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Author SHA1 Message Date
Gud Boi b2b180428b Add holiday-gap detection via `exchange_calendars`
Integrate `exchange_calendars` lib to detect market holidays in
gap-checking logic via new `.ib.venues.has_holiday()` helper!

The `.ib.venues` impl deats,
- add  a new `has_holiday()` using `xcals.get_calendar()` and friends
  for sanity checking a venue's holiday closure-gaps.
  * final holiday detection-check is basically,
   `(cash_gap := (next_open - prev_close)) > period`
- include `time_step_s` param to `is_venue_closure()` for boundary
  tolerance checks.
  * let's us expand closure-time checks to include `+/-time_step_s`
    "off-by-one-`timeframe`-sample" edge case ranges.
- add real docstring to `has_weekend()`.

In `.ib.api` refine usage for ^ changes,
- move `is_venue_open()` call + tz-convert outside gap check
- use a walrus to capture `has_closure_gap` from `is_venue_closure()`
- add a `not has_closure_gap` condition to the
  mismatched-duration/short-frame warning block to avoid needless warns.
- keep duration-based "short-frame" log as `.error()` but toss in a bp
  so (somone can) umask to figure out wtf is going on..
  * we should **never** really hit this path unless there's a valid bug
    or data issue with IB/GFIS!
  * keep recursion path masked-out just leave a `breakpoint()` for now.

Also some logger updates,
- import `get_logger()` from top-level `piker.log` vs `.ib._util` which
  was always kinda wrong..
- change `NonShittyIB._logger` to use `__name__` vs literal.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 19:01:45 -05:00
Gud Boi 417e9c6375 Add `exchange_calendar` dep for venue-closure gap checkin 2026-02-22 19:01:44 -05:00
Gud Boi 77bdf5479e Adjust type annots in binance and IB symbol mods
Namely, again switching `|`-union syntax to rm adjacent white space.

Also, flip to multiline style for threshold comparison in
`.binance.feed` and change gap-check threshold to `timeframe` (vs
a hardcoded `60`s) in the `get_ohlc()` closure.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 19:01:44 -05:00
Gud Boi 479f3d23df Use `.ib.venues.is_venue_open()` in `.feed`
In `.ib.feed.stream_quotes()` specifically that is since time-range
checking code was moved to the new sub-mod.

Deats,
- drop import of old `is_current_time_in_range()` from `._util`
- change `get_bars()` sig: `end_dt`/`start_dt` to `datetime|None`
- comment-out `breakpoint()` in `open_history_client()`

Styling,
- add multiline style to conditionals and tuple unpacks
- fix type annotation: `Contract|None` vs `Contract | None`
- fix backticks in comment: `ib_insync` vs `ib_async`

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 19:01:44 -05:00
Gud Boi 2de8970ae9 Add venue-closure gap-detection in `.ib.api.Client.bars()`
With all detection logic coming from our new `.ib.venues` helpers
allowing use to verify IB's OHLC bars frames don't contain unexpected
time-gaps.

`Client.bars()` new checking deats,
- add `is_venue_open()`, `has_weekend()`, `sesh_times()`, and
  `is_venue_closure()` checks when `last_dt < end_dt`
- always calc gap-period in local tz via `ContractDetails.timeZoneId`.
- log warnings on invalid non-closure gaps, debug on closures for now.
- change recursion case to just `log.error()` + `breakpoint()`; we might end
  up tossing it since i don't think i could ever get it to be reliable..
  * mask-out recursive `.bars()` call (likely unnecessary).
- flip `start_dt`/`end_dt` param defaults to `None` vs epoch `str`.
- update docstring to clarify no `start_dt` support by IB
- add mod level `_iso8601_epoch_in_est` const to keep track of orig
  param default value.
- add multiline style to return type-annot, type all `pendulum` objects.

Also,
- uppercase `Crypto.symbol` for PAXOS contracts in `.find_contracts()`,
  tho now we're getting a weird new API error i left in a todo-comment..

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 19:01:44 -05:00
Gud Boi 555c1ecf8c Mv `parse_trading_hours()` from `._util` to `.venues`
It was an AI-model draft that we can prolly toss but figured might as
well org it appropriately.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 19:01:44 -05:00
Gud Boi 145da224ef Add `.ib.venues` for mkt-venue-closure checkers
Introduce set of helper-fns for detecting venue open/close status,
session start/end times, and related time-gap detection using
`pendulum`.

Deats,
- add `iter_sessions()` to yield `pendulum.Interval`s from
  a `ContractDetails` instance.
- add `is_venue_open()` to check if active at a given time.
- add `is_venue_closure()` to detect valid closure gaps.
- add `sesh_times()` to extract weekday-agnostic open/close times.
- add `has_weekend()` to check for Sat/Sun in interval.
- move in lowlevel `is_current_time_in_range()` for checking a
  datetime within a `sesh: pendulum.Interval`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 19:01:44 -05:00
Gud Boi 19439c9630 Adjust sampler's "IPC-dropped" log msg styling
Refmt the "connection-dropped" error-log in `Sampler`'s broadcast loop
to show error type first, then the IPC context details; mks it all
easier to grok/less-noisy on console imo.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:41 -05:00
Gud Boi b717c3e07e Wrap `open_autorecon_ws()` body for comms failures
Add outer `try/except` around the nursery block in
`open_autorecon_ws()` to catch any `NoBsWs.recon_errors` that
escape the inner reconnect loop, logging a warning instead of
propagating.

Also,
- correct `NoBsWs.recon_errors` typing to `tuple[Type[Exception]]`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:41 -05:00
Gud Boi 95274ea835 Add timeout + shielding to `NoBsWs` reconnect logic
Add timeout param to `.reset()` and `.send_msg()` to prevent
indefinite blocking on reconnect attempts. Shield reconnect
sleeps from cancellation to ensure we avoid any "finally footgun" type
scenarios where `trio.Cancelled` masks an underlying exc per,
- https://github.com/goodboy/tractor/pull/387
- https://github.com/goodboy/tractor/pull/391

Deats,
- add `timeout` param to `.reset()`, return `bool` for success
- add `timeout=3` default to `.send_msg()` for reconnect wait
- shield `.reset()` call in `.send_msg()` error handler
- log warning when reconnect timeout exceeded
- shield throttled sleeps in `_reconnect_forever()` error paths

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:41 -05:00
Gud Boi e909031d04 Handle `tractor.TransportClosed` as "stream-closed"
In both the ems and sampler since on new `tractor` this is the
"wrapping" exception raised when the transport layer terminates early
but in a psuedo-"graceful" way, expected when a peer actors disconnect.
Previously we were crashing in this case since old `tractor` just raised
the underlying `trio`-source-exceptions verbatim.

