Compare commits
2 Commits
main
...
multiaddrs
| Author | SHA1 | Date |
|---|---|---|
 Gud Boi
|
53a1b94bdb | |
|
Gud Boi
|
aa6f9046e8 |
|
|
@ -19,10 +19,8 @@
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for tendiez.
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'''
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from piker.log import (
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get_console_log,
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get_logger,
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)
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from ..log import get_logger
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from .calc import (
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iter_by_dt,
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)
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@ -53,17 +51,7 @@ from ._allocate import (
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log = get_logger(__name__)
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# ?TODO, enable console on import
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# [ ] necessary? or `open_brokerd_dialog()` doing it is sufficient?
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#
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# bc might as well enable whenev imported by
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# other sub-sys code (namely `.clearing`).
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get_console_log(
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level='warning',
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name=__name__,
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)
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# TODO, the `as <samename>` style?
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__all__ = [
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'Account',
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'Allocator',
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|
|
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@ -60,16 +60,12 @@ from ..clearing._messages import (
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BrokerdPosition,
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)
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from piker.types import Struct
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from piker.log import (
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get_logger,
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)
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from piker.log import get_logger
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if TYPE_CHECKING:
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from piker.data._symcache import SymbologyCache
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log = get_logger(
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name=__name__,
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)
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log = get_logger(__name__)
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class Position(Struct):
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|
|
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@ -21,6 +21,7 @@ CLI front end for trades ledger and position tracking management.
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from __future__ import annotations
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from pprint import pformat
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from rich.console import Console
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from rich.markdown import Markdown
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import polars as pl
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@ -28,10 +29,7 @@ import tractor
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import trio
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import typer
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from piker.log import (
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get_console_log,
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get_logger,
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)
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from ..log import get_logger
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from ..service import (
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open_piker_runtime,
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)
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@ -47,7 +45,6 @@ from .calc import (
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open_ledger_dfs,
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)
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log = get_logger(name=__name__)
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ledger = typer.Typer()
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@ -82,10 +79,7 @@ def sync(
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"-l",
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),
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):
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log = get_console_log(
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level=loglevel,
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name=__name__,
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)
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log = get_logger(loglevel)
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console = Console()
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pair: tuple[str, str]
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|
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@ -25,16 +25,15 @@ from types import ModuleType
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from tractor.trionics import maybe_open_context
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from piker.log import (
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get_logger,
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)
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from ._util import (
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log,
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BrokerError,
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SymbolNotFound,
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NoData,
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DataUnavailable,
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DataThrottle,
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resproc,
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get_logger,
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)
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__all__: list[str] = [
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@ -44,6 +43,7 @@ __all__: list[str] = [
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'DataUnavailable',
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'DataThrottle',
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'resproc',
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'get_logger',
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]
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__brokers__: list[str] = [
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@ -65,10 +65,6 @@ __brokers__: list[str] = [
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# bitso
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]
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log = get_logger(
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name=__name__,
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)
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def get_brokermod(brokername: str) -> ModuleType:
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'''
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|
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@ -33,18 +33,12 @@ import exceptiongroup as eg
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import tractor
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import trio
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from piker.log import (
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get_logger,
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get_console_log,
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)
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from . import _util
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from . import get_brokermod
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if TYPE_CHECKING:
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from ..data import _FeedsBus
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log = get_logger(name=__name__)
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# `brokerd` enabled modules
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# TODO: move this def to the `.data` subpkg..
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# NOTE: keeping this list as small as possible is part of our caps-sec
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@ -65,7 +59,7 @@ _data_mods: str = [
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async def _setup_persistent_brokerd(
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ctx: tractor.Context,
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brokername: str,
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loglevel: str|None = None,
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loglevel: str | None = None,
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) -> None:
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'''
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@ -78,14 +72,13 @@ async def _setup_persistent_brokerd(
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# since all hosted daemon tasks will reference this same
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# log instance's (actor local) state and thus don't require
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# any further (level) configuration on their own B)
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actor: tractor.Actor = tractor.current_actor()
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tll: str = actor.loglevel
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log = get_console_log(
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level=loglevel or tll,
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log = _util.get_console_log(
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loglevel or tractor.current_actor().loglevel,
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name=f'{_util.subsys}.{brokername}',
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with_tractor_log=bool(tll),
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)
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assert log.name == _util.subsys
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# set global for this actor to this new process-wide instance B)
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_util.log = log
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# further, set the log level on any broker broker specific
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# logger instance.
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@ -104,7 +97,7 @@ async def _setup_persistent_brokerd(
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# NOTE: see ep invocation details inside `.data.feed`.
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try:
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async with (
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# tractor.trionics.collapse_eg(),
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tractor.trionics.collapse_eg(),
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trio.open_nursery() as service_nursery
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):
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bus: _FeedsBus = feed.get_feed_bus(
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@ -200,6 +193,7 @@ def broker_init(
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async def spawn_brokerd(
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brokername: str,
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loglevel: str | None = None,
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@ -207,10 +201,8 @@ async def spawn_brokerd(
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) -> bool:
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log.info(
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f'Spawning broker-daemon,\n'
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f'backend: {brokername!r}'
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)
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from piker.service._util import log # use service mngr log
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log.info(f'Spawning {brokername} broker daemon')
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(
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brokermode,
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@ -257,7 +249,7 @@ async def spawn_brokerd(
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async def maybe_spawn_brokerd(
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brokername: str,
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loglevel: str|None = None,
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loglevel: str | None = None,
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**pikerd_kwargs,
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@ -273,7 +265,8 @@ async def maybe_spawn_brokerd(
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from piker.service import maybe_spawn_daemon
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async with maybe_spawn_daemon(
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service_name=f'brokerd.{brokername}',
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f'brokerd.{brokername}',
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service_task_target=spawn_brokerd,
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spawn_args={
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'brokername': brokername,
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|
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@ -19,13 +19,15 @@ Handy cross-broker utils.
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"""
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from __future__ import annotations
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# from functools import partial
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from functools import partial
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import json
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import httpx
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import logging
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from piker.log import (
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from ..log import (
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get_logger,
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get_console_log,
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colorize_json,
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)
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subsys: str = 'piker.brokers'
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@ -33,22 +35,12 @@ subsys: str = 'piker.brokers'
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# NOTE: level should be reset by any actor that is spawned
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# as well as given a (more) explicit name/key such
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# as `piker.brokers.binance` matching the subpkg.
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# log = get_logger(subsys)
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log = get_logger(subsys)
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# ?TODO?? we could use this approach, but we need to be able
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# to pass multiple `name=` values so for example we can include the
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# emissions in `.accounting._pos` and others!
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# [ ] maybe we could do the `log = get_logger()` above,
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# then cycle through the list of subsys mods we depend on
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# and then get all their loggers and pass them to
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# `get_console_log(logger=)`??
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# [ ] OR just write THIS `get_console_log()` as a hook which does
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# that based on who calls it?.. i dunno
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#
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# get_console_log = partial(
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# get_console_log,
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# name=subsys,
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# )
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get_console_log = partial(
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get_console_log,
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name=subsys,
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)
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class BrokerError(Exception):
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|
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@ -37,9 +37,8 @@ import trio
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from piker.accounting import (
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Asset,
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)
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from piker.log import (
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from piker.brokers._util import (
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get_logger,
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get_console_log,
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)
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from piker.data._web_bs import (
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open_autorecon_ws,
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@ -70,9 +69,7 @@ from .venues import (
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)
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from .api import Client
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log = get_logger(
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name=__name__,
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)
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log = get_logger('piker.brokers.binance')
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# Fee schedule template, mostly for paper engine fees modelling.
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@ -248,16 +245,9 @@ async def handle_order_requests(
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@tractor.context
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async def open_trade_dialog(
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ctx: tractor.Context,
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loglevel: str = 'warning',
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) -> AsyncIterator[dict[str, Any]]:
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# enable piker.clearing console log for *this* `brokerd` subactor
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get_console_log(
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level=loglevel,
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name=__name__,
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)
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# TODO: how do we set this from the EMS such that
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# positions are loaded from the correct venue on the user
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# stream at startup? (that is in an attempt to support both
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|
|
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@ -64,9 +64,9 @@ from piker.data._web_bs import (
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open_autorecon_ws,
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NoBsWs,
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)
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from piker.log import get_logger
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from piker.brokers._util import (
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DataUnavailable,
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get_logger,
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)
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from .api import (
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|
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@ -78,7 +78,7 @@ from .venues import (
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get_api_eps,
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)
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log = get_logger(name=__name__)
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log = get_logger('piker.brokers.binance')
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class L1(Struct):
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|
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@ -237,8 +237,8 @@ async def open_history_client(
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async def get_ohlc(
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timeframe: float,
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end_dt: datetime|None = None,
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start_dt: datetime|None = None,
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end_dt: datetime | None = None,
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start_dt: datetime | None = None,
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) -> tuple[
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np.ndarray,
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|
|
@ -275,15 +275,9 @@ async def open_history_client(
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f'{times}'
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)
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# XXX, debug any case where the latest 1m bar we get is
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# already another "sample's-step-old"..
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if end_dt is None:
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inow: int = round(time.time())
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if (
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_time_step := (inow - times[-1])
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>
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timeframe * 2
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):
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if (inow - times[-1]) > 60:
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await tractor.pause()
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start_dt = from_timestamp(times[0])
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|
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@ -297,7 +291,7 @@ async def open_history_client(
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async def get_mkt_info(
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fqme: str,
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) -> tuple[MktPair, Pair]|None:
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) -> tuple[MktPair, Pair] | None:
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# uppercase since kraken bs_mktid is always upper
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if 'binance' not in fqme.lower():
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|
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@ -374,7 +368,7 @@ async def get_mkt_info(
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if 'futes' in mkt_mode:
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assert isinstance(pair, FutesPair)
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dst: Asset|None = assets.get(pair.bs_dst_asset)
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dst: Asset | None = assets.get(pair.bs_dst_asset)
|
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if (
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not dst
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# TODO: a known asset DNE list?
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|
|
@ -433,7 +427,7 @@ async def subscribe(
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# might get ack from ws server, or maybe some
|
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# other msg still in transit..
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res = await ws.recv_msg()
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subid: str|None = res.get('id')
|
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subid: str | None = res.get('id')
|
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if subid:
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assert res['id'] == subid
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|
|
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|
|
@ -27,12 +27,14 @@ import click
|
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import trio
|
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import tractor
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|
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from piker.cli import cli
|
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from piker import watchlists as wl
|
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from piker.log import (
|
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from ..cli import cli
|
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from .. import watchlists as wl
|
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from ..log import (
|
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colorize_json,
|
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)
|
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from ._util import (
|
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log,
|
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get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ..service import (
|
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maybe_spawn_brokerd,
|
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|
|
@ -43,15 +45,12 @@ from ..brokers import (
|
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get_brokermod,
|
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data,
|
||||
)
|
||||
|
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log = get_logger(
|
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name=__name__,
|
||||
)
|
||||
|
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DEFAULT_BROKER = 'binance'
|
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|
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_config_dir = click.get_app_dir('piker')
|
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_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
|
||||
|
||||
|
||||
OK = '\033[92m'
|
||||
WARNING = '\033[93m'
|
||||
FAIL = '\033[91m'
|
||||
|
|
@ -346,10 +345,7 @@ def contracts(ctx, loglevel, broker, symbol, ids):
|
|||
|
||||
'''
|
||||
brokermod = get_brokermod(broker)
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
get_console_log(loglevel)
|
||||
|
||||
contracts = trio.run(partial(core.contracts, brokermod, symbol))
|
||||
if not ids:
|
||||
|
|
@ -481,12 +477,11 @@ def search(
|
|||
# the `piker --pdb` XD ..
|
||||
# -[ ] pull from the parent click ctx's values..dumdum
|
||||
# assert pdb
|
||||
loglevel: str = config['loglevel']
|
||||
|
||||
# define tractor entrypoint
|
||||
async def main(func):
|
||||
async with maybe_open_pikerd(
|
||||
loglevel=loglevel,
|
||||
loglevel=config['loglevel'],
|
||||
debug_mode=pdb,
|
||||
):
|
||||
return await func()
|
||||
|
|
@ -499,7 +494,6 @@ def search(
|
|||
core.symbol_search,
|
||||
brokermods,
|
||||
pattern,
|
||||
loglevel=loglevel,
|
||||
),
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -28,14 +28,12 @@ from typing import (
|
|||
|
||||
import trio
|
||||
|
||||
from piker.log import get_logger
|
||||
from ._util import log
|
||||
from . import get_brokermod
|
||||
from ..service import maybe_spawn_brokerd
|
||||
from . import open_cached_client
|
||||
from ..accounting import MktPair
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||
'''
|
||||
|
|
@ -149,7 +147,6 @@ async def search_w_brokerd(
|
|||
async def symbol_search(
|
||||
brokermods: list[ModuleType],
|
||||
pattern: str,
|
||||
loglevel: str = 'warning',
|
||||
**kwargs,
|
||||
|
||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||
|
|
@ -179,7 +176,6 @@ async def symbol_search(
|
|||
'_infect_asyncio',
|
||||
False,
|
||||
),
|
||||
loglevel=loglevel
|
||||
) as portal:
|
||||
|
||||
results.append((
|
||||
|
|
|
|||
|
|
@ -41,15 +41,12 @@ import tractor
|
|||
from tractor.experimental import msgpub
|
||||
from async_generator import asynccontextmanager
|
||||
|
||||
from piker.log import(
|
||||
get_logger,
|
||||
from ._util import (
|
||||
log,
|
||||
get_console_log,
|
||||
)
|
||||
from . import get_brokermod
|
||||
|
||||
log = get_logger(
|
||||
name='piker.brokers.binance',
|
||||
)
|
||||
|
||||
async def wait_for_network(
|
||||
net_func: Callable,
|
||||
|
|
@ -246,10 +243,7 @@ async def start_quote_stream(
|
|||
|
||||
'''
|
||||
# XXX: why do we need this again?
|
||||
get_console_log(
|
||||
level=tractor.current_actor().loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
get_console_log(tractor.current_actor().loglevel)
|
||||
|
||||
# pull global vars from local actor
|
||||
symbols = list(symbols)
|
||||
|
|
|
|||
|
|
@ -34,13 +34,13 @@ import subprocess
|
|||
|
||||
import tractor
|
||||
|
||||
from piker.log import get_logger
|
||||
from piker.brokers._util import get_logger
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .api import Client
|
||||
import i3ipc
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
log = get_logger('piker.brokers.ib')
|
||||
|
||||
_reset_tech: Literal[
|
||||
'vnc',
|
||||
|
|
@ -250,9 +250,7 @@ async def vnc_click_hack(
|
|||
'connection': 'r'
|
||||
}[reset_type]
|
||||
|
||||
with tractor.devx.open_crash_handler(
|
||||
ignore={TimeoutError,},
|
||||
):
|
||||
with tractor.devx.open_crash_handler():
|
||||
client = await AsyncVNCClient.connect(
|
||||
VNCConfig(
|
||||
host=host,
|
||||
|
|
@ -326,20 +324,14 @@ def i3ipc_fin_wins_titled(
|
|||
)
|
||||
|
||||
|
||||
|
||||
def i3ipc_xdotool_manual_click_hack() -> None:
|
||||
'''
|
||||
Do the data reset hack but expecting a local X-window using `xdotool`.
|
||||
|
||||
'''
|
||||
focussed, matches = i3ipc_fin_wins_titled()
|
||||
try:
|
||||
orig_win_id = focussed.window
|
||||
except AttributeError:
|
||||
# XXX if .window cucks we prolly aren't intending to
|
||||
# use this and/or just woke up from suspend..
|
||||
log.exception('xdotool invalid usage ya ??\n')
|
||||
return
|
||||
|
||||
orig_win_id = focussed.window
|
||||
try:
|
||||
for name, con in matches:
|
||||
print(f'Resetting data feed for {name}')
|
||||
|
|
@ -387,3 +379,99 @@ def i3ipc_xdotool_manual_click_hack() -> None:
|
|||
])
|
||||
except subprocess.TimeoutExpired:
|
||||
log.exception('xdotool timed out?')
|
||||
|
||||
|
||||
|
||||
def is_current_time_in_range(
|
||||
start_dt: datetime,
|
||||
end_dt: datetime,
|
||||
) -> bool:
|
||||
'''
|
||||
Check if current time is within the datetime range.
|
||||
|
||||
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
||||
in the range.
|
||||
|
||||
'''
|
||||
now: datetime = datetime.now(start_dt.tzinfo)
|
||||
return start_dt <= now <= end_dt
|
||||
|
||||
|
||||
# TODO, put this into `._util` and call it from here!
|
||||
#
|
||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||
# and was originally thot to be needed before learning about
|
||||
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
||||
# it's downstream meths..
|
||||
#
|
||||
# This is still likely useful to keep for now to parse the
|
||||
# `.tradingHours: str` value manually if we ever decide
|
||||
# to move off `ib_async` and implement our own `trio`/`anyio`
|
||||
# based version Bp
|
||||
#
|
||||
# >attempt to parse the retarted ib "time stampy thing" they
|
||||
# >do for "venue hours" with this.. written by
|
||||
# >gpt5-"thinking",
|
||||
#
|
||||
|
||||
|
||||
def parse_trading_hours(
|
||||
spec: str,
|
||||
tz: TzInfo|None = None
|
||||
) -> dict[
|
||||
date,
|
||||
tuple[datetime, datetime]
|
||||
]|None:
|
||||
'''
|
||||
Parse venue hours like:
|
||||
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
||||
|
||||
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
||||
closed.
|
||||
|
||||
'''
|
||||
if (
|
||||
not isinstance(spec, str)
|
||||
or
|
||||
not spec
|
||||
):
|
||||
raise ValueError('spec must be a non-empty string')
|
||||
|
||||
out: dict[
|
||||
date,
|
||||
tuple[datetime, datetime]
|
||||
]|None = {}
|
||||
|
||||
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
||||
if part.endswith(':CLOSED'):
|
||||
day_s, _ = part.split(':', 1)
|
||||
d = datetime.strptime(day_s, '%Y%m%d').date()
|
||||
out[d] = None
|
||||
continue
|
||||
|
||||
try:
|
||||
start_s, end_s = part.split('-', 1)
|
||||
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
||||
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
||||
except ValueError as exc:
|
||||
raise ValueError(f'invalid segment: {part}') from exc
|
||||
|
||||
if tz is not None:
|
||||
start_dt = start_dt.replace(tzinfo=tz)
|
||||
end_dt = end_dt.replace(tzinfo=tz)
|
||||
|
||||
out[start_dt.date()] = (start_dt, end_dt)
|
||||
|
||||
return out
|
||||
|
||||
|
||||
# ORIG desired usage,
|
||||
#
|
||||
# TODO, for non-drunk tomorrow,
|
||||
# - call above fn and check that `output[today] is not None`
|
||||
# trading_hrs: dict = parse_trading_hours(
|
||||
# details.tradingHours
|
||||
# )
|
||||
# liq_hrs: dict = parse_trading_hours(
|
||||
# details.liquidHours
|
||||
# )
|
||||
|
|
|
|||
|
|
@ -50,11 +50,10 @@ import tractor
|
|||
from tractor import to_asyncio
|
||||
from tractor import trionics
|
||||
from pendulum import (
|
||||
from_timestamp,
|
||||
DateTime,
|
||||
Duration,
|
||||
duration as mk_duration,
|
||||
from_timestamp,
|
||||
Interval,
|
||||
)
|
||||
from eventkit import Event
|
||||
from ib_insync import (
|
||||
|
|
@ -92,15 +91,10 @@ from .symbols import (
|
|||
_exch_skip_list,
|
||||
_futes_venues,
|
||||
)
|
||||
from ...log import get_logger
|
||||
from .venues import (
|
||||
is_venue_open,
|
||||
sesh_times,
|
||||
is_venue_closure,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
from ._util import (
|
||||
log,
|
||||
# only for the ib_sync internal logging
|
||||
get_logger,
|
||||
)
|
||||
|
||||
_bar_load_dtype: list[tuple[str, type]] = [
|
||||
|
|
@ -186,7 +180,7 @@ class NonShittyIB(IB):
|
|||
# override `ib_insync` internal loggers so we can see wtf
|
||||
# it's doing..
|
||||
self._logger = get_logger(
|
||||
name=__name__,
|
||||
'ib_insync.ib',
|
||||
)
|
||||
self._createEvents()
|
||||
|
||||
|
|
@ -194,7 +188,7 @@ class NonShittyIB(IB):
|
|||
self.wrapper = NonShittyWrapper(self)
|
||||
self.client = ib_client.Client(self.wrapper)
|
||||
self.client._logger = get_logger(
|
||||
name='ib_insync.client',
|
||||
'ib_insync.client',
|
||||
)
|
||||
|
||||
# self.errorEvent += self._onError
|
||||
|
|
@ -266,16 +260,6 @@ def remove_handler_on_err(
|
|||
event.disconnect(handler)
|
||||
|
||||
|
||||
# (originally?) i thot that,
|
||||
# > "EST in ISO 8601 format is required.."
|
||||
#
|
||||
# XXX, but see `ib_async`'s impl,
|
||||
# - `ib_async.ib.IB.reqHistoricalDataAsync()`
|
||||
# - `ib_async.util.formatIBDatetime()`
|
||||
# below is EPOCH.
|
||||
_iso8601_epoch_in_est: str = "1970-01-01T00:00:00.000000-05:00"
|
||||
|
||||
|
||||
class Client:
|
||||
'''
|
||||
IB wrapped for our broker backend API.
|
||||
|
|
@ -349,11 +333,9 @@ class Client:
|
|||
self,
|
||||
fqme: str,
|
||||
|
||||
# EST in ISO 8601 format is required..
|
||||
# XXX, see `ib_async.ib.IB.reqHistoricalDataAsync()`
|
||||
# below is EPOCH.
|
||||
start_dt: datetime|None = None, # _iso8601_epoch_in_est,
|
||||
end_dt: datetime|None = None,
|
||||
# EST in ISO 8601 format is required... below is EPOCH
|
||||
start_dt: datetime|str = "1970-01-01T00:00:00.000000-05:00",
|
||||
end_dt: datetime|str = "",
|
||||
|
||||
# ohlc sample period in seconds
|
||||
sample_period_s: int = 1,
|
||||
|
|
@ -364,17 +346,9 @@ class Client:
|
|||
|
||||
**kwargs,
|
||||
|
||||
) -> tuple[
|
||||
BarDataList,
|
||||
np.ndarray,
|
||||
Duration,
|
||||
]:
|
||||
) -> tuple[BarDataList, np.ndarray, Duration]:
|
||||
'''
|
||||
Retreive the `fqme`'s OHLCV-bars for the time-range "until `end_dt`".
|
||||
|
||||
Notes:
|
||||
- IB's api doesn't support a `start_dt` (which is why default
|
||||
is null) so we only use it for bar-frame duration checking.
|
||||
Retreive OHLCV bars for a fqme over a range to the present.
