Compare commits
20 Commits
Author | SHA1 | Date |
---|---|---|
Tyler Goodlet | ac0f43dc98 | |
goodboy | 3977f1cc7e | |
Tyler Goodlet | e45cb9d08a | |
Tyler Goodlet | 27c523ca74 | |
Tyler Goodlet | b8b76a32a6 | |
Tyler Goodlet | dcee0ddd55 | |
goodboy | 67eab85f06 | |
Tyler Goodlet | afc95b8592 | |
Tyler Goodlet | 14c98d82ee | |
goodboy | b87aa30031 | |
Tyler Goodlet | 958f53d8e9 | |
Tyler Goodlet | ba43b54175 | |
Tyler Goodlet | de970755d7 | |
goodboy | 7ddebf6773 | |
Tyler Goodlet | 8eb4a427da | |
Tyler Goodlet | da5dea9f99 | |
Tyler Goodlet | 3074773662 | |
Tyler Goodlet | 4099b53ea2 | |
goodboy | 633fa7cc3a | |
goodboy | e9f0ea3daa |
|
@ -35,7 +35,7 @@ log = get_logger(__name__)
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_root_dname = 'pikerd'
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_registry_addr = ('127.0.0.1', 1616)
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_registry_addr = ('127.0.0.1', 6116)
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_tractor_kwargs: dict[str, Any] = {
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# use a different registry addr then tractor's default
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'arbiter_addr': _registry_addr
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|
|
|
@ -640,6 +640,7 @@ class Client:
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ready = ticker.updateEvent
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# ensure a last price gets filled in before we deliver quote
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warnset: bool = False
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for _ in range(100):
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if isnan(ticker.last):
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|
@ -650,17 +651,21 @@ class Client:
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if ready in done:
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break
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else:
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if not warnset:
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log.warning(
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f'Quote for {symbol} timed out: market is closed?'
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)
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warnset = True
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else:
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log.info(f'Got first quote for {symbol}')
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break
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else:
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if not warnset:
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log.warning(
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f'Symbol {symbol} is not returning a quote '
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'it may be outside trading hours?')
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warnset = True
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return contract, ticker, details
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|
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@ -19,6 +19,7 @@ Supervisor for docker with included specific-image service helpers.
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'''
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import os
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import time
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from typing import (
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Optional,
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Callable,
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|
@ -186,45 +187,65 @@ class Container:
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async def cancel(
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self,
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stop_msg: str,
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) -> None:
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cid = self.cntr.id
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# first try a graceful cancel
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log.cancel(
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f'SIGINT cancelling container: {cid}\n'
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f'waiting on stop msg: "{stop_msg}"'
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)
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self.try_signal('SIGINT')
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with trio.move_on_after(0.5) as cs:
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cs.shield = True
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await self.process_logs_until('initiating graceful shutdown')
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await self.process_logs_until('exiting...',)
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start = time.time()
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for _ in range(30):
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for _ in range(10):
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with trio.move_on_after(0.5) as cs:
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cs.shield = True
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await self.process_logs_until('exiting...',)
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await self.process_logs_until(stop_msg)
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# if we aren't cancelled on above checkpoint then we
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# assume we read the expected stop msg and terminated.
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break
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if cs.cancelled_caught:
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# get out the big guns, bc apparently marketstore
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# doesn't actually know how to terminate gracefully
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# :eyeroll:...
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self.try_signal('SIGKILL')
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try:
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log.info('Waiting on container shutdown: {cid}')
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log.info(f'Polling for container shutdown:\n{cid}')
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if self.cntr.status not in {'exited', 'not-running'}:
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self.cntr.wait(
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timeout=0.1,
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condition='not-running',
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)
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break
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except (
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ReadTimeout,
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):
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log.info(f'Still waiting on container:\n{cid}')
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continue
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except (
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docker.errors.APIError,
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ConnectionError,
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):
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log.error(f'failed to wait on container {cid}')
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raise
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log.exception('Docker connection failure')
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break
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else:
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raise RuntimeError('Failed to cancel container {cid}')
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delay = time.time() - start
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log.error(
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f'Failed to kill container {cid} after {delay}s\n'
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'sending SIGKILL..'
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)
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# get out the big guns, bc apparently marketstore
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# doesn't actually know how to terminate gracefully
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# :eyeroll:...
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self.try_signal('SIGKILL')
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self.cntr.wait(
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timeout=3,
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condition='not-running',
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)
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log.cancel(f'Container stopped: {cid}')
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|
@ -245,13 +266,16 @@ async def open_ahabd(
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# params, etc. passing to ``Containter.run()``?
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# call into endpoint for container config/init
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ep_func = NamespacePath(endpoint).load_ref()
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dcntr, cntr_config = ep_func(client)
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(
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dcntr,
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cntr_config,
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start_msg,
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stop_msg,
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) = ep_func(client)
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cntr = Container(dcntr)
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with trio.move_on_after(1):
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found = await cntr.process_logs_until(
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"launching tcp listener for all services...",
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)
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found = await cntr.process_logs_until(start_msg)
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if not found and cntr not in client.containers.list():
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raise RuntimeError(
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|
@ -271,16 +295,9 @@ async def open_ahabd(
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# callers to have root perms?
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await trio.sleep_forever()
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except (
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BaseException,
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# trio.Cancelled,
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# KeyboardInterrupt,
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):
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finally:
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with trio.CancelScope(shield=True):
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await cntr.cancel()
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raise
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await cntr.cancel(stop_msg)
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async def start_ahab(
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|
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|
@ -127,10 +127,15 @@ def start_marketstore(
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import os
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import docker
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from .. import config
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get_console_log('info', name=__name__)
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yml_file = os.path.join(config._config_dir, 'mkts.yml')
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mktsdir = os.path.join(config._config_dir, 'marketstore')
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# create when dne
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if not os.path.isdir(mktsdir):
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os.mkdir(mktsdir)
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yml_file = os.path.join(mktsdir, 'mkts.yml')
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if not os.path.isfile(yml_file):
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log.warning(
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f'No `marketstore` config exists?: {yml_file}\n'
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|
@ -143,14 +148,14 @@ def start_marketstore(
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# create a mount from user's local piker config dir into container
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config_dir_mnt = docker.types.Mount(
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target='/etc',
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source=config._config_dir,
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source=mktsdir,
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type='bind',
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)
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# create a user config subdir where the marketstore
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# backing filesystem database can be persisted.
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persistent_data_dir = os.path.join(
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config._config_dir, 'data',
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mktsdir, 'data',
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)
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if not os.path.isdir(persistent_data_dir):
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os.mkdir(persistent_data_dir)
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|
@ -180,7 +185,14 @@ def start_marketstore(
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init=True,
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# remove=True,
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)
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return dcntr, _config
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return (
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dcntr,
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_config,
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# expected startup and stop msgs
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"launching tcp listener for all services...",
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"exiting...",
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)
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_tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
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|
@ -383,7 +395,12 @@ class Storage:
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]:
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first_tsdb_dt, last_tsdb_dt = None, None
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tsdb_arrays = await self.read_ohlcv(fqsn)
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tsdb_arrays = await self.read_ohlcv(
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fqsn,
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# on first load we don't need to pull the max
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# history per request size worth.
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limit=3000,
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)
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log.info(f'Loaded tsdb history {tsdb_arrays}')
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if tsdb_arrays:
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|
@ -401,6 +418,7 @@ class Storage:
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fqsn: str,
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timeframe: Optional[Union[int, str]] = None,
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end: Optional[int] = None,
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limit: int = int(800e3),
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) -> tuple[
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MarketstoreClient,
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|
@ -423,7 +441,7 @@ class Storage:
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|||
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# TODO: figure the max limit here given the
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# ``purepc`` msg size limit of purerpc: 33554432
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limit=int(800e3),
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limit=limit,
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)
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if timeframe is None:
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|
|
|
@ -361,7 +361,7 @@ async def cascade(
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) -> tuple[TaskTracker, int]:
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# TODO: adopt an incremental update engine/approach
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# where possible here eventually!
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log.warning(f're-syncing fsp {func_name} to source')
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log.debug(f're-syncing fsp {func_name} to source')
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tracker.cs.cancel()
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await tracker.complete.wait()
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tracker, index = await n.start(fsp_target)
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|
|
|
@ -379,7 +379,7 @@ class Curve(pg.GraphicsObject):
|
|||
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||||
) -> None:
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# default line draw last call
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with self.reset_cache():
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# with self.reset_cache():
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x = render_data['index']
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y = render_data[array_key]
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|
|
|
@ -426,71 +426,6 @@ def graphics_update_cycle(
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|||
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profiler('view incremented')
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if vlm_chart:
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# always update y-label
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ds.vlm_sticky.update_from_data(
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*array[-1][['index', 'volume']]
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)
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|
||||
if (
|
||||
(
|
||||
do_rt_update
|
||||
or do_append
|
||||
and liv
|
||||
)
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or trigger_all
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||||
):
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# TODO: make it so this doesn't have to be called
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||||
# once the $vlm is up?
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vlm_chart.update_graphics_from_flow(
|
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'volume',
|
||||
# UGGGh, see ``maxmin()`` impl in `._fsp` for
|
||||
# the overlayed plotitems... we need a better
|
||||
# bay to invoke a maxmin per overlay..
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||||
render=False,
|
||||
# XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
|
||||
# without this, since we disable the
|
||||
# 'volume' (units) chart after the $vlm starts
|
||||
# up we need to be sure to enable this
|
||||
# auto-ranging otherwise there will be no handler
|
||||
# connected to update accompanying overlay
|
||||
# graphics..
|
||||
)
|
||||
profiler('`vlm_chart.update_graphics_from_flow()`')
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||||
|
||||
if (
|
||||
mx_vlm_in_view != vars['last_mx_vlm']
|
||||
):
|
||||
yrange = (0, mx_vlm_in_view * 1.375)
|
||||
vlm_chart.view._set_yrange(
|
||||
yrange=yrange,
|
||||
)
|
||||
profiler('`vlm_chart.view._set_yrange()`')
|
||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
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||||
vars['last_mx_vlm'] = mx_vlm_in_view
|
||||
|
||||
for curve_name, flow in vlm_chart._flows.items():
|
||||
|
||||
if not flow.render:
|
||||
continue
|
||||
|
||||
update_fsp_chart(
|
||||
vlm_chart,
|
||||
flow,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
# do_append=uppx < update_uppx,
|
||||
do_append=do_append,
|
||||
)
|
||||
# is this even doing anything?
|
||||
# (pretty sure it's the real-time
|
||||
# resizing from last quote?)
|
||||
fvb = flow.plot.vb
|
||||
fvb._set_yrange(
|
||||
# autoscale_linked_plots=False,
|
||||
name=curve_name,
|
||||
)
|
||||
|
||||
ticks_frame = quote.get('ticks', ())
|
||||
|
||||
frames_by_type: dict[str, dict] = {}
|
||||
|
@ -540,15 +475,16 @@ def graphics_update_cycle(
|
|||
or do_append
|
||||
or trigger_all
|
||||
):
|
||||
# TODO: we should always update the "last" datum
|
||||
# since the current range should at least be updated
|
||||
# to it's max/min on the last pixel.
|
||||
chart.update_graphics_from_flow(
|
||||
chart.name,
|
||||
# do_append=uppx < update_uppx,
|
||||
do_append=do_append,
|
||||
)
|
||||
|
||||
# NOTE: we always update the "last" datum
|
||||
# since the current range should at least be updated
|
||||
# to it's max/min on the last pixel.
|
||||
|
||||
# iterate in FIFO order per tick-frame
|
||||
for typ, tick in lasts.items():
|
||||
|
||||
|
@ -653,11 +589,106 @@ def graphics_update_cycle(
|
|||
vars['last_mx'], vars['last_mn'] = mx, mn
|
||||
|
||||
# run synchronous update on all linked flows
|
||||
# TODO: should the "main" (aka source) flow be special?
|
||||
for curve_name, flow in chart._flows.items():
|
||||
# update any overlayed fsp flows
|
||||
if curve_name != chart.data_key:
|
||||
update_fsp_chart(
|
||||
chart,
|
||||
flow,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
)
|
||||
|
||||
# even if we're downsampled bigly
|
||||
# draw the last datum in the final
|
||||
# px column to give the user the mx/mn
|
||||
# range of that set.
|
||||
if (
|
||||
not do_append
|
||||
# and not do_rt_update
|
||||
and liv
|
||||
):
|
||||
flow.draw_last(
|
||||
array_key=curve_name,
|
||||
only_last_uppx=True,
|
||||
)
|
||||
|
||||
# volume chart logic..
|
||||
# TODO: can we unify this with the above loop?
|
||||
if vlm_chart:
|
||||
# always update y-label
|
||||
ds.vlm_sticky.update_from_data(
|
||||
*array[-1][['index', 'volume']]
|
||||
)
|
||||
|
||||
if (
|
||||
not (do_rt_update or do_append)
|
||||
(
|
||||
do_rt_update
|
||||
or do_append
|
||||
and liv
|
||||
)
|
||||
or trigger_all
|
||||
):
|
||||
# TODO: make it so this doesn't have to be called
|
||||
# once the $vlm is up?
|
||||
vlm_chart.update_graphics_from_flow(
|
||||
'volume',
|
||||
# UGGGh, see ``maxmin()`` impl in `._fsp` for
|
||||
# the overlayed plotitems... we need a better
|
||||
# bay to invoke a maxmin per overlay..
|
||||
render=False,
|
||||
# XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
|
||||
# without this, since we disable the
|
||||
# 'volume' (units) chart after the $vlm starts
|
||||
# up we need to be sure to enable this
|
||||
# auto-ranging otherwise there will be no handler
|
||||
# connected to update accompanying overlay
|
||||
# graphics..
|
||||
)
|
||||
profiler('`vlm_chart.update_graphics_from_flow()`')
|
||||
|
||||
if (
|
||||
mx_vlm_in_view != vars['last_mx_vlm']
|
||||
):
|
||||
yrange = (0, mx_vlm_in_view * 1.375)
|
||||
vlm_chart.view._set_yrange(
|
||||
yrange=yrange,
|
||||
)
|
||||
profiler('`vlm_chart.view._set_yrange()`')
|
||||
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
|
||||
vars['last_mx_vlm'] = mx_vlm_in_view
|
||||
|
||||
for curve_name, flow in vlm_chart._flows.items():
|
||||
|
||||
if (
|
||||
curve_name != 'volume' and
|
||||
flow.render and (
|
||||
liv and
|
||||
do_rt_update or do_append
|
||||
)
|
||||
):
|
||||
update_fsp_chart(
|
||||
vlm_chart,
|
||||
flow,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
# do_append=uppx < update_uppx,
|
||||
do_append=do_append,
|
||||
)
|
||||
# is this even doing anything?
|
||||
# (pretty sure it's the real-time
|
||||
# resizing from last quote?)
|
||||
fvb = flow.plot.vb
|
||||
fvb._set_yrange(
|
||||
name=curve_name,
|
||||
)
|
||||
|
||||
elif (
|
||||
curve_name != 'volume'
|
||||
and not do_append
|
||||
and liv
|
||||
and uppx >= 1
|
||||
# even if we're downsampled bigly
|
||||
# draw the last datum in the final
|
||||
# px column to give the user the mx/mn
|
||||
|
@ -665,19 +696,9 @@ def graphics_update_cycle(
|
|||
):
|
||||
# always update the last datum-element
|
||||
# graphic for all flows
|
||||
# print(f'drawing last {flow.name}')
|
||||
flow.draw_last(array_key=curve_name)
|
||||
|
||||
# TODO: should the "main" (aka source) flow be special?
|
||||
if curve_name == chart.data_key:
|
||||
continue
|
||||
|
||||
update_fsp_chart(
|
||||
chart,
|
||||
flow,
|
||||
curve_name,
|
||||
array_key=curve_name,
|
||||
)
|
||||
|
||||
|
||||
async def display_symbol_data(
|
||||
godwidget: GodWidget,
|
||||
|
|
|
@ -175,6 +175,7 @@ def render_baritems(
|
|||
name=f'{flow.name}_ds_ohlc',
|
||||
color=bars._color,
|
||||
)
|
||||
flow.ds_graphics = curve
|
||||
curve.hide()
|
||||
self.plot.addItem(curve)
|
||||
|
||||
|
@ -192,18 +193,20 @@ def render_baritems(
|
|||
uppx = curve.x_uppx()
|
||||
in_line = should_line = curve.isVisible()
|
||||
if (
|
||||
should_line
|
||||
in_line
|
||||
and uppx < x_gt
|
||||
):
|
||||
# print('FLIPPING TO BARS')
|
||||
should_line = False
|
||||
flow._in_ds = False
|
||||
|
||||
elif (
|
||||
not should_line
|
||||
not in_line
|
||||
and uppx >= x_gt
|
||||
):
|
||||
# print('FLIPPING TO LINE')
|
||||
should_line = True
|
||||
flow._in_ds = True
|
||||
|
||||
profiler(f'ds logic complete line={should_line}')
|
||||
|
||||
|
@ -333,7 +336,13 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
'''
|
||||
name: str
|
||||
plot: pg.PlotItem
|
||||
graphics: Curve
|
||||
graphics: Union[Curve, BarItems]
|
||||
|
||||
# in some cases a flow may want to change its
|
||||
# graphical "type" or, "form" when downsampling,
|
||||
# normally this is just a plain line.
|
||||
ds_graphics: Optional[Curve] = None
|
||||
|
||||
_shm: ShmArray
|
||||
|
||||
is_ohlc: bool = False
|
||||
|
@ -540,6 +549,7 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
should_redraw: bool = False
|
||||
rkwargs = {}
|
||||
|
||||
should_line = False
|
||||
if isinstance(graphics, BarItems):
|
||||
# XXX: special case where we change out graphics
|
||||
# to a line after a certain uppx threshold.
|
||||
|
@ -556,8 +566,8 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
profiler,
|
||||
**kwargs,
|
||||
)
|
||||
# bars = True
|
||||
should_redraw = changed_to_line or not should_line
|
||||
self._in_ds = should_line
|
||||
|
||||
else:
|
||||
r = self._src_r
|
||||
|
@ -661,6 +671,17 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
# assign output paths to graphicis obj
|
||||
graphics.path = r.path
|
||||
graphics.fast_path = r.fast_path
|
||||
|
||||
# XXX: we don't need this right?
|
||||
# graphics.draw_last_datum(
|
||||
# path,
|
||||
# src_array,
|
||||
# data,
|
||||
# reset,
|
||||
# array_key,
|
||||
# )
|
||||
# graphics.update()
|
||||
# profiler('.update()')
|
||||
else:
|
||||
# assign output paths to graphicis obj
|
||||
graphics.path = r.path
|
||||
|
@ -673,16 +694,15 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
reset,
|
||||
array_key,
|
||||
)
|
||||
|
||||
# TODO: is this ever better?
|
||||
# graphics.prepareGeometryChange()
|
||||
# profiler('.prepareGeometryChange()')
|
||||
graphics.update()
|
||||
profiler('.update()')
|
||||
|
||||
# TODO: does this actuallly help us in any way (prolly should
|
||||
# look at the source / ask ogi). I think it avoid artifacts on
|
||||
# wheel-scroll downsampling curve updates?
|
||||
graphics.update()
|
||||
profiler('.update()')
|
||||
# TODO: is this ever better?
|
||||
# graphics.prepareGeometryChange()
|
||||
# profiler('.prepareGeometryChange()')
|
||||
|
||||
# track downsampled state
|
||||
self._in_ds = r._in_ds
|
||||
|
@ -692,6 +712,7 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
def draw_last(
|
||||
self,
|
||||
array_key: Optional[str] = None,
|
||||
only_last_uppx: bool = False,
|
||||
|
||||
) -> None:
|
||||
|
||||
|
@ -711,19 +732,41 @@ class Flow(msgspec.Struct): # , frozen=True):
|
|||
array_key,
|
||||
)
|
||||
|
||||
if self._in_ds:
|
||||
# the renderer is downsampling we choose
|
||||
# to always try and updadte a single (interpolating)
|
||||
# line segment that spans and tries to display
|
||||
# the las uppx's worth of datums.
|
||||
# we only care about the last pixel's
|
||||
# worth of data since that's all the screen
|
||||
# can represent on the last column where
|
||||
# the most recent datum is being drawn.
|
||||
if self._in_ds or only_last_uppx:
|
||||
dsg = self.ds_graphics or self.graphics
|
||||
|
||||
# XXX: pretty sure we don't need this?
|
||||
# if isinstance(g, Curve):
|
||||
# with dsg.reset_cache():
|
||||
uppx = self._last_uppx
|
||||
y = y[-uppx:]
|
||||
ymn, ymx = y.min(), y.max()
|
||||
# print(f'drawing uppx={uppx} mxmn line: {ymn}, {ymx}')
|
||||
g._last_line = QLineF(
|
||||
x[-2], ymn,
|
||||
try:
|
||||
iuppx = x[-uppx]
|
||||
except IndexError:
|
||||
# we're less then an x-px wide so just grab the start
|
||||
# datum index.
|
||||
iuppx = x[0]
|
||||
|
||||
dsg._last_line = QLineF(
|
||||
iuppx, ymn,
|
||||
x[-1], ymx,
|
||||
)
|
||||
# print(f'updating DS curve {self.name}')
|
||||
dsg.update()
|
||||
|
||||
else:
|
||||
# print(f'updating NOT DS curve {self.name}')
|
||||
g.update()
|
||||
|
||||
|
||||
def by_index_and_key(
|
||||
|
|
|
@ -440,7 +440,7 @@ class FspAdmin:
|
|||
# if the chart isn't hidden try to update
|
||||
# the data on screen.
|
||||
if not self.linked.isHidden():
|
||||
log.info(f'Re-syncing graphics for fsp: {ns_path}')
|
||||
log.debug(f'Re-syncing graphics for fsp: {ns_path}')
|
||||
self.linked.graphics_cycle(
|
||||
trigger_all=True,
|
||||
prepend_update_index=info['first'],
|
||||
|
|
23
setup.py
23
setup.py
|
@ -57,6 +57,7 @@ setup(
|
|||
# from github currently (see requirements.txt)
|
||||
# 'trimeter', # not released yet..
|
||||
# 'tractor',
|
||||
# asyncvnc,
|
||||
|
||||
# brokers
|
||||
'asks==2.4.8',
|
||||
|
@ -71,32 +72,34 @@ setup(
|
|||
|
||||
# UI
|
||||
'PyQt5',
|
||||
'pyqtgraph',
|
||||
'qdarkstyle >= 3.0.2',
|
||||
# fuzzy search
|
||||
'fuzzywuzzy[speedup]',
|
||||
# 'pyqtgraph', from our fork see reqs.txt
|
||||
'qdarkstyle >= 3.0.2', # themeing
|
||||
'fuzzywuzzy[speedup]', # fuzzy search
|
||||
|
||||
# tsdbs
|
||||
'pymarketstore',
|
||||
# anyio-marketstore # from gh see reqs.txt
|
||||
],
|
||||
extras_require={
|
||||
|
||||
# serialization
|
||||
'tsdb': [
|
||||
'docker',
|
||||
],
|
||||
|
||||
},
|
||||
tests_require=['pytest'],
|
||||
python_requires=">=3.9", # literally for ``datetime.datetime.fromisoformat``...
|
||||
keywords=["async", "trading", "finance", "quant", "charting"],
|
||||
python_requires=">=3.10",
|
||||
keywords=[
|
||||
"async",
|
||||
"trading",
|
||||
"finance",
|
||||
"quant",
|
||||
"charting",
|
||||
],
|
||||
classifiers=[
|
||||
'Development Status :: 3 - Alpha',
|
||||
'License :: OSI Approved :: ',
|
||||
'Operating System :: POSIX :: Linux',
|
||||
"Programming Language :: Python :: Implementation :: CPython",
|
||||
"Programming Language :: Python :: 3 :: Only",
|
||||
"Programming Language :: Python :: 3.9",
|
||||
"Programming Language :: Python :: 3.10",
|
||||
'Intended Audience :: Financial and Insurance Industry',
|
||||
'Intended Audience :: Science/Research',
|
||||
|
|
Loading…
Reference in New Issue