11 +943,16 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
|
||||
'''
|
||||
line_end, marker_right, yaxis_x = self.marker_right_points()
|
||||
view = self.view
|
||||
line = view.mapToView(
|
||||
line = self.view.mapToView(
|
||||
QLineF(line_end, 0, yaxis_x, 0)
|
||||
)
|
||||
return line.x1(), line.length()
|
||||
linex, linelen = line.x1(), line.length()
|
||||
# print(
|
||||
# f'line: {line}\n'
|
||||
# f'linex: {linex}\n'
|
||||
# f'linelen: {linelen}\n'
|
||||
# )
|
||||
return linex, linelen
|
||||
|
||||
def marker_right_points(
|
||||
self,
|
||||
|
|
@ -1004,15 +970,22 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
'''
|
||||
# TODO: compute some sensible maximum value here
|
||||
# and use a humanized scheme to limit to that length.
|
||||
l1_len = self._max_l1_line_len
|
||||
from ._l1 import L1Label
|
||||
l1_len = abs(L1Label._x_br_offset)
|
||||
ryaxis = self.getAxis('right')
|
||||
|
||||
r_axis_x = ryaxis.pos().x()
|
||||
up_to_l1_sc = r_axis_x - l1_len - 10
|
||||
|
||||
up_to_l1_sc = r_axis_x - l1_len
|
||||
marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
|
||||
line_end = marker_right - (6/16 * marker_size)
|
||||
# line_end = marker_right - (6/16 * marker_size)
|
||||
line_end = marker_right - marker_size
|
||||
|
||||
# print(
|
||||
# f'r_axis_x: {r_axis_x}\n'
|
||||
# f'up_to_l1_sc: {up_to_l1_sc}\n'
|
||||
# f'marker_right: {marker_right}\n'
|
||||
# f'line_end: {line_end}\n'
|
||||
# )
|
||||
return line_end, marker_right, r_axis_x
|
||||
|
||||
def default_view(
|
||||
|
|
@ -1026,133 +999,51 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
Set the view box to the "default" startup view of the scene.
|
||||
|
||||
'''
|
||||
flow = self._flows.get(self.name)
|
||||
if not flow:
|
||||
log.warning(f'`Flow` for {self.name} not loaded yet?')
|
||||
viz = self.get_viz(self.name)
|
||||
|
||||
if not viz:
|
||||
log.warning(f'`Viz` for {self.name} not loaded yet?')
|
||||
return
|
||||
|
||||
index = flow.shm.array['index']
|
||||
xfirst, xlast = index[0], index[-1]
|
||||
l, lbar, rbar, r = self.bars_range()
|
||||
view = self.view
|
||||
|
||||
if (
|
||||
rbar < 0
|
||||
or l < xfirst
|
||||
or l < 0
|
||||
or (rbar - lbar) < 6
|
||||
):
|
||||
# TODO: set fixed bars count on screen that approx includes as
|
||||
# many bars as possible before a downsample line is shown.
|
||||
begin = xlast - bars_from_y
|
||||
view.setXRange(
|
||||
min=begin,
|
||||
max=xlast,
|
||||
padding=0,
|
||||
)
|
||||
# re-get range
|
||||
l, lbar, rbar, r = self.bars_range()
|
||||
|
||||
# we get the L1 spread label "length" in view coords
|
||||
# terms now that we've scaled either by user control
|
||||
# or to the default set of bars as per the immediate block
|
||||
# above.
|
||||
if not y_offset:
|
||||
marker_pos, l1_len = self.pre_l1_xs()
|
||||
end = xlast + l1_len + 1
|
||||
else:
|
||||
end = xlast + y_offset + 1
|
||||
|
||||
begin = end - (r - l)
|
||||
|
||||
# for debugging
|
||||
# print(
|
||||
# # f'bars range: {brange}\n'
|
||||
# f'xlast: {xlast}\n'
|
||||
# f'marker pos: {marker_pos}\n'
|
||||
# f'l1 len: {l1_len}\n'
|
||||
# f'begin: {begin}\n'
|
||||
# f'end: {end}\n'
|
||||
# )
|
||||
|
||||
# remove any custom user yrange setttings
|
||||
if self._static_yrange == 'axis':
|
||||
self._static_yrange = None
|
||||
|
||||
view.setXRange(
|
||||
min=begin,
|
||||
max=end,
|
||||
padding=0,
|
||||
viz.default_view(
|
||||
bars_from_y,
|
||||
y_offset,
|
||||
do_ds,
|
||||
)
|
||||
|
||||
if do_ds:
|
||||
self.view.maybe_downsample_graphics()
|
||||
view._set_yrange()
|
||||
|
||||
try:
|
||||
self.linked.graphics_cycle()
|
||||
except IndexError:
|
||||
pass
|
||||
|
||||
def increment_view(
|
||||
self,
|
||||
steps: int = 1,
|
||||
datums: int = 1,
|
||||
vb: Optional[ChartView] = None,
|
||||
|
||||
) -> None:
|
||||
"""
|
||||
Increment the data view one step to the right thus "following"
|
||||
the current time slot/step/bar.
|
||||
'''
|
||||
Increment the data view ``datums``` steps toward y-axis thus
|
||||
"following" the current time slot/step/bar.
|
||||
|
||||
"""
|
||||
l, r = self.view_range()
|
||||
'''
|
||||
view = vb or self.view
|
||||
viz = self.main_viz
|
||||
l, r = viz.view_range()
|
||||
x_shift = viz.index_step() * datums
|
||||
|
||||
if datums >= 300:
|
||||
print("FUCKING FIX THE GLOBAL STEP BULLSHIT")
|
||||
# breakpoint()
|
||||
return
|
||||
|
||||
view.setXRange(
|
||||
min=l + steps,
|
||||
max=r + steps,
|
||||
min=l + x_shift,
|
||||
max=r + x_shift,
|
||||
|
||||
# TODO: holy shit, wtf dude... why tf would this not be 0 by
|
||||
# default... speechless.
|
||||
padding=0,
|
||||
)
|
||||
|
||||
def draw_ohlc(
|
||||
self,
|
||||
name: str,
|
||||
shm: ShmArray,
|
||||
|
||||
array_key: Optional[str] = None,
|
||||
|
||||
) -> (pg.GraphicsObject, str):
|
||||
'''
|
||||
Draw OHLC datums to chart.
|
||||
|
||||
'''
|
||||
graphics = BarItems(
|
||||
self.linked,
|
||||
self.plotItem,
|
||||
pen_color=self.pen_color,
|
||||
name=name,
|
||||
)
|
||||
|
||||
# adds all bar/candle graphics objects for each data point in
|
||||
# the np array buffer to be drawn on next render cycle
|
||||
self.plotItem.addItem(graphics)
|
||||
|
||||
data_key = array_key or name
|
||||
|
||||
self._flows[data_key] = Flow(
|
||||
name=name,
|
||||
plot=self.plotItem,
|
||||
_shm=shm,
|
||||
is_ohlc=True,
|
||||
graphics=graphics,
|
||||
)
|
||||
|
||||
self._add_sticky(name, bg_color='davies')
|
||||
|
||||
return graphics, data_key
|
||||
|
||||
def overlay_plotitem(
|
||||
self,
|
||||
name: str,
|
||||
|
|
@ -1172,8 +1063,8 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
raise ValueError(f'``axis_side``` must be in {allowed_sides}')
|
||||
|
||||
yaxis = PriceAxis(
|
||||
plotitem=None,
|
||||
orientation=axis_side,
|
||||
linkedsplits=self.linked,
|
||||
**axis_kwargs,
|
||||
)
|
||||
|
||||
|
|
@ -1188,6 +1079,9 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
},
|
||||
default_axes=[],
|
||||
)
|
||||
# pi.vb.background.setOpacity(0)
|
||||
yaxis.pi = pi
|
||||
pi.chart_widget = self
|
||||
pi.hideButtons()
|
||||
|
||||
# compose this new plot's graphics with the current chart's
|
||||
|
|
@ -1224,6 +1118,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
|
||||
name: str,
|
||||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
array_key: Optional[str] = None,
|
||||
overlay: bool = False,
|
||||
|
|
@ -1231,44 +1126,56 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
add_label: bool = True,
|
||||
pi: Optional[pg.PlotItem] = None,
|
||||
step_mode: bool = False,
|
||||
is_ohlc: bool = False,
|
||||
add_sticky: None | str = 'right',
|
||||
|
||||
**pdi_kwargs,
|
||||
**graphics_kwargs,
|
||||
|
||||
) -> (pg.PlotDataItem, str):
|
||||
) -> Viz:
|
||||
'''
|
||||
Draw a "curve" (line plot graphics) for the provided data in
|
||||
the input shm array ``shm``.
|
||||
|
||||
'''
|
||||
color = color or self.pen_color or 'default_light'
|
||||
pdi_kwargs.update({
|
||||
'color': color
|
||||
})
|
||||
|
||||
data_key = array_key or name
|
||||
|
||||
curve_type = {
|
||||
None: Curve,
|
||||
'step': StepCurve,
|
||||
# TODO:
|
||||
# 'bars': BarsItems
|
||||
}['step' if step_mode else None]
|
||||
|
||||
curve = curve_type(
|
||||
name=name,
|
||||
**pdi_kwargs,
|
||||
)
|
||||
|
||||
pi = pi or self.plotItem
|
||||
|
||||
self._flows[data_key] = Flow(
|
||||
name=name,
|
||||
plot=pi,
|
||||
_shm=shm,
|
||||
is_ohlc=False,
|
||||
# register curve graphics with this flow
|
||||
graphics=curve,
|
||||
if is_ohlc:
|
||||
graphics = BarItems(
|
||||
linked=self.linked,
|
||||
plotitem=pi,
|
||||
color=color,
|
||||
name=name,
|
||||
**graphics_kwargs,
|
||||
)
|
||||
|
||||
else:
|
||||
curve_type = {
|
||||
None: Curve,
|
||||
'step': StepCurve,
|
||||
# TODO:
|
||||
# 'bars': BarsItems
|
||||
}['step' if step_mode else None]
|
||||
|
||||
graphics = curve_type(
|
||||
name=name,
|
||||
color=color,
|
||||
**graphics_kwargs,
|
||||
)
|
||||
|
||||
viz = self._vizs[data_key] = Viz(
|
||||
data_key,
|
||||
pi,
|
||||
shm,
|
||||
flume,
|
||||
|
||||
is_ohlc=is_ohlc,
|
||||
# register curve graphics with this viz
|
||||
graphics=graphics,
|
||||
)
|
||||
assert isinstance(viz.shm, ShmArray)
|
||||
|
||||
# TODO: this probably needs its own method?
|
||||
if overlay:
|
||||
|
|
@ -1278,12 +1185,42 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
f'{overlay} must be from `.plotitem_overlay()`'
|
||||
)
|
||||
pi = overlay
|
||||
else:
|
||||
# anchor_at = ('top', 'left')
|
||||
|
||||
# TODO: something instead of stickies for overlays
|
||||
# (we need something that avoids clutter on x-axis).
|
||||
self._add_sticky(name, bg_color=color)
|
||||
if add_sticky:
|
||||
axis = pi.getAxis(add_sticky)
|
||||
if pi.name not in axis._stickies:
|
||||
|
||||
if pi is not self.plotItem:
|
||||
overlay = self.pi_overlay
|
||||
assert pi in overlay.overlays
|
||||
overlay_axis = overlay.get_axis(
|
||||
pi,
|
||||
add_sticky,
|
||||
)
|
||||
assert overlay_axis is axis
|
||||
|
||||
# TODO: UGH! just make this not here! we should
|
||||
# be making the sticky from code which has access
|
||||
# to the ``Symbol`` instance..
|
||||
|
||||
# if the sticky is for our symbol
|
||||
# use the tick size precision for display
|
||||
name = name or pi.name
|
||||
sym = self.linked.symbol
|
||||
digits = None
|
||||
if name == sym.key:
|
||||
digits = sym.tick_size_digits
|
||||
|
||||
# anchor_at = ('top', 'left')
|
||||
|
||||
# TODO: something instead of stickies for overlays
|
||||
# (we need something that avoids clutter on x-axis).
|
||||
axis.add_sticky(
|
||||
pi=pi,
|
||||
fg_color='black',
|
||||
# bg_color=color,
|
||||
digits=digits,
|
||||
)
|
||||
|
||||
# NOTE: this is more or less the RENDER call that tells Qt to
|
||||
# start showing the generated graphics-curves. This is kind of
|
||||
|
|
@ -1294,38 +1231,32 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# the next render cycle; just note a lot of the real-time
|
||||
# updates are implicit and require a bit of digging to
|
||||
# understand.
|
||||
pi.addItem(curve)
|
||||
pi.addItem(graphics)
|
||||
|
||||
return curve, data_key
|
||||
return viz
|
||||
|
||||
# TODO: make this a ctx mngr
|
||||
def _add_sticky(
|
||||
def draw_ohlc(
|
||||
self,
|
||||
|
||||
name: str,
|
||||
bg_color='bracket',
|
||||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
) -> YAxisLabel:
|
||||
array_key: Optional[str] = None,
|
||||
**draw_curve_kwargs,
|
||||
|
||||
# if the sticky is for our symbol
|
||||
# use the tick size precision for display
|
||||
sym = self.linked.symbol
|
||||
if name == sym.key:
|
||||
digits = sym.tick_size_digits
|
||||
else:
|
||||
digits = 2
|
||||
) -> Viz:
|
||||
'''
|
||||
Draw OHLC datums to chart.
|
||||
|
||||
# add y-axis "last" value label
|
||||
last = self._ysticks[name] = YAxisLabel(
|
||||
chart=self,
|
||||
# parent=self.getAxis('right'),
|
||||
parent=self.pi_overlay.get_axis(self.plotItem, 'right'),
|
||||
# TODO: pass this from symbol data
|
||||
digits=digits,
|
||||
opacity=1,
|
||||
bg_color=bg_color,
|
||||
'''
|
||||
return self.draw_curve(
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
array_key=array_key,
|
||||
is_ohlc=True,
|
||||
**draw_curve_kwargs,
|
||||
)
|
||||
return last
|
||||
|
||||
def update_graphics_from_flow(
|
||||
self,
|
||||
|
|
@ -1339,41 +1270,12 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
Update the named internal graphics from ``array``.
|
||||
|
||||
'''
|
||||
flow = self._flows[array_key or graphics_name]
|
||||
return flow.update_graphics(
|
||||
viz = self._vizs[array_key or graphics_name]
|
||||
return viz.update_graphics(
|
||||
array_key=array_key,
|
||||
**kwargs,
|
||||
)
|
||||
|
||||
# def _label_h(self, yhigh: float, ylow: float) -> float:
|
||||
# # compute contents label "height" in view terms
|
||||
# # to avoid having data "contents" overlap with them
|
||||
# if self._labels:
|
||||
# label = self._labels[self.name][0]
|
||||
|
||||
# rect = label.itemRect()
|
||||
# tl, br = rect.topLeft(), rect.bottomRight()
|
||||
# vb = self.plotItem.vb
|
||||
|
||||
# try:
|
||||
# # on startup labels might not yet be rendered
|
||||
# top, bottom = (vb.mapToView(tl).y(), vb.mapToView(br).y())
|
||||
|
||||
# # XXX: magic hack, how do we compute exactly?
|
||||
# label_h = (top - bottom) * 0.42
|
||||
|
||||
# except np.linalg.LinAlgError:
|
||||
# label_h = 0
|
||||
# else:
|
||||
# label_h = 0
|
||||
|
||||
# # print(f'label height {self.name}: {label_h}')
|
||||
|
||||
# if label_h > yhigh - ylow:
|
||||
# label_h = 0
|
||||
|
||||
# print(f"bounds (ylow, yhigh): {(ylow, yhigh)}")
|
||||
|
||||
# TODO: pretty sure we can just call the cursor
|
||||
# directly not? i don't wee why we need special "signal proxies"
|
||||
# for this lul..
|
||||
|
|
@ -1386,37 +1288,6 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
self.sig_mouse_leave.emit(self)
|
||||
self.scene().leaveEvent(ev)
|
||||
|
||||
def get_index(self, time: float) -> int:
|
||||
|
||||
# TODO: this should go onto some sort of
|
||||
# data-view thinger..right?
|
||||
ohlc = self._flows[self.name].shm.array
|
||||
|
||||
# XXX: not sure why the time is so off here
|
||||
# looks like we're gonna have to do some fixing..
|
||||
indexes = ohlc['time'] >= time
|
||||
|
||||
if any(indexes):
|
||||
return ohlc['index'][indexes][-1]
|
||||
else:
|
||||
return ohlc['index'][-1]
|
||||
|
||||
def in_view(
|
||||
self,
|
||||
array: np.ndarray,
|
||||
|
||||
) -> np.ndarray:
|
||||
'''
|
||||
Slice an input struct array providing only datums
|
||||
"in view" of this chart.
|
||||
|
||||
'''
|
||||
l, lbar, rbar, r = self.bars_range()
|
||||
ifirst = array[0]['index']
|
||||
# slice data by offset from the first index
|
||||
# available in the passed datum set.
|
||||
return array[lbar - ifirst:(rbar - ifirst) + 1]
|
||||
|
||||
def maxmin(
|
||||
self,
|
||||
name: Optional[str] = None,
|
||||
|
|
@ -1438,36 +1309,34 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
delayed=True,
|
||||
)
|
||||
|
||||
# TODO: here we should instead look up the ``Flow.shm.array``
|
||||
# TODO: here we should instead look up the ``Viz.shm.array``
|
||||
# and read directly from shm to avoid copying to memory first
|
||||
# and then reading it again here.
|
||||
flow_key = name or self.name
|
||||
flow = self._flows.get(flow_key)
|
||||
if (
|
||||
flow is None
|
||||
):
|
||||
log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
|
||||
viz_key = name or self.name
|
||||
viz = self._vizs.get(viz_key)
|
||||
if viz is None:
|
||||
log.error(f"viz {viz_key} doesn't exist in chart {self.name} !?")
|
||||
key = res = 0, 0
|
||||
|
||||
else:
|
||||
(
|
||||
first,
|
||||
l,
|
||||
_,
|
||||
lbar,
|
||||
rbar,
|
||||
_,
|
||||
r,
|
||||
last,
|
||||
) = bars_range or flow.datums_range()
|
||||
profiler(f'{self.name} got bars range')
|
||||
) = bars_range or viz.datums_range()
|
||||
|
||||
key = round(lbar), round(rbar)
|
||||
res = flow.maxmin(*key)
|
||||
profiler(f'{self.name} got bars range')
|
||||
key = lbar, rbar
|
||||
res = viz.maxmin(*key)
|
||||
|
||||
if (
|
||||
res is None
|
||||
):
|
||||
log.warning(
|
||||
f"{flow_key} no mxmn for bars_range => {key} !?"
|
||||
f"{viz_key} no mxmn for bars_range => {key} !?"
|
||||
)
|
||||
res = 0, 0
|
||||
if not self._on_screen:
|
||||
|
|
@ -1475,5 +1344,19 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
self._on_screen = True
|
||||
|
||||
profiler(f'yrange mxmn: {key} -> {res}')
|
||||
# print(f'{flow_key} yrange mxmn: {key} -> {res}')
|
||||
# print(f'{viz_key} yrange mxmn: {key} -> {res}')
|
||||
return res
|
||||
|
||||
def get_viz(
|
||||
self,
|
||||
key: str,
|
||||
) -> Viz:
|
||||
'''
|
||||
Try to get an underlying ``Viz`` by key.
|
||||
|
||||
'''
|
||||
return self._vizs.get(key)
|
||||
|
||||
@property
|
||||
def main_viz(self) -> Viz:
|
||||
return self.get_viz(self.name)
|
||||
|
|
|
|||
|
|
@ -71,7 +71,7 @@ class LineDot(pg.CurvePoint):
|
|||
|
||||
plot: ChartPlotWidget, # type: ingore # noqa
|
||||
pos=None,
|
||||
color: str = 'default_light',
|
||||
color: str = 'bracket',
|
||||
|
||||
) -> None:
|
||||
# scale from dpi aware font size
|
||||
|
|
@ -198,12 +198,11 @@ class ContentsLabel(pg.LabelItem):
|
|||
self,
|
||||
|
||||
name: str,
|
||||
index: int,
|
||||
ix: int,
|
||||
array: np.ndarray,
|
||||
|
||||
) -> None:
|
||||
# this being "html" is the dumbest shit :eyeroll:
|
||||
first = array[0]['index']
|
||||
|
||||
self.setText(
|
||||
"<b>i</b>:{index}<br/>"
|
||||
|
|
@ -216,7 +215,7 @@ class ContentsLabel(pg.LabelItem):
|
|||
"<b>C</b>:{}<br/>"
|
||||
"<b>V</b>:{}<br/>"
|
||||
"<b>wap</b>:{}".format(
|
||||
*array[index - first][
|
||||
*array[ix][
|
||||
[
|
||||
'time',
|
||||
'open',
|
||||
|
|
@ -228,7 +227,7 @@ class ContentsLabel(pg.LabelItem):
|
|||
]
|
||||
],
|
||||
name=name,
|
||||
index=index,
|
||||
index=ix,
|
||||
)
|
||||
)
|
||||
|
||||
|
|
@ -236,15 +235,12 @@ class ContentsLabel(pg.LabelItem):
|
|||
self,
|
||||
|
||||
name: str,
|
||||
index: int,
|
||||
ix: int,
|
||||
array: np.ndarray,
|
||||
|
||||
) -> None:
|
||||
|
||||
first = array[0]['index']
|
||||
if index < array[-1]['index'] and index > first:
|
||||
data = array[index - first][name]
|
||||
self.setText(f"{name}: {data:.2f}")
|
||||
data = array[ix][name]
|
||||
self.setText(f"{name}: {data:.2f}")
|
||||
|
||||
|
||||
class ContentsLabels:
|
||||
|
|
@ -269,17 +265,20 @@ class ContentsLabels:
|
|||
|
||||
def update_labels(
|
||||
self,
|
||||
index: int,
|
||||
x_in: int,
|
||||
|
||||
) -> None:
|
||||
for chart, name, label, update in self._labels:
|
||||
|
||||
flow = chart._flows[name]
|
||||
array = flow.shm.array
|
||||
viz = chart.get_viz(name)
|
||||
array = viz.shm.array
|
||||
index = array[viz.index_field]
|
||||
start = index[0]
|
||||
stop = index[-1]
|
||||
|
||||
if not (
|
||||
index >= 0
|
||||
and index < array[-1]['index']
|
||||
x_in >= start
|
||||
and x_in <= stop
|
||||
):
|
||||
# out of range
|
||||
print('WTF out of range?')
|
||||
|
|
@ -288,7 +287,10 @@ class ContentsLabels:
|
|||
# call provided update func with data point
|
||||
try:
|
||||
label.show()
|
||||
update(index, array)
|
||||
ix = np.searchsorted(index, x_in)
|
||||
if ix > len(array):
|
||||
breakpoint()
|
||||
update(ix, array)
|
||||
|
||||
except IndexError:
|
||||
log.exception(f"Failed to update label: {name}")
|
||||
|
|
@ -349,7 +351,7 @@ class Cursor(pg.GraphicsObject):
|
|||
# XXX: not sure why these are instance variables?
|
||||
# It's not like we can change them on the fly..?
|
||||
self.pen = pg.mkPen(
|
||||
color=hcolor('default'),
|
||||
color=hcolor('bracket'),
|
||||
style=QtCore.Qt.DashLine,
|
||||
)
|
||||
self.lines_pen = pg.mkPen(
|
||||
|
|
@ -365,7 +367,7 @@ class Cursor(pg.GraphicsObject):
|
|||
self._lw = self.pixelWidth() * self.lines_pen.width()
|
||||
|
||||
# xhair label's color name
|
||||
self.label_color: str = 'default'
|
||||
self.label_color: str = 'bracket'
|
||||
|
||||
self._y_label_update: bool = True
|
||||
|
||||
|
|
@ -418,7 +420,7 @@ class Cursor(pg.GraphicsObject):
|
|||
hl.hide()
|
||||
|
||||
yl = YAxisLabel(
|
||||
chart=plot,
|
||||
pi=plot.plotItem,
|
||||
# parent=plot.getAxis('right'),
|
||||
parent=plot.pi_overlay.get_axis(plot.plotItem, 'right'),
|
||||
digits=digits or self.digits,
|
||||
|
|
@ -482,25 +484,32 @@ class Cursor(pg.GraphicsObject):
|
|||
|
||||
def add_curve_cursor(
|
||||
self,
|
||||
plot: ChartPlotWidget, # noqa
|
||||
chart: ChartPlotWidget, # noqa
|
||||
curve: 'PlotCurveItem', # noqa
|
||||
|
||||
) -> LineDot:
|
||||
# if this plot contains curves add line dot "cursors" to denote
|
||||
# if this chart contains curves add line dot "cursors" to denote
|
||||
# the current sample under the mouse
|
||||
main_flow = plot._flows[plot.name]
|
||||
main_viz = chart.get_viz(chart.name)
|
||||
|
||||
# read out last index
|
||||
i = main_flow.shm.array[-1]['index']
|
||||
i = main_viz.shm.array[-1]['index']
|
||||
cursor = LineDot(
|
||||
curve,
|
||||
index=i,
|
||||
plot=plot
|
||||
plot=chart
|
||||
)
|
||||
plot.addItem(cursor)
|
||||
self.graphics[plot].setdefault('cursors', []).append(cursor)
|
||||
chart.addItem(cursor)
|
||||
self.graphics[chart].setdefault('cursors', []).append(cursor)
|
||||
return cursor
|
||||
|
||||
def mouseAction(self, action, plot): # noqa
|
||||
def mouseAction(
|
||||
self,
|
||||
action: str,
|
||||
plot: ChartPlotWidget,
|
||||
|
||||
) -> None: # noqa
|
||||
|
||||
log.debug(f"{(action, plot.name)}")
|
||||
if action == 'Enter':
|
||||
self.active_plot = plot
|
||||
|
|
|
|||
|
|
@ -28,10 +28,7 @@ from PyQt5.QtWidgets import QGraphicsItem
|
|||
from PyQt5.QtCore import (
|
||||
Qt,
|
||||
QLineF,
|
||||
QSizeF,
|
||||
QRectF,
|
||||
# QRect,
|
||||
QPointF,
|
||||
)
|
||||
from PyQt5.QtGui import (
|
||||
QPainter,
|
||||
|
|
@ -39,10 +36,6 @@ from PyQt5.QtGui import (
|
|||
)
|
||||
from .._profile import pg_profile_enabled, ms_slower_then
|
||||
from ._style import hcolor
|
||||
# from ._compression import (
|
||||
# # ohlc_to_m4_line,
|
||||
# ds_m4,
|
||||
# )
|
||||
from ..log import get_logger
|
||||
from .._profile import Profiler
|
||||
|
||||
|
|
@ -58,7 +51,39 @@ _line_styles: dict[str, int] = {
|
|||
}
|
||||
|
||||
|
||||
class Curve(pg.GraphicsObject):
|
||||
class FlowGraphic(pg.GraphicsObject):
|
||||
'''
|
||||
Base class with minimal interface for `QPainterPath` implemented,
|
||||
real-time updated "data flow" graphics.
|
||||
|
||||
See subtypes below.
|
||||
|
||||
'''
|
||||
# sub-type customization methods
|
||||
declare_paintables: Optional[Callable] = None
|
||||
sub_paint: Optional[Callable] = None
|
||||
|
||||
# TODO: can we remove this?
|
||||
# sub_br: Optional[Callable] = None
|
||||
|
||||
def x_uppx(self) -> int:
|
||||
|
||||
px_vecs = self.pixelVectors()[0]
|
||||
if px_vecs:
|
||||
return px_vecs.x()
|
||||
else:
|
||||
return 0
|
||||
|
||||
def x_last(self) -> float | None:
|
||||
'''
|
||||
Return the last most x value of the last line segment or if not
|
||||
drawn yet, ``None``.
|
||||
|
||||
'''
|
||||
return self._last_line.x1() if self._last_line else None
|
||||
|
||||
|
||||
class Curve(FlowGraphic):
|
||||
'''
|
||||
A faster, simpler, append friendly version of
|
||||
``pyqtgraph.PlotCurveItem`` built for highly customizable real-time
|
||||
|
|
@ -75,7 +100,7 @@ class Curve(pg.GraphicsObject):
|
|||
lower level graphics data can be rendered in different threads and
|
||||
then read and drawn in this main thread without having to worry
|
||||
about dealing with Qt's concurrency primitives. See
|
||||
``piker.ui._flows.Renderer`` for details and logic related to lower
|
||||
``piker.ui._render.Renderer`` for details and logic related to lower
|
||||
level path generation and incremental update. The main differences in
|
||||
the path generation code include:
|
||||
|
||||
|
|
@ -88,11 +113,6 @@ class Curve(pg.GraphicsObject):
|
|||
|
||||
'''
|
||||
|
||||
# sub-type customization methods
|
||||
sub_br: Optional[Callable] = None
|
||||
sub_paint: Optional[Callable] = None
|
||||
declare_paintables: Optional[Callable] = None
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
*args,
|
||||
|
|
@ -102,7 +122,6 @@ class Curve(pg.GraphicsObject):
|
|||
fill_color: Optional[str] = None,
|
||||
style: str = 'solid',
|
||||
name: Optional[str] = None,
|
||||
use_fpath: bool = True,
|
||||
|
||||
**kwargs
|
||||
|
||||
|
|
@ -117,11 +136,11 @@ class Curve(pg.GraphicsObject):
|
|||
# self._last_cap: int = 0
|
||||
self.path: Optional[QPainterPath] = None
|
||||
|
||||
# additional path used for appends which tries to avoid
|
||||
# triggering an update/redraw of the presumably larger
|
||||
# historical ``.path`` above.
|
||||
self.use_fpath = use_fpath
|
||||
self.fast_path: Optional[QPainterPath] = None
|
||||
# additional path that can be optionally used for appends which
|
||||
# tries to avoid triggering an update/redraw of the presumably
|
||||
# larger historical ``.path`` above. the flag to enable
|
||||
# this behaviour is found in `Renderer.render()`.
|
||||
self.fast_path: QPainterPath | None = None
|
||||
|
||||
# TODO: we can probably just dispense with the parent since
|
||||
# we're basically only using the pen setting now...
|
||||
|
|
@ -140,9 +159,7 @@ class Curve(pg.GraphicsObject):
|
|||
# self.last_step_pen = pg.mkPen(hcolor(color), width=2)
|
||||
self.last_step_pen = pg.mkPen(pen, width=2)
|
||||
|
||||
# self._last_line: Optional[QLineF] = None
|
||||
self._last_line = QLineF()
|
||||
self._last_w: float = 1
|
||||
self._last_line: QLineF = QLineF()
|
||||
|
||||
# flat-top style histogram-like discrete curve
|
||||
# self._step_mode: bool = step_mode
|
||||
|
|
@ -163,51 +180,19 @@ class Curve(pg.GraphicsObject):
|
|||
# endpoint (something we saw on trade rate curves)
|
||||
self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# XXX: see explanation for different caching modes:
|
||||
# https://stackoverflow.com/a/39410081
|
||||
# seems to only be useful if we don't re-generate the entire
|
||||
# QPainterPath every time
|
||||
# curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
# XXX-NOTE-XXX: graphics caching.
|
||||
# see explanation for different caching modes:
|
||||
# https://stackoverflow.com/a/39410081 seems to only be useful
|
||||
# if we don't re-generate the entire QPainterPath every time
|
||||
# don't ever use this - it's a colossal nightmare of artefacts
|
||||
# and is disastrous for performance.
|
||||
# curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
|
||||
|
||||
# allow sub-type customization
|
||||
declare = self.declare_paintables
|
||||
if declare:
|
||||
declare()
|
||||
|
||||
# TODO: probably stick this in a new parent
|
||||
# type which will contain our own version of
|
||||
# what ``PlotCurveItem`` had in terms of base
|
||||
# functionality? A `FlowGraphic` maybe?
|
||||
def x_uppx(self) -> int:
|
||||
|
||||
px_vecs = self.pixelVectors()[0]
|
||||
if px_vecs:
|
||||
xs_in_px = px_vecs.x()
|
||||
return round(xs_in_px)
|
||||
else:
|
||||
return 0
|
||||
|
||||
def px_width(self) -> float:
|
||||
|
||||
vb = self.getViewBox()
|
||||
if not vb:
|
||||
return 0
|
||||
|
||||
vr = self.viewRect()
|
||||
l, r = int(vr.left()), int(vr.right())
|
||||
|
||||
start, stop = self._xrange
|
||||
lbar = max(l, start)
|
||||
rbar = min(r, stop)
|
||||
|
||||
return vb.mapViewToDevice(
|
||||
QLineF(lbar, 0, rbar, 0)
|
||||
).length()
|
||||
|
||||
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
|
||||
# our `LineDot`) required ``.getData()`` to work..
|
||||
def getData(self):
|
||||
|
|
@ -231,8 +216,8 @@ class Curve(pg.GraphicsObject):
|
|||
self.path.clear()
|
||||
|
||||
if self.fast_path:
|
||||
# self.fast_path.clear()
|
||||
self.fast_path = None
|
||||
self.fast_path.clear()
|
||||
# self.fast_path = None
|
||||
|
||||
@cm
|
||||
def reset_cache(self) -> None:
|
||||
|
|
@ -252,77 +237,65 @@ class Curve(pg.GraphicsObject):
|
|||
self.boundingRect = self._path_br
|
||||
return self._path_br()
|
||||
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
def _path_br(self):
|
||||
'''
|
||||
Post init ``.boundingRect()```.
|
||||
|
||||
'''
|
||||
# hb = self.path.boundingRect()
|
||||
hb = self.path.controlPointRect()
|
||||
hb_size = hb.size()
|
||||
|
||||
fp = self.fast_path
|
||||
if fp:
|
||||
fhb = fp.controlPointRect()
|
||||
hb_size = fhb.size() + hb_size
|
||||
|
||||
# print(f'hb_size: {hb_size}')
|
||||
|
||||
# if self._last_step_rect:
|
||||
# hb_size += self._last_step_rect.size()
|
||||
|
||||
# if self._line:
|
||||
# br = self._last_step_rect.bottomRight()
|
||||
|
||||
# tl = QPointF(
|
||||
# # self._vr[0],
|
||||
# # hb.topLeft().y(),
|
||||
# # 0,
|
||||
# # hb_size.height() + 1
|
||||
# profiler = Profiler(
|
||||
# msg=f'Curve.boundingRect(): `{self._name}`',
|
||||
# disabled=not pg_profile_enabled(),
|
||||
# ms_threshold=ms_slower_then,
|
||||
# )
|
||||
|
||||
# br = self._last_step_rect.bottomRight()
|
||||
|
||||
w = hb_size.width()
|
||||
h = hb_size.height()
|
||||
|
||||
sbr = self.sub_br
|
||||
if sbr:
|
||||
w, h = self.sub_br(w, h)
|
||||
else:
|
||||
# assume plain line graphic and use
|
||||
# default unit step in each direction.
|
||||
|
||||
# only on a plane line do we include
|
||||
# and extra index step's worth of width
|
||||
# since in the step case the end of the curve
|
||||
# actually terminates earlier so we don't need
|
||||
# this for the last step.
|
||||
w += self._last_w
|
||||
# ll = self._last_line
|
||||
h += 1 # ll.y2() - ll.y1()
|
||||
|
||||
# br = QPointF(
|
||||
# self._vr[-1],
|
||||
# # tl.x() + w,
|
||||
# tl.y() + h,
|
||||
# )
|
||||
|
||||
br = QRectF(
|
||||
|
||||
# top left
|
||||
# hb.topLeft()
|
||||
# tl,
|
||||
QPointF(hb.topLeft()),
|
||||
|
||||
# br,
|
||||
# total size
|
||||
# QSizeF(hb_size)
|
||||
# hb_size,
|
||||
QSizeF(w, h)
|
||||
pr = self.path.controlPointRect()
|
||||
hb_tl, hb_br = (
|
||||
pr.topLeft(),
|
||||
pr.bottomRight(),
|
||||
)
|
||||
mn_y = hb_tl.y()
|
||||
mx_y = hb_br.y()
|
||||
most_left = hb_tl.x()
|
||||
most_right = hb_br.x()
