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.
dolla_vlm
Tyler Goodlet 2021-09-30 07:41:09 -04:00
parent 147207a0ad
commit 4c9e5feace
1 changed files with 2 additions and 1 deletions

View File

@ -34,7 +34,7 @@ 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__)
@ -42,6 +42,7 @@ _fsp_builtins = {
'rsi': _rsi,
'wma': _wma,
'vwap': _tina_vwap,
'dolla_vlm': dolla_vlm,
}
# TODO: things to figure the heck out: