274 lines
8.3 KiB
Python
274 lines
8.3 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Super fast OHLC sampling graphics types.
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"""
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from __future__ import annotations
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from typing import (
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Optional,
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TYPE_CHECKING,
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)
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import numpy as np
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import pyqtgraph as pg
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from PyQt5 import (
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QtGui,
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QtWidgets,
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)
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from PyQt5.QtCore import (
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QLineF,
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QRectF,
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)
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from PyQt5.QtGui import QPainterPath
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from .._profile import pg_profile_enabled, ms_slower_then
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from ._style import hcolor
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from ..log import get_logger
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from .._profile import Profiler
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if TYPE_CHECKING:
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from ._chart import LinkedSplits
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log = get_logger(__name__)
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def bar_from_ohlc_row(
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row: np.ndarray,
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# 0.5 is no overlap between arms, 1.0 is full overlap
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w: float = 0.43
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) -> tuple[QLineF]:
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'''
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Generate the minimal ``QLineF`` lines to construct a single
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OHLC "bar" for use in the "last datum" of a series.
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'''
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open, high, low, close, index = row[
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['open', 'high', 'low', 'close', 'index']]
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# TODO: maybe consider using `QGraphicsLineItem` ??
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# gives us a ``.boundingRect()`` on the objects which may make
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# computing the composite bounding rect of the last bars + the
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# history path faster since it's done in C++:
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# https://doc.qt.io/qt-5/qgraphicslineitem.html
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# high -> low vertical (body) line
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if low != high:
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hl = QLineF(index, low, index, high)
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else:
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# XXX: if we don't do it renders a weird rectangle?
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# see below for filtering this later...
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hl = None
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# NOTE: place the x-coord start as "middle" of the drawing range such
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# that the open arm line-graphic is at the left-most-side of
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# the index's range according to the view mapping coordinates.
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# open line
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o = QLineF(index - w, open, index, open)
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# close line
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c = QLineF(index, close, index + w, close)
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return [hl, o, c]
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class BarItems(pg.GraphicsObject):
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'''
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"Price range" bars graphics rendered from a OHLC sampled sequence.
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'''
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def __init__(
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self,
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linked: LinkedSplits,
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plotitem: 'pg.PlotItem', # noqa
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pen_color: str = 'bracket',
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last_bar_color: str = 'bracket',
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name: Optional[str] = None,
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) -> None:
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super().__init__()
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self.linked = linked
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# XXX: for the mega-lulz increasing width here increases draw
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# latency... so probably don't do it until we figure that out.
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self._color = pen_color
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self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
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self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
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self._name = name
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self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
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self.path = QPainterPath()
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self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
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def x_uppx(self) -> int:
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# we expect the downsample curve report this.
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return 0
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# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
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def boundingRect(self):
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# profiler = Profiler(
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# msg=f'BarItems.boundingRect(): `{self._name}`',
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# disabled=not pg_profile_enabled(),
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# ms_threshold=ms_slower_then,
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# )
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# TODO: Can we do rect caching to make this faster
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# like `pg.PlotCurveItem` does? In theory it's just
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# computing max/min stuff again like we do in the udpate loop
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# anyway. Not really sure it's necessary since profiling already
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# shows this method is faf.
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# boundingRect _must_ indicate the entire area that will be
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# drawn on or else we will get artifacts and possibly crashing.
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# (in this case, QPicture does all the work of computing the
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# bounding rect for us).
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# apparently this a lot faster says the docs?
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# https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
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hb = self.path.controlPointRect()
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hb_tl, hb_br = (
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hb.topLeft(),
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hb.bottomRight(),
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)
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mn_y = hb_tl.y()
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mx_y = hb_br.y()
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most_left = hb_tl.x()
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most_right = hb_br.x()
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# profiler('calc path vertices')
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# need to include last bar height or BR will be off
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# OHLC line segments: [hl, o, c]
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last_lines: tuple[QLineF] | None = self._last_bar_lines
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if last_lines:
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(
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hl,
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o,
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c,
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) = last_lines
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most_right = c.x2() + 1
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ymx = ymn = c.y2()
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if hl:
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y1, y2 = hl.y1(), hl.y2()
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ymn = min(y1, y2)
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ymx = max(y1, y2)
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mx_y = max(ymx, mx_y)
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mn_y = min(ymn, mn_y)
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# profiler('calc last bar vertices')
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return QRectF(
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most_left,
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mn_y,
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most_right - most_left + 1,
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mx_y - mn_y,
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)
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def paint(
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self,
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p: QtGui.QPainter,
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opt: QtWidgets.QStyleOptionGraphicsItem,
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w: QtWidgets.QWidget
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) -> None:
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profiler = Profiler(
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disabled=not pg_profile_enabled(),
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ms_threshold=ms_slower_then,
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)
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# p.setCompositionMode(0)
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# TODO: one thing we could try here is pictures being drawn of
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# a fixed count of bars such that based on the viewbox indices we
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# only draw the "rounded up" number of "pictures worth" of bars
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# as is necesarry for what's in "view". Not sure if this will
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# lead to any perf gains other then when zoomed in to less bars
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# in view.
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p.setPen(self.last_bar_pen)
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if self._last_bar_lines:
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p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
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profiler('draw last bar')
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p.setPen(self.bars_pen)
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p.drawPath(self.path)
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profiler(f'draw history path: {self.path.capacity()}')
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def draw_last_datum(
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self,
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path: QPainterPath,
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src_data: np.ndarray,
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render_data: np.ndarray,
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reset: bool,
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array_key: str,
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fields: list[str] = [
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'index',
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'open',
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'high',
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'low',
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'close',
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],
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) -> None:
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# relevant fields
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ohlc = src_data[fields]
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# last_row = ohlc[-1:]
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# individual values
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last_row = i, o, h, l, last = ohlc[-1]
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# times = src_data['time']
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# if times[-1] - times[-2]:
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# breakpoint()
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# generate new lines objects for updatable "current bar"
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self._last_bar_lines = bar_from_ohlc_row(last_row)
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# assert i == graphics.start_index - 1
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# assert i == last_index
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body, larm, rarm = self._last_bar_lines
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# XXX: is there a faster way to modify this?
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rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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# writer is responsible for changing open on "first" volume of bar
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larm.setLine(larm.x1(), o, larm.x2(), o)
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if l != h: # noqa
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if body is None:
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body = self._last_bar_lines[0] = QLineF(i, l, i, h)
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else:
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# update body
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body.setLine(i, l, i, h)
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# XXX: pretty sure this is causing an issue where the
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# bar has a large upward move right before the next
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# sample and the body is getting set to None since the
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# next bar is flat but the shm array index update wasn't
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# read by the time this code runs. Iow we're doing this
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# removal of the body for a bar index that is now out of
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# date / from some previous sample. It's weird though
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# because i've seen it do this to bars i - 3 back?
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# return ohlc['time'], ohlc['close']
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return ohlc['index'], ohlc['close']
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