Expand sampler loop shm write lines
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7ec88f8cac
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2399c618b6
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@ -128,22 +128,43 @@ async def increment_ohlc_buffer(
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# TODO: ``numba`` this!
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# TODO: ``numba`` this!
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for shm in shms:
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for shm in shms:
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# append new entry to buffer thus "incrementing" the bar
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array = shm.array
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last = array[-1:][shm._write_fields].copy()
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(t, close) = last[0][[
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'time',
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'close',
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]]
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# this copies non-std fields (eg. vwap) from the last datum
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last[[
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'time',
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'open',
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'high',
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'low',
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'close',
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'volume',
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]][0] = (
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# epoch timestamp
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t + this_delay_s,
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# OHLC
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close,
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close,
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close,
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close,
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0, # vlm
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)
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# TODO: in theory we could make this faster by copying the
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# TODO: in theory we could make this faster by copying the
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# "last" readable value into the underlying larger buffer's
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# "last" readable value into the underlying larger buffer's
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# next value and then incrementing the counter instead of
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# next value and then incrementing the counter instead of
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# using ``.push()``?
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# using ``.push()``?
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# append new entry to buffer thus "incrementing" the bar
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array = shm.array
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last = array[-1:][shm._write_fields].copy()
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# (index, t, close) = last[0][['index', 'time', 'close']]
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(t, close) = last[0][['time', 'close']]
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# this copies non-std fields (eg. vwap) from the last datum
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last[
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['time', 'volume', 'open', 'high', 'low', 'close']
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][0] = (t + this_delay_s, 0, close, close, close, close)
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# write to the buffer
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# write to the buffer
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shm.push(last)
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shm.push(last)
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