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@ -19,8 +19,10 @@
|
|||
for tendiez.
|
||||
|
||||
'''
|
||||
from ..log import get_logger
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||||
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from .calc import (
|
||||
iter_by_dt,
|
||||
)
|
||||
|
|
@ -51,7 +53,17 @@ from ._allocate import (
|
|||
|
||||
|
||||
log = get_logger(__name__)
|
||||
# ?TODO, enable console on import
|
||||
# [ ] necessary? or `open_brokerd_dialog()` doing it is sufficient?
|
||||
#
|
||||
# bc might as well enable whenev imported by
|
||||
# other sub-sys code (namely `.clearing`).
|
||||
get_console_log(
|
||||
level='warning',
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# TODO, the `as <samename>` style?
|
||||
__all__ = [
|
||||
'Account',
|
||||
'Allocator',
|
||||
|
|
|
|||
|
|
@ -60,12 +60,16 @@ from ..clearing._messages import (
|
|||
BrokerdPosition,
|
||||
)
|
||||
from piker.types import Struct
|
||||
from piker.log import get_logger
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from piker.data._symcache import SymbologyCache
|
||||
|
||||
log = get_logger(__name__)
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||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
class Position(Struct):
|
||||
|
|
|
|||
|
|
@ -21,7 +21,6 @@ CLI front end for trades ledger and position tracking management.
|
|||
from __future__ import annotations
|
||||
from pprint import pformat
|
||||
|
||||
|
||||
from rich.console import Console
|
||||
from rich.markdown import Markdown
|
||||
import polars as pl
|
||||
|
|
@ -29,7 +28,10 @@ import tractor
|
|||
import trio
|
||||
import typer
|
||||
|
||||
from ..log import get_logger
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ..service import (
|
||||
open_piker_runtime,
|
||||
)
|
||||
|
|
@ -45,6 +47,7 @@ from .calc import (
|
|||
open_ledger_dfs,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
ledger = typer.Typer()
|
||||
|
||||
|
|
@ -79,7 +82,10 @@ def sync(
|
|||
"-l",
|
||||
),
|
||||
):
|
||||
log = get_logger(loglevel)
|
||||
log = get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
console = Console()
|
||||
|
||||
pair: tuple[str, str]
|
||||
|
|
|
|||
|
|
@ -25,15 +25,16 @@ from types import ModuleType
|
|||
|
||||
from tractor.trionics import maybe_open_context
|
||||
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
)
|
||||
from ._util import (
|
||||
log,
|
||||
BrokerError,
|
||||
SymbolNotFound,
|
||||
NoData,
|
||||
DataUnavailable,
|
||||
DataThrottle,
|
||||
resproc,
|
||||
get_logger,
|
||||
)
|
||||
|
||||
__all__: list[str] = [
|
||||
|
|
@ -43,7 +44,6 @@ __all__: list[str] = [
|
|||
'DataUnavailable',
|
||||
'DataThrottle',
|
||||
'resproc',
|
||||
'get_logger',
|
||||
]
|
||||
|
||||
__brokers__: list[str] = [
|
||||
|
|
@ -65,6 +65,10 @@ __brokers__: list[str] = [
|
|||
# bitso
|
||||
]
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
def get_brokermod(brokername: str) -> ModuleType:
|
||||
'''
|
||||
|
|
|
|||
|
|
@ -33,12 +33,18 @@ import exceptiongroup as eg
|
|||
import tractor
|
||||
import trio
|
||||
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from . import _util
|
||||
from . import get_brokermod
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ..data import _FeedsBus
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
# `brokerd` enabled modules
|
||||
# TODO: move this def to the `.data` subpkg..
|
||||
# NOTE: keeping this list as small as possible is part of our caps-sec
|
||||
|
|
@ -59,7 +65,7 @@ _data_mods: str = [
|
|||
async def _setup_persistent_brokerd(
|
||||
ctx: tractor.Context,
|
||||
brokername: str,
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -72,13 +78,14 @@ async def _setup_persistent_brokerd(
|
|||
# since all hosted daemon tasks will reference this same
|
||||
# log instance's (actor local) state and thus don't require
|
||||
# any further (level) configuration on their own B)
|
||||
log = _util.get_console_log(
|
||||
loglevel or tractor.current_actor().loglevel,
|
||||
actor: tractor.Actor = tractor.current_actor()
|
||||
tll: str = actor.loglevel
|
||||
log = get_console_log(
|
||||
level=loglevel or tll,
|
||||
name=f'{_util.subsys}.{brokername}',
|
||||
with_tractor_log=bool(tll),
|
||||
)
|
||||
|
||||
# set global for this actor to this new process-wide instance B)
|
||||
_util.log = log
|
||||
assert log.name == _util.subsys
|
||||
|
||||
# further, set the log level on any broker broker specific
|
||||
# logger instance.
|
||||
|
|
@ -97,7 +104,7 @@ async def _setup_persistent_brokerd(
|
|||
# NOTE: see ep invocation details inside `.data.feed`.
|
||||
try:
|
||||
async with (
|
||||
tractor.trionics.collapse_eg(),
|
||||
# tractor.trionics.collapse_eg(),
|
||||
trio.open_nursery() as service_nursery
|
||||
):
|
||||
bus: _FeedsBus = feed.get_feed_bus(
|
||||
|
|
@ -193,7 +200,6 @@ def broker_init(
|
|||
|
||||
|
||||
async def spawn_brokerd(
|
||||
|
||||
brokername: str,
|
||||
loglevel: str | None = None,
|
||||
|
||||
|
|
@ -201,8 +207,10 @@ async def spawn_brokerd(
|
|||
|
||||
) -> bool:
|
||||
|
||||
from piker.service._util import log # use service mngr log
|
||||
log.info(f'Spawning {brokername} broker daemon')
|
||||
log.info(
|
||||
f'Spawning broker-daemon,\n'
|
||||
f'backend: {brokername!r}'
|
||||
)
|
||||
|
||||
(
|
||||
brokermode,
|
||||
|
|
@ -249,7 +257,7 @@ async def spawn_brokerd(
|
|||
async def maybe_spawn_brokerd(
|
||||
|
||||
brokername: str,
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
**pikerd_kwargs,
|
||||
|
||||
|
|
@ -264,6 +272,11 @@ async def maybe_spawn_brokerd(
|
|||
'''
|
||||
from piker.service import maybe_spawn_daemon
|
||||
|
||||
# if (
|
||||
# loglevel != 'info'
|
||||
# ):
|
||||
# await tractor.pause()
|
||||
|
||||
async with maybe_spawn_daemon(
|
||||
|
||||
f'brokerd.{brokername}',
|
||||
|
|
|
|||
|
|
@ -19,15 +19,13 @@ Handy cross-broker utils.
|
|||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from functools import partial
|
||||
# from functools import partial
|
||||
|
||||
import json
|
||||
import httpx
|
||||
import logging
|
||||
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
from piker.log import (
|
||||
colorize_json,
|
||||
)
|
||||
subsys: str = 'piker.brokers'
|
||||
|
|
@ -35,12 +33,22 @@ subsys: str = 'piker.brokers'
|
|||
# NOTE: level should be reset by any actor that is spawned
|
||||
# as well as given a (more) explicit name/key such
|
||||
# as `piker.brokers.binance` matching the subpkg.
|
||||
log = get_logger(subsys)
|
||||
# log = get_logger(subsys)
|
||||
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
)
|
||||
# ?TODO?? we could use this approach, but we need to be able
|
||||
# to pass multiple `name=` values so for example we can include the
|
||||
# emissions in `.accounting._pos` and others!
|
||||
# [ ] maybe we could do the `log = get_logger()` above,
|
||||
# then cycle through the list of subsys mods we depend on
|
||||
# and then get all their loggers and pass them to
|
||||
# `get_console_log(logger=)`??
|
||||
# [ ] OR just write THIS `get_console_log()` as a hook which does
|
||||
# that based on who calls it?.. i dunno
|
||||
#
|
||||
# get_console_log = partial(
|
||||
# get_console_log,
|
||||
# name=subsys,
|
||||
# )
|
||||
|
||||
|
||||
class BrokerError(Exception):
|
||||
|
|
|
|||
|
|
@ -37,8 +37,9 @@ import trio
|
|||
from piker.accounting import (
|
||||
Asset,
|
||||
)
|
||||
from piker.brokers._util import (
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from piker.data._web_bs import (
|
||||
open_autorecon_ws,
|
||||
|
|
@ -69,7 +70,9 @@ from .venues import (
|
|||
)
|
||||
from .api import Client
|
||||
|
||||
log = get_logger('piker.brokers.binance')
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
# Fee schedule template, mostly for paper engine fees modelling.
|
||||
|
|
@ -245,9 +248,16 @@ async def handle_order_requests(
|
|||
@tractor.context
|
||||
async def open_trade_dialog(
|
||||
ctx: tractor.Context,
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> AsyncIterator[dict[str, Any]]:
|
||||
|
||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# TODO: how do we set this from the EMS such that
|
||||
# positions are loaded from the correct venue on the user
|
||||
# stream at startup? (that is in an attempt to support both
|
||||
|
|
|
|||
|
|
@ -64,9 +64,9 @@ from piker.data._web_bs import (
|
|||
open_autorecon_ws,
|
||||
NoBsWs,
|
||||
)
|
||||
from piker.log import get_logger
|
||||
from piker.brokers._util import (
|
||||
DataUnavailable,
|
||||
get_logger,
|
||||
)
|
||||
|
||||
from .api import (
|
||||
|
|
@ -78,7 +78,7 @@ from .venues import (
|
|||
get_api_eps,
|
||||
)
|
||||
|
||||
log = get_logger('piker.brokers.binance')
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
class L1(Struct):
|
||||
|
|
@ -237,8 +237,8 @@ async def open_history_client(
|
|||
|
||||
async def get_ohlc(
|
||||
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,
|
||||
|
|
@ -275,9 +275,15 @@ async def open_history_client(
|
|||
f'{times}'
|
||||
)
|
||||
|
||||
# XXX, debug any case where the latest 1m bar we get is
|
||||
# already another "sample's-step-old"..
|
||||
if end_dt is None:
|
||||
inow: int = round(time.time())
|
||||
if (inow - times[-1]) > 60:
|
||||
if (
|
||||
_time_step := (inow - times[-1])
|
||||
>
|
||||
timeframe * 2
|
||||
):
|
||||
await tractor.pause()
|
||||
|
||||
start_dt = from_timestamp(times[0])
|
||||
|
|
@ -291,7 +297,7 @@ async def open_history_client(
|
|||
async def get_mkt_info(
|
||||
fqme: str,
|
||||
|
||||
) -> tuple[MktPair, Pair] | None:
|
||||
) -> tuple[MktPair, Pair]|None:
|
||||
|
||||
# uppercase since kraken bs_mktid is always upper
|
||||
if 'binance' not in fqme.lower():
|
||||
|
|
@ -368,7 +374,7 @@ async def get_mkt_info(
|
|||
if 'futes' in mkt_mode:
|
||||
assert isinstance(pair, FutesPair)
|
||||
|
||||
dst: Asset | None = assets.get(pair.bs_dst_asset)
|
||||
dst: Asset|None = assets.get(pair.bs_dst_asset)
|
||||
if (
|
||||
not dst
|
||||
# TODO: a known asset DNE list?
|
||||
|
|
@ -427,7 +433,7 @@ async def subscribe(
|
|||
# might get ack from ws server, or maybe some
|
||||
# other msg still in transit..
|
||||
res = await ws.recv_msg()
|
||||
subid: str | None = res.get('id')
|
||||
subid: str|None = res.get('id')
|
||||
if subid:
|
||||
assert res['id'] == subid
|
||||
|
||||
|
|
|
|||
|
|
@ -27,14 +27,12 @@ import click
|
|||
import trio
|
||||
import tractor
|
||||
|
||||
from ..cli import cli
|
||||
from .. import watchlists as wl
|
||||
from ..log import (
|
||||
from piker.cli import cli
|
||||
from piker import watchlists as wl
|
||||
from piker.log import (
|
||||
colorize_json,
|
||||
)
|
||||
from ._util import (
|
||||
log,
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ..service import (
|
||||
maybe_spawn_brokerd,
|
||||
|
|
@ -45,12 +43,15 @@ from ..brokers import (
|
|||
get_brokermod,
|
||||
data,
|
||||
)
|
||||
DEFAULT_BROKER = 'binance'
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
DEFAULT_BROKER = 'binance'
|
||||
_config_dir = click.get_app_dir('piker')
|
||||
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
|
||||
|
||||
|
||||
OK = '\033[92m'
|
||||
WARNING = '\033[93m'
|
||||
FAIL = '\033[91m'
|
||||
|
|
@ -345,7 +346,10 @@ def contracts(ctx, loglevel, broker, symbol, ids):
|
|||
|
||||
'''
|
||||
brokermod = get_brokermod(broker)
|
||||
get_console_log(loglevel)
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
contracts = trio.run(partial(core.contracts, brokermod, symbol))
|
||||
if not ids:
|
||||
|
|
@ -477,11 +481,12 @@ 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=config['loglevel'],
|
||||
loglevel=loglevel,
|
||||
debug_mode=pdb,
|
||||
):
|
||||
return await func()
|
||||
|
|
@ -494,6 +499,7 @@ def search(
|
|||
core.symbol_search,
|
||||
brokermods,
|
||||
pattern,
|
||||
loglevel=loglevel,
|
||||
),
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -28,12 +28,14 @@ from typing import (
|
|||
|
||||
import trio
|
||||
|
||||
from ._util import log
|
||||
from piker.log import get_logger
|
||||
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:
|
||||
'''
|
||||
|
|
@ -147,6 +149,7 @@ 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]]]:
|
||||
|
|
@ -176,6 +179,7 @@ async def symbol_search(
|
|||
'_infect_asyncio',
|
||||
False,
|
||||
),
|
||||
loglevel=loglevel
|
||||
) as portal:
|
||||
|
||||
results.append((
|
||||
|
|
|
|||
|
|
@ -41,12 +41,15 @@ import tractor
|
|||
from tractor.experimental import msgpub
|
||||
from async_generator import asynccontextmanager
|
||||
|
||||
from ._util import (
|
||||
log,
|
||||
from piker.log import(
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from . import get_brokermod
|
||||
|
||||
log = get_logger(
|
||||
name='piker.brokers.binance',
|
||||
)
|
||||
|
||||
async def wait_for_network(
|
||||
net_func: Callable,
|
||||
|
|
@ -243,7 +246,10 @@ async def start_quote_stream(
|
|||
|
||||
'''
|
||||
# XXX: why do we need this again?
|
||||
get_console_log(tractor.current_actor().loglevel)
|
||||
get_console_log(
|
||||
level=tractor.current_actor().loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# pull global vars from local actor
|
||||
symbols = list(symbols)
|
||||
|
|
|
|||
|
|
@ -34,13 +34,13 @@ import subprocess
|
|||
|
||||
import tractor
|
||||
|
||||
from piker.brokers._util import get_logger
|
||||
from piker.log import get_logger
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .api import Client
|
||||
import i3ipc
|
||||
|
||||
log = get_logger('piker.brokers.ib')
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
_reset_tech: Literal[
|
||||
'vnc',
|
||||
|
|
@ -250,7 +250,9 @@ async def vnc_click_hack(
|
|||
'connection': 'r'
|
||||
}[reset_type]
|
||||
|
||||
with tractor.devx.open_crash_handler():
|
||||
with tractor.devx.open_crash_handler(
|
||||
ignore={TimeoutError,},
|
||||
):
|
||||
client = await AsyncVNCClient.connect(
|
||||
VNCConfig(
|
||||
host=host,
|
||||
|
|
@ -324,14 +326,20 @@ 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
|
||||
|
||||
try:
|
||||
for name, con in matches:
|
||||
print(f'Resetting data feed for {name}')
|
||||
|
|
@ -379,99 +387,3 @@ 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
|
||||
# )
|
||||
|
|
|
|||
|
|
@ -50,10 +50,11 @@ 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 (
|
||||
|
|
@ -91,10 +92,15 @@ from .symbols import (
|
|||
_exch_skip_list,
|
||||
_futes_venues,
|
||||
)
|
||||
from ._util import (
|
||||
log,
|
||||
# only for the ib_sync internal logging
|
||||
get_logger,
|
||||
from ...log import get_logger
|
||||
from .venues import (
|
||||
is_venue_open,
|
||||
sesh_times,
|
||||
is_venue_closure,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
_bar_load_dtype: list[tuple[str, type]] = [
|
||||
|
|
@ -180,7 +186,7 @@ class NonShittyIB(IB):
|
|||
# override `ib_insync` internal loggers so we can see wtf
|
||||
# it's doing..
|
||||
self._logger = get_logger(
|
||||
'ib_insync.ib',
|
||||
name=__name__,
|
||||
)
|
||||
self._createEvents()
|
||||
|
||||
|
|
@ -188,7 +194,7 @@ class NonShittyIB(IB):
|
|||
self.wrapper = NonShittyWrapper(self)
|
||||
self.client = ib_client.Client(self.wrapper)
|
||||
self.client._logger = get_logger(
|
||||
'ib_insync.client',
|
||||
name='ib_insync.client',
|
||||
)
|
||||
|
||||
# self.errorEvent += self._onError
|
||||
|
|
@ -260,6 +266,16 @@ 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.
|
||||
|
|
@ -333,9 +349,11 @@ class Client:
|
|||
self,
|
||||
fqme: str,
|
||||
|
||||
# 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 = "",
|
||||
# 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,
|
||||
|
||||
# ohlc sample period in seconds
|
||||
sample_period_s: int = 1,
|
||||
|
|
@ -346,9 +364,17 @@ class Client:
|
|||
|
||||
**kwargs,
|
||||
|
||||
) -> tuple[BarDataList, np.ndarray, Duration]:
|
||||
) -> tuple[
|
||||
BarDataList,
|
||||
np.ndarray,
|
||||
Duration,
|
||||
]:
|
||||
'''
|
||||
Retreive OHLCV bars for a fqme over a range to the present.
|
||||
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.
|
||||
|
||||
'''
|
||||
# See API docs here:
|
||||
|
|
@ -363,13 +389,19 @@ class Client:
|
|||
|
||||
dt_duration: Duration = (
|
||||
duration
|
||||
or default_dt_duration
|
||||
or
|
||||
default_dt_duration
|
||||
)
|
||||
|
||||
# TODO: maybe remove all this?
|
||||
global _enters
|
||||
if not end_dt:
|
||||
end_dt = ''
|
||||
if end_dt is None:
|
||||
end_dt: str = ''
|
||||
|
||||
else:
|
||||
est_end_dt = end_dt.in_tz('EST')
|
||||
if est_end_dt != end_dt:
|
||||
breakpoint()
|
||||
|
||||
_enters += 1
|
||||
|
||||
|
|
@ -438,58 +470,116 @@ 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 (
|
||||
# XXX XXX XXX
|
||||
# => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
|
||||
# XXX XXX XXX
|
||||
False
|
||||
and end_dt
|
||||
):
|
||||
if end_dt:
|
||||
nparr: np.ndarray = bars_to_np(bars)
|
||||
times: np.ndarray = nparr['time']
|
||||
first: float = times[0]
|
||||
tdiff: float = times[-1] - first
|
||||
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'
|
||||
)
|
||||
|
||||
if (
|
||||
# len(bars) * sample_period_s) < dt_duration.in_seconds()
|
||||
tdiff < dt_duration.in_seconds()
|
||||
# and False
|
||||
start_dt is None
|
||||
and (
|
||||
tdiff
|
||||
<
|
||||
dt_duration.in_seconds()
|
||||
)
|
||||
and
|
||||
not has_closure_gap
|
||||
):
|
||||
end_dt: DateTime = from_timestamp(first)
|
||||
log.warning(
|
||||
log.error(
|
||||
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'
|
||||
)
|
||||
(
|
||||
r_bars,
|
||||
r_arr,
|
||||
r_duration,
|
||||
) = await self.bars(
|
||||
fqme,
|
||||
start_dt=start_dt,
|
||||
end_dt=end_dt,
|
||||
sample_period_s=sample_period_s,
|
||||
# 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,
|
||||
|
||||
# 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)
|
||||
|
||||
|
|
@ -784,9 +874,16 @@ class Client:
|
|||
# crypto$
|
||||
elif exch == 'PAXOS': # btc.paxos
|
||||
con = Crypto(
|
||||
symbol=symbol,
|
||||
currency=currency,
|
||||
symbol=symbol.upper(),
|
||||
currency='USD',
|
||||
exchange='PAXOS',
|
||||
)
|
||||
# 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:
|
||||
|
|
@ -1187,7 +1284,7 @@ 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 = 10,
|
||||
connect_timeout: float = 30, # in case a remote-host
|
||||
disconnect_on_exit: bool = True,
|
||||
|
||||
) -> dict[str, Client]:
|
||||
|
|
|
|||
|
|
@ -50,6 +50,10 @@ 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,
|
||||
|
|
@ -77,7 +81,6 @@ from piker.clearing._messages import (
|
|||
BrokerdFill,
|
||||
BrokerdError,
|
||||
)
|
||||
from ._util import log
|
||||
from .api import (
|
||||
_accounts2clients,
|
||||
get_config,
|
||||
|
|
@ -95,6 +98,10 @@ from .ledger import (
|
|||
update_ledger_from_api_trades,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
def pack_position(
|
||||
pos: IbPosition,
|
||||
|
|
@ -536,9 +543,15 @@ 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,
|
||||
|
|
@ -69,15 +69,18 @@ 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
|
||||
|
|
@ -178,8 +181,8 @@ 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]:
|
||||
|
||||
|
|
@ -203,7 +206,8 @@ 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
|
||||
|
|
@ -219,8 +223,10 @@ 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'
|
||||
|
|
@ -262,12 +268,43 @@ async def open_history_client(
|
|||
vlm = bars_array['volume']
|
||||
vlm[vlm < 0] = 0
|
||||
|
||||
return bars_array, first_dt, last_dt
|
||||
# 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,
|
||||
)
|
||||
|
||||
# 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,
|
||||
|
|
@ -390,14 +427,13 @@ _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: str = '',
|
||||
start_dt: str | None = '',
|
||||
end_dt: datetime|None = None,
|
||||
start_dt: datetime|None = None,
|
||||
|
||||
# TODO: make this more dynamic based on measured frame rx latency?
|
||||
# how long before we trigger a feed reset (seconds)
|
||||
|
|
@ -451,6 +487,9 @@ 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,
|
||||
|
||||
|
|
@ -701,7 +740,7 @@ async def _setup_quote_stream(
|
|||
# '294', # Trade rate / minute
|
||||
# '295', # Vlm rate / minute
|
||||
),
|
||||
contract: Contract | None = None,
|
||||
contract: Contract|None = None,
|
||||
|
||||
) -> trio.abc.ReceiveChannel:
|
||||
'''
|
||||
|
|
@ -723,7 +762,12 @@ async def _setup_quote_stream(
|
|||
# XXX since this is an `asyncio.Task`, we must use
|
||||
# tractor.pause_from_sync()
|
||||
|
||||
caccount_name, client = get_preferred_data_client(accts2clients)
|
||||
(
|
||||
_account_name,
|
||||
client,
|
||||
) = get_preferred_data_client(
|
||||
accts2clients,
|
||||
)
|
||||
contract = (
|
||||
contract
|
||||
or
|
||||
|
|
@ -1058,14 +1102,9 @@ async def stream_quotes(
|
|||
)
|
||||
|
||||
# is venue active rn?
|
||||
venue_is_open: bool = any(
|
||||
is_current_time_in_range(
|
||||
start_dt=sesh.start,
|
||||
end_dt=sesh.end,
|
||||
venue_is_open: bool = is_venue_open(
|
||||
con_deats=details,
|
||||
)
|
||||
for sesh in details.tradingSessions()
|
||||
)
|
||||
|
||||
init_msg = FeedInit(mkt_info=mkt)
|
||||
|
||||
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
||||
|
|
@ -1082,6 +1121,7 @@ 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:
|
||||
|
|
@ -1134,15 +1174,14 @@ 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
|
||||
|
|
@ -1166,6 +1205,9 @@ 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
|
||||
|
|
@ -1213,55 +1255,12 @@ 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()
|
||||
feed_is_live.set()
|
||||
quote = normalize(ticker)
|
||||
fqme: str = quote['fqme']
|
||||
await send_chan.send({fqme: quote})
|
||||
|
||||
|
|
|
|||
|
|
@ -44,6 +44,7 @@ from ib_insync import (
|
|||
CommissionReport,
|
||||
)
|
||||
|
||||
from piker.log import get_logger
|
||||
from piker.types import Struct
|
||||
from piker.data import (
|
||||
SymbologyCache,
|
||||
|
|
@ -57,7 +58,6 @@ from piker.accounting import (
|
|||
iter_by_dt,
|
||||
)
|
||||
from ._flex_reports import parse_flex_dt
|
||||
from ._util import log
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .api import (
|
||||
|
|
@ -65,6 +65,9 @@ if TYPE_CHECKING:
|
|||
MethodProxy,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
tx_sort: Callable = partial(
|
||||
iter_by_dt,
|
||||
|
|
|
|||
|
|
@ -42,10 +42,7 @@ from piker.accounting import (
|
|||
from piker._cacheables import (
|
||||
async_lifo_cache,
|
||||
)
|
||||
|
||||
from ._util import (
|
||||
log,
|
||||
)
|
||||
from piker.log import get_logger
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .api import (
|
||||
|
|
@ -53,6 +50,10 @@ if TYPE_CHECKING:
|
|||
Client,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
_futes_venues = (
|
||||
'GLOBEX',
|
||||
'NYMEX',
|
||||
|
|
@ -134,7 +135,7 @@ _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')},
|
||||
}
|
||||
|
||||
|
|
@ -488,8 +489,7 @@ 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..
|
||||
|
|
|
|||
|
|
@ -0,0 +1,312 @@
|
|||
# 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
|
||||
# )
|
||||
|
|
@ -62,9 +62,12 @@ 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,
|
||||
)
|
||||
|
|
@ -78,6 +81,8 @@ from .ledger import (
|
|||
verify_balances,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
MsgUnion = Union[
|
||||
BrokerdCancel,
|
||||
BrokerdError,
|
||||
|
|
@ -431,9 +436,15 @@ 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()`?
|
||||
|
|
|
|||
|
|
@ -50,13 +50,19 @@ from . import open_cached_client
|
|||
from piker._cacheables import async_lifo_cache
|
||||
from .. import config
|
||||
from ._util import resproc, BrokerError, SymbolNotFound
|
||||
from ..log import (
|
||||
from piker.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/'
|
||||
|
|
@ -1205,7 +1211,10 @@ 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(loglevel)
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
async with open_cached_client('questrade') as client:
|
||||
if feed_type == 'stock':
|
||||
|
|
|
|||
|
|
@ -30,9 +30,16 @@ import asks
|
|||
from ._util import (
|
||||
resproc,
|
||||
BrokerError,
|
||||
log,
|
||||
)
|
||||
from ..calc import percent_change
|
||||
from piker.calc import percent_change
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
)
|
||||
|
||||
log = get_logger(
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
|
||||
_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 = 'error',
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> tuple[
|
||||
OrderClient, # client
|
||||
|
|
|
|||
|
|
@ -47,6 +47,7 @@ from tractor import trionics
|
|||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
subsys,
|
||||
)
|
||||
from ..accounting._mktinfo import (
|
||||
unpack_fqme,
|
||||
|
|
@ -136,7 +137,7 @@ 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
|
||||
|
|
@ -278,7 +279,7 @@ 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!?'
|
||||
|
|
@ -336,8 +337,8 @@ 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,
|
||||
|
|
@ -351,9 +352,21 @@ 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():
|
||||
def mk_paper_ep(
|
||||
loglevel: str,
|
||||
):
|
||||
from . import _paper_engine as paper_mod
|
||||
|
||||
nonlocal brokermod, exec_mode
|
||||
|
|
@ -405,17 +418,21 @@ 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() as msg:
|
||||
async with mk_paper_ep(
|
||||
loglevel=loglevel,
|
||||
) as msg:
|
||||
yield msg
|
||||
return
|
||||
|
||||
|
|
@ -426,7 +443,9 @@ 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() as msg:
|
||||
async with mk_paper_ep(
|
||||
loglevel=loglevel,
|
||||
) as msg:
|
||||
yield msg
|
||||
return
|
||||
else:
|
||||
|
|
@ -729,6 +748,7 @@ class Router(Struct):
|
|||
except (
|
||||
trio.ClosedResourceError,
|
||||
trio.BrokenResourceError,
|
||||
tractor.TransportClosed,
|
||||
):
|
||||
to_remove.add(client_stream)
|
||||
log.warning(
|
||||
|
|
@ -760,12 +780,16 @@ _router: Router = None
|
|||
@tractor.context
|
||||
async def _setup_persistent_emsd(
|
||||
ctx: tractor.Context,
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
) -> None:
|
||||
|
||||
if loglevel:
|
||||
get_console_log(loglevel)
|
||||
_log = get_console_log(
|
||||
level=loglevel,
|
||||
name=subsys,
|
||||
)
|
||||
assert _log.name == 'piker.clearing'
|
||||
|
||||
global _router
|
||||
|
||||
|
|
@ -821,7 +845,7 @@ 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
|
||||
|
|
@ -1282,7 +1306,7 @@ 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,
|
||||
|
|
@ -1699,5 +1723,5 @@ async def _emsd_main(
|
|||
if not client_streams:
|
||||
log.warning(
|
||||
f'Order dialog is not being monitored:\n'
|
||||
f'{oid} ->\n{client_stream._ctx.chan.uid}'
|
||||
f'{oid!r} <-> {client_stream.chan.aid.reprol()}\n'
|
||||
)
|
||||
|
|
|
|||
|
|
@ -59,9 +59,9 @@ from piker.data import (
|
|||
open_symcache,
|
||||
)
|
||||
from piker.types import Struct
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ._messages import (
|
||||
BrokerdCancel,
|
||||
|
|
@ -73,6 +73,8 @@ from ._messages import (
|
|||
BrokerdError,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
class PaperBoi(Struct):
|
||||
'''
|
||||
|
|
@ -550,16 +552,18 @@ _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* subactor
|
||||
get_console_log(loglevel)
|
||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
||||
get_console_log(
|
||||
level=loglevel,
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
symcache: SymbologyCache
|
||||
async with open_symcache(get_brokermod(broker)) as symcache:
|
||||
|
|
|
|||
|
|
@ -28,12 +28,14 @@ from ..log import (
|
|||
from piker.types import Struct
|
||||
subsys: str = 'piker.clearing'
|
||||
|
||||
log = get_logger(subsys)
|
||||
log = get_logger(
|
||||
name='piker.clearing',
|
||||
)
|
||||
|
||||
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
name='clearing',
|
||||
)
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -61,7 +61,8 @@ def load_trans_eps(
|
|||
|
||||
if (
|
||||
network
|
||||
and not maddrs
|
||||
and
|
||||
not maddrs
|
||||
):
|
||||
# load network section and (attempt to) connect all endpoints
|
||||
# which are reachable B)
|
||||
|
|
@ -112,31 +113,27 @@ 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,
|
||||
loglevel: str,
|
||||
tl: bool,
|
||||
pdb: bool,
|
||||
# tsdb: bool,
|
||||
# es: bool,
|
||||
):
|
||||
'''
|
||||
Spawn the piker broker-daemon.
|
||||
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.
|
||||
|
||||
'''
|
||||
# from tractor.devx import maybe_open_crash_handler
|
||||
# with maybe_open_crash_handler(pdb=False):
|
||||
log = get_console_log(loglevel, name='cli')
|
||||
log = get_console_log(
|
||||
level=loglevel,
|
||||
with_tractor_log=tl,
|
||||
)
|
||||
|
||||
if pdb:
|
||||
log.warning((
|
||||
|
|
@ -237,6 +234,14 @@ 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)
|
||||
|
|
@ -295,17 +300,50 @@ 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, ports):
|
||||
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,
|
||||
|
||||
from ..service import (
|
||||
`{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 (
|
||||
open_piker_runtime,
|
||||
_default_registry_port,
|
||||
_default_registry_host,
|
||||
)
|
||||
|
||||
host = _default_registry_host
|
||||
# !TODO, mk this to work with UDS!
|
||||
host: str = _default_registry_host
|
||||
if not ports:
|
||||
ports = [_default_registry_port]
|
||||
ports: list[int] = [_default_registry_port]
|
||||
|
||||
addr = tractor._addr.wrap_address(
|
||||
addr=(host, ports[0])
|
||||
|
|
@ -316,7 +354,11 @@ def services(config, tl, ports):
|
|||
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,
|
||||
|
|
@ -336,7 +378,15 @@ def services(config, tl, ports):
|
|||
|
||||
|
||||
def _load_clis() -> None:
|
||||
# from ..service import elastic # noqa
|
||||
'''
|
||||
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 ..brokers import cli # noqa
|
||||
from ..ui import cli # noqa
|
||||
from ..watchlists import cli # noqa
|
||||
|
|
@ -346,5 +396,5 @@ def _load_clis() -> None:
|
|||
from ..accounting import cli # noqa
|
||||
|
||||
|
||||
# load downstream cli modules
|
||||
# load all subsytem cli eps
|
||||
_load_clis()
|
||||
|
|
|
|||
|
|
@ -80,25 +80,26 @@ 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,
|
||||
trio.ClosedResourceError,
|
||||
trio.EndOfChannel,
|
||||
tractor.TransportClosed,
|
||||
)
|
||||
|
||||
# holds all the ``tractor.Context`` remote subscriptions for
|
||||
|
|
@ -248,8 +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:
|
||||
'''
|
||||
|
|
@ -291,9 +292,10 @@ class Sampler:
|
|||
|
||||
except self.bcast_errors as err:
|
||||
log.error(
|
||||
f'Connection dropped for IPC ctx\n'
|
||||
f'{stream._ctx}\n\n'
|
||||
f'Due to {type(err)}'
|
||||
f'Connection dropped for IPC ctx due to,\n'
|
||||
f'{type(err)!r}\n'
|
||||
f'\n'
|
||||
f'{stream._ctx}'
|
||||
)
|
||||
borked.add(stream)
|
||||
else:
|
||||
|
|
@ -313,7 +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
|
||||
|
|
@ -330,14 +332,22 @@ 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,
|
||||
|
||||
) -> None:
|
||||
) -> set[int]:
|
||||
|
||||
get_console_log(tractor.current_actor().loglevel)
|
||||
get_console_log(
|
||||
level=(
|
||||
loglevel
|
||||
or
|
||||
tractor.current_actor().loglevel
|
||||
),
|
||||
name=__name__,
|
||||
)
|
||||
incr_was_started: bool = False
|
||||
|
||||
try:
|
||||
|
|
@ -362,7 +372,12 @@ 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:
|
||||
if (
|
||||
shms_by_period is not None
|
||||
# and
|
||||
# feed_is_live.is_set()
|
||||
# ^TODO? pass it in instead?
|
||||
):
|
||||
from ._sharedmem import (
|
||||
attach_shm_array,
|
||||
_Token,
|
||||
|
|
@ -376,12 +391,17 @@ 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:
|
||||
|
|
@ -427,7 +447,7 @@ async def register_with_sampler(
|
|||
|
||||
async def spawn_samplerd(
|
||||
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
**extra_tractor_kwargs
|
||||
|
||||
) -> bool:
|
||||
|
|
@ -464,6 +484,7 @@ async def spawn_samplerd(
|
|||
register_with_sampler,
|
||||
period_s=1,
|
||||
sub_for_broadcasts=False,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
return True
|
||||
|
||||
|
|
@ -472,8 +493,7 @@ async def spawn_samplerd(
|
|||
|
||||
@acm
|
||||
async def maybe_open_samplerd(
|
||||
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
**pikerd_kwargs,
|
||||
|
||||
) -> tractor.Portal: # noqa
|
||||
|
|
@ -498,13 +518,13 @@ 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]]:
|
||||
|
|
@ -533,11 +553,15 @@ 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() as portal,
|
||||
maybe_open_samplerd(
|
||||
loglevel=loglevel,
|
||||
) as portal,
|
||||
|
||||
portal.open_context(
|
||||
register_with_sampler,
|
||||
|
|
@ -546,11 +570,12 @@ 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, first)
|
||||
) as (ctx, shm_periods)
|
||||
):
|
||||
if ensure_is_active:
|
||||
assert len(first) > 1
|
||||
assert len(shm_periods) > 1
|
||||
|
||||
async with (
|
||||
ctx.open_stream(
|
||||
|
|
@ -741,7 +766,7 @@ async def sample_and_broadcast(
|
|||
log.warning(
|
||||
f'Feed OVERRUN {sub_key}'
|
||||
f'@{bus.brokername} -> \n'
|
||||
f'feed @ {chan.uid}\n'
|
||||
f'feed @ {chan.aid.reprol()}\n'
|
||||
f'throttle = {throttle} Hz'
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -520,7 +520,10 @@ def open_shm_array(
|
|||
|
||||
# "unlink" created shm on process teardown by
|
||||
# pushing teardown calls onto actor context stack
|
||||
stack = tractor.current_actor().lifetime_stack
|
||||
stack = tractor.current_actor(
|
||||
err_on_no_runtime=False,
|
||||
).lifetime_stack
|
||||
if stack:
|
||||
stack.callback(shmarr.close)
|
||||
stack.callback(shmarr.destroy)
|
||||
|
||||
|
|
@ -607,7 +610,10 @@ def attach_shm_array(
|
|||
_known_tokens[key] = token
|
||||
|
||||
# "close" attached shm on actor teardown
|
||||
tractor.current_actor().lifetime_stack.callback(sha.close)
|
||||
if (actor := tractor.current_actor(
|
||||
err_on_no_runtime=False,
|
||||
)):
|
||||
actor.lifetime_stack.callback(sha.close)
|
||||
|
||||
return sha
|
||||
|
||||
|
|
|
|||
|
|
@ -26,7 +26,9 @@ from ..log import (
|
|||
)
|
||||
subsys: str = 'piker.data'
|
||||
|
||||
log = get_logger(subsys)
|
||||
log = get_logger(
|
||||
name=subsys,
|
||||
)
|
||||
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
|
|
|
|||
|
|
@ -31,6 +31,7 @@ from typing import (
|
|||
AsyncContextManager,
|
||||
AsyncGenerator,
|
||||
Iterable,
|
||||
Type,
|
||||
)
|
||||
import json
|
||||
|
||||
|
|
@ -67,7 +68,7 @@ class NoBsWs:
|
|||
|
||||
'''
|
||||
# apparently we can QoS for all sorts of reasons..so catch em.
|
||||
recon_errors = (
|
||||
recon_errors: tuple[Type[Exception]] = (
|
||||
ConnectionClosed,
|
||||
DisconnectionTimeout,
|
||||
ConnectionRejected,
|
||||
|
|
@ -105,7 +106,10 @@ class NoBsWs:
|
|||
def connected(self) -> bool:
|
||||
return self._connected.is_set()
|
||||
|
||||
async def reset(self) -> None:
|
||||
async def reset(
|
||||
self,
|
||||
timeout: float,
|
||||
) -> bool:
|
||||
'''
|
||||
Reset the underlying ws connection by cancelling
|
||||
the bg relay task and waiting for it to signal
|
||||
|
|
@ -114,18 +118,31 @@ class NoBsWs:
|
|||
'''
|
||||
self._connected = trio.Event()
|
||||
self._cs.cancel()
|
||||
with trio.move_on_after(timeout) as cs:
|
||||
await self._connected.wait()
|
||||
return True
|
||||
|
||||
assert cs.cancelled_caught
|
||||
return False
|
||||
|
||||
async def send_msg(
|
||||
self,
|
||||
data: Any,
|
||||
timeout: float = 3,
|
||||
) -> None:
|
||||
while True:
|
||||
try:
|
||||
msg: Any = self._dumps(data)
|
||||
return await self._ws.send_message(msg)
|
||||
except self.recon_errors:
|
||||
await self.reset()
|
||||
with trio.CancelScope(shield=True):
|
||||
reconnected: bool = await self.reset(
|
||||
timeout=timeout,
|
||||
)
|
||||
if not reconnected:
|
||||
log.warning(
|
||||
'Failed to reconnect after {timeout!r}s ??'
|
||||
)
|
||||
|
||||
async def recv_msg(self) -> Any:
|
||||
msg: Any = await self._rx.receive()
|
||||
|
|
@ -191,7 +208,9 @@ async def _reconnect_forever(
|
|||
f'{src_mod}\n'
|
||||
f'{url} connection bail with:'
|
||||
)
|
||||
with trio.CancelScope(shield=True):
|
||||
await trio.sleep(0.5)
|
||||
|
||||
rent_cs.cancel()
|
||||
|
||||
# go back to reonnect loop in parent task
|
||||
|
|
@ -291,6 +310,7 @@ async def _reconnect_forever(
|
|||
log.exception(
|
||||
'Reconnect-attempt failed ??\n'
|
||||
)
|
||||
with trio.CancelScope(shield=True):
|
||||
await trio.sleep(0.2) # throttle
|
||||
raise berr
|
||||
|
||||
|
|
@ -351,6 +371,7 @@ async def open_autorecon_ws(
|
|||
rcv: trio.MemoryReceiveChannel
|
||||
snd, rcv = trio.open_memory_channel(616)
|
||||
|
||||
try:
|
||||
async with (
|
||||
tractor.trionics.collapse_eg(),
|
||||
trio.open_nursery() as tn
|
||||
|
|
@ -378,6 +399,12 @@ async def open_autorecon_ws(
|
|||
finally:
|
||||
tn.cancel_scope.cancel()
|
||||
|
||||
except NoBsWs.recon_errors as con_err:
|
||||
log.warning(
|
||||
f'Entire ws-channel disconnect due to,\n'
|
||||
f'con_err: {con_err!r}\n'
|
||||
)
|
||||
|
||||
|
||||
'''
|
||||
JSONRPC response-request style machinery for transparent multiplexing
|
||||
|
|
|
|||
|
|
@ -62,7 +62,6 @@ from ._util import (
|
|||
log,
|
||||
get_console_log,
|
||||
)
|
||||
from .flows import Flume
|
||||
from .validate import (
|
||||
FeedInit,
|
||||
validate_backend,
|
||||
|
|
@ -77,6 +76,7 @@ from ._sampling import (
|
|||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from .flows import Flume
|
||||
from tractor._addr import Address
|
||||
from tractor.msg.types import Aid
|
||||
|
||||
|
|
@ -239,7 +239,6 @@ async def allocate_persistent_feed(
|
|||
|
||||
brokername: str,
|
||||
symstr: str,
|
||||
|
||||
loglevel: str,
|
||||
start_stream: bool = True,
|
||||
init_timeout: float = 616,
|
||||
|
|
@ -278,7 +277,7 @@ 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
|
||||
|
|
@ -348,11 +347,14 @@ async def allocate_persistent_feed(
|
|||
izero_rt,
|
||||
rt_shm,
|
||||
) = await bus.nursery.start(
|
||||
partial(
|
||||
manage_history,
|
||||
mod,
|
||||
mkt,
|
||||
some_data_ready,
|
||||
feed_is_live,
|
||||
mod=mod,
|
||||
mkt=mkt,
|
||||
some_data_ready=some_data_ready,
|
||||
feed_is_live=feed_is_live,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
)
|
||||
|
||||
# yield back control to starting nursery once we receive either
|
||||
|
|
@ -362,6 +364,8 @@ 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
|
||||
|
|
@ -458,7 +462,6 @@ 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
|
||||
|
|
@ -479,13 +482,16 @@ async def open_feed_bus(
|
|||
|
||||
'''
|
||||
if loglevel is None:
|
||||
loglevel = tractor.current_actor().loglevel
|
||||
loglevel: str = tractor.current_actor().loglevel
|
||||
|
||||
# XXX: required to propagate ``tractor`` loglevel to piker
|
||||
# logging
|
||||
get_console_log(
|
||||
loglevel
|
||||
or tractor.current_actor().loglevel
|
||||
level=(loglevel
|
||||
or
|
||||
tractor.current_actor().loglevel
|
||||
),
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
# local state sanity checks
|
||||
|
|
@ -500,7 +506,6 @@ 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
|
||||
|
|
@ -684,6 +689,7 @@ class Feed(Struct):
|
|||
'''
|
||||
mods: dict[str, ModuleType] = {}
|
||||
portals: dict[ModuleType, tractor.Portal] = {}
|
||||
|
||||
flumes: dict[
|
||||
str, # FQME
|
||||
Flume,
|
||||
|
|
@ -797,7 +803,7 @@ async def install_brokerd_search(
|
|||
@acm
|
||||
async def maybe_open_feed(
|
||||
fqmes: list[str],
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
**kwargs,
|
||||
|
||||
|
|
@ -813,6 +819,11 @@ async def maybe_open_feed(
|
|||
'''
|
||||
fqme = fqmes[0]
|
||||
|
||||
# if (
|
||||
# loglevel != 'info'
|
||||
# ):
|
||||
# await tractor.pause()
|
||||
|
||||
async with trionics.maybe_open_context(
|
||||
acm_func=open_feed,
|
||||
kwargs={
|
||||
|
|
@ -879,9 +890,12 @@ async def open_feed(
|
|||
providers.setdefault(mod, []).append(bs_fqme)
|
||||
feed.mods[mod.name] = mod
|
||||
|
||||
if (
|
||||
loglevel != 'info'
|
||||
):
|
||||
await tractor.pause()
|
||||
# one actor per brokerd for now
|
||||
brokerd_ctxs = []
|
||||
|
||||
for brokermod, bfqmes in providers.items():
|
||||
|
||||
# if no `brokerd` for this backend exists yet we spawn
|
||||
|
|
@ -951,6 +965,8 @@ 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,
|
||||
):
|
||||
|
|
|
|||
|
|
@ -24,6 +24,7 @@ from functools import partial
|
|||
from typing import (
|
||||
AsyncIterator,
|
||||
Callable,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import numpy as np
|
||||
|
|
@ -33,12 +34,12 @@ import tractor
|
|||
from tractor.msg import NamespacePath
|
||||
|
||||
from piker.types import Struct
|
||||
from ..log import get_logger, get_console_log
|
||||
from .. import data
|
||||
from ..data.feed import (
|
||||
Flume,
|
||||
Feed,
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
from .. import data
|
||||
from ..data.flows import Flume
|
||||
from ..data._sharedmem import ShmArray
|
||||
from ..data._sampling import (
|
||||
_default_delay_s,
|
||||
|
|
@ -52,6 +53,9 @@ from ._api import (
|
|||
)
|
||||
from ..toolz import Profiler
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ..data.feed import Feed
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
|
|
@ -169,8 +173,10 @@ class Cascade(Struct):
|
|||
if not synced:
|
||||
fsp: Fsp = self.fsp
|
||||
log.warning(
|
||||
'***DESYNCED FSP***\n'
|
||||
f'{fsp.ns_path}@{src_shm.token}\n'
|
||||
f'***DESYNCED fsp***\n'
|
||||
f'------------------\n'
|
||||
f'ns-path: {fsp.ns_path!r}\n'
|
||||
f'shm-token: {src_shm.token}\n'
|
||||
f'step_diff: {step_diff}\n'
|
||||
f'len_diff: {len_diff}\n'
|
||||
)
|
||||
|
|
@ -398,7 +404,6 @@ async def connect_streams(
|
|||
|
||||
@tractor.context
|
||||
async def cascade(
|
||||
|
||||
ctx: tractor.Context,
|
||||
|
||||
# data feed key
|
||||
|
|
@ -412,7 +417,7 @@ async def cascade(
|
|||
shm_registry: dict[str, _Token],
|
||||
|
||||
zero_on_step: bool = False,
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -426,7 +431,17 @@ async def cascade(
|
|||
)
|
||||
|
||||
if loglevel:
|
||||
get_console_log(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()
|
||||
|
||||
src: Flume = Flume.from_msg(src_flume_addr)
|
||||
dst: Flume = Flume.from_msg(
|
||||
|
|
@ -469,7 +484,8 @@ async def cascade(
|
|||
# open a data feed stream with requested broker
|
||||
feed: Feed
|
||||
async with data.feed.maybe_open_feed(
|
||||
[fqme],
|
||||
fqmes=[fqme],
|
||||
loglevel=loglevel,
|
||||
|
||||
# TODO throttle tick outputs from *this* daemon since
|
||||
# it'll emit tons of ticks due to the throttle only
|
||||
|
|
@ -567,7 +583,8 @@ async def cascade(
|
|||
# on every step msg received from the global `samplerd`
|
||||
# service.
|
||||
async with open_sample_stream(
|
||||
float(delay_s)
|
||||
period_s=float(delay_s),
|
||||
loglevel=loglevel,
|
||||
) as istream:
|
||||
|
||||
profiler(f'{func_name}: sample stream up')
|
||||
|
|
|
|||
71
piker/log.py
71
piker/log.py
|
|
@ -37,35 +37,84 @@ _proj_name: str = 'piker'
|
|||
|
||||
|
||||
def get_logger(
|
||||
name: str = None,
|
||||
|
||||
name: str|None = None,
|
||||
**tractor_log_kwargs,
|
||||
) -> logging.Logger:
|
||||
'''
|
||||
Return the package log or a sub-log for `name` if provided.
|
||||
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.
|
||||
|
||||
'''
|
||||
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,
|
||||
_root_name=_proj_name,
|
||||
pkg_name=pkg_name,
|
||||
**tractor_log_kwargs,
|
||||
)
|
||||
|
||||
|
||||
def get_console_log(
|
||||
level: str | None = None,
|
||||
name: str | None = None,
|
||||
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,
|
||||
|
||||
) -> 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...
|
||||
Yeah yeah, i know we can use `DictConfig`.
|
||||
You do it.. Bp
|
||||
|
||||
'''
|
||||
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,
|
||||
_root_name=_proj_name,
|
||||
) # our root logger
|
||||
pkg_name=pkg_name,
|
||||
**tractor_log_kwargs,
|
||||
)
|
||||
|
||||
|
||||
def colorize_json(
|
||||
|
|
|
|||
|
|
@ -21,7 +21,6 @@
|
|||
from __future__ import annotations
|
||||
import os
|
||||
from typing import (
|
||||
Optional,
|
||||
Any,
|
||||
ClassVar,
|
||||
)
|
||||
|
|
@ -32,9 +31,12 @@ from contextlib import (
|
|||
import tractor
|
||||
import trio
|
||||
|
||||
from ._util import (
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
)
|
||||
from ._util import (
|
||||
subsys,
|
||||
)
|
||||
from ._mngr import (
|
||||
Services,
|
||||
)
|
||||
|
|
@ -59,7 +61,7 @@ async def open_piker_runtime(
|
|||
registry_addrs: list[tuple[str, int]] = [],
|
||||
|
||||
enable_modules: list[str] = [],
|
||||
loglevel: Optional[str] = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
# XXX NOTE XXX: you should pretty much never want debug mode
|
||||
# for data daemons when running in production.
|
||||
|
|
@ -69,7 +71,7 @@ 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[
|
||||
|
|
@ -97,7 +99,8 @@ 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):
|
||||
|
|
@ -163,8 +166,7 @@ _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.
|
||||
|
|
@ -192,7 +194,6 @@ async def open_pikerd(
|
|||
|
||||
async with (
|
||||
open_piker_runtime(
|
||||
|
||||
name=_root_dname,
|
||||
loglevel=loglevel,
|
||||
debug_mode=debug_mode,
|
||||
|
|
@ -273,7 +274,10 @@ async def maybe_open_pikerd(
|
|||
|
||||
'''
|
||||
if loglevel:
|
||||
get_console_log(loglevel)
|
||||
get_console_log(
|
||||
name=subsys,
|
||||
level=loglevel
|
||||
)
|
||||
|
||||
# subtle, we must have the runtime up here or portal lookup will fail
|
||||
query_name = kwargs.pop(
|
||||
|
|
|
|||
|
|
@ -49,13 +49,15 @@ from requests.exceptions import (
|
|||
ReadTimeout,
|
||||
)
|
||||
|
||||
from ._mngr import Services
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ._mngr import Services
|
||||
from .. import config
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
class DockerNotStarted(Exception):
|
||||
'Prolly you dint start da daemon bruh'
|
||||
|
|
@ -336,13 +338,16 @@ class Container:
|
|||
async def open_ahabd(
|
||||
ctx: tractor.Context,
|
||||
endpoint: str, # ns-pointer str-msg-type
|
||||
loglevel: str | None = None,
|
||||
loglevel: str = 'cancel',
|
||||
|
||||
**ep_kwargs,
|
||||
|
||||
) -> None:
|
||||
|
||||
log = get_console_log(loglevel or 'cancel')
|
||||
log = get_console_log(
|
||||
level=loglevel,
|
||||
name='piker.service',
|
||||
)
|
||||
|
||||
async with open_docker() as client:
|
||||
|
||||
|
|
|
|||
|
|
@ -30,8 +30,9 @@ from contextlib import (
|
|||
import tractor
|
||||
from trio.lowlevel import current_task
|
||||
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
from ._mngr import (
|
||||
Services,
|
||||
|
|
@ -39,16 +40,17 @@ 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,
|
||||
|
|
@ -66,6 +68,12 @@ 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]
|
||||
|
|
@ -152,8 +160,7 @@ async def maybe_spawn_daemon(
|
|||
|
||||
|
||||
async def spawn_emsd(
|
||||
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
**extra_tractor_kwargs
|
||||
|
||||
) -> bool:
|
||||
|
|
@ -190,9 +197,8 @@ 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 ._util import (
|
||||
log, # sub-sys logger
|
||||
)
|
||||
from piker.log import get_logger
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
# TODO: we need remote wrapping and a general soln:
|
||||
|
|
|
|||
|
|
@ -27,15 +27,29 @@ from typing import (
|
|||
)
|
||||
|
||||
import tractor
|
||||
from tractor import Portal
|
||||
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
from tractor import (
|
||||
msg,
|
||||
Actor,
|
||||
Portal,
|
||||
)
|
||||
|
||||
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] = (
|
||||
_default_reg_addr: tuple[
|
||||
str,
|
||||
int, # |str TODO, once we support UDS, see above.
