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14ac351a65 |
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@ -237,8 +237,8 @@ async def open_history_client(
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async def get_ohlc(
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async def get_ohlc(
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timeframe: float,
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timeframe: float,
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end_dt: datetime | None = None,
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end_dt: datetime|None = None,
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start_dt: datetime | None = None,
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start_dt: datetime|None = None,
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||||||
|
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||||||
) -> tuple[
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) -> tuple[
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np.ndarray,
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np.ndarray,
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||||||
|
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@ -275,9 +275,15 @@ async def open_history_client(
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f'{times}'
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f'{times}'
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)
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)
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# XXX, debug any case where the latest 1m bar we get is
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# already another "sample's-step-old"..
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if end_dt is None:
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if end_dt is None:
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inow: int = round(time.time())
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inow: int = round(time.time())
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if (inow - times[-1]) > 60:
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if (
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_time_step := (inow - times[-1])
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>
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|
timeframe * 2
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|
):
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await tractor.pause()
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await tractor.pause()
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start_dt = from_timestamp(times[0])
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start_dt = from_timestamp(times[0])
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@ -291,7 +297,7 @@ async def open_history_client(
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async def get_mkt_info(
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async def get_mkt_info(
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fqme: str,
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fqme: str,
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|
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) -> tuple[MktPair, Pair] | None:
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) -> tuple[MktPair, Pair]|None:
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# uppercase since kraken bs_mktid is always upper
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# uppercase since kraken bs_mktid is always upper
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if 'binance' not in fqme.lower():
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if 'binance' not in fqme.lower():
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@ -368,7 +374,7 @@ async def get_mkt_info(
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if 'futes' in mkt_mode:
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if 'futes' in mkt_mode:
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assert isinstance(pair, FutesPair)
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assert isinstance(pair, FutesPair)
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dst: Asset | None = assets.get(pair.bs_dst_asset)
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dst: Asset|None = assets.get(pair.bs_dst_asset)
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if (
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if (
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not dst
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not dst
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# TODO: a known asset DNE list?
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# TODO: a known asset DNE list?
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@ -427,7 +433,7 @@ async def subscribe(
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# might get ack from ws server, or maybe some
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# might get ack from ws server, or maybe some
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# other msg still in transit..
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# other msg still in transit..
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res = await ws.recv_msg()
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res = await ws.recv_msg()
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subid: str | None = res.get('id')
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subid: str|None = res.get('id')
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if subid:
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if subid:
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assert res['id'] == subid
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assert res['id'] == subid
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@ -250,7 +250,9 @@ async def vnc_click_hack(
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'connection': 'r'
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'connection': 'r'
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}[reset_type]
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}[reset_type]
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with tractor.devx.open_crash_handler():
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with tractor.devx.open_crash_handler(
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ignore={TimeoutError,},
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):
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client = await AsyncVNCClient.connect(
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client = await AsyncVNCClient.connect(
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VNCConfig(
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VNCConfig(
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host=host,
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host=host,
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@ -324,14 +326,20 @@ def i3ipc_fin_wins_titled(
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)
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)
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||||||
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def i3ipc_xdotool_manual_click_hack() -> None:
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def i3ipc_xdotool_manual_click_hack() -> None:
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'''
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'''
|
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Do the data reset hack but expecting a local X-window using `xdotool`.
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Do the data reset hack but expecting a local X-window using `xdotool`.
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'''
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'''
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focussed, matches = i3ipc_fin_wins_titled()
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focussed, matches = i3ipc_fin_wins_titled()
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orig_win_id = focussed.window
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try:
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orig_win_id = focussed.window
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except AttributeError:
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# XXX if .window cucks we prolly aren't intending to
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||||||
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# use this and/or just woke up from suspend..
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||||||
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log.exception('xdotool invalid usage ya ??\n')
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return
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||||||
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||||||
try:
|
try:
|
||||||
for name, con in matches:
|
for name, con in matches:
|
||||||
print(f'Resetting data feed for {name}')
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print(f'Resetting data feed for {name}')
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||||||
|
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@ -379,99 +387,3 @@ def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
])
|
])
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||||||
except subprocess.TimeoutExpired:
|
except subprocess.TimeoutExpired:
|
||||||
log.exception('xdotool timed out?')
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log.exception('xdotool timed out?')
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||||||
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||||||
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||||||
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def is_current_time_in_range(
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||||||
start_dt: datetime,
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||||||
end_dt: datetime,
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||||||
) -> bool:
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||||||
'''
|
|
||||||
Check if current time is within the datetime range.
|
|
||||||
|
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||||||
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
|
||||||
in the range.
|
|
||||||
|
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||||||
'''
|
|
||||||
now: datetime = datetime.now(start_dt.tzinfo)
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||||||
return start_dt <= now <= end_dt
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||||||
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# TODO, put this into `._util` and call it from here!
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||||||
#
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# 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..
|
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||||||
#
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|
||||||
# This is still likely useful to keep for now to parse the
|
|
||||||
# `.tradingHours: str` value manually if we ever decide
|
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||||||
# to move off `ib_async` and implement our own `trio`/`anyio`
|
|
||||||
# based version Bp
|
|
||||||
#
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|
||||||
# >attempt to parse the retarted ib "time stampy thing" they
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||||||
# >do for "venue hours" with this.. written by
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||||||
# >gpt5-"thinking",
|
|
||||||
#
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||||||
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||||||
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||||||
def parse_trading_hours(
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||||||
spec: str,
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|
||||||
tz: TzInfo|None = None
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|
||||||
) -> dict[
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|
||||||
date,
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|
||||||
tuple[datetime, datetime]
|
|
||||||
]|None:
|
|
||||||
'''
|
|
||||||
Parse venue hours like:
|
|
||||||
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
|
||||||
|
|
||||||
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
|
||||||
closed.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if (
|
|
||||||
not isinstance(spec, str)
|
|
||||||
or
|
|
||||||
not spec
|
|
||||||
):
|
|
||||||
raise ValueError('spec must be a non-empty string')
|
|
||||||
|
|
||||||
out: dict[
|
|
||||||
date,
|
|
||||||
tuple[datetime, datetime]
|
|
||||||
]|None = {}
|
|
||||||
|
|
||||||
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
|
||||||
if part.endswith(':CLOSED'):
|
|
||||||
day_s, _ = part.split(':', 1)
|
|
||||||
d = datetime.strptime(day_s, '%Y%m%d').date()
|
|
||||||
out[d] = None
|
|
||||||
continue
|
|
||||||
|
|
||||||
try:
|
|
||||||
start_s, end_s = part.split('-', 1)
|
|
||||||
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
|
||||||
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
|
||||||
except ValueError as exc:
|
|
||||||
raise ValueError(f'invalid segment: {part}') from exc
|
|
||||||
|
|
||||||
if tz is not None:
|
|
||||||
start_dt = start_dt.replace(tzinfo=tz)
|
|
||||||
end_dt = end_dt.replace(tzinfo=tz)
|
|
||||||
|
|
||||||
out[start_dt.date()] = (start_dt, end_dt)
|
|
||||||
|
|
||||||
return out
|
|
||||||
|
|
||||||
|
|
||||||
# ORIG desired usage,
|
|
||||||
#
|
|
||||||
# TODO, for non-drunk tomorrow,
|
|
||||||
# - call above fn and check that `output[today] is not None`
|
|
||||||
# trading_hrs: dict = parse_trading_hours(
|
|
||||||
# details.tradingHours
|
|
||||||
# )
|
|
||||||
# liq_hrs: dict = parse_trading_hours(
|
|
||||||
# details.liquidHours
|
|
||||||
# )
|
|
||||||
|
|
|
||||||
|
|
@ -50,10 +50,11 @@ import tractor
|
||||||
from tractor import to_asyncio
|
from tractor import to_asyncio
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
from_timestamp,
|
|
||||||
DateTime,
|
DateTime,
|
||||||
Duration,
|
Duration,
|
||||||
duration as mk_duration,
|
duration as mk_duration,
|
||||||
|
from_timestamp,
|
||||||
|
Interval,
|
||||||
)
|
)
|
||||||
from eventkit import Event
|
from eventkit import Event
|
||||||
from ib_insync import (
|
from ib_insync import (
|
||||||
|
|
@ -91,10 +92,15 @@ from .symbols import (
|
||||||
_exch_skip_list,
|
_exch_skip_list,
|
||||||
_futes_venues,
|
_futes_venues,
|
||||||
)
|
)
|
||||||
from ._util import (
|
from ...log import get_logger
|
||||||
log,
|
from .venues import (
|
||||||
# only for the ib_sync internal logging
|
is_venue_open,
|
||||||
get_logger,
|
sesh_times,
|
||||||
|
is_venue_closure,
|
||||||
|
)
|
||||||
|
|
||||||
|
log = get_logger(
|
||||||
|
name=__name__,
|
||||||
)
|
)
|
||||||
|
|
||||||
_bar_load_dtype: list[tuple[str, type]] = [
|
_bar_load_dtype: list[tuple[str, type]] = [
|
||||||
|
|
@ -180,7 +186,7 @@ class NonShittyIB(IB):
|
||||||
# override `ib_insync` internal loggers so we can see wtf
|
# override `ib_insync` internal loggers so we can see wtf
|
||||||
# it's doing..
|
# it's doing..
|
||||||
self._logger = get_logger(
|
self._logger = get_logger(
|
||||||
'ib_insync.ib',
|
name=__name__,
|
||||||
)
|
)
|
||||||
self._createEvents()
|
self._createEvents()
|
||||||
|
|
||||||
|
|
@ -188,7 +194,7 @@ class NonShittyIB(IB):
|
||||||
self.wrapper = NonShittyWrapper(self)
|
self.wrapper = NonShittyWrapper(self)
|
||||||
self.client = ib_client.Client(self.wrapper)
|
self.client = ib_client.Client(self.wrapper)
|
||||||
self.client._logger = get_logger(
|
self.client._logger = get_logger(
|
||||||
'ib_insync.client',
|
name='ib_insync.client',
|
||||||
)
|
)
|
||||||
|
|
||||||
# self.errorEvent += self._onError
|
# self.errorEvent += self._onError
|
||||||
|
|
@ -260,6 +266,16 @@ def remove_handler_on_err(
|
||||||
event.disconnect(handler)
|
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:
|
class Client:
|
||||||
'''
|
'''
|
||||||
IB wrapped for our broker backend API.
|
IB wrapped for our broker backend API.
|
||||||
|
|
@ -333,9 +349,11 @@ class Client:
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
# EST in ISO 8601 format is required... below is EPOCH
|
# EST in ISO 8601 format is required..
|
||||||
start_dt: datetime|str = "1970-01-01T00:00:00.000000-05:00",
|
# XXX, see `ib_async.ib.IB.reqHistoricalDataAsync()`
|
||||||
end_dt: datetime|str = "",
|
# below is EPOCH.
|
||||||
|
start_dt: datetime|None = None, # _iso8601_epoch_in_est,
|
||||||
|
end_dt: datetime|None = None,
|
||||||
|
|
||||||
# ohlc sample period in seconds
|
# ohlc sample period in seconds
|
||||||
sample_period_s: int = 1,
|
sample_period_s: int = 1,
|
||||||
|
|
@ -346,9 +364,17 @@ class Client:
|
||||||
|
|
||||||
**kwargs,
|
**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:
|
# See API docs here:
|
||||||
|
|
@ -363,13 +389,19 @@ class Client:
|
||||||
|
|
||||||
dt_duration: Duration = (
|
dt_duration: Duration = (
|
||||||
duration
|
duration
|
||||||
or default_dt_duration
|
or
|
||||||
|
default_dt_duration
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: maybe remove all this?
|
# TODO: maybe remove all this?
|
||||||
global _enters
|
global _enters
|
||||||
if not end_dt:
|
if end_dt is None:
|
||||||
end_dt = ''
|
end_dt: str = ''
|
||||||
|
|
||||||
|
else:
|
||||||
|
est_end_dt = end_dt.in_tz('EST')
|
||||||
|
if est_end_dt != end_dt:
|
||||||
|
breakpoint()
|
||||||
|
|
||||||
_enters += 1
|
_enters += 1
|
||||||
|
|
||||||
|
|
@ -438,58 +470,116 @@ class Client:
|
||||||
+ query_info
|
+ 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?
|
# rewrite the method in the first case?
|
||||||
# right now there's no way to detect a timeout..
|
# right now there's no way to detect a timeout..
|
||||||
return [], np.empty(0), dt_duration
|
return [], np.empty(0), dt_duration
|
||||||
|
|
||||||
log.info(query_info)
|
log.info(query_info)
|
||||||
|
|
||||||
|
# ------ GAP-DETECTION ------
|
||||||
# NOTE XXX: ensure minimum duration in bars?
|
# NOTE XXX: ensure minimum duration in bars?
|
||||||
# => recursively call this method until we get at least as
|
# => recursively call this method until we get at least as
|
||||||
# many bars such that they sum in aggregate to the the
|
# many bars such that they sum in aggregate to the the
|
||||||
# desired total time (duration) at most.
|
# desired total time (duration) at most.
|
||||||
# - if you query over a gap and get no data
|
# - if you query over a gap and get no data
|
||||||
# that may short circuit the history
|
# that may short circuit the history
|
||||||
if (
|
if end_dt:
|
||||||
# XXX XXX XXX
|
|
||||||
# => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
|
|
||||||
# XXX XXX XXX
|
|
||||||
False
|
|
||||||
and end_dt
|
|
||||||
):
|
|
||||||
nparr: np.ndarray = bars_to_np(bars)
|
nparr: np.ndarray = bars_to_np(bars)
|
||||||
times: np.ndarray = nparr['time']
|
times: np.ndarray = nparr['time']
|
||||||
first: float = times[0]
|
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 (
|
if (
|
||||||
# len(bars) * sample_period_s) < dt_duration.in_seconds()
|
start_dt is None
|
||||||
tdiff < dt_duration.in_seconds()
|
and (
|
||||||
# and False
|
tdiff
|
||||||
|
<
|
||||||
|
dt_duration.in_seconds()
|
||||||
|
)
|
||||||
|
and
|
||||||
|
not has_closure_gap
|
||||||
):
|
):
|
||||||
end_dt: DateTime = from_timestamp(first)
|
log.error(
|
||||||
log.warning(
|
|
||||||
f'Frame result was shorter then {dt_duration}!?\n'
|
f'Frame result was shorter then {dt_duration}!?\n'
|
||||||
'Recursing for more bars:\n'
|
|
||||||
f'end_dt: {end_dt}\n'
|
f'end_dt: {end_dt}\n'
|
||||||
f'dt_duration: {dt_duration}\n'
|
f'dt_duration: {dt_duration}\n'
|
||||||
|
# f'\n'
|
||||||
|
# f'Recursing for more bars:\n'
|
||||||
)
|
)
|
||||||
(
|
# XXX, debug!
|
||||||
r_bars,
|
breakpoint()
|
||||||
r_arr,
|
# XXX ? TODO? recursively try to re-request?
|
||||||
r_duration,
|
# => i think *NO* right?
|
||||||
) = await self.bars(
|
#
|
||||||
fqme,
|
# (
|
||||||
start_dt=start_dt,
|
# r_bars,
|
||||||
end_dt=end_dt,
|
# r_arr,
|
||||||
sample_period_s=sample_period_s,
|
# 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
|
# # TODO: make a table for Duration to
|
||||||
# the ib str values in order to use this?
|
# # the ib str values in order to use this?
|
||||||
# duration=duration,
|
# # duration=duration,
|
||||||
)
|
# )
|
||||||
r_bars.extend(bars)
|
# r_bars.extend(bars)
|
||||||
bars = r_bars
|
# bars = r_bars
|
||||||
|
|
||||||
nparr: np.ndarray = bars_to_np(bars)
|
nparr: np.ndarray = bars_to_np(bars)
|
||||||
|
|
||||||
|
|
@ -784,9 +874,16 @@ class Client:
|
||||||
# crypto$
|
# crypto$
|
||||||
elif exch == 'PAXOS': # btc.paxos
|
elif exch == 'PAXOS': # btc.paxos
|
||||||
con = Crypto(
|
con = Crypto(
|
||||||
symbol=symbol,
|
symbol=symbol.upper(),
|
||||||
currency=currency,
|
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
|
# stonks
|
||||||
else:
|
else:
|
||||||
|
|
@ -1187,7 +1284,7 @@ async def load_aio_clients(
|
||||||
# the API TCP in `ib_insync` connection can be flaky af so instead
|
# the API TCP in `ib_insync` connection can be flaky af so instead
|
||||||
# retry a few times to get the client going..
|
# retry a few times to get the client going..
|
||||||
connect_retries: int = 3,
|
connect_retries: int = 3,
|
||||||
connect_timeout: float = 10,
|
connect_timeout: float = 30, # in case a remote-host
|
||||||
disconnect_on_exit: bool = True,
|
disconnect_on_exit: bool = True,
|
||||||
|
|
||||||
) -> dict[str, Client]:
|
) -> dict[str, Client]:
|
||||||
|
|
|
||||||
|
|
@ -69,9 +69,9 @@ from .api import (
|
||||||
Contract,
|
Contract,
|
||||||
RequestError,
|
RequestError,
|
||||||
)
|
)
|
||||||
|
from .venues import is_venue_open
|
||||||
from ._util import (
|
from ._util import (
|
||||||
data_reset_hack,
|
data_reset_hack,
|
||||||
is_current_time_in_range,
|
|
||||||
)
|
)
|
||||||
from .symbols import get_mkt_info
|
from .symbols import get_mkt_info
|
||||||
|
|
||||||
|
|
@ -178,8 +178,8 @@ async def open_history_client(
|
||||||
|
|
||||||
async def get_hist(
|
async def get_hist(
|
||||||
timeframe: float,
|
timeframe: float,
|
||||||
end_dt: datetime | None = None,
|
end_dt: datetime|None = None,
|
||||||
start_dt: datetime | None = None,
|
start_dt: datetime|None = None,
|
||||||
|
|
||||||
) -> tuple[np.ndarray, str]:
|
) -> tuple[np.ndarray, str]:
|
||||||
|
|
||||||
|
|
@ -203,7 +203,8 @@ async def open_history_client(
|
||||||
latency = time.time() - query_start
|
latency = time.time() - query_start
|
||||||
if (
|
if (
|
||||||
not timedout
|
not timedout
|
||||||
# and latency <= max_timeout
|
# and
|
||||||
|
# latency <= max_timeout
|
||||||
):
|
):
|
||||||
count += 1
|
count += 1
|
||||||
mean += latency / count
|
mean += latency / count
|
||||||
|
|
@ -219,8 +220,10 @@ async def open_history_client(
|
||||||
)
|
)
|
||||||
if (
|
if (
|
||||||
end_dt
|
end_dt
|
||||||
and head_dt
|
and
|
||||||
and end_dt <= head_dt
|
head_dt
|
||||||
|
and
|
||||||
|
end_dt <= head_dt
|
||||||
):
|
):
|
||||||
raise DataUnavailable(
|
raise DataUnavailable(
|
||||||
f'First timestamp is {head_dt}\n'
|
f'First timestamp is {head_dt}\n'
|
||||||
|
|
@ -262,12 +265,43 @@ async def open_history_client(
|
||||||
vlm = bars_array['volume']
|
vlm = bars_array['volume']