Also,
- use `Aid.reprol()` in log msgs vs old `.chan.uid` refs

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:41 -05:00
Gud Boi 616de968d5 Better doc-strings n styling in `piker.cli` eps
Add comprehensive docstrings to the top-level CLI endpoints and helpers,
explaining the purpose and structure of each (sub)command.

Deats,
- add detailed docstring to `pikerd()` explaining its role as the
  root service-actor/daemon supervisor.
- add docstring to `cli()` noting it's the root endpoint generally
  requiring a sub-cmd input.
- add extensive docstring to `services()` explaining the daemon naming
  conventions and listing a few current/common service actors.
- add docstring to `_load_clis()` explaining dynamic CLI loading.

Stylin,
- add multiline style to `and not maddrs` conditional in
  `load_trans_eps()`.
- drop commented-out `--tsdb` and `--es` click options from
  `pikerd()`, they're more or less obsolete given `nativedb`.
- add type annots where obviously handy.
- add TODO comment about UDS support in `services()`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 69251cd620 Bump `platformdirs` version in lock file 2026-02-22 18:42:20 -05:00
Gud Boi 30329704c9 Enable console logging in `.accounting` on import
Enable `get_console_log()` at `.accounting.__init__` import-time
to ensure console output is available whenever the subsystem is
used by `.clearing` or other code.

Deats,
- uncomment and complete `get_console_log()` call in
  `.accounting.__init__` with default `level='warning'` and
  `name=__name__`.
- update comment explaining rationale: better to enable on import
  since namely used by `.clearing` subsystem.

Also,
- change `piker.calc` import to relative `.calc` in
  `.accounting.__init__`.
- drop unused `get_console_log` import from `.accounting._pos`.
- add `log = get_logger(name=__name__)` to `.accounting.cli`.
- change `get_logger(loglevel)` -> `get_console_log()` in
  `.accounting.cli.sync()` with proper kwargs.
- add `get_console_log` import to `.accounting.cli`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi dd9b525a48 Use `name=__name__` for logs throughout `.service`
Change all `.service` sub-modules to use `get_logger(name=__name__)`
for per-submod instances vs a shared `._util.log`.

Deats,
- import `get_logger()` and `get_console_log()` from top-level
  `piker.log` instead of `._util` for all.
- drop `log` and `get_console_log()` partial from `._util`.
- add `name=subsys` kwarg to `get_console_log()` call in
  `_actor_runtime.maybe_open_pikerd()`.
- add `name='piker.service'` to `get_console_log()` in
  `_ahab.open_ahabd()`.
- change default `loglevel` from `None` to `'cancel'` in
  `_ahab.open_ahabd()`.
- add sanity check: `assert log.name == 'piker.service'` in
  `_daemon.maybe_spawn_daemon()`.
- change `print()` -> `log.info()` in `_registry.find_service()`.
- drop stray `from piker.service._util import log` import in
  `brokers._daemon.spawn_brokerd()`.

Styling/cleanups,
- drop blank lines from various fn sigs.
- do more sin-ws union type annots.
- add more multiline style to `or` expressions in `_actor_runtime` and
  `_registry`.
- update `._util` docstring with TODO about `import`-time console
  log setup.
- add TODO comments in `_registry` about UDS registry support.
- use `.aid.uid` from actor in `_registry.open_registry()`.
- add intermediate var `reg_addrs` in `_registry.open_registry()` (bc
  i was tracing rtvs value issues in `tractor`).
- add `pformat` import to `.elastic` (code path is currently
  not used but figured might as well appease the linter..)

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 3f79c63160 Pass `loglevel` down through `.ui` graphics tasks
Add `loglevel` propagation to UI graphics tasks and sampler stream
opens to enable proper console logging in chart update loops. This
ensures the graphics and FSP subsystems receive the same loglevel
as their parent and/or sibling UI-actor tasks.

Deats,
- add `loglevel` param to `graphics_update_loop()` and
  `increment_history_view()` with default `'warning'`.
- pass `loglevel` to `open_sample_stream()` calls in both fns.
- use `partial()` to pass `loglevel` through to `nurse.start_soon()`
  calls in `display_symbol_data()` and `graphics_update_loop()`.

Also logging, doc-strs, and code-style tweaks,
- change `print()` -> `log.debug()` for hidden-chart and
  interaction-pause msgs in graphics loop.
- change `log.info()` -> `log.debug()` for resize events in
  `GodWidget` and `MainWindow`.
- add multiline style to resize log msg in `GodWidget`.
- add docstring to `MainWindow.on_focus_change()`.
- moar union type annot adjustments.
- switch to explicit kwarg `period_s=` for `open_sample_stream()`
  in `increment_history_view()`.
- multiline style for `names` list in `open_fsp_actor_cluster()`.
- change `count=2` -> `count=len(names)` in
  `open_fsp_actor_cluster()`.
- add TODO about using `.experimental` for cluster import (once that
  get's patched into upstream `tractor`).
- multiline style for `or` in `FspAdmin.start_engine_task()`.
- comment-out unused `brokernames` in `ui.cli.chart()`.
- add commented breakpoint in `ui.cli.chart()`.
- fix docstring style in `OrderMode.on_submit()`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 01ba6fcad7 Pass `loglevel` to `cascade()` feed/sampler opens
Add `loglevel` param to both `maybe_open_feed()` and
`open_sample_stream()` calls in FSP engine's `cascade()` task to
ensure proper console log setup in downstream sampling tasks.

Deats,
- pass `loglevel=loglevel` to `maybe_open_feed()` call.
- pass `loglevel=loglevel` to `open_sample_stream()` call.

Also,
- switch to explicit kwargs: `fqmes=[fqme]` and `period_s=` for
  clarity and consistency with other callsites.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi d092f2eece Pass `loglevel` down through `.data` callstack
Add `loglevel` param propagation across the data feed and sampling
subsystems to enable proper console log setup in downstream (distibuted)
subactor tasks. This ensures sampler and history-mgmt tasks receive the
same loglevel as their parent `.data.feed` tasks.

Deats,
- add `loglevel: str|None` param to `register_with_sampler()`,
  `maybe_open_samplerd()`, and `open_sample_stream()`.
- pass `loglevel` through to `get_console_log()` in
  `register_with_sampler()` with fallback to actor `loglevel`.
- use `partial()` in `allocate_persistent_feed()` to pass
  `loglevel` to `manage_history()` at task-start.
- add `loglevel` param to `manage_history()` with default
  `'warning'` and pass through to `open_sample_stream()` from there.
- capture `loglevel` var in `brokers.cli.search()` and pass to
  `symbol_search()` call.

Also,
- drop blank lines in fn sigs for consistency with piker style.
- add debug bp in `open_feed()` when `loglevel != 'info'`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 992b128ba8 Enable console via `.clearing._ems.open_brokerd_dialog()`
Enable console logs for both `.clearing` and `.accounting` in
`open_brokerd_dialog()` and pass `loglevel` to all broker-backend
trade-dialog endpoints. This ensures all `open_trade_dialog()` will
receive the same level passed to the EMS, including the paper engine.

Deats,
- add `loglevel` param to `mk_paper_ep()` closure.
- pass `loglevel=loglevel` to all trade endpoint `open_context()`
  calls and `mk_paper_ep()` invocations.
- change default `loglevel` in `open_ems()` from `'error'` to
  `'warning'`.
- add `get_console_log()` calls for `'clearing'` and
  `'piker.accounting'` at top of `open_brokerd_dialog()` to ensure those
  dependent subsystems are console enabled given they're namely used by
  the `brokerd` trade-dialog ep tasks.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 7756c3a603 Use `__name__` for loggers across most sub-mods
Change most sub-modules to use `get_logger(name=__name__)` for
per-leaf-module `log` instances vs previous subpkg-level/shared refs.

Primary changes,
- import `get_[console_]logger()` from top-level `piker.log` across leaf
  mods.
- change any `<subsys>._util.log` logger-instances as well (though this
  approach should no longer be used since it masks the endpoint module's
  emissions.

Also,
- add a defaulted `loglevel: str` param to all `open_trade_dialog()`
  endpoints, anticipating it being passed in by `.clearing`-engine.
- call `get_console_log(level=loglevel, name=__name__)` in each trade
  dialog ep to enable per-`brokerd`-backend console writing.
- drop `get_logger` from `.brokers.__all__` exports
- fix type annotations: `str|None` vs `str | None`
- add TODOs for,
  * comments in `._util` about multi-subsys logging
  * `.accounting.__init__` about console log setup

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 89dba3c76a Use `__name__` for loggers across `.ib` sub-mods
Change all `.ib` sub-modules to use `get_logger(name=__name__)`
for per-module logger instances vs shared `._util.log`.

Deats,
- change `._util` to use `__name__` vs literal string.
- change `.broker`, `.feed`, `.ledger`, `.symbols` to import
  `get_logger()` from top-level `.log` and call with `__name__`.
- drop `log` imports from `._util` in all affected mods.

Also,
- drop trailing comma in `.cli.services()` conditional for `loglevel`
  passthrough -> fixes an actual kwargs bug!!

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 11d7651397 .data.feed: move `Flume` import to avoid cycle
Move `Flume` to `TYPE_CHECKING` and add runtime imports in
`allocate_persistent_feed()` + `open_feed()` to avoid cycle
with `.flows` mod.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 919299053b .fsp._engine: enable console logging in `cascade()`
Add console log setup with module name + multiline style for
desync warning msg.

Also,
- fix import: `Flume` from `.data.flows` vs `.data.feed`
- move `Feed` to `TYPE_CHECKING` block
- add TODO comment about `tractor._state` dict issue

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi d04aa210e5 Add order-cancel debugging and multiline kbd logs
Add verbose logging + error handling for order cancellation
hotkey path and multiline style for view-mode kb msgs.

Deats,
- add `Cursor.is_hovered()` to check hover state
- log warnings when no orders cancelled via <c> hotkey
- add try-except around `.cancel_orders_under_cursor()`
- log `cur._hovered` state in `.ui._lines` hover handlers
- change `Dialog.cancel_orders()` to return `list[Dialog]`
- fix import: `Flume` from `.data.flows` vs `.data.feed`
- comment-out multi-status msgs in order submit/cancel

Also,
- convert all multiline kbd `if` conditionals to use `and`
  on separate lines for consistency
- move `import tractor` to top of `._interaction`
- change `print()` to `log.debug()` in `LevelLine`
- fix type annotation spacing: `Callable|None` vs `Callable | None`

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 26a7628a27 .ui._app: enable console logging in `_async_main()`
Now we're actualy emitting colored-logs (again?), not sure how this got
borked but maybe it's due to `tractor.log`'s new changes?

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi a641588364 .brokers._daemon: enable `tractor` log in `brokerd`
Also,
- capture `Actor.loglevel` in `tll` var for reuse (when `loglevel` is
  null) and pass `bool`-ed as new `with_tractor_log`-flag.
- add `with_tractor_log=bool(tll)` to `.get_console_log()`
- add assertion check for logger name.
- comment-out `tractor.trionics.collapse_eg()` context for now, pretty
  sure we don't need it and it just ends up adding extra logging
  overhead for no good reason (warnings on various `trio` internal
  cancelled-maskings, etc).
- change type annotation: `str|None` vs `str | None`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 2feb49656c Auto-enable `tractor` logging when runtime active
Check for active `tractor` runtime via `.current_actor()` and use its
`.loglevel` to auto-enable `tractor`'s internal console logging when
`with_tractor_log` is not explicitly set.

Deats,
- add `tll` (tractor log level) var to capture level
- check `with_tractor_log is not False` first
- fallback to `maybe_actor.loglevel` if runtime exists
- only call `tractor.log.get_console_log()` if `tll` set
- add TODO comment about "log-spec" style config support

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:42:20 -05:00
Gud Boi 21bd37cb42 Bump to latest `xonsh` release 2026-02-22 18:42:20 -05:00
Gud Boi 5a4ce27777 Adjust `tractor.log` API compat
Update logging helpers to use new `tractor.log` API with `pkg_name=`
kwarg and add optional `tractor` "root logger" enabling.

Deats,
- change `piker.log.get_logger()` to use `pkg_name=` vs `_root_name=`.
- add `**tractor_log_kwargs` passthrough to both wrapper fns.
- add `with_tractor_log: bool` toggle to `.get_console_log()`.
- strip `'piker.'` prefix from logger names when present to avoid
  newly added `tractor.get_logger()` warnings.

Surroundingly,
- add `subsys` import to `.clearing._ems` for log name
- update all `get_console_log()` calls to use `level=` kwarg
- add assertion checks for logger names in `_setup_persistent_emsd()`

Additionally,,
- fix all type annotations: `str|None` vs `str | None`.
- add multiline style to conditional in `.cli.services()`.
- drop unused `Optional` import from `._actor_runtime`.
- drop a few "blank lines" in various function sigs.

Warning: this patch will require an equivalent dev-commit at the time of
writing in `tractor` itself, for now the `piker_pin` branch should be
sufficient to avoid breakage 🙏!

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code

k
2026-02-22 18:42:20 -05:00
Gud Boi 62e9c74377 Flip `.tsp._history` logger to explicit mod-name (again) 2026-02-22 18:40:59 -05:00
Gud Boi ba622b285f Adjust binance stale-bar detection to 2x tolerance
Change the stale-bar check in `.binance.feed` from `timeframe` to
`timeframe * 2` tolerance to avoid false-positive pauses when bars
are slightly delayed but still within acceptable bounds.

Styling,
- add walrus operator to capture `_time_step` for debugger
  inspection.
- add comment explaining the debug purpose of this check.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi ad7fc649b2 Replace assert with warn for no-gaps in `.storage.cli`
Change `assert aids` to a warning log when no history gaps are found
during `ldshm` gap detection; it is the **ideal case** OBVI. This avoids
crashing the CLI when gap detection finds no issues, which is actually
good news!

Bp

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 6149fcaf2e .tsp._history: add gap detection in backfill loop
Add frame-gap detection when `frame_last_dt < end_dt_param` to
warn about potential venue closures or missing data during the
backfill loop in `start_backfill()`.

Deats,
- add `frame_last_dt < end_dt_param` check after frame recv
- log warnings with EST-converted timestamps for clarity
- add `await tractor.pause()` for REPL-investigation on gaps
- add TODO comment about venue closure hour checking
- capture `_until_was_none` walrus var for null-check clarity
- add `last_time` assertion for `time[-1] == next_end_dt`
- rename `_daterr` to `nodata` with `_nodata` capture

Also,
- import `pendulum.timezone` and create `est` tz instance
- change `get_logger()` import from `.data._util` to `.log`
- add parens around `(next_prepend_index - ln) < 0` check

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 4ff8be18c5 Guard against `None` chart in `ArrowEditor.remove()`
Add null check for `linked.chart` before calling
`.plotItem.removeItem()` to prevent `AttributeError` when chart
is `None`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 2758c030a5 .ib.feed: only set `feed_is_live` after first quote
Move `feed_is_live.set()` to after receiving the first valid
quote instead of setting early on venue-closed path. Prevents
sampler registration when no live data expected.

Also,
- drop redundant `.set()` call in quote iteration loop
- add TODO note about sleeping until venue opens vs forever
- init `first_quote: dict` early for consistency

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 04ef91bbf8 Only register shms w sampler when `feed_is_live`
Add timeout-gated wait for `feed_is_live: trio.Event` before passing shm
tokens to `open_sample_stream()`; skip registering shm-buffers with the
sampler if the feed doesn't "go live" within a new timeout.

The main motivation here is to avoid the sampler incrementing shm-array
bufs when the mkt-venue is closed so that a trailing "same price"
line/bars isn't updated/rendered in the chart's view when unnecessary.

Deats,
- add `wait_for_live_timeout: float = 0.5` param to `manage_history()`
- warn-log the fqme when timeout triggers
- add error log for invalid `frame_start_dt` comparisons to
  `maybe_fill_null_segments()`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 11e5e1e2a0 Clarify `register_with_sampler()` started type and vars
Markup `ctx.started()` type-sig as `set[int]`, rename binding var
`first` to `shm_periods` and add type hints for clarity on context mgr
unpacking.

Also,
- whitespace cleanup: `Type | None` -> `Type|None` throughout
- format long lines: `.setdefault()`, `await ctx.started()`
- fix backtick style in docstrings for consistency
- add placeholder TODO comment for `feed_is_live` check; it might be
  more rigorous to pass the syncing state down thru all this?

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi c8b6fe62cf Ignore single-zero-sample trace on no runtime.. 2026-02-22 18:40:59 -05:00
Gud Boi f4bbfe566d ib.feed: drop legacy "quote-with-vlm" polling
Since now we explicitly check each mkt's venue hours now we don't need
this mega hacky "waiting on a quote with real vlm" stuff to determing
whether historical data should be loaded immediately. This approach also
had the added complexity that we needed to handle edge cases for tickers
(like xauusd.cmdty) which never have vlm.. so it's nice to be rid of it
all ;p
2026-02-22 18:40:59 -05:00
Gud Boi c2b1ccac2c Always overwrite tsdb duplicates found during backfill
Enable the previously commented-out dedupe-and-write logic in
`start_backfill()` to ensure tsdb stays clean of duplicate
entries.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 61c6feff5c For claude, ignore no runtime for offline shm reading 2026-02-22 18:40:59 -05:00
Gud Boi 4fbb3f6770 .ib._util: ignore attr err on click-hack twm wakeups? 2026-02-22 18:40:59 -05:00
Gud Boi 7d7fd2964e Use `get_fonts()`, add `show_txt` flag to gap annots
Switch `.tsp._annotate.markup_gaps()` to use new
`.ui._style.get_fonts()` API for font size calc on client side and add
optional `show_txt: bool` flag to toggle gap duration labels (with
default `False`).