|
||||
|
||||
'''
|
||||
# See API docs here:
|
||||
|
|
@ -389,19 +363,13 @@ class Client:
|
|||
|
||||
dt_duration: Duration = (
|
||||
duration
|
||||
or
|
||||
default_dt_duration
|
||||
or default_dt_duration
|
||||
)
|
||||
|
||||
# TODO: maybe remove all this?
|
||||
global _enters
|
||||
if end_dt is None:
|
||||
end_dt: str = ''
|
||||
|
||||
else:
|
||||
est_end_dt = end_dt.in_tz('EST')
|
||||
if est_end_dt != end_dt:
|
||||
breakpoint()
|
||||
if not end_dt:
|
||||
end_dt = ''
|
||||
|
||||
_enters += 1
|
||||
|
||||
|
|
@ -470,116 +438,58 @@ class Client:
|
|||
+ query_info
|
||||
)
|
||||
|
||||
# TODO: we could maybe raise `NoData` instead if we
|
||||
# TODO: we could maybe raise ``NoData`` instead if we
|
||||
# rewrite the method in the first case?
|
||||
# right now there's no way to detect a timeout..
|
||||
return [], np.empty(0), dt_duration
|
||||
|
||||
log.info(query_info)
|
||||
|
||||
# ------ GAP-DETECTION ------
|
||||
# NOTE XXX: ensure minimum duration in bars?
|
||||
# => recursively call this method until we get at least as
|
||||
# many bars such that they sum in aggregate to the the
|
||||
# desired total time (duration) at most.
|
||||
# - if you query over a gap and get no data
|
||||
# that may short circuit the history
|
||||
if end_dt:
|
||||
if (
|
||||
# XXX XXX XXX
|
||||
# => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
|
||||
# XXX XXX XXX
|
||||
False
|
||||
and end_dt
|
||||
):
|
||||
nparr: np.ndarray = bars_to_np(bars)
|
||||
times: np.ndarray = nparr['time']
|
||||
first: float = times[0]
|
||||
last: float = times[-1]
|
||||
# frame_dur: float = times[-1] - first
|
||||
|
||||
details: ContractDetails = (
|
||||
await self.ib.reqContractDetailsAsync(contract)
|
||||
)[0]
|
||||
# convert to makt-native tz
|
||||
tz: str = details.timeZoneId
|
||||
end_dt = end_dt.in_tz(tz)
|
||||
first_dt: DateTime = from_timestamp(first).in_tz(tz)
|
||||
last_dt: DateTime = from_timestamp(last).in_tz(tz)
|
||||
tdiff: int = (
|
||||
last_dt
|
||||
-
|
||||
first_dt
|
||||
).in_seconds() + sample_period_s
|
||||
_open_now: bool = is_venue_open(
|
||||
con_deats=details,
|
||||
)
|
||||
|
||||
# XXX, do gap detections.
|
||||
has_closure_gap: bool = False
|
||||
if (
|
||||
last_dt.add(seconds=sample_period_s)
|
||||
<
|
||||
end_dt
|
||||
):
|
||||
open_time, close_time = sesh_times(details)
|
||||
# XXX, always calc gap in mkt-venue-local timezone
|
||||
gap: Interval = end_dt - last_dt
|
||||
if not (
|
||||
has_closure_gap := is_venue_closure(
|
||||
gap=gap,
|
||||
con_deats=details,
|
||||
time_step_s=sample_period_s,
|
||||
)):
|
||||
log.warning(
|
||||
f'Invalid non-closure gap for {fqme!r} ?!?\n'
|
||||
f'is-open-now: {_open_now}\n'
|
||||
f'\n'
|
||||
f'{gap}\n'
|
||||
)
|
||||
log.warning(
|
||||
f'Detected NON venue-closure GAP ??\n'
|
||||
f'{gap}\n'
|
||||
)
|
||||
breakpoint()
|
||||
else:
|
||||
assert has_closure_gap
|
||||
log.debug(
|
||||
f'Detected venue closure gap (weekend),\n'
|
||||
f'{gap}\n'
|
||||
)
|
||||
tdiff: float = times[-1] - first
|
||||
|
||||
if (
|
||||
start_dt is None
|
||||
and (
|
||||
tdiff
|
||||
<
|
||||
dt_duration.in_seconds()
|
||||
)
|
||||
and
|
||||
not has_closure_gap
|
||||
# len(bars) * sample_period_s) < dt_duration.in_seconds()
|
||||
tdiff < dt_duration.in_seconds()
|
||||
# and False
|
||||
):
|
||||
log.error(
|
||||
end_dt: DateTime = from_timestamp(first)
|
||||
log.warning(
|
||||
f'Frame result was shorter then {dt_duration}!?\n'
|
||||
'Recursing for more bars:\n'
|
||||
f'end_dt: {end_dt}\n'
|
||||
f'dt_duration: {dt_duration}\n'
|
||||
# f'\n'
|
||||
# f'Recursing for more bars:\n'
|
||||
)
|
||||
# XXX, debug!
|
||||
breakpoint()
|
||||
# XXX ? TODO? recursively try to re-request?
|
||||
# => i think *NO* right?
|
||||
#
|
||||
# (
|
||||
# r_bars,
|
||||
# r_arr,
|
||||
# r_duration,
|
||||
# ) = await self.bars(
|
||||
# fqme,
|
||||
# start_dt=start_dt,
|
||||
# end_dt=end_dt,
|
||||
# sample_period_s=sample_period_s,
|
||||
(
|
||||
r_bars,
|
||||
r_arr,
|
||||
r_duration,
|
||||
) = await self.bars(
|
||||
fqme,
|
||||
start_dt=start_dt,
|
||||
end_dt=end_dt,
|
||||
sample_period_s=sample_period_s,
|
||||
|
||||
# # TODO: make a table for Duration to
|
||||
# # the ib str values in order to use this?
|
||||
# # duration=duration,
|
||||
# )
|
||||
# r_bars.extend(bars)
|
||||
# bars = r_bars
|
||||
# TODO: make a table for Duration to
|
||||
# the ib str values in order to use this?
|
||||
# duration=duration,
|
||||
)
|
||||
r_bars.extend(bars)
|
||||
bars = r_bars
|
||||
|
||||
nparr: np.ndarray = bars_to_np(bars)
|
||||
|
||||
|
|
@ -874,16 +784,9 @@ class Client:
|
|||
# crypto$
|
||||
elif exch == 'PAXOS': # btc.paxos
|
||||
con = Crypto(
|
||||
symbol=symbol.upper(),
|
||||
currency='USD',
|
||||
exchange='PAXOS',
|
||||
symbol=symbol,
|
||||
currency=currency,
|
||||
)
|
||||
# XXX, on `ib_insync` when first tried this,
|
||||
# > Error 10299, reqId 141: Expected what to show is
|
||||
# > AGGTRADES, please use that instead of TRADES.,
|
||||
# > contract: Crypto(conId=479624278, symbol='BTC',
|
||||
# > exchange='PAXOS', currency='USD',
|
||||
# > localSymbol='BTC.USD', tradingClass='BTC')
|
||||
|
||||
# stonks
|
||||
else:
|
||||
|
|
@ -1284,7 +1187,7 @@ async def load_aio_clients(
|
|||
# the API TCP in `ib_insync` connection can be flaky af so instead
|
||||
# retry a few times to get the client going..
|
||||
connect_retries: int = 3,
|
||||
connect_timeout: float = 30, # in case a remote-host
|
||||
connect_timeout: float = 10,
|
||||
disconnect_on_exit: bool = True,
|
||||
|
||||
) -> dict[str, Client]:
|
||||
|
|
|
|||
|
|
@ -50,10 +50,6 @@ from ib_insync.objects import (
|
|||
)
|
||||
|
||||
from piker import config
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from piker.types import Struct
|
||||
from piker.accounting import (
|
||||
Position,
|
||||
|
|
@ -81,6 +77,7 @@ from piker.clearing._messages import (
|
|||
BrokerdFill,
|
||||
BrokerdError,
|
||||
)
|
||||
from ._util import log
|
||||
from .api import (
|
||||
_accounts2clients,
|
||||
get_config,
|
||||
|
|
@ -98,10 +95,6 @@ from .ledger import (
|
|||
update_ledger_from_api_trades,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
def pack_position(
|
||||
pos: IbPosition,
|
||||
|
|
@ -543,15 +536,9 @@ class IbAcnt(Struct):
|
|||
@tractor.context
|
||||
async def open_trade_dialog(
|
||||
ctx: tractor.Context,
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> AsyncIterator[dict[str, Any]]:
|
||||
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# task local msg dialog tracking
|
||||
flows = OrderDialogs()
|
||||
accounts_def = config.load_accounts(['ib'])
|
||||
|
|
|
|||
|
|
@ -56,11 +56,11 @@ from piker.brokers._util import (
|
|||
NoData,
|
||||
DataUnavailable,
|
||||
)
|
||||
from piker.log import get_logger
|
||||
from .api import (
|
||||
# _adhoc_futes_set,
|
||||
Client,
|
||||
con2fqme,
|
||||
log,
|
||||
load_aio_clients,
|
||||
MethodProxy,
|
||||
open_client_proxies,
|
||||
|
|
@ -69,18 +69,15 @@ from .api import (
|
|||
Contract,
|
||||
RequestError,
|
||||
)
|
||||
from .venues import is_venue_open
|
||||
from ._util import (
|
||||
data_reset_hack,
|
||||
is_current_time_in_range,
|
||||
)
|
||||
from .symbols import get_mkt_info
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from trio._core._run import Task
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# XXX NOTE: See available types table docs:
|
||||
# https://interactivebrokers.github.io/tws-api/tick_types.html
|
||||
|
|
@ -181,8 +178,8 @@ async def open_history_client(
|
|||
|
||||
async def get_hist(
|
||||
timeframe: float,
|
||||
end_dt: datetime|None = None,
|
||||
start_dt: datetime|None = None,
|
||||
end_dt: datetime | None = None,
|
||||
start_dt: datetime | None = None,
|
||||
|
||||
) -> tuple[np.ndarray, str]:
|
||||
|
||||
|
|
@ -206,8 +203,7 @@ async def open_history_client(
|
|||
latency = time.time() - query_start
|
||||
if (
|
||||
not timedout
|
||||
# and
|
||||
# latency <= max_timeout
|
||||
# and latency <= max_timeout
|
||||
):
|
||||
count += 1
|
||||
mean += latency / count
|
||||
|
|
@ -223,10 +219,8 @@ async def open_history_client(
|
|||
)
|
||||
if (
|
||||
end_dt
|
||||
and
|
||||
head_dt
|
||||
and
|
||||
end_dt <= head_dt
|
||||
and head_dt
|
||||
and end_dt <= head_dt
|
||||
):
|
||||
raise DataUnavailable(
|
||||
f'First timestamp is {head_dt}\n'
|
||||
|
|
@ -268,43 +262,12 @@ async def open_history_client(
|
|||
vlm = bars_array['volume']
|
||||
vlm[vlm < 0] = 0
|
||||
|
||||
# XXX, if a start-limit was passed ensure we only
|
||||
# return history that far back!
|
||||
if (
|
||||
start_dt
|
||||
and
|
||||
first_dt < start_dt
|
||||
):
|
||||
trimmed_bars = bars_array[
|
||||
bars_array['time'] >= start_dt.timestamp()
|
||||
]
|
||||
if (
|
||||
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
|
||||
!=
|
||||
start_dt
|
||||
):
|
||||
# TODO! rm this once we're more confident it never hits!
|
||||
# breakpoint()
|
||||
raise RuntimeError(
|
||||
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
||||
f'start_dt: {start_dt}\n'
|
||||
f'first_dt: {first_dt}\n'
|
||||
f'trimmed_first_dt: {trimmed_first_dt}\n'
|
||||
)
|
||||
|
||||
# XXX, overwrite with start_dt-limited frame
|
||||
bars_array = trimmed_bars
|
||||
|
||||
return (
|
||||
bars_array,
|
||||
first_dt,
|
||||
last_dt,
|
||||
)
|
||||
return bars_array, first_dt, last_dt
|
||||
|
||||
# TODO: it seems like we can do async queries for ohlc
|
||||
# but getting the order right still isn't working and I'm not
|
||||
# quite sure why.. needs some tinkering and probably
|
||||
# a lookthrough of the `ib_insync` machinery, for eg. maybe
|
||||
# a lookthrough of the ``ib_insync`` machinery, for eg. maybe
|
||||
# we have to do the batch queries on the `asyncio` side?
|
||||
yield (
|
||||
get_hist,
|
||||
|
|
@ -427,13 +390,14 @@ _failed_resets: int = 0
|
|||
|
||||
|
||||
async def get_bars(
|
||||
|
||||
proxy: MethodProxy,
|
||||
fqme: str,
|
||||
timeframe: int,
|
||||
|
||||
# blank to start which tells ib to look up the latest datum
|
||||
end_dt: datetime|None = None,
|
||||
start_dt: datetime|None = None,
|
||||
end_dt: str = '',
|
||||
start_dt: str | None = '',
|
||||
|
||||
# TODO: make this more dynamic based on measured frame rx latency?
|
||||
# how long before we trigger a feed reset (seconds)
|
||||
|
|
@ -487,9 +451,6 @@ async def get_bars(
|
|||
dt_duration,
|
||||
) = await proxy.bars(
|
||||
fqme=fqme,
|
||||
# XXX TODO! LOL we're not using this and IB dun
|
||||
# support it anyway..
|
||||
# start_dt=start_dt,
|
||||
end_dt=end_dt,
|
||||
sample_period_s=timeframe,
|
||||
|
||||
|
|
@ -740,7 +701,7 @@ async def _setup_quote_stream(
|
|||
# '294', # Trade rate / minute
|
||||
# '295', # Vlm rate / minute
|
||||
),
|
||||
contract: Contract|None = None,
|
||||
contract: Contract | None = None,
|
||||
|
||||
) -> trio.abc.ReceiveChannel:
|
||||
'''
|
||||
|
|
@ -762,12 +723,7 @@ async def _setup_quote_stream(
|
|||
# XXX since this is an `asyncio.Task`, we must use
|
||||
# tractor.pause_from_sync()
|
||||
|
||||
(
|
||||
_account_name,
|
||||
client,
|
||||
) = get_preferred_data_client(
|
||||
accts2clients,
|
||||
)
|
||||
caccount_name, client = get_preferred_data_client(accts2clients)
|
||||
contract = (
|
||||
contract
|
||||
or
|
||||
|
|
@ -1102,9 +1058,14 @@ async def stream_quotes(
|
|||
)
|
||||
|
||||
# is venue active rn?
|
||||
venue_is_open: bool = is_venue_open(
|
||||
con_deats=details,
|
||||
venue_is_open: bool = any(
|
||||
is_current_time_in_range(
|
||||
start_dt=sesh.start,
|
||||
end_dt=sesh.end,
|
||||
)
|
||||
for sesh in details.tradingSessions()
|
||||
)
|
||||
|
||||
init_msg = FeedInit(mkt_info=mkt)
|
||||
|
||||
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
||||
|
|
@ -1121,7 +1082,6 @@ async def stream_quotes(
|
|||
|
||||
con: Contract = details.contract
|
||||
first_ticker: Ticker|None = None
|
||||
first_quote: dict[str, Any] = {}
|
||||
|
||||
timeout: float = 1.6
|
||||
with trio.move_on_after(timeout) as quote_cs:
|
||||
|
|
@ -1174,14 +1134,15 @@ async def stream_quotes(
|
|||
first_quote,
|
||||
))
|
||||
|
||||
# it's not really live but this will unblock
|
||||
# the brokerd feed task to tell the ui to update?
|
||||
feed_is_live.set()
|
||||
|
||||
# block and let data history backfill code run.
|
||||
# XXX obvi given the venue is closed, we never expect feed
|
||||
# to come up; a taskc should be the only way to
|
||||
# terminate this task.
|
||||
await trio.sleep_forever()
|
||||
#
|
||||
# ^^XXX^^TODO! INSTEAD impl a `trio.sleep()` for the
|
||||
# duration until the venue opens!!
|
||||
|
||||
# ?TODO, we could instead spawn a task that waits on a feed
|
||||
# to start and let it wait indefinitely..instead of this
|
||||
|
|
@ -1205,9 +1166,6 @@ async def stream_quotes(
|
|||
'Rxed init quote:\n'
|
||||
f'{pformat(first_quote)}'
|
||||
)
|
||||
# signal `.data.feed` layer that mkt quotes are LIVE
|
||||
feed_is_live.set()
|
||||
|
||||
cs: trio.CancelScope|None = None
|
||||
startup: bool = True
|
||||
iter_quotes: trio.abc.Channel
|
||||
|
|
@ -1255,12 +1213,55 @@ async def stream_quotes(
|
|||
tn.start_soon(reset_on_feed)
|
||||
|
||||
async with aclosing(iter_quotes):
|
||||
# if syminfo.get('no_vlm', False):
|
||||
if not init_msg.shm_write_opts['has_vlm']:
|
||||
|
||||
# generally speaking these feeds don't
|
||||
# include vlm data.
|
||||
atype: str = mkt.dst.atype
|
||||
log.info(
|
||||
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
|
||||
)
|
||||
|
||||
else:
|
||||
# wait for real volume on feed (trading might be
|
||||
# closed)
|
||||
while True:
|
||||
ticker = await iter_quotes.receive()
|
||||
|
||||
# for a real volume contract we rait for
|
||||
# the first "real" trade to take place
|
||||
if (
|
||||
# not calc_price
|
||||
# and not ticker.rtTime
|
||||
False
|
||||
# not ticker.rtTime
|
||||
):
|
||||
# spin consuming tickers until we
|
||||
# get a real market datum
|
||||
log.debug(f"New unsent ticker: {ticker}")
|
||||
continue
|
||||
|
||||
else:
|
||||
log.debug("Received first volume tick")
|
||||
# ugh, clear ticks since we've
|
||||
# consumed them (ahem, ib_insync is
|
||||
# truly stateful trash)
|
||||
# ticker.ticks = []
|
||||
|
||||
# XXX: this works because we don't use
|
||||
# ``aclosing()`` above?
|
||||
break
|
||||
|
||||
quote = normalize(ticker)
|
||||
log.debug(f"First ticker received {quote}")
|
||||
|
||||
# tell data-layer spawner-caller that live
|
||||
# quotes are now active desptie not having
|
||||
# necessarily received a first vlm/clearing
|
||||
# tick.
|
||||
ticker = await iter_quotes.receive()
|
||||
quote = normalize(ticker)
|
||||
feed_is_live.set()
|
||||
fqme: str = quote['fqme']
|
||||
await send_chan.send({fqme: quote})
|
||||
|
||||
|
|
|
|||
|
|
@ -44,7 +44,6 @@ from ib_insync import (
|
|||
CommissionReport,
|
||||
)
|
||||
|
||||
from piker.log import get_logger
|
||||
from piker.types import Struct
|
||||
from piker.data import (
|
||||
SymbologyCache,
|
||||
|
|
@ -58,6 +57,7 @@ from piker.accounting import (
|
|||
iter_by_dt,
|
||||
)
|
||||
from ._flex_reports import parse_flex_dt
|
||||
from ._util import log
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .api import (
|
||||
|
|
@ -65,9 +65,6 @@ if TYPE_CHECKING:
|
|||
MethodProxy,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
tx_sort: Callable = partial(
|
||||
iter_by_dt,
|
||||
|
|
|
|||
|
|
@ -42,7 +42,10 @@ from piker.accounting import (
|
|||
from piker._cacheables import (
|
||||
async_lifo_cache,
|
||||
)
|
||||
from piker.log import get_logger
|
||||
|
||||
from ._util import (
|
||||
log,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .api import (
|
||||
|
|
@ -50,10 +53,6 @@ if TYPE_CHECKING:
|
|||
Client,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
_futes_venues = (
|
||||
'GLOBEX',
|
||||
'NYMEX',
|
||||
|
|
@ -135,7 +134,7 @@ _adhoc_fiat_set = set((
|
|||
|
||||
# manually discovered tick discrepancies,
|
||||
# onl god knows how or why they'd cuck these up..
|
||||
_adhoc_mkt_infos: dict[int|str, dict] = {
|
||||
_adhoc_mkt_infos: dict[int | str, dict] = {
|
||||
'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
|
||||
}
|
||||
|
||||
|
|
@ -489,7 +488,8 @@ def con2fqme(
|
|||
@async_lifo_cache()
|
||||
async def get_mkt_info(
|
||||
fqme: str,
|
||||
proxy: MethodProxy|None = None,
|
||||
|
||||
proxy: MethodProxy | None = None,
|
||||
|
||||
) -> tuple[MktPair, ibis.ContractDetails]:
|
||||
|
||||
|
|
@ -550,7 +550,7 @@ async def get_mkt_info(
|
|||
size_tick: Decimal = Decimal(
|
||||
str(details.minSize).rstrip('0')
|
||||
)
|
||||
# ?TODO, there is also the Contract.sizeIncrement, bt wtf is it?
|
||||
# |-> TODO: there is also the Contract.sizeIncrement, bt wtf is it?
|
||||
|
||||
# NOTE: this is duplicate from the .broker.norm_trade_records()
|
||||
# routine, we should factor all this parsing somewhere..
|
||||
|
|
|
|||
|
|
@ -1,312 +0,0 @@
|
|||
# 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/>.
|
||||
|
||||
'''
|
||||
(Multi-)venue mgmt helpers.
|
||||
|
||||
IB generally supports all "legacy" trading venues, those mostly owned
|
||||
by ICE and friends.
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from datetime import ( # noqa
|
||||
datetime,
|
||||
date,
|
||||
tzinfo as TzInfo,
|
||||
)
|
||||
from typing import (
|
||||
Iterator,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import exchange_calendars as xcals
|
||||
from pendulum import (
|
||||
now,
|
||||
Duration,
|
||||
Interval,
|
||||
Time,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ib_insync import (
|
||||
TradingSession,
|
||||
ContractDetails,
|
||||
)
|
||||
from exchange_calendars.exchange_calendars import (
|
||||
ExchangeCalendar,
|
||||
)
|
||||
from pandas import (
|
||||
# DatetimeIndex,
|
||||
TimeDelta,
|
||||
Timestamp,
|
||||
)
|
||||
|
||||
|
||||
def has_weekend(
|
||||
period: Interval,
|
||||
) -> bool:
|
||||
'''
|
||||
Predicate to for a period being within
|
||||
days 6->0 (sat->sun).
|
||||
|
||||
'''
|
||||
has_weekend: bool = False
|
||||
for dt in period:
|
||||
if dt.day_of_week in [0, 6]: # 0=Sunday, 6=Saturday
|
||||
has_weekend = True
|
||||
break
|
||||
|
||||
return has_weekend
|
||||
|
||||
|
||||
def has_holiday(
|
||||
con_deats: ContractDetails,
|
||||
period: Interval,
|
||||
) -> bool:
|
||||
'''
|
||||
Using the `exchange_calendars` lib detect if a time-gap `period`
|
||||
is contained in a known "cash hours" closure.
|
||||
|
||||
'''
|
||||
tz: str = con_deats.timeZoneId
|
||||
exch: str = con_deats.contract.primaryExchange
|
||||
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
||||
end: datetime = period.end
|
||||
# _start: datetime = period.start
|
||||
# ?TODO, can rm ya?
|
||||
# => not that useful?
|
||||
# dti: DatetimeIndex = cal.sessions_in_range(
|
||||
# _start.date(),
|
||||
# end.date(),
|
||||
# )
|
||||
prev_close: Timestamp = cal.previous_close(
|
||||
end.date()
|
||||
).tz_convert(tz)
|
||||
prev_open: Timestamp = cal.previous_open(
|
||||
end.date()
|
||||
).tz_convert(tz)
|
||||
# now do relative from prev_ values ^
|
||||
# to get the next open which should match
|
||||
# "contain" the end of the gap.
|
||||
next_open: Timestamp = cal.next_open(
|
||||
prev_open,
|
||||
).tz_convert(tz)
|
||||
next_open: Timestamp = cal.next_open(
|
||||
prev_open,
|
||||
).tz_convert(tz)
|
||||
_next_close: Timestamp = cal.next_close(
|
||||
prev_close
|
||||
).tz_convert(tz)
|
||||
cash_gap: TimeDelta = next_open - prev_close
|
||||
is_holiday_gap = (
|
||||
cash_gap
|
||||
>
|
||||
period
|
||||
)
|
||||
# XXX, debug
|
||||
# breakpoint()
|
||||
return is_holiday_gap
|
||||
|
||||
|
||||
def is_current_time_in_range(
|
||||
sesh: Interval,
|
||||
when: datetime|None = None,
|
||||
) -> bool:
|
||||
'''
|
||||
Check if current time is within the datetime range.
|
||||
|
||||
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
||||
in the range.
|
||||
|
||||
'''
|
||||
when: datetime = when or now()
|
||||
return when in sesh
|
||||
|
||||
|
||||
def iter_sessions(
|
||||
con_deats: ContractDetails,
|
||||
) -> Iterator[Interval]:
|
||||
'''
|
||||
Yield `pendulum.Interval`s for all
|
||||
`ibas.ContractDetails.tradingSessions() -> TradingSession`s.
|
||||
|
||||
'''
|
||||
sesh: TradingSession
|
||||
for sesh in con_deats.tradingSessions():
|
||||
yield Interval(*sesh)
|
||||
|
||||
|
||||
def sesh_times(
|
||||
con_deats: ContractDetails,
|
||||
) -> tuple[Time, Time]:
|
||||
'''
|
||||
Based on the earliest trading session provided by the IB API,
|
||||
get the (day-agnostic) times for the start/end.
|
||||
|
||||
'''
|
||||
earliest_sesh: Interval = next(iter_sessions(con_deats))
|
||||
return (
|
||||
earliest_sesh.start.time(),
|
||||
earliest_sesh.end.time(),
|
||||
)
|
||||
# ^?TODO, use `.diff()` to get point-in-time-agnostic period?
|
||||
# https://pendulum.eustace.io/docs/#difference
|
||||
|
||||
|
||||
def is_venue_open(
|
||||
con_deats: ContractDetails,
|
||||
when: datetime|Duration|None = None,
|
||||
) -> bool:
|
||||
'''
|
||||
Check if market-venue is open during `when`, which defaults to
|
||||
"now".
|
||||
|
||||
'''
|
||||
sesh: Interval
|
||||
for sesh in iter_sessions(con_deats):
|
||||
if is_current_time_in_range(
|
||||
sesh=sesh,
|
||||
when=when,
|
||||
):
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
def is_venue_closure(
|
||||
gap: Interval,
|
||||
con_deats: ContractDetails,
|
||||
time_step_s: int,
|
||||
) -> bool:
|
||||
'''
|
||||
Check if a provided time-`gap` is just an (expected) trading
|
||||
venue closure period.
|
||||
|
||||
'''
|
||||
open: Time
|
||||
close: Time
|
||||
open, close = sesh_times(con_deats)
|
||||
|
||||
# ensure times are in mkt-native timezone
|
||||
tz: str = con_deats.timeZoneId
|
||||
start = gap.start.in_tz(tz)
|
||||
start_t = start.time()
|
||||
end = gap.end.in_tz(tz)
|
||||
end_t = end.time()
|
||||
if (
|
||||
(
|
||||
start_t in (
|
||||
close,
|
||||
close.subtract(seconds=time_step_s)
|
||||
)
|
||||
and
|
||||
end_t in (
|
||||
open,
|
||||
open.add(seconds=time_step_s),
|
||||
)
|
||||
)
|
||||
or
|
||||
has_weekend(gap)
|
||||
or
|
||||
has_holiday(
|
||||
con_deats=con_deats,
|
||||
period=gap,
|
||||
)
|
||||
):
|
||||
return True
|
||||
|
||||
# breakpoint()
|
||||
return False
|
||||
|
||||
|
||||
# TODO, put this into `._util` and call it from here!
|
||||
#
|
||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||
# and was originally thot to be needed before learning about
|
||||
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
||||
# it's downstream meths..
|
||||
#
|
||||
# This is still likely useful to keep for now to parse the
|
||||
# `.tradingHours: str` value manually if we ever decide
|
||||
# to move off `ib_async` and implement our own `trio`/`anyio`
|
||||
# based version Bp
|
||||
#
|
||||
# >attempt to parse the retarted ib "time stampy thing" they
|
||||
# >do for "venue hours" with this.. written by
|
||||
# >gpt5-"thinking",
|
||||
#
|
||||
|
||||
|
||||
def parse_trading_hours(
|
||||
spec: str,
|
||||
tz: TzInfo|None = None
|
||||
) -> dict[
|
||||
date,
|
||||
tuple[datetime, datetime]
|
||||
]|None:
|
||||
'''
|
||||
Parse venue hours like:
|
||||
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
||||
|
||||
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
||||
closed.