|
||||
# profiler('calc path vertices')
|
||||
|
||||
# TODO: if/when we get fast path appends working in the
|
||||
# `Renderer`, then we might need to actually use this..
|
||||
# fp = self.fast_path
|
||||
# if fp:
|
||||
# fhb = fp.controlPointRect()
|
||||
# # hb_size = fhb.size() + hb_size
|
||||
# br = pr.united(fhb)
|
||||
|
||||
# XXX: *was* a way to allow sub-types to extend the
|
||||
# boundingrect calc, but in the one use case for a step curve
|
||||
# doesn't seem like we need it as long as the last line segment
|
||||
# is drawn as it is?
|
||||
|
||||
# sbr = self.sub_br
|
||||
# if sbr:
|
||||
# # w, h = self.sub_br(w, h)
|
||||
# sub_br = sbr()
|
||||
# br = br.united(sub_br)
|
||||
|
||||
# assume plain line graphic and use
|
||||
# default unit step in each direction.
|
||||
ll = self._last_line
|
||||
y1, y2 = ll.y1(), ll.y2()
|
||||
x1, x2 = ll.x1(), ll.x2()
|
||||
|
||||
ymn = min(y1, y2, mn_y)
|
||||
ymx = max(y1, y2, mx_y)
|
||||
most_left = min(x1, x2, most_left)
|
||||
most_right = max(x1, x2, most_right)
|
||||
# profiler('calc last line vertices')
|
||||
|
||||
return QRectF(
|
||||
most_left,
|
||||
ymn,
|
||||
most_right - most_left + 1,
|
||||
ymx,
|
||||
)
|
||||
# print(f'bounding rect: {br}')
|
||||
return br
|
||||
|
||||
def paint(
|
||||
self,
|
||||
|
|
@ -340,7 +313,7 @@ class Curve(pg.GraphicsObject):
|
|||
|
||||
sub_paint = self.sub_paint
|
||||
if sub_paint:
|
||||
sub_paint(p, profiler)
|
||||
sub_paint(p)
|
||||
|
||||
p.setPen(self.last_step_pen)
|
||||
p.drawLine(self._last_line)
|
||||
|
|
@ -374,22 +347,30 @@ class Curve(pg.GraphicsObject):
|
|||
self,
|
||||
path: QPainterPath,
|
||||
src_data: np.ndarray,
|
||||
render_data: np.ndarray,
|
||||
reset: bool,
|
||||
array_key: str,
|
||||
index_field: str,
|
||||
|
||||
) -> None:
|
||||
# default line draw last call
|
||||
# with self.reset_cache():
|
||||
x = render_data['index']
|
||||
y = render_data[array_key]
|
||||
x = src_data[index_field]
|
||||
y = src_data[array_key]
|
||||
|
||||
x_last = x[-1]
|
||||
x_2last = x[-2]
|
||||
|
||||
# draw the "current" step graphic segment so it
|
||||
# lines up with the "middle" of the current
|
||||
# (OHLC) sample.
|
||||
self._last_line = QLineF(
|
||||
x[-2], y[-2],
|
||||
x[-1], y[-1],
|
||||
|
||||
# NOTE: currently we draw in x-domain
|
||||
# from last datum to current such that
|
||||
# the end of line touches the "beginning"
|
||||
# of the current datum step span.
|
||||
x_2last , y[-2],
|
||||
x_last, y[-1],
|
||||
)
|
||||
|
||||
return x, y
|
||||
|
|
@ -405,13 +386,13 @@ class FlattenedOHLC(Curve):
|
|||
self,
|
||||
path: QPainterPath,
|
||||
src_data: np.ndarray,
|
||||
render_data: np.ndarray,
|
||||
reset: bool,
|
||||
array_key: str,
|
||||
index_field: str,
|
||||
|
||||
) -> None:
|
||||
lasts = src_data[-2:]
|
||||
x = lasts['index']
|
||||
x = lasts[index_field]
|
||||
y = lasts['close']
|
||||
|
||||
# draw the "current" step graphic segment so it
|
||||
|
|
@ -435,9 +416,9 @@ class StepCurve(Curve):
|
|||
self,
|
||||
path: QPainterPath,
|
||||
src_data: np.ndarray,
|
||||
render_data: np.ndarray,
|
||||
reset: bool,
|
||||
array_key: str,
|
||||
index_field: str,
|
||||
|
||||
w: float = 0.5,
|
||||
|
||||
|
|
@ -446,40 +427,31 @@ class StepCurve(Curve):
|
|||
# TODO: remove this and instead place all step curve
|
||||
# updating into pre-path data render callbacks.
|
||||
# full input data
|
||||
x = src_data['index']
|
||||
x = src_data[index_field]
|
||||
y = src_data[array_key]
|
||||
|
||||
x_last = x[-1]
|
||||
x_2last = x[-2]
|
||||
y_last = y[-1]
|
||||
step_size = x_last - x_2last
|
||||
|
||||
# lol, commenting this makes step curves
|
||||
# all "black" for me :eyeroll:..
|
||||
self._last_line = QLineF(
|
||||
x_last - w, 0,
|
||||
x_last + w, 0,
|
||||
x_2last, 0,
|
||||
x_last, 0,
|
||||
)
|
||||
self._last_step_rect = QRectF(
|
||||
x_last - w, 0,
|
||||
x_last + w, y_last,
|
||||
x_last, 0,
|
||||
step_size, y_last,
|
||||
)
|
||||
return x, y
|
||||
|
||||
def sub_paint(
|
||||
self,
|
||||
p: QPainter,
|
||||
profiler: Profiler,
|
||||
|
||||
) -> None:
|
||||
# p.drawLines(*tuple(filter(bool, self._last_step_lines)))
|
||||
# p.drawRect(self._last_step_rect)
|
||||
p.fillRect(self._last_step_rect, self._brush)
|
||||
profiler('.fillRect()')
|
||||
|
||||
def sub_br(
|
||||
self,
|
||||
path_w: float,
|
||||
path_h: float,
|
||||
|
||||
) -> (float, float):
|
||||
# passthrough
|
||||
return path_w, path_h
|
||||
|
|
|
|||
File diff suppressed because it is too large
Load Diff
1745
piker/ui/_display.py
1745
piker/ui/_display.py
File diff suppressed because it is too large
Load Diff
|
|
@ -377,7 +377,7 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
|||
nbars = ixmx - ixmn + 1
|
||||
|
||||
chart = self._chart
|
||||
data = chart._flows[chart.name].shm.array[ixmn:ixmx]
|
||||
data = chart.get_viz(chart.name).shm.array[ixmn:ixmx]
|
||||
|
||||
if len(data):
|
||||
std = data['close'].std()
|
||||
|
|
|
|||
1268
piker/ui/_flows.py
1268
piker/ui/_flows.py
File diff suppressed because it is too large
Load Diff
204
piker/ui/_fsp.py
204
piker/ui/_fsp.py
|
|
@ -42,6 +42,8 @@ from ..data._sharedmem import (
|
|||
_Token,
|
||||
try_read,
|
||||
)
|
||||
from ..data.feed import Flume
|
||||
from ..data._source import Symbol
|
||||
from ._chart import (
|
||||
ChartPlotWidget,
|
||||
LinkedSplits,
|
||||
|
|
@ -51,7 +53,10 @@ from ._forms import (
|
|||
mk_form,
|
||||
open_form_input_handling,
|
||||
)
|
||||
from ..fsp._api import maybe_mk_fsp_shm, Fsp
|
||||
from ..fsp._api import (
|
||||
maybe_mk_fsp_shm,
|
||||
Fsp,
|
||||
)
|
||||
from ..fsp import cascade
|
||||
from ..fsp._volume import (
|
||||
# tina_vwap,
|
||||
|
|
@ -74,14 +79,14 @@ def has_vlm(ohlcv: ShmArray) -> bool:
|
|||
|
||||
def update_fsp_chart(
|
||||
chart: ChartPlotWidget,
|
||||
flow,
|
||||
viz,
|
||||
graphics_name: str,
|
||||
array_key: Optional[str],
|
||||
**kwargs,
|
||||
|
||||
) -> None:
|
||||
|
||||
shm = flow.shm
|
||||
shm = viz.shm
|
||||
if not shm:
|
||||
return
|
||||
|
||||
|
|
@ -107,7 +112,8 @@ def update_fsp_chart(
|
|||
# sub-charts reference it under different 'named charts'.
|
||||
|
||||
# read from last calculated value and update any label
|
||||
last_val_sticky = chart._ysticks.get(graphics_name)
|
||||
last_val_sticky = chart.plotItem.getAxis(
|
||||
'right')._stickies.get(graphics_name)
|
||||
if last_val_sticky:
|
||||
last = last_row[array_key]
|
||||
last_val_sticky.update_from_data(-1, last)
|
||||
|
|
@ -208,7 +214,7 @@ async def open_fsp_actor_cluster(
|
|||
async def run_fsp_ui(
|
||||
|
||||
linkedsplits: LinkedSplits,
|
||||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
started: trio.Event,
|
||||
target: Fsp,
|
||||
conf: dict[str, dict],
|
||||
|
|
@ -245,9 +251,11 @@ async def run_fsp_ui(
|
|||
else:
|
||||
chart = linkedsplits.subplots[overlay_with]
|
||||
|
||||
shm = flume.rt_shm
|
||||
chart.draw_curve(
|
||||
name=name,
|
||||
shm=shm,
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
overlay=True,
|
||||
color='default_light',
|
||||
array_key=name,
|
||||
|
|
@ -257,8 +265,9 @@ async def run_fsp_ui(
|
|||
else:
|
||||
# create a new sub-chart widget for this fsp
|
||||
chart = linkedsplits.add_plot(
|
||||
name=name,
|
||||
shm=shm,
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
|
||||
array_key=name,
|
||||
sidepane=sidepane,
|
||||
|
|
@ -280,7 +289,7 @@ async def run_fsp_ui(
|
|||
# first UI update, usually from shm pushed history
|
||||
update_fsp_chart(
|
||||
chart,
|
||||
chart._flows[array_key],
|
||||
chart.get_viz(array_key),
|
||||
name,
|
||||
array_key=array_key,
|
||||
)
|
||||
|
|
@ -348,6 +357,9 @@ async def run_fsp_ui(
|
|||
# last = time.time()
|
||||
|
||||
|
||||
# TODO: maybe this should be our ``Viz`` type since it maps
|
||||
# one flume to the next? The machinery for task/actor mgmt should
|
||||
# be part of the instantiation API?
|
||||
class FspAdmin:
|
||||
'''
|
||||
Client API for orchestrating FSP actors and displaying
|
||||
|
|
@ -359,7 +371,7 @@ class FspAdmin:
|
|||
tn: trio.Nursery,
|
||||
cluster: dict[str, tractor.Portal],
|
||||
linked: LinkedSplits,
|
||||
src_shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
) -> None:
|
||||
self.tn = tn
|
||||
|
|
@ -371,7 +383,11 @@ class FspAdmin:
|
|||
tuple[tractor.MsgStream, ShmArray]
|
||||
] = {}
|
||||
self._flow_registry: dict[_Token, str] = {}
|
||||
self.src_shm = src_shm
|
||||
|
||||
# TODO: make this a `.src_flume` and add
|
||||
# a `dst_flume`?
|
||||
# (=> but then wouldn't this be the most basic `Viz`?)
|
||||
self.flume = flume
|
||||
|
||||
def rr_next_portal(self) -> tractor.Portal:
|
||||
name, portal = next(self._rr_next_actor)
|
||||
|
|
@ -384,7 +400,7 @@ class FspAdmin:
|
|||
complete: trio.Event,
|
||||
started: trio.Event,
|
||||
fqsn: str,
|
||||
dst_shm: ShmArray,
|
||||
dst_fsp_flume: Flume,
|
||||
conf: dict,
|
||||
target: Fsp,
|
||||
loglevel: str,
|
||||
|
|
@ -405,9 +421,10 @@ class FspAdmin:
|
|||
# data feed key
|
||||
fqsn=fqsn,
|
||||
|
||||
# TODO: pass `Flume.to_msg()`s here?
|
||||
# mems
|
||||
src_shm_token=self.src_shm.token,
|
||||
dst_shm_token=dst_shm.token,
|
||||
src_shm_token=self.flume.rt_shm.token,
|
||||
dst_shm_token=dst_fsp_flume.rt_shm.token,
|
||||
|
||||
# target
|
||||
ns_path=ns_path,
|
||||
|
|
@ -424,12 +441,14 @@ class FspAdmin:
|
|||
ctx.open_stream() as stream,
|
||||
):
|
||||
|
||||
dst_fsp_flume.stream: tractor.MsgStream = stream
|
||||
|
||||
# register output data
|
||||
self._registry[
|
||||
(fqsn, ns_path)
|
||||
] = (
|
||||
stream,
|
||||
dst_shm,
|
||||
dst_fsp_flume.rt_shm,
|
||||
complete
|
||||
)
|
||||
|
||||
|
|
@ -464,9 +483,9 @@ class FspAdmin:
|
|||
worker_name: Optional[str] = None,
|
||||
loglevel: str = 'info',
|
||||
|
||||
) -> (ShmArray, trio.Event):
|
||||
) -> (Flume, trio.Event):
|
||||
|
||||
fqsn = self.linked.symbol.front_fqsn()
|
||||
fqsn = self.flume.symbol.fqsn
|
||||
|
||||
# allocate an output shm array
|
||||
key, dst_shm, opened = maybe_mk_fsp_shm(
|
||||
|
|
@ -474,8 +493,28 @@ class FspAdmin:
|
|||
target=target,
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
portal = self.cluster.get(worker_name) or self.rr_next_portal()
|
||||
provider_tag = portal.channel.uid
|
||||
|
||||
symbol = Symbol(
|
||||
key=key,
|
||||
broker_info={
|
||||
provider_tag: {'asset_type': 'fsp'},
|
||||
},
|
||||
)
|
||||
dst_fsp_flume = Flume(
|
||||
symbol=symbol,
|
||||
_rt_shm_token=dst_shm.token,
|
||||
first_quote={},
|
||||
|
||||
# set to 0 presuming for now that we can't load
|
||||
# FSP history (though we should eventually).
|
||||
izero_hist=0,
|
||||
izero_rt=0,
|
||||
)
|
||||
self._flow_registry[(
|
||||
self.src_shm._token,
|
||||
self.flume.rt_shm._token,
|
||||
target.name
|
||||
)] = dst_shm._token
|
||||
|
||||
|
|
@ -484,7 +523,6 @@ class FspAdmin:
|
|||
# f'Already started FSP `{fqsn}:{func_name}`'
|
||||
# )
|
||||
|
||||
portal = self.cluster.get(worker_name) or self.rr_next_portal()
|
||||
complete = trio.Event()
|
||||
started = trio.Event()
|
||||
self.tn.start_soon(
|
||||
|
|
@ -493,13 +531,13 @@ class FspAdmin:
|
|||
complete,
|
||||
started,
|
||||
fqsn,
|
||||
dst_shm,
|
||||
dst_fsp_flume,
|
||||
conf,
|
||||
target,
|
||||
loglevel,
|
||||
)
|
||||
|
||||
return dst_shm, started
|
||||
return dst_fsp_flume, started
|
||||
|
||||
async def open_fsp_chart(
|
||||
self,
|
||||
|
|
@ -511,7 +549,7 @@ class FspAdmin:
|
|||
|
||||
) -> (trio.Event, ChartPlotWidget):
|
||||
|
||||
shm, started = await self.start_engine_task(
|
||||
flume, started = await self.start_engine_task(
|
||||
target,
|
||||
conf,
|
||||
loglevel,
|
||||
|
|
@ -523,7 +561,7 @@ class FspAdmin:
|
|||
run_fsp_ui,
|
||||
|
||||
self.linked,
|
||||
shm,
|
||||
flume,
|
||||
started,
|
||||
target,
|
||||
|
||||
|
|
@ -537,7 +575,7 @@ class FspAdmin:
|
|||
@acm
|
||||
async def open_fsp_admin(
|
||||
linked: LinkedSplits,
|
||||
src_shm: ShmArray,
|
||||
flume: Flume,
|
||||
**kwargs,
|
||||
|
||||
) -> AsyncGenerator[dict, dict[str, tractor.Portal]]:
|
||||
|
|
@ -558,7 +596,7 @@ async def open_fsp_admin(
|
|||
tn,
|
||||
cluster_map,
|
||||
linked,
|
||||
src_shm,
|
||||
flume,
|
||||
)
|
||||
try:
|
||||
yield admin
|
||||
|
|
@ -572,7 +610,7 @@ async def open_fsp_admin(
|
|||
async def open_vlm_displays(
|
||||
|
||||
linked: LinkedSplits,
|
||||
ohlcv: ShmArray,
|
||||
flume: Flume,
|
||||
dvlm: bool = True,
|
||||
|
||||
task_status: TaskStatus[ChartPlotWidget] = trio.TASK_STATUS_IGNORED,
|
||||
|
|
@ -594,6 +632,8 @@ async def open_vlm_displays(
|
|||
sig = inspect.signature(flow_rates.func)
|
||||
params = sig.parameters
|
||||
|
||||
ohlcv: ShmArray = flume.rt_shm
|
||||
|
||||
async with (
|
||||
open_fsp_sidepane(
|
||||
linked, {
|
||||
|
|
@ -613,7 +653,7 @@ async def open_vlm_displays(
|
|||
}
|
||||
},
|
||||
) as sidepane,
|
||||
open_fsp_admin(linked, ohlcv) as admin,
|
||||
open_fsp_admin(linked, flume) as admin,
|
||||
):
|
||||
# TODO: support updates
|
||||
# period_field = sidepane.fields['period']
|
||||
|
|
@ -621,14 +661,21 @@ async def open_vlm_displays(
|
|||
# str(period_param.default)
|
||||
# )
|
||||
|
||||
# use slightly less light (then bracket) gray
|
||||
# for volume from "main exchange" and a more "bluey"
|
||||
# gray for "dark" vlm.
|
||||
vlm_color = 'i3'
|
||||
dark_vlm_color = 'charcoal'
|
||||
|
||||
# built-in vlm which we plot ASAP since it's
|
||||
# usually data provided directly with OHLC history.
|
||||
shm = ohlcv
|
||||
ohlc_chart = linked.chart
|
||||
|
||||
chart = linked.add_plot(
|
||||
vlm_chart = linked.add_plot(
|
||||
name='volume',
|
||||
shm=shm,
|
||||
flume=flume,
|
||||
|
||||
array_key='volume',
|
||||
sidepane=sidepane,
|
||||
|
|
@ -641,8 +688,12 @@ async def open_vlm_displays(
|
|||
# the curve item internals are pretty convoluted.
|
||||
style='step',
|
||||
)
|
||||
vlm_chart.view.enable_auto_yrange()
|
||||
|
||||
# back-link the volume chart to trigger y-autoranging
|
||||
# in the ohlc (parent) chart.
|
||||
ohlc_chart.view.enable_auto_yrange(
|
||||
src_vb=chart.view,
|
||||
src_vb=vlm_chart.view,
|
||||
)
|
||||
|
||||
# force 0 to always be in view
|
||||
|
|
@ -651,7 +702,7 @@ async def open_vlm_displays(
|
|||
|
||||
) -> tuple[float, float]:
|
||||
'''
|
||||
Flows "group" maxmin loop; assumes all named flows
|
||||
Viz "group" maxmin loop; assumes all named flows
|
||||
are in the same co-domain and thus can be sorted
|
||||
as one set.