Also,
- replace `sgn` checks with named bools: `up_gap`, `down_gap`
- use `small_font.px_size - 1` for gap label font sizing
- wrap text creation in `if show_txt:` block
- update IPC handler to use `get_fonts()` vs direct `_font` import

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 2a3901fd7d Add `get_fonts()` API and fix `.px_size` for non-Qt ctxs
Add a public `.ui._style.get_fonts()` helper to retrieve the
`_font[_small]: DpiAwareFont` singleton pair. Adjust
`DpiAwareFont.px_size` to return `conf.toml` value when Qt returns `-1`
(no active Qt app).

Also,
- raise `ValueError` with detailed msg if both Qt and a conf-lookup fail
- add some more type union whitespace cleanups: `int | None` -> `int|None`

(this commit-msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi d260667c59 Relay annot creation failures with err-dict resps
Change annot-ctl APIs to return `None` on failure instead of invalid
`aid`s. Server now sends `{'error': msg}` dict on failures, client
match-blocks handle gracefully.

Also,
- update return types: `.add_rect()`, `.add_arrow()`, `.add_text()`
  now return `int|None`
- match on `{'error': str(msg)}` in client IPC receive blocks
- send error dicts from server on timestamp lookup failures
- add failure handling in `markup_gaps()` to skip bad rects

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi ccba910247 Do time-based shm-index lookup for annots on server
Fix annotation misalignment during backfill by switching from
client-computed indices to server-side timestamp lookups against
current shm state. Store absolute coords on annotations and
reposition on viz redraws.

Lowlevel impl deats,
- add `time` param to `.add_arrow()`, `.add_text()`, `.add_rect()`
- lookup indices from shm via timestamp matching in IPC handlers
- force chart redraw before `markup_gaps()` annotation creation
- wrap IPC send/receive in `trio.fail_after(3)` for timeout when
  server fails to respond, likely hangs on no-case-match/error.
- cache `_meth`/`_kwargs` on rects, `_abs_x`/`_abs_y` on arrows
- auto-reposition all annotations after viz reset in redraw cmd

Also,
- handle `KeyError` for missing timeframes in chart lookup
- return `-1` aid on annotation creation failures (lol oh `claude`..)
- reconstruct rect positions from timestamps + BGM offset logic
- log repositioned annotation counts on viz redraw

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi d67c34014c Add buffer capacity checks to backfill loop
Prevent `ValueError` from negative prepend index in
`start_backfill()` by checking buffer space before push
attempts. Truncate incoming frame if needed and stop gracefully
when buffer full.

Also,
- add pre-push capacity check with frame truncation logic
- stop backfill when `next_prepend_index <= 0`
- log warnings for capacity exceeded and buffer-full conditions

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi ea9a5d0236 Drop decimal points for whole-number durations
Adjust `humanize_duration()` to show "3h" instead of "3.0h" when the
duration value is a whole number, making labels cleaner.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 8695c418ce Add `font_size` param to `AnnotCtl.add_text()` API
Expose font sizing control for `pg.TextItem` annotations thru the
annot-ctl API. Default to `_font.font.pixelSize() - 3` when no
size provided.

Also,
- thread `font_size` param thru IPC handler in `serve_rc_annots()`
- apply font via `QFont.setPixelSize()` on text item creation
- add `?TODO` note in `markup_gaps()` re using `conf.toml` value
- update `add_text()` docstring with font_size param desc

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 8ebe2971db Add humanized duration labels to gap annotations
Introduce `humanize_duration()` helper in `.tsp._annotate` to
convert seconds to short human-readable format (d/h/m/s). Extend
annot-ctl API with `add_text()` method for placing `pg.TextItem`
labels on charts.

Also,
- add duration labels on RHS of gap arrows in `markup_gaps()`
- handle text item removal in `rm_annot()` match block
- expose `TextItem` cmd in `serve_rc_annots()` IPC handler
- use `hcolor()` for named-to-hex color conversion
- set anchor positioning for up vs down gaps

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi a87e066667 .ib.feed: trim bars frame to `start_dt` 2026-02-22 18:40:59 -05:00
Gud Boi 3ab89dc8b2 ib._util: ignore timeout-errs when crash-handling `pyvnc` connects 2026-02-22 18:40:59 -05:00
Gud Boi 4a1bc4ef01 Lul, woops compare against first-dt in `.ib.feed` bars frame.. 2026-02-22 18:40:59 -05:00
Gud Boi fa69764086 Expose more `pg.ArrowItem` params thru annot-ctl API 2026-02-22 18:40:59 -05:00
Gud Boi 8e1d5522fc Add `pexpect`, `xonsh`@github:main to deps
The former bc `claude` needs it for its new "offline" REPL simulator
script `snippets/claude_debug_helper.py` and pin to `xonsh` git mainline
to get the fancy new next cmd/suggestion prompt feats (which @goodboy is
using from `modden` already). Bump lock file to match.

Ah right, and for now while hackin pin to a local `tractor` Bp
2026-02-22 18:40:59 -05:00
Gud Boi 9f66ee0998 Add break for single bar null segments 2026-02-22 18:40:59 -05:00
Gud Boi 60e2e0c2e6 Space gap rect-annots "between" start-end bars 2026-02-22 18:40:59 -05:00
Gud Boi 4479fc46cd Catch too-early ib hist frames
For now by REPLing them and raising an RTE inside `.ib.feed` as well as
tracing any such cases that make it (from other providers) up to the
`.tsp._history` layer during null-segment backfilling.
2026-02-22 18:40:59 -05:00
Gud Boi 7cd9d0dfda Add arrow indicators to time gaps
Such that they're easier to spot when zoomed out, a similar color to the
`RectItem`s and also remote-controlled via the `AnnotCtl` api.

Deats,
- request an arrow per gap from `markup_gaps()` using a new
  `.add_arrow()` meth, set the color, direction and alpha with
  position always as the `iend`/close of the last valid bar.
- extend the `.ui._remote_ctl` subys to support the above,
  * add a new `AnnotCtl.add_arrow()`.
  * add the service-side IPC endpoint for a 'cmd': 'ArrowEditor'.
- add a new `rm_annot()` helper to ensure the right graphics removal
  API is used by annotation type:
  * `pg.ArrowItem` looks up the `ArrowEditor` and calls `.remove(annot).
  * `pg.SelectRect` keeps with calling `.delete()`.
- global-ize an `_editors` table to enable the prior.
- add an explicit RTE for races on the chart-actor's `_dss` init.
2026-02-22 18:40:59 -05:00
Gud Boi 9a6df8d51a Arrow editor refinements in prep for gap checker
Namely exposing `ArrowEditor.add()` params to provide access to
coloring/transparency settings over the remote-ctl annotation API and
also adding a new `.remove_all()` to easily clear all arrows from
a single call. Also add `.remove()` compat methods to the other editors
(i.e. for lines, rects).
2026-02-22 18:40:59 -05:00
Gud Boi 51e8a56c44 Mv `markup_gaps()` to new `.tsp._annotate` mod 2026-02-22 18:40:59 -05:00
Gud Boi c5ddbd53c9 Enable tracing back insert backfills
Namely insertion writes which over-fill the shm buffer past the latest
tsdb sample via `.tsp._history.shm_push_in_between()`.

Deats,
- check earliest `to_push` timestamp and enter pause point if it's
  earlier then the tsdb's `backfill_until_dt` stamp.
- requires actually passing the `backfill_until_dt: datetime` thru,
  * `get_null_segs()`
  * `maybe_fill_null_segments()`
  * `shm_push_in_between()` (obvi XD)
2026-02-22 18:40:59 -05:00
Gud Boi ae4b0528ea Tolerate various "bad data" cases in `markup_gaps()`
Namely such that when the previous-df-row by our shm-abs-'index' doesn't
exist we ignore certain cases which are likely due to borked-but-benign
samples written to the tsdb or rt shm buffers prior.

Particularly we now ignore,
- any `dt`/`prev_dt` values which are UNIX-epoch timestamped (val of 0).
- any row-is-first-row in the df; there is no previous.
- any missing previous datum by 'index', in which case we lookup the
  `wdts` prior row and use that instead.
  * this would indicate a missing sample for the time-step but we can
    still detect a "gap" by looking at the prior row, by df-abs-index
    `i`, and use its timestamp to determine the period/size of missing
    samples (which need to likely still be retrieved).
  * in this case i'm leaving in a pause-point for introspecting these
    rarer cases when `--pdb` is passed via CLI.

Relatedly in the `piker store` CLI ep,
- add `--pdb` flag to `piker store`, pass it verbatim as `debug_mode`.
- when `times` has only a single row, don't calc a `period_s` median.
- only trace `null_segs` when in debug mode.
- always markup/dedupe gaps for `period_s==60`
2026-02-22 18:40:59 -05:00
Gud Boi b292da59c0 ib: up API timeout default for remote host conns 2026-02-22 18:40:59 -05:00
Gud Boi 0e51e4161d Add vlm-based "smart" OHLCV de-duping & bar validation
Using `claude`, add a `.tsp._dedupe_smart` module that attemps "smarter"
duplicate bars by attempting to distinguish between erroneous bars
partially written during concurrent backfill race conditions vs.
**actual** data quality issues from historical providers.

Problem:
--------
Concurrent writes (live updates vs. backfilling) can result in create
duplicate timestamped ohlcv vars with different values. Some
potential scenarios include,

- a market live feed is cancelled during live update resulting in the
  "last" datum being partially updated with all the ticks for the
  time step.
- when the feed is rebooted during charting, the backfiller will not
  finalize this bar since rn it presumes it should only fill data for
  time steps not already in the tsdb storage.

Our current naive  `.unique()` approach obvi keeps the incomplete bar
and a "smarter" approach is to compare the provider's final vlm
amount vs. the maybe-cancelled tsdb's bar; a higher vlm value from
the provider likely indicates the cancelled-during-live-write and
**not** a datum discrepancy from said data provider.

Analysis (with `claude`) of `zecusdt` data revealed:
- 1000 duplicate timestamps
- 999 identical bars (pure duplicates from 2022 backfill overlap)
- 1 volume-monotonic conflict (live partial vs backfill complete)

A soln from `claude` -> `tsp._dedupe_smart.dedupe_ohlcv_smart()`
which:
- sorts by vlm **before** deduplication and keep the most complete
  bar based on vlm monotonicity as well as the following OHLCV
  validation assumptions:
  * volume should always increase
  * high should be non-decreasing,
  * low should be non-increasing
  * open should be identical
- Separates valid race conditions from provider data quality issues
  and reports and returns both dfs.

Change summary by `claude`:
- `.tsp._dedupe_smart`: new module with validation logic
- `.tsp.__init__`: expose `dedupe_ohlcv_smart()`
- `.storage.cli`: integrate smart dedupe, add logging for:
  * duplicate counts (identical vs monotonic races)
  * data quality violations (non-monotonic, invalid OHLC ranges)
  * warnings for provider data issues
- Remove `assert not diff` (duplicates are valid now)

Verified on `zecusdt`: correctly keeps index 3143645
(volume=287.777) over 3143644 (volume=140.299) for
conflicting 2026-01-16 18:54 UTC bar.

`claude`'s Summary of reasoning
-------------------------------
- volume monotonicity is critical: a bar's volume only increases
  during its time window.
- a backfilled bar should always have volume >= live updated.
- violations indicate any of:
  * Provider data corruption
  * Non-OHLCV aggregation semantics
  * Timestamp misalignment

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi e7be9f9838 Add `pexpect`-based `pdbp`-REPL offline helper
Add a new `snippets/claude_debug_helper.py` to
provide a programmatic interface to `tractor.pause()` debugger
sessions for incremental data inspection matching the interactive UX
but able to be run by `claude` "offline" since it can't seem to feed
stdin (so it claims) to the `pdb` instance due to lack of ability to
allocate a tty internally.