|
||||
] = (
|
||||
_default_registry_host,
|
||||
_default_registry_port,
|
||||
)
|
||||
|
|
@ -75,16 +89,22 @@ async def open_registry(
|
|||
|
||||
'''
|
||||
global _tractor_kwargs
|
||||
actor = tractor.current_actor()
|
||||
uid = actor.uid
|
||||
preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
|
||||
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
|
||||
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'
|
||||
|
|
@ -98,7 +118,6 @@ async def open_registry(
|
|||
)
|
||||
|
||||
was_set: bool = False
|
||||
|
||||
if (
|
||||
not tractor.is_root_process()
|
||||
and
|
||||
|
|
@ -115,16 +134,23 @@ 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.
|
||||
_tractor_kwargs['registry_addrs'] = Registry.addrs
|
||||
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
|
||||
|
||||
try:
|
||||
yield Registry.addrs
|
||||
|
|
@ -149,7 +175,7 @@ async def find_service(
|
|||
| None
|
||||
):
|
||||
# try:
|
||||
reg_addrs: list[tuple[str, int]]
|
||||
reg_addrs: list[tuple[str, int|str]]
|
||||
async with open_registry(
|
||||
addrs=(
|
||||
registry_addrs
|
||||
|
|
@ -172,15 +198,13 @@ async def find_service(
|
|||
only_first=first_only, # if set only returns single ref
|
||||
) as maybe_portals:
|
||||
if not maybe_portals:
|
||||
# log.info(
|
||||
print(
|
||||
log.info(
|
||||
f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
|
||||
)
|
||||
yield None
|
||||
return
|
||||
|
||||
# log.info(
|
||||
print(
|
||||
log.info(
|
||||
f'Found service {service_name!r} -> {maybe_portals}'
|
||||
)
|
||||
yield maybe_portals
|
||||
|
|
@ -195,8 +219,7 @@ async def find_service(
|
|||
|
||||
async def check_for_service(
|
||||
service_name: str,
|
||||
|
||||
) -> None | tuple[str, int]:
|
||||
) -> None|tuple[str, int]:
|
||||
'''
|
||||
Service daemon "liveness" predicate.
|
||||
|
||||
|
|
|
|||
|
|
@ -14,20 +14,12 @@
|
|||
# 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.
|
||||
Sub-sys module commons (if any ?? Bp).
|
||||
|
||||
"""
|
||||
from functools import partial
|
||||
|
||||
from ..log import (
|
||||
get_logger,
|
||||
get_console_log,
|
||||
)
|
||||
subsys: str = 'piker.service'
|
||||
|
||||
log = get_logger(subsys)
|
||||
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
)
|
||||
# ?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?
|
||||
|
|
|
|||
|
|
@ -16,6 +16,7 @@
|
|||
|
||||
from __future__ import annotations
|
||||
from contextlib import asynccontextmanager as acm
|
||||
from pprint import pformat
|
||||
from typing import (
|
||||
Any,
|
||||
TYPE_CHECKING,
|
||||
|
|
@ -26,12 +27,17 @@ import asks
|
|||
if TYPE_CHECKING:
|
||||
import docker
|
||||
from ._ahab import DockerContainer
|
||||
from . import (
|
||||
Services,
|
||||
)
|
||||
|
||||
from ._util import log # sub-sys logger
|
||||
from ._util import (
|
||||
from piker.log import (
|
||||
get_console_log,
|
||||
get_logger,
|
||||
)
|
||||
|
||||
log = get_logger(name=__name__)
|
||||
|
||||
|
||||
# container level config
|
||||
_config = {
|
||||
|
|
@ -67,7 +73,10 @@ def start_elasticsearch(
|
|||
elastic
|
||||
|
||||
'''
|
||||
get_console_log('info', name=__name__)
|
||||
get_console_log(
|
||||
level='info',
|
||||
name=__name__,
|
||||
)
|
||||
|
||||
dcntr: DockerContainer = client.containers.run(
|
||||
'piker:elastic',
|
||||
|
|
|
|||
|
|
@ -52,17 +52,18 @@ import pendulum
|
|||
# TODO: import this for specific error set expected by mkts client
|
||||
# import purerpc
|
||||
|
||||
from ..data.feed import maybe_open_feed
|
||||
from piker.data.feed import maybe_open_feed
|
||||
from . import Services
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
from piker.log import (
|
||||
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
|
||||
|
|
|
|||
|
|
@ -43,7 +43,6 @@ from typing import (
|
|||
|
||||
import numpy as np
|
||||
|
||||
|
||||
from .. import config
|
||||
from ..service import (
|
||||
check_for_service,
|
||||
|
|
@ -152,7 +151,10 @@ class StorageConnectionError(ConnectionError):
|
|||
|
||||
'''
|
||||
|
||||
def get_storagemod(name: str) -> ModuleType:
|
||||
def get_storagemod(
|
||||
name: str,
|
||||
|
||||
) -> ModuleType:
|
||||
mod: ModuleType = import_module(
|
||||
'.' + name,
|
||||
'piker.storage',
|
||||
|
|
@ -165,9 +167,12 @@ def get_storagemod(name: str) -> ModuleType:
|
|||
|
||||
@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.
|
||||
|
||||
|
|
@ -267,7 +272,10 @@ 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],
|
||||
|
|
@ -275,7 +283,7 @@ async def open_tsdb_client(
|
|||
|
||||
) as feed,
|
||||
):
|
||||
profiler(f'opened feed for {fqme}')
|
||||
profiler(f'opened feed for {fqme!r}')
|
||||
|
||||
# to_append = feed.hist_shm.array
|
||||
# to_prepend = None
|
||||
|
|
|
|||
|
|
@ -19,16 +19,10 @@ 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,
|
||||
)
|
||||
|
||||
|
|
@ -47,7 +41,6 @@ from piker.data import (
|
|||
ShmArray,
|
||||
)
|
||||
from piker import tsp
|
||||
from piker.data._formatters import BGM
|
||||
from . import log
|
||||
from . import (
|
||||
__tsdbs__,
|
||||
|
|
@ -242,122 +235,12 @@ 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:
|
||||
'''
|
||||
|
|
@ -377,7 +260,7 @@ def ldshm(
|
|||
open_piker_runtime(
|
||||
'polars_boi',
|
||||
enable_modules=['piker.data._sharedmem'],
|
||||
debug_mode=True,
|
||||
debug_mode=pdb,
|
||||
),
|
||||
open_storage_client() as (
|
||||
mod,
|
||||
|
|
@ -397,6 +280,9 @@ 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 (
|
||||
|
|
@ -407,7 +293,6 @@ def ldshm(
|
|||
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(
|
||||
|
|
@ -417,6 +302,8 @@ def ldshm(
|
|||
|
||||
# TODO: call null-seg fixer somehow?
|
||||
if null_segs:
|
||||
|
||||
if tractor._state.is_debug_mode():
|
||||
await tractor.pause()
|
||||
# async with (
|
||||
# trio.open_nursery() as tn,
|
||||
|
|
@ -441,9 +328,35 @@ def ldshm(
|
|||
wdts,
|
||||
deduped,
|
||||
diff,
|
||||
) = tsp.dedupe(
|
||||
valid_races,
|
||||
dq_issues,
|
||||
) = tsp.dedupe_ohlcv_smart(
|
||||
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
|
||||
|
|
@ -460,7 +373,8 @@ def ldshm(
|
|||
|
||||
# TODO: actually pull the exact duration
|
||||
# expected for each venue operational period?
|
||||
gap_dt_unit='days',
|
||||
# gap_dt_unit='day',
|
||||
gap_dt_unit='day',
|
||||
gap_thresh=1,
|
||||
)
|
||||
|
||||
|
|
@ -471,8 +385,11 @@ def ldshm(
|
|||
if (
|
||||
not venue_gaps.is_empty()
|
||||
or (
|
||||
period_s < 60
|
||||
and not step_gaps.is_empty()
|
||||
not step_gaps.is_empty()
|
||||
# XXX, i presume i put this bc i was guarding
|
||||
# for ib venue gaps?
|
||||
# and
|
||||
# period_s < 60
|
||||
)
|
||||
):
|
||||
# write repaired ts to parquet-file?
|
||||
|
|
@ -521,7 +438,7 @@ def ldshm(
|
|||
do_markup_gaps: bool = True
|
||||
if do_markup_gaps:
|
||||
new_df: pl.DataFrame = tsp.np2pl(new)
|
||||
aids: dict = await markup_gaps(
|
||||
aids: dict = await tsp._annotate.markup_gaps(
|
||||
fqme,
|
||||
period_s,
|
||||
actl,
|
||||
|
|
@ -530,12 +447,23 @@ def ldshm(
|
|||
)
|
||||
# last chance manual overwrites in REPL
|
||||
# await tractor.pause()
|
||||
assert aids
|
||||
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"
|
||||
)
|
||||
tf2aids[period_s] = aids
|
||||
|
||||
else:
|
||||
# allow interaction even when no ts problems.
|
||||
assert not diff
|
||||
# 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'
|
||||
)
|
||||
|
||||
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(subsys)
|
||||
log = get_logger(name=__name__)
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
name=subsys, # activate for subsys-pkg "downward"
|
||||
)
|
||||
|
||||
# NOTE: union type-defs to handle generic `numpy` and `polars` types
|
||||
|
|
@ -275,6 +275,18 @@ 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.
|
||||
|
|
@ -434,8 +446,8 @@ 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[
|
||||
|
|
@ -487,7 +499,8 @@ 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]
|
||||
|
|
@ -501,8 +514,8 @@ def iter_null_segs(
|
|||
yield (
|
||||
absi_start, absi_end, # abs indices
|
||||
fi_start, fi_end, # relative "frame" indices
|
||||
start_t, end_t,
|
||||
start_dt, end_dt,
|
||||
start_t, end_t, # epoch times
|
||||
start_dt, end_dt, # dts
|
||||
)
|
||||
|
||||
|
||||
|
|
@ -578,11 +591,22 @@ 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,
|
||||
gap_dt_unit,
|
||||
duration_method,
|
||||
)().abs() > gap_thresh
|
||||
)
|
||||
|
||||
|
|
|
|||
|
|
@ -0,0 +1,306 @@
|
|||
# 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
|
||||
|
|
@ -0,0 +1,206 @@
|
|||
'''
|
||||
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
228
piker/types.py
228
piker/types.py
|
|
@ -21,230 +21,6 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
|
|||
types.
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from collections import UserList
|
||||
from pprint import (
|
||||
saferepr,
|
||||
from tractor.msg.pretty_struct import (
|
||||
Struct as Struct,
|
||||
)
|
||||
from typing import Any
|
||||
|
||||
from msgspec import (
|
||||
msgpack,
|
||||
Struct as _Struct,
|
||||
structs,
|
||||
)
|
||||
|
||||
|
||||
class DiffDump(UserList):
|
||||
'''
|
||||
Very simple list delegator that repr() dumps (presumed) tuple
|
||||
elements of the form `tuple[str, Any, Any]` in a nice
|
||||
multi-line readable form for analyzing `Struct` diffs.
|
||||
|
||||
'''
|
||||
def __repr__(self) -> str:
|
||||
if not len(self):
|
||||
return super().__repr__()
|
||||
|
||||
# format by displaying item pair's ``repr()`` on multiple,
|
||||
# indented lines such that they are more easily visually
|
||||
# comparable when printed to console when printed to
|
||||
# console.
|
||||
repstr: str = '[\n'
|
||||
for k, left, right in self:
|
||||
repstr += (
|
||||
f'({k},\n'
|
||||
f'\t{repr(left)},\n'
|
||||
f'\t{repr(right)},\n'
|
||||
')\n'
|
||||
)
|
||||
repstr += ']\n'
|
||||
return repstr
|
||||
|
||||
|
||||
class Struct(
|
||||
_Struct,
|
||||
|
||||
# https://jcristharif.com/msgspec/structs.html#tagged-unions
|
||||
# tag='pikerstruct',
|
||||
# tag=True,
|
||||
):
|
||||
'''
|
||||
A "human friendlier" (aka repl buddy) struct subtype.
|
||||
|
||||
'''
|
||||
def _sin_props(self) -> Iterator[
|
||||
tuple[
|
||||
structs.FieldIinfo,
|
||||
str,
|
||||
Any,
|
||||
]
|
||||
]:
|
||||
'''
|
||||
Iterate over all non-@property fields of this struct.
|
||||
|
||||
'''
|
||||
fi: structs.FieldInfo
|
||||
for fi in structs.fields(self):
|
||||
key: str = fi.name
|
||||
val: Any = getattr(self, key)
|
||||
yield fi, key, val
|
||||
|
||||
def to_dict(
|
||||
self,
|
||||
include_non_members: bool = True,
|
||||
|
||||
) -> dict:
|
||||
'''
|
||||
Like it sounds.. direct delegation to:
|
||||
https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
|
||||
|
||||
BUT, by default we pop all non-member (aka not defined as
|
||||
struct fields) fields by default.
|
||||
|
||||
'''
|
||||
asdict: dict = structs.asdict(self)
|
||||
if include_non_members:
|
||||
return asdict
|
||||
|
||||
# only return a dict of the struct members
|
||||
# which were provided as input, NOT anything
|
||||
# added as type-defined `@property` methods!
|
||||
sin_props: dict = {}
|
||||
fi: structs.FieldInfo
|
||||
for fi, k, v in self._sin_props():
|
||||
sin_props[k] = asdict[k]
|
||||
|
||||
return sin_props
|
||||
|
||||
def pformat(
|
||||
self,
|
||||
field_indent: int = 2,
|
||||
indent: int = 0,
|
||||
|
||||
) -> str:
|
||||
'''
|
||||
Recursion-safe `pprint.pformat()` style formatting of
|
||||
a `msgspec.Struct` for sane reading by a human using a REPL.
|
||||
|
||||
'''
|
||||
# global whitespace indent
|
||||
ws: str = ' '*indent
|
||||
|
||||
# field whitespace indent
|
||||
field_ws: str = ' '*(field_indent + indent)
|
||||
|
||||
# qtn: str = ws + self.__class__.__qualname__
|
||||
qtn: str = self.__class__.__qualname__
|
||||
|
||||
obj_str: str = '' # accumulator
|
||||
fi: structs.FieldInfo
|
||||
k: str
|
||||
v: Any
|
||||
for fi, k, v in self._sin_props():
|
||||
|
||||
# TODO: how can we prefer `Literal['option1', 'option2,
|
||||
# ..]` over .__name__ == `Literal` but still get only the
|
||||
# latter for simple types like `str | int | None` etc..?
|
||||
ft: type = fi.type
|
||||
typ_name: str = getattr(ft, '__name__', str(ft))
|
||||
|
||||
# recurse to get sub-struct's `.pformat()` output Bo
|
||||
if isinstance(v, Struct):
|
||||
val_str: str = v.pformat(
|
||||
indent=field_indent + indent,
|
||||
field_indent=indent + field_indent,
|
||||
)
|
||||
|
||||
else: # the `pprint` recursion-safe format:
|
||||
# https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
|
||||
val_str: str = saferepr(v)
|
||||
|
||||
obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
|
||||
|
||||
return (
|
||||
f'{qtn}(\n'
|
||||
f'{obj_str}'
|
||||
f'{ws})'
|
||||
)
|
||||
|
||||
# TODO: use a pprint.PrettyPrinter instance around ONLY rendering
|
||||
# inside a known tty?
|
||||
# def __repr__(self) -> str:
|
||||
# ...
|
||||
|
||||
# __str__ = __repr__ = pformat
|
||||
__repr__ = pformat
|
||||
|
||||
def copy(
|
||||
self,
|
||||
update: dict | None = None,
|
||||
|
||||
) -> Struct:
|
||||
'''
|
||||
Validate-typecast all self defined fields, return a copy of
|
||||
us with all such fields.
|
||||
|
||||
NOTE: This is kinda like the default behaviour in
|
||||
`pydantic.BaseModel` except a copy of the object is
|
||||
returned making it compat with `frozen=True`.
|
||||
|
||||
'''
|
||||
if update:
|
||||
for k, v in update.items():
|
||||
setattr(self, k, v)
|
||||
|
||||
# NOTE: roundtrip serialize to validate
|
||||
# - enode to msgpack binary format,
|
||||
# - decode that back to a struct.
|
||||
return msgpack.Decoder(type=type(self)).decode(
|
||||
msgpack.Encoder().encode(self)
|
||||
)
|
||||
|
||||
def typecast(
|
||||
self,
|
||||
|
||||
# TODO: allow only casting a named subset?
|
||||
# fields: set[str] | None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Cast all fields using their declared type annotations
|
||||
(kinda like what `pydantic` does by default).
|
||||
|
||||
NOTE: this of course won't work on frozen types, use
|
||||
``.copy()`` above in such cases.