|
||||
|
||||
|
|
@ -664,7 +715,7 @@ async def open_vlm_displays(
|
|||
'''
|
||||
mx = 0
|
||||
for name in names:
|
||||
ymn, ymx = chart.maxmin(name=name)
|
||||
ymn, ymx = vlm_chart.maxmin(name=name)
|
||||
mx = max(mx, ymx)
|
||||
|
||||
return 0, mx
|
||||
|
|
@ -672,40 +723,40 @@ async def open_vlm_displays(
|
|||
# TODO: fix the x-axis label issue where if you put
|
||||
# the axis on the left it's totally not lined up...
|
||||
# show volume units value on LHS (for dinkus)
|
||||
# chart.hideAxis('right')
|
||||
# chart.showAxis('left')
|
||||
# vlm_chart.hideAxis('right')
|
||||
# vlm_chart.showAxis('left')
|
||||
|
||||
# send back new chart to caller
|
||||
task_status.started(chart)
|
||||
task_status.started(vlm_chart)
|
||||
|
||||
# should **not** be the same sub-chart widget
|
||||
assert chart.name != linked.chart.name
|
||||
assert vlm_chart.name != linked.chart.name
|
||||
|
||||
# sticky only on sub-charts atm
|
||||
last_val_sticky = chart._ysticks[chart.name]
|
||||
last_val_sticky = vlm_chart.plotItem.getAxis(
|
||||
'right')._stickies.get(vlm_chart.name)
|
||||
|
||||
# read from last calculated value
|
||||
value = shm.array['volume'][-1]
|
||||
|
||||
last_val_sticky.update_from_data(-1, value)
|
||||
|
||||
vlm_curve = chart.update_graphics_from_flow(
|
||||
vlm_curve = vlm_chart.update_graphics_from_flow(
|
||||
'volume',
|
||||
# shm.array,
|
||||
)
|
||||
|
||||
# size view to data once at outset
|
||||
chart.view._set_yrange()
|
||||
vlm_chart.view._set_yrange()
|
||||
|
||||
# add axis title
|
||||
axis = chart.getAxis('right')
|
||||
axis = vlm_chart.getAxis('right')
|
||||
axis.set_title(' vlm')
|
||||
|
||||
if dvlm:
|
||||
|
||||
tasks_ready = []
|
||||
# spawn and overlay $ vlm on the same subchart
|
||||
dvlm_shm, started = await admin.start_engine_task(
|
||||
dvlm_flume, started = await admin.start_engine_task(
|
||||
dolla_vlm,
|
||||
|
||||
{ # fsp engine conf
|
||||
|
|
@ -724,7 +775,7 @@ async def open_vlm_displays(
|
|||
# FIXME: we should error on starting the same fsp right
|
||||
# since it might collide with existing shm.. or wait we
|
||||
# had this before??
|
||||
# dolla_vlm,
|
||||
# dolla_vlm
|
||||
|
||||
tasks_ready.append(started)
|
||||
# profiler(f'created shm for fsp actor: {display_name}')
|
||||
|
|
@ -738,22 +789,27 @@ async def open_vlm_displays(
|
|||
# XXX: the main chart already contains a vlm "units" axis
|
||||
# so here we add an overlay wth a y-range in
|
||||
# $ liquidity-value units (normally a fiat like USD).
|
||||
dvlm_pi = chart.overlay_plotitem(
|
||||
dvlm_pi = vlm_chart.overlay_plotitem(
|
||||
'dolla_vlm',
|
||||
index=0, # place axis on inside (nearest to chart)
|
||||
|
||||
axis_title=' $vlm',
|
||||
axis_side='right',
|
||||
axis_side='left',
|
||||
|
||||
axis_kwargs={
|
||||
'typical_max_str': ' 100.0 M ',
|
||||
'formatter': partial(
|
||||
humanize,
|
||||
digits=2,
|
||||
),
|
||||
'text_color': vlm_color,
|
||||
},
|
||||
)
|
||||
|
||||
dvlm_pi.hideAxis('left')
|
||||
# TODO: should this maybe be implicit based on input args to
|
||||
# `.overlay_plotitem()` above?
|
||||
dvlm_pi.hideAxis('bottom')
|
||||
|
||||
# all to be overlayed curve names
|
||||
fields = [
|
||||
'dolla_vlm',
|
||||
|
|
@ -778,17 +834,12 @@ async def open_vlm_displays(
|
|||
# add custom auto range handler
|
||||
dvlm_pi.vb._maxmin = group_mxmn
|
||||
|
||||
# use slightly less light (then bracket) gray
|
||||
# for volume from "main exchange" and a more "bluey"
|
||||
# gray for "dark" vlm.
|
||||
vlm_color = 'i3'
|
||||
dark_vlm_color = 'charcoal'
|
||||
|
||||
# add dvlm (step) curves to common view
|
||||
def chart_curves(
|
||||
names: list[str],
|
||||
pi: pg.PlotItem,
|
||||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
step_mode: bool = False,
|
||||
style: str = 'solid',
|
||||
|
||||
|
|
@ -802,9 +853,13 @@ async def open_vlm_displays(
|
|||
else:
|
||||
color = 'bracket'
|
||||
|
||||
curve, _ = chart.draw_curve(
|
||||
name=name,
|
||||
shm=shm,
|
||||
assert isinstance(shm, ShmArray)
|
||||
assert isinstance(flume, Flume)
|
||||
|
||||
viz = vlm_chart.draw_curve(
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
array_key=name,
|
||||
overlay=pi,
|
||||
color=color,
|
||||
|
|
@ -812,29 +867,24 @@ async def open_vlm_displays(
|
|||
style=style,
|
||||
pi=pi,
|
||||
)
|
||||
|
||||
# TODO: we need a better API to do this..
|
||||
# specially store ref to shm for lookup in display loop
|
||||
# since only a placeholder of `None` is entered in
|
||||
# ``.draw_curve()``.
|
||||
flow = chart._flows[name]
|
||||
assert flow.plot is pi
|
||||
assert viz.plot is pi
|
||||
|
||||
chart_curves(
|
||||
fields,
|
||||
dvlm_pi,
|
||||
dvlm_shm,
|
||||
dvlm_flume.rt_shm,
|
||||
dvlm_flume,
|
||||
step_mode=True,
|
||||
)
|
||||
|
||||
# spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
|
||||
# up since this one depends on it.
|
||||
|
||||
fr_shm, started = await admin.start_engine_task(
|
||||
fr_flume, started = await admin.start_engine_task(
|
||||
flow_rates,
|
||||
{ # fsp engine conf
|
||||
'func_name': 'flow_rates',
|
||||
'zero_on_step': False,
|
||||
'zero_on_step': True,
|
||||
},
|
||||
# loglevel,
|
||||
)
|
||||
|
|
@ -843,7 +893,7 @@ async def open_vlm_displays(
|
|||
# chart_curves(
|
||||
# dvlm_rate_fields,
|
||||
# dvlm_pi,
|
||||
# fr_shm,
|
||||
# fr_flume.rt_shm,
|
||||
# )
|
||||
|
||||
# TODO: is there a way to "sync" the dual axes such that only
|
||||
|
|
@ -852,24 +902,24 @@ async def open_vlm_displays(
|
|||
# displayed and the curves are effectively the same minus
|
||||
# liquidity events (well at least on low OHLC periods - 1s).
|
||||
vlm_curve.hide()
|
||||
chart.removeItem(vlm_curve)
|
||||
vflow = chart._flows['volume']
|
||||
vflow.render = False
|
||||
vlm_chart.removeItem(vlm_curve)
|
||||
vlm_viz = vlm_chart._vizs['volume']
|
||||
vlm_viz.render = False
|
||||
|
||||
# avoid range sorting on volume once disabled
|
||||
chart.view.disable_auto_yrange()
|
||||
vlm_chart.view.disable_auto_yrange()
|
||||
|
||||
# Trade rate overlay
|
||||
# XXX: requires an additional overlay for
|
||||
# a trades-per-period (time) y-range.
|
||||
tr_pi = chart.overlay_plotitem(
|
||||
tr_pi = vlm_chart.overlay_plotitem(
|
||||
'trade_rates',
|
||||
|
||||
# TODO: dynamically update period (and thus this axis?)
|
||||
# title from user input.
|
||||
axis_title='clears',
|
||||
|
||||
axis_side='left',
|
||||
|
||||
axis_kwargs={
|
||||
'typical_max_str': ' 10.0 M ',
|
||||
'formatter': partial(
|
||||
|
|
@ -891,7 +941,8 @@ async def open_vlm_displays(
|
|||
chart_curves(
|
||||
trade_rate_fields,
|
||||
tr_pi,
|
||||
fr_shm,
|
||||
fr_flume.rt_shm,
|
||||
fr_flume,
|
||||
# step_mode=True,
|
||||
|
||||
# dashed line to represent "individual trades" being
|
||||
|
|
@ -925,7 +976,7 @@ async def open_vlm_displays(
|
|||
async def start_fsp_displays(
|
||||
|
||||
linked: LinkedSplits,
|
||||
ohlcv: ShmArray,
|
||||
flume: Flume,
|
||||
group_status_key: str,
|
||||
loglevel: str,
|
||||
|
||||
|
|
@ -968,7 +1019,10 @@ async def start_fsp_displays(
|
|||
async with (
|
||||
|
||||
# NOTE: this admin internally opens an actor cluster
|
||||
open_fsp_admin(linked, ohlcv) as admin,
|
||||
open_fsp_admin(
|
||||
linked,
|
||||
flume,
|
||||
) as admin,
|
||||
):
|
||||
statuses = []
|
||||
for target, conf in fsp_conf.items():
|
||||
|
|
|
|||
|
|
@ -76,7 +76,6 @@ async def handle_viewmode_kb_inputs(
|
|||
pressed: set[str] = set()
|
||||
|
||||
last = time.time()
|
||||
trigger_mode: str
|
||||
action: str
|
||||
|
||||
on_next_release: Optional[Callable] = None
|
||||
|
|
@ -468,7 +467,6 @@ class ChartView(ViewBox):
|
|||
self,
|
||||
ev,
|
||||
axis=None,
|
||||
# relayed_from: ChartView = None,
|
||||
):
|
||||
'''
|
||||
Override "center-point" location for scrolling.
|
||||
|
|
@ -483,7 +481,6 @@ class ChartView(ViewBox):
|
|||
if (
|
||||
not linked
|
||||
):
|
||||
# print(f'{self.name} not linked but relay from {relayed_from.name}')
|
||||
return
|
||||
|
||||
if axis in (0, 1):
|
||||
|
|
@ -495,18 +492,19 @@ class ChartView(ViewBox):
|
|||
chart = self.linked.chart
|
||||
|
||||
# don't zoom more then the min points setting
|
||||
l, lbar, rbar, r = chart.bars_range()
|
||||
# vl = r - l
|
||||
viz = chart.get_viz(chart.name)
|
||||
vl, lbar, rbar, vr = viz.bars_range()
|
||||
|
||||
# if ev.delta() > 0 and vl <= _min_points_to_show:
|
||||
# log.debug("Max zoom bruh...")
|
||||
# TODO: max/min zoom limits incorporating time step size.
|
||||
# rl = vr - vl
|
||||
# if ev.delta() > 0 and rl <= _min_points_to_show:
|
||||
# log.warning("Max zoom bruh...")
|
||||
# return
|
||||
|
||||
# if (
|
||||
# ev.delta() < 0
|
||||
# and vl >= len(chart._flows[chart.name].shm.array) + 666
|
||||
# and rl >= len(chart._vizs[chart.name].shm.array) + 666
|
||||
# ):
|
||||
# log.debug("Min zoom bruh...")
|
||||
# log.warning("Min zoom bruh...")
|
||||
# return
|
||||
|
||||
# actual scaling factor
|
||||
|
|
@ -537,49 +535,17 @@ class ChartView(ViewBox):
|
|||
self.scaleBy(s, center)
|
||||
|
||||
else:
|
||||
|
||||
# center = pg.Point(
|
||||
# fn.invertQTransform(self.childGroup.transform()).map(ev.pos())
|
||||
# )
|
||||
|
||||
# XXX: scroll "around" the right most element in the view
|
||||
# which stays "pinned" in place.
|
||||
|
||||
# furthest_right_coord = self.boundingRect().topRight()
|
||||
|
||||
# yaxis = pg.Point(
|
||||
# fn.invertQTransform(
|
||||
# self.childGroup.transform()
|
||||
# ).map(furthest_right_coord)
|
||||
# )
|
||||
|
||||
# This seems like the most "intuitive option, a hybrid of
|
||||
# tws and tv styles
|
||||
last_bar = pg.Point(int(rbar)) + 1
|
||||
|
||||
ryaxis = chart.getAxis('right')
|
||||
r_axis_x = ryaxis.pos().x()
|
||||
|
||||
end_of_l1 = pg.Point(
|
||||
round(
|
||||
chart.cv.mapToView(
|
||||
pg.Point(r_axis_x - chart._max_l1_line_len)
|
||||
# QPointF(chart._max_l1_line_len, 0)
|
||||
).x()
|
||||
)
|
||||
) # .x()
|
||||
|
||||
# self.state['viewRange'][0][1] = end_of_l1
|
||||
# focal = pg.Point((last_bar.x() + end_of_l1)/2)
|
||||
|
||||
# use right-most point of current curve graphic
|
||||
xl = viz.graphics.x_last()
|
||||
focal = min(
|
||||
last_bar,
|
||||
end_of_l1,
|
||||
key=lambda p: p.x()
|
||||
xl,
|
||||
vr,
|
||||
)
|
||||
# focal = pg.Point(last_bar.x() + end_of_l1)
|
||||
|
||||
self._resetTarget()
|
||||
|
||||
# NOTE: scroll "around" the right most datum-element in view
|
||||
# gives the feeling of staying "pinned" in place.
|
||||
self.scaleBy(s, focal)
|
||||
|
||||
# XXX: the order of the next 2 lines i'm pretty sure
|
||||
|
|
@ -605,21 +571,8 @@ class ChartView(ViewBox):
|
|||
self,
|
||||
ev,
|
||||
axis: Optional[int] = None,
|
||||
# relayed_from: ChartView = None,
|
||||
|
||||
) -> None:
|
||||
# if relayed_from:
|
||||
# print(f'PAN: {self.name} -> RELAYED FROM: {relayed_from.name}')
|
||||
|
||||
# NOTE since in the overlay case axes are already
|
||||
# "linked" any x-range change will already be mirrored
|
||||
# in all overlaid ``PlotItems``, so we need to simply
|
||||
# ignore the signal here since otherwise we get N-calls
|
||||
# from N-overlays resulting in an "accelerated" feeling
|
||||
# panning motion instead of the expect linear shift.
|
||||
# if relayed_from:
|
||||
# return
|
||||
|
||||
pos = ev.pos()
|
||||
lastPos = ev.lastPos()
|
||||
dif = pos - lastPos
|
||||
|
|
@ -689,9 +642,6 @@ class ChartView(ViewBox):
|
|||
|
||||
# PANNING MODE
|
||||
else:
|
||||
# XXX: WHY
|
||||
ev.accept()
|
||||
|
||||
try:
|
||||
self.start_ic()
|
||||
except RuntimeError:
|
||||
|
|
@ -723,6 +673,9 @@ class ChartView(ViewBox):
|
|||
# self._ic = None
|
||||
# self.chart.resume_all_feeds()
|
||||
|
||||
# XXX: WHY
|
||||
ev.accept()
|
||||
|
||||
# WEIRD "RIGHT-CLICK CENTER ZOOM" MODE
|
||||
elif button & QtCore.Qt.RightButton:
|
||||
|
||||
|
|
@ -768,7 +721,11 @@ class ChartView(ViewBox):
|
|||
*,
|
||||
|
||||
yrange: Optional[tuple[float, float]] = None,
|
||||
range_margin: float = 0.06,
|
||||
|
||||
# NOTE: this value pairs (more or less) with L1 label text
|
||||
# height offset from from the bid/ask lines.
|
||||
range_margin: float = 0.09,
|
||||
|
||||
bars_range: Optional[tuple[int, int, int, int]] = None,
|
||||
|
||||
# flag to prevent triggering sibling charts from the same linked
|
||||
|
|
@ -821,7 +778,7 @@ class ChartView(ViewBox):
|
|||
# XXX: only compute the mxmn range
|
||||
# if none is provided as input!
|
||||
if not yrange:
|
||||
# flow = chart._flows[name]
|
||||
# flow = chart._vizs[name]
|
||||
yrange = self._maxmin()
|
||||
|
||||
if yrange is None:
|
||||
|
|
@ -912,7 +869,7 @@ class ChartView(ViewBox):
|
|||
graphics items which are our children.
|
||||
|
||||
'''
|
||||
graphics = [f.graphics for f in self._chart._flows.values()]
|
||||
graphics = [f.graphics for f in self._chart._vizs.values()]
|
||||
if not graphics:
|
||||
return 0
|
||||
|
||||
|
|
@ -925,7 +882,7 @@ class ChartView(ViewBox):
|
|||
|
||||
def maybe_downsample_graphics(
|
||||
self,
|
||||
autoscale_overlays: bool = True,
|
||||
autoscale_overlays: bool = False,
|
||||
):
|
||||
profiler = Profiler(
|
||||
msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
|
||||
|
|
@ -948,7 +905,7 @@ class ChartView(ViewBox):
|
|||
plots |= linked.subplots
|
||||
|
||||
for chart_name, chart in plots.items():
|
||||
for name, flow in chart._flows.items():
|
||||
for name, flow in chart._vizs.items():
|
||||
|
||||
if (
|
||||
not flow.render
|
||||
|
|
@ -961,10 +918,7 @@ class ChartView(ViewBox):
|
|||
|
||||
# pass in no array which will read and render from the last
|
||||
# passed array (normally provided by the display loop.)
|
||||
chart.update_graphics_from_flow(
|
||||
name,
|
||||
use_vr=True,
|
||||
)
|
||||
chart.update_graphics_from_flow(name)
|
||||
|
||||
# for each overlay on this chart auto-scale the
|
||||
# y-range to max-min values.
|
||||
|
|
|
|||
|
|
@ -26,22 +26,24 @@ from PyQt5.QtCore import QPointF
|
|||
|
||||
from ._axes import YAxisLabel
|
||||
from ._style import hcolor
|
||||
from ._pg_overrides import PlotItem
|
||||
|
||||
|
||||
class LevelLabel(YAxisLabel):
|
||||
"""Y-axis (vertically) oriented, horizontal label that sticks to
|
||||
'''
|
||||
Y-axis (vertically) oriented, horizontal label that sticks to
|
||||
where it's placed despite chart resizing and supports displaying
|
||||
multiple fields.
|
||||
|
||||
|
||||
TODO: replace the rectangle-text part with our new ``Label`` type.
|
||||
|
||||
"""
|
||||
_x_margin = 0
|
||||
_y_margin = 0
|
||||
'''
|
||||
_x_br_offset: float = -16
|
||||
_y_txt_h_scaling: float = 2
|
||||
|
||||
# adjustment "further away from" anchor point
|
||||
_x_offset = 9
|
||||
_x_offset = 0
|
||||
_y_offset = 0
|
||||
|
||||
# fields to be displayed in the label string
|
||||
|
|
@ -57,12 +59,12 @@ class LevelLabel(YAxisLabel):
|
|||
chart,
|
||||
parent,
|
||||
|
||||
color: str = 'bracket',
|
||||
color: str = 'default_light',
|
||||
|
||||
orient_v: str = 'bottom',
|
||||
orient_h: str = 'left',
|
||||
orient_h: str = 'right',
|
||||
|
||||
opacity: float = 0,
|
||||
opacity: float = 1,
|
||||
|
||||
# makes order line labels offset from their parent axis
|
||||
# such that they don't collide with the L1/L2 lines/prices
|
||||
|
|
@ -98,13 +100,15 @@ class LevelLabel(YAxisLabel):
|
|||
|
||||
self._h_shift = {
|
||||
'left': -1.,
|
||||
'right': 0.