|
||||||
vlm[vlm < 0] = 0
|
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
|
# TODO: it seems like we can do async queries for ohlc
|
||||||
# but getting the order right still isn't working and I'm not
|
# but getting the order right still isn't working and I'm not
|
||||||
# quite sure why.. needs some tinkering and probably
|
# 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?
|
# we have to do the batch queries on the `asyncio` side?
|
||||||
yield (
|
yield (
|
||||||
get_hist,
|
get_hist,
|
||||||
|
|
@ -390,14 +424,13 @@ _failed_resets: int = 0
|
||||||
|
|
||||||
|
|
||||||
async def get_bars(
|
async def get_bars(
|
||||||
|
|
||||||
proxy: MethodProxy,
|
proxy: MethodProxy,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
timeframe: int,
|
timeframe: int,
|
||||||
|
|
||||||
# blank to start which tells ib to look up the latest datum
|
# blank to start which tells ib to look up the latest datum
|
||||||
end_dt: str = '',
|
end_dt: datetime|None = None,
|
||||||
start_dt: str | None = '',
|
start_dt: datetime|None = None,
|
||||||
|
|
||||||
# TODO: make this more dynamic based on measured frame rx latency?
|
# TODO: make this more dynamic based on measured frame rx latency?
|
||||||
# how long before we trigger a feed reset (seconds)
|
# how long before we trigger a feed reset (seconds)
|
||||||
|
|
@ -451,6 +484,9 @@ async def get_bars(
|
||||||
dt_duration,
|
dt_duration,
|
||||||
) = await proxy.bars(
|
) = await proxy.bars(
|
||||||
fqme=fqme,
|
fqme=fqme,
|
||||||
|
# XXX TODO! LOL we're not using this and IB dun
|
||||||
|
# support it anyway..
|
||||||
|
# start_dt=start_dt,
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
sample_period_s=timeframe,
|
sample_period_s=timeframe,
|
||||||
|
|
||||||
|
|
@ -701,7 +737,7 @@ async def _setup_quote_stream(
|
||||||
# '294', # Trade rate / minute
|
# '294', # Trade rate / minute
|
||||||
# '295', # Vlm rate / minute
|
# '295', # Vlm rate / minute
|
||||||
),
|
),
|
||||||
contract: Contract | None = None,
|
contract: Contract|None = None,
|
||||||
|
|
||||||
) -> trio.abc.ReceiveChannel:
|
) -> trio.abc.ReceiveChannel:
|
||||||
'''
|
'''
|
||||||
|
|
@ -723,7 +759,12 @@ async def _setup_quote_stream(
|
||||||
# XXX since this is an `asyncio.Task`, we must use
|
# XXX since this is an `asyncio.Task`, we must use
|
||||||
# tractor.pause_from_sync()
|
# tractor.pause_from_sync()
|
||||||
|
|
||||||
caccount_name, client = get_preferred_data_client(accts2clients)
|
(
|
||||||
|
_account_name,
|
||||||
|
client,
|
||||||
|
) = get_preferred_data_client(
|
||||||
|
accts2clients,
|
||||||
|
)
|
||||||
contract = (
|
contract = (
|
||||||
contract
|
contract
|
||||||
or
|
or
|
||||||
|
|
@ -1058,14 +1099,9 @@ async def stream_quotes(
|
||||||
)
|
)
|
||||||
|
|
||||||
# is venue active rn?
|
# is venue active rn?
|
||||||
venue_is_open: bool = any(
|
venue_is_open: bool = is_venue_open(
|
||||||
is_current_time_in_range(
|
con_deats=details,
|
||||||
start_dt=sesh.start,
|
|
||||||
end_dt=sesh.end,
|
|
||||||
)
|
|
||||||
for sesh in details.tradingSessions()
|
|
||||||
)
|
)
|
||||||
|
|
||||||
init_msg = FeedInit(mkt_info=mkt)
|
init_msg = FeedInit(mkt_info=mkt)
|
||||||
|
|
||||||
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
||||||
|
|
@ -1082,6 +1118,7 @@ async def stream_quotes(
|
||||||
|
|
||||||
con: Contract = details.contract
|
con: Contract = details.contract
|
||||||
first_ticker: Ticker|None = None
|
first_ticker: Ticker|None = None
|
||||||
|
first_quote: dict[str, Any] = {}
|
||||||
|
|
||||||
timeout: float = 1.6
|
timeout: float = 1.6
|
||||||
with trio.move_on_after(timeout) as quote_cs:
|
with trio.move_on_after(timeout) as quote_cs:
|
||||||
|
|
@ -1134,15 +1171,14 @@ async def stream_quotes(
|
||||||
first_quote,
|
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.
|
# block and let data history backfill code run.
|
||||||
# XXX obvi given the venue is closed, we never expect feed
|
# XXX obvi given the venue is closed, we never expect feed
|
||||||
# to come up; a taskc should be the only way to
|
# to come up; a taskc should be the only way to
|
||||||
# terminate this task.
|
# terminate this task.
|
||||||
await trio.sleep_forever()
|
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
|
# ?TODO, we could instead spawn a task that waits on a feed
|
||||||
# to start and let it wait indefinitely..instead of this
|
# to start and let it wait indefinitely..instead of this
|
||||||
|
|
@ -1166,6 +1202,9 @@ async def stream_quotes(
|
||||||
'Rxed init quote:\n'
|
'Rxed init quote:\n'
|
||||||
f'{pformat(first_quote)}'
|
f'{pformat(first_quote)}'
|
||||||
)
|
)
|
||||||
|
# signal `.data.feed` layer that mkt quotes are LIVE
|
||||||
|
feed_is_live.set()
|
||||||
|
|
||||||
cs: trio.CancelScope|None = None
|
cs: trio.CancelScope|None = None
|
||||||
startup: bool = True
|
startup: bool = True
|
||||||
iter_quotes: trio.abc.Channel
|
iter_quotes: trio.abc.Channel
|
||||||
|
|
@ -1213,55 +1252,12 @@ async def stream_quotes(
|
||||||
tn.start_soon(reset_on_feed)
|
tn.start_soon(reset_on_feed)
|
||||||
|
|
||||||
async with aclosing(iter_quotes):
|
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
|
# tell data-layer spawner-caller that live
|
||||||
# quotes are now active desptie not having
|
# quotes are now active desptie not having
|
||||||
# necessarily received a first vlm/clearing
|
# necessarily received a first vlm/clearing
|
||||||
# tick.
|
# tick.
|
||||||
ticker = await iter_quotes.receive()
|
ticker = await iter_quotes.receive()
|
||||||
feed_is_live.set()
|
quote = normalize(ticker)
|
||||||
fqme: str = quote['fqme']
|
fqme: str = quote['fqme']
|
||||||
await send_chan.send({fqme: quote})
|
await send_chan.send({fqme: quote})
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -134,7 +134,7 @@ _adhoc_fiat_set = set((
|
||||||
|
|
||||||
# manually discovered tick discrepancies,
|
# manually discovered tick discrepancies,
|
||||||
# onl god knows how or why they'd cuck these up..
|
# 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')},
|
'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
@ -488,8 +488,7 @@ def con2fqme(
|
||||||
@async_lifo_cache()
|
@async_lifo_cache()
|
||||||
async def get_mkt_info(
|
async def get_mkt_info(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
proxy: MethodProxy|None = None,
|
||||||
proxy: MethodProxy | None = None,
|
|
||||||
|
|
||||||
) -> tuple[MktPair, ibis.ContractDetails]:
|
) -> tuple[MktPair, ibis.ContractDetails]:
|
||||||
|
|
||||||
|
|
@ -550,7 +549,7 @@ async def get_mkt_info(
|
||||||
size_tick: Decimal = Decimal(
|
size_tick: Decimal = Decimal(
|
||||||
str(details.minSize).rstrip('0')
|
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()
|
# NOTE: this is duplicate from the .broker.norm_trade_records()
|
||||||
# routine, we should factor all this parsing somewhere..
|
# routine, we should factor all this parsing somewhere..
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,312 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
'''
|
||||||
|
(Multi-)venue mgmt helpers.
|
||||||
|
|
||||||
|
IB generally supports all "legacy" trading venues, those mostly owned
|
||||||
|
by ICE and friends.
|
||||||
|
|
||||||
|
'''
|
||||||
|
from __future__ import annotations
|
||||||
|
from datetime import ( # noqa
|
||||||
|
datetime,
|
||||||
|
date,
|
||||||
|
tzinfo as TzInfo,
|
||||||
|
)
|
||||||
|
from typing import (
|
||||||
|
Iterator,
|
||||||
|
TYPE_CHECKING,
|
||||||
|
)
|
||||||
|
|
||||||
|
import exchange_calendars as xcals
|
||||||
|
from pendulum import (
|
||||||
|
now,
|
||||||
|
Duration,
|
||||||
|
Interval,
|
||||||
|
Time,
|
||||||
|
)
|
||||||
|
|
||||||
|
if TYPE_CHECKING:
|
||||||
|
from ib_insync import (
|
||||||
|
TradingSession,
|
||||||
|
ContractDetails,
|
||||||
|
)
|
||||||
|
from exchange_calendars.exchange_calendars import (
|
||||||
|
ExchangeCalendar,
|
||||||
|
)
|
||||||
|
from pandas import (
|
||||||
|
# DatetimeIndex,
|
||||||
|
TimeDelta,
|
||||||
|
Timestamp,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def has_weekend(
|
||||||
|
period: Interval,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Predicate to for a period being within
|
||||||
|
days 6->0 (sat->sun).
|
||||||
|
|
||||||
|
'''
|
||||||
|
has_weekend: bool = False
|
||||||
|
for dt in period:
|
||||||
|
if dt.day_of_week in [0, 6]: # 0=Sunday, 6=Saturday
|
||||||
|
has_weekend = True
|
||||||
|
break
|
||||||
|
|
||||||
|
return has_weekend
|
||||||
|
|
||||||
|
|
||||||
|
def has_holiday(
|
||||||
|
con_deats: ContractDetails,
|
||||||
|
period: Interval,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Using the `exchange_calendars` lib detect if a time-gap `period`
|
||||||
|
is contained in a known "cash hours" closure.
|
||||||
|
|
||||||
|
'''
|
||||||
|
tz: str = con_deats.timeZoneId
|
||||||
|
exch: str = con_deats.contract.primaryExchange
|
||||||
|
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
||||||
|
end: datetime = period.end
|
||||||
|
# _start: datetime = period.start
|
||||||
|
# ?TODO, can rm ya?
|
||||||
|
# => not that useful?
|
||||||
|
# dti: DatetimeIndex = cal.sessions_in_range(
|
||||||
|
# _start.date(),
|
||||||
|
# end.date(),
|
||||||
|
# )
|
||||||
|
prev_close: Timestamp = cal.previous_close(
|
||||||
|
end.date()
|
||||||
|
).tz_convert(tz)
|
||||||
|
prev_open: Timestamp = cal.previous_open(
|
||||||
|
end.date()
|
||||||
|
).tz_convert(tz)
|
||||||
|
# now do relative from prev_ values ^
|
||||||
|
# to get the next open which should match
|
||||||
|
# "contain" the end of the gap.
|
||||||
|
next_open: Timestamp = cal.next_open(
|
||||||
|
prev_open,
|
||||||
|
).tz_convert(tz)
|
||||||
|
next_open: Timestamp = cal.next_open(
|
||||||
|
prev_open,
|
||||||
|
).tz_convert(tz)
|
||||||
|
_next_close: Timestamp = cal.next_close(
|
||||||
|
prev_close
|
||||||
|
).tz_convert(tz)
|
||||||
|
cash_gap: TimeDelta = next_open - prev_close
|
||||||
|
is_holiday_gap = (
|
||||||
|
cash_gap
|
||||||
|
>
|
||||||
|
period
|
||||||
|
)
|
||||||
|
# XXX, debug
|
||||||
|
# breakpoint()
|
||||||
|
return is_holiday_gap
|
||||||
|
|
||||||
|
|
||||||
|
def is_current_time_in_range(
|
||||||
|
sesh: Interval,
|
||||||
|
when: datetime|None = None,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Check if current time is within the datetime range.
|
||||||
|
|
||||||
|
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
||||||
|
in the range.
|
||||||
|
|
||||||
|
'''
|
||||||
|
when: datetime = when or now()
|
||||||
|
return when in sesh
|
||||||
|
|
||||||
|
|
||||||
|
def iter_sessions(
|
||||||
|
con_deats: ContractDetails,
|
||||||
|
) -> Iterator[Interval]:
|
||||||
|
'''
|
||||||
|
Yield `pendulum.Interval`s for all
|
||||||
|
`ibas.ContractDetails.tradingSessions() -> TradingSession`s.
|
||||||
|
|
||||||
|
'''
|
||||||
|
sesh: TradingSession
|
||||||
|
for sesh in con_deats.tradingSessions():
|
||||||
|
yield Interval(*sesh)
|
||||||
|
|
||||||
|
|
||||||
|
def sesh_times(
|
||||||
|
con_deats: ContractDetails,
|
||||||
|
) -> tuple[Time, Time]:
|
||||||
|
'''
|
||||||
|
Based on the earliest trading session provided by the IB API,
|
||||||
|
get the (day-agnostic) times for the start/end.
|
||||||
|
|
||||||
|
'''
|
||||||
|
earliest_sesh: Interval = next(iter_sessions(con_deats))
|
||||||
|
return (
|
||||||
|
earliest_sesh.start.time(),
|
||||||
|
earliest_sesh.end.time(),
|
||||||
|
)
|
||||||
|
# ^?TODO, use `.diff()` to get point-in-time-agnostic period?
|
||||||
|
# https://pendulum.eustace.io/docs/#difference
|
||||||
|
|
||||||
|
|
||||||
|
def is_venue_open(
|
||||||
|
con_deats: ContractDetails,
|
||||||
|
when: datetime|Duration|None = None,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Check if market-venue is open during `when`, which defaults to
|
||||||
|
"now".
|
||||||
|
|
||||||
|
'''
|
||||||
|
sesh: Interval
|
||||||
|
for sesh in iter_sessions(con_deats):
|
||||||
|
if is_current_time_in_range(
|
||||||
|
sesh=sesh,
|
||||||
|
when=when,
|
||||||
|
):
|
||||||
|
return True
|
||||||
|
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
|
def is_venue_closure(
|
||||||
|
gap: Interval,
|
||||||
|
con_deats: ContractDetails,
|
||||||
|
time_step_s: int,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Check if a provided time-`gap` is just an (expected) trading
|
||||||
|
venue closure period.
|
||||||
|
|
||||||
|
'''
|
||||||
|
open: Time
|
||||||
|
close: Time
|
||||||
|
open, close = sesh_times(con_deats)
|
||||||
|
|
||||||
|
# ensure times are in mkt-native timezone
|
||||||
|
tz: str = con_deats.timeZoneId
|
||||||
|
start = gap.start.in_tz(tz)
|
||||||
|
start_t = start.time()
|
||||||
|
end = gap.end.in_tz(tz)
|
||||||
|
end_t = end.time()
|
||||||
|
if (
|
||||||
|
(
|
||||||
|
start_t in (
|
||||||
|
close,
|
||||||
|
close.subtract(seconds=time_step_s)
|
||||||
|
)
|
||||||
|
and
|
||||||
|
end_t in (
|
||||||
|
open,
|
||||||
|
open.add(seconds=time_step_s),
|
||||||
|
)
|
||||||
|
)
|
||||||
|
or
|
||||||
|
has_weekend(gap)
|
||||||
|
or
|
||||||
|
has_holiday(
|
||||||
|
con_deats=con_deats,
|
||||||
|
period=gap,
|
||||||
|
)
|
||||||
|
):
|
||||||
|
return True
|
||||||
|
|
||||||
|
# breakpoint()
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
|
# TODO, put this into `._util` and call it from here!
|
||||||
|
#
|
||||||
|
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||||
|
# and was originally thot to be needed before learning about
|
||||||
|
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
||||||
|
# it's downstream meths..
|
||||||
|
#
|
||||||
|
# This is still likely useful to keep for now to parse the
|
||||||
|
# `.tradingHours: str` value manually if we ever decide
|
||||||
|
# to move off `ib_async` and implement our own `trio`/`anyio`
|
||||||
|
# based version Bp
|
||||||
|
#
|
||||||
|
# >attempt to parse the retarted ib "time stampy thing" they
|
||||||
|
# >do for "venue hours" with this.. written by
|
||||||
|
# >gpt5-"thinking",
|
||||||
|
#
|
||||||
|
|
||||||
|
|
||||||
|
def parse_trading_hours(
|
||||||
|
spec: str,
|
||||||
|
tz: TzInfo|None = None
|
||||||
|
) -> dict[
|
||||||
|
date,
|
||||||
|
tuple[datetime, datetime]
|
||||||
|
]|None:
|
||||||
|
'''
|
||||||
|
Parse venue hours like:
|
||||||
|
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
||||||
|
|
||||||
|
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
||||||
|
closed.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if (
|
||||||
|
not isinstance(spec, str)
|
||||||
|
or
|
||||||
|
not spec
|
||||||
|
):
|
||||||
|
raise ValueError('spec must be a non-empty string')
|
||||||
|
|
||||||
|
out: dict[
|
||||||
|
date,
|
||||||
|
tuple[datetime, datetime]
|
||||||
|
]|None = {}
|
||||||
|
|
||||||
|
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
||||||
|
if part.endswith(':CLOSED'):
|
||||||
|
day_s, _ = part.split(':', 1)
|
||||||
|
d = datetime.strptime(day_s, '%Y%m%d').date()
|
||||||
|
out[d] = None
|
||||||
|
continue
|
||||||
|
|
||||||
|
try:
|
||||||
|
start_s, end_s = part.split('-', 1)
|
||||||
|
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
||||||
|
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
||||||
|
except ValueError as exc:
|
||||||
|
raise ValueError(f'invalid segment: {part}') from exc
|
||||||
|
|
||||||
|
if tz is not None:
|
||||||
|
start_dt = start_dt.replace(tzinfo=tz)
|
||||||
|
end_dt = end_dt.replace(tzinfo=tz)
|
||||||
|
|
||||||
|
out[start_dt.date()] = (start_dt, end_dt)
|
||||||
|
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
# ORIG desired usage,
|
||||||
|
#
|
||||||
|
# TODO, for non-drunk tomorrow,
|
||||||
|
# - call above fn and check that `output[today] is not None`
|
||||||
|
# trading_hrs: dict = parse_trading_hours(
|
||||||
|
# details.tradingHours
|
||||||
|
# )
|
||||||
|
# liq_hrs: dict = parse_trading_hours(
|
||||||
|
# details.liquidHours
|
||||||
|
# )
|
||||||
|
|
@ -80,20 +80,20 @@ class Sampler:
|
||||||
This non-instantiated type is meant to be a singleton within
|
This non-instantiated type is meant to be a singleton within
|
||||||
a `samplerd` actor-service spawned once by the user wishing to
|
a `samplerd` actor-service spawned once by the user wishing to
|
||||||
time-step-sample (real-time) quote feeds, see
|
time-step-sample (real-time) quote feeds, see
|
||||||
``.service.maybe_open_samplerd()`` and the below
|
`.service.maybe_open_samplerd()` and the below
|
||||||
``register_with_sampler()``.
|
`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
|
# TODO: we could stick these in a composed type to avoid angering
|
||||||
# angering the "i hate module scoped variables crowd" (yawn).
|
# the "i hate module scoped variables crowd" (yawn).
|
||||||
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
||||||
|
|
||||||
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
||||||
# data feed requests with a given detected time step usually from
|
# data feed requests with a given detected time step usually from
|
||||||
# history loading.
|
# history loading.
|
||||||
incr_task_cs: trio.CancelScope | None = None
|
incr_task_cs: trio.CancelScope|None = None
|
||||||
|
|
||||||
bcast_errors: tuple[Exception] = (
|
bcast_errors: tuple[Exception] = (
|
||||||
trio.BrokenResourceError,
|
trio.BrokenResourceError,
|
||||||
|
|
@ -248,8 +248,8 @@ class Sampler:
|
||||||
async def broadcast(
|
async def broadcast(
|
||||||
self,
|
self,
|
||||||
period_s: float,
|
period_s: float,
|
||||||
time_stamp: float | None = None,
|
time_stamp: float|None = None,
|
||||||
info: dict | None = None,
|
info: dict|None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -313,7 +313,7 @@ class Sampler:
|
||||||
@classmethod
|
@classmethod
|
||||||
async def broadcast_all(
|
async def broadcast_all(
|
||||||
self,
|
self,
|
||||||
info: dict | None = None,
|
info: dict|None = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# NOTE: take a copy of subs since removals can happen
|
# NOTE: take a copy of subs since removals can happen
|
||||||
|
|
@ -330,12 +330,12 @@ class Sampler:
|
||||||
async def register_with_sampler(
|
async def register_with_sampler(
|
||||||
ctx: Context,
|
ctx: Context,
|
||||||
period_s: float,
|
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?
|
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
|
||||||
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
||||||
|
|
||||||
) -> None:
|
) -> set[int]:
|
||||||
|
|
||||||
get_console_log(tractor.current_actor().loglevel)
|
get_console_log(tractor.current_actor().loglevel)
|
||||||
incr_was_started: bool = False
|
incr_was_started: bool = False
|
||||||
|
|
@ -362,7 +362,12 @@ async def register_with_sampler(
|
||||||
|
|
||||||
# insert the base 1s period (for OHLC style sampling) into
|
# insert the base 1s period (for OHLC style sampling) into
|
||||||
# the increment buffer set to update and shift every second.
|
# 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 (
|
from ._sharedmem import (
|
||||||
attach_shm_array,
|
attach_shm_array,
|
||||||
_Token,
|
_Token,
|
||||||
|
|
@ -376,12 +381,17 @@ async def register_with_sampler(
|
||||||
readonly=False,
|
readonly=False,
|
||||||
)
|
)
|
||||||
shms_by_period[period] = shm
|
shms_by_period[period] = shm
|
||||||
Sampler.ohlcv_shms.setdefault(period, []).append(shm)
|
Sampler.ohlcv_shms.setdefault(
|
||||||
|
period,
|
||||||
|
[],
|
||||||
|
).append(shm)
|
||||||
|
|
||||||
assert Sampler.ohlcv_shms
|
assert Sampler.ohlcv_shms
|
||||||
|
|
||||||
# unblock caller
|
# unblock caller
|
||||||
await ctx.started(set(Sampler.ohlcv_shms.keys()))
|
await ctx.started(
|
||||||
|
set(Sampler.ohlcv_shms.keys())
|
||||||
|
)
|
||||||
|
|
||||||
if open_index_stream:
|
if open_index_stream:
|
||||||
try:
|
try:
|
||||||
|
|
@ -427,7 +437,7 @@ async def register_with_sampler(
|
||||||
|
|
||||||
async def spawn_samplerd(
|
async def spawn_samplerd(
|
||||||
|
|
||||||
loglevel: str | None = None,
|
loglevel: str|None = None,
|
||||||
**extra_tractor_kwargs
|
**extra_tractor_kwargs
|
||||||
|
|
||||||
) -> bool:
|
) -> bool:
|
||||||
|
|
@ -473,7 +483,7 @@ async def spawn_samplerd(
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_samplerd(
|
async def maybe_open_samplerd(
|
||||||
|
|
||||||
loglevel: str | None = None,
|
loglevel: str|None = None,
|
||||||
**pikerd_kwargs,
|
**pikerd_kwargs,
|
||||||
|
|
||||||
) -> tractor.Portal: # noqa
|
) -> tractor.Portal: # noqa
|
||||||
|
|
@ -498,11 +508,11 @@ async def maybe_open_samplerd(
|
||||||
@acm
|
@acm
|
||||||
async def open_sample_stream(
|
async def open_sample_stream(
|
||||||
period_s: float,
|
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_index_stream: bool = True,
|
||||||
sub_for_broadcasts: bool = True,
|
sub_for_broadcasts: bool = True,
|
||||||
|
|
||||||
cache_key: str | None = None,
|
cache_key: str|None = None,
|
||||||
allow_new_sampler: bool = True,
|
allow_new_sampler: bool = True,
|
||||||
|
|
||||||
ensure_is_active: bool = False,
|
ensure_is_active: bool = False,
|
||||||
|
|
@ -533,6 +543,8 @@ async def open_sample_stream(
|
||||||
# yield bistream
|
# yield bistream
|
||||||
# else:
|
# else:
|
||||||
|
|
||||||
|
ctx: tractor.Context
|
||||||
|
shm_periods: set[int] # in `int`-seconds
|
||||||
async with (
|
async with (
|
||||||
# XXX: this should be singleton on a host,
|
# XXX: this should be singleton on a host,
|
||||||
# a lone broker-daemon per provider should be
|
# a lone broker-daemon per provider should be
|
||||||
|
|
@ -547,10 +559,10 @@ async def open_sample_stream(
|
||||||
'open_index_stream': open_index_stream,
|
'open_index_stream': open_index_stream,
|
||||||
'sub_for_broadcasts': sub_for_broadcasts,
|
'sub_for_broadcasts': sub_for_broadcasts,
|
||||||
},
|
},
|
||||||
) as (ctx, first)
|
) as (ctx, shm_periods)
|
||||||
):
|
):
|
||||||
if ensure_is_active:
|
if ensure_is_active:
|
||||||
assert len(first) > 1
|
assert len(shm_periods) > 1
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
ctx.open_stream(
|
ctx.open_stream(
|
||||||
|
|
|
||||||
|
|
@ -520,9 +520,12 @@ def open_shm_array(
|
||||||
|
|
||||||
# "unlink" created shm on process teardown by
|
# "unlink" created shm on process teardown by
|
||||||
# pushing teardown calls onto actor context stack
|
# pushing teardown calls onto actor context stack
|
||||||
stack = tractor.current_actor().lifetime_stack
|
stack = tractor.current_actor(
|
||||||
stack.callback(shmarr.close)
|
err_on_no_runtime=False,
|
||||||
stack.callback(shmarr.destroy)
|
).lifetime_stack
|
||||||
|
if stack:
|
||||||
|
stack.callback(shmarr.close)
|
||||||
|
stack.callback(shmarr.destroy)
|
||||||
|
|
||||||
return shmarr
|
return shmarr
|
||||||
|
|
||||||
|
|
@ -607,7 +610,10 @@ def attach_shm_array(
|
||||||
_known_tokens[key] = token
|
_known_tokens[key] = token
|
||||||
|
|
||||||
# "close" attached shm on actor teardown
|
# "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
|
return sha
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -43,7 +43,6 @@ from typing import (
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
|
||||||
|
|
||||||
from .. import config
|
from .. import config
|
||||||
from ..service import (
|
from ..service import (
|
||||||
check_for_service,
|
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(
|
mod: ModuleType = import_module(
|
||||||
'.' + name,
|
'.' + name,
|
||||||
'piker.storage',
|
'piker.storage',
|
||||||
|
|
@ -165,9 +167,12 @@ def get_storagemod(name: str) -> ModuleType:
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_storage_client(
|
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.
|
Load the ``StorageClient`` for named backend.
|
||||||
|
|
||||||
|
|
@ -267,7 +272,10 @@ async def open_tsdb_client(
|
||||||
from ..data.feed import maybe_open_feed
|
from ..data.feed import maybe_open_feed
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_storage_client() as (_, storage),
|
open_storage_client() as (
|
||||||
|
_,
|
||||||
|
storage,
|
||||||
|
),
|
||||||
|
|
||||||
maybe_open_feed(
|
maybe_open_feed(
|
||||||
[fqme],
|
[fqme],
|
||||||
|
|
@ -275,7 +283,7 @@ async def open_tsdb_client(
|
||||||
|
|
||||||
) as feed,
|
) as feed,
|
||||||
):
|
):
|
||||||
profiler(f'opened feed for {fqme}')
|
profiler(f'opened feed for {fqme!r}')
|
||||||
|
|
||||||
# to_append = feed.hist_shm.array
|
# to_append = feed.hist_shm.array
|
||||||
# to_prepend = None
|
# to_prepend = None
|
||||||
|
|
|
||||||
|
|
@ -19,16 +19,10 @@ Storage middle-ware CLIs.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
# from datetime import datetime
|
|
||||||
# from contextlib import (
|
|
||||||
# AsyncExitStack,
|
|
||||||
# )
|
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from math import copysign
|
|
||||||
import time
|
import time
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -47,7 +41,6 @@ from piker.data import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
from piker import tsp
|
from piker import tsp
|
||||||
from piker.data._formatters import BGM
|
|
||||||
from . import log
|
from . import log
|
||||||
from . import (
|
from . import (
|
||||||
__tsdbs__,
|
__tsdbs__,
|
||||||
|
|
@ -242,122 +235,12 @@ def anal(
|
||||||
trio.run(main)
|
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()
|
@store.command()
|
||||||
def ldshm(
|
def ldshm(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
write_parquet: bool = True,
|
write_parquet: bool = True,
|
||||||
reload_parquet_to_shm: bool = True,
|
reload_parquet_to_shm: bool = True,
|
||||||
|
pdb: bool = False, # --pdb passed?
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -377,7 +260,7 @@ def ldshm(
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
'polars_boi',
|
'polars_boi',
|
||||||
enable_modules=['piker.data._sharedmem'],
|
enable_modules=['piker.data._sharedmem'],
|
||||||
debug_mode=True,
|
debug_mode=pdb,
|
||||||
),
|
),
|
||||||
open_storage_client() as (
|
open_storage_client() as (
|
||||||
mod,
|
mod,
|
||||||
|
|
@ -397,17 +280,19 @@ def ldshm(
|
||||||
|
|
||||||
times: np.ndarray = shm.array['time']
|
times: np.ndarray = shm.array['time']
|
||||||
d1: float = float(times[-1] - times[-2])
|
d1: float = float(times[-1] - times[-2])
|
||||||
d2: float = float(times[-2] - times[-3])
|
d2: float = 0
|
||||||
med: float = np.median(np.diff(times))
|
# XXX, take a median sample rate if sufficient data
|
||||||
if (
|
if times.size > 2:
|
||||||
d1 < 1.
|
d2: float = float(times[-2] - times[-3])
|
||||||
and d2 < 1.
|
med: float = np.median(np.diff(times))
|
||||||
and med < 1.
|
if (
|
||||||
):
|
d1 < 1.
|
||||||
raise ValueError(
|
and d2 < 1.
|
||||||
f'Something is wrong with time period for {shm}:\n{times}'
|
and med < 1.
|
||||||
)
|
):
|
||||||
|
raise ValueError(
|
||||||
|
f'Something is wrong with time period for {shm}:\n{times}'
|
||||||
|
)
|
||||||
period_s: float = float(max(d1, d2, med))
|
period_s: float = float(max(d1, d2, med))
|
||||||
|
|
||||||
null_segs: tuple = tsp.get_null_segs(
|
null_segs: tuple = tsp.get_null_segs(
|
||||||
|
|
@ -417,7 +302,9 @@ def ldshm(
|
||||||
|
|
||||||
# TODO: call null-seg fixer somehow?
|
# TODO: call null-seg fixer somehow?
|
||||||
if null_segs:
|
if null_segs:
|
||||||
await tractor.pause()
|
|
||||||
|
if tractor._state.is_debug_mode():
|
||||||
|
await tractor.pause()
|
||||||
# async with (
|
# async with (
|
||||||
# trio.open_nursery() as tn,
|
# trio.open_nursery() as tn,
|
||||||
# mod.open_history_client(
|
# mod.open_history_client(
|
||||||
|
|
@ -441,11 +328,37 @@ def ldshm(
|
||||||
wdts,
|
wdts,
|
||||||
deduped,
|
deduped,
|
||||||
diff,
|
diff,
|
||||||
) = tsp.dedupe(
|
valid_races,
|
||||||
|
dq_issues,
|
||||||
|
) = tsp.dedupe_ohlcv_smart(
|
||||||
shm_df,
|
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
|
# detect gaps from in expected (uniform OHLC) sample period
|
||||||
step_gaps: pl.DataFrame = tsp.detect_time_gaps(
|
step_gaps: pl.DataFrame = tsp.detect_time_gaps(
|
||||||
deduped,
|
deduped,
|
||||||
|
|
@ -460,7 +373,8 @@ def ldshm(
|
||||||
|
|
||||||
# TODO: actually pull the exact duration
|
# TODO: actually pull the exact duration
|
||||||
# expected for each venue operational period?
|
# expected for each venue operational period?
|
||||||
gap_dt_unit='days',
|
# gap_dt_unit='day',
|
||||||
|
gap_dt_unit='day',
|
||||||
gap_thresh=1,
|
gap_thresh=1,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -471,8 +385,11 @@ def ldshm(
|
||||||
if (
|
if (
|
||||||
not venue_gaps.is_empty()
|
not venue_gaps.is_empty()
|
||||||
or (
|
or (
|
||||||
period_s < 60
|
not step_gaps.is_empty()
|
||||||
and 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?
|
# write repaired ts to parquet-file?
|
||||||
|
|
@ -521,7 +438,7 @@ def ldshm(
|
||||||
do_markup_gaps: bool = True
|
do_markup_gaps: bool = True
|
||||||
if do_markup_gaps:
|
if do_markup_gaps:
|
||||||
new_df: pl.DataFrame = tsp.np2pl(new)
|
new_df: pl.DataFrame = tsp.np2pl(new)
|
||||||
aids: dict = await markup_gaps(
|
aids: dict = await tsp._annotate.markup_gaps(
|
||||||
fqme,
|
fqme,
|
||||||
period_s,
|
period_s,
|
||||||
actl,
|
actl,
|
||||||
|
|
@ -530,12 +447,23 @@ def ldshm(
|
||||||
)
|
)
|
||||||
# last chance manual overwrites in REPL
|
# last chance manual overwrites in REPL
|
||||||
# await tractor.pause()
|
# 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
|
tf2aids[period_s] = aids
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# allow interaction even when no ts problems.
|
# No significant gaps to handle, but may have had
|
||||||
assert not diff
|
# 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()
|
await tractor.pause()
|
||||||
log.info('Exiting TSP shm anal-izer!')
|
log.info('Exiting TSP shm anal-izer!')
|
||||||
|
|
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -275,6 +275,18 @@ def get_null_segs(
|
||||||
# diff of abs index steps between each zeroed row
|
# diff of abs index steps between each zeroed row
|
||||||
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
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
|
# scan for all frame-indices where the
|
||||||
# zeroed-row-abs-index-step-diff is greater then the
|
# zeroed-row-abs-index-step-diff is greater then the
|
||||||
# expected increment of 1.
|
# expected increment of 1.
|
||||||
|
|
@ -434,8 +446,8 @@ def get_null_segs(
|
||||||
|
|
||||||
def iter_null_segs(
|
def iter_null_segs(
|
||||||
timeframe: float,
|
timeframe: float,
|
||||||
frame: Frame | None = None,
|
frame: Frame|None = None,
|
||||||
null_segs: tuple | None = None,
|
null_segs: tuple|None = None,
|
||||||
|
|
||||||
) -> Generator[
|
) -> Generator[
|
||||||
tuple[
|
tuple[
|
||||||
|
|
@ -487,7 +499,8 @@ def iter_null_segs(
|
||||||
start_dt = None
|
start_dt = None
|
||||||
if (
|
if (
|
||||||
absi_start is not None
|
absi_start is not None
|
||||||
and start_t != 0
|
and
|
||||||
|
start_t != 0
|
||||||
):
|
):
|
||||||
fi_start: int = absi_start - absi_first
|
fi_start: int = absi_start - absi_first
|
||||||
start_row: Seq = frame[fi_start]
|
start_row: Seq = frame[fi_start]
|
||||||
|
|
@ -501,8 +514,8 @@ def iter_null_segs(
|
||||||
yield (
|
yield (
|
||||||
absi_start, absi_end, # abs indices
|
absi_start, absi_end, # abs indices
|
||||||
fi_start, fi_end, # relative "frame" indices
|
fi_start, fi_end, # relative "frame" indices
|
||||||
start_t, end_t,
|
start_t, end_t, # epoch times
|
||||||
start_dt, end_dt,
|
start_dt, end_dt, # dts
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -578,11 +591,22 @@ def detect_time_gaps(
|
||||||
# NOTE: this flag is to indicate that on this (sampling) time
|
# NOTE: this flag is to indicate that on this (sampling) time
|
||||||
# scale we expect to only be filtering against larger venue
|
# scale we expect to only be filtering against larger venue
|
||||||
# closures-scale time gaps.
|
# 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(
|
return step_gaps.filter(
|
||||||
# Second by an arbitrary dt-unit step size
|
# Second by an arbitrary dt-unit step size
|
||||||
getattr(
|
getattr(
|
||||||
pl.col('dt_diff').dt,
|
pl.col('dt_diff').dt,
|
||||||
gap_dt_unit,
|
duration_method,
|
||||||
)().abs() > gap_thresh
|
)().abs() > gap_thresh
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,306 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of pikers)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
"""
|
||||||
|
Time-series (remote) annotation APIs.
|
||||||
|
|
||||||
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
|
from math import copysign
|
||||||
|
from typing import (
|
||||||
|
Any,
|
||||||
|
TYPE_CHECKING,
|
||||||
|
)
|
||||||
|
|
||||||
|
import polars as pl
|
||||||
|
import tractor
|
||||||
|
|
||||||
|
from piker.data._formatters import BGM
|
||||||
|
from piker.storage import log
|
||||||
|
from piker.ui._style import get_fonts
|
||||||
|
|
||||||
|
if TYPE_CHECKING:
|
||||||
|
from piker.ui._remote_ctl import AnnotCtl
|
||||||
|
|
||||||
|
|
||||||
|
def humanize_duration(
|
||||||
|
seconds: float,
|
||||||
|
) -> str:
|
||||||
|
'''
|
||||||
|
Convert duration in seconds to short human-readable form.
|
||||||
|
|
||||||
|
Uses smallest appropriate time unit:
|
||||||
|
- d: days
|
||||||
|
- h: hours
|
||||||
|
- m: minutes
|
||||||
|
- s: seconds
|
||||||
|
|
||||||
|
Examples:
|
||||||
|
- 86400 -> "1d"
|
||||||
|
- 28800 -> "8h"
|
||||||
|
- 180 -> "3m"
|
||||||
|
- 45 -> "45s"
|
||||||
|
|
||||||
|
'''
|
||||||
|
abs_secs: float = abs(seconds)
|
||||||
|
|
||||||
|
if abs_secs >= 86400:
|
||||||
|
days: float = abs_secs / 86400
|
||||||
|
if days >= 10 or days == int(days):
|
||||||
|
return f'{int(days)}d'
|
||||||
|
return f'{days:.1f}d'
|
||||||
|
|
||||||
|
elif abs_secs >= 3600:
|
||||||
|
hours: float = abs_secs / 3600
|
||||||
|
if hours >= 10 or hours == int(hours):
|
||||||
|
return f'{int(hours)}h'
|
||||||
|
return f'{hours:.1f}h'
|
||||||
|
|
||||||
|
elif abs_secs >= 60:
|
||||||
|
mins: float = abs_secs / 60
|
||||||
|
if mins >= 10 or mins == int(mins):
|
||||||
|
return f'{int(mins)}m'
|
||||||
|
return f'{mins:.1f}m'
|
||||||
|
|
||||||
|
else:
|
||||||
|
if abs_secs >= 10 or abs_secs == int(abs_secs):
|
||||||
|
return f'{int(abs_secs)}s'
|
||||||
|
return f'{abs_secs:.1f}s'
|
||||||
|
|
||||||
|
|
||||||
|
async def markup_gaps(
|
||||||
|
fqme: str,
|
||||||
|
timeframe: float,
|
||||||
|
actl: AnnotCtl,
|
||||||
|
wdts: pl.DataFrame,
|
||||||
|
gaps: pl.DataFrame,
|
||||||
|
|
||||||
|
# XXX, switch on to see txt showing a "humanized" label of each
|
||||||
|
# gap's duration.
|
||||||
|
show_txt: bool = False,
|
||||||
|
|
||||||
|
) -> dict[int, dict]:
|
||||||
|
'''
|
||||||
|
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
||||||
|
with rectangles.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
|
||||||
|
# system is properly initialized before we position annotations!
|
||||||
|
# Without this, annotations may be misaligned on first creation
|
||||||
|
# due to Qt/pyqtgraph initialization race conditions.
|
||||||
|
await actl.redraw(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
|
||||||
|
aids: dict[int] = {}
|
||||||
|
for i in range(gaps.height):
|
||||||
|
row: pl.DataFrame = gaps[i]
|
||||||
|
|
||||||
|
# the gap's RIGHT-most bar's OPEN value
|
||||||
|
# at that time (sample) step.
|
||||||
|
iend: int = row['index'][0]
|
||||||
|
|
||||||
|
# dt: datetime = row['dt'][0]
|
||||||
|
# dt_prev: datetime = row['dt_prev'][0]
|
||||||
|
# dt_end_t: float = dt.timestamp()
|
||||||
|
|
||||||
|
|
||||||
|
# TODO: can we eventually remove this
|
||||||
|
# once we figure out why the epoch cols
|
||||||
|
# don't match?
|
||||||
|
# TODO: FIX HOW/WHY these aren't matching
|
||||||
|
# and are instead off by 4hours (EST
|
||||||
|
# vs. UTC?!?!)
|
||||||
|
# end_t: float = row['time']
|
||||||
|
# assert (
|
||||||
|
# dt.timestamp()
|
||||||
|
# ==
|
||||||
|
# end_t
|
||||||
|
# )
|
||||||
|
|
||||||
|
# the gap's LEFT-most bar's CLOSE value
|
||||||
|
# at that time (sample) step.
|
||||||
|
prev_r: pl.DataFrame = wdts.filter(
|
||||||
|
pl.col('index') == iend - 1
|
||||||
|
)
|
||||||
|
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
||||||
|
# dt-df, so we might need to re-index first..
|
||||||
|
dt: pl.Series = row['dt']
|
||||||
|
dt_prev: pl.Series = row['dt_prev']
|
||||||
|
if prev_r.is_empty():
|
||||||
|
|
||||||
|
# XXX, filter out any special ignore cases,
|
||||||
|
# - UNIX-epoch stamped datums
|
||||||
|
# - first row
|
||||||
|
if (
|
||||||
|
dt_prev.dt.epoch()[0] == 0
|
||||||
|
or
|
||||||
|
dt.dt.epoch()[0] == 0
|
||||||
|
):
|
||||||
|
log.warning('Skipping row with UNIX epoch timestamp ??')
|
||||||
|
continue
|
||||||
|
|
||||||
|
if wdts[0]['index'][0] == iend: # first row
|
||||||
|
log.warning('Skipping first-row (has no previous obvi) !!')
|
||||||
|
continue
|
||||||
|
|
||||||
|
# XXX, if the previous-row by shm-index is missing,
|
||||||
|
# meaning there is a missing sample (set), get the prior
|
||||||
|
# row by df index and attempt to use it?
|
||||||
|
i_wdts: pl.DataFrame = wdts.with_row_index(name='i')
|
||||||
|
i_row: int = i_wdts.filter(pl.col('index') == iend)['i'][0]
|
||||||
|
prev_row_by_i = wdts[i_row]
|
||||||
|
prev_r: pl.DataFrame = prev_row_by_i
|
||||||
|
|
||||||
|
# debug any missing pre-row
|
||||||
|
if tractor._state.is_debug_mode():
|
||||||
|
await tractor.pause()
|
||||||
|
|
||||||
|
istart: int = prev_r['index'][0]
|
||||||
|
# TODO: implement px-col width measure
|
||||||
|
# and ensure at least as many px-cols
|
||||||
|
# shown per rect as configured by user.
|
||||||
|
# gap_w: float = abs((iend - istart))
|
||||||
|
# if gap_w < 6:
|
||||||
|
# margin: float = 6
|
||||||
|
# iend += margin
|
||||||
|
# istart -= margin
|
||||||
|
|
||||||
|
opn: float = row['open'][0]
|
||||||
|
cls: float = prev_r['close'][0]
|
||||||
|
|
||||||
|
# get gap duration for humanized label
|
||||||
|
gap_dur_s: float = row['s_diff'][0]
|
||||||
|
gap_label: str = humanize_duration(gap_dur_s)
|
||||||
|
|
||||||
|
# XXX: get timestamps for server-side index lookup
|
||||||
|
start_time: float = prev_r['time'][0]
|
||||||
|
end_time: float = row['time'][0]
|
||||||
|
|
||||||
|
# BGM=0.16 is the normal diff from overlap between bars, SO
|
||||||
|
# just go slightly "in" from that "between them".
|
||||||
|
from_idx: int = BGM - .06 # = .10
|
||||||
|
lc: tuple[float, float] = (
|
||||||
|
istart + 1 - from_idx,
|
||||||
|
cls,
|
||||||
|
)
|
||||||
|
ro: tuple[float, float] = (
|
||||||
|
iend + from_idx,
|
||||||
|
opn,
|
||||||
|
)
|
||||||
|
|
||||||
|
diff: float = cls - opn
|
||||||
|
sgn: float = copysign(1, diff)
|
||||||
|
up_gap: bool = sgn == -1
|
||||||
|
down_gap: bool = sgn == 1
|
||||||
|
flat: bool = sgn == 0
|
||||||
|
|
||||||
|
color: str = 'dad_blue'
|
||||||
|
# TODO? mks more sense to have up/down coloring?
|
||||||
|
# color: str = {
|
||||||
|
# -1: 'lilypad_green', # up-gap
|
||||||
|
# 1: 'wine', # down-gap
|
||||||
|
# }[sgn]
|
||||||
|
|
||||||
|
rect_kwargs: dict[str, Any] = dict(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
start_pos=lc,
|
||||||
|
end_pos=ro,
|
||||||
|
color=color,
|
||||||
|
start_time=start_time,
|
||||||
|
end_time=end_time,
|
||||||
|
)
|
||||||
|
|
||||||
|
# add up/down rects
|
||||||
|
aid: int|None = await actl.add_rect(**rect_kwargs)
|
||||||
|
if aid is None:
|
||||||
|
log.error(
|
||||||
|
f'Failed to add rect for,\n'
|
||||||
|
f'{rect_kwargs!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'Skipping to next gap!\n'
|
||||||
|
)
|
||||||
|
continue
|
||||||
|
|
||||||
|
assert aid
|
||||||
|
aids[aid] = rect_kwargs
|
||||||
|
direction: str = (
|
||||||
|
'down' if down_gap
|
||||||
|
else 'up'
|
||||||
|
)
|
||||||
|
# TODO! mk this a `msgspec.Struct` which we deserialize
|
||||||
|
# on the server side!
|
||||||
|
# XXX: send timestamp for server-side index lookup
|
||||||
|
# to ensure alignment with current shm state
|
||||||
|
gap_time: float = row['time'][0]
|
||||||
|
arrow_kwargs: dict[str, Any] = dict(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
x=iend, # fallback if timestamp lookup fails
|
||||||
|
y=cls,
|
||||||
|
time=gap_time, # for server-side index lookup
|
||||||
|
color=color,
|
||||||
|
alpha=169,
|
||||||
|
pointing=direction,
|
||||||
|
# TODO: expose these as params to markup_gaps()?
|
||||||
|
headLen=10,
|
||||||
|
headWidth=2.222,
|
||||||
|
pxMode=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
aid: int = await actl.add_arrow(
|
||||||
|
**arrow_kwargs
|
||||||
|
)
|
||||||
|
|
||||||
|
# add duration label to RHS of arrow
|
||||||
|
if up_gap:
|
||||||
|
anchor = (0, 0)
|
||||||
|
# ^XXX? i dun get dese dims.. XD
|
||||||
|
elif down_gap:
|
||||||
|
anchor = (0, 1) # XXX y, x?
|
||||||
|
else: # no-gap?
|
||||||
|
assert flat
|
||||||
|
anchor = (0, 0) # up from bottom
|
||||||
|
|
||||||
|
# use a slightly smaller font for gap label txt.
|
||||||
|
font, small_font = get_fonts()
|
||||||
|
font_size: int = small_font.px_size - 1
|
||||||
|
assert isinstance(font_size, int)
|
||||||
|
|
||||||
|
if show_txt:
|
||||||
|
text_aid: int = await actl.add_text(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
text=gap_label,
|
||||||
|
x=iend + 1, # fallback if timestamp lookup fails
|
||||||
|
y=cls,
|
||||||
|
time=gap_time, # server-side index lookup
|
||||||
|
color=color,
|
||||||
|
anchor=anchor,
|
||||||
|
font_size=font_size,
|
||||||
|
)
|
||||||
|
aids[text_aid] = {'text': gap_label}
|
||||||
|
|
||||||
|
# tell chart to redraw all its
|
||||||
|
# graphics view layers Bo
|
||||||
|
await actl.redraw(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
return aids
|
||||||
|
|
@ -0,0 +1,206 @@
|
||||||
|
'''
|
||||||
|
Smart OHLCV deduplication with data quality validation.
|
||||||
|
|
||||||
|
Handles concurrent write conflicts by keeping the most complete bar
|
||||||
|
(highest volume) while detecting data quality anomalies.
|
||||||
|
|
||||||
|
'''
|
||||||
|
import polars as pl
|
||||||
|
|
||||||
|
from ._anal import with_dts
|
||||||
|
|
||||||
|
|
||||||
|
def dedupe_ohlcv_smart(
|
||||||
|
src_df: pl.DataFrame,
|
||||||
|
time_col: str = 'time',
|
||||||
|
volume_col: str = 'volume',
|
||||||
|
sort: bool = True,
|
||||||
|
|
||||||
|
) -> tuple[
|
||||||
|
pl.DataFrame, # with dts
|
||||||
|
pl.DataFrame, # deduped (keeping higher volume bars)
|
||||||
|
int, # count of dupes removed
|
||||||
|
pl.DataFrame|None, # valid race conditions
|
||||||
|
pl.DataFrame|None, # data quality violations
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Smart OHLCV deduplication keeping most complete bars.
|
||||||
|
|
||||||
|
For duplicate timestamps, keeps bar with highest volume under
|
||||||
|
the assumption that higher volume indicates more complete/final
|
||||||
|
data from backfill vs partial live updates.
|
||||||
|
|
||||||
|
Returns
|
||||||
|
-------
|
||||||
|
Tuple of:
|
||||||
|
- wdts: original dataframe with datetime columns added
|
||||||
|
- deduped: deduplicated frame keeping highest-volume bars
|
||||||
|
- diff: number of duplicate rows removed
|
||||||
|
- valid_races: duplicates meeting expected race condition pattern
|
||||||
|
(volume monotonic, OHLC ranges valid)
|
||||||
|
- data_quality_issues: duplicates violating expected relationships
|
||||||
|
indicating provider data problems
|
||||||
|
|
||||||
|
'''
|
||||||
|
wdts: pl.DataFrame = with_dts(src_df)
|
||||||
|
|
||||||
|
# Find duplicate timestamps
|
||||||
|
dupes: pl.DataFrame = wdts.filter(
|
||||||
|
pl.col(time_col).is_duplicated()
|
||||||
|
)
|
||||||
|
|
||||||
|
if dupes.is_empty():
|
||||||
|
# No duplicates, return as-is
|
||||||
|
return (wdts, wdts, 0, None, None)
|
||||||
|
|
||||||
|
# Analyze duplicate groups for validation
|
||||||
|
dupe_analysis: pl.DataFrame = (
|
||||||
|
dupes
|
||||||
|
.sort([time_col, 'index'])
|
||||||
|
.group_by(time_col, maintain_order=True)
|
||||||
|
.agg([
|
||||||
|
pl.col('index').alias('indices'),
|
||||||
|
pl.col('volume').alias('volumes'),
|
||||||
|
pl.col('high').alias('highs'),
|
||||||
|
pl.col('low').alias('lows'),
|
||||||
|
pl.col('open').alias('opens'),
|
||||||
|
pl.col('close').alias('closes'),
|
||||||
|
pl.col('dt').first().alias('dt'),
|
||||||
|
pl.len().alias('count'),
|
||||||
|
])
|
||||||
|
)
|
||||||
|
|
||||||
|
# Validate OHLCV monotonicity for each duplicate group
|
||||||
|
def check_ohlcv_validity(row) -> dict[str, bool]:
|
||||||
|
'''
|
||||||
|
Check if duplicate bars follow expected race condition pattern.
|
||||||
|
|
||||||
|
For a valid live-update → backfill race:
|
||||||
|
- volume should be monotonically increasing
|
||||||
|
- high should be monotonically non-decreasing
|
||||||
|
- low should be monotonically non-increasing
|
||||||
|
- open should be identical (fixed at bar start)
|
||||||
|
|
||||||
|
Returns dict of violation flags.
|
||||||
|
|
||||||
|
'''
|
||||||
|
vols: list = row['volumes']
|
||||||
|
highs: list = row['highs']
|
||||||
|
lows: list = row['lows']
|
||||||
|
opens: list = row['opens']
|
||||||
|
|
||||||
|
violations: dict[str, bool] = {
|
||||||
|
'volume_non_monotonic': False,
|
||||||
|
'high_decreased': False,
|
||||||
|
'low_increased': False,
|
||||||
|
'open_mismatch': False,
|
||||||
|
'identical_bars': False,
|
||||||
|
}
|
||||||
|
|
||||||
|
# Check if all bars are identical (pure duplicate)
|
||||||
|
if (
|
||||||
|
len(set(vols)) == 1
|
||||||
|
and len(set(highs)) == 1
|
||||||
|
and len(set(lows)) == 1
|
||||||
|
and len(set(opens)) == 1
|
||||||
|
):
|
||||||
|
violations['identical_bars'] = True
|
||||||
|
return violations
|
||||||
|
|
||||||
|
# Check volume monotonicity
|
||||||
|
for i in range(1, len(vols)):
|
||||||
|
if vols[i] < vols[i-1]:
|
||||||
|
violations['volume_non_monotonic'] = True
|
||||||
|
break
|
||||||
|
|
||||||
|
# Check high monotonicity (can only increase or stay same)
|
||||||
|
for i in range(1, len(highs)):
|
||||||
|
if highs[i] < highs[i-1]:
|
||||||
|
violations['high_decreased'] = True
|
||||||
|
break
|
||||||
|
|
||||||
|
# Check low monotonicity (can only decrease or stay same)
|
||||||
|
for i in range(1, len(lows)):
|
||||||
|
if lows[i] > lows[i-1]:
|
||||||
|
violations['low_increased'] = True
|
||||||
|
break
|
||||||
|
|
||||||
|
# Check open consistency (should be fixed)
|
||||||
|
if len(set(opens)) > 1:
|
||||||
|
violations['open_mismatch'] = True
|
||||||
|
|
||||||
|
return violations
|
||||||
|
|
||||||
|
# Apply validation
|
||||||
|
dupe_analysis = dupe_analysis.with_columns([
|
||||||
|
pl.struct(['volumes', 'highs', 'lows', 'opens'])
|
||||||
|
.map_elements(
|
||||||
|
check_ohlcv_validity,
|
||||||
|
return_dtype=pl.Struct([
|
||||||
|
pl.Field('volume_non_monotonic', pl.Boolean),
|
||||||
|
pl.Field('high_decreased', pl.Boolean),
|
||||||
|
pl.Field('low_increased', pl.Boolean),
|
||||||
|
pl.Field('open_mismatch', pl.Boolean),
|
||||||
|
pl.Field('identical_bars', pl.Boolean),
|
||||||
|
])
|
||||||
|
)
|
||||||
|
.alias('validity')
|
||||||
|
])
|
||||||
|
|
||||||
|
# Unnest validity struct
|
||||||
|
dupe_analysis = dupe_analysis.unnest('validity')
|
||||||
|
|
||||||
|
# Separate valid races from data quality issues
|
||||||
|
valid_races: pl.DataFrame|None = (
|
||||||
|
dupe_analysis
|
||||||
|
.filter(
|
||||||
|
# Valid if no violations OR just identical bars
|
||||||
|
~pl.col('volume_non_monotonic')
|
||||||
|
& ~pl.col('high_decreased')
|
||||||
|
& ~pl.col('low_increased')
|
||||||
|
& ~pl.col('open_mismatch')
|
||||||
|
)
|
||||||
|
)
|
||||||
|
if valid_races.is_empty():
|
||||||
|
valid_races = None
|
||||||
|
|
||||||
|
data_quality_issues: pl.DataFrame|None = (
|
||||||
|
dupe_analysis
|
||||||
|
.filter(
|
||||||
|
# Issues if any non-identical violation exists
|
||||||
|
(
|
||||||
|
pl.col('volume_non_monotonic')
|
||||||
|
| pl.col('high_decreased')
|
||||||
|
| pl.col('low_increased')
|
||||||
|
| pl.col('open_mismatch')
|
||||||
|
)
|
||||||
|
& ~pl.col('identical_bars')
|
||||||
|
)
|
||||||
|
)
|
||||||
|
if data_quality_issues.is_empty():
|
||||||
|
data_quality_issues = None
|
||||||
|
|
||||||
|
# Deduplicate: keep highest volume bar for each timestamp
|
||||||
|
deduped: pl.DataFrame = (
|
||||||
|
wdts
|
||||||
|
.sort([time_col, volume_col])
|
||||||
|
.unique(
|
||||||
|
subset=[time_col],
|
||||||
|
keep='last',
|
||||||
|
maintain_order=False,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
# Re-sort by time or index
|
||||||
|
if sort:
|
||||||
|
deduped = deduped.sort(by=time_col)
|
||||||
|
|
||||||
|
diff: int = wdts.height - deduped.height
|
||||||
|
|
||||||
|
return (
|
||||||
|
wdts,
|
||||||
|
deduped,
|
||||||
|
diff,
|
||||||
|
valid_races,
|
||||||
|
data_quality_issues,
|
||||||
|
)
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -27,15 +27,15 @@ import trio
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QEvent,
|
QEvent,
|
||||||
)
|
)
|
||||||
from ..service import maybe_spawn_brokerd
|
from . import _chart
|
||||||
from . import _event
|
from . import _event
|
||||||
from ._exec import run_qtractor
|
|
||||||
from ..data.feed import install_brokerd_search
|
|
||||||
from ..data._symcache import open_symcache
|
|
||||||
from ..accounting import unpack_fqme
|
|
||||||
from . import _search
|
from . import _search
|
||||||
from ._chart import GodWidget
|
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
|
||||||
|
from ..service import maybe_spawn_brokerd
|
||||||
|
from ._exec import run_qtractor
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -73,8 +73,8 @@ async def load_provider_search(
|
||||||
|
|
||||||
async def _async_main(
|
async def _async_main(
|
||||||
|
|
||||||
# implicit required argument provided by ``qtractor_run()``
|
# implicit required argument provided by `qtractor_run()`
|
||||||
main_widget: GodWidget,
|
main_widget: _chart.GodWidget,
|
||||||
|
|
||||||
syms: list[str],
|
syms: list[str],
|
||||||
brokers: dict[str, ModuleType],
|
brokers: dict[str, ModuleType],
|
||||||
|
|
@ -87,6 +87,9 @@ async def _async_main(
|
||||||
Provision the "main" widget with initial symbol data and root nursery.
|
Provision the "main" widget with initial symbol data and root nursery.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
# set as singleton
|
||||||
|
_chart._godw = main_widget
|
||||||
|
|
||||||
from . import _display
|
from . import _display
|
||||||
from ._pg_overrides import _do_overrides
|
from ._pg_overrides import _do_overrides
|
||||||
_do_overrides()
|
_do_overrides()
|
||||||
|
|
@ -201,6 +204,6 @@ def _main(
|
||||||
brokermods,
|
brokermods,
|
||||||
piker_loglevel,
|
piker_loglevel,
|
||||||
),
|
),
|
||||||
main_widget_type=GodWidget,
|
main_widget_type=_chart.GodWidget,
|
||||||
tractor_kwargs=tractor_kwargs,
|
tractor_kwargs=tractor_kwargs,
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -82,6 +82,25 @@ if TYPE_CHECKING:
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
_godw: GodWidget|None = None
|
||||||
|
|
||||||
|
def get_godw() -> GodWidget:
|
||||||
|
'''
|
||||||
|
Get the top level "god widget", the root/central-most Qt
|
||||||
|
widget-object set as `QMainWindow.setCentralWidget(_godw)`.
|
||||||
|
|
||||||
|
See `piker.ui._exec` for the runtime init details and all the
|
||||||
|
machinery for running `trio` on the Qt event loop in guest mode.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if _godw is None:
|
||||||
|
raise RuntimeError(
|
||||||
|
'No god-widget initialized ??\n'
|
||||||
|
'Have you called `run_qtractor()` yet?\n'
|
||||||
|
)
|
||||||
|
return _godw
|
||||||
|
|
||||||
|
|
||||||
class GodWidget(QWidget):
|
class GodWidget(QWidget):
|
||||||
'''
|
'''
|
||||||
"Our lord and savior, the holy child of window-shua, there is no
|
"Our lord and savior, the holy child of window-shua, there is no
|
||||||
|
|
@ -104,7 +123,7 @@ class GodWidget(QWidget):
|
||||||
|
|
||||||
super().__init__(parent)
|
super().__init__(parent)
|
||||||
|
|
||||||
self.search: SearchWidget | None = None
|
self.search: SearchWidget|None = None
|
||||||
|
|
||||||
self.hbox = QHBoxLayout(self)
|
self.hbox = QHBoxLayout(self)
|
||||||
self.hbox.setContentsMargins(0, 0, 0, 0)
|
self.hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
|
@ -123,9 +142,9 @@ class GodWidget(QWidget):
|
||||||
tuple[LinkedSplits, LinkedSplits],
|
tuple[LinkedSplits, LinkedSplits],
|
||||||
] = {}
|
] = {}
|
||||||
|
|
||||||
self.hist_linked: LinkedSplits | None = None
|
self.hist_linked: LinkedSplits|None = None
|
||||||
self.rt_linked: LinkedSplits | None = None
|
self.rt_linked: LinkedSplits|None = None
|
||||||
self._active_cursor: Cursor | None = None
|
self._active_cursor: Cursor|None = None
|
||||||
|
|
||||||
# assigned in the startup func `_async_main()`
|
# assigned in the startup func `_async_main()`
|
||||||
self._root_n: trio.Nursery = None
|
self._root_n: trio.Nursery = None
|
||||||
|
|
@ -369,9 +388,9 @@ class ChartnPane(QFrame):
|
||||||
https://doc.qt.io/qt-5/qwidget.html#composite-widgets
|
https://doc.qt.io/qt-5/qwidget.html#composite-widgets
|
||||||
|
|
||||||
'''
|
'''
|
||||||
sidepane: FieldsForm | SearchWidget
|
sidepane: FieldsForm|SearchWidget
|
||||||
hbox: QHBoxLayout
|
hbox: QHBoxLayout
|
||||||
chart: ChartPlotWidget | None = None
|
chart: ChartPlotWidget|None = None
|
||||||
|
|
||||||
def __init__(
|
def __init__(
|
||||||
self,
|
self,
|
||||||
|
|
@ -387,13 +406,13 @@ class ChartnPane(QFrame):
|
||||||
self.chart = None
|
self.chart = None
|
||||||
|
|
||||||
hbox = self.hbox = QHBoxLayout(self)
|
hbox = self.hbox = QHBoxLayout(self)
|
||||||
hbox.setAlignment(Qt.AlignTop | Qt.AlignLeft)
|
hbox.setAlignment(Qt.AlignTop|Qt.AlignLeft)
|
||||||
hbox.setContentsMargins(0, 0, 0, 0)
|
hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
hbox.setSpacing(3)
|
hbox.setSpacing(3)
|
||||||
|
|
||||||
def set_sidepane(
|
def set_sidepane(
|
||||||
self,
|
self,
|
||||||
sidepane: FieldsForm | SearchWidget,
|
sidepane: FieldsForm|SearchWidget,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# add sidepane **after** chart; place it on axis side
|
# add sidepane **after** chart; place it on axis side
|
||||||
|
|
@ -404,7 +423,7 @@ class ChartnPane(QFrame):
|
||||||
self._sidepane = sidepane
|
self._sidepane = sidepane
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def sidepane(self) -> FieldsForm | SearchWidget:
|
def sidepane(self) -> FieldsForm|SearchWidget:
|
||||||
return self._sidepane
|
return self._sidepane
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -450,7 +469,7 @@ class LinkedSplits(QWidget):
|
||||||
# chart-local graphics state that can be passed to
|
# chart-local graphics state that can be passed to
|
||||||
# a ``graphic_update_cycle()`` call by any task wishing to
|
# a ``graphic_update_cycle()`` call by any task wishing to
|
||||||
# update the UI for a given "chart instance".
|
# update the UI for a given "chart instance".
|
||||||
self.display_state: DisplayState | None = None
|
self.display_state: DisplayState|None = None
|
||||||
|
|
||||||
self._mkt: MktPair = None
|
self._mkt: MktPair = None
|
||||||
|
|
||||||
|
|
@ -486,7 +505,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
def set_split_sizes(
|
def set_split_sizes(
|
||||||
self,
|
self,
|
||||||
prop: float | None = None,
|
prop: float|None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -567,8 +586,8 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
# style?
|
# style?
|
||||||
self.chart.setFrameStyle(
|
self.chart.setFrameStyle(
|
||||||
QFrame.Shape.StyledPanel |
|
QFrame.Shape.StyledPanel
|
||||||
QFrame.Shadow.Plain
|
|QFrame.Shadow.Plain
|
||||||
)
|
)
|
||||||
|
|
||||||
return self.chart
|
return self.chart
|
||||||
|
|
@ -580,11 +599,11 @@ class LinkedSplits(QWidget):
|
||||||
shm: ShmArray,
|
shm: ShmArray,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
|
|
||||||
array_key: str | None = None,
|
array_key: str|None = None,
|
||||||
style: str = 'line',
|
style: str = 'line',
|
||||||
_is_main: bool = False,
|
_is_main: bool = False,
|
||||||
|
|
||||||
sidepane: QWidget | None = None,
|
sidepane: QWidget|None = None,
|
||||||
draw_kwargs: dict = {},
|
draw_kwargs: dict = {},
|
||||||
|
|
||||||
**cpw_kwargs,
|
**cpw_kwargs,
|
||||||
|
|
@ -687,7 +706,7 @@ class LinkedSplits(QWidget):
|
||||||
cpw.plotItem.vb.linked = self
|
cpw.plotItem.vb.linked = self
|
||||||
cpw.setFrameStyle(
|
cpw.setFrameStyle(
|
||||||
QFrame.Shape.StyledPanel
|
QFrame.Shape.StyledPanel
|
||||||
# | QFrame.Shadow.Plain
|
# |QFrame.Shadow.Plain
|
||||||
)
|
)
|
||||||
|
|
||||||
# don't show the little "autoscale" A label.
|
# don't show the little "autoscale" A label.
|
||||||
|
|
@ -800,7 +819,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
def resize_sidepanes(
|
def resize_sidepanes(
|
||||||
self,
|
self,
|
||||||
from_linked: LinkedSplits | None = None,
|
from_linked: LinkedSplits|None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -874,7 +893,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# TODO: load from config
|
# TODO: load from config
|
||||||
use_open_gl: bool = False,
|
use_open_gl: bool = False,
|
||||||
|
|
||||||
static_yrange: tuple[float, float] | None = None,
|
static_yrange: tuple[float, float]|None = None,
|
||||||
|
|
||||||
parent=None,
|
parent=None,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
@ -889,7 +908,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
# NOTE: must be set bfore calling ``.mk_vb()``
|
# NOTE: must be set bfore calling ``.mk_vb()``
|
||||||
self.linked = linkedsplits
|
self.linked = linkedsplits
|
||||||
self.sidepane: FieldsForm | None = None
|
self.sidepane: FieldsForm|None = None
|
||||||
|
|
||||||
# source of our custom interactions
|
# source of our custom interactions
|
||||||
self.cv = self.mk_vb(name)
|
self.cv = self.mk_vb(name)
|
||||||
|
|
@ -923,7 +942,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
self.useOpenGL(use_open_gl)
|
self.useOpenGL(use_open_gl)
|
||||||
self.name = name
|
self.name = name
|
||||||
self.data_key = data_key or name
|
self.data_key = data_key or name
|
||||||
self.qframe: ChartnPane | None = None
|
self.qframe: ChartnPane|None = None
|
||||||
|
|
||||||
# scene-local placeholder for book graphics
|
# scene-local placeholder for book graphics
|
||||||
# sizing to avoid overlap with data contents
|
# sizing to avoid overlap with data contents
|
||||||
|
|
@ -934,7 +953,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# registry of overlay curve names
|
# registry of overlay curve names
|
||||||
self._vizs: dict[str, Viz] = {}
|
self._vizs: dict[str, Viz] = {}
|
||||||
|
|
||||||
self.feed: Feed | None = None
|
self.feed: Feed|None = None
|
||||||
|
|
||||||
self._labels = {} # registry of underlying graphics
|
self._labels = {} # registry of underlying graphics
|
||||||
self._ysticks = {} # registry of underlying graphics
|
self._ysticks = {} # registry of underlying graphics
|
||||||
|
|
@ -1027,7 +1046,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
def increment_view(
|
def increment_view(
|
||||||
self,
|
self,
|
||||||
datums: int = 1,
|
datums: int = 1,
|
||||||
vb: ChartView | None = None,
|
vb: ChartView|None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -1058,8 +1077,8 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
def overlay_plotitem(
|
def overlay_plotitem(
|
||||||
self,
|
self,
|
||||||
name: str,
|
name: str,
|
||||||
index: int | None = None,
|
index: int|None = None,
|
||||||
axis_title: str | None = None,
|
axis_title: str|None = None,
|
||||||
axis_side: str = 'right',
|
axis_side: str = 'right',
|
||||||
axis_kwargs: dict = {},
|
axis_kwargs: dict = {},
|
||||||
|
|
||||||
|
|
@ -1147,14 +1166,14 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
shm: ShmArray,
|
shm: ShmArray,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
|
|
||||||
array_key: str | None = None,
|
array_key: str|None = None,
|
||||||
overlay: bool = False,
|
overlay: bool = False,
|
||||||
color: str | None = None,
|
color: str|None = None,
|
||||||
add_label: bool = True,
|
add_label: bool = True,
|
||||||
pi: pg.PlotItem | None = None,
|
pi: pg.PlotItem|None = None,
|
||||||
step_mode: bool = False,
|
step_mode: bool = False,
|
||||||
is_ohlc: bool = False,
|
is_ohlc: bool = False,
|
||||||
add_sticky: None | str = 'right',
|
add_sticky: None|str = 'right',
|
||||||
|
|
||||||
**graphics_kwargs,
|
**graphics_kwargs,
|
||||||
|
|
||||||
|
|
@ -1252,7 +1271,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# use the tick size precision for display
|
# use the tick size precision for display
|
||||||
name = name or pi.name
|
name = name or pi.name
|
||||||
mkt: MktPair = self.linked.mkt
|
mkt: MktPair = self.linked.mkt
|
||||||
digits: int | None = None
|
digits: int|None = None
|
||||||
if name in mkt.fqme:
|
if name in mkt.fqme:
|
||||||
digits = mkt.price_tick_digits
|
digits = mkt.price_tick_digits
|
||||||
|
|
||||||
|
|
@ -1286,7 +1305,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
shm: ShmArray,
|
shm: ShmArray,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
|
|
||||||
array_key: str | None = None,
|
array_key: str|None = None,
|
||||||
**draw_curve_kwargs,
|
**draw_curve_kwargs,
|
||||||
|
|
||||||
) -> Viz:
|
) -> Viz:
|
||||||
|
|
|
||||||
|
|
@ -27,7 +27,6 @@ import pyqtgraph as pg
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtWidgets,
|
QtWidgets,
|
||||||
QGraphicsItem,
|
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QRectF,
|
QRectF,
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Higher level annotation editors.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from collections import defaultdict
|
from collections import defaultdict
|
||||||
from typing import (
|
from typing import (
|
||||||
|
Literal,
|
||||||
Sequence,
|
Sequence,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
@ -66,9 +67,18 @@ log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class ArrowEditor(Struct):
|
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
|
godw: GodWidget = None # type: ignore # noqa
|
||||||
_arrows: dict[str, list[pg.ArrowItem]] = {}
|
_arrows: dict[
|
||||||
|
str,
|
||||||
|
list[pg.ArrowItem]
|
||||||
|
] = {}
|
||||||
|
|
||||||
def add(
|
def add(
|
||||||
self,
|
self,
|
||||||
|
|
@ -76,8 +86,19 @@ class ArrowEditor(Struct):
|
||||||
uid: str,
|
uid: str,
|
||||||
x: float,
|
x: float,
|
||||||
y: float,
|
y: float,
|
||||||
color: str = 'default',
|
color: str|None = None,
|
||||||
pointing: 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:
|
) -> pg.ArrowItem:
|
||||||
'''
|
'''
|
||||||
|
|
@ -93,29 +114,83 @@ class ArrowEditor(Struct):
|
||||||
# scale arrow sizing to dpi-aware font
|
# scale arrow sizing to dpi-aware font
|
||||||
size = _font.font.pixelSize() * 0.8
|
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(
|
arrow = pg.ArrowItem(
|
||||||
angle=angle,
|
angle=angle,
|
||||||
baseAngle=0,
|
baseAngle=0,
|
||||||
headLen=size,
|
headLen=headLen,
|
||||||
headWidth=size/2,
|
headWidth=headWidth,
|
||||||
tailLen=None,
|
tailLen=tailLen,
|
||||||
pxMode=True,
|
tailWidth=tailWidth,
|
||||||
|
pxMode=pxMode,
|
||||||
# coloring
|
# coloring
|
||||||
pen=pg.mkPen(hcolor('papas_special')),
|
pen=pen,
|
||||||
brush=pg.mkBrush(hcolor(color)),
|
brush=brush,
|
||||||
)
|
)
|
||||||
|
arrow.setZValue(zval)
|
||||||
arrow.setPos(x, y)
|
arrow.setPos(x, y)
|
||||||
self._arrows.setdefault(uid, []).append(arrow)
|
plot.addItem(arrow) # render to view
|
||||||
|
|
||||||
# render to view
|
# register for removal
|
||||||
plot.addItem(arrow)
|
arrow._uid = uid
|
||||||
|
self._arrows.setdefault(
|
||||||
|
uid, []
|
||||||
|
).append(arrow)
|
||||||
|
|
||||||
return 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():
|
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):
|
class LineEditor(Struct):
|
||||||
|
|
@ -261,6 +336,9 @@ class LineEditor(Struct):
|
||||||
|
|
||||||
return lines
|
return lines
|
||||||
|
|
||||||
|
# compat with ArrowEditor
|
||||||
|
remove = remove_line
|
||||||
|
|
||||||
|
|
||||||
def as_point(
|
def as_point(
|
||||||
pair: Sequence[float, float] | QPointF,
|
pair: Sequence[float, float] | QPointF,
|
||||||
|
|
@ -293,7 +371,7 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
def __init__(
|
def __init__(
|
||||||
self,
|
self,
|
||||||
viewbox: ViewBox,
|
viewbox: ViewBox,
|
||||||
color: str | None = None,
|
color: str|None = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
super().__init__(0, 0, 1, 1)
|
super().__init__(0, 0, 1, 1)
|
||||||
|
|
||||||
|
|
@ -609,3 +687,6 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
|
|
||||||
):
|
):
|
||||||
scen.removeItem(self._label_proxy)
|
scen.removeItem(self._label_proxy)
|
||||||
|
|
||||||
|
# compat with ArrowEditor
|
||||||
|
remove = delete
|
||||||
|
|
|
||||||
|
|
@ -91,6 +91,10 @@ def run_qtractor(
|
||||||
window_type: QMainWindow = None,
|
window_type: QMainWindow = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
'''
|
||||||
|
Run the Qt event loop and embed `trio` via guest mode on it.
