Info log fsp output for now
parent
f1b72dfd6b
commit
0e513599eb
22
piker/fsp.py
22
piker/fsp.py
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@ -82,7 +82,7 @@ async def pull_and_process(
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filter_by_sym(symbol, stream),
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bars,
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):
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print(f"{fsp_func_name}: {processed}")
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log.info(f"{fsp_func_name}: {processed}")
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yield processed
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@ -105,27 +105,13 @@ async def latency(
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async for quote in source:
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ts = quote.get('broker_ts')
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if ts:
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print(
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f"broker time: {quote['broker_ts']}"
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f"brokerd time: {quote['brokerd_ts']}"
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)
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# This is codified in the per-broker normalization layer
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# TODO: Add more measure points and diffs for full system
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# stack tracing.
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value = quote['brokerd_ts'] - quote['broker_ts']
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yield value
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async def last(
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source: 'TickStream[Dict[str, float]]',
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ohlcv: np.ndarray
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) -> AsyncIterator[np.ndarray]:
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"""Compute High-Low midpoint value.
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"""
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# deliver historical processed data first
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yield ohlcv['close']
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async for quote in source:
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yield quote['close']
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async def wma(
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source, #: AsyncStream[np.ndarray],
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ohlcv: np.ndarray, # price time-frame "aware"
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