|
||||
'right': 0.,
|
||||
}[orient_h]
|
||||
|
||||
self.fields = self._fields.copy()
|
||||
# ensure default format fields are in correct
|
||||
self.set_fmt_str(self._fmt_str, self.fields)
|
||||
|
||||
self.setZValue(10)
|
||||
|
||||
@property
|
||||
def color(self):
|
||||
return self._hcolor
|
||||
|
|
@ -112,7 +116,10 @@ class LevelLabel(YAxisLabel):
|
|||
@color.setter
|
||||
def color(self, color: str) -> None:
|
||||
self._hcolor = color
|
||||
self._pen = self.pen = pg.mkPen(hcolor(color))
|
||||
self._pen = self.pen = pg.mkPen(
|
||||
hcolor(color),
|
||||
width=3,
|
||||
)
|
||||
|
||||
def update_on_resize(self, vr, r):
|
||||
"""Tiis is a ``.sigRangeChanged()`` handler.
|
||||
|
|
@ -124,15 +131,16 @@ class LevelLabel(YAxisLabel):
|
|||
self,
|
||||
fields: dict = None,
|
||||
) -> None:
|
||||
"""Update the label's text contents **and** position from
|
||||
'''
|
||||
Update the label's text contents **and** position from
|
||||
a view box coordinate datum.
|
||||
|
||||
"""
|
||||
'''
|
||||
self.fields.update(fields)
|
||||
level = self.fields['level']
|
||||
|
||||
# map "level" to local coords
|
||||
abs_xy = self._chart.mapFromView(QPointF(0, level))
|
||||
abs_xy = self._pi.mapFromView(QPointF(0, level))
|
||||
|
||||
self.update_label(
|
||||
abs_xy,
|
||||
|
|
@ -149,7 +157,7 @@ class LevelLabel(YAxisLabel):
|
|||
h, w = self.set_label_str(fields)
|
||||
|
||||
if self._adjust_to_l1:
|
||||
self._x_offset = self._chart._max_l1_line_len
|
||||
self._x_offset = self._pi.chart_widget._max_l1_line_len
|
||||
|
||||
self.setPos(QPointF(
|
||||
self._h_shift * (w + self._x_offset),
|
||||
|
|
@ -174,7 +182,8 @@ class LevelLabel(YAxisLabel):
|
|||
fields: dict,
|
||||
):
|
||||
# use space as e3 delim
|
||||
self.label_str = self._fmt_str.format(**fields).replace(',', ' ')
|
||||
self.label_str = self._fmt_str.format(
|
||||
**fields).replace(',', ' ')
|
||||
|
||||
br = self.boundingRect()
|
||||
h, w = br.height(), br.width()
|
||||
|
|
@ -187,14 +196,14 @@ class LevelLabel(YAxisLabel):
|
|||
self,
|
||||
p: QtGui.QPainter,
|
||||
rect: QtCore.QRectF
|
||||
) -> None:
|
||||
p.setPen(self._pen)
|
||||
|
||||
) -> None:
|
||||
|
||||
p.setPen(self._pen)
|
||||
rect = self.rect
|
||||
|
||||
if self._orient_v == 'bottom':
|
||||
lp, rp = rect.topLeft(), rect.topRight()
|
||||
# p.drawLine(rect.topLeft(), rect.topRight())
|
||||
|
||||
elif self._orient_v == 'top':
|
||||
lp, rp = rect.bottomLeft(), rect.bottomRight()
|
||||
|
|
@ -208,6 +217,11 @@ class LevelLabel(YAxisLabel):
|
|||
])
|
||||
)
|
||||
|
||||
p.fillRect(
|
||||
self.rect,
|
||||
self.bg_color,
|
||||
)
|
||||
|
||||
def highlight(self, pen) -> None:
|
||||
self._pen = pen
|
||||
self.update()
|
||||
|
|
@ -236,43 +250,46 @@ class L1Label(LevelLabel):
|
|||
# Set a global "max L1 label length" so we can
|
||||
# look it up on order lines and adjust their
|
||||
# labels not to overlap with it.
|
||||
chart = self._chart
|
||||
chart = self._pi.chart_widget
|
||||
chart._max_l1_line_len: float = max(
|
||||
chart._max_l1_line_len,
|
||||
w
|
||||
w,
|
||||
)
|
||||
|
||||
return h, w
|
||||
|
||||
|
||||
class L1Labels:
|
||||
"""Level 1 bid ask labels for dynamic update on price-axis.
|
||||
'''
|
||||
Level 1 bid ask labels for dynamic update on price-axis.
|
||||
|
||||
"""
|
||||
'''
|
||||
def __init__(
|
||||
self,
|
||||
chart: 'ChartPlotWidget', # noqa
|
||||
plotitem: PlotItem,
|
||||
digits: int = 2,
|
||||
size_digits: int = 3,
|
||||
font_size: str = 'small',
|
||||
) -> None:
|
||||
|
||||
self.chart = chart
|
||||
chart = self.chart = plotitem.chart_widget
|
||||
|
||||
raxis = chart.getAxis('right')
|
||||
raxis = plotitem.getAxis('right')
|
||||
kwargs = {
|
||||
'chart': chart,
|
||||
'chart': plotitem,
|
||||
'parent': raxis,
|
||||
|
||||
'opacity': 1,
|
||||
'opacity': .9,
|
||||
'font_size': font_size,
|
||||
'fg_color': chart.pen_color,
|
||||
'bg_color': chart.view_color,
|
||||
'fg_color': 'default_light',
|
||||
'bg_color': chart.view_color, # normally 'papas_special'
|
||||
}
|
||||
|
||||
# TODO: add humanized source-asset
|
||||
# info format.
|
||||
fmt_str = (
|
||||
' {size:.{size_digits}f} x '
|
||||
'{level:,.{level_digits}f} '
|
||||
' {size:.{size_digits}f} u'
|
||||
# '{level:,.{level_digits}f} '
|
||||
)
|
||||
fields = {
|
||||
'level': 0,
|
||||
|
|
@ -285,12 +302,17 @@ class L1Labels:
|
|||
orient_v='bottom',
|
||||
**kwargs,
|
||||
)
|
||||
bid.set_fmt_str(fmt_str=fmt_str, fields=fields)
|
||||
bid.set_fmt_str(
|
||||
fmt_str='\n' + fmt_str,
|
||||
fields=fields,
|
||||
)
|
||||
bid.show()
|
||||
|
||||
ask = self.ask_label = L1Label(
|
||||
orient_v='top',
|
||||
**kwargs,
|
||||
)
|
||||
ask.set_fmt_str(fmt_str=fmt_str, fields=fields)
|
||||
ask.set_fmt_str(
|
||||
fmt_str=fmt_str,
|
||||
fields=fields)
|
||||
ask.show()
|
||||
|
|
|
|||
|
|
@ -233,6 +233,36 @@ class Label:
|
|||
def delete(self) -> None:
|
||||
self.vb.scene().removeItem(self.txt)
|
||||
|
||||
# NOTE: pulled out from ``ChartPlotWidget`` from way way old code.
|
||||
# def _label_h(self, yhigh: float, ylow: float) -> float:
|
||||
# # compute contents label "height" in view terms
|
||||
# # to avoid having data "contents" overlap with them
|
||||
# if self._labels:
|
||||
# label = self._labels[self.name][0]
|
||||
|
||||
# rect = label.itemRect()
|
||||
# tl, br = rect.topLeft(), rect.bottomRight()
|
||||
# vb = self.plotItem.vb
|
||||
|
||||
# try:
|
||||
# # on startup labels might not yet be rendered
|
||||
# top, bottom = (vb.mapToView(tl).y(), vb.mapToView(br).y())
|
||||
|
||||
# # XXX: magic hack, how do we compute exactly?
|
||||
# label_h = (top - bottom) * 0.42
|
||||
|
||||
# except np.linalg.LinAlgError:
|
||||
# label_h = 0
|
||||
# else:
|
||||
# label_h = 0
|
||||
|
||||
# # print(f'label height {self.name}: {label_h}')
|
||||
|
||||
# if label_h > yhigh - ylow:
|
||||
# label_h = 0
|
||||
|
||||
# print(f"bounds (ylow, yhigh): {(ylow, yhigh)}")
|
||||
|
||||
|
||||
class FormatLabel(QLabel):
|
||||
'''
|
||||
|
|
|
|||
|
|
@ -25,10 +25,18 @@ from typing import (
|
|||
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
from PyQt5 import QtCore, QtGui, QtWidgets
|
||||
from PyQt5.QtCore import QLineF, QPointF
|
||||
from PyQt5 import (
|
||||
QtGui,
|
||||
QtWidgets,
|
||||
)
|
||||
from PyQt5.QtCore import (
|
||||
QLineF,
|
||||
QRectF,
|
||||
)
|
||||
|
||||
from PyQt5.QtGui import QPainterPath
|
||||
|
||||
from ._curve import FlowGraphic
|
||||
from .._profile import pg_profile_enabled, ms_slower_then
|
||||
from ._style import hcolor
|
||||
from ..log import get_logger
|
||||
|
|
@ -44,7 +52,8 @@ log = get_logger(__name__)
|
|||
def bar_from_ohlc_row(
|
||||
row: np.ndarray,
|
||||
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||
w: float = 0.43
|
||||
bar_w: float,
|
||||
bar_gap: float = 0.16
|
||||
|
||||
) -> tuple[QLineF]:
|
||||
'''
|
||||
|
|
@ -52,8 +61,7 @@ def bar_from_ohlc_row(
|
|||
OHLC "bar" for use in the "last datum" of a series.
|
||||
|
||||
'''
|
||||
open, high, low, close, index = row[
|
||||
['open', 'high', 'low', 'close', 'index']]
|
||||
open, high, low, close, index = row
|
||||
|
||||
# TODO: maybe consider using `QGraphicsLineItem` ??
|
||||
# gives us a ``.boundingRect()`` on the objects which may make
|
||||
|
|
@ -61,9 +69,11 @@ def bar_from_ohlc_row(
|
|||
# history path faster since it's done in C++:
|
||||
# https://doc.qt.io/qt-5/qgraphicslineitem.html
|
||||
|
||||
mid: float = (bar_w / 2) + index
|
||||
|
||||
# high -> low vertical (body) line
|
||||
if low != high:
|
||||
hl = QLineF(index, low, index, high)
|
||||
hl = QLineF(mid, low, mid, high)
|
||||
else:
|
||||
# XXX: if we don't do it renders a weird rectangle?
|
||||
# see below for filtering this later...
|
||||
|
|
@ -74,15 +84,18 @@ def bar_from_ohlc_row(
|
|||
# the index's range according to the view mapping coordinates.
|
||||
|
||||
# open line
|
||||
o = QLineF(index - w, open, index, open)
|
||||
o = QLineF(index + bar_gap, open, mid, open)
|
||||
|
||||
# close line
|
||||
c = QLineF(index, close, index + w, close)
|
||||
c = QLineF(
|
||||
mid, close,
|
||||
index + bar_w - bar_gap, close,
|
||||
)
|
||||
|
||||
return [hl, o, c]
|
||||
|
||||
|
||||
class BarItems(pg.GraphicsObject):
|
||||
class BarItems(FlowGraphic):
|
||||
'''
|
||||
"Price range" bars graphics rendered from a OHLC sampled sequence.
|
||||
|
||||
|
|
@ -91,8 +104,8 @@ class BarItems(pg.GraphicsObject):
|
|||
self,
|
||||
linked: LinkedSplits,
|
||||
plotitem: 'pg.PlotItem', # noqa
|
||||
pen_color: str = 'bracket',
|
||||
last_bar_color: str = 'bracket',
|
||||
color: str = 'bracket',
|
||||
last_bar_color: str = 'original',
|
||||
|
||||
name: Optional[str] = None,
|
||||
|
||||
|
|
@ -101,21 +114,37 @@ class BarItems(pg.GraphicsObject):
|
|||
self.linked = linked
|
||||
# XXX: for the mega-lulz increasing width here increases draw
|
||||
# latency... so probably don't do it until we figure that out.
|
||||
self._color = pen_color
|
||||
self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
|
||||
self._color = color
|
||||
self.bars_pen = pg.mkPen(hcolor(color), width=1)
|
||||
self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
|
||||
self._name = name
|
||||
|
||||
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
# XXX: causes this weird jitter bug when click-drag panning
|
||||
# where the path curve will awkwardly flicker back and forth?
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
||||
self.path = QPainterPath()
|
||||
self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
|
||||
self._last_bar_lines: tuple[QLineF, ...] | None = None
|
||||
|
||||
def x_uppx(self) -> int:
|
||||
# we expect the downsample curve report this.
|
||||
return 0
|
||||
def x_last(self) -> None | float:
|
||||
'''
|
||||
Return the last most x value of the close line segment
|
||||
or if not drawn yet, ``None``.
|
||||
|
||||
'''
|
||||
if self._last_bar_lines:
|
||||
close_arm_line = self._last_bar_lines[-1]
|
||||
return close_arm_line.x2() if close_arm_line else None
|
||||
else:
|
||||
return None
|
||||
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
def boundingRect(self):
|
||||
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
|
||||
# profiler = Profiler(
|
||||
# msg=f'BarItems.boundingRect(): `{self._name}`',
|
||||
# disabled=not pg_profile_enabled(),
|
||||
# ms_threshold=ms_slower_then,
|
||||
# )
|
||||
|
||||
# TODO: Can we do rect caching to make this faster
|
||||
# like `pg.PlotCurveItem` does? In theory it's just
|
||||
|
|
@ -135,32 +164,37 @@ class BarItems(pg.GraphicsObject):
|
|||
hb.topLeft(),
|
||||
hb.bottomRight(),
|
||||
)
|
||||
mn_y = hb_tl.y()
|
||||
mx_y = hb_br.y()
|
||||
most_left = hb_tl.x()
|
||||
most_right = hb_br.x()
|
||||
# profiler('calc path vertices')
|
||||
|
||||
# need to include last bar height or BR will be off
|
||||
mx_y = hb_br.y()
|
||||
mn_y = hb_tl.y()
|
||||
|
||||
last_lines = self._last_bar_lines
|
||||
# OHLC line segments: [hl, o, c]
|
||||
last_lines: tuple[QLineF] | None = self._last_bar_lines
|
||||
if last_lines:
|
||||
body_line = self._last_bar_lines[0]
|
||||
if body_line:
|
||||
mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
|
||||
mn_y = min(mn_y, min(body_line.y1(), body_line.y2()))
|
||||
(
|
||||
hl,
|
||||
o,
|
||||
c,
|
||||
) = last_lines
|
||||
most_right = c.x2() + 1
|
||||
ymx = ymn = c.y2()
|
||||
|
||||
return QtCore.QRectF(
|
||||
|
||||
# top left
|
||||
QPointF(
|
||||
hb_tl.x(),
|
||||
mn_y,
|
||||
),
|
||||
|
||||
# bottom right
|
||||
QPointF(
|
||||
hb_br.x() + 1,
|
||||
mx_y,
|
||||
)
|
||||
if hl:
|
||||
y1, y2 = hl.y1(), hl.y2()
|
||||
ymn = min(y1, y2)
|
||||
ymx = max(y1, y2)
|
||||
mx_y = max(ymx, mx_y)
|
||||
mn_y = min(ymn, mn_y)
|
||||
# profiler('calc last bar vertices')
|
||||
|
||||
return QRectF(
|
||||
most_left,
|
||||
mn_y,
|
||||
most_right - most_left + 1,
|
||||
mx_y - mn_y,
|
||||
)
|
||||
|
||||
def paint(
|
||||
|
|
@ -197,29 +231,40 @@ class BarItems(pg.GraphicsObject):
|
|||
self,
|
||||
path: QPainterPath,
|
||||
src_data: np.ndarray,
|
||||
render_data: np.ndarray,
|
||||
reset: bool,
|
||||
array_key: str,
|
||||
|
||||
fields: list[str] = [
|
||||
'index',
|
||||
'open',
|
||||
'high',
|
||||
'low',
|
||||
'close',
|
||||
],
|
||||
index_field: str,
|
||||
|
||||
) -> None:
|
||||
|
||||
# relevant fields
|
||||
fields: list[str] = [
|
||||
'open',
|
||||
'high',
|
||||
'low',
|
||||
'close',
|
||||
index_field,
|
||||
]
|
||||
ohlc = src_data[fields]
|
||||
last_row = ohlc[-1:]
|
||||
# last_row = ohlc[-1:]
|
||||
|
||||
# individual values
|
||||
last_row = i, o, h, l, last = ohlc[-1]
|
||||
last_row = o, h, l, last, i = ohlc[-1]
|
||||
|
||||
# times = src_data['time']
|
||||
# if times[-1] - times[-2]:
|
||||
# breakpoint()
|
||||
|
||||
index = src_data[index_field]
|
||||
step_size = index[-1] - index[-2]
|
||||
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = bar_from_ohlc_row(last_row)
|
||||
bg: float = 0.16 * step_size
|
||||
self._last_bar_lines = bar_from_ohlc_row(
|
||||
last_row,
|
||||
bar_w=step_size,
|
||||
bar_gap=bg,
|
||||
)
|
||||
|
||||
# assert i == graphics.start_index - 1
|
||||
# assert i == last_index
|
||||
|
|
@ -234,10 +279,16 @@ class BarItems(pg.GraphicsObject):
|
|||
if l != h: # noqa
|
||||
|
||||
if body is None:
|
||||
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
|
||||
body = self._last_bar_lines[0] = QLineF(
|
||||
i + bg, l,
|
||||
i + step_size - bg, h,
|
||||
)
|
||||
else:
|
||||
# update body
|
||||
body.setLine(i, l, i, h)
|
||||
body.setLine(
|
||||
body.x1(), l,
|
||||
body.x2(), h,
|
||||
)
|
||||
|
||||
# XXX: pretty sure this is causing an issue where the
|
||||
# bar has a large upward move right before the next
|
||||
|
|
@ -248,4 +299,5 @@ class BarItems(pg.GraphicsObject):
|
|||
# date / from some previous sample. It's weird though
|
||||
# because i've seen it do this to bars i - 3 back?
|
||||
|
||||
return ohlc['index'], ohlc['close']
|
||||
# return ohlc['time'], ohlc['close']
|
||||
return ohlc[index_field], ohlc['close']
|
||||
|
|
|
|||
|
|
@ -92,11 +92,11 @@ class ComposedGridLayout:
|
|||
'''
|
||||
def __init__(
|
||||
self,
|
||||
item: PlotItem,
|
||||
pi: PlotItem,
|
||||
|
||||
) -> None:
|
||||
|
||||
self.items: list[PlotItem] = []
|
||||
self.pitems: list[PlotItem] = []
|
||||
self._pi2axes: dict[ # TODO: use a ``bidict`` here?
|
||||
int,
|
||||
dict[str, AxisItem],
|
||||
|
|
@ -125,7 +125,7 @@ class ComposedGridLayout:
|
|||
|
||||
layout.setOrientation(orient)
|
||||
|
||||
self.insert_plotitem(0, item)
|
||||
self.insert_plotitem(0, pi)
|
||||
|
||||
# insert surrounding linear layouts into the parent pi's layout
|
||||
# such that additional axes can be appended arbitrarily without
|
||||
|
|
@ -135,13 +135,14 @@ class ComposedGridLayout:
|
|||
# TODO: do we need this?
|
||||
# axis should have been removed during insert above
|
||||
index = _axes_layout_indices[name]
|
||||
axis = item.layout.itemAt(*index)
|
||||
axis = pi.layout.itemAt(*index)
|
||||
if axis and axis.isVisible():
|
||||
assert linlayout.itemAt(0) is axis
|
||||
|
||||
# item.layout.removeItem(axis)
|
||||
item.layout.addItem(linlayout, *index)
|
||||
layout = item.layout.itemAt(*index)
|
||||
# XXX: see comment in ``.insert_plotitem()``...
|
||||
# pi.layout.removeItem(axis)
|
||||
pi.layout.addItem(linlayout, *index)
|
||||
layout = pi.layout.itemAt(*index)
|
||||
assert layout is linlayout
|
||||
|
||||
def _register_item(
|
||||
|
|
@ -157,14 +158,14 @@ class ComposedGridLayout:
|
|||
self._pi2axes.setdefault(name, {})[index] = axis
|
||||
|
||||
# enter plot into list for index tracking
|
||||
self.items.insert(index, plotitem)
|
||||
self.pitems.insert(index, plotitem)
|
||||
|
||||
def insert_plotitem(
|
||||
self,
|
||||
index: int,
|
||||
plotitem: PlotItem,
|
||||
|
||||
) -> (int, int):
|
||||
) -> tuple[int, list[AxisItem]]:
|
||||
'''
|
||||
Place item at index by inserting all axes into the grid
|
||||
at list-order appropriate position.
|
||||
|
|
@ -175,11 +176,14 @@ class ComposedGridLayout:
|
|||
'`.insert_plotitem()` only supports an index >= 0'
|
||||
)
|
||||
|
||||
inserted_axes: list[AxisItem] = []
|
||||
|
||||
# add plot's axes in sequence to the embedded linear layouts
|
||||
# for each "side" thus avoiding graphics collisions.
|
||||
for name, axis_info in plotitem.axes.copy().items():
|
||||
linlayout, axes = self.sides[name]
|
||||
axis = axis_info['item']
|
||||
inserted_axes.append(axis)
|
||||
|
||||
if axis in axes:
|
||||
# TODO: re-order using ``.pop()`` ?
|
||||
|
|
@ -192,19 +196,20 @@ class ComposedGridLayout:
|
|||
if (
|
||||
not axis.isVisible()
|
||||
|
||||
# XXX: we never skip moving the axes for the *first*
|
||||
# XXX: we never skip moving the axes for the *root*
|
||||
# plotitem inserted (even if not shown) since we need to
|
||||
# move all the hidden axes into linear sub-layouts for
|
||||
# that "central" plot in the overlay. Also if we don't
|
||||
# do it there's weird geomoetry calc offsets that make
|
||||
# view coords slightly off somehow .. smh
|
||||
and not len(self.items) == 0
|
||||
and not len(self.pitems) == 0
|
||||
):
|
||||
continue
|
||||
|
||||
# XXX: Remove old axis? No, turns out we don't need this?
|
||||
# DON'T unlink it since we the original ``ViewBox``
|
||||
# to still drive it B)
|
||||
# XXX: Remove old axis?
|
||||
# No, turns out we don't need this?
|
||||
# DON'T UNLINK IT since we need the original ``ViewBox`` to
|
||||
# still drive it with events/handlers B)
|
||||
# popped = plotitem.removeAxis(name, unlink=False)
|
||||
# assert axis is popped
|
||||
|
||||
|
|
@ -220,7 +225,7 @@ class ComposedGridLayout:
|
|||
|
||||
self._register_item(index, plotitem)
|
||||
|
||||
return index
|
||||
return (index, inserted_axes)
|
||||
|
||||
def append_plotitem(
|
||||
self,
|
||||
|
|
@ -234,7 +239,7 @@ class ComposedGridLayout:
|
|||
'''
|
||||
# for left and bottom axes we have to first remove
|
||||
# items and re-insert to maintain a list-order.
|
||||
return self.insert_plotitem(len(self.items), item)
|
||||
return self.insert_plotitem(len(self.pitems), item)
|
||||
|
||||
def get_axis(
|
||||
self,
|
||||
|
|
@ -247,7 +252,7 @@ class ComposedGridLayout:
|
|||
if axis for that name is not shown.
|
||||
|
||||
'''
|
||||
index = self.items.index(plot)
|
||||
index = self.pitems.index(plot)
|
||||
named = self._pi2axes[name]
|
||||
return named.get(index)
|
||||
|
||||
|
|
@ -306,10 +311,13 @@ class PlotItemOverlay:
|
|||
# events/signals.
|
||||
root_plotitem.vb.setZValue(10)
|
||||
|
||||
self.overlays: list[PlotItem] = []
|
||||
self.layout = ComposedGridLayout(root_plotitem)
|
||||
self._relays: dict[str, Signal] = {}
|
||||
|
||||
@property
|
||||
def overlays(self) -> list[PlotItem]:
|
||||
return self.layout.pitems
|
||||
|
||||
def add_plotitem(
|
||||
self,
|
||||
plotitem: PlotItem,
|
||||
|
|
@ -324,11 +332,9 @@ class PlotItemOverlay:
|
|||
# (0, 1), # link both
|
||||
link_axes: tuple[int] = (),
|
||||
|
||||
) -> None:
|
||||
) -> tuple[int, list[AxisItem]]:
|
||||
|
||||
index = index or len(self.overlays)
|
||||
root = self.root_plotitem
|
||||
self.overlays.insert(index, plotitem)
|
||||
vb: ViewBox = plotitem.vb
|
||||
|
||||
# TODO: some sane way to allow menu event broadcast XD
|
||||
|
|
@ -361,8 +367,8 @@ class PlotItemOverlay:
|
|||
if not sub_handlers:
|
||||
|
||||
src_handler = getattr(
|
||||
root.vb,
|
||||
ev_name,
|
||||
root.vb,
|
||||
ev_name,
|
||||
)
|
||||
|
||||
def broadcast(
|
||||
|
|
@ -476,7 +482,10 @@ class PlotItemOverlay:
|
|||
# ``PlotItem`` dynamically.
|
||||
|
||||
# append-compose into the layout all axes from this plot
|
||||
self.layout.insert_plotitem(index, plotitem)
|
||||
if index is None:
|
||||
insert_index, axes = self.layout.append_plotitem(plotitem)
|
||||
else:
|
||||
insert_index, axes = self.layout.insert_plotitem(index, plotitem)
|
||||
|
||||
plotitem.setGeometry(root.vb.sceneBoundingRect())
|
||||
|
||||
|
|
@ -496,6 +505,11 @@ class PlotItemOverlay:
|
|||
|
||||
vb.setZValue(100)
|
||||
|
||||
return (
|
||||
index,
|
||||
axes,
|
||||
)
|
||||
|
||||
def get_axis(
|
||||
self,
|
||||
plot: PlotItem,
|
||||
|
|
|
|||
|
|
@ -1,241 +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 __future__ import annotations
|
||||
from typing import (
|
||||
# Optional,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
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 (
|
||||
ds_m4,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._flows import Renderer
|
||||
|
||||
|
||||
def xy_downsample(
|
||||
x,
|
||||
y,
|
||||
uppx,
|
||||
|
||||
x_spacer: float = 0.5,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
np.ndarray,
|
||||
float,
|
||||
float,
|
||||
]:
|
||||
|
||||
# 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, ymn, ymx = ds_m4(
|
||||
x,
|
||||
y,
|
||||
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, ymn, ymx
|
||||
|
||||
|
||||
@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(
|
||||
r: Renderer,
|
||||
data: np.ndarray,
|
||||
array_key: str, # we ignore this
|
||||
vr: tuple[int, int],
|
||||
|
||||
start: int = 0, # XXX: do we need this?
|
||||
# 0.5 is no overlap between arms, 1.0 is full overlap
|
||||
w: float = 0.43,
|
||||
|
||||
) -> QtGui.QPainterPath:
|
||||
'''
|
||||
More or less direct proxy to ``path_arrays_from_ohlc()``
|
||||
but with closed in kwargs for line spacing.
|
||||
|
||||
'''
|
||||
x, y, c = path_arrays_from_ohlc(
|
||||
data,
|
||||
start,
|
||||
bar_gap=w,
|
||||
)
|
||||
return x, y, c
|
||||
|
||||
|
||||
def ohlc_to_line(
|
||||
ohlc_shm: ShmArray,
|
||||
data_field: str,
|
||||
fields: list[str] = ['open', 'high', 'low', 'close']
|
||||
|
||||
) -> tuple[
|
||||
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 (
|
||||
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.
|
||||
|
||||
'''
|
||||
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 x_out, y_out
|
||||
|
|
@ -26,6 +26,8 @@ from typing import Optional
|
|||
|
||||
import pyqtgraph as pg
|
||||
|
||||
from ._axes import Axis
|
||||
|
||||
|
||||
def invertQTransform(tr):
|
||||
"""Return a QTransform that is the inverse of *tr*.
|
||||
|
|
@ -52,6 +54,10 @@ def _do_overrides() -> None:
|
|||
pg.functions.invertQTransform = invertQTransform
|
||||
pg.PlotItem = PlotItem
|
||||
|
||||
# enable "QPainterPathPrivate for faster arrayToQPath" from
|
||||
# https://github.com/pyqtgraph/pyqtgraph/pull/2324
|
||||
pg.setConfigOption('enableExperimental', True)
|
||||
|
||||
|
||||
# NOTE: the below customized type contains all our changes on a method
|
||||
# by method basis as per the diff:
|
||||
|
|
@ -62,6 +68,20 @@ class PlotItem(pg.PlotItem):
|
|||
Overrides for the core plot object mostly pertaining to overlayed
|
||||
multi-view management as it relates to multi-axis managment.
|
||||
|
||||
This object is the combination of a ``ViewBox`` and multiple
|
||||
``AxisItem``s and so far we've added additional functionality and
|
||||
APIs for:
|
||||
- removal of axes
|
||||
|
||||
---
|
||||
|
||||
From ``pyqtgraph`` super type docs:
|
||||
- Manage placement of ViewBox, AxisItems, and LabelItems
|
||||
- Create and manage a list of PlotDataItems displayed inside the
|
||||
ViewBox
|
||||
- Implement a context menu with commonly used display and analysis
|
||||
options
|
||||
|
||||
'''
|
||||
def __init__(
|
||||
self,
|
||||
|
|
@ -86,6 +106,8 @@ class PlotItem(pg.PlotItem):
|
|||
enableMenu=enableMenu,
|
||||
kargs=kargs,
|
||||
)
|
||||
self.name = name
|
||||
self.chart_widget = None
|
||||
# self.setAxisItems(
|
||||
# axisItems,
|
||||
# default_axes=default_axes,
|
||||
|
|
@ -209,7 +231,12 @@ class PlotItem(pg.PlotItem):
|
|||
# adding this is without it there's some weird
|
||||
# ``ViewBox`` geometry bug.. where a gap for the
|
||||
# 'bottom' axis is somehow left in?
|
||||
axis = pg.AxisItem(orientation=name, parent=self)
|
||||
# axis = pg.AxisItem(orientation=name, parent=self)
|
||||
axis = Axis(
|
||||
self,
|
||||
orientation=name,
|
||||
parent=self,
|
||||
)
|
||||
|
||||
axis.linkToView(self.vb)
|
||||
|
||||
|
|
|
|||
|
|
@ -41,7 +41,11 @@ from ._anchors import (
|
|||
pp_tight_and_right, # wanna keep it straight in the long run
|
||||
gpath_pin,
|
||||
)
|
||||
from ..calc import humanize, pnl, puterize
|
||||
from ..calc import (
|
||||
humanize,
|
||||
pnl,
|
||||
puterize,
|
||||
)
|
||||
from ..clearing._allocate import Allocator
|
||||
from ..pp import Position
|
||||
from ..data._normalize import iterticks
|
||||
|
|
@ -80,9 +84,9 @@ async def update_pnl_from_feed(
|
|||
'''
|
||||
global _pnl_tasks
|
||||
|
||||
pp = order_mode.current_pp
|
||||
live = pp.live_pp
|
||||
key = live.symbol.front_fqsn()
|
||||
pp: PositionTracker = order_mode.current_pp
|
||||
live: Position = pp.live_pp
|
||||
key: str = live.symbol.front_fqsn()
|
||||
|
||||
log.info(f'Starting pnl display for {pp.alloc.account}')
|
||||
|
||||
|
|
@ -101,11 +105,22 @@ async def update_pnl_from_feed(
|
|||
async with flume.stream.subscribe() as bstream:
|
||||
# last_tick = time.time()
|
||||
async for quotes in bstream:
|
||||
|
||||
# now = time.time()
|
||||
# period = now - last_tick
|
||||
|
||||
for sym, quote in quotes.items():
|
||||
# print(f'{key} PnL: sym:{sym}')
|
||||
|
||||
# TODO: uggggh we probably want a better state
|
||||
# management then this sincce we want to enable
|
||||
# updating whatever the current symbol is in
|
||||
# real-time right?
|
||||
if sym != key:
|
||||
continue
|
||||
|
||||
# watch out for wrong quote msg-data if you muck
|
||||
# with backend feed subs code..
|
||||
# assert sym == quote['fqsn']
|
||||
|
||||
for tick in iterticks(quote, types):
|
||||
# print(f'{1/period} Hz')
|
||||
|
|
@ -119,13 +134,17 @@ async def update_pnl_from_feed(
|
|||
|
||||
else:
|
||||
# compute and display pnl status
|
||||
order_mode.pane.pnl_label.format(
|
||||
pnl=copysign(1, size) * pnl(
|
||||
# live.ppu,
|
||||
order_mode.current_pp.live_pp.ppu,
|
||||
tick['price'],
|
||||
),
|
||||
)
|
||||
pnl_val = (
|
||||
copysign(1, size)
|
||||
*
|
||||
pnl(
|
||||
# live.ppu,
|
||||
order_mode.current_pp.live_pp.ppu,
|
||||
tick['price'],
|
||||
)
|
||||
)
|
||||
# print(f'formatting PNL {sym} => {pnl_val}')
|
||||
order_mode.pane.pnl_label.format(pnl=pnl_val)
|
||||
|
||||
# last_tick = time.time()
|
||||
finally:
|
||||
|
|
|
|||
|
|
@ -0,0 +1,318 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
|
||||
# This program is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU Affero General Public License for more details.
|
||||
|
||||
# You should have received a copy of the GNU Affero General Public License
|
||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
'''
|
||||
High level streaming graphics primitives.
|
||||
|
||||
This is an intermediate layer which associates real-time low latency
|
||||
graphics primitives with underlying stream/flow related data structures
|
||||
for fast incremental update.
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from typing import (
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import msgspec
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
from PyQt5.QtGui import QPainterPath
|
||||
|
||||
from ..data._formatters import (
|
||||
IncrementalFormatter,
|
||||
)
|
||||
from ..data._pathops import (
|
||||
xy_downsample,
|
||||
)
|
||||
from ..log import get_logger
|
||||
from .._profile import (
|
||||
Profiler,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._dataviz import Viz
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
class Renderer(msgspec.Struct):
|
||||
|
||||
viz: Viz
|
||||
fmtr: IncrementalFormatter
|
||||
|
||||
# output graphics rendering, the main object
|
||||
# processed in ``QGraphicsObject.paint()``
|
||||
path: QPainterPath | None = None
|
||||
fast_path: QPainterPath | None = None
|
||||
|
||||
# downsampling state
|
||||
_last_uppx: float = 0
|
||||
_in_ds: bool = False
|
||||
|
||||
def draw_path(
|
||||
self,
|
||||
x: np.ndarray,
|
||||
y: np.ndarray,
|
||||
connect: str | np.ndarray = 'all',
|
||||
path: QPainterPath | None = None,
|
||||
redraw: bool = False,
|
||||
|
||||
) -> QPainterPath:
|
||||
|
||||
path_was_none = path is None
|
||||
|
||||
if redraw and path:
|
||||
path.clear()
|
||||
|
||||
# TODO: avoid this?
|
||||
if self.fast_path:
|
||||
self.fast_path.clear()
|
||||
|
||||
path = pg.functions.arrayToQPath(
|
||||
x,
|
||||
y,
|
||||
connect=connect,
|
||||
finiteCheck=False,
|
||||
|
||||
# reserve mem allocs see:
|
||||
# - https://doc.qt.io/qt-5/qpainterpath.html#reserve
|
||||
# - https://doc.qt.io/qt-5/qpainterpath.html#capacity
|
||||
# - https://doc.qt.io/qt-5/qpainterpath.html#clear
|
||||
# XXX: right now this is based on ad-hoc checks on a
|
||||
# hidpi 3840x2160 4k monitor but we should optimize for
|
||||
# the target display(s) on the sys.
|
||||
# if no_path_yet:
|
||||
# graphics.path.reserve(int(500e3))
|
||||
# path=path, # path re-use / reserving
|
||||
)
|
||||
|
||||
# avoid mem allocs if possible
|
||||
if path_was_none:
|
||||
path.reserve(path.capacity())
|
||||
|
||||
return path
|
||||
|
||||
def render(
|
||||
self,
|
||||
|
||||
new_read,
|
||||
array_key: str,
|
||||
profiler: Profiler,
|
||||
uppx: float = 1,
|
||||
|
||||
# redraw and ds flags
|
||||
should_redraw: bool = False,
|
||||
new_sample_rate: bool = False,
|
||||
should_ds: bool = False,
|
||||
showing_src_data: bool = True,
|
||||
|
||||
do_append: bool = True,
|
||||
use_fpath: bool = True,
|
||||
|
||||
# only render datums "in view" of the ``ChartView``
|
||||
use_vr: bool = True,
|
||||
|
||||
) -> tuple[QPainterPath, bool]:
|
||||
'''
|
||||
Render the current graphics path(s)
|
||||
|
||||
There are (at least) 3 stages from source data to graphics data:
|
||||
- a data transform (which can be stored in additional shm)
|
||||
- a graphics transform which converts discrete basis data to
|
||||
a `float`-basis view-coords graphics basis. (eg. ``ohlc_flatten()``,
|
||||
``step_path_arrays_from_1d()``, etc.)
