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Clarify some odd spots

marketstore_integration
Tyler Goodlet 2020-09-02 11:32:54 -04:00
parent 316137fdf2
commit 05d2985f5f
1 changed files with 5 additions and 3 deletions
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8
piker/data/marketstore.py
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@ -41,7 +41,7 @@ _quote_dt = [
('Ask', 'f4'), ('Ask', 'f4'),
('Size', 'i8'), ('Size', 'i8'),
('Volume', 'i8'), ('Volume', 'i8'),
# ('Broker_time_ns', 'i64'), # ('brokerd_ts', 'i64'),
# ('VWAP', 'f4') # ('VWAP', 'f4')
] ]
_quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan) _quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
@ -87,9 +87,8 @@ def quote_to_marketstore_structarray(
# pack into List[Tuple[str, Any]] # pack into List[Tuple[str, Any]]
array_input = [] array_input = []
# insert 'Epoch' entry first # insert 'Epoch' entry first and then 'Nanoseconds'.
array_input.append(int(secs)) array_input.append(int(secs))
# insert 'Nanoseconds' field
array_input.append(int(ns)) array_input.append(int(ns))
# append remaining fields # append remaining fields
@ -97,7 +96,10 @@ def quote_to_marketstore_structarray(
if 'f' in dt: if 'f' in dt:
none = np.nan none = np.nan
else: else:
# for ``np.int`` we use 0 as a null value
none = 0 none = 0
# casefold? see https://github.com/alpacahq/marketstore/issues/324
val = quote.get(name.casefold(), none) val = quote.get(name.casefold(), none)
array_input.append(val) array_input.append(val)