Pass backfiller explicit symbol str, don't require volume ticks
parent
bc96c5847c
commit
42761438f6
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@ -192,6 +192,7 @@ class Client:
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# barSizeSetting='5 secs',
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durationStr='{count} S'.format(count=period_count),
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# barSizeSetting='5 secs',
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barSizeSetting='1 secs',
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# barSizeSetting='1 min',
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@ -328,8 +329,9 @@ class Client:
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exch = 'SMART' if not exch else exch
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contract = (await self.ib.qualifyContractsAsync(con))[0]
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head = await self.get_head_time(contract)
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print(head)
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# head = await self.get_head_time(contract)
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# print(head)
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except IndexError:
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raise ValueError(f"No contract could be found {con}")
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return contract
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@ -617,9 +619,11 @@ async def activate_writer(key: str) -> (bool, trio.Nursery):
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async def fill_bars(
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first_bars,
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shm,
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sym: str,
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first_bars: list,
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shm: 'ShmArray', # type: ignore # noqa
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count: int = 21,
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# count: int = 1,
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) -> None:
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"""Fill historical bars into shared mem / storage afap.
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@ -635,9 +639,7 @@ async def fill_bars(
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try:
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bars, bars_array = await _trio_run_client_method(
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method='bars',
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symbol='.'.join(
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(first_bars.contract.symbol, first_bars.contract.exchange)
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),
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symbol=sym,
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end_dt=next_dt,
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)
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@ -723,7 +725,7 @@ async def stream_quotes(
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# TODO: generalize this for other brokers
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# start bar filler task in bg
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ln.start_soon(fill_bars, bars, shm)
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ln.start_soon(fill_bars, sym, bars, shm)
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times = shm.array['time']
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delay_s = times[-1] - times[times != times[-1]][-1]
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@ -808,7 +810,7 @@ async def stream_quotes(
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['open', 'high', 'low', 'volume']
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]
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new_v = tick['size']
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new_v = tick.get('size', 0)
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if v == 0 and new_v:
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# no trades for this bar yet so the open
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