|
||||
|
||||
'''
|
||||
# https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
|
||||
fi: structs.FieldInfo
|
||||
for fi in structs.fields(self):
|
||||
setattr(
|
||||
self,
|
||||
fi.name,
|
||||
fi.type(getattr(self, fi.name)),
|
||||
)
|
||||
|
||||
def __sub__(
|
||||
self,
|
||||
other: Struct,
|
||||
|
||||
) -> DiffDump[tuple[str, Any, Any]]:
|
||||
'''
|
||||
Compare fields/items key-wise and return a ``DiffDump``
|
||||
for easy visual REPL comparison B)
|
||||
|
||||
'''
|
||||
diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
|
||||
for fi in structs.fields(self):
|
||||
attr_name: str = fi.name
|
||||
ours: Any = getattr(self, attr_name)
|
||||
theirs: Any = getattr(other, attr_name)
|
||||
if ours != theirs:
|
||||
diffs.append((
|
||||
attr_name,
|
||||
ours,
|
||||
theirs,
|
||||
))
|
||||
|
||||
return diffs
|
||||
|
|
|
|||
|
|
@ -27,15 +27,18 @@ import trio
|
|||
from piker.ui.qt import (
|
||||
QEvent,
|
||||
)
|
||||
from ..service import maybe_spawn_brokerd
|
||||
from . import _chart
|
||||
from . import _event
|
||||
from ._exec import run_qtractor
|
||||
from ..data.feed import install_brokerd_search
|
||||
from ..data._symcache import open_symcache
|
||||
from ..accounting import unpack_fqme
|
||||
from . import _search
|
||||
from ._chart import GodWidget
|
||||
from ..log import get_logger
|
||||
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 ..service import maybe_spawn_brokerd
|
||||
from ._exec import run_qtractor
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
|
@ -73,8 +76,8 @@ async def load_provider_search(
|
|||
|
||||
async def _async_main(
|
||||
|
||||
# implicit required argument provided by ``qtractor_run()``
|
||||
main_widget: GodWidget,
|
||||
# implicit required argument provided by `qtractor_run()`
|
||||
main_widget: _chart.GodWidget,
|
||||
|
||||
syms: list[str],
|
||||
brokers: dict[str, ModuleType],
|
||||
|
|
@ -87,6 +90,16 @@ 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
|
||||
|
||||
from . import _display
|
||||
from ._pg_overrides import _do_overrides
|
||||
_do_overrides()
|
||||
|
|
@ -201,6 +214,6 @@ def _main(
|
|||
brokermods,
|
||||
piker_loglevel,
|
||||
),
|
||||
main_widget_type=GodWidget,
|
||||
main_widget_type=_chart.GodWidget,
|
||||
tractor_kwargs=tractor_kwargs,
|
||||
)
|
||||
|
|
|
|||
|
|
@ -29,7 +29,6 @@ from typing import (
|
|||
)
|
||||
|
||||
import pyqtgraph as pg
|
||||
import trio
|
||||
|
||||
from piker.ui.qt import (
|
||||
QtCore,
|
||||
|
|
@ -41,6 +40,7 @@ from piker.ui.qt import (
|
|||
QVBoxLayout,
|
||||
QSplitter,
|
||||
)
|
||||
from ._widget import GodWidget
|
||||
from ._axes import (
|
||||
DynamicDateAxis,
|
||||
PriceAxis,
|
||||
|
|
@ -61,10 +61,6 @@ from ._style import (
|
|||
_xaxis_at,
|
||||
# _min_points_to_show,
|
||||
)
|
||||
from ..data.feed import (
|
||||
Feed,
|
||||
Flume,
|
||||
)
|
||||
from ..accounting import (
|
||||
MktPair,
|
||||
)
|
||||
|
|
@ -78,286 +74,12 @@ from . import _pg_overrides as pgo
|
|||
|
||||
if TYPE_CHECKING:
|
||||
from ._display import DisplayState
|
||||
from ..data.flows import Flume
|
||||
from ..data.feed import Feed
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
class GodWidget(QWidget):
|
||||
'''
|
||||
"Our lord and savior, the holy child of window-shua, there is no
|
||||
widget above thee." - 6|6
|
||||
|
||||
The highest level composed widget which contains layouts for
|
||||
organizing charts as well as other sub-widgets used to control or
|
||||
modify them.
|
||||
|
||||
'''
|
||||
search: SearchWidget
|
||||
mode_name: str = 'god'
|
||||
|
||||
def __init__(
|
||||
|
||||
self,
|
||||
parent=None,
|
||||
|
||||
) -> None:
|
||||
|
||||
super().__init__(parent)
|
||||
|
||||
self.search: SearchWidget | None = None
|
||||
|
||||
self.hbox = QHBoxLayout(self)
|
||||
self.hbox.setContentsMargins(0, 0, 0, 0)
|
||||
self.hbox.setSpacing(6)
|
||||
self.hbox.setAlignment(Qt.AlignTop)
|
||||
|
||||
self.vbox = QVBoxLayout()
|
||||
self.vbox.setContentsMargins(0, 0, 0, 0)
|
||||
self.vbox.setSpacing(2)
|
||||
self.vbox.setAlignment(Qt.AlignTop)
|
||||
|
||||
self.hbox.addLayout(self.vbox)
|
||||
|
||||
self._chart_cache: dict[
|
||||
str,
|
||||
tuple[LinkedSplits, LinkedSplits],
|
||||
] = {}
|
||||
|
||||
self.hist_linked: LinkedSplits | None = None
|
||||
self.rt_linked: LinkedSplits | None = None
|
||||
self._active_cursor: Cursor | None = None
|
||||
|
||||
# assigned in the startup func `_async_main()`
|
||||
self._root_n: trio.Nursery = None
|
||||
|
||||
self._widgets: dict[str, QWidget] = {}
|
||||
self._resizing: bool = False
|
||||
|
||||
# TODO: do we need this, when would god get resized
|
||||
# and the window does not? Never right?!
|
||||
# self.reg_for_resize(self)
|
||||
|
||||
# TODO: strat loader/saver that we don't need yet.
|
||||
# def init_strategy_ui(self):
|
||||
# self.toolbar_layout = QHBoxLayout()
|
||||
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
||||
# self.vbox.addLayout(self.toolbar_layout)
|
||||
# self.strategy_box = StrategyBoxWidget(self)
|
||||
# self.toolbar_layout.addWidget(self.strategy_box)
|
||||
|
||||
@property
|
||||
def linkedsplits(self) -> LinkedSplits:
|
||||
return self.rt_linked
|
||||
|
||||
def set_chart_symbols(
|
||||
self,
|
||||
group_key: tuple[str], # of form <fqme>.<providername>
|
||||
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
||||
|
||||
) -> None:
|
||||
# re-sort org cache symbol list in LIFO order
|
||||
cache = self._chart_cache
|
||||
cache.pop(group_key, None)
|
||||
cache[group_key] = all_linked
|
||||
|
||||
def get_chart_symbols(
|
||||
self,
|
||||
symbol_key: str,
|
||||
|
||||
) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
|
||||
return self._chart_cache.get(symbol_key)
|
||||
|
||||
async def load_symbols(
|
||||
self,
|
||||
fqmes: list[str],
|
||||
loglevel: str,
|
||||
reset: bool = False,
|
||||
|
||||
) -> trio.Event:
|
||||
'''
|
||||
Load a new contract into the charting app.
|
||||
|
||||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||
|
||||
'''
|
||||
# NOTE: for now we use the first symbol in the set as the "key"
|
||||
# for the overlay of feeds on the chart.
|
||||
group_key: tuple[str] = tuple(fqmes)
|
||||
|
||||
all_linked = self.get_chart_symbols(group_key)
|
||||
order_mode_started = trio.Event()
|
||||
|
||||
if not self.vbox.isEmpty():
|
||||
|
||||
# XXX: seems to make switching slower?
|
||||
# qframe = self.hist_linked.chart.qframe
|
||||
# if qframe.sidepane is self.search:
|
||||
# qframe.hbox.removeWidget(self.search)
|
||||
|
||||
for linked in [self.rt_linked, self.hist_linked]:
|
||||
# XXX: this is CRITICAL especially with pixel buffer caching
|
||||
linked.hide()
|
||||
linked.unfocus()
|
||||
|
||||
# XXX: pretty sure we don't need this
|
||||
# remove any existing plots?
|
||||
# XXX: ahh we might want to support cache unloading..
|
||||
# self.vbox.removeWidget(linked)
|
||||
|
||||
# switching to a new viewable chart
|
||||
if all_linked is None or reset:
|
||||
from ._display import display_symbol_data
|
||||
|
||||
# we must load a fresh linked charts set
|
||||
self.rt_linked = rt_charts = LinkedSplits(self)
|
||||
self.hist_linked = hist_charts = LinkedSplits(self)
|
||||
|
||||
# spawn new task to start up and update new sub-chart instances
|
||||
self._root_n.start_soon(
|
||||
display_symbol_data,
|
||||
self,
|
||||
fqmes,
|
||||
loglevel,
|
||||
order_mode_started,
|
||||
)
|
||||
|
||||
# self.vbox.addWidget(hist_charts)
|
||||
self.vbox.addWidget(rt_charts)
|
||||
self.set_chart_symbols(
|
||||
group_key,
|
||||
(hist_charts, rt_charts),
|
||||
)
|
||||
|
||||
for linked in [hist_charts, rt_charts]:
|
||||
linked.show()
|
||||
linked.focus()
|
||||
|
||||
await trio.sleep(0)
|
||||
|
||||
else:
|
||||
# symbol is already loaded and ems ready
|
||||
order_mode_started.set()
|
||||
|
||||
self.hist_linked, self.rt_linked = all_linked
|
||||
|
||||
for linked in all_linked:
|
||||
# TODO:
|
||||
# - we'll probably want per-instrument/provider state here?
|
||||
# change the order config form over to the new chart
|
||||
|
||||
# chart is already in memory so just focus it
|
||||
linked.show()
|
||||
linked.focus()
|
||||
linked.graphics_cycle()
|
||||
await trio.sleep(0)
|
||||
|
||||
# resume feeds *after* rendering chart view asap
|
||||
chart = linked.chart
|
||||
if chart:
|
||||
chart.resume_all_feeds()
|
||||
|
||||
# TODO: we need a check to see if the chart
|
||||
# last had the xlast in view, if so then shift so it's
|
||||
# still in view, if the user was viewing history then
|
||||
# do nothing yah?
|
||||
self.rt_linked.chart.main_viz.default_view(
|
||||
do_min_bars=True,
|
||||
)
|
||||
|
||||
# if a history chart instance is already up then
|
||||
# set the search widget as its sidepane.
|
||||
hist_chart = self.hist_linked.chart
|
||||
if hist_chart:
|
||||
hist_chart.qframe.set_sidepane(self.search)
|
||||
|
||||
# NOTE: this is really stupid/hard to follow.
|
||||
# we have to reposition the active position nav
|
||||
# **AFTER** applying the search bar as a sidepane
|
||||
# to the newly switched to symbol.
|
||||
await trio.sleep(0)
|
||||
|
||||
# TODO: probably stick this in some kinda `LooknFeel` API?
|
||||
for tracker in self.rt_linked.mode.trackers.values():
|
||||
pp_nav = tracker.nav
|
||||
if tracker.live_pp.cumsize:
|
||||
pp_nav.show()
|
||||
pp_nav.hide_info()
|
||||
else:
|
||||
pp_nav.hide()
|
||||
|
||||
# set window titlebar info
|
||||
symbol = self.rt_linked.mkt
|
||||
if symbol is not None:
|
||||
self.window.setWindowTitle(
|
||||
f'{symbol.fqme} '
|
||||
f'tick:{symbol.size_tick}'
|
||||
)
|
||||
|
||||
return order_mode_started
|
||||
|
||||
def focus(self) -> None:
|
||||
'''
|
||||
Focus the top level widget which in turn focusses the chart
|
||||
ala "view mode".
|
||||
|
||||
'''
|
||||
# go back to view-mode focus (aka chart focus)
|
||||
self.clearFocus()
|
||||
chart = self.rt_linked.chart
|
||||
if chart:
|
||||
chart.setFocus()
|
||||
|
||||
def reg_for_resize(
|
||||
self,
|
||||
widget: QWidget,
|
||||
) -> None:
|
||||
getattr(widget, 'on_resize')
|
||||
self._widgets[widget.mode_name] = widget
|
||||
|
||||
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
|
||||
notified are invoked using our pythonic `.on_resize()` method
|
||||
api.
|
||||
|
||||
Where we do UX magic to make things not suck B)
|
||||
|
||||
'''
|
||||
if self._resizing:
|
||||
return
|
||||
|
||||
self._resizing = True
|
||||
|
||||
log.info('God widget resize')
|
||||
for name, widget in self._widgets.items():
|
||||
widget.on_resize()
|
||||
|
||||
self._resizing = False
|
||||
|
||||
# on_resize = on_win_resize
|
||||
|
||||
def get_cursor(self) -> Cursor:
|
||||
return self._active_cursor
|
||||
|
||||
def iter_linked(self) -> Iterator[LinkedSplits]:
|
||||
for linked in [self.hist_linked, self.rt_linked]:
|
||||
yield linked
|
||||
|
||||
def resize_all(self) -> None:
|
||||
'''
|
||||
Dynamic resize sequence: adjusts all sub-widgets/charts to
|
||||
sensible default ratios of what space is detected as available
|
||||
on the display / window.
|
||||
|
||||
'''
|
||||
rt_linked = self.rt_linked
|
||||
rt_linked.set_split_sizes()
|
||||
self.rt_linked.resize_sidepanes()
|
||||
self.hist_linked.resize_sidepanes(from_linked=rt_linked)
|
||||
self.search.on_resize()
|
||||
|
||||
|
||||
class ChartnPane(QFrame):
|
||||
'''
|
||||
One-off ``QFrame`` composite which pairs a chart
|
||||
|
|
@ -369,9 +91,9 @@ class ChartnPane(QFrame):
|
|||
https://doc.qt.io/qt-5/qwidget.html#composite-widgets
|
||||
|
||||
'''
|
||||
sidepane: FieldsForm | SearchWidget
|
||||
sidepane: FieldsForm|SearchWidget
|
||||
hbox: QHBoxLayout
|
||||
chart: ChartPlotWidget | None = None
|
||||
chart: ChartPlotWidget|None = None
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
|
|
@ -387,13 +109,13 @@ class ChartnPane(QFrame):
|
|||
self.chart = None
|
||||
|
||||
hbox = self.hbox = QHBoxLayout(self)
|
||||
hbox.setAlignment(Qt.AlignTop | Qt.AlignLeft)
|
||||
hbox.setAlignment(Qt.AlignTop|Qt.AlignLeft)
|
||||
hbox.setContentsMargins(0, 0, 0, 0)
|
||||
hbox.setSpacing(3)
|
||||
|
||||
def set_sidepane(
|
||||
self,
|
||||
sidepane: FieldsForm | SearchWidget,
|
||||
sidepane: FieldsForm|SearchWidget,
|
||||
) -> None:
|
||||
|
||||
# add sidepane **after** chart; place it on axis side
|
||||
|
|
@ -404,7 +126,7 @@ class ChartnPane(QFrame):
|
|||
self._sidepane = sidepane
|
||||
|
||||
@property
|
||||
def sidepane(self) -> FieldsForm | SearchWidget:
|
||||
def sidepane(self) -> FieldsForm|SearchWidget:
|
||||
return self._sidepane
|
||||
|
||||
|
||||
|
|
@ -419,7 +141,6 @@ class LinkedSplits(QWidget):
|
|||
|
||||
'''
|
||||
def __init__(
|
||||
|
||||
self,
|
||||
godwidget: GodWidget,
|
||||
|
||||
|
|
@ -450,7 +171,7 @@ class LinkedSplits(QWidget):
|
|||
# chart-local graphics state that can be passed to
|
||||
# a ``graphic_update_cycle()`` call by any task wishing to
|
||||
# update the UI for a given "chart instance".
|
||||
self.display_state: DisplayState | None = None
|
||||
self.display_state: DisplayState|None = None
|
||||
|
||||
self._mkt: MktPair = None
|
||||
|
||||
|
|
@ -486,7 +207,7 @@ class LinkedSplits(QWidget):
|
|||
|
||||
def set_split_sizes(
|
||||
self,
|
||||
prop: float | None = None,
|
||||
prop: float|None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -567,8 +288,8 @@ class LinkedSplits(QWidget):
|
|||
|
||||
# style?
|
||||
self.chart.setFrameStyle(
|
||||
QFrame.Shape.StyledPanel |
|
||||
QFrame.Shadow.Plain
|
||||
QFrame.Shape.StyledPanel
|
||||
|QFrame.Shadow.Plain
|
||||
)
|
||||
|
||||
return self.chart
|
||||
|
|
@ -580,11 +301,11 @@ class LinkedSplits(QWidget):
|
|||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
array_key: str | None = None,
|
||||
array_key: str|None = None,
|
||||
style: str = 'line',
|
||||
_is_main: bool = False,
|
||||
|
||||
sidepane: QWidget | None = None,
|
||||
sidepane: QWidget|None = None,
|
||||
draw_kwargs: dict = {},
|
||||
|
||||
**cpw_kwargs,
|
||||
|
|
@ -687,7 +408,7 @@ class LinkedSplits(QWidget):
|
|||
cpw.plotItem.vb.linked = self
|
||||
cpw.setFrameStyle(
|
||||
QFrame.Shape.StyledPanel
|
||||
# | QFrame.Shadow.Plain
|
||||
# |QFrame.Shadow.Plain
|
||||
)
|
||||
|
||||
# don't show the little "autoscale" A label.
|
||||
|
|
@ -800,7 +521,7 @@ class LinkedSplits(QWidget):
|
|||
|
||||
def resize_sidepanes(
|
||||
self,
|
||||
from_linked: LinkedSplits | None = None,
|
||||
from_linked: LinkedSplits|None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -874,7 +595,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# TODO: load from config
|
||||
use_open_gl: bool = False,
|
||||
|
||||
static_yrange: tuple[float, float] | None = None,
|
||||
static_yrange: tuple[float, float]|None = None,
|
||||
|
||||
parent=None,
|
||||
**kwargs,
|
||||
|
|
@ -889,7 +610,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
|
||||
# NOTE: must be set bfore calling ``.mk_vb()``
|
||||
self.linked = linkedsplits
|
||||
self.sidepane: FieldsForm | None = None
|
||||
self.sidepane: FieldsForm|None = None
|
||||
|
||||
# source of our custom interactions
|
||||
self.cv = self.mk_vb(name)
|
||||
|
|
@ -923,7 +644,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
self.useOpenGL(use_open_gl)
|
||||
self.name = name
|
||||
self.data_key = data_key or name
|
||||
self.qframe: ChartnPane | None = None
|
||||
self.qframe: ChartnPane|None = None
|
||||
|
||||
# scene-local placeholder for book graphics
|
||||
# sizing to avoid overlap with data contents
|
||||
|
|
@ -934,7 +655,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# registry of overlay curve names
|
||||
self._vizs: dict[str, Viz] = {}
|
||||
|
||||
self.feed: Feed | None = None
|
||||
self.feed: Feed|None = None
|
||||
|
||||
self._labels = {} # registry of underlying graphics
|
||||
self._ysticks = {} # registry of underlying graphics
|
||||
|
|
@ -1027,11 +748,11 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
def increment_view(
|
||||
self,
|
||||
datums: int = 1,
|
||||
vb: ChartView | None = None,
|
||||
vb: ChartView|None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Increment the data view ``datums``` steps toward y-axis thus
|
||||
Increment the data view `datums`` steps toward y-axis thus
|
||||
"following" the current time slot/step/bar.
|
||||
|
||||
'''
|
||||
|
|
@ -1041,7 +762,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
x_shift = viz.index_step() * datums
|
||||
|
||||
if datums >= 300:
|
||||
print("FUCKING FIX THE GLOBAL STEP BULLSHIT")
|
||||
log.warning('FUCKING FIX THE GLOBAL STEP BULLSHIT')
|
||||
# breakpoint()
|
||||
return
|
||||
|
||||
|
|
@ -1058,8 +779,8 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
def overlay_plotitem(
|
||||
self,
|
||||
name: str,
|
||||
index: int | None = None,
|
||||
axis_title: str | None = None,
|
||||
index: int|None = None,
|
||||
axis_title: str|None = None,
|
||||
axis_side: str = 'right',
|
||||
axis_kwargs: dict = {},
|
||||
|
||||
|
|
@ -1147,14 +868,14 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
array_key: str | None = None,
|
||||
array_key: str|None = None,
|
||||
overlay: bool = False,
|
||||
color: str | None = None,
|
||||
color: str|None = None,
|
||||
add_label: bool = True,
|
||||
pi: pg.PlotItem | None = None,
|
||||
pi: pg.PlotItem|None = None,
|
||||
step_mode: bool = False,
|
||||
is_ohlc: bool = False,
|
||||
add_sticky: None | str = 'right',
|
||||
add_sticky: None|str = 'right',
|
||||
|
||||
**graphics_kwargs,
|
||||
|
||||
|
|
@ -1252,7 +973,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
# use the tick size precision for display
|
||||
name = name or pi.name
|
||||
mkt: MktPair = self.linked.mkt
|
||||
digits: int | None = None
|
||||
digits: int|None = None
|
||||
if name in mkt.fqme:
|
||||
digits = mkt.price_tick_digits
|
||||
|
||||
|
|
@ -1286,7 +1007,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
|||
shm: ShmArray,
|
||||
flume: Flume,
|
||||
|
||||
array_key: str | None = None,
|
||||
array_key: str|None = None,
|
||||
**draw_curve_kwargs,
|
||||
|
||||
) -> Viz:
|
||||
|
|
|
|||
|
|
@ -413,9 +413,18 @@ 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
|
||||
|
|
|
|||
|
|
@ -27,7 +27,6 @@ import pyqtgraph as pg
|
|||
|
||||
from piker.ui.qt import (
|
||||
QtWidgets,
|
||||
QGraphicsItem,
|
||||
Qt,
|
||||
QLineF,
|
||||
QRectF,
|
||||
|
|
|
|||
|
|
@ -45,7 +45,7 @@ from piker.ui.qt import QLineF
|
|||
from ..data._sharedmem import (
|
||||
ShmArray,
|
||||
)
|
||||
from ..data.feed import Flume
|
||||
from ..data.flows import Flume
|
||||
from ..data._formatters import (
|
||||
IncrementalFormatter,
|
||||
OHLCBarsFmtr, # Plain OHLC renderer
|
||||
|
|
|
|||
|
|
@ -21,6 +21,7 @@ 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
|
||||
|
|
@ -208,6 +209,7 @@ 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
|
||||
|
|
@ -229,7 +231,10 @@ async def increment_history_view(
|
|||
hist_viz.reset_graphics()
|
||||
# hist_viz.update_graphics(force_redraw=True)
|
||||
|
||||
async with open_sample_stream(1.) as min_istream:
|
||||
async with open_sample_stream(
|
||||
period_s=1.,
|
||||
loglevel=loglevel,
|
||||
) as min_istream:
|
||||
async for msg in min_istream:
|
||||
|
||||
profiler = Profiler(
|
||||
|
|
@ -310,7 +315,6 @@ async def increment_history_view(
|
|||
|
||||
|
||||
async def graphics_update_loop(
|
||||
|
||||
dss: dict[str, DisplayState],
|
||||
nurse: trio.Nursery,
|
||||
godwidget: GodWidget,
|
||||
|
|
@ -319,6 +323,7 @@ async def graphics_update_loop(
|
|||
|
||||
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {},
|
||||
vlm_charts: dict[str, ChartPlotWidget] = {},
|
||||
loglevel: str = 'warning',
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -462,9 +467,12 @@ async def graphics_update_loop(
|
|||
# })
|
||||
|
||||
nurse.start_soon(
|
||||
partial(
|
||||
increment_history_view,
|
||||
# min_istream,
|
||||
ds,
|
||||
ds=ds,
|
||||
loglevel=loglevel,
|
||||
),
|
||||
)
|
||||
await trio.sleep(0)
|
||||
|
||||
|
|
@ -511,14 +519,19 @@ async def graphics_update_loop(
|
|||
fast_chart.linked.isHidden()
|
||||
or not rt_pi.isVisible()
|
||||
):
|
||||
print(f'{fqme} skipping update for HIDDEN CHART')
|
||||
log.debug(
|
||||
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()
|
||||
print(f'{fqme} PAUSING DURING INTERACTION')
|
||||
log.debug(
|
||||
f'Pausing chart updaates during interaction\n'
|
||||
f'fqme: {fqme!r}'
|
||||
)
|
||||
await ic.wait()
|
||||
fast_chart.resume_all_feeds()
|
||||
|
||||
|
|
@ -1591,15 +1604,18 @@ async def display_symbol_data(
|
|||
# start update loop task
|
||||
dss: dict[str, DisplayState] = {}
|
||||
ln.start_soon(
|
||||
partial(
|
||||
graphics_update_loop,
|
||||
dss,
|
||||
ln,
|
||||
godwidget,
|
||||
feed,
|
||||
dss=dss,
|
||||
nurse=ln,
|
||||
godwidget=godwidget,
|
||||
feed=feed,
|
||||
# min_istream,
|
||||
|
||||
pis,
|
||||
vlm_charts,
|
||||
pis=pis,
|
||||
vlm_charts=vlm_charts,
|
||||
loglevel=loglevel,
|
||||
)
|
||||
)
|
||||
|
||||
# boot order-mode
|
||||
|
|
|
|||
|
|
@ -21,6 +21,7 @@ Higher level annotation editors.
|
|||
from __future__ import annotations
|
||||
from collections import defaultdict
|
||||
from typing import (
|
||||
Literal,
|
||||
Sequence,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
|
@ -54,6 +55,11 @@ from ._style import (
|
|||
from ._lines import LevelLine
|
||||
from ..log import get_logger
|
||||
|
||||
# TODO, rm the cycle here!
|
||||
from ._widget import (
|
||||
GodWidget,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._chart import (
|
||||
GodWidget,
|
||||
|
|
@ -66,9 +72,18 @@ 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,
|
||||
|
|
@ -76,8 +91,19 @@ class ArrowEditor(Struct):
|
|||
uid: str,
|
||||
x: float,
|
||||
y: float,
|
||||
color: str = 'default',
|
||||
pointing: str | None = None,
|
||||
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,
|
||||
|
||||
) -> pg.ArrowItem:
|
||||
'''
|
||||
|
|
@ -93,29 +119,83 @@ 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=size,
|
||||
headWidth=size/2,
|
||||
tailLen=None,
|
||||
pxMode=True,
|
||||
|
||||
headLen=headLen,
|
||||
headWidth=headWidth,
|
||||
tailLen=tailLen,
|
||||
tailWidth=tailWidth,
|
||||
pxMode=pxMode,
|
||||
# coloring
|
||||
pen=pg.mkPen(hcolor('papas_special')),
|
||||
brush=pg.mkBrush(hcolor(color)),
|
||||
pen=pen,
|
||||
brush=brush,
|
||||
)
|
||||
arrow.setZValue(zval)
|
||||
arrow.setPos(x, y)
|
||||
self._arrows.setdefault(uid, []).append(arrow)
|
||||
plot.addItem(arrow) # render to view
|
||||
|
||||
# render to view
|
||||
plot.addItem(arrow)
|
||||
# register for removal
|
||||
arrow._uid = uid
|
||||
self._arrows.setdefault(
|
||||
uid, []
|
||||
).append(arrow)
|
||||
|
||||
return arrow
|
||||
|
||||
def remove(self, arrow) -> bool:
|
||||
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'
|
||||
)
|
||||
for linked in self.godw.iter_linked():
|
||||
linked.chart.plotItem.removeItem(arrow)
|
||||
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)
|
||||
|
||||
|
||||
class LineEditor(Struct):
|
||||
|
|
@ -261,6 +341,9 @@ class LineEditor(Struct):
|
|||
|
||||
return lines
|
||||
|
||||
# compat with ArrowEditor
|
||||
remove = remove_line
|
||||
|
||||
|
||||
def as_point(
|
||||
pair: Sequence[float, float] | QPointF,
|
||||
|
|
@ -293,7 +376,7 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
|||
def __init__(
|
||||
self,
|
||||
viewbox: ViewBox,
|
||||
color: str | None = None,
|
||||
color: str|None = None,
|
||||
) -> None:
|
||||
super().__init__(0, 0, 1, 1)
|
||||
|
||||
|
|
@ -609,3 +692,6 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
|||
|
||||
):
|
||||
scen.removeItem(self._label_proxy)
|
||||
|
||||
# compat with ArrowEditor
|
||||
remove = delete
|
||||
|
|
|
|||
|
|
@ -56,7 +56,7 @@ from . import _style
|
|||
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._chart import GodWidget
|
||||
from ._widget import GodWidget
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
|
@ -91,6 +91,10 @@ def run_qtractor(
|
|||
window_type: QMainWindow = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Run the Qt event loop and embed `trio` via guest mode on it.
|
||||
|
||||
'''
|
||||
# avoids annoying message when entering debugger from qt loop
|
||||
pyqtRemoveInputHook()
|
||||
|
||||
|
|
@ -170,7 +174,7 @@ def run_qtractor(
|
|||
# hook into app focus change events
|
||||
app.focusChanged.connect(window.on_focus_change)
|
||||
|
||||
instance = main_widget_type()
|
||||
instance: GodWidget = main_widget_type()
|
||||
instance.window = window
|
||||
|
||||
# override tractor's defaults
|
||||
|
|
|
|||
|
|
@ -73,7 +73,7 @@ log = get_logger(__name__)
|
|||
def update_fsp_chart(
|
||||
viz,
|
||||
graphics_name: str,
|
||||
array_key: str | None,
|
||||
array_key: str|None,
|
||||
**kwargs,
|
||||
|
||||
) -> None:
|
||||
|
|
@ -87,7 +87,11 @@ def update_fsp_chart(
|
|||
|
||||
# guard against unreadable case
|
||||
if not last_row:
|
||||
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
|
||||
log.warning(
|
||||
f'Read-race on shm array,\n'
|
||||
f'graphics_name: {graphics_name!r}\n'
|
||||
f'shm.token: {shm.token}\n'
|
||||
)
|
||||
return
|
||||
|
||||
# update graphics
|
||||
|
|
@ -179,13 +183,17 @@ 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(
|
||||
|
|
@ -193,7 +201,7 @@ async def open_fsp_actor_cluster(
|
|||
# disabled=False
|
||||
# )
|
||||
async with open_actor_cluster(
|
||||
count=2,
|
||||
count=len(names),
|
||||
names=names,
|
||||
modules=['piker.fsp._engine'],
|
||||
|
||||
|
|
@ -203,7 +211,6 @@ async def open_fsp_actor_cluster(
|
|||
|
||||
|
||||
async def run_fsp_ui(
|
||||
|
||||
linkedsplits: LinkedSplits,
|
||||
flume: Flume,
|
||||
started: trio.Event,
|
||||
|
|
@ -471,7 +478,7 @@ class FspAdmin:
|
|||
target: Fsp,
|
||||
conf: dict[str, dict[str, Any]],
|
||||
|
||||
worker_name: str | None = None,
|
||||
worker_name: str|None = None,
|
||||
loglevel: str = 'info',
|
||||
|
||||
) -> (Flume, trio.Event):
|
||||
|
|
@ -494,7 +501,8 @@ 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
|
||||
|
|
@ -623,8 +631,10 @@ async def open_fsp_admin(
|
|||
event.set()
|
||||
|
||||
|
||||
# TODO, passing in `pikerd` related settings here!
|
||||
# [ ] read in the `tractor` setting for `enable_transports: list`
|
||||
# from the root `conf.toml`!
|
||||
async def open_vlm_displays(
|
||||
|
||||
linked: LinkedSplits,
|
||||
flume: Flume,
|
||||
dvlm: bool = True,
|
||||
|
|
@ -634,12 +644,12 @@ async def open_vlm_displays(
|
|||
|
||||
) -> None:
|
||||
'''
|
||||
Volume subchart displays.
|
||||
Vlm (volume) subchart displays.
|
||||
|
||||
Since "volume" is often included directly alongside OHLCV price
|
||||
data, we don't really need a separate FSP-actor + shm array for it
|
||||
since it's likely already directly adjacent to OHLC samples from the
|
||||
data provider.
|
||||
data, we don't really need a separate FSP-actor + shm array for
|
||||
it since it's likely already directly adjacent to OHLC samples
|
||||
from the data provider.
|
||||
|
||||
Further only if volume data is detected (it sometimes isn't provided
|
||||
eg. forex, certain commodities markets) will volume dependent FSPs
|
||||
|
|
|
|||
|
|
@ -43,6 +43,7 @@ from pyqtgraph import (
|
|||
functions as fn,
|
||||
)
|
||||
import numpy as np
|
||||
import tractor
|
||||
import trio
|
||||
|
||||
from piker.ui.qt import (
|
||||
|
|
@ -72,7 +73,10 @@ if TYPE_CHECKING:
|
|||
GodWidget,
|
||||
)
|
||||
from ._dataviz import Viz
|
||||
from .order_mode import OrderMode
|
||||
from .order_mode import (
|
||||
OrderMode,
|
||||
Dialog,
|
||||
)
|
||||
from ._display import DisplayState
|
||||
|
||||
|
||||
|
|
@ -130,7 +134,12 @@ async def handle_viewmode_kb_inputs(
|
|||
|
||||
async for kbmsg in recv_chan:
|
||||
event, etype, key, mods, text = kbmsg.to_tuple()
|
||||
log.debug(f'key: {key}, mods: {mods}, text: {text}')
|
||||
log.debug(
|
||||
f'View-mode kb-msg received,\n'
|
||||
f'mods: {mods!r}\n'
|
||||
f'key: {key!r}\n'
|
||||
f'text: {text!r}\n'
|
||||
)
|
||||
now = time.time()
|
||||
period = now - last
|
||||
|
||||
|
|
@ -158,8 +167,12 @@ 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}')
|
||||
|
|
@ -174,7 +187,8 @@ 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,
|
||||
}
|
||||
):
|
||||
|
|
@ -184,7 +198,6 @@ 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()
|
||||
|
||||
|
|
@ -192,7 +205,8 @@ 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,
|
||||
}
|
||||
):
|
||||
|
|
@ -231,7 +245,8 @@ 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
|
||||
|
|
@ -242,17 +257,35 @@ 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()
|
||||
|
||||
order_mode.cancel_orders_under_cursor()
|
||||
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()
|
||||
|
||||
# View modes
|
||||
if (
|
||||
ctrl
|
||||
and (
|
||||
key == Qt.Key_Equal
|
||||
or key == Qt.Key_I
|
||||
or
|
||||
key == Qt.Key_I
|
||||
)
|
||||
):
|
||||
view.wheelEvent(
|
||||
|
|
@ -264,7 +297,8 @@ async def handle_viewmode_kb_inputs(
|
|||
ctrl
|
||||
and (
|
||||
key == Qt.Key_Minus
|
||||
or key == Qt.Key_O
|
||||
or
|
||||
key == Qt.Key_O
|
||||
)
|
||||
):
|
||||
view.wheelEvent(
|
||||
|
|
@ -275,7 +309,8 @@ 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
|
||||
|
|
@ -477,7 +512,8 @@ 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
|
||||
|
|
@ -781,7 +817,8 @@ 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:
|
||||
|
|
|
|||
|
|
@ -237,8 +237,8 @@ class LevelLabel(YAxisLabel):
|
|||
class L1Label(LevelLabel):
|
||||
|
||||
text_flags = (
|
||||
QtCore.Qt.TextDontClip
|
||||
| QtCore.Qt.AlignLeft
|
||||
QtCore.Qt.TextFlag.TextDontClip
|
||||
| QtCore.Qt.AlignmentFlag.AlignLeft
|
||||
)
|
||||
|
||||
def set_label_str(
|
||||
|
|
|
|||
|
|
@ -52,10 +52,13 @@ 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:
|
||||
|
|
@ -347,7 +350,7 @@ class LevelLine(pg.InfiniteLine):
|
|||
|
||||
) -> None:
|
||||
# TODO: enter labels edit mode
|
||||
print(f'double click {ev}')
|
||||
log.debug(f'double click {ev}')
|
||||
|
||||
def paint(
|
||||
self,
|
||||
|
|
@ -461,10 +464,19 @@ 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:
|
||||
if (
|
||||
self.mouseHovering is True
|
||||
and
|
||||
cur.is_hovered(self)
|
||||
):
|
||||
log.debug(
|
||||
f'Already hovering ??\n'
|
||||
f'cur._hovered: {cur._hovered!r}\n'
|
||||
)
|
||||
return
|
||||
|
||||
if self.only_show_markers_on_hover:
|
||||
|
|
@ -481,6 +493,7 @@ 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:
|
||||
|
|
@ -508,6 +521,7 @@ 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:
|
||||
|
|
|
|||
|
|
@ -27,10 +27,12 @@ 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
|
||||
|
|
@ -47,12 +49,16 @@ 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
|
||||
from ._editors import (
|
||||
SelectRect,
|
||||
ArrowEditor,
|
||||
)
|
||||
from ._chart import ChartPlotWidget
|
||||
from ._dataviz import Viz
|
||||
|
||||
from ._style import hcolor
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
|
@ -83,8 +89,40 @@ _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(
|
||||
|
|
@ -95,6 +133,12 @@ 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 {
|
||||
|
|
@ -104,14 +148,77 @@ 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
|
||||
|
||||
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,
|
||||
|
|
@ -130,21 +237,207 @@ 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),
|
||||
'aid': int(aid)|str(aid),
|
||||
}:
|
||||
# NOTE: this is normally entered on
|
||||
# a client's annotation de-alloc normally
|
||||
# prior to detach or modify.
|
||||
annot: QGraphicsItem = annots[aid]
|
||||
annot.delete()
|
||||
assert rm_annot(annot)
|
||||
|
||||
# respond to client indicating annot
|
||||
# was indeed deleted.
|
||||
|
|
@ -175,6 +468,38 @@ 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'
|
||||
|
|
@ -188,6 +513,12 @@ 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())
|
||||
|
|
@ -212,7 +543,7 @@ async def remote_annotate(
|
|||
assert _ctx is ctx
|
||||
for aid in aids:
|
||||
annot: QGraphicsItem = _annots[aid]
|
||||
annot.delete()
|
||||
assert rm_annot(annot)
|
||||
|
||||
|
||||
class AnnotCtl(Struct):
|
||||
|
|
@ -257,13 +588,18 @@ class AnnotCtl(Struct):
|
|||
|
||||
from_acm: bool = False,
|
||||
|
||||
) -> int:
|
||||
# NEW: optional timestamps for server-side index lookup
|
||||
start_time: float|None = None,
|
||||
end_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': 'SelectRect',
|
||||
|
|
@ -275,9 +611,15 @@ class AnnotCtl(Struct):
|
|||
'end_pos': tuple(end_pos),
|
||||
'color': color,
|
||||
'update_label': False,
|
||||
'start_time': start_time,
|
||||
'end_time': end_time,
|
||||
},
|
||||
})
|
||||
aid: int = await ipc.receive()
|
||||
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(
|
||||
|
|
@ -334,20 +676,130 @@ class AnnotCtl(Struct):
|
|||
'timeframe': timeframe,
|
||||
})
|
||||
|
||||
# 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.
|
||||
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,
|
||||
|
||||
# '''
|
||||
# raise NotImplementedError
|
||||
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
|
||||
|
||||
|
||||
@acm
|
||||
|
|
@ -374,7 +826,9 @@ async def open_annot_ctl(
|
|||
# TODO: print the current discoverable actor UID set
|
||||
# here as well?
|
||||
if not maybe_portals:
|
||||
raise RuntimeError('No chart UI actors found in service domain?')
|
||||
raise RuntimeError(
|
||||
'No chart 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)
|
||||
|
|
@ -107,7 +107,22 @@ class DpiAwareFont:
|
|||
|
||||
@property
|
||||
def px_size(self) -> int:
|
||||
return self._qfont.pixelSize()
|
||||
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
|
||||
|
||||
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
|
||||
'''
|
||||
|
|
@ -221,6 +236,20 @@ 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
|
||||
|
||||
|
|
@ -308,6 +337,7 @@ def hcolor(name: str) -> str:
|
|||
'cool_green': '#33b864',
|
||||
'dull_green': '#74a662',
|
||||
'hedge_green': '#518360',
|
||||
'lilypad_green': '#839c84',
|
||||
|
||||
# orders and alerts
|
||||
'alert_yellow': '#e2d083',
|
||||
|
|
@ -335,6 +365,7 @@ def hcolor(name: str) -> str:
|
|||
'sell_red': '#b6003f',
|
||||
# 'sell_red': '#d00048',
|
||||
'sell_red_light': '#f85462',
|
||||
'wine': '#69212d',
|
||||
|
||||
# 'sell_red': '#f85462',
|
||||
# 'sell_red_light': '#ff4d5c',
|
||||
|
|
|
|||
|
|
@ -0,0 +1,352 @@
|
|||
# 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/>.
|
||||
|
||||
'''
|
||||
Root-most (what they call a "central widget") of every Qt-UI-app's
|
||||
window.
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from typing import (
|
||||
Iterator,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import trio
|
||||
|
||||
from piker.ui.qt import (
|
||||
QtCore,
|
||||
Qt,
|
||||
QWidget,
|
||||
QHBoxLayout,
|
||||
QVBoxLayout,
|
||||
)
|
||||
from ..log import get_logger
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._search import SearchWidget
|
||||
from ._chart import (
|
||||
LinkedSplits,
|
||||
)
|
||||
from ._cursor import (
|
||||
Cursor,
|
||||
)
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
_godw: GodWidget|None = None
|
||||
|
||||
def get_godw() -> GodWidget:
|
||||
'''
|
||||
Get the top level "god widget", the root/central-most Qt
|
||||
widget-object set as `QMainWindow.setCentralWidget(_godw)`.
|
||||
|
||||
See `piker.ui._exec` for the runtime init details and all the
|
||||
machinery for running `trio` on the Qt event loop in guest mode.
|
||||
|
||||
'''
|
||||
if _godw is None:
|
||||
raise RuntimeError(
|
||||
'No god-widget initialized ??\n'
|
||||
'Have you called `run_qtractor()` yet?\n'
|
||||
)
|
||||
return _godw
|
||||
|
||||
|
||||
class GodWidget(QWidget):
|
||||
'''
|
||||
"Our lord and savior, the holy child of window-shua, there is no
|
||||
widget above thee." - 6|6
|
||||
|
||||
The highest level composed widget which contains layouts for
|
||||
organizing charts as well as other sub-widgets used to control or
|
||||
modify them.
|
||||
|
||||
'''
|
||||
search: SearchWidget
|
||||
mode_name: str = 'god'
|
||||
|
||||
def __init__(
|
||||
|
||||
self,
|
||||
parent=None,
|
||||
|
||||
) -> None:
|
||||
|
||||
super().__init__(parent)
|
||||
|
||||
self.search: SearchWidget|None = None
|
||||
|
||||
self.hbox = QHBoxLayout(self)
|
||||
self.hbox.setContentsMargins(0, 0, 0, 0)
|
||||
self.hbox.setSpacing(6)
|
||||
self.hbox.setAlignment(Qt.AlignTop)
|
||||
|
||||
self.vbox = QVBoxLayout()
|
||||
self.vbox.setContentsMargins(0, 0, 0, 0)
|
||||
self.vbox.setSpacing(2)
|
||||
self.vbox.setAlignment(Qt.AlignTop)
|
||||
|
||||
self.hbox.addLayout(self.vbox)
|
||||
|
||||
self._chart_cache: dict[
|
||||
str,
|
||||
tuple[LinkedSplits, LinkedSplits],
|
||||
] = {}
|
||||
|
||||
self.hist_linked: LinkedSplits|None = None
|
||||
self.rt_linked: LinkedSplits|None = None
|
||||
self._active_cursor: Cursor|None = None
|
||||
|
||||
# assigned in the startup func `_async_main()`
|
||||
self._root_n: trio.Nursery = None
|
||||
|
||||
self._widgets: dict[str, QWidget] = {}
|
||||
self._resizing: bool = False
|
||||
|
||||
# TODO: do we need this, when would god get resized
|
||||
# and the window does not? Never right?!
|
||||
# self.reg_for_resize(self)
|
||||
|
||||
# TODO: strat loader/saver that we don't need yet.
|
||||
# def init_strategy_ui(self):
|
||||
# self.toolbar_layout = QHBoxLayout()
|
||||
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
||||
# self.vbox.addLayout(self.toolbar_layout)
|
||||
# self.strategy_box = StrategyBoxWidget(self)
|
||||
# self.toolbar_layout.addWidget(self.strategy_box)
|
||||
|
||||
@property
|
||||
def linkedsplits(self) -> LinkedSplits:
|
||||
return self.rt_linked
|
||||
|
||||
def set_chart_symbols(
|
||||
self,
|
||||
group_key: tuple[str], # of form <fqme>.<providername>
|
||||
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
||||
|
||||
) -> None:
|
||||
# re-sort org cache symbol list in LIFO order
|
||||
cache = self._chart_cache
|
||||
cache.pop(group_key, None)
|
||||
cache[group_key] = all_linked
|
||||
|
||||
def get_chart_symbols(
|
||||
self,
|
||||
symbol_key: str,
|
||||
|
||||
) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
|
||||
return self._chart_cache.get(symbol_key)
|
||||
|
||||
async def load_symbols(
|
||||
self,
|
||||
fqmes: list[str],
|
||||
loglevel: str,
|
||||
reset: bool = False,
|
||||
|
||||
) -> trio.Event:
|
||||
'''
|
||||
Load a new contract into the charting app.
|
||||
|
||||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||
|
||||
'''
|
||||
# NOTE: for now we use the first symbol in the set as the "key"
|
||||
# for the overlay of feeds on the chart.
|
||||
group_key: tuple[str] = tuple(fqmes)
|
||||
|
||||
all_linked = self.get_chart_symbols(group_key)
|
||||
order_mode_started = trio.Event()
|
||||
|
||||
if not self.vbox.isEmpty():
|
||||
|
||||
# XXX: seems to make switching slower?
|
||||
# qframe = self.hist_linked.chart.qframe
|
||||
# if qframe.sidepane is self.search:
|
||||
# qframe.hbox.removeWidget(self.search)
|
||||
|
||||
for linked in [self.rt_linked, self.hist_linked]:
|
||||
# XXX: this is CRITICAL especially with pixel buffer caching
|
||||
linked.hide()
|
||||
linked.unfocus()
|
||||
|
||||
# XXX: pretty sure we don't need this
|
||||
# remove any existing plots?
|
||||
# XXX: ahh we might want to support cache unloading..
|
||||
# self.vbox.removeWidget(linked)
|
||||
|
||||
# switching to a new viewable chart
|
||||
if all_linked is None or reset:
|
||||
from ._display import display_symbol_data
|
||||
|
||||
# we must load a fresh linked charts set
|
||||
from ._chart import LinkedSplits
|
||||
self.rt_linked = rt_charts = LinkedSplits(self)
|
||||
self.hist_linked = hist_charts = LinkedSplits(self)
|
||||
|
||||
# spawn new task to start up and update new sub-chart instances
|
||||
self._root_n.start_soon(
|
||||
display_symbol_data,
|
||||
self,
|
||||
fqmes,
|
||||
loglevel,
|
||||
order_mode_started,
|
||||
)
|
||||
|
||||
# self.vbox.addWidget(hist_charts)
|
||||
self.vbox.addWidget(rt_charts)
|
||||
self.set_chart_symbols(
|
||||
group_key,
|
||||
(hist_charts, rt_charts),
|
||||
)
|
||||
|
||||
for linked in [hist_charts, rt_charts]:
|
||||
linked.show()
|
||||
linked.focus()
|
||||
|
||||
await trio.sleep(0)
|
||||
|
||||
else:
|
||||
# symbol is already loaded and ems ready
|
||||
order_mode_started.set()
|
||||
|
||||
self.hist_linked, self.rt_linked = all_linked
|
||||
|
||||
for linked in all_linked:
|
||||
# TODO:
|
||||
# - we'll probably want per-instrument/provider state here?
|
||||
# change the order config form over to the new chart
|
||||
|
||||
# chart is already in memory so just focus it
|
||||
linked.show()
|
||||
linked.focus()
|
||||
linked.graphics_cycle()
|
||||
await trio.sleep(0)
|
||||
|
||||
# resume feeds *after* rendering chart view asap
|
||||
chart = linked.chart
|
||||
if chart:
|
||||
chart.resume_all_feeds()
|
||||
|
||||
# TODO: we need a check to see if the chart
|
||||
# last had the xlast in view, if so then shift so it's
|
||||
# still in view, if the user was viewing history then
|
||||
# do nothing yah?
|
||||
self.rt_linked.chart.main_viz.default_view(
|
||||
do_min_bars=True,
|
||||
)
|
||||
|
||||
# if a history chart instance is already up then
|
||||
# set the search widget as its sidepane.
|
||||
hist_chart = self.hist_linked.chart
|
||||
if hist_chart:
|
||||
hist_chart.qframe.set_sidepane(self.search)
|
||||
|
||||
# NOTE: this is really stupid/hard to follow.
|
||||
# we have to reposition the active position nav
|
||||
# **AFTER** applying the search bar as a sidepane
|
||||
# to the newly switched to symbol.
|
||||
await trio.sleep(0)
|
||||
|
||||
# TODO: probably stick this in some kinda `LooknFeel` API?
|
||||
for tracker in self.rt_linked.mode.trackers.values():
|
||||
pp_nav = tracker.nav
|
||||
if tracker.live_pp.cumsize:
|
||||
pp_nav.show()
|
||||
pp_nav.hide_info()
|
||||
else:
|
||||
pp_nav.hide()
|
||||
|
||||
# set window titlebar info
|
||||
symbol = self.rt_linked.mkt
|
||||
if symbol is not None:
|
||||
self.window.setWindowTitle(
|
||||
f'{symbol.fqme} '
|
||||
f'tick:{symbol.size_tick}'
|
||||
)
|
||||
|
||||
return order_mode_started
|
||||
|
||||
def focus(self) -> None:
|
||||
'''
|
||||
Focus the top level widget which in turn focusses the chart
|
||||
ala "view mode".
|
||||
|
||||
'''
|
||||
# go back to view-mode focus (aka chart focus)
|
||||
self.clearFocus()
|
||||
chart = self.rt_linked.chart
|
||||
if chart:
|
||||
chart.setFocus()
|
||||
|
||||
def reg_for_resize(
|
||||
self,
|
||||
widget: QWidget,
|
||||
) -> None:
|
||||
getattr(widget, 'on_resize')
|
||||
self._widgets[widget.mode_name] = widget
|
||||
|
||||
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
|
||||
notified are invoked using our pythonic `.on_resize()` method
|
||||
api.
|
||||
|
||||
Where we do UX magic to make things not suck B)
|
||||
|
||||
'''
|
||||
if self._resizing:
|
||||
return
|
||||
|
||||
self._resizing = True
|
||||
|
||||
log.debug(
|
||||
f'God widget resize\n'
|
||||
f'{event}\n'
|
||||
)
|
||||
for name, widget in self._widgets.items():
|
||||
widget.on_resize()
|
||||
|
||||
self._resizing = False
|
||||
|
||||
# on_resize = on_win_resize
|
||||
|
||||
def get_cursor(self) -> Cursor:
|
||||
return self._active_cursor
|
||||
|
||||
def iter_linked(self) -> Iterator[LinkedSplits]:
|
||||
for linked in [self.hist_linked, self.rt_linked]:
|
||||
yield linked
|
||||
|
||||
def resize_all(self) -> None:
|
||||
'''
|
||||
Dynamic resize sequence: adjusts all sub-widgets/charts to
|
||||
sensible default ratios of what space is detected as available
|
||||
on the display / window.
|
||||
|
||||
'''
|
||||
rt_linked = self.rt_linked
|
||||
rt_linked.set_split_sizes()
|
||||
self.rt_linked.resize_sidepanes()
|
||||
self.hist_linked.resize_sidepanes(from_linked=rt_linked)
|
||||
self.search.on_resize()
|
||||
|
||||
|
||||
|
|
@ -40,7 +40,7 @@ from piker.ui.qt import (
|
|||
)
|
||||
from ..log import get_logger
|
||||
from ._style import _font_small, hcolor
|
||||
from ._chart import GodWidget
|
||||
from ._widget import GodWidget
|
||||
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
|
@ -61,9 +61,9 @@ class MultiStatus:
|
|||
|
||||
self,
|
||||
msg: str,
|
||||
final_msg: str | None = None,
|
||||
final_msg: str|None = None,
|
||||
clear_on_next: bool = False,
|
||||
group_key: Union[bool, str] | None = False,
|
||||
group_key: Union[bool, str]|None = False,
|
||||
|
||||
) -> Union[Callable[..., None], str]:
|
||||
'''
|
||||
|
|
@ -175,11 +175,11 @@ class MainWindow(QMainWindow):
|
|||
self.setWindowTitle(self.title)
|
||||
|
||||
# set by runtime after `trio` is engaged.
|
||||
self.godwidget: GodWidget | None = None
|
||||
self.godwidget: GodWidget|None = None
|
||||
|
||||
self._status_bar: QStatusBar = None
|
||||
self._status_label: QLabel = None
|
||||
self._size: tuple[int, int] | None = None
|
||||
self._size: tuple[int, int]|None = None
|
||||
|
||||
@property
|
||||
def mode_label(self) -> QLabel:
|
||||
|
|
@ -202,7 +202,7 @@ class MainWindow(QMainWindow):
|
|||
label.setMargin(2)
|
||||
label.setAlignment(
|
||||
QtCore.Qt.AlignVCenter
|
||||
| QtCore.Qt.AlignRight
|
||||
|QtCore.Qt.AlignRight
|
||||
)
|
||||
self.statusBar().addPermanentWidget(label)
|
||||
label.show()
|
||||
|
|
@ -255,8 +255,16 @@ class MainWindow(QMainWindow):
|
|||
current: QWidget,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Focus handler.
|
||||
|
||||
log.info(f'widget focus changed from {last} -> {current}')
|
||||
For now updates the "current mode" name.
|
||||
|
||||
'''
|
||||
log.debug(
|
||||
f'widget focus changed from,\n'
|
||||
f'{last} -> {current}'
|
||||
)
|
||||
|
||||
if current is not None:
|
||||
# cursor left window?
|
||||
|
|
@ -288,7 +296,7 @@ class MainWindow(QMainWindow):
|
|||
|
||||
def configure_to_desktop(
|
||||
self,
|
||||
size: tuple[int, int] | None = None,
|
||||
size: tuple[int, int]|None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
|
|||
|
|
@ -177,7 +177,7 @@ def chart(
|
|||
return
|
||||
|
||||
# global opts
|
||||
brokernames = config['brokers']
|
||||
# brokernames: list[str] = config['brokers']
|
||||
brokermods = config['brokermods']
|
||||
assert brokermods
|
||||
tractorloglevel = config['tractorloglevel']
|
||||
|
|
@ -216,6 +216,7 @@ 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):
|
||||
|
|
|
|||
|
|
@ -59,8 +59,14 @@ from piker.data import (
|
|||
from piker.types import Struct
|
||||
from piker.log import get_logger
|
||||
from piker.ui.qt import Qt
|
||||
from ._editors import LineEditor, ArrowEditor
|
||||
from ._lines import order_line, LevelLine
|
||||
from ._editors import (
|
||||
LineEditor,
|
||||
ArrowEditor,
|
||||
)
|
||||
from ._lines import (
|
||||
order_line,
|
||||
LevelLine,
|
||||
)
|
||||
from ._position import (
|
||||
PositionTracker,
|
||||
SettingsPane,
|
||||
|
|
@ -71,7 +77,6 @@ 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,
|
||||
|
|
@ -430,7 +435,7 @@ 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,
|
||||
)
|
||||
)
|
||||
|
|
@ -508,13 +513,14 @@ 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)
|
||||
|
|
@ -522,7 +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()
|
||||
|
||||
|
|
@ -652,7 +658,7 @@ class OrderMode:
|
|||
return True
|
||||
|
||||
|
||||
def cancel_orders_under_cursor(self) -> list[str]:
|
||||
def cancel_orders_under_cursor(self) -> list[Dialog]:
|
||||
return self.cancel_orders(
|
||||
self.oids_from_lines(
|
||||
self.lines.lines_under_cursor()
|
||||
|
|
@ -681,24 +687,28 @@ class OrderMode:
|
|||
self,
|
||||
oids: list[str],
|
||||
|
||||
) -> None:
|
||||
) -> list[Dialog]:
|
||||
'''
|
||||
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
|
||||
)
|
||||
# key = self.multistatus.open_status(
|
||||
# f'cancelling {len(oids)} orders',
|
||||
# final_msg=f'cancelled orders:\n{oids}',
|
||||
# group_key=True
|
||||
# )
|
||||
dialogs: list[Dialog] = []
|
||||
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
|
||||
# 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
|
||||
|
||||
def cancel_all_orders(self) -> None:
|
||||
'''
|
||||
|
|
@ -770,7 +780,6 @@ class OrderMode:
|
|||
|
||||
@asynccontextmanager
|
||||
async def open_order_mode(
|
||||
|
||||
feed: Feed,
|
||||
godw: GodWidget,
|
||||
fqme: str,
|
||||
|
|
|
|||
|
|
@ -75,6 +75,7 @@ dependencies = [
|
|||
"trio-typing>=0.10.0",
|
||||
"numba>=0.61.0",
|
||||
"pyvnc",
|
||||
"exchange-calendars>=4.13.1",
|
||||
]
|
||||
# ------ dependencies ------
|
||||
# NOTE, by default we ship only a "headless" deps set bc
|
||||
|
|
@ -116,7 +117,6 @@ 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'},
|
||||
|
|
@ -134,6 +134,10 @@ repl = [
|
|||
"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
|
||||
|
|
@ -191,10 +195,15 @@ 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://github.com/goodboy/tractor.git", branch ="piker_pin" }
|
||||
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
|
||||
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
|
||||
# ------ goodboy ------
|
||||
# hackin dev-envs, usually there's something new he's hackin in..
|
||||
# tractor = { path = "../tractor", editable = true }
|
||||
tractor = { path = "../tractor", editable = true }
|
||||
|
|
|
|||
|
|
@ -0,0 +1,256 @@
|
|||
#!/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 ===')
|
||||
197
uv.lock
197
uv.lock
|
|
@ -2,8 +2,12 @@ version = 1
|
|||
revision = 3
|
||||
requires-python = ">=3.12"
|
||||
resolution-markers = [
|
||||
"python_full_version >= '3.14'",
|
||||
"python_full_version < '3.14'",
|
||||
"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'",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
|
|
@ -416,6 +420,23 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/8a/0e/97c33bf5009bdbac74fd2beace167cab3f978feb69cc36f1ef79360d6c4e/exceptiongroup-1.3.1-py3-none-any.whl", hash = "sha256:a7a39a3bd276781e98394987d3a5701d0c4edffb633bb7a5144577f82c773598", size = 16740, upload-time = "2025-11-21T23:01:53.443Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "exchange-calendars"
|
||||
version = "4.13.1"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "korean-lunar-calendar" },
|
||||
{ name = "numpy" },
|
||||
{ name = "pandas" },
|
||||
{ name = "pyluach" },
|
||||
{ name = "toolz" },
|
||||
{ name = "tzdata" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/9e/fd/1bda66b3c2fefbf54b8cf765c9d8001b12654b5a897a21b0c6c9f55de5e3/exchange_calendars-4.13.1.tar.gz", hash = "sha256:42a4c7296da1f71b9625c668c9b3359cf5de4a2ffca28842b230e062bb4961ba", size = 4119843, upload-time = "2026-02-05T00:15:03.947Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/45/b7/fffe7d5a6da6be10b43be96640f31d4191e746de66b046cc1a6ea5fc4f26/exchange_calendars-4.13.1-py3-none-any.whl", hash = "sha256:cf39d2128a4da3ac253283f91ab63d79930a68196a3aac811091a4e38b6cbe49", size = 211538, upload-time = "2026-02-05T00:15:05.694Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "frozenlist"
|
||||
version = "1.8.0"
|
||||
|
|
@ -659,6 +680,15 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/42/d3/c3db0b92a0ff39c3e08f168cd382c24bf021d4a96fc89b47a3e55294f883/keysymdef-1.2.0-py2.py3-none-any.whl", hash = "sha256:19a5c2263a861f3ff884a1f58e2b4f7efa319ffc9d11f9ba8e20129babc31a9e", size = 20146, upload-time = "2023-02-25T00:22:36.318Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "korean-lunar-calendar"
|
||||
version = "0.3.1"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/5a/93/a0bd2bd53ab19330e83ecc5652b7774ae86fd2fee19bc05ad220cf9db08b/korean_lunar_calendar-0.3.1.tar.gz", hash = "sha256:eb2c485124a061016926bdea6d89efdf9b9fdbf16db55895b6cf1e5bec17b857", size = 9877, upload-time = "2022-09-16T10:53:25.713Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/9c/96/30f3fe51b336bb6da4714f4fdad7bbdce8f13af79af2eb75e22908f3f9f4/korean_lunar_calendar-0.3.1-py3-none-any.whl", hash = "sha256:392757135c492c4f42a604e6038042953c35c6f449dda5f27e3f86a7f9c943e5", size = 9033, upload-time = "2022-09-16T10:53:23.771Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "llvmlite"
|
||||
version = "0.45.1"
|
||||
|
|
@ -953,6 +983,58 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/20/12/38679034af332785aac8774540895e234f4d07f7545804097de4b666afd8/packaging-25.0-py3-none-any.whl", hash = "sha256:29572ef2b1f17581046b3a2227d5c611fb25ec70ca1ba8554b24b0e69331a484", size = 66469, upload-time = "2025-04-19T11:48:57.875Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "pandas"
|
||||
version = "3.0.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "numpy" },
|
||||
{ name = "python-dateutil" },
|
||||
{ name = "tzdata", marker = "sys_platform == 'emscripten' or sys_platform == 'win32'" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/de/da/b1dc0481ab8d55d0f46e343cfe67d4551a0e14fcee52bd38ca1bd73258d8/pandas-3.0.0.tar.gz", hash = "sha256:0facf7e87d38f721f0af46fe70d97373a37701b1c09f7ed7aeeb292ade5c050f", size = 4633005, upload-time = "2026-01-21T15:52:04.726Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/0b/38/db33686f4b5fa64d7af40d96361f6a4615b8c6c8f1b3d334eee46ae6160e/pandas-3.0.0-cp312-cp312-macosx_10_13_x86_64.whl", hash = "sha256:9803b31f5039b3c3b10cc858c5e40054adb4b29b4d81cb2fd789f4121c8efbcd", size = 10334013, upload-time = "2026-01-21T15:50:34.771Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/a5/7b/9254310594e9774906bacdd4e732415e1f86ab7dbb4b377ef9ede58cd8ec/pandas-3.0.0-cp312-cp312-macosx_11_0_arm64.whl", hash = "sha256:14c2a4099cd38a1d18ff108168ea417909b2dea3bd1ebff2ccf28ddb6a74d740", size = 9874154, upload-time = "2026-01-21T15:50:36.67Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/63/d4/726c5a67a13bc66643e66d2e9ff115cead482a44fc56991d0c4014f15aaf/pandas-3.0.0-cp312-cp312-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:d257699b9a9960e6125686098d5714ac59d05222bef7a5e6af7a7fd87c650801", size = 10384433, upload-time = "2026-01-21T15:50:39.132Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/bf/2e/9211f09bedb04f9832122942de8b051804b31a39cfbad199a819bb88d9f3/pandas-3.0.0-cp312-cp312-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:69780c98f286076dcafca38d8b8eee1676adf220199c0a39f0ecbf976b68151a", size = 10864519, upload-time = "2026-01-21T15:50:41.043Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/00/8d/50858522cdc46ac88b9afdc3015e298959a70a08cd21e008a44e9520180c/pandas-3.0.0-cp312-cp312-musllinux_1_2_aarch64.whl", hash = "sha256:4a66384f017240f3858a4c8a7cf21b0591c3ac885cddb7758a589f0f71e87ebb", size = 11394124, upload-time = "2026-01-21T15:50:43.377Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/86/3f/83b2577db02503cd93d8e95b0f794ad9d4be0ba7cb6c8bcdcac964a34a42/pandas-3.0.0-cp312-cp312-musllinux_1_2_x86_64.whl", hash = "sha256:be8c515c9bc33989d97b89db66ea0cececb0f6e3c2a87fcc8b69443a6923e95f", size = 11920444, upload-time = "2026-01-21T15:50:45.932Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/64/2d/4f8a2f192ed12c90a0aab47f5557ece0e56b0370c49de9454a09de7381b2/pandas-3.0.0-cp312-cp312-win_amd64.whl", hash = "sha256:a453aad8c4f4e9f166436994a33884442ea62aa8b27d007311e87521b97246e1", size = 9730970, upload-time = "2026-01-21T15:50:47.962Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/d4/64/ff571be435cf1e643ca98d0945d76732c0b4e9c37191a89c8550b105eed1/pandas-3.0.0-cp312-cp312-win_arm64.whl", hash = "sha256:da768007b5a33057f6d9053563d6b74dd6d029c337d93c6d0d22a763a5c2ecc0", size = 9041950, upload-time = "2026-01-21T15:50:50.422Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/6f/fa/7f0ac4ca8877c57537aaff2a842f8760e630d8e824b730eb2e859ffe96ca/pandas-3.0.0-cp313-cp313-macosx_10_13_x86_64.whl", hash = "sha256:b78d646249b9a2bc191040988c7bb524c92fa8534fb0898a0741d7e6f2ffafa6", size = 10307129, upload-time = "2026-01-21T15:50:52.877Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/6f/11/28a221815dcea4c0c9414dfc845e34a84a6a7dabc6da3194498ed5ba4361/pandas-3.0.0-cp313-cp313-macosx_11_0_arm64.whl", hash = "sha256:bc9cba7b355cb4162442a88ce495e01cb605f17ac1e27d6596ac963504e0305f", size = 9850201, upload-time = "2026-01-21T15:50:54.807Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/ba/da/53bbc8c5363b7e5bd10f9ae59ab250fc7a382ea6ba08e4d06d8694370354/pandas-3.0.0-cp313-cp313-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:3c9a1a149aed3b6c9bf246033ff91e1b02d529546c5d6fb6b74a28fea0cf4c70", size = 10354031, upload-time = "2026-01-21T15:50:57.463Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/f7/a3/51e02ebc2a14974170d51e2410dfdab58870ea9bcd37cda15bd553d24dc4/pandas-3.0.0-cp313-cp313-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:95683af6175d884ee89471842acfca29172a85031fccdabc35e50c0984470a0e", size = 10861165, upload-time = "2026-01-21T15:50:59.32Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/a5/fe/05a51e3cac11d161472b8297bd41723ea98013384dd6d76d115ce3482f9b/pandas-3.0.0-cp313-cp313-musllinux_1_2_aarch64.whl", hash = "sha256:1fbbb5a7288719e36b76b4f18d46ede46e7f916b6c8d9915b756b0a6c3f792b3", size = 11359359, upload-time = "2026-01-21T15:51:02.014Z" },
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sdist = { url = "https://files.pythonhosted.org/packages/20/e5/16ff212c1e452235a90aeb09066144d0c5a6a8c0834397e03f5224495c4e/ptyprocess-0.7.0.tar.gz", hash = "sha256:5c5d0a3b48ceee0b48485e0c26037c0acd7d29765ca3fbb5cb3831d347423220", size = 70762, upload-time = "2020-12-28T15:15:30.155Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/22/a6/858897256d0deac81a172289110f31629fc4cee19b6f01283303e18c8db3/ptyprocess-0.7.0-py2.py3-none-any.whl", hash = "sha256:4b41f3967fce3af57cc7e94b888626c18bf37a083e3651ca8feeb66d492fef35", size = 13993, upload-time = "2020-12-28T15:15:28.35Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "pyarrow"
|
||||
version = "22.0.0"
|
||||
|
|
@ -1421,6 +1530,15 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/c7/21/705964c7812476f378728bdf590ca4b771ec72385c533964653c68e86bdc/pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b", size = 1225217, upload-time = "2025-06-21T13:39:07.939Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "pyluach"
|
||||
version = "2.3.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/11/11/42568c1568a75f8803c59f26d29af01a0890352b7a8e03d41ecda8bfb5dd/pyluach-2.3.0.tar.gz", hash = "sha256:ec6e30669d1df50c9ca160486da44a8195bb4c7a5d3d533990d0c5b03accd281", size = 26910, upload-time = "2025-09-09T20:24:39.651Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/8a/c8/f96208ade3ca4c23b372497d0788bcf0f2e0ff4310e5ee693366bc33fdf0/pyluach-2.3.0-py3-none-any.whl", hash = "sha256:4497b731aef59508b079dbf5f00bc5bf4329ac45090a6cd37b5a83756f0e69ab", size = 25914, upload-time = "2025-09-09T20:24:37.831Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "pyperclip"
|
||||
version = "1.11.0"
|
||||
|
|
@ -1840,10 +1958,19 @@ name = "tomlkit"
|
|||
version = "0.11.8"
|
||||
source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a766e96739da700cd87cc00b48dbe7451f" }
|
||||
|
||||
[[package]]
|
||||
name = "toolz"
|
||||
version = "1.1.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/11/d6/114b492226588d6ff54579d95847662fc69196bdeec318eb45393b24c192/toolz-1.1.0.tar.gz", hash = "sha256:27a5c770d068c110d9ed9323f24f1543e83b2f300a687b7891c1a6d56b697b5b", size = 52613, upload-time = "2025-10-17T04:03:21.661Z" }
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wheels = [
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|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "tractor"
|
||||
version = "0.1.0a6.dev0"
|
||||
source = { git = "https://github.com/goodboy/tractor.git?branch=piker_pin#e232d9dd06f41b8dca997f0647f2083d27cc34f2" }
|
||||
source = { editable = "../tractor" }
|
||||
dependencies = [
|
||||
{ name = "bidict" },
|
||||
{ name = "cffi" },
|
||||
|
|
@ -1856,6 +1983,48 @@ dependencies = [
|
|||
{ name = "wrapt" },
|
||||
]
|
||||
|
||||
[package.metadata]
|
||||
requires-dist = [
|
||||
{ name = "bidict", specifier = ">=0.23.1" },
|
||||
{ name = "cffi", specifier = ">=1.17.1" },
|
||||
{ name = "colorlog", specifier = ">=6.8.2,<7" },
|
||||
{ name = "msgspec", specifier = ">=0.19.0" },
|
||||
{ name = "pdbp", specifier = ">=1.8.2,<2" },
|
||||
{ name = "platformdirs", specifier = ">=4.4.0" },
|
||||
{ name = "tricycle", specifier = ">=0.4.1,<0.5" },
|
||||
{ name = "trio", specifier = ">0.27" },
|
||||
{ name = "wrapt", specifier = ">=1.16.0,<2" },
|
||||
]
|
||||
|
||||
[package.metadata.requires-dev]
|
||||
dev = [
|
||||
{ name = "greenback", specifier = ">=1.2.1,<2" },
|
||||
{ name = "pexpect", specifier = ">=4.9.0,<5" },
|
||||
{ name = "prompt-toolkit", specifier = ">=3.0.50" },
|
||||
{ name = "psutil", specifier = ">=7.0.0" },
|
||||
{ name = "pyperclip", specifier = ">=1.9.0" },
|
||||
{ name = "pytest", specifier = ">=8.3.5" },
|
||||
{ name = "stackscope", specifier = ">=0.2.2,<0.3" },
|
||||
{ name = "typing-extensions", specifier = ">=4.14.1" },
|
||||
{ name = "xonsh", specifier = ">=0.22.2" },
|
||||
]
|
||||
devx = [
|
||||
{ name = "greenback", specifier = ">=1.2.1,<2" },
|
||||
{ name = "stackscope", specifier = ">=0.2.2,<0.3" },
|
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{ name = "typing-extensions", specifier = ">=4.14.1" },
|
||||
]
|
||||
lint = [{ name = "ruff", specifier = ">=0.9.6" }]
|
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repl = [
|
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{ name = "prompt-toolkit", specifier = ">=3.0.50" },
|
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{ name = "psutil", specifier = ">=7.0.0" },
|
||||
{ name = "pyperclip", specifier = ">=1.9.0" },
|
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{ name = "xonsh", specifier = ">=0.22.2" },
|
||||
]
|
||||
testing = [
|
||||
{ name = "pexpect", specifier = ">=4.9.0,<5" },
|
||||
{ name = "pytest", specifier = ">=8.3.5" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "tricycle"
|
||||
version = "0.4.1"
|
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|
|
@ -2095,14 +2264,8 @@ wheels = [
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|||
|
||||
[[package]]
|
||||
name = "xonsh"
|
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wheels = [
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{ url = "https://files.pythonhosted.org/packages/e8/db/1c5c057c0b2a89b8919477726558685720ae0849ea1a98a3803e93550824/xonsh-0.20.0-py311-none-any.whl", hash = "sha256:65d27ba31d558f79010d6c652751449fd3ed4df1f1eda78040a6427fa0a0f03e", size = 646312, upload-time = "2025-11-24T07:50:49.488Z" },
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{ url = "https://files.pythonhosted.org/packages/d2/a2/d6f7534f31489a4b8b54bd2a2496248f86f7c21a6a6ce9bfdcdd389fe4e7/xonsh-0.20.0-py312-none-any.whl", hash = "sha256:3148900e67b9c2796bef6f2eda003b0a64d4c6f50a0db23324f786d9e1af9353", size = 646323, upload-time = "2025-11-24T07:50:43.028Z" },
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{ url = "https://files.pythonhosted.org/packages/bd/48/bcb1e4d329c3d522bc29b066b0b6ee86938ec392376a29c36fac0ad1c586/xonsh-0.20.0-py313-none-any.whl", hash = "sha256:c83daaf6eb2960180fc5a507459dbdf6c0d6d63e1733c43f4e43db77255c7278", size = 646830, upload-time = "2025-11-24T07:50:45.078Z" },
|
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]
|
||||
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|
||||
source = { git = "https://github.com/xonsh/xonsh.git?branch=main#b446946fd94c3913e002318db1d1b41ee4fa1f9a" }
|
||||
|
||||
[[package]]
|
||||
name = "yapic-json"
|
||||
|
|
|
|||
Loading…
Reference in New Issue