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
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@ -34,7 +34,7 @@ from ..data import attach_shm_array
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from ..data.feed import Feed
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from ..data._sharedmem import ShmArray
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from ._momo import _rsi, _wma
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from ._volume import _tina_vwap
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from ._volume import _tina_vwap, dolla_vlm
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log = get_logger(__name__)
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@ -42,6 +42,7 @@ _fsp_builtins = {
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'rsi': _rsi,
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'wma': _wma,
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'vwap': _tina_vwap,
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'dolla_vlm': dolla_vlm,
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}
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# TODO: things to figure the heck out:
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