Limit ohlc queries to 800k datums to avoid `purepc` size error

l1_precision_fix
Tyler Goodlet 2022-04-08 11:47:22 -04:00
parent ce3229df7d
commit 15630f465d
1 changed files with 17 additions and 5 deletions

View File

@ -258,16 +258,29 @@ class Storage:
if fqsn not in syms:
return {}
tfstr = tf_in_1s[1]
params = Params(
symbols=fqsn,
timeframe=tfstr,
attrgroup='OHLCV',
# limit_from_start=True,
# TODO: figure the max limit here given the
# ``purepc`` msg size limit of purerpc: 33554432
limit=int(800e3),
)
if timeframe is None:
log.info(f'starting {fqsn} tsdb granularity scan..')
# loop through and try to find highest granularity
for tfstr in tf_in_1s.values():
try:
log.info(f'querying for {tfstr}@{fqsn}')
result = await client.query(
Params(fqsn, tfstr, 'OHLCV',)
)
params.set('timeframe', tfstr)
result = await client.query(params)
break
except purerpc.grpclib.exceptions.UnknownError:
# XXX: this is already logged by the container and
# thus shows up through `marketstored` logs relay.
@ -277,8 +290,7 @@ class Storage:
return {}
else:
tfstr = tf_in_1s[timeframe]
result = await client.query(Params(fqsn, tfstr, 'OHLCV',))
result = await client.query(params)
# TODO: it turns out column access on recarrays is actually slower:
# https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist