79 lines
3.9 KiB
Markdown
79 lines
3.9 KiB
Markdown
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---
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name: piker-fsp-expert
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description: Piker financial signal processing expertise. Apply when changing or debugging FSP definitions, Cascade execution, derived shared-memory arrays, history/realtime handoff, backfill synchronization, FSP graph composition, online financial algorithms, or FSP chart lifecycle and scaling.
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---
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# Piker FSP Expertise
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Treat financial signal processing as causal, revision-aware processing of
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event-time market data, not as generic batch array manipulation.
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## Start Here
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1. Identify the source `Flume`, timeframe, event clock, and writer actor.
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2. State whether the operation is historical bootstrap, backfill revision,
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current-sample mutation, or sample-step append.
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3. Record source and destination absolute SHM bounds before reasoning from
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lengths or `ShmArray.index`.
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4. Separate compute, SHM publication, IPC wakeup, and graphics costs before
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optimizing.
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5. Preserve causality, warm-up behavior, missing-data semantics, and output
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schema in every implementation and test.
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Read [architecture.md](architecture.md) before modifying runtime code. Read
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[signal-processing.md](signal-processing.md) before adding an algorithm. Use
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[roadmap-and-research.md](roadmap-and-research.md) for design and dependency
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work, and [test-map.md](test-map.md) for verification.
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## Core Contracts
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- `piker.data` owns provider ingestion, source `Flume`s, history publication,
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quote fan-out, OHLC mutation, and `samplerd` step events.
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- `piker.fsp` owns operator declarations, historical computation, realtime
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state updates, and destination SHM publication.
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- `piker.ui._fsp.FspAdmin` currently owns FSP worker selection, destination
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allocation, cascade lifetime, and chart attachment.
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- One logical writer owns each destination FSP array.
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- Output event time and absolute indices derive from the source series, not
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task scheduling or quote arrival order.
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- A source prepend changes historical provenance even when the current sample
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index is unchanged. Recompute or patch the affected destination range.
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- One-step destination lag is normal between source sampling and destination
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append. A destination lead or unexplained bound shift is not.
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- Backfill notifications are source and timeframe specific even though the
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current sampler transport broadcasts them globally.
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- Only graphics backed by a rebuilt destination should refresh. Never use an
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FSP update as an unconditional whole-chart redraw request.
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## Editing Workflow
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1. Trace the operator from `@fsp` declaration through `cascade()`,
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`connect_streams()`, destination SHM, `FspAdmin`, and every consuming
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`Viz`.
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2. Write an event-order table covering source writes, bound publication,
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notifications, cancellation, recomputation, and destination publication.
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3. Add deterministic tests for history and realtime phases independently.
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4. Add a controlled interleaving test for every race fix.
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5. Profile representative visible ranges and feed rates before adding a
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dependency or native boundary.
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## Companion Skills
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- Use `piker-conc-expert` for Tractor contexts, actor topology, cancellation,
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service ownership, and cross-actor state.
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- Use `timeseries-optimization` for NumPy/Polars lookup and vectorization.
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- Use `piker-profiling` for distributed performance measurements.
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- Use `pyqtgraph-optimization` for renderer and graphics batching work.
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- Use `piker-clearing-expert` when a derived signal reaches EMS or accounting.
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## Do Not
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- Do not hide a historical mismatch merely to stop a resync log.
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- Do not infer a complete synchronization state from array length alone.
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- Do not run Python loops over historical numeric arrays without evidence.
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- Do not apply regular-grid DSP blindly to irregular tick arrival times.
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- Do not introduce an external stream runtime that duplicates Tractor before
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measuring an isolated protocol or kernel prototype.
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- Do not route strategy signals directly around EMS order-state, risk, or
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accounting contracts.
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