|
||||
|
||||
'''
|
||||
if (
|
||||
not isinstance(spec, str)
|
||||
or
|
||||
not spec
|
||||
):
|
||||
raise ValueError('spec must be a non-empty string')
|
||||
|
||||
out: dict[
|
||||
date,
|
||||
tuple[datetime, datetime]
|
||||
]|None = {}
|
||||
|
||||
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
||||
if part.endswith(':CLOSED'):
|
||||
day_s, _ = part.split(':', 1)
|
||||
d = datetime.strptime(day_s, '%Y%m%d').date()
|
||||
out[d] = None
|
||||
continue
|
||||
|
||||
try:
|
||||
start_s, end_s = part.split('-', 1)
|
||||
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
||||
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
||||
except ValueError as exc:
|
||||
raise ValueError(f'invalid segment: {part}') from exc
|
||||
|
||||
if tz is not None:
|
||||
start_dt = start_dt.replace(tzinfo=tz)
|
||||
end_dt = end_dt.replace(tzinfo=tz)
|
||||
|
||||
out[start_dt.date()] = (start_dt, end_dt)
|
||||
|
||||
return out
|
||||
|
||||
|
||||
# ORIG desired usage,
|
||||
#
|
||||
# TODO, for non-drunk tomorrow,
|
||||
# - call above fn and check that `output[today] is not None`
|
||||
# trading_hrs: dict = parse_trading_hours(
|
||||
# details.tradingHours
|
||||
# )
|
||||
# liq_hrs: dict = parse_trading_hours(
|
||||
# details.liquidHours
|
||||
# )
|
||||
|
|
@ -62,12 +62,9 @@ from piker.clearing._messages import (
|
|||
from piker.brokers import (
|
||||
open_cached_client,
|
||||
)
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from piker.data import open_symcache
|
||||
from .api import (
|
||||
log,
|
||||
Client,
|
||||
BrokerError,
|
||||
)
|
||||
|
|
@ -81,8 +78,6 @@ from .ledger import (
|
|||
verify_balances,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
MsgUnion = Union[
|
||||
BrokerdCancel,
|
||||
BrokerdError,
|
||||
|
|
@ -436,15 +431,9 @@ def trades2pps(
|
|||
@tractor.context
|
||||
async def open_trade_dialog(
|
||||
ctx: tractor.Context,
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> AsyncIterator[dict[str, Any]]:
|
||||
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
async with (
|
||||
# TODO: maybe bind these together and deliver
|
||||
# a tuple from `.open_cached_client()`?
|
||||
|
|
|
|||
|
|
@ -50,19 +50,13 @@ from . import open_cached_client
|
|||
from piker._cacheables import async_lifo_cache
|
||||
from .. import config
|
||||
from ._util import resproc, BrokerError, SymbolNotFound
|
||||
from piker.log import (
|
||||
from ..log import (
|
||||
colorize_json,
|
||||
)
|
||||
from ._util import (
|
||||
log,
|
||||
get_console_log,
|
||||
)
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
)
|
||||
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
_use_practice_account = False
|
||||
_refresh_token_ep = 'https://{}login.questrade.com/oauth2/'
|
||||
|
|
@ -1211,10 +1205,7 @@ async def stream_quotes(
|
|||
# feed_type: str = 'stock',
|
||||
) -> AsyncGenerator[str, Dict[str, Any]]:
|
||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
get_console_log(loglevel)
|
||||
|
||||
async with open_cached_client('questrade') as client:
|
||||
if feed_type == 'stock':
|
||||
|
|
|
|||
|
|
@ -30,16 +30,9 @@ import asks
|
|||
from ._util import (
|
||||
resproc,
|
||||
BrokerError,
|
||||
log,
|
||||
)
|
||||
from piker.calc import percent_change
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
from ..calc import percent_change
|
||||
|
||||
_service_ep = 'https://api.robinhood.com'
|
||||
|
||||
|
|
|
|||
|
|
@ -215,7 +215,7 @@ async def relay_orders_from_sync_code(
|
|||
async def open_ems(
|
||||
fqme: str,
|
||||
mode: str = 'live',
|
||||
loglevel: str = 'warning',
|
||||
loglevel: str = 'error',
|
||||
|
||||
) -> tuple[
|
||||
OrderClient, # client
|
||||
|
|
|
|||
|
|
@ -47,7 +47,6 @@ from tractor import trionics
|
|||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
subsys,
|
||||
)
|
||||
from ..accounting._mktinfo import (
|
||||
unpack_fqme,
|
||||
|
|
@ -137,7 +136,7 @@ class DarkBook(Struct):
|
|||
tuple[
|
||||
Callable[[float], bool], # predicate
|
||||
tuple[str, ...], # tickfilter
|
||||
dict|Order, # cmd / msg type
|
||||
dict | Order, # cmd / msg type
|
||||
|
||||
# live submission constraint parameters
|
||||
float, # percent_away max price diff
|
||||
|
|
@ -279,7 +278,7 @@ async def clear_dark_triggers(
|
|||
|
||||
# remove exec-condition from set
|
||||
log.info(f'Removing trigger for {oid}')
|
||||
trigger: tuple|None = execs.pop(oid, None)
|
||||
trigger: tuple | None = execs.pop(oid, None)
|
||||
if not trigger:
|
||||
log.warning(
|
||||
f'trigger for {oid} was already removed!?'
|
||||
|
|
@ -337,8 +336,8 @@ async def open_brokerd_dialog(
|
|||
brokermod: ModuleType,
|
||||
portal: tractor.Portal,
|
||||
exec_mode: str,
|
||||
fqme: str|None = None,
|
||||
loglevel: str|None = None,
|
||||
fqme: str | None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
) -> tuple[
|
||||
tractor.MsgStream,
|
||||
|
|
@ -352,21 +351,9 @@ async def open_brokerd_dialog(
|
|||
broker backend, configuration, or client code usage.
|
||||
|
||||
'''
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name='clearing',
|
||||
)
|
||||
# enable `.accounting` console since normally used by
|
||||
# each `brokerd`.
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name='piker.accounting',
|
||||
)
|
||||
broker: str = brokermod.name
|
||||
|
||||
def mk_paper_ep(
|
||||
loglevel: str,
|
||||
):
|
||||
def mk_paper_ep():
|
||||
from . import _paper_engine as paper_mod
|
||||
|
||||
nonlocal brokermod, exec_mode
|
||||
|
|
@ -418,21 +405,17 @@ async def open_brokerd_dialog(
|
|||
|
||||
if (
|
||||
trades_endpoint is not None
|
||||
or
|
||||
exec_mode != 'paper'
|
||||
or exec_mode != 'paper'
|
||||
):
|
||||
# open live brokerd trades endpoint
|
||||
open_trades_endpoint = portal.open_context(
|
||||
trades_endpoint,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
|
||||
@acm
|
||||
async def maybe_open_paper_ep():
|
||||
if exec_mode == 'paper':
|
||||
async with mk_paper_ep(
|
||||
loglevel=loglevel,
|
||||
) as msg:
|
||||
async with mk_paper_ep() as msg:
|
||||
yield msg
|
||||
return
|
||||
|
||||
|
|
@ -443,9 +426,7 @@ async def open_brokerd_dialog(
|
|||
# runtime indication that the backend can't support live
|
||||
# order ctrl yet, so boot the paperboi B0
|
||||
if first == 'paper':
|
||||
async with mk_paper_ep(
|
||||
loglevel=loglevel,
|
||||
) as msg:
|
||||
async with mk_paper_ep() as msg:
|
||||
yield msg
|
||||
return
|
||||
else:
|
||||
|
|
@ -780,16 +761,12 @@ _router: Router = None
|
|||
@tractor.context
|
||||
async def _setup_persistent_emsd(
|
||||
ctx: tractor.Context,
|
||||
loglevel: str|None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
) -> None:
|
||||
|
||||
if loglevel:
|
||||
_log = get_console_log(
|
||||
level=loglevel,
|
||||
name=subsys,
|
||||
)
|
||||
assert _log.name == 'piker.clearing'
|
||||
get_console_log(loglevel)
|
||||
|
||||
global _router
|
||||
|
||||
|
|
@ -845,7 +822,7 @@ async def translate_and_relay_brokerd_events(
|
|||
f'Rx brokerd trade msg:\n'
|
||||
f'{fmsg}'
|
||||
)
|
||||
status_msg: Status|None = None
|
||||
status_msg: Status | None = None
|
||||
|
||||
match brokerd_msg:
|
||||
# BrokerdPosition
|
||||
|
|
@ -1306,7 +1283,7 @@ async def process_client_order_cmds(
|
|||
and status.resp == 'dark_open'
|
||||
):
|
||||
# remove from dark book clearing
|
||||
entry: tuple|None = dark_book.triggers[fqme].pop(oid, None)
|
||||
entry: tuple | None = dark_book.triggers[fqme].pop(oid, None)
|
||||
if entry:
|
||||
(
|
||||
pred,
|
||||
|
|
|
|||
|
|
@ -59,9 +59,9 @@ from piker.data import (
|
|||
open_symcache,
|
||||
)
|
||||
from piker.types import Struct
|
||||
from piker.log import (
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ._messages import (
|
||||
BrokerdCancel,
|
||||
|
|
@ -73,8 +73,6 @@ from ._messages import (
|
|||
BrokerdError,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
class PaperBoi(Struct):
|
||||
'''
|
||||
|
|
@ -552,18 +550,16 @@ _sells: defaultdict[
|
|||
|
||||
@tractor.context
|
||||
async def open_trade_dialog(
|
||||
|
||||
ctx: tractor.Context,
|
||||
broker: str,
|
||||
fqme: str|None = None, # if empty, we only boot broker mode
|
||||
fqme: str | None = None, # if empty, we only boot broker mode
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> None:
|
||||
|
||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
# enable piker.clearing console log for *this* subactor
|
||||
get_console_log(loglevel)
|
||||
|
||||
symcache: SymbologyCache
|
||||
async with open_symcache(get_brokermod(broker)) as symcache:
|
||||
|
|
|
|||
|
|
@ -28,14 +28,12 @@ from ..log import (
|
|||
from piker.types import Struct
|
||||
subsys: str = 'piker.clearing'
|
||||
|
||||
log = get_logger(
|
||||
name='piker.clearing',
|
||||
)
|
||||
log = get_logger(subsys)
|
||||
|
||||
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name='clearing',
|
||||
name=subsys,
|
||||
)
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -46,8 +46,8 @@ log = get_logger('piker.cli')
|
|||
|
||||
|
||||
def load_trans_eps(
|
||||
network: dict | None = None,
|
||||
maddrs: list[tuple] | None = None,
|
||||
network: dict|None = None,
|
||||
maddrs: list[tuple]|None = None,
|
||||
|
||||
) -> dict[str, dict[str, dict]]:
|
||||
|
||||
|
|
@ -69,8 +69,7 @@ def load_trans_eps(
|
|||
for key, maddrs in network.items():
|
||||
match key:
|
||||
|
||||
# TODO: resolve table across multiple discov
|
||||
# prots Bo
|
||||
# TODO: resolve table across multiple discov prots Bo
|
||||
case 'resolv':
|
||||
pass
|
||||
|
||||
|
|
@ -113,27 +112,31 @@ def load_trans_eps(
|
|||
default=None,
|
||||
help='Multiaddrs to bind or contact',
|
||||
)
|
||||
# @click.option(
|
||||
# '--tsdb',
|
||||
# is_flag=True,
|
||||
# help='Enable local ``marketstore`` instance'
|
||||
# )
|
||||
# @click.option(
|
||||
# '--es',
|
||||
# is_flag=True,
|
||||
# help='Enable local ``elasticsearch`` instance'
|
||||
# )
|
||||
def pikerd(
|
||||
maddr: list[str] | None,
|
||||
maddr: list[str]|None,
|
||||
loglevel: str,
|
||||
tl: bool,
|
||||
pdb: bool,
|
||||
# tsdb: bool,
|
||||
# es: bool,
|
||||
):
|
||||
'''
|
||||
Start the "root service actor", `pikerd`, run it until
|
||||
cancellation.
|
||||
|
||||
This "root daemon" operates as the top most service-mngr and
|
||||
subsys-as-subactor supervisor, think of it as the "init proc" of
|
||||
any of any `piker` application or daemon-process tree.
|
||||
Spawn the piker broker-daemon.
|
||||
|
||||
'''
|
||||
# from tractor.devx import maybe_open_crash_handler
|
||||
# with maybe_open_crash_handler(pdb=False):
|
||||
log = get_console_log(
|
||||
level=loglevel,
|
||||
with_tractor_log=tl,
|
||||
)
|
||||
log = get_console_log(loglevel, name='cli')
|
||||
|
||||
if pdb:
|
||||
log.warning((
|
||||
|
|
@ -153,7 +156,8 @@ def pikerd(
|
|||
network: dict = conf.get('network')
|
||||
if (
|
||||
network is None
|
||||
and not maddr
|
||||
and
|
||||
not maddr
|
||||
):
|
||||
regaddrs = [(
|
||||
_default_registry_host,
|
||||
|
|
@ -165,10 +169,40 @@ def pikerd(
|
|||
network,
|
||||
maddr,
|
||||
)
|
||||
match eps:
|
||||
case {
|
||||
'pikerd': [
|
||||
{
|
||||
'ipv4': {
|
||||
'layer': 3,
|
||||
'addr': host,
|
||||
'proto': l3_proto,
|
||||
},
|
||||
'tcp': {
|
||||
'layer': 4,
|
||||
'port': int(port),
|
||||
'proto': l4_proto,
|
||||
},
|
||||
},
|
||||
# | {
|
||||
# 'uds': {
|
||||
# 'layer': 4,
|
||||
# 'port': int(port),
|
||||
# },
|
||||
# },
|
||||
],
|
||||
}:
|
||||
assert l3_proto == 'ipv4'
|
||||
assert l4_proto == 'tcp'
|
||||
# breakpoint()
|
||||
|
||||
# XXX, for now always setup a localhost TCP registry addr.
|
||||
for layers in eps['pikerd']:
|
||||
host: str = layers['ipv4']['addr']
|
||||
port: int = layers['tcp']['port']
|
||||
regaddrs.append((
|
||||
layers['ipv4']['addr'],
|
||||
layers['tcp']['port'],
|
||||
host,
|
||||
port,
|
||||
))
|
||||
|
||||
from .. import service
|
||||
|
|
@ -180,8 +214,8 @@ def pikerd(
|
|||
registry_addrs=regaddrs,
|
||||
loglevel=loglevel,
|
||||
debug_mode=pdb,
|
||||
# enable_transports=['uds'],
|
||||
enable_transports=['tcp'],
|
||||
enable_transports=[l4_proto],
|
||||
# enable_transports=['tcp'],
|
||||
) as service_mngr,
|
||||
):
|
||||
assert service_mngr
|
||||
|
|
@ -234,14 +268,6 @@ def cli(
|
|||
regaddr: str,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
The "root" `piker`-cmd CLI endpoint.
|
||||
|
||||
NOTE, this def generally relies on and requires a sub-cmd to be
|
||||
provided by the user, OW only a `--help` msg (listing said
|
||||
subcmds) will be dumped to console.
|
||||
|
||||
'''
|
||||
if configdir is not None:
|
||||
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
||||
config._override_config_dir(configdir)
|
||||
|
|
@ -300,50 +326,17 @@ def cli(
|
|||
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
||||
@click.argument('ports', nargs=-1, required=False)
|
||||
@click.pass_obj
|
||||
def services(
|
||||
config,
|
||||
tl: bool,
|
||||
ports: list[int],
|
||||
):
|
||||
'''
|
||||
List all `piker` "service deamons" to the console in
|
||||
a `json`-table which maps each actor's UID in the form,
|
||||
def services(config, tl, ports):
|
||||
|
||||
`{service_name}.{subservice_name}.{UUID}`
|
||||
|
||||
to its (primary) IPC server address.
|
||||
|
||||
(^TODO, should be its multiaddr form once we support it)
|
||||
|
||||
Note that by convention actors which operate as "headless"
|
||||
processes (those without GUIs/graphics, and which generally
|
||||
parent some noteworthy subsystem) are normally suffixed by
|
||||
a "d" such as,
|
||||
|
||||
- pikerd: the root runtime supervisor
|
||||
- brokerd: a broker-backend order ctl daemon
|
||||
- emsd: the internal dark-clearing and order routing daemon
|
||||
- datad: a data-provider-backend data feed daemon
|
||||
- samplerd: the real-time data sampling and clock-syncing daemon
|
||||
|
||||
"Headed units" are normally just given an obvious app-like name
|
||||
with subactors indexed by `.` such as,
|
||||
- chart: the primary modal charting iface, a Qt app
|
||||
- chart.fsp_0: a financial-sig-proc cascade instance which
|
||||
delivers graphics to a parent `chart` app.
|
||||
- polars_boi: some (presumably) `polars` using console app.
|
||||
|
||||
'''
|
||||
from piker.service import (
|
||||
from ..service import (
|
||||
open_piker_runtime,
|
||||
_default_registry_port,
|
||||
_default_registry_host,
|
||||
)
|
||||
|
||||
# !TODO, mk this to work with UDS!
|
||||
host: str = _default_registry_host
|
||||
host = _default_registry_host
|
||||
if not ports:
|
||||
ports: list[int] = [_default_registry_port]
|
||||
ports = [_default_registry_port]
|
||||
|
||||
addr = tractor._addr.wrap_address(
|
||||
addr=(host, ports[0])
|
||||
|
|
@ -354,11 +347,7 @@ def services(
|
|||
async with (
|
||||
open_piker_runtime(
|
||||
name='service_query',
|
||||
loglevel=(
|
||||
config['loglevel']
|
||||
if tl
|
||||
else None
|
||||
),
|
||||
loglevel=config['loglevel'] if tl else None,
|
||||
),
|
||||
tractor.get_registry(
|
||||
addr=addr,
|
||||
|
|
@ -378,15 +367,7 @@ def services(
|
|||
|
||||
|
||||
def _load_clis() -> None:
|
||||
'''
|
||||
Dynamically load and register all subsys CLI endpoints (at call
|
||||
time).
|
||||
|
||||
NOTE, obviously this is normally expected to be called at
|
||||
`import` time and implicitly relies on our use of various
|
||||
`click`/`typer` decorator APIs.
|
||||
|
||||
'''
|
||||
# from ..service import elastic # noqa
|
||||
from ..brokers import cli # noqa
|
||||
from ..ui import cli # noqa
|
||||
from ..watchlists import cli # noqa
|
||||
|
|
@ -396,5 +377,5 @@ def _load_clis() -> None:
|
|||
from ..accounting import cli # noqa
|
||||
|
||||
|
||||
# load all subsytem cli eps
|
||||
# load downstream cli modules
|
||||
_load_clis()
|
||||
|
|
|
|||
|
|
@ -80,20 +80,20 @@ class Sampler:
|
|||
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
|
||||
`.service.maybe_open_samplerd()` and the below
|
||||
`register_with_sampler()`.
|
||||
``.service.maybe_open_samplerd()`` and the below
|
||||
``register_with_sampler()``.
|
||||
|
||||
'''
|
||||
service_nursery: None|trio.Nursery = None
|
||||
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).
|
||||
# TODO: we could stick these in a composed type to avoid
|
||||
# angering the "i hate module scoped variables crowd" (yawn).
|
||||
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.
|
||||
incr_task_cs: trio.CancelScope|None = None
|
||||
incr_task_cs: trio.CancelScope | None = None
|
||||
|
||||
bcast_errors: tuple[Exception] = (
|
||||
trio.BrokenResourceError,
|
||||
|
|
@ -249,8 +249,8 @@ class Sampler:
|
|||
async def broadcast(
|
||||
self,
|
||||
period_s: float,
|
||||
time_stamp: float|None = None,
|
||||
info: dict|None = None,
|
||||
time_stamp: float | None = None,
|
||||
info: dict | None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -315,7 +315,7 @@ class Sampler:
|
|||
@classmethod
|
||||
async def broadcast_all(
|
||||
self,
|
||||
info: dict|None = None,
|
||||
info: dict | None = None,
|
||||
) -> None:
|
||||
|
||||
# NOTE: take a copy of subs since removals can happen
|
||||
|
|
@ -332,22 +332,14 @@ class Sampler:
|
|||
async def register_with_sampler(
|
||||
ctx: Context,
|
||||
period_s: float,
|
||||
shms_by_period: dict[float, dict]|None = None,
|
||||
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?
|
||||
loglevel: str|None = None,
|
||||
|
||||
) -> set[int]:
|
||||
) -> None:
|
||||
|
||||
get_console_log(
|
||||
level=(
|
||||
loglevel
|
||||
or
|
||||
tractor.current_actor().loglevel
|
||||
),
|
||||
name=__name__,
|
||||
)
|
||||
get_console_log(tractor.current_actor().loglevel)
|
||||
incr_was_started: bool = False
|
||||
|
||||
try:
|
||||
|
|
@ -372,12 +364,7 @@ async def register_with_sampler(
|
|||
|
||||
# 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
|
||||
# and
|
||||
# feed_is_live.is_set()
|
||||
# ^TODO? pass it in instead?
|
||||
):
|
||||
if shms_by_period is not None:
|
||||
from ._sharedmem import (
|
||||
attach_shm_array,
|
||||
_Token,
|
||||
|
|
@ -391,17 +378,12 @@ async def register_with_sampler(
|
|||
readonly=False,
|
||||
)
|
||||
shms_by_period[period] = shm
|
||||
Sampler.ohlcv_shms.setdefault(
|
||||
period,
|
||||
[],
|
||||
).append(shm)
|
||||
Sampler.ohlcv_shms.setdefault(period, []).append(shm)
|
||||
|
||||
assert Sampler.ohlcv_shms
|
||||
|
||||
# unblock caller
|
||||
await ctx.started(
|
||||
set(Sampler.ohlcv_shms.keys())
|
||||
)
|
||||
await ctx.started(set(Sampler.ohlcv_shms.keys()))
|
||||
|
||||
if open_index_stream:
|
||||
try:
|
||||
|
|
@ -447,7 +429,7 @@ async def register_with_sampler(
|
|||
|
||||
async def spawn_samplerd(
|
||||
|
||||
loglevel: str|None = None,
|
||||
loglevel: str | None = None,
|
||||
**extra_tractor_kwargs
|
||||
|
||||
) -> bool:
|
||||
|
|
@ -484,7 +466,6 @@ async def spawn_samplerd(
|
|||
register_with_sampler,
|
||||
period_s=1,
|
||||
sub_for_broadcasts=False,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
return True
|
||||
|
||||
|
|
@ -493,7 +474,8 @@ async def spawn_samplerd(
|
|||
|
||||
@acm
|
||||
async def maybe_open_samplerd(
|
||||
loglevel: str|None = None,
|
||||
|
||||
loglevel: str | None = None,
|
||||
**pikerd_kwargs,
|
||||
|
||||
) -> tractor.Portal: # noqa
|
||||
|
|
@ -518,13 +500,13 @@ async def maybe_open_samplerd(
|
|||
@acm
|
||||
async def open_sample_stream(
|
||||
period_s: float,
|
||||
shms_by_period: dict[float, dict]|None = None,
|
||||
shms_by_period: dict[float, dict] | None = None,
|
||||
open_index_stream: bool = True,
|
||||
sub_for_broadcasts: bool = True,
|
||||
loglevel: str|None = None,
|
||||
|
||||
# cache_key: str|None = None,
|
||||
# allow_new_sampler: bool = True,
|
||||
cache_key: str | None = None,
|
||||
allow_new_sampler: bool = True,
|
||||
|
||||
ensure_is_active: bool = False,
|
||||
|
||||
) -> AsyncIterator[dict[str, float]]:
|
||||
|
|
@ -553,15 +535,11 @@ async def open_sample_stream(
|
|||
# yield bistream
|
||||
# else:
|
||||
|
||||
ctx: tractor.Context
|
||||
shm_periods: set[int] # in `int`-seconds
|
||||
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(
|
||||
loglevel=loglevel,
|
||||
) as portal,
|
||||
maybe_open_samplerd() as portal,
|
||||
|
||||
portal.open_context(
|
||||
register_with_sampler,
|
||||
|
|
@ -570,12 +548,11 @@ async def open_sample_stream(
|
|||
'shms_by_period': shms_by_period,
|
||||
'open_index_stream': open_index_stream,
|
||||
'sub_for_broadcasts': sub_for_broadcasts,
|
||||
'loglevel': loglevel,
|
||||
},
|
||||
) as (ctx, shm_periods)
|
||||
) as (ctx, first)
|
||||
):
|
||||
if ensure_is_active:
|
||||
assert len(shm_periods) > 1
|
||||
assert len(first) > 1
|
||||
|
||||
async with (
|
||||
ctx.open_stream(
|
||||
|
|
|
|||
|
|
@ -520,12 +520,9 @@ def open_shm_array(
|
|||
|
||||
# "unlink" created shm on process teardown by
|
||||
# pushing teardown calls onto actor context stack
|
||||
stack = tractor.current_actor(
|
||||
err_on_no_runtime=False,
|
||||
).lifetime_stack
|
||||
if stack:
|
||||
stack.callback(shmarr.close)
|
||||
stack.callback(shmarr.destroy)
|
||||
stack = tractor.current_actor().lifetime_stack
|
||||
stack.callback(shmarr.close)
|
||||
stack.callback(shmarr.destroy)
|
||||
|
||||
return shmarr
|
||||
|
||||
|
|
@ -610,10 +607,7 @@ def attach_shm_array(
|
|||
_known_tokens[key] = token
|
||||
|
||||
# "close" attached shm on actor teardown
|
||||
if (actor := tractor.current_actor(
|
||||
err_on_no_runtime=False,
|
||||
)):
|
||||
actor.lifetime_stack.callback(sha.close)
|
||||
tractor.current_actor().lifetime_stack.callback(sha.close)
|
||||
|
||||
return sha
|
||||
|
||||
|
|
|
|||
|
|
@ -26,9 +26,7 @@ from ..log import (
|
|||
)
|
||||
subsys: str = 'piker.data'
|
||||
|
||||
log = get_logger(
|
||||
name=subsys,
|
||||
)
|
||||
log = get_logger(subsys)
|
||||
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
|
|
|
|||
|
|
@ -62,6 +62,7 @@ from ._util import (
|
|||
log,
|
||||
get_console_log,
|
||||
)