|
||||||
|
|
||||||
|
'''
|
||||||
# avoids annoying message when entering debugger from qt loop
|
# avoids annoying message when entering debugger from qt loop
|
||||||
pyqtRemoveInputHook()
|
pyqtRemoveInputHook()
|
||||||
|
|
||||||
|
|
@ -170,7 +174,7 @@ def run_qtractor(
|
||||||
# hook into app focus change events
|
# hook into app focus change events
|
||||||
app.focusChanged.connect(window.on_focus_change)
|
app.focusChanged.connect(window.on_focus_change)
|
||||||
|
|
||||||
instance = main_widget_type()
|
instance: GodWidget = main_widget_type()
|
||||||
instance.window = window
|
instance.window = window
|
||||||
|
|
||||||
# override tractor's defaults
|
# override tractor's defaults
|
||||||
|
|
|
||||||
|
|
@ -73,7 +73,7 @@ log = get_logger(__name__)
|
||||||
def update_fsp_chart(
|
def update_fsp_chart(
|
||||||
viz,
|
viz,
|
||||||
graphics_name: str,
|
graphics_name: str,
|
||||||
array_key: str | None,
|
array_key: str|None,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
@ -87,7 +87,11 @@ def update_fsp_chart(
|
||||||
|
|
||||||
# guard against unreadable case
|
# guard against unreadable case
|
||||||
if not last_row:
|
if not last_row:
|
||||||
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
|
log.warning(
|
||||||
|
f'Read-race on shm array,\n'
|
||||||
|
f'graphics_name: {graphics_name!r}\n'
|
||||||
|
f'shm.token: {shm.token}\n'
|
||||||
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
# update graphics
|
# update graphics
|
||||||
|
|
@ -203,7 +207,6 @@ async def open_fsp_actor_cluster(
|
||||||
|
|
||||||
|
|
||||||
async def run_fsp_ui(
|
async def run_fsp_ui(
|
||||||
|
|
||||||
linkedsplits: LinkedSplits,
|
linkedsplits: LinkedSplits,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
started: trio.Event,
|
started: trio.Event,
|
||||||
|
|
@ -471,7 +474,7 @@ class FspAdmin:
|
||||||
target: Fsp,
|
target: Fsp,
|
||||||
conf: dict[str, dict[str, Any]],
|
conf: dict[str, dict[str, Any]],
|
||||||
|
|
||||||
worker_name: str | None = None,
|
worker_name: str|None = None,
|
||||||
loglevel: str = 'info',
|
loglevel: str = 'info',
|
||||||
|
|
||||||
) -> (Flume, trio.Event):
|
) -> (Flume, trio.Event):
|
||||||
|
|
@ -623,8 +626,10 @@ async def open_fsp_admin(
|
||||||
event.set()
|
event.set()
|
||||||
|
|
||||||
|
|
||||||
|
# TODO, passing in `pikerd` related settings here!
|
||||||
|
# [ ] read in the `tractor` setting for `enable_transports: list`
|
||||||
|
# from the root `conf.toml`!
|
||||||
async def open_vlm_displays(
|
async def open_vlm_displays(
|
||||||
|
|
||||||
linked: LinkedSplits,
|
linked: LinkedSplits,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
dvlm: bool = True,
|
dvlm: bool = True,
|
||||||
|
|
@ -634,12 +639,12 @@ async def open_vlm_displays(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Volume subchart displays.
|
Vlm (volume) subchart displays.
|
||||||
|
|
||||||
Since "volume" is often included directly alongside OHLCV price
|
Since "volume" is often included directly alongside OHLCV price
|
||||||
data, we don't really need a separate FSP-actor + shm array for it
|
data, we don't really need a separate FSP-actor + shm array for
|
||||||
since it's likely already directly adjacent to OHLC samples from the
|
it since it's likely already directly adjacent to OHLC samples
|
||||||
data provider.
|
from the data provider.
|
||||||
|
|
||||||
Further only if volume data is detected (it sometimes isn't provided
|
Further only if volume data is detected (it sometimes isn't provided
|
||||||
eg. forex, certain commodities markets) will volume dependent FSPs
|
eg. forex, certain commodities markets) will volume dependent FSPs
|
||||||
|
|
|
||||||
|
|
@ -237,8 +237,8 @@ class LevelLabel(YAxisLabel):
|
||||||
class L1Label(LevelLabel):
|
class L1Label(LevelLabel):
|
||||||
|
|
||||||
text_flags = (
|
text_flags = (
|
||||||
QtCore.Qt.TextDontClip
|
QtCore.Qt.TextFlag.TextDontClip
|
||||||
| QtCore.Qt.AlignLeft
|
| QtCore.Qt.AlignmentFlag.AlignLeft
|
||||||
)
|
)
|
||||||
|
|
||||||
def set_label_str(
|
def set_label_str(
|
||||||
|
|
|
||||||
|
|
@ -27,10 +27,12 @@ from contextlib import (
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from typing import (
|
from typing import (
|
||||||
# Any,
|
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
|
Literal,
|
||||||
)
|
)
|
||||||
|
from uuid import uuid4
|
||||||
|
|
||||||
|
import pyqtgraph as pg
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
|
|
@ -47,12 +49,16 @@ from piker.brokers import SymbolNotFound
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QGraphicsItem,
|
QGraphicsItem,
|
||||||
)
|
)
|
||||||
|
from PyQt6.QtGui import QFont
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
from ._interaction import ChartView
|
from ._interaction import ChartView
|
||||||
from ._editors import SelectRect
|
from ._editors import (
|
||||||
|
SelectRect,
|
||||||
|
ArrowEditor,
|
||||||
|
)
|
||||||
from ._chart import ChartPlotWidget
|
from ._chart import ChartPlotWidget
|
||||||
from ._dataviz import Viz
|
from ._dataviz import Viz
|
||||||
|
from ._style import hcolor
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -83,8 +89,40 @@ _ctxs: IpcCtxTable = {}
|
||||||
# the "annotations server" which actually renders to a Qt canvas).
|
# the "annotations server" which actually renders to a Qt canvas).
|
||||||
# type AnnotsTable = dict[int, QGraphicsItem]
|
# type AnnotsTable = dict[int, QGraphicsItem]
|
||||||
AnnotsTable = dict[int, QGraphicsItem]
|
AnnotsTable = dict[int, QGraphicsItem]
|
||||||
|
EditorsTable = dict[int, ArrowEditor]
|
||||||
|
|
||||||
_annots: AnnotsTable = {}
|
_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(
|
async def serve_rc_annots(
|
||||||
|
|
@ -95,6 +133,12 @@ async def serve_rc_annots(
|
||||||
annots: AnnotsTable,
|
annots: AnnotsTable,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
'''
|
||||||
|
A small viz(ualization) server for remote ctl of chart
|
||||||
|
annotations.
|
||||||
|
|
||||||
|
'''
|
||||||
|
global _editors
|
||||||
async for msg in annot_req_stream:
|
async for msg in annot_req_stream:
|
||||||
match msg:
|
match msg:
|
||||||
case {
|
case {
|
||||||
|
|
@ -104,14 +148,77 @@ async def serve_rc_annots(
|
||||||
'meth': str(meth),
|
'meth': str(meth),
|
||||||
'kwargs': dict(kwargs),
|
'kwargs': dict(kwargs),
|
||||||
}:
|
}:
|
||||||
|
|
||||||
ds: DisplayState = _dss[fqme]
|
ds: DisplayState = _dss[fqme]
|
||||||
chart: ChartPlotWidget = {
|
try:
|
||||||
60: ds.hist_chart,
|
chart: ChartPlotWidget = {
|
||||||
1: ds.chart,
|
60: ds.hist_chart,
|
||||||
}[timeframe]
|
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
|
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
|
# annot type lookup from cmd
|
||||||
rect = SelectRect(
|
rect = SelectRect(
|
||||||
viewbox=cv,
|
viewbox=cv,
|
||||||
|
|
@ -130,21 +237,207 @@ async def serve_rc_annots(
|
||||||
# delegate generically to the requested method
|
# delegate generically to the requested method
|
||||||
getattr(rect, meth)(**kwargs)
|
getattr(rect, meth)(**kwargs)
|
||||||
rect.show()
|
rect.show()
|
||||||
|
|
||||||
|
# XXX: store absolute coords for repositioning
|
||||||
|
# during viz redraws (eg backfill updates)
|
||||||
|
rect._meth = meth
|
||||||
|
rect._kwargs = kwargs
|
||||||
|
|
||||||
aid: int = id(rect)
|
aid: int = id(rect)
|
||||||
annots[aid] = rect
|
annots[aid] = rect
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
aids: set[int] = ctxs[ipc_key][1]
|
||||||
aids.add(aid)
|
aids.add(aid)
|
||||||
await annot_req_stream.send(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 {
|
case {
|
||||||
'cmd': 'remove',
|
'cmd': 'remove',
|
||||||
'aid': int(aid),
|
'aid': int(aid)|str(aid),
|
||||||
}:
|
}:
|
||||||
# NOTE: this is normally entered on
|
# NOTE: this is normally entered on
|
||||||
# a client's annotation de-alloc normally
|
# a client's annotation de-alloc normally
|
||||||
# prior to detach or modify.
|
# prior to detach or modify.
|
||||||
annot: QGraphicsItem = annots[aid]
|
annot: QGraphicsItem = annots[aid]
|
||||||
annot.delete()
|
assert rm_annot(annot)
|
||||||
|
|
||||||
# respond to client indicating annot
|
# respond to client indicating annot
|
||||||
# was indeed deleted.
|
# was indeed deleted.
|
||||||
|
|
@ -175,6 +468,38 @@ async def serve_rc_annots(
|
||||||
)
|
)
|
||||||
viz.reset_graphics()
|
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 _:
|
case _:
|
||||||
log.error(
|
log.error(
|
||||||
'Unknown remote annotation cmd:\n'
|
'Unknown remote annotation cmd:\n'
|
||||||
|
|
@ -188,6 +513,12 @@ async def remote_annotate(
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
global _dss, _ctxs
|
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
|
assert _dss
|
||||||
|
|
||||||
_ctxs[ctx.cid] = (ctx, set())
|
_ctxs[ctx.cid] = (ctx, set())
|
||||||
|
|
@ -212,7 +543,7 @@ async def remote_annotate(
|
||||||
assert _ctx is ctx
|
assert _ctx is ctx
|
||||||
for aid in aids:
|
for aid in aids:
|
||||||
annot: QGraphicsItem = _annots[aid]
|
annot: QGraphicsItem = _annots[aid]
|
||||||
annot.delete()
|
assert rm_annot(annot)
|
||||||
|
|
||||||
|
|
||||||
class AnnotCtl(Struct):
|
class AnnotCtl(Struct):
|
||||||
|
|
@ -257,36 +588,47 @@ class AnnotCtl(Struct):
|
||||||
|
|
||||||
from_acm: bool = False,
|
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
|
Add a `SelectRect` annotation to the target view, return
|
||||||
the instances `id(obj)` from the remote UI actor.
|
the instances `id(obj)` from the remote UI actor.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
ipc: MsgStream = self._get_ipc(fqme)
|
||||||
await ipc.send({
|
with trio.fail_after(3):
|
||||||
'fqme': fqme,
|
await ipc.send({
|
||||||
'cmd': 'SelectRect',
|
'fqme': fqme,
|
||||||
'timeframe': timeframe,
|
'cmd': 'SelectRect',
|
||||||
# 'meth': str(meth),
|
'timeframe': timeframe,
|
||||||
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
|
# 'meth': str(meth),
|
||||||
'kwargs': {
|
'meth': 'set_view_pos' if domain == 'view' else 'set_scene_pos',
|
||||||
'start_pos': tuple(start_pos),
|
'kwargs': {
|
||||||
'end_pos': tuple(end_pos),
|
'start_pos': tuple(start_pos),
|
||||||
'color': color,
|
'end_pos': tuple(end_pos),
|
||||||
'update_label': False,
|
'color': color,
|
||||||
},
|
'update_label': False,
|
||||||
})
|
'start_time': start_time,
|
||||||
aid: int = await ipc.receive()
|
'end_time': end_time,
|
||||||
self._ipcs[aid] = ipc
|
},
|
||||||
if not from_acm:
|
})
|
||||||
self._annot_stack.push_async_callback(
|
aid: int|dict = await ipc.receive()
|
||||||
partial(
|
match aid:
|
||||||
self.remove,
|
case {'error': str(msg)}:
|
||||||
aid,
|
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(
|
async def remove(
|
||||||
self,
|
self,
|
||||||
|
|
@ -334,20 +676,130 @@ class AnnotCtl(Struct):
|
||||||
'timeframe': timeframe,
|
'timeframe': timeframe,
|
||||||
})
|
})
|
||||||
|
|
||||||
# TODO: do we even need this?
|
async def add_arrow(
|
||||||
# async def modify(
|
self,
|
||||||
# self,
|
fqme: str,
|
||||||
# aid: int, # annotation id
|
timeframe: float,
|
||||||
# meth: str, # far end graphics object method to invoke
|
x: float,
|
||||||
# params: dict[str, Any], # far end `meth(**kwargs)`
|
y: float,
|
||||||
# ) -> bool:
|
pointing: Literal[
|
||||||
# '''
|
'up',
|
||||||
# Modify an existing (remote) annotation's graphics
|
'down',
|
||||||
# paramters, thus changing it's appearance / state in real
|
],
|
||||||
# time.
|
# 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,
|
||||||
|
|
||||||
# '''
|
from_acm: bool = False,
|
||||||
# raise NotImplementedError
|
|
||||||
|
# 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
|
@acm
|
||||||
|
|
@ -374,7 +826,9 @@ async def open_annot_ctl(
|
||||||
# TODO: print the current discoverable actor UID set
|
# TODO: print the current discoverable actor UID set
|
||||||
# here as well?
|
# here as well?
|
||||||
if not maybe_portals:
|
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:
|
for portal in maybe_portals:
|
||||||
ctx_mngrs.append(
|
ctx_mngrs.append(
|
||||||
|
|
|
||||||
|
|
@ -61,7 +61,7 @@ class DpiAwareFont:
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
self._font_size_calc_key: str = _font_size_key
|
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
|
# Read preferred font size from main config file if it exists
|
||||||
conf, path = config.load('conf', touch_if_dne=True)
|
conf, path = config.load('conf', touch_if_dne=True)
|
||||||
|
|
@ -107,7 +107,22 @@ class DpiAwareFont:
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def px_size(self) -> int:
|
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):
|
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()
|
_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?
