data.history: add TODO for non-zero epochs and some typing

account_tests
Tyler Goodlet 2023-07-31 17:21:11 -04:00
parent a088ebf5e2
commit 100be54641
1 changed files with 9 additions and 8 deletions

View File

@ -644,6 +644,10 @@ async def tsdb_backfill(
task_status.started() task_status.started()
return return
# TODO: fill in non-zero epoch time values ALWAYS!
# hist_shm._array['time'] = np.arange(
# start=
# NOTE: removed for now since it'll always break # NOTE: removed for now since it'll always break
# on the first 60s of the venue open.. # on the first 60s of the venue open..
# times: np.ndarray = array['time'] # times: np.ndarray = array['time']
@ -755,7 +759,6 @@ async def tsdb_backfill(
) )
) )
# if len(hist_shm.array) < 2: # if len(hist_shm.array) < 2:
# TODO: there's an edge case here to solve where if the last # TODO: there's an edge case here to solve where if the last
# frame before market close (at least on ib) was pushed and # frame before market close (at least on ib) was pushed and
@ -774,7 +777,7 @@ async def tsdb_backfill(
finally: finally:
return return
# IF we need to continue backloading incrementall from the # IF we need to continue backloading incrementally from the
# tsdb client.. # tsdb client..
tn.start_soon( tn.start_soon(
back_load_from_tsdb, back_load_from_tsdb,
@ -836,10 +839,9 @@ async def manage_history(
# from tractor._state import _runtime_vars # from tractor._state import _runtime_vars
# port = _runtime_vars['_root_mailbox'][1] # port = _runtime_vars['_root_mailbox'][1]
uid = tractor.current_actor().uid uid: tuple = tractor.current_actor().uid
name, uuid = uid name, uuid = uid
service = name.rstrip(f'.{mod.name}') service: str = name.rstrip(f'.{mod.name}')
fqme: str = mkt.get_fqme(delim_char='') fqme: str = mkt.get_fqme(delim_char='')
# (maybe) allocate shm array for this broker/symbol which will # (maybe) allocate shm array for this broker/symbol which will
@ -878,8 +880,8 @@ async def manage_history(
# (for now) set the rt (hft) shm array with space to prepend # (for now) set the rt (hft) shm array with space to prepend
# only a few days worth of 1s history. # only a few days worth of 1s history.
days = 2 days: int = 2
start_index = days*_secs_in_day start_index: int = days*_secs_in_day
rt_shm._first.value = start_index rt_shm._first.value = start_index
rt_shm._last.value = start_index rt_shm._last.value = start_index
rt_zero_index = rt_shm.index - 1 rt_zero_index = rt_shm.index - 1
@ -892,7 +894,6 @@ async def manage_history(
open_history_client = getattr( open_history_client = getattr(
mod, mod,
'open_history_client', 'open_history_client',
None,
) )
assert open_history_client assert open_history_client