|
||||
from .flows import Flume
|
||||
from .validate import (
|
||||
FeedInit,
|
||||
validate_backend,
|
||||
|
|
@ -76,7 +77,6 @@ from ._sampling import (
|
|||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .flows import Flume
|
||||
from tractor._addr import Address
|
||||
from tractor.msg.types import Aid
|
||||
|
||||
|
|
@ -239,6 +239,7 @@ async def allocate_persistent_feed(
|
|||
|
||||
brokername: str,
|
||||
symstr: str,
|
||||
|
||||
loglevel: str,
|
||||
start_stream: bool = True,
|
||||
init_timeout: float = 616,
|
||||
|
|
@ -277,7 +278,7 @@ async def allocate_persistent_feed(
|
|||
# ``stream_quotes()``, a required broker backend endpoint.
|
||||
init_msgs: (
|
||||
list[FeedInit] # new
|
||||
|dict[str, dict[str, str]] # legacy / deprecated
|
||||
| dict[str, dict[str, str]] # legacy / deprecated
|
||||
)
|
||||
|
||||
# TODO: probably make a struct msg type for this as well
|
||||
|
|
@ -347,14 +348,11 @@ async def allocate_persistent_feed(
|
|||
izero_rt,
|
||||
rt_shm,
|
||||
) = await bus.nursery.start(
|
||||
partial(
|
||||
manage_history,
|
||||
mod=mod,
|
||||
mkt=mkt,
|
||||
some_data_ready=some_data_ready,
|
||||
feed_is_live=feed_is_live,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
manage_history,
|
||||
mod,
|
||||
mkt,
|
||||
some_data_ready,
|
||||
feed_is_live,
|
||||
)
|
||||
|
||||
# yield back control to starting nursery once we receive either
|
||||
|
|
@ -364,8 +362,6 @@ async def allocate_persistent_feed(
|
|||
)
|
||||
await some_data_ready.wait()
|
||||
|
||||
# XXX, avoid cycle; it imports this mod.
|
||||
from .flows import Flume
|
||||
flume = Flume(
|
||||
|
||||
# TODO: we have to use this for now since currently the
|
||||
|
|
@ -462,6 +458,7 @@ async def allocate_persistent_feed(
|
|||
|
||||
@tractor.context
|
||||
async def open_feed_bus(
|
||||
|
||||
ctx: tractor.Context,
|
||||
brokername: str,
|
||||
symbols: list[str], # normally expected to the broker-specific fqme
|
||||
|
|
@ -482,16 +479,13 @@ async def open_feed_bus(
|
|||
|
||||
'''
|
||||
if loglevel is None:
|
||||
loglevel: str = tractor.current_actor().loglevel
|
||||
loglevel = tractor.current_actor().loglevel
|
||||
|
||||
# XXX: required to propagate ``tractor`` loglevel to piker
|
||||
# logging
|
||||
get_console_log(
|
||||
level=(loglevel
|
||||
or
|
||||
tractor.current_actor().loglevel
|
||||
),
|
||||
name=__name__,
|
||||
loglevel
|
||||
or tractor.current_actor().loglevel
|
||||
)
|
||||
|
||||
# local state sanity checks
|
||||
|
|
@ -506,6 +500,7 @@ async def open_feed_bus(
|
|||
sub_registered = trio.Event()
|
||||
|
||||
flumes: dict[str, Flume] = {}
|
||||
|
||||
for symbol in symbols:
|
||||
|
||||
# if no cached feed for this symbol has been created for this
|
||||
|
|
@ -689,7 +684,6 @@ class Feed(Struct):
|
|||
'''
|
||||
mods: dict[str, ModuleType] = {}
|
||||
portals: dict[ModuleType, tractor.Portal] = {}
|
||||
|
||||
flumes: dict[
|
||||
str, # FQME
|
||||
Flume,
|
||||
|
|
@ -803,7 +797,7 @@ async def install_brokerd_search(
|
|||
@acm
|
||||
async def maybe_open_feed(
|
||||
fqmes: list[str],
|
||||
loglevel: str|None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
**kwargs,
|
||||
|
||||
|
|
@ -887,6 +881,7 @@ async def open_feed(
|
|||
|
||||
# one actor per brokerd for now
|
||||
brokerd_ctxs = []
|
||||
|
||||
for brokermod, bfqmes in providers.items():
|
||||
|
||||
# if no `brokerd` for this backend exists yet we spawn
|
||||
|
|
@ -956,8 +951,6 @@ async def open_feed(
|
|||
|
||||
assert len(feed.mods) == len(feed.portals)
|
||||
|
||||
# XXX, avoid cycle; it imports this mod.
|
||||
from .flows import Flume
|
||||
async with (
|
||||
trionics.gather_contexts(bus_ctxs) as ctxs,
|
||||
):
|
||||
|
|
|
|||
|
|
@ -24,7 +24,6 @@ from functools import partial
|
|||
from typing import (
|
||||
AsyncIterator,
|
||||
Callable,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import numpy as np
|
||||
|
|
@ -34,12 +33,12 @@ import tractor
|
|||
from tractor.msg import NamespacePath
|
||||
|
||||
from piker.types import Struct
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from ..log import get_logger, get_console_log
|
||||
from .. import data
|
||||
from ..data.flows import Flume
|
||||
from ..data.feed import (
|
||||
Flume,
|
||||
Feed,
|
||||
)
|
||||
from ..data._sharedmem import ShmArray
|
||||
from ..data._sampling import (
|
||||
_default_delay_s,
|
||||
|
|
@ -53,9 +52,6 @@ from ._api import (
|
|||
)
|
||||
from ..toolz import Profiler
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ..data.feed import Feed
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
|
|
@ -173,10 +169,8 @@ class Cascade(Struct):
|
|||
if not synced:
|
||||
fsp: Fsp = self.fsp
|
||||
log.warning(
|
||||
f'***DESYNCED fsp***\n'
|
||||
f'------------------\n'
|
||||
f'ns-path: {fsp.ns_path!r}\n'
|
||||
f'shm-token: {src_shm.token}\n'
|
||||
'***DESYNCED FSP***\n'
|
||||
f'{fsp.ns_path}@{src_shm.token}\n'
|
||||
f'step_diff: {step_diff}\n'
|
||||
f'len_diff: {len_diff}\n'
|
||||
)
|
||||
|
|
@ -404,6 +398,7 @@ async def connect_streams(
|
|||
|
||||
@tractor.context
|
||||
async def cascade(
|
||||
|
||||
ctx: tractor.Context,
|
||||
|
||||
# data feed key
|
||||
|
|
@ -417,7 +412,7 @@ async def cascade(
|
|||
shm_registry: dict[str, _Token],
|
||||
|
||||
zero_on_step: bool = False,
|
||||
loglevel: str|None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -431,17 +426,7 @@ async def cascade(
|
|||
)
|
||||
|
||||
if loglevel:
|
||||
log = get_console_log(
|
||||
loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
# XXX TODO!
|
||||
# figure out why this writes a dict to,
|
||||
# `tractor._state._runtime_vars['_root_mailbox']`
|
||||
# XD .. wtf
|
||||
# TODO, solve this as reported in,
|
||||
# https://www.pikers.dev/pikers/piker/issues/70
|
||||
# await tractor.pause()
|
||||
get_console_log(loglevel)
|
||||
|
||||
src: Flume = Flume.from_msg(src_flume_addr)
|
||||
dst: Flume = Flume.from_msg(
|
||||
|
|
@ -484,8 +469,7 @@ async def cascade(
|
|||
# open a data feed stream with requested broker
|
||||
feed: Feed
|
||||
async with data.feed.maybe_open_feed(
|
||||
fqmes=[fqme],
|
||||
loglevel=loglevel,
|
||||
[fqme],
|
||||
|
||||
# TODO throttle tick outputs from *this* daemon since
|
||||
# it'll emit tons of ticks due to the throttle only
|
||||
|
|
@ -583,8 +567,7 @@ async def cascade(
|
|||
# on every step msg received from the global `samplerd`
|
||||
# service.
|
||||
async with open_sample_stream(
|
||||
period_s=float(delay_s),
|
||||
loglevel=loglevel,
|
||||
float(delay_s)
|
||||
) as istream:
|
||||
|
||||
profiler(f'{func_name}: sample stream up')
|
||||
|
|
|
|||
71
piker/log.py
71
piker/log.py
|
|
@ -37,84 +37,35 @@ _proj_name: str = 'piker'
|
|||
|
||||
|
||||
def get_logger(
|
||||
name: str|None = None,
|
||||
**tractor_log_kwargs,
|
||||
name: str = None,
|
||||
|
||||
) -> logging.Logger:
|
||||
'''
|
||||
Return the package log or a sub-logger if a `name=` is provided,
|
||||
which defaults to the calling module's pkg-namespace path.
|
||||
|
||||
See `tractor.log.get_logger()` for details.
|
||||
Return the package log or a sub-log for `name` if provided.
|
||||
|
||||
'''
|
||||
pkg_name: str = _proj_name
|
||||
if (
|
||||
name
|
||||
and
|
||||
pkg_name in name
|
||||
):
|
||||
name: str = name.lstrip(f'{_proj_name}.')
|
||||
|
||||
return tractor.log.get_logger(
|
||||
name=name,
|
||||
pkg_name=pkg_name,
|
||||
**tractor_log_kwargs,
|
||||
_root_name=_proj_name,
|
||||
)
|
||||
|
||||
|
||||
def get_console_log(
|
||||
level: str|None = None,
|
||||
name: str|None = None,
|
||||
pkg_name: str|None = None,
|
||||
with_tractor_log: bool = False,
|
||||
# ?TODO, support a "log-spec" style `str|dict[str, str]` which
|
||||
# dictates both the sublogger-key and a level?
|
||||
# -> see similar idea in `modden`'s usage.
|
||||
**tractor_log_kwargs,
|
||||
level: str | None = None,
|
||||
name: str | None = None,
|
||||
|
||||
) -> logging.Logger:
|
||||
'''
|
||||
Get the package logger and enable a handler which writes to
|
||||
stderr.
|
||||
Get the package logger and enable a handler which writes to stderr.
|
||||
|
||||
Yeah yeah, i know we can use `DictConfig`.
|
||||
You do it.. Bp
|
||||
Yeah yeah, i know we can use ``DictConfig``. You do it...
|
||||
|
||||
'''
|
||||
pkg_name: str = _proj_name
|
||||
if (
|
||||
name
|
||||
and
|
||||
pkg_name in name
|
||||
):
|
||||
name: str = name.lstrip(f'{_proj_name}.')
|
||||
|
||||
tll: str|None = None
|
||||
if (
|
||||
with_tractor_log is not False
|
||||
):
|
||||
tll = level
|
||||
|
||||
elif maybe_actor := tractor.current_actor(
|
||||
err_on_no_runtime=False,
|
||||
):
|
||||
tll = maybe_actor.loglevel
|
||||
|
||||
if tll:
|
||||
t_log = tractor.log.get_console_log(
|
||||
level=tll,
|
||||
name='tractor', # <- XXX, force root tractor log!
|
||||
**tractor_log_kwargs,
|
||||
)
|
||||
# TODO/ allow only enabling certain tractor sub-logs?
|
||||
assert t_log.name == 'tractor'
|
||||
|
||||
return tractor.log.get_console_log(
|
||||
level=level,
|
||||
level,
|
||||
name=name,
|
||||
pkg_name=pkg_name,
|
||||
**tractor_log_kwargs,
|
||||
)
|
||||
_root_name=_proj_name,
|
||||
) # our root logger
|
||||
|
||||
|
||||
def colorize_json(
|
||||
|
|
|
|||
|
|
@ -21,6 +21,7 @@
|
|||
from __future__ import annotations
|
||||
import os
|
||||
from typing import (
|
||||
Optional,
|
||||
Any,
|
||||
ClassVar,
|
||||
)
|
||||
|
|
@ -31,11 +32,8 @@ from contextlib import (
|
|||
import tractor
|
||||
import trio
|
||||
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
)
|
||||
from ._util import (
|
||||
subsys,
|
||||
get_console_log,
|
||||
)
|
||||
from ._mngr import (
|
||||
Services,
|
||||
|
|
@ -61,7 +59,7 @@ async def open_piker_runtime(
|
|||
registry_addrs: list[tuple[str, int]] = [],
|
||||
|
||||
enable_modules: list[str] = [],
|
||||
loglevel: str|None = None,
|
||||
loglevel: Optional[str] = None,
|
||||
|
||||
# XXX NOTE XXX: you should pretty much never want debug mode
|
||||
# for data daemons when running in production.
|
||||
|
|
@ -71,7 +69,7 @@ async def open_piker_runtime(
|
|||
# and spawn the service tree distributed per that.
|
||||
start_method: str = 'trio',
|
||||
|
||||
tractor_runtime_overrides: dict|None = None,
|
||||
tractor_runtime_overrides: dict | None = None,
|
||||
**tractor_kwargs,
|
||||
|
||||
) -> tuple[
|
||||
|
|
@ -99,8 +97,7 @@ async def open_piker_runtime(
|
|||
# setting it as the root actor on localhost.
|
||||
registry_addrs = (
|
||||
registry_addrs
|
||||
or
|
||||
[_default_reg_addr]
|
||||
or [_default_reg_addr]
|
||||
)
|
||||
|
||||
if ems := tractor_kwargs.pop('enable_modules', None):
|
||||
|
|
@ -166,7 +163,8 @@ _root_modules: list[str] = [
|
|||
@acm
|
||||
async def open_pikerd(
|
||||
registry_addrs: list[tuple[str, int]],
|
||||
loglevel: str|None = None,
|
||||
|
||||
loglevel: str | None = None,
|
||||
|
||||
# XXX: you should pretty much never want debug mode
|
||||
# for data daemons when running in production.
|
||||
|
|
@ -194,6 +192,7 @@ async def open_pikerd(
|
|||
|
||||
async with (
|
||||
open_piker_runtime(
|
||||
|
||||
name=_root_dname,
|
||||
loglevel=loglevel,
|
||||
debug_mode=debug_mode,
|
||||
|
|
@ -274,10 +273,7 @@ async def maybe_open_pikerd(
|
|||
|
||||
'''
|
||||
if loglevel:
|
||||
get_console_log(
|
||||
name=subsys,
|
||||
level=loglevel
|
||||
)
|
||||
get_console_log(loglevel)
|
||||
|
||||
# subtle, we must have the runtime up here or portal lookup will fail
|
||||
query_name = kwargs.pop(
|
||||
|
|
|
|||
|
|
@ -49,15 +49,13 @@ from requests.exceptions import (
|
|||
ReadTimeout,
|
||||
)
|
||||
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ._mngr import Services
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
)
|
||||
from .. import config
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
class DockerNotStarted(Exception):
|
||||
'Prolly you dint start da daemon bruh'
|
||||
|
|
@ -338,16 +336,13 @@ class Container:
|
|||
async def open_ahabd(
|
||||
ctx: tractor.Context,
|
||||
endpoint: str, # ns-pointer str-msg-type
|
||||
loglevel: str = 'cancel',
|
||||
loglevel: str | None = None,
|
||||
|
||||
**ep_kwargs,
|
||||
|
||||
) -> None:
|
||||
|
||||
log = get_console_log(
|
||||
level=loglevel,
|
||||
name='piker.service',
|
||||
)
|
||||
log = get_console_log(loglevel or 'cancel')
|
||||
|
||||
async with open_docker() as client:
|
||||
|
||||
|
|
|
|||
|
|
@ -30,9 +30,8 @@ from contextlib import (
|
|||
import tractor
|
||||
from trio.lowlevel import current_task
|
||||
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
)
|
||||
from ._mngr import (
|
||||
Services,
|
||||
|
|
@ -40,17 +39,16 @@ from ._mngr import (
|
|||
from ._actor_runtime import maybe_open_pikerd
|
||||
from ._registry import find_service
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
@acm
|
||||
async def maybe_spawn_daemon(
|
||||
|
||||
service_name: str,
|
||||
service_task_target: Callable,
|
||||
|
||||
spawn_args: dict[str, Any],
|
||||
|
||||
loglevel: str|None = None,
|
||||
loglevel: str | None = None,
|
||||
singleton: bool = False,
|
||||
|
||||
**pikerd_kwargs,
|
||||
|
|
@ -68,12 +66,6 @@ async def maybe_spawn_daemon(
|
|||
clients.
|
||||
|
||||
'''
|
||||
log = get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
assert log.name == 'piker.service'
|
||||
|
||||
# serialize access to this section to avoid
|
||||
# 2 or more tasks racing to create a daemon
|
||||
lock = Services.locks[service_name]
|
||||
|
|
@ -160,7 +152,8 @@ async def maybe_spawn_daemon(
|
|||
|
||||
|
||||
async def spawn_emsd(
|
||||
loglevel: str|None = None,
|
||||
|
||||
loglevel: str | None = None,
|
||||
**extra_tractor_kwargs
|
||||
|
||||
) -> bool:
|
||||
|
|
@ -197,8 +190,9 @@ async def spawn_emsd(
|
|||
|
||||
@acm
|
||||
async def maybe_open_emsd(
|
||||
|
||||
brokername: str,
|
||||
loglevel: str|None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
**pikerd_kwargs,
|
||||
|
||||
|
|
|
|||
|
|
@ -34,9 +34,9 @@ from tractor import (
|
|||
Portal,
|
||||
)
|
||||
|
||||
from piker.log import get_logger
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
)
|
||||
|
||||
|
||||
# TODO: we need remote wrapping and a general soln:
|
||||
|
|
|
|||
|
|
@ -27,29 +27,15 @@ from typing import (
|
|||
)
|
||||
|
||||
import tractor
|
||||
from tractor import (
|
||||
msg,
|
||||
Actor,
|
||||
Portal,
|
||||
from tractor import Portal
|
||||
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
)
|
||||
|
||||
from piker.log import get_logger
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
# TODO? default path-space for UDS registry?
|
||||
# [ ] needs to be Xplatform tho!
|
||||
# _default_registry_path: Path = (
|
||||
# Path(os.environ['XDG_RUNTIME_DIR'])
|
||||
# /'piker'
|
||||
# )
|
||||
|
||||
_default_registry_host: str = '127.0.0.1'
|
||||
_default_registry_port: int = 6116
|
||||
_default_reg_addr: tuple[
|
||||
str,
|
||||
int, # |str TODO, once we support UDS, see above.
|
||||
] = (
|
||||
_default_reg_addr: tuple[str, int] = (
|
||||
_default_registry_host,
|
||||
_default_registry_port,
|
||||
)
|
||||
|
|
@ -89,22 +75,16 @@ async def open_registry(
|
|||
|
||||
'''
|
||||
global _tractor_kwargs
|
||||
actor: Actor = tractor.current_actor()
|
||||
aid: msg.Aid = actor.aid
|
||||
uid: tuple[str, str] = aid.uid
|
||||
preset_reg_addrs: list[
|
||||
tuple[str, int]
|
||||
] = Registry.addrs
|
||||
actor = tractor.current_actor()
|
||||
uid = actor.uid
|
||||
preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
|
||||
if (
|
||||
preset_reg_addrs
|
||||
and
|
||||
addrs
|
||||
and addrs
|
||||
):
|
||||
if preset_reg_addrs != addrs:
|
||||
# if any(addr in preset_reg_addrs for addr in addrs):
|
||||
diff: set[
|
||||
tuple[str, int]
|
||||
] = set(preset_reg_addrs) - set(addrs)
|
||||
diff: set[tuple[str, int]] = set(preset_reg_addrs) - set(addrs)
|
||||
if diff:
|
||||
log.warning(
|
||||
f'`{uid}` requested only subset of registrars: {addrs}\n'
|
||||
|
|
@ -118,6 +98,7 @@ async def open_registry(
|
|||
)
|
||||
|
||||
was_set: bool = False
|
||||
|
||||
if (
|
||||
not tractor.is_root_process()
|
||||
and
|
||||
|
|
@ -134,23 +115,16 @@ async def open_registry(
|
|||
f"`{uid}` registry should already exist but doesn't?"
|
||||
)
|
||||
|
||||
if not Registry.addrs:
|
||||
if (
|
||||
not Registry.addrs
|
||||
):
|
||||
was_set = True
|
||||
Registry.addrs = (
|
||||
addrs
|
||||
or
|
||||
[_default_reg_addr]
|
||||
)
|
||||
Registry.addrs = addrs or [_default_reg_addr]
|
||||
|
||||
# NOTE: only spot this seems currently used is inside
|
||||
# `.ui._exec` which is the (eventual qtloops) bootstrapping
|
||||
# with guest mode.
|
||||
reg_addrs: list[tuple[str, str|int]] = Registry.addrs
|
||||
# !TODO, a struct-API to stringently allow this only in special
|
||||
# cases?
|
||||
# -> better would be to have some way to (atomically) rewrite
|
||||
# and entire `RuntimeVars`?? ideas welcome obvi..
|
||||
_tractor_kwargs['registry_addrs'] = reg_addrs
|
||||
_tractor_kwargs['registry_addrs'] = Registry.addrs
|
||||
|
||||
try:
|
||||
yield Registry.addrs
|
||||
|
|
@ -175,7 +149,7 @@ async def find_service(
|
|||
| None
|
||||
):
|
||||
# try:
|
||||
reg_addrs: list[tuple[str, int|str]]
|
||||
reg_addrs: list[tuple[str, int]]
|
||||
async with open_registry(
|
||||
addrs=(
|
||||
registry_addrs
|
||||
|
|
@ -198,13 +172,15 @@ async def find_service(
|
|||
only_first=first_only, # if set only returns single ref
|
||||
) as maybe_portals:
|
||||
if not maybe_portals:
|
||||
log.info(
|
||||
# log.info(
|
||||
print(
|
||||
f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
|
||||
)
|
||||
yield None
|
||||
return
|
||||
|
||||
log.info(
|
||||
# log.info(
|
||||
print(
|
||||
f'Found service {service_name!r} -> {maybe_portals}'
|
||||
)
|
||||
yield maybe_portals
|
||||
|
|
@ -219,7 +195,8 @@ async def find_service(
|
|||
|
||||
async def check_for_service(
|
||||
service_name: str,
|
||||
) -> None|tuple[str, int]:
|
||||
|
||||
) -> None | tuple[str, int]:
|
||||
'''
|
||||
Service daemon "liveness" predicate.
|
||||
|
||||
|
|
|
|||
|
|
@ -14,12 +14,20 @@
|
|||
# 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/>.
|
||||
"""
|
||||
Sub-sys module commons (if any ?? Bp).
|
||||
Sub-sys module commons.
|
||||
|
||||
"""
|
||||
from functools import partial
|
||||
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
subsys: str = 'piker.service'
|
||||
|
||||
# ?TODO, if we were going to keep a `get_console_log()` in here to be
|
||||
# invoked at `import`-time, how do we dynamically hand in the
|
||||
# `level=` value? seems too early in the runtime to be injected
|
||||
# right?
|
||||
log = get_logger(subsys)
|
||||
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
)
|
||||
|
|
|
|||
|
|
@ -16,7 +16,6 @@
|
|||
|
||||
from __future__ import annotations
|
||||
from contextlib import asynccontextmanager as acm
|
||||
from pprint import pformat
|
||||
from typing import (
|
||||
Any,
|
||||
TYPE_CHECKING,
|
||||
|
|
@ -27,17 +26,12 @@ import asks
|
|||
if TYPE_CHECKING:
|
||||
import docker
|
||||
from ._ahab import DockerContainer
|
||||
from . import (
|
||||
Services,
|
||||
)
|
||||
|
||||
from piker.log import (
|
||||
from ._util import log # sub-sys logger
|
||||
from ._util import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
# container level config
|
||||
_config = {
|
||||
|
|
@ -73,10 +67,7 @@ def start_elasticsearch(
|
|||
elastic
|
||||
|
||||
'''
|
||||
get_console_log(
|
||||
level='info',
|
||||
name=__name__,
|
||||
)
|
||||
get_console_log('info', name=__name__)
|
||||
|
||||
dcntr: DockerContainer = client.containers.run(
|
||||
'piker:elastic',
|
||||
|
|
|
|||
|
|
@ -52,18 +52,17 @@ import pendulum
|
|||
# TODO: import this for specific error set expected by mkts client
|
||||
# import purerpc
|
||||
|
||||
from piker.data.feed import maybe_open_feed
|
||||
from ..data.feed import maybe_open_feed
|
||||
from . import Services
|
||||
from piker.log import (
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
import docker
|
||||
from ._ahab import DockerContainer
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
# ahabd-supervisor and container level config
|
||||
|
|
|
|||
|
|
@ -43,6 +43,7 @@ from typing import (
|
|||
|
||||
import numpy as np
|
||||
|
||||
|
||||
from .. import config
|
||||
from ..service import (
|
||||
check_for_service,
|
||||
|
|
@ -151,10 +152,7 @@ class StorageConnectionError(ConnectionError):
|
|||
|
||||
'''
|
||||
|
||||
def get_storagemod(
|
||||
name: str,
|
||||
|
||||
) -> ModuleType:
|
||||
def get_storagemod(name: str) -> ModuleType:
|
||||
mod: ModuleType = import_module(
|
||||
'.' + name,
|
||||
'piker.storage',
|
||||
|
|
@ -167,12 +165,9 @@ def get_storagemod(
|
|||
|
||||
@acm
|
||||
async def open_storage_client(
|
||||
backend: str|None = None,
|
||||
backend: str | None = None,
|
||||
|
||||
) -> tuple[
|
||||
ModuleType,
|
||||
StorageClient,
|
||||
]:
|
||||
) -> tuple[ModuleType, StorageClient]:
|
||||
'''
|
||||
Load the ``StorageClient`` for named backend.
|
||||
|
||||
|
|
@ -272,10 +267,7 @@ async def open_tsdb_client(
|
|||
from ..data.feed import maybe_open_feed
|
||||
|
||||
async with (
|
||||
open_storage_client() as (
|
||||
_,
|
||||
storage,
|
||||
),
|
||||
open_storage_client() as (_, storage),
|
||||
|
||||
maybe_open_feed(
|
||||
[fqme],
|
||||
|
|
@ -283,7 +275,7 @@ async def open_tsdb_client(
|
|||
|
||||
) as feed,
|
||||
):
|
||||
profiler(f'opened feed for {fqme!r}')
|
||||
profiler(f'opened feed for {fqme}')
|
||||
|
||||
# to_append = feed.hist_shm.array
|
||||
# to_prepend = None
|
||||
|
|
|
|||
|
|
@ -19,10 +19,16 @@ Storage middle-ware CLIs.
|
|||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
# from datetime import datetime
|
||||
# from contextlib import (
|
||||
# AsyncExitStack,
|
||||
# )
|
||||
from pathlib import Path
|
||||
from math import copysign
|
||||
import time
|
||||
from types import ModuleType
|
||||
from typing import (
|
||||
Any,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
|
|
@ -41,6 +47,7 @@ from piker.data import (
|
|||
ShmArray,
|
||||
)
|
||||
from piker import tsp
|
||||
from piker.data._formatters import BGM
|
||||
from . import log
|
||||
from . import (
|
||||
__tsdbs__,
|
||||
|
|
@ -235,12 +242,122 @@ def anal(
|
|||
trio.run(main)
|
||||
|
||||
|
||||
async def markup_gaps(
|
||||
fqme: str,
|
||||
timeframe: float,
|
||||
actl: AnnotCtl,
|
||||
wdts: pl.DataFrame,
|
||||
gaps: pl.DataFrame,
|
||||
|
||||
) -> dict[int, dict]:
|
||||
'''
|
||||
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
||||
with rectangles.
|
||||
|
||||
'''
|
||||
aids: dict[int] = {}
|
||||
for i in range(gaps.height):
|
||||
|
||||
row: pl.DataFrame = gaps[i]
|
||||
|
||||
# the gap's RIGHT-most bar's OPEN value
|
||||
# at that time (sample) step.
|
||||
iend: int = row['index'][0]
|
||||
# dt: datetime = row['dt'][0]
|
||||
# dt_prev: datetime = row['dt_prev'][0]
|
||||
# dt_end_t: float = dt.timestamp()
|
||||
|
||||
|
||||
# TODO: can we eventually remove this
|
||||
# once we figure out why the epoch cols
|
||||
# don't match?
|
||||
# TODO: FIX HOW/WHY these aren't matching
|
||||
# and are instead off by 4hours (EST
|
||||
# vs. UTC?!?!)
|
||||
# end_t: float = row['time']
|
||||
# assert (
|
||||
# dt.timestamp()
|
||||
# ==
|
||||
# end_t
|
||||
# )
|
||||
|
||||
# the gap's LEFT-most bar's CLOSE value
|
||||
# at that time (sample) step.
|
||||
prev_r: pl.DataFrame = wdts.filter(
|
||||
pl.col('index') == iend - 1
|
||||
)
|
||||
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
||||
# dt-df, so we might need to re-index first..
|
||||
if prev_r.is_empty():
|
||||
await tractor.pause()
|
||||
|
||||
istart: int = prev_r['index'][0]
|
||||
# dt_start_t: float = dt_prev.timestamp()
|
||||
|
||||
# start_t: float = prev_r['time']
|
||||
# assert (
|
||||
# dt_start_t
|
||||
# ==
|
||||
# start_t
|
||||
# )
|
||||
|
||||
# TODO: implement px-col width measure
|
||||
# and ensure at least as many px-cols
|
||||
# shown per rect as configured by user.
|
||||
# gap_w: float = abs((iend - istart))
|
||||
# if gap_w < 6:
|
||||
# margin: float = 6
|
||||
# iend += margin
|
||||
# istart -= margin
|
||||
|
||||
rect_gap: float = BGM*3/8
|
||||
opn: float = row['open'][0]
|
||||
ro: tuple[float, float] = (
|
||||
# dt_end_t,
|
||||
iend + rect_gap + 1,
|
||||
opn,
|
||||
)
|
||||
cls: float = prev_r['close'][0]
|
||||
lc: tuple[float, float] = (
|
||||
# dt_start_t,
|
||||
istart - rect_gap, # + 1 ,
|
||||
cls,
|
||||
)
|
||||
|
||||
color: str = 'dad_blue'
|
||||
diff: float = cls - opn
|
||||
sgn: float = copysign(1, diff)
|
||||
color: str = {
|
||||
-1: 'buy_green',
|
||||
1: 'sell_red',
|
||||
}[sgn]
|
||||
|
||||
rect_kwargs: dict[str, Any] = dict(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
start_pos=lc,
|
||||
end_pos=ro,
|
||||
color=color,
|
||||
)
|
||||
|
||||
aid: int = await actl.add_rect(**rect_kwargs)
|
||||
assert aid
|
||||
aids[aid] = rect_kwargs
|
||||
|
||||
# tell chart to redraw all its
|
||||
# graphics view layers Bo
|
||||
await actl.redraw(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
)
|
||||
return aids
|
||||
|
||||
|
||||
@store.command()
|
||||
def ldshm(
|
||||
fqme: str,
|
||||
write_parquet: bool = True,
|
||||
reload_parquet_to_shm: bool = True,
|
||||
pdb: bool = False, # --pdb passed?
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -260,7 +377,7 @@ def ldshm(
|
|||
open_piker_runtime(
|
||||
'polars_boi',
|
||||
enable_modules=['piker.data._sharedmem'],
|
||||
debug_mode=pdb,
|
||||
debug_mode=True,
|
||||
),
|
||||
open_storage_client() as (
|
||||
mod,
|
||||
|
|
@ -280,19 +397,17 @@ def ldshm(
|
|||
|
||||
times: np.ndarray = shm.array['time']
|
||||
d1: float = float(times[-1] - times[-2])
|
||||
d2: float = 0
|
||||
# XXX, take a median sample rate if sufficient data
|
||||
if times.size > 2:
|
||||
d2: float = float(times[-2] - times[-3])
|
||||
med: float = np.median(np.diff(times))
|
||||
if (
|
||||
d1 < 1.
|
||||
and d2 < 1.
|
||||
and med < 1.
|
||||
):
|
||||
raise ValueError(
|
||||
f'Something is wrong with time period for {shm}:\n{times}'
|
||||
)
|
||||
d2: float = float(times[-2] - times[-3])
|
||||
med: float = np.median(np.diff(times))
|
||||
if (
|
||||
d1 < 1.
|
||||
and d2 < 1.
|
||||
and med < 1.
|
||||
):
|
||||
raise ValueError(
|
||||
f'Something is wrong with time period for {shm}:\n{times}'
|
||||
)
|
||||
|
||||
period_s: float = float(max(d1, d2, med))
|
||||
|
||||
null_segs: tuple = tsp.get_null_segs(
|
||||
|
|
@ -302,9 +417,7 @@ def ldshm(
|
|||
|
||||
# TODO: call null-seg fixer somehow?
|
||||
if null_segs:
|
||||
|
||||
if tractor._state.is_debug_mode():
|
||||
await tractor.pause()
|
||||
await tractor.pause()
|
||||
# async with (
|
||||
# trio.open_nursery() as tn,
|
||||
# mod.open_history_client(
|
||||
|
|
@ -328,37 +441,11 @@ def ldshm(
|
|||
wdts,
|
||||
deduped,
|
||||
diff,
|
||||
valid_races,
|
||||
dq_issues,
|
||||
) = tsp.dedupe_ohlcv_smart(
|
||||
) = tsp.dedupe(
|
||||
shm_df,
|
||||
period=period_s,
|
||||
)
|
||||
|
||||
# Report duplicate analysis
|
||||
if diff > 0:
|
||||
log.info(
|
||||
f'Removed {diff} duplicate timestamp(s)\n'
|
||||
)
|
||||
if valid_races is not None:
|
||||
identical: int = (
|
||||
valid_races
|
||||
.filter(pl.col('identical_bars'))
|
||||
.height
|
||||
)
|
||||
monotonic: int = valid_races.height - identical
|
||||
log.info(
|
||||
f'Valid race conditions: {valid_races.height}\n'
|
||||
f' - Identical bars: {identical}\n'
|
||||
f' - Volume monotonic: {monotonic}\n'
|
||||
)
|
||||
|
||||
if dq_issues is not None:
|
||||
log.warning(
|
||||
f'DATA QUALITY ISSUES from provider: '
|
||||
f'{dq_issues.height} timestamp(s)\n'
|
||||
f'{dq_issues}\n'
|
||||
)
|
||||
|
||||
# detect gaps from in expected (uniform OHLC) sample period
|
||||
step_gaps: pl.DataFrame = tsp.detect_time_gaps(
|
||||
deduped,
|
||||
|
|
@ -373,8 +460,7 @@ def ldshm(
|
|||
|
||||
# TODO: actually pull the exact duration
|
||||
# expected for each venue operational period?
|
||||
# gap_dt_unit='day',
|
||||
gap_dt_unit='day',
|
||||
gap_dt_unit='days',
|
||||
gap_thresh=1,
|
||||
)
|
||||
|
||||
|
|
@ -385,11 +471,8 @@ def ldshm(
|
|||
if (
|
||||
not venue_gaps.is_empty()
|
||||
or (
|
||||
not step_gaps.is_empty()
|
||||
# XXX, i presume i put this bc i was guarding
|
||||
# for ib venue gaps?
|
||||
# and
|
||||
# period_s < 60
|
||||
period_s < 60
|
||||
and not step_gaps.is_empty()
|
||||
)
|
||||
):
|
||||
# write repaired ts to parquet-file?
|
||||
|
|
@ -438,7 +521,7 @@ def ldshm(
|
|||
do_markup_gaps: bool = True
|
||||
if do_markup_gaps:
|
||||
new_df: pl.DataFrame = tsp.np2pl(new)
|
||||
aids: dict = await tsp._annotate.markup_gaps(
|
||||
aids: dict = await markup_gaps(
|
||||
fqme,
|
||||
period_s,
|
||||
actl,
|
||||
|
|
@ -447,23 +530,12 @@ def ldshm(
|
|||
)
|
||||
# last chance manual overwrites in REPL
|
||||
# await tractor.pause()
|
||||
if not aids:
|
||||
log.warning(
|
||||
f'No gaps were found !?\n'
|
||||
f'fqme: {fqme!r}\n'
|
||||
f'timeframe: {period_s!r}\n'
|
||||
f"WELL THAT'S GOOD NOOZ!\n"
|
||||
)
|
||||
assert aids
|
||||
tf2aids[period_s] = aids
|
||||
|
||||
else:
|
||||
# No significant gaps to handle, but may have had
|
||||
# duplicates removed (valid race conditions are ok)
|
||||
if diff > 0 and dq_issues is not None:
|
||||
log.warning(
|
||||
'Found duplicates with data quality issues '
|
||||
'but no significant time gaps!\n'
|
||||
)
|
||||
# allow interaction even when no ts problems.
|
||||
assert not diff
|
||||
|
||||
await tractor.pause()
|
||||
log.info('Exiting TSP shm anal-izer!')
|
||||
|
|
|
|||
File diff suppressed because it is too large
Load Diff
|
|
@ -54,10 +54,10 @@ from ..log import (
|
|||
# for "time series processing"
|
||||
subsys: str = 'piker.tsp'
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
log = get_logger(subsys)
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys, # activate for subsys-pkg "downward"
|
||||
name=subsys,
|
||||
)
|
||||
|
||||
# NOTE: union type-defs to handle generic `numpy` and `polars` types
|
||||
|
|
@ -275,18 +275,6 @@ def get_null_segs(
|
|||
# diff of abs index steps between each zeroed row
|
||||
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
||||
|
||||
if zero_t.size < 2:
|
||||
try:
|
||||
breakpoint()
|
||||
except RuntimeError:
|
||||
# XXX, if greenback not active from
|
||||
# piker store ldshm cmd..
|
||||
log.exception(
|
||||
"Can't debug single-sample null!\n"
|
||||
)
|
||||
|
||||
return None
|
||||
|
||||
# scan for all frame-indices where the
|
||||
# zeroed-row-abs-index-step-diff is greater then the
|
||||
# expected increment of 1.
|
||||
|
|
@ -446,8 +434,8 @@ def get_null_segs(
|
|||
|
||||
def iter_null_segs(
|
||||
timeframe: float,
|
||||
frame: Frame|None = None,
|
||||
null_segs: tuple|None = None,
|
||||
frame: Frame | None = None,
|
||||
null_segs: tuple | None = None,
|
||||
|
||||
) -> Generator[
|
||||
tuple[
|
||||
|
|
@ -499,8 +487,7 @@ def iter_null_segs(
|
|||
start_dt = None
|
||||
if (
|
||||
absi_start is not None
|
||||
and
|
||||
start_t != 0
|
||||
and start_t != 0
|
||||
):
|
||||
fi_start: int = absi_start - absi_first
|
||||
start_row: Seq = frame[fi_start]
|
||||
|
|
@ -514,8 +501,8 @@ def iter_null_segs(
|
|||
yield (
|
||||
absi_start, absi_end, # abs indices
|
||||
fi_start, fi_end, # relative "frame" indices
|
||||
start_t, end_t, # epoch times
|
||||
start_dt, end_dt, # dts
|
||||
start_t, end_t,
|
||||
start_dt, end_dt,
|
||||
)
|
||||
|
||||
|
||||
|
|
@ -591,22 +578,11 @@ def detect_time_gaps(
|
|||
# NOTE: this flag is to indicate that on this (sampling) time
|
||||
# scale we expect to only be filtering against larger venue
|
||||
# closures-scale time gaps.
|
||||
#
|
||||
# Map to total_ method since `dt_diff` is a duration type,
|
||||
# not datetime - modern polars requires `total_*` methods
|
||||
# for duration types (e.g. `total_days()` not `day()`)
|
||||
# Ensure plural form for polars API (e.g. 'day' -> 'days')
|
||||
unit_plural: str = (
|
||||
gap_dt_unit
|
||||
if gap_dt_unit.endswith('s')
|
||||
else f'{gap_dt_unit}s'
|
||||
)
|
||||
duration_method: str = f'total_{unit_plural}'
|
||||
return step_gaps.filter(
|
||||
# Second by an arbitrary dt-unit step size
|
||||
getattr(
|
||||
pl.col('dt_diff').dt,
|
||||
duration_method,
|
||||
gap_dt_unit,
|
||||
)().abs() > gap_thresh
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -1,306 +0,0 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
|
||||
|
||||
"""
|
||||
Time-series (remote) annotation APIs.
|
||||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from math import copysign
|
||||
from typing import (
|
||||
Any,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import polars as pl
|
||||
import tractor
|
||||
|
||||
from piker.data._formatters import BGM
|
||||
from piker.storage import log
|
||||
from piker.ui._style import get_fonts
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from piker.ui._remote_ctl import AnnotCtl
|
||||
|
||||
|
||||
def humanize_duration(
|
||||
seconds: float,
|
||||
) -> str:
|
||||
'''
|
||||
Convert duration in seconds to short human-readable form.
|
||||
|
||||
Uses smallest appropriate time unit:
|
||||
- d: days
|
||||
- h: hours
|
||||
- m: minutes
|
||||
- s: seconds
|
||||
|
||||
Examples:
|
||||
- 86400 -> "1d"
|
||||
- 28800 -> "8h"
|
||||
- 180 -> "3m"
|
||||
- 45 -> "45s"
|
||||
|
||||
'''
|
||||
abs_secs: float = abs(seconds)
|
||||
|
||||
if abs_secs >= 86400:
|
||||
days: float = abs_secs / 86400
|
||||
if days >= 10 or days == int(days):
|
||||
return f'{int(days)}d'
|
||||
return f'{days:.1f}d'
|
||||
|
||||
elif abs_secs >= 3600:
|
||||
hours: float = abs_secs / 3600
|
||||
if hours >= 10 or hours == int(hours):
|
||||
return f'{int(hours)}h'
|
||||
return f'{hours:.1f}h'
|
||||
|
||||
elif abs_secs >= 60:
|
||||
mins: float = abs_secs / 60
|
||||
if mins >= 10 or mins == int(mins):
|
||||
return f'{int(mins)}m'
|
||||
return f'{mins:.1f}m'
|
||||
|
||||
else:
|
||||
if abs_secs >= 10 or abs_secs == int(abs_secs):
|
||||
return f'{int(abs_secs)}s'
|
||||
return f'{abs_secs:.1f}s'
|
||||
|
||||
|
||||
async def markup_gaps(
|
||||
fqme: str,
|
||||
timeframe: float,
|
||||
actl: AnnotCtl,
|
||||
wdts: pl.DataFrame,
|
||||
gaps: pl.DataFrame,
|
||||
|
||||
# XXX, switch on to see txt showing a "humanized" label of each
|
||||
# gap's duration.
|
||||
show_txt: bool = False,
|
||||
|
||||
) -> dict[int, dict]:
|
||||
'''
|
||||
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
||||
with rectangles.
|
||||
|
||||
'''
|
||||
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
|
||||
# system is properly initialized before we position annotations!
|
||||
# Without this, annotations may be misaligned on first creation
|
||||
# due to Qt/pyqtgraph initialization race conditions.
|
||||
await actl.redraw(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
)
|
||||
|
||||
aids: dict[int] = {}
|
||||
for i in range(gaps.height):
|
||||
row: pl.DataFrame = gaps[i]
|
||||
|
||||
# the gap's RIGHT-most bar's OPEN value
|
||||
# at that time (sample) step.
|
||||
iend: int = row['index'][0]
|
||||
|
||||
# dt: datetime = row['dt'][0]
|
||||
# dt_prev: datetime = row['dt_prev'][0]
|
||||
# dt_end_t: float = dt.timestamp()
|
||||
|
||||
|
||||
# TODO: can we eventually remove this
|
||||
# once we figure out why the epoch cols
|
||||
# don't match?
|
||||
# TODO: FIX HOW/WHY these aren't matching
|
||||
# and are instead off by 4hours (EST
|
||||
# vs. UTC?!?!)
|
||||
# end_t: float = row['time']
|
||||
# assert (
|
||||
# dt.timestamp()
|
||||
# ==
|
||||
# end_t
|
||||
# )
|
||||
|
||||
# the gap's LEFT-most bar's CLOSE value
|
||||
# at that time (sample) step.
|
||||
prev_r: pl.DataFrame = wdts.filter(
|
||||
pl.col('index') == iend - 1
|
||||
)
|
||||
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
||||
# dt-df, so we might need to re-index first..
|
||||
dt: pl.Series = row['dt']
|
||||
dt_prev: pl.Series = row['dt_prev']
|
||||
if prev_r.is_empty():
|
||||
|
||||
# XXX, filter out any special ignore cases,
|
||||
# - UNIX-epoch stamped datums
|
||||
# - first row
|
||||
if (
|
||||
dt_prev.dt.epoch()[0] == 0
|
||||
or
|
||||
dt.dt.epoch()[0] == 0
|
||||
):
|
||||
log.warning('Skipping row with UNIX epoch timestamp ??')
|
||||
continue
|
||||
|
||||
if wdts[0]['index'][0] == iend: # first row
|
||||
log.warning('Skipping first-row (has no previous obvi) !!')
|
||||
continue
|
||||
|
||||
# XXX, if the previous-row by shm-index is missing,
|
||||
# meaning there is a missing sample (set), get the prior
|
||||
# row by df index and attempt to use it?
|
||||
i_wdts: pl.DataFrame = wdts.with_row_index(name='i')
|
||||
i_row: int = i_wdts.filter(pl.col('index') == iend)['i'][0]
|
||||
prev_row_by_i = wdts[i_row]
|
||||
prev_r: pl.DataFrame = prev_row_by_i
|
||||
|
||||
# debug any missing pre-row
|
||||
if tractor._state.is_debug_mode():
|
||||
await tractor.pause()
|
||||
|
||||
istart: int = prev_r['index'][0]
|
||||
# TODO: implement px-col width measure
|
||||
# and ensure at least as many px-cols
|
||||
# shown per rect as configured by user.
|
||||
# gap_w: float = abs((iend - istart))
|
||||
# if gap_w < 6:
|
||||
# margin: float = 6
|
||||
# iend += margin
|
||||
# istart -= margin
|
||||
|
||||
opn: float = row['open'][0]
|
||||
cls: float = prev_r['close'][0]
|
||||
|
||||
# get gap duration for humanized label
|
||||
gap_dur_s: float = row['s_diff'][0]
|
||||
gap_label: str = humanize_duration(gap_dur_s)
|
||||
|
||||
# XXX: get timestamps for server-side index lookup
|
||||
start_time: float = prev_r['time'][0]
|
||||
end_time: float = row['time'][0]
|
||||
|
||||
# BGM=0.16 is the normal diff from overlap between bars, SO
|
||||
# just go slightly "in" from that "between them".
|
||||
from_idx: int = BGM - .06 # = .10
|
||||
lc: tuple[float, float] = (
|
||||
istart + 1 - from_idx,
|
||||
cls,
|
||||
)
|
||||
ro: tuple[float, float] = (
|
||||
iend + from_idx,
|
||||
opn,
|
||||
)
|
||||
|
||||
diff: float = cls - opn
|
||||
sgn: float = copysign(1, diff)
|
||||
up_gap: bool = sgn == -1
|
||||
down_gap: bool = sgn == 1
|
||||
flat: bool = sgn == 0
|
||||
|
||||
color: str = 'dad_blue'
|
||||
# TODO? mks more sense to have up/down coloring?
|
||||
# color: str = {
|
||||
# -1: 'lilypad_green', # up-gap
|
||||
# 1: 'wine', # down-gap
|
||||
# }[sgn]
|
||||
|
||||
rect_kwargs: dict[str, Any] = dict(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
start_pos=lc,
|
||||
end_pos=ro,
|
||||
color=color,
|
||||
start_time=start_time,
|
||||
end_time=end_time,
|
||||
)
|
||||
|
||||
# add up/down rects
|
||||
aid: int|None = await actl.add_rect(**rect_kwargs)
|
||||
if aid is None:
|
||||
log.error(
|
||||
f'Failed to add rect for,\n'
|
||||
f'{rect_kwargs!r}\n'
|
||||
f'\n'
|
||||
f'Skipping to next gap!\n'
|
||||
)
|
||||
continue
|
||||
|
||||
assert aid
|
||||
aids[aid] = rect_kwargs
|
||||
direction: str = (
|
||||
'down' if down_gap
|
||||
else 'up'
|
||||
)
|
||||
# TODO! mk this a `msgspec.Struct` which we deserialize
|
||||
# on the server side!
|
||||
# XXX: send timestamp for server-side index lookup
|
||||
# to ensure alignment with current shm state
|
||||
gap_time: float = row['time'][0]
|
||||
arrow_kwargs: dict[str, Any] = dict(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
x=iend, # fallback if timestamp lookup fails
|
||||
y=cls,
|
||||
time=gap_time, # for server-side index lookup
|
||||
color=color,
|
||||
alpha=169,
|
||||
pointing=direction,
|
||||
# TODO: expose these as params to markup_gaps()?
|
||||
headLen=10,
|
||||
headWidth=2.222,
|
||||
pxMode=True,
|
||||
)
|
||||
|
||||
aid: int = await actl.add_arrow(
|
||||
**arrow_kwargs
|
||||
)
|
||||
|
||||
# add duration label to RHS of arrow
|
||||
if up_gap:
|
||||
anchor = (0, 0)
|
||||
# ^XXX? i dun get dese dims.. XD
|
||||
elif down_gap:
|
||||
anchor = (0, 1) # XXX y, x?
|
||||
else: # no-gap?
|
||||
assert flat
|
||||
anchor = (0, 0) # up from bottom
|
||||
|
||||
# use a slightly smaller font for gap label txt.
|
||||
font, small_font = get_fonts()
|
||||
font_size: int = small_font.px_size - 1
|
||||
assert isinstance(font_size, int)
|
||||
|
||||
if show_txt:
|
||||
text_aid: int = await actl.add_text(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
text=gap_label,
|
||||
x=iend + 1, # fallback if timestamp lookup fails
|
||||
y=cls,
|
||||
time=gap_time, # server-side index lookup
|
||||
color=color,
|
||||
anchor=anchor,
|
||||
font_size=font_size,
|
||||
)
|
||||
aids[text_aid] = {'text': gap_label}
|
||||
|
||||
# tell chart to redraw all its
|
||||
# graphics view layers Bo
|
||||
await actl.redraw(
|
||||
fqme=fqme,
|
||||
timeframe=timeframe,
|
||||
)
|
||||
return aids
|
||||
|
|
@ -1,206 +0,0 @@
|
|||
'''
|
||||
Smart OHLCV deduplication with data quality validation.
|
||||
|
||||
Handles concurrent write conflicts by keeping the most complete bar
|
||||
(highest volume) while detecting data quality anomalies.
|
||||
|
||||
'''
|
||||
import polars as pl
|
||||
|
||||
from ._anal import with_dts
|
||||
|
||||
|
||||
def dedupe_ohlcv_smart(
|
||||
src_df: pl.DataFrame,
|
||||
time_col: str = 'time',
|
||||
volume_col: str = 'volume',
|
||||
sort: bool = True,
|
||||
|
||||
) -> tuple[
|
||||
pl.DataFrame, # with dts
|
||||
pl.DataFrame, # deduped (keeping higher volume bars)
|
||||
int, # count of dupes removed
|
||||
pl.DataFrame|None, # valid race conditions
|
||||
pl.DataFrame|None, # data quality violations
|
||||
]:
|
||||
'''
|
||||
Smart OHLCV deduplication keeping most complete bars.
|
||||
|
||||
For duplicate timestamps, keeps bar with highest volume under
|
||||
the assumption that higher volume indicates more complete/final
|
||||
data from backfill vs partial live updates.
|
||||
|
||||
Returns
|
||||
-------
|
||||
Tuple of:
|
||||
- wdts: original dataframe with datetime columns added
|
||||
- deduped: deduplicated frame keeping highest-volume bars
|
||||
- diff: number of duplicate rows removed
|
||||
- valid_races: duplicates meeting expected race condition pattern
|
||||
(volume monotonic, OHLC ranges valid)
|
||||
- data_quality_issues: duplicates violating expected relationships
|
||||
indicating provider data problems
|
||||
|
||||
'''
|
||||
wdts: pl.DataFrame = with_dts(src_df)
|
||||
|
||||
# Find duplicate timestamps
|
||||
dupes: pl.DataFrame = wdts.filter(
|
||||
pl.col(time_col).is_duplicated()
|
||||
)
|
||||
|
||||
if dupes.is_empty():
|
||||
# No duplicates, return as-is
|
||||
return (wdts, wdts, 0, None, None)
|
||||
|
||||
# Analyze duplicate groups for validation
|
||||
dupe_analysis: pl.DataFrame = (
|
||||
dupes
|
||||
.sort([time_col, 'index'])
|
||||
.group_by(time_col, maintain_order=True)
|
||||
.agg([
|
||||
pl.col('index').alias('indices'),
|
||||
pl.col('volume').alias('volumes'),
|
||||
pl.col('high').alias('highs'),
|
||||
pl.col('low').alias('lows'),
|
||||
pl.col('open').alias('opens'),
|
||||
pl.col('close').alias('closes'),
|
||||
pl.col('dt').first().alias('dt'),
|
||||
pl.len().alias('count'),
|
||||
])
|
||||
)
|
||||
|
||||
# Validate OHLCV monotonicity for each duplicate group
|
||||
def check_ohlcv_validity(row) -> dict[str, bool]:
|
||||
'''
|
||||
Check if duplicate bars follow expected race condition pattern.
|
||||
|
||||
For a valid live-update → backfill race:
|
||||
- volume should be monotonically increasing
|
||||
- high should be monotonically non-decreasing
|
||||
- low should be monotonically non-increasing
|
||||
- open should be identical (fixed at bar start)
|
||||
|
||||
Returns dict of violation flags.
|
||||
|
||||
'''
|
||||
vols: list = row['volumes']
|
||||
highs: list = row['highs']
|
||||
lows: list = row['lows']
|
||||
opens: list = row['opens']
|
||||
|
||||
violations: dict[str, bool] = {
|
||||
'volume_non_monotonic': False,
|
||||
'high_decreased': False,
|
||||
'low_increased': False,
|
||||
'open_mismatch': False,
|
||||
'identical_bars': False,
|
||||
}
|
||||
|
||||
# Check if all bars are identical (pure duplicate)
|
||||
if (
|
||||
len(set(vols)) == 1
|
||||
and len(set(highs)) == 1
|
||||
and len(set(lows)) == 1
|
||||
and len(set(opens)) == 1
|
||||
):
|
||||
violations['identical_bars'] = True
|
||||
return violations
|
||||
|
||||
# Check volume monotonicity
|
||||
for i in range(1, len(vols)):
|
||||
if vols[i] < vols[i-1]:
|
||||
violations['volume_non_monotonic'] = True
|
||||
break
|
||||
|
||||
# Check high monotonicity (can only increase or stay same)
|
||||
for i in range(1, len(highs)):
|
||||
if highs[i] < highs[i-1]:
|
||||
violations['high_decreased'] = True
|
||||
break
|
||||
|
||||
# Check low monotonicity (can only decrease or stay same)
|
||||
for i in range(1, len(lows)):
|
||||
if lows[i] > lows[i-1]:
|
||||
violations['low_increased'] = True
|
||||
break
|
||||
|
||||
# Check open consistency (should be fixed)
|
||||
if len(set(opens)) > 1:
|
||||
violations['open_mismatch'] = True
|
||||
|
||||
return violations
|
||||
|
||||
# Apply validation
|
||||
dupe_analysis = dupe_analysis.with_columns([
|
||||
pl.struct(['volumes', 'highs', 'lows', 'opens'])
|
||||
.map_elements(
|
||||
check_ohlcv_validity,
|
||||
return_dtype=pl.Struct([
|
||||
pl.Field('volume_non_monotonic', pl.Boolean),
|
||||
pl.Field('high_decreased', pl.Boolean),
|
||||
pl.Field('low_increased', pl.Boolean),
|
||||
pl.Field('open_mismatch', pl.Boolean),
|
||||
pl.Field('identical_bars', pl.Boolean),
|
||||
])
|
||||
)
|
||||
.alias('validity')
|
||||
])
|
||||
|
||||
# Unnest validity struct
|
||||
dupe_analysis = dupe_analysis.unnest('validity')
|
||||
|
||||
# Separate valid races from data quality issues
|
||||
valid_races: pl.DataFrame|None = (
|
||||
dupe_analysis
|
||||
.filter(
|
||||
# Valid if no violations OR just identical bars
|
||||
~pl.col('volume_non_monotonic')
|
||||
& ~pl.col('high_decreased')
|
||||
& ~pl.col('low_increased')
|
||||
& ~pl.col('open_mismatch')
|
||||
)
|
||||
)
|
||||
if valid_races.is_empty():
|
||||
valid_races = None
|
||||
|
||||
data_quality_issues: pl.DataFrame|None = (
|
||||
dupe_analysis
|
||||
.filter(
|
||||
# Issues if any non-identical violation exists
|
||||
(
|
||||
pl.col('volume_non_monotonic')
|
||||
| pl.col('high_decreased')
|
||||
| pl.col('low_increased')
|
||||
| pl.col('open_mismatch')
|
||||
)
|
||||
& ~pl.col('identical_bars')
|
||||
)
|
||||
)
|
||||
if data_quality_issues.is_empty():
|
||||
data_quality_issues = None
|
||||
|
||||
# Deduplicate: keep highest volume bar for each timestamp
|
||||
deduped: pl.DataFrame = (
|
||||
wdts
|
||||
.sort([time_col, volume_col])
|
||||
.unique(
|
||||
subset=[time_col],
|
||||
keep='last',
|
||||
maintain_order=False,
|
||||
)
|
||||
)
|
||||
|
||||
# Re-sort by time or index
|
||||
if sort:
|
||||
deduped = deduped.sort(by=time_col)
|
||||
|
||||
diff: int = wdts.height - deduped.height
|
||||
|
||||
return (
|
||||
wdts,
|
||||
deduped,
|
||||
diff,
|
||||
valid_races,
|
||||
data_quality_issues,
|
||||
)
|
||||
File diff suppressed because it is too large
Load Diff
|
|
@ -33,10 +33,7 @@ from . import _search
|
|||
from ..accounting import unpack_fqme
|
||||
from ..data._symcache import open_symcache
|
||||
from ..data.feed import install_brokerd_search
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from ..log import get_logger
|
||||
from ..service import maybe_spawn_brokerd
|
||||
from ._exec import run_qtractor
|
||||
|
||||
|
|
@ -90,13 +87,6 @@ async def _async_main(
|
|||
Provision the "main" widget with initial symbol data and root nursery.
|
||||
|
||||
"""
|
||||
# enable chart's console logging
|
||||
if loglevel:
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# set as singleton
|
||||
_chart._godw = main_widget
|
||||
|
||||
|
|
|
|||
|
|
@ -413,18 +413,9 @@ class Cursor(pg.GraphicsObject):
|
|||
self,
|
||||
item: pg.GraphicsObject,
|
||||
) -> None:
|
||||
assert getattr(
|
||||
item,
|
||||
'delete',
|
||||
), f"{item} must define a ``.delete()``"
|
||||
assert getattr(item, 'delete'), f"{item} must define a ``.delete()``"
|
||||
self._hovered.add(item)
|
||||
|
||||
def is_hovered(
|
||||
self,
|
||||
item: pg.GraphicsObject,
|
||||
) -> bool:
|
||||
return item in self._hovered
|
||||
|
||||
def add_plot(
|
||||
self,
|
||||
plot: ChartPlotWidget, # noqa
|
||||
|
|
|
|||
|
|
@ -45,7 +45,7 @@ from piker.ui.qt import QLineF
|
|||
from ..data._sharedmem import (
|
||||
ShmArray,
|
||||
)
|
||||
from ..data.flows import Flume
|
||||
from ..data.feed import Flume
|
||||
from ..data._formatters import (
|
||||
IncrementalFormatter,
|
||||
OHLCBarsFmtr, # Plain OHLC renderer
|
||||
|
|
|
|||
|
|
@ -21,7 +21,6 @@ this module ties together quote and computational (fsp) streams with
|
|||
graphics update methods via our custom ``pyqtgraph`` charting api.
|
||||
|
||||
'''
|
||||
from functools import partial
|
||||
import itertools
|
||||
from math import floor
|
||||
import time
|
||||
|
|
@ -209,7 +208,6 @@ class DisplayState(Struct):
|
|||
async def increment_history_view(
|
||||
# min_istream: tractor.MsgStream,
|
||||
ds: DisplayState,
|
||||
loglevel: str = 'warning',
|
||||
):
|
||||
hist_chart: ChartPlotWidget = ds.hist_chart
|
||||
hist_viz: Viz = ds.hist_viz
|
||||
|
|
@ -231,10 +229,7 @@ async def increment_history_view(
|
|||
hist_viz.reset_graphics()
|
||||
# hist_viz.update_graphics(force_redraw=True)
|
||||
|
||||
async with open_sample_stream(
|
||||
period_s=1.,
|
||||
loglevel=loglevel,
|
||||
) as min_istream:
|
||||
async with open_sample_stream(1.) as min_istream:
|
||||
async for msg in min_istream:
|
||||
|
||||
profiler = Profiler(
|
||||
|
|
@ -315,6 +310,7 @@ async def increment_history_view(
|
|||
|
||||
|
||||
async def graphics_update_loop(
|
||||
|
||||
dss: dict[str, DisplayState],
|
||||
nurse: trio.Nursery,
|
||||
godwidget: GodWidget,
|
||||
|
|
@ -323,7 +319,6 @@ async def graphics_update_loop(
|
|||
|
||||
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {},
|
||||
vlm_charts: dict[str, ChartPlotWidget] = {},
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -467,12 +462,9 @@ async def graphics_update_loop(
|
|||
# })
|
||||
|
||||
nurse.start_soon(
|
||||
partial(
|
||||
increment_history_view,
|
||||
# min_istream,
|
||||
ds=ds,
|
||||
loglevel=loglevel,
|
||||
),
|
||||
increment_history_view,
|
||||
# min_istream,
|
||||
ds,
|
||||
)
|
||||
await trio.sleep(0)
|
||||
|
||||
|
|
@ -519,19 +511,14 @@ async def graphics_update_loop(
|
|||
fast_chart.linked.isHidden()
|
||||
or not rt_pi.isVisible()
|
||||
):
|
||||
log.debug(
|
||||
f'{fqme} skipping update for HIDDEN CHART'
|
||||
)
|
||||
print(f'{fqme} skipping update for HIDDEN CHART')
|
||||
fast_chart.pause_all_feeds()
|
||||
continue
|
||||
|
||||
ic = fast_chart.view._in_interact
|
||||
if ic:
|
||||
fast_chart.pause_all_feeds()
|
||||
log.debug(
|
||||
f'Pausing chart updaates during interaction\n'
|
||||
f'fqme: {fqme!r}'
|
||||
)
|
||||
print(f'{fqme} PAUSING DURING INTERACTION')
|
||||
await ic.wait()
|
||||
fast_chart.resume_all_feeds()
|
||||
|
||||
|
|
@ -1604,18 +1591,15 @@ async def display_symbol_data(
|
|||
# start update loop task
|
||||
dss: dict[str, DisplayState] = {}
|
||||
ln.start_soon(
|
||||
partial(
|
||||
graphics_update_loop,
|
||||
dss=dss,
|
||||
nurse=ln,
|
||||
godwidget=godwidget,
|
||||
feed=feed,
|
||||
# min_istream,
|
||||
graphics_update_loop,
|
||||
dss,
|
||||
ln,
|
||||
godwidget,
|
||||
feed,
|
||||
# min_istream,
|
||||
|
||||
pis=pis,
|
||||
vlm_charts=vlm_charts,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
pis,
|
||||
vlm_charts,
|
||||
)
|
||||
|
||||
# boot order-mode
|
||||
|
|
|
|||
|
|
@ -21,7 +21,6 @@ Higher level annotation editors.
|
|||
from __future__ import annotations
|
||||
from collections import defaultdict
|
||||
from typing import (
|
||||
Literal,
|
||||
Sequence,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
|
@ -72,18 +71,9 @@ log = get_logger(__name__)
|
|||
|
||||
|
||||
class ArrowEditor(Struct):
|
||||
'''
|
||||
Annotate a chart-view with arrows most often used for indicating,
|
||||
- order txns/clears,
|
||||
- positions directions,
|
||||
- general points-of-interest like nooz events.
|
||||
|
||||
'''
|
||||
godw: GodWidget = None # type: ignore # noqa
|
||||
_arrows: dict[
|
||||
str,
|
||||
list[pg.ArrowItem]
|
||||
] = {}
|
||||
_arrows: dict[str, list[pg.ArrowItem]] = {}
|
||||
|
||||
def add(
|
||||
self,
|
||||
|
|
@ -91,19 +81,8 @@ class ArrowEditor(Struct):
|
|||
uid: str,
|
||||
x: float,
|
||||
y: float,
|
||||
color: str|None = None,
|
||||
pointing: Literal[
|
||||
'up',
|
||||
'down',
|
||||
None,
|
||||
] = None,
|
||||
alpha: int = 255,
|
||||
zval: float = 1e9,
|
||||
headLen: float|None = None,
|
||||
headWidth: float|None = None,
|
||||
tailLen: float|None = None,
|
||||
tailWidth: float|None = None,
|
||||
pxMode: bool = True,
|
||||
color: str = 'default',
|
||||
pointing: str | None = None,
|
||||
|
||||
) -> pg.ArrowItem:
|
||||
'''
|
||||
|
|
@ -119,83 +98,29 @@ class ArrowEditor(Struct):
|
|||
# scale arrow sizing to dpi-aware font
|
||||
size = _font.font.pixelSize() * 0.8
|
||||
|
||||
# allow caller override of head dimensions
|
||||
if headLen is None:
|
||||
headLen = size
|
||||
if headWidth is None:
|
||||
headWidth = size/2
|
||||
# tail params default to None (no tail)
|
||||
if tailWidth is None:
|
||||
tailWidth = 3
|
||||
|
||||
color = color or 'default'
|
||||
color = QColor(hcolor(color))
|
||||
color.setAlpha(alpha)
|
||||
pen = fn.mkPen(color, width=1)
|
||||
brush = fn.mkBrush(color)
|
||||
arrow = pg.ArrowItem(
|
||||
angle=angle,
|
||||
baseAngle=0,
|
||||
headLen=headLen,
|
||||
headWidth=headWidth,
|
||||
tailLen=tailLen,
|
||||
tailWidth=tailWidth,
|
||||
pxMode=pxMode,
|
||||
# coloring
|
||||
pen=pen,
|
||||
brush=brush,
|
||||
)
|
||||
arrow.setZValue(zval)
|
||||
arrow.setPos(x, y)
|
||||
plot.addItem(arrow) # render to view
|
||||
headLen=size,
|
||||
headWidth=size/2,
|
||||
tailLen=None,
|
||||
pxMode=True,
|
||||
|
||||
# register for removal
|
||||
arrow._uid = uid
|
||||
self._arrows.setdefault(
|
||||
uid, []
|
||||
).append(arrow)
|
||||
# coloring
|
||||
pen=pg.mkPen(hcolor('papas_special')),
|
||||
brush=pg.mkBrush(hcolor(color)),
|
||||
)
|
||||
arrow.setPos(x, y)
|
||||
self._arrows.setdefault(uid, []).append(arrow)
|
||||
|
||||
# render to view
|
||||
plot.addItem(arrow)
|
||||
|
||||
return arrow
|
||||
|
||||
def remove(
|
||||
self,
|
||||
arrow: pg.ArrowItem,
|
||||
) -> None:
|
||||
'''
|
||||
Remove a *single arrow* from all chart views to which it was
|
||||
added.
|
||||
|
||||
'''
|
||||
uid: str = arrow._uid
|
||||
arrows: list[pg.ArrowItem] = self._arrows[uid]
|
||||
log.info(
|
||||
f'Removing arrow from views\n'
|
||||
f'uid: {uid!r}\n'
|
||||
f'{arrow!r}\n'
|
||||
)
|
||||
def remove(self, arrow) -> bool:
|
||||
for linked in self.godw.iter_linked():
|
||||
if not (chart := linked.chart):
|
||||
continue
|
||||
|
||||
chart.plotItem.removeItem(arrow)
|
||||
try:
|
||||
arrows.remove(arrow)
|
||||
except ValueError:
|
||||
log.warning(
|
||||
f'Arrow was already removed?\n'
|
||||
f'uid: {uid!r}\n'
|
||||
f'{arrow!r}\n'
|
||||
)
|
||||
|
||||
def remove_all(self) -> set[pg.ArrowItem]:
|
||||
'''
|
||||
Remove all arrows added by this editor from all
|
||||
chart-views.
|
||||
|
||||
'''
|
||||
for uid, arrows in self._arrows.items():
|
||||
for arrow in arrows:
|
||||
self.remove(arrow)
|
||||
linked.chart.plotItem.removeItem(arrow)
|
||||
|
||||
|
||||
class LineEditor(Struct):
|
||||
|
|
@ -341,9 +266,6 @@ class LineEditor(Struct):
|
|||
|
||||
return lines
|
||||
|
||||
# compat with ArrowEditor
|
||||
remove = remove_line
|
||||
|
||||
|
||||
def as_point(
|
||||
pair: Sequence[float, float] | QPointF,
|
||||
|
|
@ -376,7 +298,7 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
|||
def __init__(
|
||||
self,
|
||||
viewbox: ViewBox,
|
||||
color: str|None = None,
|
||||
color: str | None = None,
|
||||
) -> None:
|
||||
super().__init__(0, 0, 1, 1)
|
||||
|
||||
|
|
@ -692,6 +614,3 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
|||
|
||||
):
|
||||
scen.removeItem(self._label_proxy)
|
||||
|
||||
# compat with ArrowEditor
|
||||
remove = delete
|
||||
|
|
|
|||
|
|
@ -183,17 +183,13 @@ async def open_fsp_sidepane(
|
|||
|
||||
@acm
|
||||
async def open_fsp_actor_cluster(
|
||||
names: list[str] = [
|
||||
'fsp_0',
|
||||
'fsp_1',
|
||||
],
|
||||
names: list[str] = ['fsp_0', 'fsp_1'],
|
||||
|
||||
) -> AsyncGenerator[
|
||||
int,
|
||||
dict[str, tractor.Portal]
|
||||
]:
|
||||
|
||||
# TODO! change to .experimental!
|
||||
from tractor._clustering import open_actor_cluster
|
||||
|
||||
# profiler = Profiler(
|
||||
|
|
@ -201,7 +197,7 @@ async def open_fsp_actor_cluster(
|
|||
# disabled=False
|
||||
# )
|
||||
async with open_actor_cluster(
|
||||
count=len(names),
|
||||
count=2,
|
||||
names=names,
|
||||
modules=['piker.fsp._engine'],
|
||||
|
||||
|
|
@ -501,8 +497,7 @@ class FspAdmin:
|
|||
|
||||
portal: tractor.Portal = (
|
||||
self.cluster.get(worker_name)
|
||||
or
|
||||
self.rr_next_portal()
|
||||
or self.rr_next_portal()
|
||||
)
|
||||
|
||||
# TODO: this should probably be turned into a
|
||||
|
|
|
|||
|
|
@ -43,7 +43,6 @@ from pyqtgraph import (
|
|||
functions as fn,
|
||||
)
|
||||
import numpy as np
|
||||
import tractor
|
||||
import trio
|
||||
|
||||
from piker.ui.qt import (
|
||||
|
|
@ -73,10 +72,7 @@ if TYPE_CHECKING:
|
|||
GodWidget,
|
||||
)
|
||||
from ._dataviz import Viz
|
||||
from .order_mode import (
|
||||
OrderMode,
|
||||
Dialog,
|
||||
)
|
||||
from .order_mode import OrderMode
|
||||
from ._display import DisplayState
|
||||
|
||||
|
||||
|
|
@ -134,12 +130,7 @@ async def handle_viewmode_kb_inputs(
|
|||
|
||||
async for kbmsg in recv_chan:
|
||||
event, etype, key, mods, text = kbmsg.to_tuple()
|
||||
log.debug(
|
||||
f'View-mode kb-msg received,\n'
|
||||
f'mods: {mods!r}\n'
|
||||
f'key: {key!r}\n'
|
||||
f'text: {text!r}\n'
|
||||
)
|
||||
log.debug(f'key: {key}, mods: {mods}, text: {text}')
|
||||
now = time.time()
|
||||
period = now - last
|
||||
|
||||
|
|
@ -167,12 +158,8 @@ async def handle_viewmode_kb_inputs(
|
|||
# have no previous keys or we do and the min_tap period is
|
||||
# met
|
||||
if (
|
||||
not fast_key_seq
|
||||
or (
|
||||
period <= min_tap
|
||||
and
|
||||
fast_key_seq
|
||||
)
|
||||
not fast_key_seq or
|
||||
period <= min_tap and fast_key_seq
|
||||
):
|
||||
fast_key_seq.append(text)
|
||||
log.debug(f'fast keys seqs {fast_key_seq}')
|
||||
|
|
@ -187,8 +174,7 @@ async def handle_viewmode_kb_inputs(
|
|||
# UI REPL-shell, with ctrl-p (for "pause")
|
||||
if (
|
||||
ctrl
|
||||
and
|
||||
key in {
|
||||
and key in {
|
||||
Qt.Key_P,
|
||||
}
|
||||
):
|
||||
|
|
@ -198,6 +184,7 @@ async def handle_viewmode_kb_inputs(
|
|||
vlm_chart = chart.linked.subplots['volume'] # noqa
|
||||
vlm_viz = vlm_chart.main_viz # noqa
|
||||
dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot # noqa
|
||||
import tractor
|
||||
await tractor.pause()
|
||||
view.interact_graphics_cycle()
|
||||
|
||||
|
|
@ -205,8 +192,7 @@ async def handle_viewmode_kb_inputs(
|
|||
# shown data `Viz`s for the current chart app.
|
||||
if (
|
||||
ctrl
|
||||
and
|
||||
key in {
|
||||
and key in {
|
||||
Qt.Key_R,
|
||||
}
|
||||
):
|
||||
|
|
@ -245,8 +231,7 @@ async def handle_viewmode_kb_inputs(
|
|||
key == Qt.Key_Escape
|
||||
or (
|
||||
ctrl
|
||||
and
|
||||
key == Qt.Key_C
|
||||
and key == Qt.Key_C
|
||||
)
|
||||
):
|
||||
# ctrl-c as cancel
|
||||
|
|
@ -257,35 +242,17 @@ async def handle_viewmode_kb_inputs(
|
|||
# cancel order or clear graphics
|
||||
if (
|
||||
key == Qt.Key_C
|
||||
or
|
||||
key == Qt.Key_Delete
|
||||
or key == Qt.Key_Delete
|
||||
):
|
||||
# log.info('Handling <c> hotkey!')
|
||||
try:
|
||||
dialogs: list[Dialog] = order_mode.cancel_orders_under_cursor()
|
||||
except BaseException:
|
||||
log.exception('Failed to cancel orders !?\n')
|
||||
await tractor.pause()
|
||||
|
||||
if not dialogs:
|
||||
log.warning(
|
||||
'No orders were cancelled?\n'
|
||||
'Is there an order-line under the cursor?\n'
|
||||
'If you think there IS your DE might be "hiding the mouse" before '
|
||||
'we rx the keyboard input via Qt..\n'
|
||||
'=> Check your DE and/or TWM settings to be sure! <=\n'
|
||||
)