|
# 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
|
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
||||||
|
|
||||||
|
|
@ -308,6 +337,7 @@ def hcolor(name: str) -> str:
|
||||||
'cool_green': '#33b864',
|
'cool_green': '#33b864',
|
||||||
'dull_green': '#74a662',
|
'dull_green': '#74a662',
|
||||||
'hedge_green': '#518360',
|
'hedge_green': '#518360',
|
||||||
|
'lilypad_green': '#839c84',
|
||||||
|
|
||||||
# orders and alerts
|
# orders and alerts
|
||||||
'alert_yellow': '#e2d083',
|
'alert_yellow': '#e2d083',
|
||||||
|
|
@ -335,6 +365,7 @@ def hcolor(name: str) -> str:
|
||||||
'sell_red': '#b6003f',
|
'sell_red': '#b6003f',
|
||||||
# 'sell_red': '#d00048',
|
# 'sell_red': '#d00048',
|
||||||
'sell_red_light': '#f85462',
|
'sell_red_light': '#f85462',
|
||||||
|
'wine': '#69212d',
|
||||||
|
|
||||||
# 'sell_red': '#f85462',
|
# 'sell_red': '#f85462',
|
||||||
# 'sell_red_light': '#ff4d5c',
|
# 'sell_red_light': '#ff4d5c',
|
||||||
|
|
|
||||||
|
|
@ -61,9 +61,9 @@ class MultiStatus:
|
||||||
|
|
||||||
self,
|
self,
|
||||||
msg: str,
|
msg: str,
|
||||||
final_msg: str | None = None,
|
final_msg: str|None = None,
|
||||||
clear_on_next: bool = False,
|
clear_on_next: bool = False,
|
||||||
group_key: Union[bool, str] | None = False,
|
group_key: Union[bool, str]|None = False,
|
||||||
|
|
||||||
) -> Union[Callable[..., None], str]:
|
) -> Union[Callable[..., None], str]:
|
||||||
'''
|
'''
|
||||||
|
|
@ -175,11 +175,11 @@ class MainWindow(QMainWindow):
|
||||||
self.setWindowTitle(self.title)
|
self.setWindowTitle(self.title)
|
||||||
|
|
||||||
# set by runtime after `trio` is engaged.
|
# set by runtime after `trio` is engaged.
|
||||||
self.godwidget: GodWidget | None = None
|
self.godwidget: GodWidget|None = None
|
||||||
|
|
||||||
self._status_bar: QStatusBar = None
|
self._status_bar: QStatusBar = None
|
||||||
self._status_label: QLabel = None
|
self._status_label: QLabel = None
|
||||||
self._size: tuple[int, int] | None = None
|
self._size: tuple[int, int]|None = None
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def mode_label(self) -> QLabel:
|
def mode_label(self) -> QLabel:
|
||||||
|
|
@ -202,7 +202,7 @@ class MainWindow(QMainWindow):
|
||||||
label.setMargin(2)
|
label.setMargin(2)
|
||||||
label.setAlignment(
|
label.setAlignment(
|
||||||
QtCore.Qt.AlignVCenter
|
QtCore.Qt.AlignVCenter
|
||||||
| QtCore.Qt.AlignRight
|
|QtCore.Qt.AlignRight
|
||||||
)
|
)
|
||||||
self.statusBar().addPermanentWidget(label)
|
self.statusBar().addPermanentWidget(label)
|
||||||
label.show()
|
label.show()
|
||||||
|
|
@ -288,7 +288,7 @@ class MainWindow(QMainWindow):
|
||||||
|
|
||||||
def configure_to_desktop(
|
def configure_to_desktop(
|
||||||
self,
|
self,
|
||||||
size: tuple[int, int] | None = None,
|
size: tuple[int, int]|None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
|
||||||
|
|
@ -59,8 +59,14 @@ from piker.data import (
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import get_logger
|
from piker.log import get_logger
|
||||||
from piker.ui.qt import Qt
|
from piker.ui.qt import Qt
|
||||||
from ._editors import LineEditor, ArrowEditor
|
from ._editors import (
|
||||||
from ._lines import order_line, LevelLine
|
LineEditor,
|
||||||
|
ArrowEditor,
|
||||||
|
)
|
||||||
|
from ._lines import (
|
||||||
|
order_line,
|
||||||
|
LevelLine,
|
||||||
|
)
|
||||||
from ._position import (
|
from ._position import (
|
||||||
PositionTracker,
|
PositionTracker,
|
||||||
SettingsPane,
|
SettingsPane,
|
||||||
|
|
|
||||||
|
|
@ -75,6 +75,7 @@ dependencies = [
|
||||||
"trio-typing>=0.10.0",
|
"trio-typing>=0.10.0",
|
||||||
"numba>=0.61.0",
|
"numba>=0.61.0",
|
||||||
"pyvnc",
|
"pyvnc",
|
||||||
|
"exchange-calendars>=4.13.1",
|
||||||
]
|
]
|
||||||
# ------ dependencies ------
|
# ------ dependencies ------
|
||||||
# NOTE, by default we ship only a "headless" deps set bc
|
# NOTE, by default we ship only a "headless" deps set bc
|
||||||
|
|
@ -116,7 +117,6 @@ uis = [
|
||||||
dev = [
|
dev = [
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
||||||
"cython >=3.0.0, <4.0.0",
|
"cython >=3.0.0, <4.0.0",
|
||||||
|
|
||||||
# nested deps-groups
|
# nested deps-groups
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
|
||||||
{include-group = 'uis'},
|
{include-group = 'uis'},
|
||||||
|
|
@ -134,6 +134,10 @@ repl = [
|
||||||
"prompt-toolkit ==3.0.40",
|
"prompt-toolkit ==3.0.40",
|
||||||
"pyperclip>=1.9.0",
|
"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..
|
# ?TODO, new stuff to consider..
|
||||||
# "visidata" # console numerics
|
# "visidata" # console numerics
|
||||||
# "xxh" # for remote `xonsh`-ing
|
# "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" }
|
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||||
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
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
|
# 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 = "piker_pin" }
|
||||||
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
|
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
|
||||||
# ------ goodboy ------
|
# ------ goodboy ------
|
||||||
# hackin dev-envs, usually there's something new he's hackin in..
|
# hackin dev-envs, usually there's something new he's hackin in..
|
||||||
# tractor = { path = "../tractor", editable = true }
|
tractor = { path = "../tractor", editable = true }
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,256 @@
|
||||||
|
#!/usr/bin/env python
|
||||||
|
'''
|
||||||
|
Programmatic debugging helper for `pdbp` REPL human-like
|
||||||
|
interaction but built to allow `claude` to interact with
|
||||||
|
crashes and `tractor.pause()` breakpoints along side a human dev.
|
||||||
|
|
||||||
|
Originally written by `clauded` during a backfiller inspection
|
||||||
|
session with @goodboy trying to resolve duplicate/gappy ohlcv ts
|
||||||
|
issues discovered while testing the new `nativedb` tsdb.
|
||||||
|
|
||||||
|
Allows `claude` to run `pdb` commands and capture output in an "offline"
|
||||||
|
manner but generating similar output as if it was iteracting with
|
||||||
|
the debug REPL.
|
||||||
|
|
||||||
|
The use of `pexpect` is heavily based on tractor's REPL UX test
|
||||||
|
suite(s), namely various `tests/devx/test_debugger.py` patterns.
|
||||||
|
|
||||||
|
'''
|
||||||
|
import sys
|
||||||
|
import os
|
||||||
|
import time
|
||||||
|
|
||||||
|
import pexpect
|
||||||
|
from pexpect.exceptions import (
|
||||||
|
TIMEOUT,
|
||||||
|
EOF,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
PROMPT: str = r'\(Pdb\+\)'
|
||||||
|
|
||||||
|
|
||||||
|
def expect(
|
||||||
|
child: pexpect.spawn,
|
||||||
|
patt: str,
|
||||||
|
**kwargs,
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Expect wrapper that prints last console data before failing.
|
||||||
|
|
||||||
|
'''
|
||||||
|
try:
|
||||||
|
child.expect(
|
||||||
|
patt,
|
||||||
|
**kwargs,
|
||||||
|
)
|
||||||
|
except TIMEOUT:
|
||||||
|
before: str = (
|
||||||
|
str(child.before.decode())
|
||||||
|
if isinstance(child.before, bytes)
|
||||||
|
else str(child.before)
|
||||||
|
)
|
||||||
|
print(
|
||||||
|
f'TIMEOUT waiting for pattern: {patt}\n'
|
||||||
|
f'Last seen output:\n{before}'
|
||||||
|
)
|
||||||
|
raise
|
||||||
|
|
||||||
|
|
||||||
|
def run_pdb_commands(
|
||||||
|
commands: list[str],
|
||||||
|
initial_cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
|
||||||
|
timeout: int = 30,
|
||||||
|
print_output: bool = True,
|
||||||
|
) -> dict[str, str]:
|
||||||
|
'''
|
||||||
|
Spawn piker process, wait for pdb prompt, execute commands.
|
||||||
|
|
||||||
|
Returns dict mapping command -> output.
|
||||||
|
|
||||||
|
'''
|
||||||
|
results: dict[str, str] = {}
|
||||||
|
|
||||||
|
# Disable colored output for easier parsing
|
||||||
|
os.environ['PYTHON_COLORS'] = '0'
|
||||||
|
|
||||||
|
# Spawn the process
|
||||||
|
if print_output:
|
||||||
|
print(f'Spawning: {initial_cmd}')
|
||||||
|
|
||||||
|
child: pexpect.spawn = pexpect.spawn(
|
||||||
|
initial_cmd,
|
||||||
|
timeout=timeout,
|
||||||
|
encoding='utf-8',
|
||||||
|
echo=False,
|
||||||
|
)
|
||||||
|
|
||||||
|
# Wait for pdb prompt
|
||||||
|
try:
|
||||||
|
expect(child, PROMPT, timeout=timeout)
|
||||||
|
if print_output:
|
||||||
|
print('Reached pdb prompt!')
|
||||||
|
|
||||||
|
# Execute each command
|
||||||
|
for cmd in commands:
|
||||||
|
if print_output:
|
||||||
|
print(f'\n>>> {cmd}')
|
||||||
|
|
||||||
|
child.sendline(cmd)
|
||||||
|
time.sleep(0.1)
|
||||||
|
|
||||||
|
# Wait for next prompt
|
||||||
|
expect(child, PROMPT, timeout=timeout)
|
||||||
|
|
||||||
|
# Capture output (everything before the prompt)
|
||||||
|
output: str = (
|
||||||
|
str(child.before.decode())
|
||||||
|
if isinstance(child.before, bytes)
|
||||||
|
else str(child.before)
|
||||||
|
)
|
||||||
|
results[cmd] = output
|
||||||
|
|
||||||
|
if print_output:
|
||||||
|
print(output)
|
||||||
|
|
||||||
|
# Quit debugger gracefully
|
||||||
|
child.sendline('quit')
|
||||||
|
try:
|
||||||
|
child.expect(EOF, timeout=5)
|
||||||
|
except (TIMEOUT, EOF):
|
||||||
|
pass
|
||||||
|
|
||||||
|
except TIMEOUT as e:
|
||||||
|
print(f'Timeout: {e}')
|
||||||
|
if child.before:
|
||||||
|
before: str = (
|
||||||
|
str(child.before.decode())
|
||||||
|
if isinstance(child.before, bytes)
|
||||||
|
else str(child.before)
|
||||||
|
)
|
||||||
|
print(f'Buffer:\n{before}')
|
||||||
|
results['_error'] = str(e)
|
||||||
|
|
||||||
|
finally:
|
||||||
|
if child.isalive():
|
||||||
|
child.close(force=True)
|
||||||
|
|
||||||
|
return results
|
||||||
|
|
||||||
|
|
||||||
|
class InteractivePdbSession:
|
||||||
|
'''
|
||||||
|
Interactive pdb session manager for incremental debugging.
|
||||||
|
|
||||||
|
'''
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
|
||||||
|
timeout: int = 30,
|
||||||
|
):
|
||||||
|
self.cmd: str = cmd
|
||||||
|
self.timeout: int = timeout
|
||||||
|
self.child: pexpect.spawn|None = None
|
||||||
|
self.history: list[tuple[str, str]] = []
|
||||||
|
|
||||||
|
def start(self) -> None:
|
||||||
|
'''
|
||||||
|
Start the piker process and wait for first prompt.
|
||||||
|
|
||||||
|
'''
|
||||||
|
os.environ['PYTHON_COLORS'] = '0'
|
||||||
|
|
||||||
|
print(f'Starting: {self.cmd}')
|
||||||
|
self.child = pexpect.spawn(
|
||||||
|
self.cmd,
|
||||||
|
timeout=self.timeout,
|
||||||
|
encoding='utf-8',
|
||||||
|
echo=False,
|
||||||
|
)
|
||||||
|
|
||||||
|
# Wait for initial prompt
|
||||||
|
expect(self.child, PROMPT, timeout=self.timeout)
|
||||||
|
print('Ready at pdb prompt!')
|
||||||
|
|
||||||
|
def run(
|
||||||
|
self,
|
||||||
|
cmd: str,
|
||||||
|
print_output: bool = True,
|
||||||
|
) -> str:
|
||||||
|
'''
|
||||||
|
Execute a single pdb command and return output.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if not self.child or not self.child.isalive():
|
||||||
|
raise RuntimeError('Session not started or dead')
|
||||||
|
|
||||||
|
if print_output:
|
||||||
|
print(f'\n>>> {cmd}')
|
||||||
|
|
||||||
|
self.child.sendline(cmd)
|
||||||
|
time.sleep(0.1)
|
||||||
|
|
||||||
|
# Wait for next prompt
|
||||||
|
expect(self.child, PROMPT, timeout=self.timeout)
|
||||||
|
|
||||||
|
output: str = (
|
||||||
|
str(self.child.before.decode())
|
||||||
|
if isinstance(self.child.before, bytes)
|
||||||
|
else str(self.child.before)
|
||||||
|
)
|
||||||
|
self.history.append((cmd, output))
|
||||||
|
|
||||||
|
if print_output:
|
||||||
|
print(output)
|
||||||
|
|
||||||
|
return output
|
||||||
|
|
||||||
|
def quit(self) -> None:
|
||||||
|
'''
|
||||||
|
Exit the debugger and cleanup.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if self.child and self.child.isalive():
|
||||||
|
self.child.sendline('quit')
|
||||||
|
try:
|
||||||
|
self.child.expect(EOF, timeout=5)
|
||||||
|
except (TIMEOUT, EOF):
|
||||||
|
pass
|
||||||
|
self.child.close(force=True)
|
||||||
|
|
||||||
|
def __enter__(self):
|
||||||
|
self.start()
|
||||||
|
return self
|
||||||
|
|
||||||
|
def __exit__(self, *args):
|
||||||
|
self.quit()
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
# Example inspection commands
|
||||||
|
inspect_cmds: list[str] = [
|
||||||
|
'locals().keys()',
|
||||||
|
'type(deduped)',
|
||||||
|
'deduped.shape',
|
||||||
|
(
|
||||||
|
'step_gaps.shape '
|
||||||
|
'if "step_gaps" in locals() '
|
||||||
|
'else "N/A"'
|
||||||
|
),
|
||||||
|
(
|
||||||
|
'venue_gaps.shape '
|
||||||
|
'if "venue_gaps" in locals() '
|
||||||
|
'else "N/A"'
|
||||||
|
),
|
||||||
|
]
|
||||||
|
|
||||||
|
# Allow commands from CLI args
|
||||||
|
if len(sys.argv) > 1:
|
||||||
|
inspect_cmds = sys.argv[1:]
|
||||||
|
|
||||||
|
# Interactive session example
|
||||||
|
with InteractivePdbSession() as session:
|
||||||
|
for cmd in inspect_cmds:
|
||||||
|
session.run(cmd)
|
||||||
|
|
||||||
|
print('\n=== Session Complete ===')
|
||||||
191
uv.lock
191
uv.lock
|
|
@ -2,8 +2,12 @@ version = 1
|
||||||
revision = 3
|
revision = 3
|
||||||
requires-python = ">=3.12"
|
requires-python = ">=3.12"
|
||||||
resolution-markers = [
|
resolution-markers = [
|
||||||
"python_full_version >= '3.14'",
|
"python_full_version >= '3.14' and sys_platform == 'win32'",
|
||||||
"python_full_version < '3.14'",
|
"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]]
|
[[package]]
|
||||||
|
|
@ -416,6 +420,23 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/8a/0e/97c33bf5009bdbac74fd2beace167cab3f978feb69cc36f1ef79360d6c4e/exceptiongroup-1.3.1-py3-none-any.whl", hash = "sha256:a7a39a3bd276781e98394987d3a5701d0c4edffb633bb7a5144577f82c773598", size = 16740, upload-time = "2025-11-21T23:01:53.443Z" },
|
{ url = "https://files.pythonhosted.org/packages/8a/0e/97c33bf5009bdbac74fd2beace167cab3f978feb69cc36f1ef79360d6c4e/exceptiongroup-1.3.1-py3-none-any.whl", hash = "sha256:a7a39a3bd276781e98394987d3a5701d0c4edffb633bb7a5144577f82c773598", size = 16740, upload-time = "2025-11-21T23:01:53.443Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
|
[[package]]
|
||||||
|
name = "exchange-calendars"
|
||||||
|
version = "4.13.1"
|
||||||
|
source = { registry = "https://pypi.org/simple" }
|
||||||
|
dependencies = [
|
||||||
|
{ name = "korean-lunar-calendar" },
|
||||||
|
{ name = "numpy" },
|
||||||
|
{ name = "pandas" },
|
||||||
|
{ name = "pyluach" },
|
||||||
|
{ name = "toolz" },
|
||||||
|
{ name = "tzdata" },
|
||||||
|
]
|
||||||
|
sdist = { url = "https://files.pythonhosted.org/packages/9e/fd/1bda66b3c2fefbf54b8cf765c9d8001b12654b5a897a21b0c6c9f55de5e3/exchange_calendars-4.13.1.tar.gz", hash = "sha256:42a4c7296da1f71b9625c668c9b3359cf5de4a2ffca28842b230e062bb4961ba", size = 4119843, upload-time = "2026-02-05T00:15:03.947Z" }
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/45/b7/fffe7d5a6da6be10b43be96640f31d4191e746de66b046cc1a6ea5fc4f26/exchange_calendars-4.13.1-py3-none-any.whl", hash = "sha256:cf39d2128a4da3ac253283f91ab63d79930a68196a3aac811091a4e38b6cbe49", size = 211538, upload-time = "2026-02-05T00:15:05.694Z" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "frozenlist"
|
name = "frozenlist"
|
||||||
version = "1.8.0"
|
version = "1.8.0"
|
||||||
|
|
@ -659,6 +680,15 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/42/d3/c3db0b92a0ff39c3e08f168cd382c24bf021d4a96fc89b47a3e55294f883/keysymdef-1.2.0-py2.py3-none-any.whl", hash = "sha256:19a5c2263a861f3ff884a1f58e2b4f7efa319ffc9d11f9ba8e20129babc31a9e", size = 20146, upload-time = "2023-02-25T00:22:36.318Z" },
|
{ url = "https://files.pythonhosted.org/packages/42/d3/c3db0b92a0ff39c3e08f168cd382c24bf021d4a96fc89b47a3e55294f883/keysymdef-1.2.0-py2.py3-none-any.whl", hash = "sha256:19a5c2263a861f3ff884a1f58e2b4f7efa319ffc9d11f9ba8e20129babc31a9e", size = 20146, upload-time = "2023-02-25T00:22:36.318Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
