Expose dollar volume to fsp engine

It can now be declared inside an fsp config dict under the name
`dolla_vlm`. We still need to offer an engine control that zeros
the newest sample value instead of copying from the previous.

This also litters the engine code with `pyqtgraph` profiling to see if
we can improve startup times - likely it'll mean pre-allocating a small
fsp daemon cluster at startup.

piker/fsp/_engine.py

@@ -21,10 +21,11 @@ core task logic for processing chains
 from functools import partial
 from typing import AsyncIterator, Callable, Optional
 
+import numpy as np
+import pyqtgraph as pg
 import trio
 from trio_typing import TaskStatus
 import tractor
-import numpy as np
 
 from ..log import get_logger, get_console_log
 from .. import data
@@ -32,7 +33,7 @@ from ..data import attach_shm_array
 from ..data.feed import Feed
 from ..data._sharedmem import ShmArray
 from ._momo import _rsi, _wma
-from ._volume import _tina_vwap
+from ._volume import _tina_vwap, dolla_vlm
 
 log = get_logger(__name__)
 
@@ -40,6 +41,7 @@ _fsp_builtins = {
     'rsi': _rsi,
     'wma': _wma,
     'vwap': _tina_vwap,
+    'dolla_vlm': dolla_vlm,
 }
 
 
@@ -61,8 +63,6 @@ async def filter_quotes_by_sym(
         quote = quotes.get(sym)
         if quote:
             yield quote
-        # for symbol, quote in quotes.items():
-        #     if symbol == sym:
 
 
 async def fsp_compute(
@@ -78,11 +78,15 @@ async def fsp_compute(
     func_name: str,
     func: Callable,
 
+    attach_stream: bool = False,
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
 
-    # TODO: load appropriate fsp with input args
+    profiler = pg.debug.Profiler(
+        delayed=False,
+        disabled=True
+    )
 
     out_stream = func(
 
@@ -94,6 +98,21 @@ async def fsp_compute(
         feed.shm,
     )
 
+    # Conduct a single iteration of fsp with historical bars input
+    # and get historical output
+    history_output = await out_stream.__anext__()
+
+    # await tractor.breakpoint()
+    profiler(f'{func_name} generated history')
+
+    # build a struct array which includes an 'index' field to push
+    # as history
+    history = np.array(
+        np.arange(len(history_output)),
+        dtype=dst.array.dtype
+    )
+    history[func_name] = history_output
+
     # TODO: XXX:
     # THERE'S A BIG BUG HERE WITH THE `index` field since we're
     # prepending a copy of the first value a few times to make
@@ -108,31 +127,25 @@ async def fsp_compute(
     dst._first.value = src._first.value
     dst._last.value = src._first.value
 
-    # Conduct a single iteration of fsp with historical bars input
-    # and get historical output
-    history_output = await out_stream.__anext__()
-
-    # build a struct array which includes an 'index' field to push
-    # as history
-    history = np.array(
-        np.arange(len(history_output)),
-        dtype=dst.array.dtype
-    )
-    history[func_name] = history_output
-
+    # compare with source signal and time align
     # check for data length mis-allignment and fill missing values
     diff = len(src.array) - len(history)
     if diff > 0:
-        log.warning(f"WTF DIFF SIGNAL to HISTORY {diff}")
+        log.warning(f"WTF DIFF fsp to ohlc history {diff}")
         for _ in range(diff):
             dst.push(history[:1])
 
-    # compare with source signal and time align
-    index = dst.push(history)
+    # TODO: can we use this `start` flag instead of the manual
+    # setting above?
+    index = dst.push(history) #, start=src._first.value)
+
+    profiler(f'{func_name} pushed history')
+    profiler.finish()
 
     # setup a respawn handle
     with trio.CancelScope() as cs:
         task_status.started((cs, index))
+        profiler(f'{func_name} yield last index')
 
         import time
         last = time.time()
@@ -140,20 +153,21 @@ async def fsp_compute(
         # rt stream
         async for processed in out_stream:
 
-            period = time.time() - last
-            hz = 1/period if period else float('nan')
-            if hz > 60:
-                log.info(f'FSP quote too fast: {hz}')
-
             log.debug(f"{func_name}: {processed}")
             index = src.index
             dst.array[-1][func_name] = processed
 
+            # NOTE: for now we aren't streaming this to the consumer
             # stream latest array index entry which basically just acts
             # as trigger msg to tell the consumer to read from shm
+            if attach_stream:
                 await stream.send(index)
 
-            last = time.time()
+            # period = time.time() - last
+            # hz = 1/period if period else float('nan')
+            # if hz > 60:
+            #     log.info(f'FSP quote too fast: {hz}')
+            # last = time.time()
 
 
 @tractor.context
@@ -175,6 +189,8 @@ async def cascade(
     destination mem buf.
 
     '''
+    profiler = pg.debug.Profiler(delayed=False, disabled=False)
+
     if loglevel:
         get_console_log(loglevel)
 
@@ -199,6 +215,8 @@ async def cascade(
 
     ) as (feed, quote_stream):
 
+        profiler(f'{func_name}: feed up')
+
         assert src.token == feed.shm.token
         last_len = new_len = len(src.array)
 
@@ -225,11 +243,16 @@ async def cascade(
 
             cs, index = await n.start(fsp_target)
             await ctx.started(index)
+            profiler(f'{func_name}: fsp up')
 
             # Increment the underlying shared memory buffer on every
             # "increment" msg received from the underlying data feed.
 
             async with feed.index_stream() as stream:
+
+                profiler(f'{func_name}: sample stream up')
+                profiler.finish()
+
                 async for msg in stream:
 
                     new_len = len(src.array)
@@ -246,6 +269,8 @@ async def cascade(
 
                     # read out last shm row, copy and write new row
                     array = dst.array
+                    # TODO: some signals, like vlm should be reset to
+                    # zero every step.
                     last = array[-1:].copy()
                     dst.push(last)
                     last_len = new_len