|
||||
|
||||
- blah blah blah (from notes)
|
||||
|
||||
'''
|
||||
# TODO: can the renderer just call ``Viz.read()`` directly?
|
||||
# unpack latest source data read
|
||||
fmtr = self.fmtr
|
||||
|
||||
(
|
||||
_,
|
||||
_,
|
||||
array,
|
||||
ivl,
|
||||
ivr,
|
||||
in_view,
|
||||
) = new_read
|
||||
|
||||
# xy-path data transform: convert source data to a format
|
||||
# able to be passed to a `QPainterPath` rendering routine.
|
||||
fmt_out = fmtr.format_to_1d(
|
||||
new_read,
|
||||
array_key,
|
||||
profiler,
|
||||
|
||||
slice_to_inview=use_vr,
|
||||
)
|
||||
|
||||
# no history in view case
|
||||
if not fmt_out:
|
||||
# XXX: this might be why the profiler only has exits?
|
||||
return
|
||||
|
||||
(
|
||||
x_1d,
|
||||
y_1d,
|
||||
connect,
|
||||
prepend_length,
|
||||
append_length,
|
||||
view_changed,
|
||||
# append_tres,
|
||||
|
||||
) = fmt_out
|
||||
|
||||
# redraw conditions
|
||||
if (
|
||||
prepend_length > 0
|
||||
or new_sample_rate
|
||||
or view_changed
|
||||
|
||||
# NOTE: comment this to try and make "append paths"
|
||||
# work below..
|
||||
or append_length > 0
|
||||
):
|
||||
should_redraw = True
|
||||
|
||||
path: QPainterPath = self.path
|
||||
fast_path: QPainterPath = self.fast_path
|
||||
reset: bool = False
|
||||
|
||||
self.viz.yrange = None
|
||||
|
||||
# redraw the entire source data if we have either of:
|
||||
# - no prior path graphic rendered or,
|
||||
# - we always intend to re-render the data only in view
|
||||
if (
|
||||
path is None
|
||||
or should_redraw
|
||||
):
|
||||
# print(f"{self.viz.name} -> REDRAWING BRUH")
|
||||
if new_sample_rate and showing_src_data:
|
||||
log.info(f'DE-downsampling -> {array_key}')
|
||||
self._in_ds = False
|
||||
|
||||
elif should_ds and uppx > 1:
|
||||
|
||||
x_1d, y_1d, ymn, ymx = xy_downsample(
|
||||
x_1d,
|
||||
y_1d,
|
||||
uppx,
|
||||
)
|
||||
self.viz.yrange = ymn, ymx
|
||||
# print(f'{self.viz.name} post ds: ymn, ymx: {ymn},{ymx}')
|
||||
|
||||
reset = True
|
||||
profiler(f'FULL PATH downsample redraw={should_ds}')
|
||||
self._in_ds = True
|
||||
|
||||
path = self.draw_path(
|
||||
x=x_1d,
|
||||
y=y_1d,
|
||||
connect=connect,
|
||||
path=path,
|
||||
redraw=True,
|
||||
)
|
||||
|
||||
profiler(
|
||||
'generated fresh path. '
|
||||
f'(should_redraw: {should_redraw} '
|
||||
f'should_ds: {should_ds} new_sample_rate: {new_sample_rate})'
|
||||
)
|
||||
|
||||
# TODO: get this piecewise prepend working - right now it's
|
||||
# giving heck on vwap...
|
||||
# elif prepend_length:
|
||||
|
||||
# prepend_path = pg.functions.arrayToQPath(
|
||||
# x[0:prepend_length],
|
||||
# y[0:prepend_length],
|
||||
# connect='all'
|
||||
# )
|
||||
|
||||
# # swap prepend path in "front"
|
||||
# old_path = graphics.path
|
||||
# graphics.path = prepend_path
|
||||
# # graphics.path.moveTo(new_x[0], new_y[0])
|
||||
# graphics.path.connectPath(old_path)
|
||||
|
||||
elif (
|
||||
append_length > 0
|
||||
and do_append
|
||||
):
|
||||
profiler(f'sliced append path {append_length}')
|
||||
# (
|
||||
# x_1d,
|
||||
# y_1d,
|
||||
# connect,
|
||||
# ) = append_tres
|
||||
|
||||
profiler(
|
||||
f'diffed array input, append_length={append_length}'
|
||||
)
|
||||
|
||||
# if should_ds and uppx > 1:
|
||||
# new_x, new_y = xy_downsample(
|
||||
# new_x,
|
||||
# new_y,
|
||||
# uppx,
|
||||
# )
|
||||
# profiler(f'fast path downsample redraw={should_ds}')
|
||||
|
||||
append_path = self.draw_path(
|
||||
x=x_1d,
|
||||
y=y_1d,
|
||||
connect=connect,
|
||||
path=fast_path,
|
||||
)
|
||||
profiler('generated append qpath')
|
||||
|
||||
if use_fpath:
|
||||
# an attempt at trying to make append-updates faster..
|
||||
if fast_path is None:
|
||||
fast_path = append_path
|
||||
# fast_path.reserve(int(6e3))
|
||||
else:
|
||||
# print(
|
||||
# f'{self.viz.name}: FAST PATH\n'
|
||||
# f"append_path br: {append_path.boundingRect()}\n"
|
||||
# f"path size: {size}\n"
|
||||
# f"append_path len: {append_path.length()}\n"
|
||||
# f"fast_path len: {fast_path.length()}\n"
|
||||
# )
|
||||
|
||||
fast_path.connectPath(append_path)
|
||||
size = fast_path.capacity()
|
||||
profiler(f'connected fast path w size: {size}')
|
||||
|
||||
# graphics.path.moveTo(new_x[0], new_y[0])
|
||||
# path.connectPath(append_path)
|
||||
|
||||
# XXX: lol this causes a hang..
|
||||
# graphics.path = graphics.path.simplified()
|
||||
else:
|
||||
size = path.capacity()
|
||||
profiler(f'connected history path w size: {size}')
|
||||
path.connectPath(append_path)
|
||||
|
||||
self.path = path
|
||||
self.fast_path = fast_path
|
||||
|
||||
return self.path, reset
|
||||
|
|
@ -144,15 +144,29 @@ class CompleterView(QTreeView):
|
|||
self._font_size: int = 0 # pixels
|
||||
self._init: bool = False
|
||||
|
||||
async def on_pressed(self, idx: QModelIndex) -> None:
|
||||
async def on_pressed(
|
||||
self,
|
||||
idx: QModelIndex,
|
||||
) -> None:
|
||||
'''
|
||||
Mouse pressed on view handler.
|
||||
|
||||
'''
|
||||
search = self.parent()
|
||||
await search.chart_current_item()
|
||||
|
||||
await search.chart_current_item(
|
||||
clear_to_cache=True,
|
||||
)
|
||||
|
||||
# XXX: this causes Qt to hang and segfault..lovely
|
||||
# self.show_cache_entries(
|
||||
# only=True,
|
||||
# keep_current_item_selected=True,
|
||||
# )
|
||||
|
||||
search.focus()
|
||||
|
||||
|
||||
def set_font_size(self, size: int = 18):
|
||||
# print(size)
|
||||
if size < 0:
|
||||
|
|
@ -288,7 +302,7 @@ class CompleterView(QTreeView):
|
|||
def select_first(self) -> QStandardItem:
|
||||
'''
|
||||
Select the first depth >= 2 entry from the completer tree and
|
||||
return it's item.
|
||||
return its item.
|
||||
|
||||
'''
|
||||
# ensure we're **not** selecting the first level parent node and
|
||||
|
|
@ -416,12 +430,26 @@ class CompleterView(QTreeView):
|
|||
section: str,
|
||||
values: Sequence[str],
|
||||
clear_all: bool = False,
|
||||
reverse: bool = False,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Set result-rows for depth = 1 tree section ``section``.
|
||||
|
||||
'''
|
||||
if (
|
||||
values
|
||||
and not isinstance(values[0], str)
|
||||
):
|
||||
flattened: list[str] = []
|
||||
for val in values:
|
||||
flattened.extend(val)
|
||||
|
||||
values = flattened
|
||||
|
||||
if reverse:
|
||||
values = reversed(values)
|
||||
|
||||
model = self.model()
|
||||
if clear_all:
|
||||
# XXX: rewrite the model from scratch if caller requests it
|
||||
|
|
@ -598,22 +626,50 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
self.show()
|
||||
self.bar.focus()
|
||||
|
||||
def show_only_cache_entries(self) -> None:
|
||||
def show_cache_entries(
|
||||
self,
|
||||
only: bool = False,
|
||||
keep_current_item_selected: bool = False,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Clear the search results view and show only cached (aka recently
|
||||
loaded with active data) feeds in the results section.
|
||||
|
||||
'''
|
||||
godw = self.godwidget
|
||||
|
||||
# first entry in the cache is the current symbol(s)
|
||||
fqsns = set()
|
||||
for multi_fqsns in list(godw._chart_cache):
|
||||
for fqsn in set(multi_fqsns):
|
||||
fqsns.add(fqsn)
|
||||
|
||||
if keep_current_item_selected:
|
||||
sel = self.view.selectionModel()
|
||||
cidx = sel.currentIndex()
|
||||
|
||||
self.view.set_section_entries(
|
||||
'cache',
|
||||
list(reversed(godw._chart_cache)),
|
||||
list(fqsns),
|
||||
# remove all other completion results except for cache
|
||||
clear_all=True,
|
||||
clear_all=only,
|
||||
reverse=True,
|
||||
)
|
||||
|
||||
def get_current_item(self) -> Optional[tuple[str, str]]:
|
||||
'''Return the current completer tree selection as
|
||||
if (
|
||||
keep_current_item_selected
|
||||
and cidx.isValid()
|
||||
):
|
||||
# set current selection back to what it was before filling out
|
||||
# the view results.
|
||||
self.view.select_from_idx(cidx)
|
||||
else:
|
||||
self.view.select_first()
|
||||
|
||||
def get_current_item(self) -> tuple[QModelIndex, str, str] | None:
|
||||
'''
|
||||
Return the current completer tree selection as
|
||||
a tuple ``(parent: str, child: str)`` if valid, else ``None``.
|
||||
|
||||
'''
|
||||
|
|
@ -639,7 +695,11 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
if provider == 'cache':
|
||||
symbol, _, provider = symbol.rpartition('.')
|
||||
|
||||
return provider, symbol
|
||||
return (
|
||||
cidx,
|
||||
provider,
|
||||
symbol,
|
||||
)
|
||||
|
||||
else:
|
||||
return None
|
||||
|
|
@ -660,15 +720,16 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
if value is None:
|
||||
return None
|
||||
|
||||
provider, symbol = value
|
||||
cidx, provider, symbol = value
|
||||
godw = self.godwidget
|
||||
|
||||
log.info(f'Requesting symbol: {symbol}.{provider}')
|
||||
fqsn = f'{symbol}.{provider}'
|
||||
log.info(f'Requesting symbol: {fqsn}')
|
||||
|
||||
# assert provider in symbol
|
||||
await godw.load_symbols(
|
||||
provider,
|
||||
[symbol],
|
||||
'info',
|
||||
fqsns=[fqsn],
|
||||
loglevel='info',
|
||||
)
|
||||
|
||||
# fully qualified symbol name (SNS i guess is what we're
|
||||
|
|
@ -682,13 +743,15 @@ class SearchWidget(QtWidgets.QWidget):
|
|||
# Re-order the symbol cache on the chart to display in
|
||||
# LIFO order. this is normally only done internally by
|
||||
# the chart on new symbols being loaded into memory
|
||||
godw.set_chart_symbol(
|
||||
fqsn, (
|
||||
godw.set_chart_symbols(
|
||||
(fqsn,), (
|
||||
godw.hist_linked,
|
||||
godw.rt_linked,
|
||||
)
|
||||
)
|
||||
self.show_only_cache_entries()
|
||||
self.show_cache_entries(
|
||||
only=True,
|
||||
)
|
||||
|
||||
self.bar.focus()
|
||||
return fqsn
|
||||
|
|
@ -757,9 +820,10 @@ async def pack_matches(
|
|||
with trio.CancelScope() as cs:
|
||||
task_status.started(cs)
|
||||
# ensure ^ status is updated
|
||||
results = await search(pattern)
|
||||
results = list(await search(pattern))
|
||||
|
||||
if provider != 'cache': # XXX: don't cache the cache results xD
|
||||
# XXX: don't cache the cache results xD
|
||||
if provider != 'cache':
|
||||
matches[(provider, pattern)] = results
|
||||
|
||||
# print(f'results from {provider}: {results}')
|
||||
|
|
@ -806,7 +870,7 @@ async def fill_results(
|
|||
has_results: defaultdict[str, set[str]] = defaultdict(set)
|
||||
|
||||
# show cached feed list at startup
|
||||
search.show_only_cache_entries()
|
||||
search.show_cache_entries()
|
||||
search.on_resize()
|
||||
|
||||
while True:
|
||||
|
|
@ -860,8 +924,9 @@ async def fill_results(
|
|||
# it hasn't already been searched with the current
|
||||
# input pattern (in which case just look up the old
|
||||
# results).
|
||||
if (period >= pause) and (
|
||||
provider not in already_has_results
|
||||
if (
|
||||
period >= pause
|
||||
and provider not in already_has_results
|
||||
):
|
||||
|
||||
# TODO: it may make more sense TO NOT search the
|
||||
|
|
@ -869,7 +934,9 @@ async def fill_results(
|
|||
# cpu-bound.
|
||||
if provider != 'cache':
|
||||
view.clear_section(
|
||||
provider, status_field='-> searchin..')
|
||||
provider,
|
||||
status_field='-> searchin..',
|
||||
)
|
||||
|
||||
await n.start(
|
||||
pack_matches,
|
||||
|
|
@ -890,11 +957,20 @@ async def fill_results(
|
|||
# re-searching it's ``dict`` since it's easier
|
||||
# but it also causes it to be slower then cached
|
||||
# results from other providers on occasion.
|
||||
if results and provider != 'cache':
|
||||
view.set_section_entries(
|
||||
section=provider,
|
||||
values=results,
|
||||
)
|
||||
if (
|
||||
results
|
||||
):
|
||||
if provider != 'cache':
|
||||
view.set_section_entries(
|
||||
section=provider,
|
||||
values=results,
|
||||
)
|
||||
else:
|
||||
# if provider == 'cache':
|
||||
# for the cache just show what we got
|
||||
# that matches
|
||||
search.show_cache_entries()
|
||||
|
||||
else:
|
||||
view.clear_section(provider)
|
||||
|
||||
|
|
@ -916,11 +992,10 @@ async def handle_keyboard_input(
|
|||
global _search_active, _search_enabled
|
||||
|
||||
# startup
|
||||
bar = searchbar
|
||||
search = searchbar.parent()
|
||||
godwidget = search.godwidget
|
||||
view = bar.view
|
||||
view.set_font_size(bar.dpi_font.px_size)
|
||||
searchw = searchbar.parent()
|
||||
godwidget = searchw.godwidget
|
||||
view = searchbar.view
|
||||
view.set_font_size(searchbar.dpi_font.px_size)
|
||||
send, recv = trio.open_memory_channel(616)
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
|
|
@ -931,13 +1006,13 @@ async def handle_keyboard_input(
|
|||
n.start_soon(
|
||||
partial(
|
||||
fill_results,
|
||||
search,
|
||||
searchw,
|
||||
recv,
|
||||
)
|
||||
)
|
||||
|
||||
bar.focus()
|
||||
search.show_only_cache_entries()
|
||||
searchbar.focus()
|
||||
searchw.show_cache_entries()
|
||||
await trio.sleep(0)
|
||||
|
||||
async for kbmsg in recv_chan:
|
||||
|
|
@ -949,20 +1024,29 @@ async def handle_keyboard_input(
|
|||
if mods == Qt.ControlModifier:
|
||||
ctl = True
|
||||
|
||||
if key in (Qt.Key_Enter, Qt.Key_Return):
|
||||
if key in (
|
||||
Qt.Key_Enter,
|
||||
Qt.Key_Return
|
||||
):
|
||||
_search_enabled = False
|
||||
await search.chart_current_item(clear_to_cache=True)
|
||||
search.show_only_cache_entries()
|
||||
view.show_matches()
|
||||
search.focus()
|
||||
await searchw.chart_current_item(clear_to_cache=True)
|
||||
|
||||
elif not ctl and not bar.text():
|
||||
# if nothing in search text show the cache
|
||||
view.set_section_entries(
|
||||
'cache',
|
||||
list(reversed(godwidget._chart_cache)),
|
||||
clear_all=True,
|
||||
)
|
||||
# XXX: causes hang and segfault..
|
||||
# searchw.show_cache_entries(
|
||||
# only=True,
|
||||
# keep_current_item_selected=True,
|
||||
# )
|
||||
|
||||
view.show_matches()
|
||||
searchw.focus()
|
||||
|
||||
elif (
|
||||
not ctl
|
||||
and not searchbar.text()
|
||||
):
|
||||
# TODO: really should factor this somewhere..bc
|
||||
# we're doin it in another spot as well..
|
||||
searchw.show_cache_entries(only=True)
|
||||
continue
|
||||
|
||||
# cancel and close
|
||||
|
|
@ -971,7 +1055,7 @@ async def handle_keyboard_input(
|
|||
Qt.Key_Space, # i feel like this is the "native" one
|
||||
Qt.Key_Alt,
|
||||
}:
|
||||
bar.unfocus()
|
||||
searchbar.unfocus()
|
||||
|
||||
# kill the search and focus back on main chart
|
||||
if godwidget:
|
||||
|
|
@ -979,41 +1063,54 @@ async def handle_keyboard_input(
|
|||
|
||||
continue
|
||||
|
||||
if ctl and key in {
|
||||
Qt.Key_L,
|
||||
}:
|
||||
if (
|
||||
ctl
|
||||
and key in {Qt.Key_L}
|
||||
):
|
||||
# like url (link) highlight in a web browser
|
||||
bar.focus()
|
||||
searchbar.focus()
|
||||
|
||||
# selection navigation controls
|
||||
elif ctl and key in {
|
||||
Qt.Key_D,
|
||||
}:
|
||||
elif (
|
||||
ctl
|
||||
and key in {Qt.Key_D}
|
||||
):
|
||||
view.next_section(direction='down')
|
||||
_search_enabled = False
|
||||
|
||||
elif ctl and key in {
|
||||
Qt.Key_U,
|
||||
}:
|
||||
elif (
|
||||
ctl
|
||||
and key in {Qt.Key_U}
|
||||
):
|
||||
view.next_section(direction='up')
|
||||
_search_enabled = False
|
||||
|
||||
# selection navigation controls
|
||||
elif (ctl and key in {
|
||||
elif (
|
||||
ctl and (
|
||||
key in {
|
||||
Qt.Key_K,
|
||||
Qt.Key_J,
|
||||
}
|
||||
|
||||
Qt.Key_K,
|
||||
Qt.Key_J,
|
||||
|
||||
}) or key in {
|
||||
|
||||
Qt.Key_Up,
|
||||
Qt.Key_Down,
|
||||
}:
|
||||
or key in {
|
||||
Qt.Key_Up,
|
||||
Qt.Key_Down,
|
||||
}
|
||||
)
|
||||
):
|
||||
_search_enabled = False
|
||||
if key in {Qt.Key_K, Qt.Key_Up}:
|
||||
|
||||
if key in {
|
||||
Qt.Key_K,
|
||||
Qt.Key_Up
|
||||
}:
|
||||
item = view.select_previous()
|
||||
|
||||
elif key in {Qt.Key_J, Qt.Key_Down}:
|
||||
elif key in {
|
||||
Qt.Key_J,
|
||||
Qt.Key_Down,
|
||||
}:
|
||||
item = view.select_next()
|
||||
|
||||
if item:
|
||||
|
|
@ -1022,26 +1119,39 @@ async def handle_keyboard_input(
|
|||
# if we're in the cache section and thus the next
|
||||
# selection is a cache item, switch and show it
|
||||
# immediately since it should be very fast.
|
||||
if parent_item and parent_item.text() == 'cache':
|
||||
await search.chart_current_item(clear_to_cache=False)
|
||||
if (
|
||||
parent_item
|
||||
and parent_item.text() == 'cache'
|
||||
):
|
||||
await searchw.chart_current_item(clear_to_cache=False)
|
||||
|
||||
# ACTUAL SEARCH BLOCK #
|
||||
# where we fuzzy complete and fill out sections.
|
||||
elif not ctl:
|
||||
# relay to completer task
|
||||
_search_enabled = True
|
||||
send.send_nowait(search.bar.text())
|
||||
send.send_nowait(searchw.bar.text())
|
||||
_search_active.set()
|
||||
|
||||
|
||||
async def search_simple_dict(
|
||||
text: str,
|
||||
source: dict,
|
||||
|
||||
) -> dict[str, Any]:
|
||||
|
||||
tokens = []
|
||||
for key in source:
|
||||
if not isinstance(key, str):
|
||||
tokens.extend(key)
|
||||
else:
|
||||
tokens.append(key)
|
||||
|
||||
# search routine can be specified as a function such
|
||||
# as in the case of the current app's local symbol cache
|
||||
matches = fuzzy.extractBests(
|
||||
text,
|
||||
source.keys(),
|
||||
tokens,
|
||||
score_cutoff=90,
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -240,12 +240,12 @@ def hcolor(name: str) -> str:
|
|||
'gunmetal': '#91A3B0',
|
||||
'battleship': '#848482',
|
||||
|
||||
# default ohlc-bars/curve gray
|
||||
'bracket': '#666666', # like the logo
|
||||
|
||||
# bluish
|
||||
'charcoal': '#36454F',
|
||||
|
||||
# default bars
|
||||
'bracket': '#666666', # like the logo
|
||||
|
||||
# work well for filled polygons which want a 'bracket' feel
|
||||
# going light to dark
|
||||
'davies': '#555555',
|
||||
|
|
|
|||
|
|
@ -88,7 +88,7 @@ class Dialog(Struct):
|
|||
# TODO: use ``pydantic.UUID4`` field
|
||||
uuid: str
|
||||
order: Order
|
||||
symbol: Symbol
|
||||
symbol: str
|
||||
lines: list[LevelLine]
|
||||
last_status_close: Callable = lambda: None
|
||||
msgs: dict[str, dict] = {}
|
||||
|
|
@ -349,7 +349,7 @@ class OrderMode:
|
|||
|
||||
'''
|
||||
if not order:
|
||||
staged = self._staged_order
|
||||
staged: Order = self._staged_order
|
||||
# apply order fields for ems
|
||||
oid = str(uuid.uuid4())
|
||||
order = staged.copy()
|
||||
|
|
@ -379,7 +379,7 @@ class OrderMode:
|
|||
dialog = Dialog(
|
||||
uuid=order.oid,
|
||||
order=order,
|
||||
symbol=order.symbol,
|
||||
symbol=order.symbol, # XXX: always a str?
|
||||
lines=lines,
|
||||
last_status_close=self.multistatus.open_status(
|
||||
f'submitting {order.exec_mode}-{order.action}',
|
||||
|
|
@ -494,7 +494,7 @@ class OrderMode:
|
|||
|
||||
uuid: str,
|
||||
price: float,
|
||||
arrow_index: float,
|
||||
time_s: float,
|
||||
|
||||
pointing: Optional[str] = None,
|
||||
|
||||
|
|
@ -513,22 +513,32 @@ class OrderMode:
|
|||
'''
|
||||
dialog = self.dialogs[uuid]
|
||||
lines = dialog.lines
|
||||
chart = self.chart
|
||||
|
||||
# XXX: seems to fail on certain types of races?
|
||||
# assert len(lines) == 2
|
||||
if lines:
|
||||
flume: Flume = self.feed.flumes[self.chart.linked.symbol.fqsn]
|
||||
flume: Flume = self.feed.flumes[chart.linked.symbol.fqsn]
|
||||
_, _, ratio = flume.get_ds_info()
|
||||
for i, chart in [
|
||||
(arrow_index, self.chart),
|
||||
(flume.izero_hist
|
||||
+
|
||||
round((arrow_index - flume.izero_rt)/ratio),
|
||||
self.hist_chart)
|
||||
|
||||
for chart, shm in [
|
||||
(self.chart, flume.rt_shm),
|
||||
(self.hist_chart, flume.hist_shm),
|
||||
]:
|
||||
viz = chart.get_viz(chart.name)
|
||||
index_field = viz.index_field
|
||||
arr = shm.array
|
||||
|
||||
# TODO: borked for int index based..
|
||||
index = flume.get_index(time_s, arr)
|
||||
|
||||
# get absolute index for arrow placement
|
||||
arrow_index = arr[index_field][index]
|
||||
|
||||
self.arrows.add(
|
||||
chart.plotItem,
|
||||
uuid,
|
||||
i,
|
||||
arrow_index,
|
||||
price,
|
||||
pointing=pointing,
|
||||
color=lines[0].color
|
||||
|
|
@ -693,7 +703,6 @@ async def open_order_mode(
|
|||
|
||||
# symbol id
|
||||
symbol = chart.linked.symbol
|
||||
symkey = symbol.front_fqsn()
|
||||
|
||||
# map of per-provider account keys to position tracker instances
|
||||
trackers: dict[str, PositionTracker] = {}
|
||||
|
|
@ -854,7 +863,7 @@ async def open_order_mode(
|
|||
# the expected symbol key in its positions msg.
|
||||
for (broker, acctid), msgs in position_msgs.items():
|
||||
for msg in msgs:
|
||||
log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
|
||||
log.info(f'Loading pp for {acctid}@{broker}:\n{pformat(msg)}')
|
||||
await process_trade_msg(
|
||||
mode,
|
||||
book,
|
||||
|
|
@ -930,7 +939,6 @@ async def process_trade_msg(
|
|||
|
||||
) -> tuple[Dialog, Status]:
|
||||
|
||||
get_index = mode.chart.get_index
|
||||
fmsg = pformat(msg)
|
||||
log.debug(f'Received order msg:\n{fmsg}')
|
||||
name = msg['name']
|
||||
|
|
@ -965,6 +973,9 @@ async def process_trade_msg(
|
|||
oid = msg.oid
|
||||
dialog: Dialog = mode.dialogs.get(oid)
|
||||
|
||||
if dialog:
|
||||
fqsn = dialog.symbol
|
||||
|
||||
match msg:
|
||||
case Status(
|
||||
resp='dark_open' | 'open',
|
||||
|
|
@ -1034,10 +1045,11 @@ async def process_trade_msg(
|
|||
# should only be one "fill" for an alert
|
||||
# add a triangle and remove the level line
|
||||
req = Order(**req)
|
||||
tm = time.time()
|
||||
mode.on_fill(
|
||||
oid,
|
||||
price=req.price,
|
||||
arrow_index=get_index(time.time()),
|
||||
time_s=tm,
|
||||
)
|
||||
mode.lines.remove_line(uuid=oid)
|
||||
msg.req = req
|
||||
|
|
@ -1065,26 +1077,25 @@ async def process_trade_msg(
|
|||
action = order.action
|
||||
details = msg.brokerd_msg
|
||||
|
||||
# TODO: some kinda progress system
|
||||
# TODO: put the actual exchange timestamp?
|
||||
# TODO: some kinda progress system?
|
||||
|
||||
# NOTE: currently the ``kraken`` openOrders sub
|
||||
# doesn't deliver their engine timestamp as part of
|
||||
# it's schema, so this value is **not** from them
|
||||
# (see our backend code). We should probably either
|
||||
# include all provider-engine timestamps in the
|
||||
# summary 'closed' status msg and/or figure out
|
||||
# a way to indicate what is a `brokerd` stamp versus
|
||||
# a true backend one? This will require finagling
|
||||
# with how each backend tracks/summarizes time
|
||||
# stamps for the downstream API.
|
||||
tm = details['broker_time']
|
||||
mode.on_fill(
|
||||
oid,
|
||||
price=details['price'],
|
||||
time_s=tm,
|
||||
pointing='up' if action == 'buy' else 'down',
|
||||
|
||||
# TODO: put the actual exchange timestamp
|
||||
arrow_index=get_index(
|
||||
# TODO: note currently the ``kraken`` openOrders sub
|
||||
# doesn't deliver their engine timestamp as part of
|
||||
# it's schema, so this value is **not** from them
|
||||
# (see our backend code). We should probably either
|
||||
# include all provider-engine timestamps in the
|
||||
# summary 'closed' status msg and/or figure out
|
||||
# a way to indicate what is a `brokerd` stamp versus
|
||||
# a true backend one? This will require finagling
|
||||
# with how each backend tracks/summarizes time
|
||||
# stamps for the downstream API.
|
||||
details['broker_time']
|
||||
),
|
||||
)
|
||||
|
||||
# TODO: append these fill events to the position's clear
|
||||
|
|
|
|||
|
|
@ -1,3 +0,0 @@
|
|||
"""
|
||||
Super hawt Qt UI components
|
||||
"""
|
||||
|
|
@ -1,67 +0,0 @@
|
|||
import sys
|
||||
|
||||
from PySide2.QtCharts import QtCharts
|
||||
from PySide2.QtWidgets import QApplication, QMainWindow
|
||||
from PySide2.QtCore import Qt, QPointF
|
||||
from PySide2 import QtGui
|
||||
import qdarkstyle
|
||||
|
||||
data = ((1, 7380, 7520, 7380, 7510, 7324),
|
||||
(2, 7520, 7580, 7410, 7440, 7372),
|
||||
(3, 7440, 7650, 7310, 7520, 7434),
|
||||
(4, 7450, 7640, 7450, 7550, 7480),
|
||||
(5, 7510, 7590, 7460, 7490, 7502),
|
||||
(6, 7500, 7590, 7480, 7560, 7512),
|
||||
(7, 7560, 7830, 7540, 7800, 7584))
|
||||
|
||||
|
||||
app = QApplication([])
|
||||
# set dark stylesheet
|
||||
# import pdb; pdb.set_trace()
|
||||
app.setStyleSheet(qdarkstyle.load_stylesheet_pyside())
|
||||
|
||||
series = QtCharts.QCandlestickSeries()
|
||||
series.setDecreasingColor(Qt.darkRed)
|
||||
series.setIncreasingColor(Qt.darkGreen)
|
||||
|
||||
ma5 = QtCharts.QLineSeries() # 5-days average data line
|
||||
tm = [] # stores str type data
|
||||
|
||||
# in a loop, series and ma5 append corresponding data
|
||||
for num, o, h, l, c, m in data:
|
||||
candle = QtCharts.QCandlestickSet(o, h, l, c)
|
||||
series.append(candle)
|
||||
ma5.append(QPointF(num, m))
|
||||
tm.append(str(num))
|
||||
|
||||
pen = candle.pen()
|
||||
# import pdb; pdb.set_trace()
|
||||
|
||||
chart = QtCharts.QChart()
|
||||
|
||||
# import pdb; pdb.set_trace()
|
||||
series.setBodyOutlineVisible(False)
|
||||
series.setCapsVisible(False)
|
||||
# brush = QtGui.QBrush()
|
||||
# brush.setColor(Qt.green)
|
||||
# series.setBrush(brush)
|
||||
chart.addSeries(series) # candle
|
||||
chart.addSeries(ma5) # ma5 line
|
||||
|
||||
chart.setAnimationOptions(QtCharts.QChart.SeriesAnimations)
|
||||
chart.createDefaultAxes()
|
||||
chart.legend().hide()
|
||||
|
||||
chart.axisX(series).setCategories(tm)
|
||||
chart.axisX(ma5).setVisible(False)
|
||||
|
||||
view = QtCharts.QChartView(chart)
|
||||
view.chart().setTheme(QtCharts.QChart.ChartTheme.ChartThemeDark)
|
||||
view.setRubberBand(QtCharts.QChartView.HorizontalRubberBand)
|
||||
# chartview.chart().setTheme(QtCharts.QChart.ChartTheme.ChartThemeBlueCerulean)
|
||||
|
||||
ui = QMainWindow()
|
||||
# ui.setGeometry(50, 50, 500, 300)
|
||||
ui.setCentralWidget(view)
|
||||
ui.show()
|
||||
sys.exit(app.exec_())
|
||||
|
|
@ -1,22 +1,26 @@
|
|||
"""
|
||||
Resource list for mucking with DPIs on multiple screens:
|
||||
|
||||
- https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
|
||||
- https://stackoverflow.com/questions/25761556/qt5-font-rendering-different-on-various-platforms/25929628#25929628
|
||||
- https://doc.qt.io/qt-5/highdpi.html
|
||||
- https://stackoverflow.com/questions/20464814/changing-dpi-scaling-size-of-display-make-qt-applications-font-size-get-rendere
|
||||
- https://stackoverflow.com/a/20465247
|
||||
- https://doc.qt.io/archives/qt-4.8/qfontmetrics.html#width
|
||||
- https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
||||
- https://forum.qt.io/topic/43625/point-sizes-are-they-reliable/4
|
||||
- https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
|
||||
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
||||
|
||||
DPI and info helper script for display metrics.
|
||||
"""
|
||||
|
||||
from pyqtgraph import QtGui
|
||||
# Resource list for mucking with DPIs on multiple screens:
|
||||
# https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
|
||||
# https://stackoverflow.com/questions/25761556/qt5-font-rendering-different-on-various-platforms/25929628#25929628
|
||||
# https://doc.qt.io/qt-5/highdpi.html
|
||||
# https://stackoverflow.com/questions/20464814/changing-dpi-scaling-size-of-display-make-qt-applications-font-size-get-rendere
|
||||
# https://stackoverflow.com/a/20465247
|
||||
# https://doc.qt.io/archives/qt-4.8/qfontmetrics.html#width
|
||||
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
||||
# https://forum.qt.io/topic/43625/point-sizes-are-they-reliable/4
|
||||
# https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
|
||||
# https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
||||
|
||||
from pyqtgraph import (
|
||||
QtGui,
|
||||
QtWidgets,
|
||||
)
|
||||
from PyQt5.QtCore import (
|
||||
Qt, QCoreApplication
|
||||
Qt,
|
||||
QCoreApplication,
|
||||
)
|
||||
|
||||
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
||||
|
|
@ -28,55 +32,47 @@ if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
|
|||
QCoreApplication.setAttribute(Qt.AA_UseHighDpiPixmaps, True)
|
||||
|
||||
|
||||
app = QtGui.QApplication([])
|
||||
window = QtGui.QMainWindow()
|
||||
main_widget = QtGui.QWidget()
|
||||
app = QtWidgets.QApplication([])
|
||||
window = QtWidgets.QMainWindow()
|
||||
main_widget = QtWidgets.QWidget()
|
||||
window.setCentralWidget(main_widget)
|
||||
window.show()
|
||||
|
||||
# TODO: move widget through multiple displays and auto-detect the pixel
|
||||
# ratio? (probably is gonna require calls to i3ipc on linux)..
|
||||
pxr = main_widget.devicePixelRatioF()
|
||||
|
||||
# screen_num = app.desktop().screenNumber()
|
||||
# TODO: how to detect list of displays from API?
|
||||
# screen = app.screens()[screen_num]
|
||||
|
||||
|
||||
def ppscreeninfo(screen: 'QScreen') -> None:
|
||||
# screen_num = app.desktop().screenNumber()
|
||||
name = screen.name()
|
||||
size = screen.size()
|
||||
geo = screen.availableGeometry()
|
||||
phydpi = screen.physicalDotsPerInch()
|
||||
logdpi = screen.logicalDotsPerInch()
|
||||
rr = screen.refreshRate()
|
||||
|
||||
print(
|
||||
# f'screen number: {screen_num}\n',
|
||||
f'screen: {name}\n'
|
||||
f' size: {size}\n'
|
||||
f' geometry: {geo}\n'
|
||||
f' logical dpi: {logdpi}\n'
|
||||
f' devicePixelRationF(): {pxr}\n'
|
||||
f' physical dpi: {phydpi}\n'
|
||||
f' refresh rate: {rr}\n'
|
||||
)
|
||||
|
||||
print('-'*50 + '\n')
|
||||
|
||||
screen = app.screenAt(main_widget.geometry().center())
|
||||
|
||||
name = screen.name()
|
||||
size = screen.size()
|
||||
geo = screen.availableGeometry()
|
||||
phydpi = screen.physicalDotsPerInch()
|
||||
logdpi = screen.logicalDotsPerInch()
|
||||
|
||||
print(
|
||||
# f'screen number: {screen_num}\n',
|
||||
f'screen name: {name}\n'
|
||||
f'screen size: {size}\n'
|
||||
f'screen geometry: {geo}\n\n'
|
||||
f'devicePixelRationF(): {pxr}\n'
|
||||
f'physical dpi: {phydpi}\n'
|
||||
f'logical dpi: {logdpi}\n'
|
||||
)
|
||||
|
||||
print('-'*50)
|
||||
ppscreeninfo(screen)
|
||||
|
||||
screen = app.primaryScreen()
|
||||
|
||||
name = screen.name()
|
||||
size = screen.size()
|
||||
geo = screen.availableGeometry()
|
||||
phydpi = screen.physicalDotsPerInch()
|
||||
logdpi = screen.logicalDotsPerInch()
|
||||
|
||||
print(
|
||||
# f'screen number: {screen_num}\n',
|
||||
f'screen name: {name}\n'
|
||||
f'screen size: {size}\n'
|
||||
f'screen geometry: {geo}\n\n'
|
||||
f'devicePixelRationF(): {pxr}\n'
|
||||
f'physical dpi: {phydpi}\n'
|
||||
f'logical dpi: {logdpi}\n'
|
||||
)
|
||||
|
||||
ppscreeninfo(screen)
|
||||
|
||||
# app-wide font
|
||||
font = QtGui.QFont("Hack")
|
||||
|
|
|
|||
Loading…
Reference in New Issue