|
[[package]]
|
||||||
|
name = "korean-lunar-calendar"
|
||||||
|
version = "0.3.1"
|
||||||
|
source = { registry = "https://pypi.org/simple" }
|
||||||
|
sdist = { url = "https://files.pythonhosted.org/packages/5a/93/a0bd2bd53ab19330e83ecc5652b7774ae86fd2fee19bc05ad220cf9db08b/korean_lunar_calendar-0.3.1.tar.gz", hash = "sha256:eb2c485124a061016926bdea6d89efdf9b9fdbf16db55895b6cf1e5bec17b857", size = 9877, upload-time = "2022-09-16T10:53:25.713Z" }
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/9c/96/30f3fe51b336bb6da4714f4fdad7bbdce8f13af79af2eb75e22908f3f9f4/korean_lunar_calendar-0.3.1-py3-none-any.whl", hash = "sha256:392757135c492c4f42a604e6038042953c35c6f449dda5f27e3f86a7f9c943e5", size = 9033, upload-time = "2022-09-16T10:53:23.771Z" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "llvmlite"
|
name = "llvmlite"
|
||||||
version = "0.45.1"
|
version = "0.45.1"
|
||||||
|
|
@ -953,6 +983,58 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/20/12/38679034af332785aac8774540895e234f4d07f7545804097de4b666afd8/packaging-25.0-py3-none-any.whl", hash = "sha256:29572ef2b1f17581046b3a2227d5c611fb25ec70ca1ba8554b24b0e69331a484", size = 66469, upload-time = "2025-04-19T11:48:57.875Z" },
|
{ url = "https://files.pythonhosted.org/packages/20/12/38679034af332785aac8774540895e234f4d07f7545804097de4b666afd8/packaging-25.0-py3-none-any.whl", hash = "sha256:29572ef2b1f17581046b3a2227d5c611fb25ec70ca1ba8554b24b0e69331a484", size = 66469, upload-time = "2025-04-19T11:48:57.875Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
|
[[package]]
|
||||||
|
name = "pandas"
|
||||||
|
version = "3.0.0"
|
||||||
|
source = { registry = "https://pypi.org/simple" }
|
||||||
|
dependencies = [
|
||||||
|
{ name = "numpy" },
|
||||||
|
{ name = "python-dateutil" },
|
||||||
|
{ name = "tzdata", marker = "sys_platform == 'emscripten' or sys_platform == 'win32'" },
|
||||||
|
]
|
||||||
|
sdist = { url = "https://files.pythonhosted.org/packages/de/da/b1dc0481ab8d55d0f46e343cfe67d4551a0e14fcee52bd38ca1bd73258d8/pandas-3.0.0.tar.gz", hash = "sha256:0facf7e87d38f721f0af46fe70d97373a37701b1c09f7ed7aeeb292ade5c050f", size = 4633005, upload-time = "2026-01-21T15:52:04.726Z" }
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/0b/38/db33686f4b5fa64d7af40d96361f6a4615b8c6c8f1b3d334eee46ae6160e/pandas-3.0.0-cp312-cp312-macosx_10_13_x86_64.whl", hash = "sha256:9803b31f5039b3c3b10cc858c5e40054adb4b29b4d81cb2fd789f4121c8efbcd", size = 10334013, upload-time = "2026-01-21T15:50:34.771Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/a5/7b/9254310594e9774906bacdd4e732415e1f86ab7dbb4b377ef9ede58cd8ec/pandas-3.0.0-cp312-cp312-macosx_11_0_arm64.whl", hash = "sha256:14c2a4099cd38a1d18ff108168ea417909b2dea3bd1ebff2ccf28ddb6a74d740", size = 9874154, upload-time = "2026-01-21T15:50:36.67Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/63/d4/726c5a67a13bc66643e66d2e9ff115cead482a44fc56991d0c4014f15aaf/pandas-3.0.0-cp312-cp312-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:d257699b9a9960e6125686098d5714ac59d05222bef7a5e6af7a7fd87c650801", size = 10384433, upload-time = "2026-01-21T15:50:39.132Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/bf/2e/9211f09bedb04f9832122942de8b051804b31a39cfbad199a819bb88d9f3/pandas-3.0.0-cp312-cp312-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:69780c98f286076dcafca38d8b8eee1676adf220199c0a39f0ecbf976b68151a", size = 10864519, upload-time = "2026-01-21T15:50:41.043Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/00/8d/50858522cdc46ac88b9afdc3015e298959a70a08cd21e008a44e9520180c/pandas-3.0.0-cp312-cp312-musllinux_1_2_aarch64.whl", hash = "sha256:4a66384f017240f3858a4c8a7cf21b0591c3ac885cddb7758a589f0f71e87ebb", size = 11394124, upload-time = "2026-01-21T15:50:43.377Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/86/3f/83b2577db02503cd93d8e95b0f794ad9d4be0ba7cb6c8bcdcac964a34a42/pandas-3.0.0-cp312-cp312-musllinux_1_2_x86_64.whl", hash = "sha256:be8c515c9bc33989d97b89db66ea0cececb0f6e3c2a87fcc8b69443a6923e95f", size = 11920444, upload-time = "2026-01-21T15:50:45.932Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/64/2d/4f8a2f192ed12c90a0aab47f5557ece0e56b0370c49de9454a09de7381b2/pandas-3.0.0-cp312-cp312-win_amd64.whl", hash = "sha256:a453aad8c4f4e9f166436994a33884442ea62aa8b27d007311e87521b97246e1", size = 9730970, upload-time = "2026-01-21T15:50:47.962Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/d4/64/ff571be435cf1e643ca98d0945d76732c0b4e9c37191a89c8550b105eed1/pandas-3.0.0-cp312-cp312-win_arm64.whl", hash = "sha256:da768007b5a33057f6d9053563d6b74dd6d029c337d93c6d0d22a763a5c2ecc0", size = 9041950, upload-time = "2026-01-21T15:50:50.422Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/6f/fa/7f0ac4ca8877c57537aaff2a842f8760e630d8e824b730eb2e859ffe96ca/pandas-3.0.0-cp313-cp313-macosx_10_13_x86_64.whl", hash = "sha256:b78d646249b9a2bc191040988c7bb524c92fa8534fb0898a0741d7e6f2ffafa6", size = 10307129, upload-time = "2026-01-21T15:50:52.877Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/6f/11/28a221815dcea4c0c9414dfc845e34a84a6a7dabc6da3194498ed5ba4361/pandas-3.0.0-cp313-cp313-macosx_11_0_arm64.whl", hash = "sha256:bc9cba7b355cb4162442a88ce495e01cb605f17ac1e27d6596ac963504e0305f", size = 9850201, upload-time = "2026-01-21T15:50:54.807Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/ba/da/53bbc8c5363b7e5bd10f9ae59ab250fc7a382ea6ba08e4d06d8694370354/pandas-3.0.0-cp313-cp313-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:3c9a1a149aed3b6c9bf246033ff91e1b02d529546c5d6fb6b74a28fea0cf4c70", size = 10354031, upload-time = "2026-01-21T15:50:57.463Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/f7/a3/51e02ebc2a14974170d51e2410dfdab58870ea9bcd37cda15bd553d24dc4/pandas-3.0.0-cp313-cp313-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:95683af6175d884ee89471842acfca29172a85031fccdabc35e50c0984470a0e", size = 10861165, upload-time = "2026-01-21T15:50:59.32Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/a5/fe/05a51e3cac11d161472b8297bd41723ea98013384dd6d76d115ce3482f9b/pandas-3.0.0-cp313-cp313-musllinux_1_2_aarch64.whl", hash = "sha256:1fbbb5a7288719e36b76b4f18d46ede46e7f916b6c8d9915b756b0a6c3f792b3", size = 11359359, upload-time = "2026-01-21T15:51:02.014Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/ee/56/ba620583225f9b85a4d3e69c01df3e3870659cc525f67929b60e9f21dcd1/pandas-3.0.0-cp313-cp313-musllinux_1_2_x86_64.whl", hash = "sha256:8e8b9808590fa364416b49b2a35c1f4cf2785a6c156935879e57f826df22038e", size = 11912907, upload-time = "2026-01-21T15:51:05.175Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/c9/8c/c6638d9f67e45e07656b3826405c5cc5f57f6fd07c8b2572ade328c86e22/pandas-3.0.0-cp313-cp313-win_amd64.whl", hash = "sha256:98212a38a709feb90ae658cb6227ea3657c22ba8157d4b8f913cd4c950de5e7e", size = 9732138, upload-time = "2026-01-21T15:51:07.569Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/7b/bf/bd1335c3bf1770b6d8fed2799993b11c4971af93bb1b729b9ebbc02ca2ec/pandas-3.0.0-cp313-cp313-win_arm64.whl", hash = "sha256:177d9df10b3f43b70307a149d7ec49a1229a653f907aa60a48f1877d0e6be3be", size = 9033568, upload-time = "2026-01-21T15:51:09.484Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/8e/c6/f5e2171914d5e29b9171d495344097d54e3ffe41d2d85d8115baba4dc483/pandas-3.0.0-cp313-cp313t-macosx_10_13_x86_64.whl", hash = "sha256:2713810ad3806767b89ad3b7b69ba153e1c6ff6d9c20f9c2140379b2a98b6c98", size = 10741936, upload-time = "2026-01-21T15:51:11.693Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/51/88/9a0164f99510a1acb9f548691f022c756c2314aad0d8330a24616c14c462/pandas-3.0.0-cp313-cp313t-macosx_11_0_arm64.whl", hash = "sha256:15d59f885ee5011daf8335dff47dcb8a912a27b4ad7826dc6cbe809fd145d327", size = 10393884, upload-time = "2026-01-21T15:51:14.197Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/e0/53/b34d78084d88d8ae2b848591229da8826d1e65aacf00b3abe34023467648/pandas-3.0.0-cp313-cp313t-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:24e6547fb64d2c92665dd2adbfa4e85fa4fd70a9c070e7cfb03b629a0bbab5eb", size = 10310740, upload-time = "2026-01-21T15:51:16.093Z" },
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/5b/d3/bee792e7c3d6930b74468d990604325701412e55d7aaf47460a22311d1a5/pandas-3.0.0-cp313-cp313t-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:48ee04b90e2505c693d3f8e8f524dab8cb8aaf7ddcab52c92afa535e717c4812", size = 10700014, upload-time = "2026-01-21T15:51:18.818Z" },
|
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|
@ -1047,6 +1142,7 @@ dev = [
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|
@ -1084,6 +1181,7 @@ requires-dist = [
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|
@ -1099,7 +1197,7 @@ requires-dist = [
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@ -1116,6 +1214,7 @@ dev = [
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@ -1123,15 +1222,16 @@ dev = [
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|
||||||
[[package]]
|
[[package]]
|
||||||
name = "pyarrow"
|
name = "pyarrow"
|
||||||
version = "22.0.0"
|
version = "22.0.0"
|
||||||
|
|
@ -1421,6 +1530,15 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/c7/21/705964c7812476f378728bdf590ca4b771ec72385c533964653c68e86bdc/pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b", size = 1225217, upload-time = "2025-06-21T13:39:07.939Z" },
|
{ url = "https://files.pythonhosted.org/packages/c7/21/705964c7812476f378728bdf590ca4b771ec72385c533964653c68e86bdc/pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b", size = 1225217, upload-time = "2025-06-21T13:39:07.939Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
|
[[package]]
|
||||||
|
name = "pyluach"
|
||||||
|
version = "2.3.0"
|
||||||
|
source = { registry = "https://pypi.org/simple" }
|
||||||
|
sdist = { url = "https://files.pythonhosted.org/packages/11/11/42568c1568a75f8803c59f26d29af01a0890352b7a8e03d41ecda8bfb5dd/pyluach-2.3.0.tar.gz", hash = "sha256:ec6e30669d1df50c9ca160486da44a8195bb4c7a5d3d533990d0c5b03accd281", size = 26910, upload-time = "2025-09-09T20:24:39.651Z" }
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/8a/c8/f96208ade3ca4c23b372497d0788bcf0f2e0ff4310e5ee693366bc33fdf0/pyluach-2.3.0-py3-none-any.whl", hash = "sha256:4497b731aef59508b079dbf5f00bc5bf4329ac45090a6cd37b5a83756f0e69ab", size = 25914, upload-time = "2025-09-09T20:24:37.831Z" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "pyperclip"
|
name = "pyperclip"
|
||||||
version = "1.11.0"
|
version = "1.11.0"
|
||||||
|
|
@ -1840,10 +1958,19 @@ name = "tomlkit"
|
||||||
version = "0.11.8"
|
version = "0.11.8"
|
||||||
source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a766e96739da700cd87cc00b48dbe7451f" }
|
source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a766e96739da700cd87cc00b48dbe7451f" }
|
||||||
|
|
||||||
|
[[package]]
|
||||||
|
name = "toolz"
|
||||||
|
version = "1.1.0"
|
||||||
|
source = { registry = "https://pypi.org/simple" }
|
||||||
|
sdist = { url = "https://files.pythonhosted.org/packages/11/d6/114b492226588d6ff54579d95847662fc69196bdeec318eb45393b24c192/toolz-1.1.0.tar.gz", hash = "sha256:27a5c770d068c110d9ed9323f24f1543e83b2f300a687b7891c1a6d56b697b5b", size = 52613, upload-time = "2025-10-17T04:03:21.661Z" }
|
||||||
|
wheels = [
|
||||||
|
{ url = "https://files.pythonhosted.org/packages/fb/12/5911ae3eeec47800503a238d971e51722ccea5feb8569b735184d5fcdbc0/toolz-1.1.0-py3-none-any.whl", hash = "sha256:15ccc861ac51c53696de0a5d6d4607f99c210739caf987b5d2054f3efed429d8", size = 58093, upload-time = "2025-10-17T04:03:20.435Z" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "tractor"
|
name = "tractor"
|
||||||
version = "0.1.0a6.dev0"
|
version = "0.1.0a6.dev0"
|
||||||
source = { git = "https://github.com/goodboy/tractor.git?branch=piker_pin#e232d9dd06f41b8dca997f0647f2083d27cc34f2" }
|
source = { editable = "../tractor" }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
{ name = "bidict" },
|
{ name = "bidict" },
|
||||||
{ name = "cffi" },
|
{ name = "cffi" },
|
||||||
|
|
@ -1856,6 +1983,48 @@ dependencies = [
|
||||||
{ name = "wrapt" },
|
{ name = "wrapt" },
|
||||||
]
|
]
|
||||||
|
|
||||||
|
[package.metadata]
|
||||||
|
requires-dist = [
|
||||||
|
{ name = "bidict", specifier = ">=0.23.1" },
|
||||||
|
{ name = "cffi", specifier = ">=1.17.1" },
|
||||||
|
{ name = "colorlog", specifier = ">=6.8.2,<7" },
|
||||||
|
{ name = "msgspec", specifier = ">=0.19.0" },
|
||||||
|
{ name = "pdbp", specifier = ">=1.8.2,<2" },
|
||||||
|
{ name = "platformdirs", specifier = ">=4.4.0" },
|
||||||
|
{ name = "tricycle", specifier = ">=0.4.1,<0.5" },
|
||||||
|
{ name = "trio", specifier = ">0.27" },
|
||||||
|
{ name = "wrapt", specifier = ">=1.16.0,<2" },
|
||||||
|
]
|
||||||
|
|
||||||
|
[package.metadata.requires-dev]
|
||||||
|
dev = [
|
||||||
|
{ name = "greenback", specifier = ">=1.2.1,<2" },
|
||||||
|
{ name = "pexpect", specifier = ">=4.9.0,<5" },
|
||||||
|
{ name = "prompt-toolkit", specifier = ">=3.0.50" },
|
||||||
|
{ name = "psutil", specifier = ">=7.0.0" },
|
||||||
|
{ name = "pyperclip", specifier = ">=1.9.0" },
|
||||||
|
{ name = "pytest", specifier = ">=8.3.5" },
|
||||||
|
{ name = "stackscope", specifier = ">=0.2.2,<0.3" },
|
||||||
|
{ name = "typing-extensions", specifier = ">=4.14.1" },
|
||||||
|
{ name = "xonsh", specifier = ">=0.19.2" },
|
||||||
|
]
|
||||||
|
devx = [
|
||||||
|
{ name = "greenback", specifier = ">=1.2.1,<2" },
|
||||||
|
{ name = "stackscope", specifier = ">=0.2.2,<0.3" },
|
||||||
|
{ name = "typing-extensions", specifier = ">=4.14.1" },
|
||||||
|
]
|
||||||
|
lint = [{ name = "ruff", specifier = ">=0.9.6" }]
|
||||||
|
repl = [
|
||||||
|
{ name = "prompt-toolkit", specifier = ">=3.0.50" },
|
||||||
|
{ name = "psutil", specifier = ">=7.0.0" },
|
||||||
|
{ name = "pyperclip", specifier = ">=1.9.0" },
|
||||||
|
{ name = "xonsh", specifier = ">=0.19.2" },
|
||||||
|
]
|
||||||
|
testing = [
|
||||||
|
{ name = "pexpect", specifier = ">=4.9.0,<5" },
|
||||||
|
{ name = "pytest", specifier = ">=8.3.5" },
|
||||||
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "tricycle"
|
name = "tricycle"
|
||||||
version = "0.4.1"
|
version = "0.4.1"
|
||||||
|
|
@ -2095,14 +2264,8 @@ wheels = [
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "xonsh"
|
name = "xonsh"
|
||||||
version = "0.20.0"
|
version = "0.22.1"
|
||||||
source = { registry = "https://pypi.org/simple" }
|
source = { git = "https://github.com/xonsh/xonsh.git?branch=main#336658ff0919f8d7bb96d581136d37d470a8fe99" }
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/56/af/7e2ba3885da44cbe03c7ff46f90ea917ba10d91dc74d68604001ea28055f/xonsh-0.20.0.tar.gz", hash = "sha256:d44a50ee9f288ff96bd0456f0a38988ef6d4985637140ea793beeef5ec5d2d38", size = 811907, upload-time = "2025-11-24T07:50:50.847Z" }
|
|
||||||
wheels = [
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/e8/db/1c5c057c0b2a89b8919477726558685720ae0849ea1a98a3803e93550824/xonsh-0.20.0-py311-none-any.whl", hash = "sha256:65d27ba31d558f79010d6c652751449fd3ed4df1f1eda78040a6427fa0a0f03e", size = 646312, upload-time = "2025-11-24T07:50:49.488Z" },
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/d2/a2/d6f7534f31489a4b8b54bd2a2496248f86f7c21a6a6ce9bfdcdd389fe4e7/xonsh-0.20.0-py312-none-any.whl", hash = "sha256:3148900e67b9c2796bef6f2eda003b0a64d4c6f50a0db23324f786d9e1af9353", size = 646323, upload-time = "2025-11-24T07:50:43.028Z" },
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/bd/48/bcb1e4d329c3d522bc29b066b0b6ee86938ec392376a29c36fac0ad1c586/xonsh-0.20.0-py313-none-any.whl", hash = "sha256:c83daaf6eb2960180fc5a507459dbdf6c0d6d63e1733c43f4e43db77255c7278", size = 646830, upload-time = "2025-11-24T07:50:45.078Z" },
|
|
||||||
]
|
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "yapic-json"
|
name = "yapic-json"
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue