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Yield 0 initial values from `flow_rates` fsp

windows_fixes_yo
Tyler Goodlet 2022-02-08 07:46:36 -05:00
parent 30cf54480d
commit 4a7b2d835b
1 changed files with 8 additions and 5 deletions
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13
piker/fsp/_volume.py
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@ -272,6 +272,11 @@ async def flow_rates(
vr = quote.get('volumeRate')
yield '1m_vlm_rate', vr or 0
yield 'trade_rate', 0
yield 'dark_trade_rate', 0
yield 'dvlm_rate', 0
yield 'dark_dvlm_rate', 0
# NOTE: in theory we could dynamically allocate a cascade based on
# this call but not sure if that's too "dynamic" in terms of
# validating cascade flows from message typing perspective.
@ -280,10 +285,6 @@ async def flow_rates(
# on this same source flow.
dvlm_shm = dolla_vlm.get_shm(ohlcv)
# breakpoint()
# import tractor
# await tractor.breakpoint()
# precompute arithmetic mean weights (all ones)
seq = np.full((period,), 1)
weights = seq / seq.sum()
@ -306,7 +307,9 @@ async def flow_rates(
period,
weights=weights,
)
yield 'trade_rate', trade_rate_wma[-1]
trade_rate = trade_rate_wma[-1]
# print(trade_rate)
yield 'trade_rate', trade_rate
else:
# instantaneous rate per sample step
count = dvlm_shm.array['trade_count'][-1]