The script-wrapper is based on `tractor`'s `tests/devx/` suite's use of
`pexpect` patterns for driving `pdbp` prompts and thus enables
automated-offline execution of REPL-inspection commands **without**
using incremental-realtime output capture (like a human would use it).

Features:
- `run_pdb_commands()`: batch command execution
- `InteractivePdbSession`: context manager for step-by-step REPL interaction
- `expect()` wrapper: timeout handling with buffer display
- Proper stdin/stdout handling via `pexpect.spawn()`

Example usage:
```python
from debug_helper import InteractivePdbSession

with InteractivePdbSession(
    cmd='piker store ldshm zecusdt.usdtm.perp.binance'
) as session:
    session.run('deduped.shape')
    session.run('step_gaps.shape')
```

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Gud Boi 37a697674d Fix polars 1.36.0 duration API
Polars tightened type safety for `.dt` accessor methods requiring
`total_*` methods for duration types vs datetime component accessors
like `day()` which now only work on datetime dtypes.

`detect_time_gaps()` in `.tsp._anal` was calling `.dt.day()`
on `dt_diff` column (a duration from `.diff()`) which throws
`InvalidOperationError` on modern polars.

Changes:
- use f-string to add pluralization to map time unit strings to
  `total_<unit>s` form for the new duration API.
- Handle singular/plural forms: 'day' -> 'days' -> 'total_days'
- Ensure trailing 's' before applying 'total_' prefix

Also updates inline comments explaining the polars type distinction
between datetime components vs duration totals.

Fixes `piker store ldshm` crashes on datasets with time gaps.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 18:40:59 -05:00
Tyler Goodlet 7eab2021d6 `.storage.__init__`: code styling updates 2026-02-22 18:40:59 -05:00
Tyler Goodlet 2cf52e24d6 `.tsp._history`: drop `feed_is_live` syncing, another seg flag
The `await feed_is_live.wait()` is more or less pointless and would only
cause slower startup afaig (as-far-as-i-grok) so i'm masking it here.
This also removes the final `strict_exception_groups=False` use from the
non-tests code base, flipping to the `tractor.trionics` collapser once
and for all!
2026-02-22 18:40:59 -05:00
Tyler Goodlet 12403331d8 Woops, keep `np2pl` exposed from `.tsp` 2026-02-22 18:40:59 -05:00
Tyler Goodlet c9f2dcac53 Factor to a new `.tsp._history` sub-mod
Cleaning out the `piker.tsp` pkg-mod to be only the (re)exports needed
for `._anal`/`._history` refs-use elsewhere!
2026-02-22 18:40:59 -05:00
65 changed files with 4699 additions and 2226 deletions

View File

@ -19,8 +19,10 @@
for tendiez.
'''
from ..log import get_logger
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',

View File

@ -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__)
log = get_logger(
name=__name__,
)
class Position(Struct):

View File

@ -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]

View File

@ -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:
'''

View File

@ -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}',

View File

@ -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):

View File

@ -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

View File

@ -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

View File

@ -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,
),
)

View File

@ -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((

View File

@ -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)

View File

@ -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()
orig_win_id = focussed.window
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
# )

View File

@ -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]:

View File

@ -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'])

View File

@ -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,
)
for sesh in details.tradingSessions()
venue_is_open: bool = is_venue_open(
con_deats=details,
)
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})

View File

@ -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,

View File

@ -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..

View File

@ -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
# )

View File

@ -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()`?

View File

@ -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':

View File

@ -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'

View File

@ -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

View File

@ -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'
)

View File

@ -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:

View File

@ -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',
)

View File

@ -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()

View File

@ -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'
)

View File

@ -520,9 +520,12 @@ 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.callback(shmarr.close)
stack.callback(shmarr.destroy)
stack = tractor.current_actor(
err_on_no_runtime=False,
).lifetime_stack
if stack:
stack.callback(shmarr.close)
stack.callback(shmarr.destroy)
return shmarr
@ -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

View File

@ -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,

View File

@ -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()
await self._connected.wait()
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:'
)
await trio.sleep(0.5)
with trio.CancelScope(shield=True):
await trio.sleep(0.5)
rent_cs.cancel()
# go back to reonnect loop in parent task
@ -291,7 +310,8 @@ async def _reconnect_forever(
log.exception(
'Reconnect-attempt failed ??\n'
)
await trio.sleep(0.2) # throttle
with trio.CancelScope(shield=True):
await trio.sleep(0.2) # throttle
raise berr
#|_ws & nursery block ends
@ -351,32 +371,39 @@ async def open_autorecon_ws(
rcv: trio.MemoryReceiveChannel
snd, rcv = trio.open_memory_channel(616)
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn
):
nobsws = NoBsWs(
url,
rcv,
msg_recv_timeout=msg_recv_timeout,
)
await tn.start(
partial(
_reconnect_forever,
try:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn
):
nobsws = NoBsWs(
url,
snd,
nobsws,
fixture=fixture,
reset_after=reset_after,
rcv,
msg_recv_timeout=msg_recv_timeout,
)
await tn.start(
partial(
_reconnect_forever,
url,
snd,
nobsws,
fixture=fixture,
reset_after=reset_after,
)
)
await nobsws._connected.wait()
assert nobsws._cs
assert nobsws.connected()
try:
yield nobsws
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'
)
await nobsws._connected.wait()
assert nobsws._cs
assert nobsws.connected()
try:
yield nobsws
finally:
tn.cancel_scope.cancel()
'''

View File

@ -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(
manage_history,
mod,
mkt,
some_data_ready,
feed_is_live,
partial(
manage_history,
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,
):

View File

@ -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')

View File

@ -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(

View File

@ -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(

View File

@ -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:

View File

@ -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,

View File

@ -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:

View File

@ -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.

View File

@ -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?

View File

@ -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',

View File

@ -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

View File

@ -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

View File

@ -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,
@ -397,17 +280,19 @@ def ldshm(
times: np.ndarray = shm.array['time']
d1: float = float(times[-1] - times[-2])
d2: float = float(times[-2] - times[-3])
med: float = np.median(np.diff(times))
if (
d1 < 1.
and d2 < 1.
and med < 1.
):
raise ValueError(
f'Something is wrong with time period for {shm}:\n{times}'
)
d2: float = 0
# XXX, take a median sample rate if sufficient data
if times.size > 2:
d2: float = float(times[-2] - times[-3])
med: float = np.median(np.diff(times))
if (
d1 < 1.
and d2 < 1.
and med < 1.
):
raise ValueError(
f'Something is wrong with time period for {shm}:\n{times}'
)
period_s: float = float(max(d1, d2, med))
null_segs: tuple = tsp.get_null_segs(
@ -417,7 +302,9 @@ def ldshm(
# TODO: call null-seg fixer somehow?
if null_segs:
await tractor.pause()
if tractor._state.is_debug_mode():
await tractor.pause()
# async with (
# trio.open_nursery() as tn,
# mod.open_history_client(
@ -441,11 +328,37 @@ 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
step_gaps: pl.DataFrame = tsp.detect_time_gaps(
deduped,
@ -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

View File

@ -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
)

View File

@ -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

View File

@ -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,
)

1606
piker/tsp/_history.py 100644

File diff suppressed because it is too large Load Diff

View File

@ -33,7 +33,10 @@ from . import _search
from ..accounting import unpack_fqme
from ..data._symcache import open_symcache
from ..data.feed import install_brokerd_search
from ..log import get_logger
from ..log import (
get_logger,
get_console_log,
)
from ..service import maybe_spawn_brokerd
from ._exec import run_qtractor
@ -87,6 +90,13 @@ 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

View File

@ -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

View File

@ -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

View File

@ -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(
increment_history_view,
# min_istream,
ds,
partial(
increment_history_view,
# min_istream,
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(
graphics_update_loop,
dss,
ln,
godwidget,
feed,
# min_istream,
partial(
graphics_update_loop,
dss=dss,
nurse=ln,
godwidget=godwidget,
feed=feed,
# min_istream,
pis,
vlm_charts,
pis=pis,
vlm_charts=vlm_charts,
loglevel=loglevel,
)
)
# boot order-mode

View File

@ -21,6 +21,7 @@ Higher level annotation editors.
from __future__ import annotations
from collections import defaultdict
from typing import (
Literal,
Sequence,
TYPE_CHECKING,
)
@ -71,9 +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,
@ -81,8 +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:
'''
@ -98,29 +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):
@ -266,6 +341,9 @@ class LineEditor(Struct):
return lines
# compat with ArrowEditor
remove = remove_line
def as_point(
pair: Sequence[float, float] | QPointF,
@ -298,7 +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)
@ -614,3 +692,6 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
):
scen.removeItem(self._label_proxy)
# compat with ArrowEditor
remove = delete

View File

@ -183,13 +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(
@ -197,7 +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'],
@ -497,7 +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

View File

@ -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:

View File

@ -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:

View File

@ -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]
chart: ChartPlotWidget = {
60: ds.hist_chart,
1: ds.chart,
}[timeframe]
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):
@ -257,36 +588,47 @@ 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)
await ipc.send({
'fqme': fqme,
'cmd': 'SelectRect',
'timeframe': timeframe,
# 'meth': str(meth),
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
'kwargs': {
'start_pos': tuple(start_pos),
'end_pos': tuple(end_pos),
'color': color,
'update_label': False,
},
})
aid: int = await ipc.receive()
self._ipcs[aid] = ipc
if not from_acm:
self._annot_stack.push_async_callback(
partial(
self.remove,
aid,
with trio.fail_after(3):
await ipc.send({
'fqme': fqme,
'cmd': 'SelectRect',
'timeframe': timeframe,
# 'meth': str(meth),
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
'kwargs': {
'start_pos': tuple(start_pos),
'end_pos': tuple(end_pos),
'color': color,
'update_label': False,
'start_time': start_time,
'end_time': end_time,
},
})
aid: int|dict = await ipc.receive()
match aid:
case {'error': str(msg)}:
log.error(msg)
return None
self._ipcs[aid] = ipc
if not from_acm:
self._annot_stack.push_async_callback(
partial(
self.remove,
aid,
)
)
)
return aid
return aid
async def remove(
self,
@ -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(

View File

@ -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

View File

@ -300,7 +300,10 @@ class GodWidget(QWidget):
getattr(widget, 'on_resize')
self._widgets[widget.mode_name] = widget
def on_win_resize(self, event: QtCore.QEvent) -> None:
def on_win_resize(
self,
event: QtCore.QEvent,
) -> None:
'''
Top level god widget handler from window (the real yaweh) resize
events such that any registered widgets which wish to be
@ -315,7 +318,10 @@ class GodWidget(QWidget):
self._resizing = True
log.info('God widget resize')
log.debug(
f'God widget resize\n'
f'{event}\n'
)
for name, widget in self._widgets.items():
widget.on_resize()

View File

@ -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?

View File

@ -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):

View File

@ -77,7 +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,
@ -436,7 +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,
)
)
@ -514,13 +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)
@ -528,7 +528,7 @@ class OrderMode:
# a submission is the start of a new order dialog
dialog = self.dialogs[uuid]
dialog.lines = lines
cls: Callable | None = dialog.last_status_close
cls: Callable|None = dialog.last_status_close
if cls:
cls()
@ -658,7 +658,7 @@ class OrderMode:
return True
def cancel_orders_under_cursor(self) -> list[str]:
def cancel_orders_under_cursor(self) -> list[Dialog]:
return self.cancel_orders(
self.oids_from_lines(
self.lines.lines_under_cursor()
@ -687,24 +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:
'''
@ -776,7 +780,6 @@ class OrderMode:
@asynccontextmanager
async def open_order_mode(
feed: Feed,
godw: GodWidget,
fqme: str,

View File

@ -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 }

View File

@ -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
View File

@ -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 = [
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]
[[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" }
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[[package]]
name = "frozenlist"
version = "1.8.0"
@ -659,6 +680,15 @@ wheels = [
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[[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" }
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name = "llvmlite"
version = "0.45.1"
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source = { registry = "https://pypi.org/simple" }
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