|
||||
# ^TODO?, some way to detect if there's lines and
|
||||
# the DE is cuckin with things?
|
||||
# await tractor.pause()
|
||||
order_mode.cancel_orders_under_cursor()
|
||||
|
||||
# View modes
|
||||
if (
|
||||
ctrl
|
||||
and (
|
||||
key == Qt.Key_Equal
|
||||
or
|
||||
key == Qt.Key_I
|
||||
or key == Qt.Key_I
|
||||
)
|
||||
):
|
||||
view.wheelEvent(
|
||||
|
|
@ -297,8 +264,7 @@ async def handle_viewmode_kb_inputs(
|
|||
ctrl
|
||||
and (
|
||||
key == Qt.Key_Minus
|
||||
or
|
||||
key == Qt.Key_O
|
||||
or key == Qt.Key_O
|
||||
)
|
||||
):
|
||||
view.wheelEvent(
|
||||
|
|
@ -309,8 +275,7 @@ async def handle_viewmode_kb_inputs(
|
|||
|
||||
elif (
|
||||
not ctrl
|
||||
and
|
||||
key == Qt.Key_R
|
||||
and key == Qt.Key_R
|
||||
):
|
||||
# NOTE: seems that if we don't yield a Qt render
|
||||
# cycle then the m4 downsampled curves will show here
|
||||
|
|
@ -512,8 +477,7 @@ async def handle_viewmode_mouse(
|
|||
# view.raiseContextMenu(event)
|
||||
|
||||
if (
|
||||
view.order_mode.active
|
||||
and
|
||||
view.order_mode.active and
|
||||
button == QtCore.Qt.LeftButton
|
||||
):
|
||||
# when in order mode, submit execution
|
||||
|
|
@ -817,8 +781,7 @@ class ChartView(ViewBox):
|
|||
|
||||
# Scale or translate based on mouse button
|
||||
if btn & (
|
||||
QtCore.Qt.LeftButton
|
||||
| QtCore.Qt.MidButton
|
||||
QtCore.Qt.LeftButton | QtCore.Qt.MidButton
|
||||
):
|
||||
# zoom y-axis ONLY when click-n-drag on it
|
||||
# if axis == 1:
|
||||
|
|
|
|||
|
|
@ -52,13 +52,10 @@ from ._anchors import (
|
|||
from ..calc import humanize
|
||||
from ._label import Label
|
||||
from ._style import hcolor, _font
|
||||
from ..log import get_logger
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._cursor import Cursor
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
# TODO: probably worth investigating if we can
|
||||
# make .boundingRect() faster:
|
||||
|
|
@ -350,7 +347,7 @@ class LevelLine(pg.InfiniteLine):
|
|||
|
||||
) -> None:
|
||||
# TODO: enter labels edit mode
|
||||
log.debug(f'double click {ev}')
|
||||
print(f'double click {ev}')
|
||||
|
||||
def paint(
|
||||
self,
|
||||
|
|
@ -464,19 +461,10 @@ class LevelLine(pg.InfiniteLine):
|
|||
# hovered
|
||||
if (
|
||||
not ev.isExit()
|
||||
and
|
||||
ev.acceptDrags(QtCore.Qt.LeftButton)
|
||||
and ev.acceptDrags(QtCore.Qt.LeftButton)
|
||||
):
|
||||
# if already hovered we don't need to run again
|
||||
if (
|
||||
self.mouseHovering is True
|
||||
and
|
||||
cur.is_hovered(self)
|
||||
):
|
||||
log.debug(
|
||||
f'Already hovering ??\n'
|
||||
f'cur._hovered: {cur._hovered!r}\n'
|
||||
)
|
||||
if self.mouseHovering is True:
|
||||
return
|
||||
|
||||
if self.only_show_markers_on_hover:
|
||||
|
|
@ -493,7 +481,6 @@ class LevelLine(pg.InfiniteLine):
|
|||
cur._y_label_update = False
|
||||
|
||||
# add us to cursor state
|
||||
log.debug(f'Adding line {self!r}\n')
|
||||
cur.add_hovered(self)
|
||||
|
||||
if self._hide_xhair_on_hover:
|
||||
|
|
@ -521,7 +508,6 @@ class LevelLine(pg.InfiniteLine):
|
|||
|
||||
self.currentPen = self.pen
|
||||
|
||||
log.debug(f'Removing line {self!r}\n')
|
||||
cur._hovered.remove(self)
|
||||
|
||||
if self.only_show_markers_on_hover:
|
||||
|
|
|
|||
|
|
@ -27,12 +27,10 @@ from contextlib import (
|
|||
from functools import partial
|
||||
from pprint import pformat
|
||||
from typing import (
|
||||
# Any,
|
||||
AsyncContextManager,
|
||||
Literal,
|
||||
)
|
||||
from uuid import uuid4
|
||||
|
||||
import pyqtgraph as pg
|
||||
import tractor
|
||||
import trio
|
||||
from tractor import trionics
|
||||
|
|
@ -49,16 +47,12 @@ from piker.brokers import SymbolNotFound
|
|||
from piker.ui.qt import (
|
||||
QGraphicsItem,
|
||||
)
|
||||
from PyQt6.QtGui import QFont
|
||||
from ._display import DisplayState
|
||||
from ._interaction import ChartView
|
||||
from ._editors import (
|
||||
SelectRect,
|
||||
ArrowEditor,
|
||||
)
|
||||
from ._editors import SelectRect
|
||||
from ._chart import ChartPlotWidget
|
||||
from ._dataviz import Viz
|
||||
from ._style import hcolor
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
|
@ -89,40 +83,8 @@ _ctxs: IpcCtxTable = {}
|
|||
# the "annotations server" which actually renders to a Qt canvas).
|
||||
# type AnnotsTable = dict[int, QGraphicsItem]
|
||||
AnnotsTable = dict[int, QGraphicsItem]
|
||||
EditorsTable = dict[int, ArrowEditor]
|
||||
|
||||
_annots: AnnotsTable = {}
|
||||
_editors: EditorsTable = {}
|
||||
|
||||
def rm_annot(
|
||||
annot: ArrowEditor|SelectRect|pg.TextItem
|
||||
) -> bool:
|
||||
global _editors
|
||||
match annot:
|
||||
case pg.ArrowItem():
|
||||
editor = _editors[annot._uid]
|
||||
editor.remove(annot)
|
||||
# ^TODO? only remove each arrow or all?
|
||||
# if editor._arrows:
|
||||
# editor.remove_all()
|
||||
# else:
|
||||
# log.warning(
|
||||
# f'Annot already removed!\n'
|
||||
# f'{annot!r}\n'
|
||||
# )
|
||||
return True
|
||||
|
||||
case SelectRect():
|
||||
annot.delete()
|
||||
return True
|
||||
|
||||
case pg.TextItem():
|
||||
scene = annot.scene()
|
||||
if scene:
|
||||
scene.removeItem(annot)
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
|
||||
async def serve_rc_annots(
|
||||
|
|
@ -133,12 +95,6 @@ async def serve_rc_annots(
|
|||
annots: AnnotsTable,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
A small viz(ualization) server for remote ctl of chart
|
||||
annotations.
|
||||
|
||||
'''
|
||||
global _editors
|
||||
async for msg in annot_req_stream:
|
||||
match msg:
|
||||
case {
|
||||
|
|
@ -148,77 +104,14 @@ async def serve_rc_annots(
|
|||
'meth': str(meth),
|
||||
'kwargs': dict(kwargs),
|
||||
}:
|
||||
|
||||
ds: DisplayState = _dss[fqme]
|
||||
try:
|
||||
chart: ChartPlotWidget = {
|
||||
60: ds.hist_chart,
|
||||
1: ds.chart,
|
||||
}[timeframe]
|
||||
except KeyError:
|
||||
msg: str = (
|
||||
f'No chart for timeframe={timeframe}s, '
|
||||
f'skipping rect annotation'
|
||||
)
|
||||
log.exeception(msg)
|
||||
await annot_req_stream.send({'error': msg})
|
||||
continue
|
||||
|
||||
chart: ChartPlotWidget = {
|
||||
60: ds.hist_chart,
|
||||
1: ds.chart,
|
||||
}[timeframe]
|
||||
cv: ChartView = chart.cv
|
||||
|
||||
# NEW: if timestamps provided, lookup current indices
|
||||
# from shm to ensure alignment with current buffer
|
||||
# state
|
||||
start_time = kwargs.pop('start_time', None)
|
||||
end_time = kwargs.pop('end_time', None)
|
||||
if (
|
||||
start_time is not None
|
||||
and end_time is not None
|
||||
):
|
||||
viz: Viz = chart.get_viz(fqme)
|
||||
shm = viz.shm
|
||||
arr = shm.array
|
||||
|
||||
# lookup start index
|
||||
start_matches = arr[arr['time'] == start_time]
|
||||
if len(start_matches) == 0:
|
||||
msg: str = (
|
||||
f'No shm entry for start_time={start_time}, '
|
||||
f'skipping rect'
|
||||
)
|
||||
log.error(msg)
|
||||
await annot_req_stream.send({'error': msg})
|
||||
continue
|
||||
|
||||
# lookup end index
|
||||
end_matches = arr[arr['time'] == end_time]
|
||||
if len(end_matches) == 0:
|
||||
msg: str = (
|
||||
f'No shm entry for end_time={end_time}, '
|
||||
f'skipping rect'
|
||||
)
|
||||
log.error(msg)
|
||||
await annot_req_stream.send({'error': msg})
|
||||
continue
|
||||
|
||||
# get close price from start bar, open from end
|
||||
# bar
|
||||
start_idx = float(start_matches[0]['index'])
|
||||
end_idx = float(end_matches[0]['index'])
|
||||
start_close = float(start_matches[0]['close'])
|
||||
end_open = float(end_matches[0]['open'])
|
||||
|
||||
# reconstruct start_pos and end_pos with
|
||||
# looked-up indices
|
||||
from_idx: float = 0.16 - 0.06 # BGM offset
|
||||
kwargs['start_pos'] = (
|
||||
start_idx + 1 - from_idx,
|
||||
start_close,
|
||||
)
|
||||
kwargs['end_pos'] = (
|
||||
end_idx + from_idx,
|
||||
end_open,
|
||||
)
|
||||
|
||||
# annot type lookup from cmd
|
||||
rect = SelectRect(
|
||||
viewbox=cv,
|
||||
|
|
@ -237,207 +130,21 @@ async def serve_rc_annots(
|
|||
# delegate generically to the requested method
|
||||
getattr(rect, meth)(**kwargs)
|
||||
rect.show()
|
||||
|
||||
# XXX: store absolute coords for repositioning
|
||||
# during viz redraws (eg backfill updates)
|
||||
rect._meth = meth
|
||||
rect._kwargs = kwargs
|
||||
|
||||
aid: int = id(rect)
|
||||
annots[aid] = rect
|
||||
aids: set[int] = ctxs[ipc_key][1]
|
||||
aids.add(aid)
|
||||
await annot_req_stream.send(aid)
|
||||
|
||||
case {
|
||||
'cmd': 'ArrowEditor',
|
||||
'fqme': fqme,
|
||||
'timeframe': timeframe,
|
||||
'meth': 'add'|'remove' as meth,
|
||||
'kwargs': {
|
||||
'x': float(x),
|
||||
'y': float(y),
|
||||
'pointing': pointing,
|
||||
'color': color,
|
||||
'aid': str()|None as aid,
|
||||
'alpha': int(alpha),
|
||||
'headLen': int()|float()|None as headLen,
|
||||
'headWidth': int()|float()|None as headWidth,
|
||||
'tailLen': int()|float()|None as tailLen,
|
||||
'tailWidth': int()|float()|None as tailWidth,
|
||||
'pxMode': bool(pxMode),
|
||||
'time': int()|float()|None as timestamp,
|
||||
},
|
||||
# ?TODO? split based on method fn-sigs?
|
||||
# 'pointing',
|
||||
}:
|
||||
ds: DisplayState = _dss[fqme]
|
||||
try:
|
||||
chart: ChartPlotWidget = {
|
||||
60: ds.hist_chart,
|
||||
1: ds.chart,
|
||||
}[timeframe]
|
||||
except KeyError:
|
||||
log.warning(
|
||||
f'No chart for timeframe={timeframe}s, '
|
||||
f'skipping arrow annotation'
|
||||
)
|
||||
# return -1 to indicate failure
|
||||
await annot_req_stream.send(-1)
|
||||
continue
|
||||
cv: ChartView = chart.cv
|
||||
godw = chart.linked.godwidget
|
||||
|
||||
# NEW: if timestamp provided, lookup current index
|
||||
# from shm to ensure alignment with current buffer
|
||||
# state
|
||||
if timestamp is not None:
|
||||
viz: Viz = chart.get_viz(fqme)
|
||||
shm = viz.shm
|
||||
arr = shm.array
|
||||
# find index where time matches timestamp
|
||||
matches = arr[arr['time'] == timestamp]
|
||||
if len(matches) == 0:
|
||||
log.error(
|
||||
f'No shm entry for timestamp={timestamp}, '
|
||||
f'skipping arrow annotation'
|
||||
)
|
||||
await annot_req_stream.send(-1)
|
||||
continue
|
||||
# use the matched row's index as x
|
||||
x = float(matches[0]['index'])
|
||||
|
||||
arrows = ArrowEditor(godw=godw)
|
||||
# `.add/.remove()` API
|
||||
if meth != 'add':
|
||||
# await tractor.pause()
|
||||
raise ValueError(
|
||||
f'Invalid arrow-edit request ?\n'
|
||||
f'{msg!r}\n'
|
||||
)
|
||||
|
||||
aid: str = str(uuid4())
|
||||
arrow: pg.ArrowItem = arrows.add(
|
||||
plot=chart.plotItem,
|
||||
uid=aid,
|
||||
x=x,
|
||||
y=y,
|
||||
pointing=pointing,
|
||||
color=color,
|
||||
alpha=alpha,
|
||||
headLen=headLen,
|
||||
headWidth=headWidth,
|
||||
tailLen=tailLen,
|
||||
tailWidth=tailWidth,
|
||||
pxMode=pxMode,
|
||||
)
|
||||
# XXX: store absolute coords for repositioning
|
||||
# during viz redraws (eg backfill updates)
|
||||
arrow._abs_x = x
|
||||
arrow._abs_y = y
|
||||
|
||||
annots[aid] = arrow
|
||||
_editors[aid] = arrows
|
||||
aids: set[int] = ctxs[ipc_key][1]
|
||||
aids.add(aid)
|
||||
await annot_req_stream.send(aid)
|
||||
|
||||
case {
|
||||
'cmd': 'TextItem',
|
||||
'fqme': fqme,
|
||||
'timeframe': timeframe,
|
||||
'kwargs': {
|
||||
'text': str(text),
|
||||
'x': int()|float() as x,
|
||||
'y': int()|float() as y,
|
||||
'color': color,
|
||||
'anchor': list(anchor),
|
||||
'font_size': int()|None as font_size,
|
||||
'time': int()|float()|None as timestamp,
|
||||
},
|
||||
}:
|
||||
ds: DisplayState = _dss[fqme]
|
||||
try:
|
||||
chart: ChartPlotWidget = {
|
||||
60: ds.hist_chart,
|
||||
1: ds.chart,
|
||||
}[timeframe]
|
||||
except KeyError:
|
||||
log.warning(
|
||||
f'No chart for timeframe={timeframe}s, '
|
||||
f'skipping text annotation'
|
||||
)
|
||||
await annot_req_stream.send(-1)
|
||||
continue
|
||||
|
||||
# NEW: if timestamp provided, lookup current index
|
||||
# from shm to ensure alignment with current buffer
|
||||
# state
|
||||
if timestamp is not None:
|
||||
viz: Viz = chart.get_viz(fqme)
|
||||
shm = viz.shm
|
||||
arr = shm.array
|
||||
# find index where time matches timestamp
|
||||
matches = arr[arr['time'] == timestamp]
|
||||
if len(matches) == 0:
|
||||
log.error(
|
||||
f'No shm entry for timestamp={timestamp}, '
|
||||
f'skipping text annotation'
|
||||
)
|
||||
await annot_req_stream.send(-1)
|
||||
continue
|
||||
# use the matched row's index as x, +1 for text
|
||||
# offset
|
||||
x = float(matches[0]['index']) + 1
|
||||
|
||||
# convert named color to hex
|
||||
color_hex: str = hcolor(color)
|
||||
|
||||
# create text item
|
||||
text_item: pg.TextItem = pg.TextItem(
|
||||
text=text,
|
||||
color=color_hex,
|
||||
anchor=anchor,
|
||||
|
||||
# ?TODO, pin to github:main for this?
|
||||
# legacy, can have scaling ish?
|
||||
# ensureInBounds=True,
|
||||
)
|
||||
|
||||
# apply font size (default to DpiAwareFont if not
|
||||
# provided)
|
||||
if font_size is None:
|
||||
from ._style import get_fonts
|
||||
font, font_small = get_fonts()
|
||||
font_size = font_small.px_size - 1
|
||||
|
||||
qfont: QFont = text_item.textItem.font()
|
||||
qfont.setPixelSize(font_size)
|
||||
text_item.setFont(qfont)
|
||||
|
||||
text_item.setPos(x, y)
|
||||
chart.plotItem.addItem(text_item)
|
||||
|
||||
# XXX: store absolute coords for repositioning
|
||||
# during viz redraws (eg backfill updates)
|
||||
text_item._abs_x = x
|
||||
text_item._abs_y = y
|
||||
|
||||
aid: str = str(uuid4())
|
||||
annots[aid] = text_item
|
||||
aids: set[int] = ctxs[ipc_key][1]
|
||||
aids.add(aid)
|
||||
await annot_req_stream.send(aid)
|
||||
|
||||
case {
|
||||
'cmd': 'remove',
|
||||
'aid': int(aid)|str(aid),
|
||||
'aid': int(aid),
|
||||
}:
|
||||
# NOTE: this is normally entered on
|
||||
# a client's annotation de-alloc normally
|
||||
# prior to detach or modify.
|
||||
annot: QGraphicsItem = annots[aid]
|
||||
assert rm_annot(annot)
|
||||
annot.delete()
|
||||
|
||||
# respond to client indicating annot
|
||||
# was indeed deleted.
|
||||
|
|
@ -468,38 +175,6 @@ async def serve_rc_annots(
|
|||
)
|
||||
viz.reset_graphics()
|
||||
|
||||
# XXX: reposition all annotations to ensure they
|
||||
# stay aligned with viz data after reset (eg during
|
||||
# backfill when abs-index range changes)
|
||||
n_repositioned: int = 0
|
||||
for aid, annot in annots.items():
|
||||
# arrows and text items use abs x,y coords
|
||||
if (
|
||||
hasattr(annot, '_abs_x')
|
||||
and
|
||||
hasattr(annot, '_abs_y')
|
||||
):
|
||||
annot.setPos(
|
||||
annot._abs_x,
|
||||
annot._abs_y,
|
||||
)
|
||||
n_repositioned += 1
|
||||
|
||||
# rects use method + kwargs
|
||||
elif (
|
||||
hasattr(annot, '_meth')
|
||||
and
|
||||
hasattr(annot, '_kwargs')
|
||||
):
|
||||
getattr(annot, annot._meth)(**annot._kwargs)
|
||||
n_repositioned += 1
|
||||
|
||||
if n_repositioned:
|
||||
log.info(
|
||||
f'Repositioned {n_repositioned} annotation(s) '
|
||||
f'after viz redraw'
|
||||
)
|
||||
|
||||
case _:
|
||||
log.error(
|
||||
'Unknown remote annotation cmd:\n'
|
||||
|
|
@ -513,12 +188,6 @@ async def remote_annotate(
|
|||
) -> None:
|
||||
|
||||
global _dss, _ctxs
|
||||
if not _dss:
|
||||
raise RuntimeError(
|
||||
'Race condition on chart-init state ??\n'
|
||||
'Anoter actor is trying to annoate this chart '
|
||||
'before it has fully spawned.\n'
|
||||
)
|
||||
assert _dss
|
||||
|
||||
_ctxs[ctx.cid] = (ctx, set())
|
||||
|
|
@ -543,7 +212,7 @@ async def remote_annotate(
|
|||
assert _ctx is ctx
|
||||
for aid in aids:
|
||||
annot: QGraphicsItem = _annots[aid]
|
||||
assert rm_annot(annot)
|
||||
annot.delete()
|
||||
|
||||
|
||||
class AnnotCtl(Struct):
|
||||
|
|
@ -588,47 +257,36 @@ class AnnotCtl(Struct):
|
|||
|
||||
from_acm: bool = False,
|
||||
|
||||
# NEW: optional timestamps for server-side index lookup
|
||||
start_time: float|None = None,
|
||||
end_time: float|None = None,
|
||||
|
||||
) -> int|None:
|
||||
) -> int:
|
||||
'''
|
||||
Add a `SelectRect` annotation to the target view, return
|
||||
the instances `id(obj)` from the remote UI actor.
|
||||
|
||||
'''
|
||||
ipc: MsgStream = self._get_ipc(fqme)
|
||||
with trio.fail_after(3):
|
||||
await ipc.send({
|
||||
'fqme': fqme,
|
||||
'cmd': 'SelectRect',
|
||||
'timeframe': timeframe,
|
||||
# 'meth': str(meth),
|
||||
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
|
||||
'kwargs': {
|
||||
'start_pos': tuple(start_pos),
|
||||
'end_pos': tuple(end_pos),
|
||||
'color': color,
|
||||
'update_label': False,
|
||||
'start_time': start_time,
|
||||
'end_time': end_time,
|
||||
},
|
||||
})
|
||||
aid: int|dict = await ipc.receive()
|
||||
match aid:
|
||||
case {'error': str(msg)}:
|
||||
log.error(msg)
|
||||
return None
|
||||
self._ipcs[aid] = ipc
|
||||
if not from_acm:
|
||||
self._annot_stack.push_async_callback(
|
||||
partial(
|
||||
self.remove,
|
||||
aid,
|
||||
)
|
||||
await ipc.send({
|
||||
'fqme': fqme,
|
||||
'cmd': 'SelectRect',
|
||||
'timeframe': timeframe,
|
||||
# 'meth': str(meth),
|
||||
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
|
||||
'kwargs': {
|
||||
'start_pos': tuple(start_pos),
|
||||
'end_pos': tuple(end_pos),
|
||||
'color': color,
|
||||
'update_label': False,
|
||||
},
|
||||
})
|
||||
aid: int = await ipc.receive()
|
||||
self._ipcs[aid] = ipc
|
||||
if not from_acm:
|
||||
self._annot_stack.push_async_callback(
|
||||
partial(
|
||||
self.remove,
|
||||
aid,
|
||||
)
|
||||
return aid
|
||||
)
|
||||
return aid
|
||||
|
||||
async def remove(
|
||||
self,
|
||||
|
|
@ -676,130 +334,20 @@ class AnnotCtl(Struct):
|
|||
'timeframe': timeframe,
|
||||
})
|
||||
|
||||
async def add_arrow(
|
||||
self,
|
||||
fqme: str,
|
||||
timeframe: float,
|
||||
x: float,
|
||||
y: float,
|
||||
pointing: Literal[
|
||||
'up',
|
||||
'down',
|
||||
],
|
||||
# TODO: a `Literal['view', 'scene']` for this?
|
||||
# domain: str = 'view', # or 'scene'
|
||||
color: str = 'dad_blue',
|
||||
alpha: int = 116,
|
||||
headLen: float|None = None,
|
||||
headWidth: float|None = None,
|
||||
tailLen: float|None = None,
|
||||
tailWidth: float|None = None,
|
||||
pxMode: bool = True,
|
||||
# TODO: do we even need this?
|
||||
# async def modify(
|
||||
# self,
|
||||
# aid: int, # annotation id
|
||||
# meth: str, # far end graphics object method to invoke
|
||||
# params: dict[str, Any], # far end `meth(**kwargs)`
|
||||
# ) -> bool:
|
||||
# '''
|
||||
# Modify an existing (remote) annotation's graphics
|
||||
# paramters, thus changing it's appearance / state in real
|
||||
# time.
|
||||
|
||||
from_acm: bool = False,
|
||||
|
||||
# NEW: optional timestamp for server-side index lookup
|
||||
time: float|None = None,
|
||||
|
||||
) -> int|None:
|
||||
'''
|
||||
Add a `SelectRect` annotation to the target view, return
|
||||
the instances `id(obj)` from the remote UI actor.
|
||||
|
||||
'''
|
||||
ipc: MsgStream = self._get_ipc(fqme)
|
||||
with trio.fail_after(3):
|
||||
await ipc.send({
|
||||
'fqme': fqme,
|
||||
'cmd': 'ArrowEditor',
|
||||
'timeframe': timeframe,
|
||||
# 'meth': str(meth),
|
||||
'meth': 'add',
|
||||
'kwargs': {
|
||||
'x': float(x),
|
||||
'y': float(y),
|
||||
'color': color,
|
||||
'pointing': pointing, # up|down
|
||||
'alpha': alpha,
|
||||
'aid': None,
|
||||
'headLen': headLen,
|
||||
'headWidth': headWidth,
|
||||
'tailLen': tailLen,
|
||||
'tailWidth': tailWidth,
|
||||
'pxMode': pxMode,
|
||||
'time': time, # for server-side index lookup
|
||||
},
|
||||
})
|
||||
aid: int|dict = await ipc.receive()
|
||||
match aid:
|
||||
case {'error': str(msg)}:
|
||||
log.error(msg)
|
||||
return None
|
||||
|
||||
self._ipcs[aid] = ipc
|
||||
if not from_acm:
|
||||
self._annot_stack.push_async_callback(
|
||||
partial(
|
||||
self.remove,
|
||||
aid,
|
||||
)
|
||||
)
|
||||
return aid
|
||||
|
||||
async def add_text(
|
||||
self,
|
||||
fqme: str,
|
||||
timeframe: float,
|
||||
text: str,
|
||||
x: float,
|
||||
y: float,
|
||||
color: str|tuple = 'dad_blue',
|
||||
anchor: tuple[float, float] = (0, 1),
|
||||
font_size: int|None = None,
|
||||
|
||||
from_acm: bool = False,
|
||||
|
||||
# NEW: optional timestamp for server-side index lookup
|
||||
time: float|None = None,
|
||||
|
||||
) -> int|None:
|
||||
'''
|
||||
Add a `pg.TextItem` annotation to the target view.
|
||||
|
||||
anchor: (x, y) where (0,0) is upper-left, (1,1) is lower-right
|
||||
font_size: pixel size for font, defaults to `_font.font.pixelSize()`
|
||||
|
||||
'''
|
||||
ipc: MsgStream = self._get_ipc(fqme)
|
||||
with trio.fail_after(3):
|
||||
await ipc.send({
|
||||
'fqme': fqme,
|
||||
'cmd': 'TextItem',
|
||||
'timeframe': timeframe,
|
||||
'kwargs': {
|
||||
'text': text,
|
||||
'x': float(x),
|
||||
'y': float(y),
|
||||
'color': color,
|
||||
'anchor': tuple(anchor),
|
||||
'font_size': font_size,
|
||||
'time': time, # for server-side index lookup
|
||||
},
|
||||
})
|
||||
aid: int|dict = await ipc.receive()
|
||||
match aid:
|
||||
case {'error': str(msg)}:
|
||||
log.error(msg)
|
||||
return None
|
||||
self._ipcs[aid] = ipc
|
||||
if not from_acm:
|
||||
self._annot_stack.push_async_callback(
|
||||
partial(
|
||||
self.remove,
|
||||
aid,
|
||||
)
|
||||
)
|
||||
return aid
|
||||
# '''
|
||||
# raise NotImplementedError
|
||||
|
||||
|
||||
@acm
|
||||
|
|
@ -826,9 +374,7 @@ async def open_annot_ctl(
|
|||
# TODO: print the current discoverable actor UID set
|
||||
# here as well?
|
||||
if not maybe_portals:
|
||||
raise RuntimeError(
|
||||
'No chart actors found in service domain?'
|
||||
)
|
||||
raise RuntimeError('No chart UI actors found in service domain?')
|
||||
|
||||
for portal in maybe_portals:
|
||||
ctx_mngrs.append(
|
||||
|
|
|
|||
|
|
@ -61,7 +61,7 @@ class DpiAwareFont:
|
|||
) -> None:
|
||||
|
||||
self._font_size_calc_key: str = _font_size_key
|
||||
self._font_size: int|None = None
|
||||
self._font_size: int | None = None
|
||||
|
||||
# Read preferred font size from main config file if it exists
|
||||
conf, path = config.load('conf', touch_if_dne=True)
|
||||
|
|
@ -107,22 +107,7 @@ class DpiAwareFont:
|
|||
|
||||
@property
|
||||
def px_size(self) -> int:
|
||||
size: int = self._qfont.pixelSize()
|
||||
|
||||
# XXX, when no Qt app has been spawned this will always be
|
||||
# invalid..
|
||||
# SO, just return any conf.toml value.
|
||||
if size == -1:
|
||||
if (conf_size := self._font_size) is None:
|
||||
raise ValueError(
|
||||
f'No valid `{type(_font).__name__}.px_size` set?\n'
|
||||
f'\n'
|
||||
f'-> `ui.font_size` is NOT set in `conf.toml`\n'
|
||||
f'-> no Qt app is active ??\n'
|
||||
)
|
||||
return conf_size
|
||||
|
||||
return size
|
||||
return self._qfont.pixelSize()
|
||||
|
||||
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
|
||||
'''
|
||||
|
|
@ -236,20 +221,6 @@ def _config_fonts_to_screen() -> None:
|
|||
_font_small.configure_to_dpi()
|
||||
|
||||
|
||||
def get_fonts() -> tuple[
|
||||
DpiAwareFont,
|
||||
DpiAwareFont,
|
||||
]:
|
||||
'''
|
||||
Get the singleton font pair (of instances) from which all other
|
||||
UI/UX should be "scaled around".
|
||||
|
||||
See `DpiAwareFont` for (internal) deats.
|
||||
|
||||
'''
|
||||
return _font, _font_small
|
||||
|
||||
|
||||
# TODO: re-compute font size when main widget switches screens?
|
||||
# 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
|
||||
|
||||
|
|
|
|||
|
|
@ -300,10 +300,7 @@ class GodWidget(QWidget):
|
|||
getattr(widget, 'on_resize')
|
||||
self._widgets[widget.mode_name] = widget
|
||||
|
||||
def on_win_resize(
|
||||
self,
|
||||
event: QtCore.QEvent,
|
||||
) -> None:
|
||||
def on_win_resize(self, event: QtCore.QEvent) -> None:
|
||||
'''
|
||||
Top level god widget handler from window (the real yaweh) resize
|
||||
events such that any registered widgets which wish to be
|
||||
|
|
@ -318,10 +315,7 @@ class GodWidget(QWidget):
|
|||
|
||||
self._resizing = True
|
||||
|
||||
log.debug(
|
||||
f'God widget resize\n'
|
||||
f'{event}\n'
|
||||
)
|
||||
log.info('God widget resize')
|
||||
for name, widget in self._widgets.items():
|
||||
widget.on_resize()
|
||||
|
||||
|
|
|
|||
|
|
@ -255,16 +255,8 @@ class MainWindow(QMainWindow):
|
|||
current: QWidget,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Focus handler.
|
||||
|
||||
For now updates the "current mode" name.
|
||||
|
||||
'''
|
||||
log.debug(
|
||||
f'widget focus changed from,\n'
|
||||
f'{last} -> {current}'
|
||||
)
|
||||
log.info(f'widget focus changed from {last} -> {current}')
|
||||
|
||||
if current is not None:
|
||||
# cursor left window?
|
||||
|
|
|
|||
|
|
@ -177,7 +177,7 @@ def chart(
|
|||
return
|
||||
|
||||
# global opts
|
||||
# brokernames: list[str] = config['brokers']
|
||||
brokernames = config['brokers']
|
||||
brokermods = config['brokermods']
|
||||
assert brokermods
|
||||
tractorloglevel = config['tractorloglevel']
|
||||
|
|
@ -216,7 +216,6 @@ def chart(
|
|||
layers['tcp']['port'],
|
||||
))
|
||||
|
||||
# breakpoint()
|
||||
from tractor.devx import maybe_open_crash_handler
|
||||
pdb: bool = config['pdb']
|
||||
with maybe_open_crash_handler(pdb=pdb):
|
||||
|
|
|
|||
|
|
@ -77,6 +77,7 @@ from ._style import _font
|
|||
from ._forms import open_form_input_handling
|
||||
from ._notify import notify_from_ems_status_msg
|
||||
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._chart import (
|
||||
ChartPlotWidget,
|
||||
|
|
@ -435,7 +436,7 @@ class OrderMode:
|
|||
lines=lines,
|
||||
last_status_close=self.multistatus.open_status(
|
||||
f'submitting {order.exec_mode}-{order.action}',
|
||||
# final_msg=f'submitted {order.exec_mode}-{order.action}',
|
||||
final_msg=f'submitted {order.exec_mode}-{order.action}',
|
||||
clear_on_next=True,
|
||||
)
|
||||
)
|
||||
|
|
@ -513,14 +514,13 @@ class OrderMode:
|
|||
def on_submit(
|
||||
self,
|
||||
uuid: str,
|
||||
order: Order|None = None,
|
||||
order: Order | None = None,
|
||||
|
||||
) -> Dialog|None:
|
||||
) -> Dialog | None:
|
||||
'''
|
||||
Order submitted status event handler.
|
||||
|
||||
Commit the order line and registered order uuid, store ack
|
||||
time stamp.
|
||||
Commit the order line and registered order uuid, store ack time stamp.
|
||||
|
||||
'''
|
||||
lines = self.lines.commit_line(uuid)
|
||||
|
|
@ -528,7 +528,7 @@ class OrderMode:
|
|||
# a submission is the start of a new order dialog
|
||||
dialog = self.dialogs[uuid]
|
||||
dialog.lines = lines
|
||||
cls: Callable|None = dialog.last_status_close
|
||||
cls: Callable | None = dialog.last_status_close
|
||||
if cls:
|
||||
cls()
|
||||
|
||||
|
|
@ -658,7 +658,7 @@ class OrderMode:
|
|||
return True
|
||||
|
||||
|
||||
def cancel_orders_under_cursor(self) -> list[Dialog]:
|
||||
def cancel_orders_under_cursor(self) -> list[str]:
|
||||
return self.cancel_orders(
|
||||
self.oids_from_lines(
|
||||
self.lines.lines_under_cursor()
|
||||
|
|
@ -687,28 +687,24 @@ class OrderMode:
|
|||
self,
|
||||
oids: list[str],
|
||||
|
||||
) -> list[Dialog]:
|
||||
) -> None:
|
||||
'''
|
||||
Cancel all orders from a list of order ids: `oids`.
|
||||
|
||||
'''
|
||||
# key = self.multistatus.open_status(
|
||||
# f'cancelling {len(oids)} orders',
|
||||
# final_msg=f'cancelled orders:\n{oids}',
|
||||
# group_key=True
|
||||
# )
|
||||
dialogs: list[Dialog] = []
|
||||
key = self.multistatus.open_status(
|
||||
f'cancelling {len(oids)} orders',
|
||||
final_msg=f'cancelled orders:\n{oids}',
|
||||
group_key=True
|
||||
)
|
||||
for oid in oids:
|
||||
if dialog := self.dialogs.get(oid):
|
||||
self.client.cancel_nowait(uuid=oid)
|
||||
# cancel_status_close = self.multistatus.open_status(
|
||||
# f'cancelling order {oid}',
|
||||
# group_key=key,
|
||||
# )
|
||||
# dialog.last_status_close = cancel_status_close
|
||||
dialogs.append(dialog)
|
||||
|
||||
return dialogs
|
||||
cancel_status_close = self.multistatus.open_status(
|
||||
f'cancelling order {oid}',
|
||||
group_key=key,
|
||||
)
|
||||
dialog.last_status_close = cancel_status_close
|
||||
|
||||
def cancel_all_orders(self) -> None:
|
||||
'''
|
||||
|
|
@ -780,6 +776,7 @@ class OrderMode:
|
|||
|
||||
@asynccontextmanager
|
||||
async def open_order_mode(
|
||||
|
||||
feed: Feed,
|
||||
godw: GodWidget,
|
||||
fqme: str,
|
||||
|
|
|
|||
|
|
@ -75,7 +75,7 @@ dependencies = [
|
|||
"trio-typing>=0.10.0",
|
||||
"numba>=0.61.0",
|
||||
"pyvnc",
|
||||
"exchange-calendars>=4.13.1",
|
||||
"multiaddr>=0.1.1",
|
||||
]
|
||||
# ------ dependencies ------
|
||||
# NOTE, by default we ship only a "headless" deps set bc
|
||||
|
|
@ -99,7 +99,6 @@ python-downloads = 'manual'
|
|||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#default-groups
|
||||
default-groups = [
|
||||
'uis',
|
||||
'repl',
|
||||
]
|
||||
# ------ tool.uv ------
|
||||
|
||||
|
|
@ -118,6 +117,7 @@ uis = [
|
|||
dev = [
|
||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
||||
"cython >=3.0.0, <4.0.0",
|
||||
|
||||
# nested deps-groups
|
||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
|
||||
{include-group = 'uis'},
|
||||
|
|
@ -131,14 +131,10 @@ repl = [
|
|||
"greenback >=1.1.1, <2.0.0",
|
||||
|
||||
# @goodboy's preferred console toolz
|
||||
"xonsh>=0.22.2",
|
||||
"xonsh",
|
||||
"prompt-toolkit ==3.0.40",
|
||||
"pyperclip>=1.9.0",
|
||||
|
||||
# for @claude's `snippets/claude_debug_helper.py` it uses to do
|
||||
# "offline" debug/crash REPL-in alongside a dev.
|
||||
"pexpect>=4.9.0",
|
||||
|
||||
# ?TODO, new stuff to consider..
|
||||
# "visidata" # console numerics
|
||||
# "xxh" # for remote `xonsh`-ing
|
||||
|
|
@ -196,11 +192,6 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
|||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
||||
|
||||
# to get fancy next-cmd/suggestion feats prior to 0.22.2 B)
|
||||
# https://github.com/xonsh/xonsh/pull/6037
|
||||
# https://github.com/xonsh/xonsh/pull/6048
|
||||
# xonsh = { git = 'https://github.com/xonsh/xonsh.git', branch = 'main' }
|
||||
|
||||
# XXX since, we're like, always hacking new shite all-the-time. Bp
|
||||
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
|
||||
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
|
||||
|
|
|
|||
|
|
@ -1,256 +0,0 @@
|
|||
#!/usr/bin/env python
|
||||
'''
|
||||
Programmatic debugging helper for `pdbp` REPL human-like
|
||||
interaction but built to allow `claude` to interact with
|
||||
crashes and `tractor.pause()` breakpoints along side a human dev.
|
||||
|
||||
Originally written by `clauded` during a backfiller inspection
|
||||
session with @goodboy trying to resolve duplicate/gappy ohlcv ts
|
||||
issues discovered while testing the new `nativedb` tsdb.
|
||||
|
||||
Allows `claude` to run `pdb` commands and capture output in an "offline"
|
||||
manner but generating similar output as if it was iteracting with
|
||||
the debug REPL.
|
||||
|
||||
The use of `pexpect` is heavily based on tractor's REPL UX test
|
||||
suite(s), namely various `tests/devx/test_debugger.py` patterns.
|
||||
|
||||
'''
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
|
||||
import pexpect
|
||||
from pexpect.exceptions import (
|
||||
TIMEOUT,
|
||||
EOF,
|
||||
)
|
||||
|
||||
|
||||
PROMPT: str = r'\(Pdb\+\)'
|
||||
|
||||
|
||||
def expect(
|
||||
child: pexpect.spawn,
|
||||
patt: str,
|
||||
**kwargs,
|
||||
) -> None:
|
||||
'''
|
||||
Expect wrapper that prints last console data before failing.
|
||||
|
||||
'''
|
||||
try:
|
||||
child.expect(
|
||||
patt,
|
||||
**kwargs,
|
||||
)
|
||||
except TIMEOUT:
|
||||
before: str = (
|
||||
str(child.before.decode())
|
||||
if isinstance(child.before, bytes)
|
||||
else str(child.before)
|
||||
)
|
||||
print(
|
||||
f'TIMEOUT waiting for pattern: {patt}\n'
|
||||
f'Last seen output:\n{before}'
|
||||
)
|
||||
raise
|
||||
|
||||
|
||||
def run_pdb_commands(
|
||||
commands: list[str],
|
||||
initial_cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
|
||||
timeout: int = 30,
|
||||
print_output: bool = True,
|
||||
) -> dict[str, str]:
|
||||
'''
|
||||
Spawn piker process, wait for pdb prompt, execute commands.
|
||||
|
||||
Returns dict mapping command -> output.
|
||||
|
||||
'''
|
||||
results: dict[str, str] = {}
|
||||
|
||||
# Disable colored output for easier parsing
|
||||
os.environ['PYTHON_COLORS'] = '0'
|
||||
|
||||
# Spawn the process
|
||||
if print_output:
|
||||
print(f'Spawning: {initial_cmd}')
|
||||
|
||||
child: pexpect.spawn = pexpect.spawn(
|
||||
initial_cmd,
|
||||
timeout=timeout,
|
||||
encoding='utf-8',
|
||||
echo=False,
|
||||
)
|
||||
|
||||
# Wait for pdb prompt
|
||||
try:
|
||||
expect(child, PROMPT, timeout=timeout)
|
||||
if print_output:
|
||||
print('Reached pdb prompt!')
|
||||
|
||||
# Execute each command
|
||||
for cmd in commands:
|
||||
if print_output:
|
||||
print(f'\n>>> {cmd}')
|
||||
|
||||
child.sendline(cmd)
|
||||
time.sleep(0.1)
|
||||
|
||||
# Wait for next prompt
|
||||
expect(child, PROMPT, timeout=timeout)
|
||||
|
||||
# Capture output (everything before the prompt)
|
||||
output: str = (
|
||||
str(child.before.decode())
|
||||
if isinstance(child.before, bytes)
|
||||
else str(child.before)
|
||||
)
|
||||
results[cmd] = output
|
||||
|
||||
if print_output:
|
||||
print(output)
|
||||
|
||||
# Quit debugger gracefully
|
||||
child.sendline('quit')
|
||||
try:
|
||||
child.expect(EOF, timeout=5)
|
||||
except (TIMEOUT, EOF):
|
||||
pass
|
||||
|
||||
except TIMEOUT as e:
|
||||
print(f'Timeout: {e}')
|
||||
if child.before:
|
||||
before: str = (
|
||||
str(child.before.decode())
|
||||
if isinstance(child.before, bytes)
|
||||
else str(child.before)
|
||||
)
|
||||
print(f'Buffer:\n{before}')
|
||||
results['_error'] = str(e)
|
||||
|
||||
finally:
|
||||
if child.isalive():
|
||||
child.close(force=True)
|
||||
|
||||
return results
|
||||
|
||||
|
||||
class InteractivePdbSession:
|
||||
'''
|
||||
Interactive pdb session manager for incremental debugging.
|
||||
|
||||
'''
|
||||
def __init__(
|
||||
self,
|
||||
cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
|
||||
timeout: int = 30,
|
||||
):
|
||||
self.cmd: str = cmd
|
||||
self.timeout: int = timeout
|
||||
self.child: pexpect.spawn|None = None
|
||||
self.history: list[tuple[str, str]] = []
|
||||
|
||||
def start(self) -> None:
|
||||
'''
|
||||
Start the piker process and wait for first prompt.
|
||||
|
||||
'''
|
||||
os.environ['PYTHON_COLORS'] = '0'
|
||||
|
||||
print(f'Starting: {self.cmd}')
|
||||
self.child = pexpect.spawn(
|
||||
self.cmd,
|
||||
timeout=self.timeout,
|
||||
encoding='utf-8',
|
||||
echo=False,
|
||||
)
|
||||
|
||||
# Wait for initial prompt
|
||||
expect(self.child, PROMPT, timeout=self.timeout)
|
||||
print('Ready at pdb prompt!')
|
||||
|
||||
def run(
|
||||
self,
|
||||
cmd: str,
|
||||
print_output: bool = True,
|
||||
) -> str:
|
||||
'''
|
||||
Execute a single pdb command and return output.
|
||||
|
||||
'''
|
||||
if not self.child or not self.child.isalive():
|
||||
raise RuntimeError('Session not started or dead')
|
||||
|
||||
if print_output:
|
||||
print(f'\n>>> {cmd}')
|
||||
|
||||
self.child.sendline(cmd)
|
||||
time.sleep(0.1)
|
||||
|
||||
# Wait for next prompt
|
||||
expect(self.child, PROMPT, timeout=self.timeout)
|
||||
|
||||
output: str = (
|
||||
str(self.child.before.decode())
|
||||
if isinstance(self.child.before, bytes)
|
||||
else str(self.child.before)
|
||||
)
|
||||
self.history.append((cmd, output))
|
||||
|
||||
if print_output:
|
||||
print(output)
|
||||
|
||||
return output
|
||||
|
||||
def quit(self) -> None:
|
||||
'''
|
||||
Exit the debugger and cleanup.
|
||||
|
||||
'''
|
||||
if self.child and self.child.isalive():
|
||||
self.child.sendline('quit')
|
||||
try:
|
||||
self.child.expect(EOF, timeout=5)
|
||||
except (TIMEOUT, EOF):
|
||||
pass
|
||||
self.child.close(force=True)
|
||||
|
||||
def __enter__(self):
|
||||
self.start()
|
||||
return self
|
||||
|
||||
def __exit__(self, *args):
|
||||
self.quit()
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
# Example inspection commands
|
||||
inspect_cmds: list[str] = [
|
||||
'locals().keys()',
|
||||
'type(deduped)',
|
||||
'deduped.shape',
|
||||
(
|
||||
'step_gaps.shape '
|
||||
'if "step_gaps" in locals() '
|
||||
'else "N/A"'
|
||||
),
|
||||
(
|
||||
'venue_gaps.shape '
|
||||
'if "venue_gaps" in locals() '
|
||||
'else "N/A"'
|
||||
),
|
||||
]
|
||||
|
||||
# Allow commands from CLI args
|
||||
if len(sys.argv) > 1:
|
||||
inspect_cmds = sys.argv[1:]
|
||||
|
||||
# Interactive session example
|
||||
with InteractivePdbSession() as session:
|
||||
for cmd in inspect_cmds:
|
||||
session.run(cmd)
|
||||
|
||||
print('\n=== Session Complete ===')
|
||||
478
uv.lock
478
uv.lock
|
|
@ -2,12 +2,8 @@ version = 1
|
|||
revision = 3
|
||||
requires-python = ">=3.12"
|
||||
resolution-markers = [
|
||||
"python_full_version >= '3.14' and sys_platform == 'win32'",
|
||||
"python_full_version >= '3.14' and sys_platform == 'emscripten'",
|
||||
"python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
|
||||
"python_full_version < '3.14' and sys_platform == 'win32'",
|
||||
"python_full_version < '3.14' and sys_platform == 'emscripten'",
|
||||
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
|
||||
"python_full_version >= '3.14'",
|
||||
"python_full_version < '3.14'",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
|
|
@ -108,6 +104,15 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/e0/44/827b2a91a5816512fcaf3cc4ebc465ccd5d598c45cefa6703fcf4a79018f/attrs-23.2.0-py3-none-any.whl", hash = "sha256:99b87a485a5820b23b879f04c2305b44b951b502fd64be915879d77a7e8fc6f1", size = 60752, upload-time = "2023-12-31T06:30:30.772Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "base58"
|
||||
version = "2.1.1"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/7f/45/8ae61209bb9015f516102fa559a2914178da1d5868428bd86a1b4421141d/base58-2.1.1.tar.gz", hash = "sha256:c5d0cb3f5b6e81e8e35da5754388ddcc6d0d14b6c6a132cb93d69ed580a7278c", size = 6528, upload-time = "2021-10-30T22:12:17.858Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/4a/45/ec96b29162a402fc4c1c5512d114d7b3787b9d1c2ec241d9568b4816ee23/base58-2.1.1-py3-none-any.whl", hash = "sha256:11a36f4d3ce51dfc1043f3218591ac4eb1ceb172919cebe05b52a5bcc8d245c2", size = 5621, upload-time = "2021-10-30T22:12:16.658Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "bidict"
|
||||
version = "0.23.1"
|
||||
|
|
@ -117,6 +122,74 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/99/37/e8730c3587a65eb5645d4aba2d27aae48e8003614d6aaf15dda67f702f1f/bidict-0.23.1-py3-none-any.whl", hash = "sha256:5dae8d4d79b552a71cbabc7deb25dfe8ce710b17ff41711e13010ead2abfc3e5", size = 32764, upload-time = "2024-02-18T19:09:04.156Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "blake3"
|
||||
version = "1.0.8"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/75/aa/abcd75e9600987a0bc6cfe9b6b2ff3f0e2cb08c170addc6e76035b5c4cb3/blake3-1.0.8.tar.gz", hash = "sha256:513cc7f0f5a7c035812604c2c852a0c1468311345573de647e310aca4ab165ba", size = 117308, upload-time = "2025-10-14T06:47:48.83Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/ed/a0/b7b6dff04012cfd6e665c09ee446f749bd8ea161b00f730fe1bdecd0f033/blake3-1.0.8-cp312-cp312-macosx_10_12_x86_64.whl", hash = "sha256:d8da4233984d51471bd4e4366feda1d90d781e712e0a504ea54b1f2b3577557b", size = 347983, upload-time = "2025-10-14T06:45:47.214Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/5b/a2/264091cac31d7ae913f1f296abc20b8da578b958ffb86100a7ce80e8bf5c/blake3-1.0.8-cp312-cp312-macosx_11_0_arm64.whl", hash = "sha256:1257be19f2d381c868a34cc822fc7f12f817ddc49681b6d1a2790bfbda1a9865", size = 325415, upload-time = "2025-10-14T06:45:48.482Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/ee/7d/85a4c0782f613de23d114a7a78fcce270f75b193b3ff3493a0de24ba104a/blake3-1.0.8-cp312-cp312-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:269f255b110840e52b6ce9db02217e39660ebad3e34ddd5bca8b8d378a77e4e1", size = 371296, upload-time = "2025-10-14T06:45:49.674Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/e3/20/488475254976ed93fab57c67aa80d3b40df77f7d9db6528c9274bff53e08/blake3-1.0.8-cp312-cp312-manylinux_2_17_armv7l.manylinux2014_armv7l.whl", hash = "sha256:66ca28a673025c40db3eba21a9cac52f559f83637efa675b3f6bd8683f0415f3", size = 374516, upload-time = "2025-10-14T06:45:51.23Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/7b/21/2a1c47fedb77fb396512677ec6d46caf42ac6e9a897db77edd0a2a46f7bb/blake3-1.0.8-cp312-cp312-manylinux_2_17_i686.manylinux2014_i686.whl", hash = "sha256:bcb04966537777af56c1f399b35525aa70a1225816e121ff95071c33c0f7abca", size = 447911, upload-time = "2025-10-14T06:45:52.637Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/cb/7d/db0626df16029713e7e61b67314c4835e85c296d82bd907c21c6ea271da2/blake3-1.0.8-cp312-cp312-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl", hash = "sha256:e5b5da177d62cc4b7edf0cea08fe4dec960c9ac27f916131efa890a01f747b93", size = 505420, upload-time = "2025-10-14T06:45:54.445Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/5b/55/6e737850c2d58a6d9de8a76dad2ae0f75b852a23eb4ecb07a0b165e6e436/blake3-1.0.8-cp312-cp312-manylinux_2_17_s390x.manylinux2014_s390x.whl", hash = "sha256:38209b10482c97e151681ea3e91cc7141f56adbbf4820a7d701a923124b41e6a", size = 394189, upload-time = "2025-10-14T06:45:55.719Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/5b/94/eafaa5cdddadc0c9c603a6a6d8339433475e1a9f60c8bb9c2eed2d8736b6/blake3-1.0.8-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:504d1399b7fb91dfe5c25722d2807990493185faa1917456455480c36867adb5", size = 388001, upload-time = "2025-10-14T06:45:57.067Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/17/81/735fa00d13de7f68b25e1b9cb36ff08c6f165e688d85d8ec2cbfcdedccc5/blake3-1.0.8-cp312-cp312-musllinux_1_1_aarch64.whl", hash = "sha256:c84af132aa09abeadf9a0118c8fb26f4528f3f42c10ef8be0fcf31c478774ec4", size = 550302, upload-time = "2025-10-14T06:45:58.657Z" },
|
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|
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[[package]]
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|
|
|
|||
Loading…
Reference in New Issue