Load any symbol-matching shm array if no `marketstored` found

piker/data/cli.py

@@ -18,15 +18,14 @@
 marketstore cli.
 
 """
-from typing import List
 from functools import partial
 from pprint import pformat
 
+from anyio_marketstore import open_marketstore_client
 import trio
 import tractor
 import click
-
+import numpy as np
-from anyio_marketstore import open_marketstore_client
 
 from .marketstore import (
     get_client,
@@ -39,6 +38,12 @@ from .marketstore import (
 from ..cli import cli
 from .. import watchlists as wl
 from ..log import get_logger
+from ._sharedmem import (
+    maybe_open_shm_array,
+)
+from ._source import (
+    base_iohlc_dtype,
+)
 
 
 log = get_logger(__name__)
@@ -52,10 +57,16 @@ log = get_logger(__name__)
 )
 @click.argument('names', nargs=-1)
 @click.pass_obj
-def ms_stream(config: dict, names: List[str], url: str):
+def ms_stream(
-    """Connect to a marketstore time bucket stream for (a set of) symbols(s)
+    config: dict,
+    names: list[str],
+    url: str,
+) -> None:
+    '''
+    Connect to a marketstore time bucket stream for (a set of) symbols(s)
     and print to console.
-    """
+
+    '''
     async def main():
         # async for quote in stream_quotes(symbols=names):
         #    log.info(f"Received quote:\n{quote}")
@@ -72,7 +83,7 @@ def ms_stream(config: dict, names: List[str], url: str):
 # )
 # @click.argument('names', nargs=-1)
 # @click.pass_obj
-# def ms_destroy(config: dict, names: List[str], url: str) -> None:
+# def ms_destroy(config: dict, names: list[str], url: str) -> None:
 #     """Destroy symbol entries in the local marketstore instance.
 #     """
 #     async def main():
@@ -113,23 +124,56 @@ def ms_stream(config: dict, names: List[str], url: str):
     '--port',
     default=5993
 )
+@click.argument('symbols', nargs=-1)
 @click.pass_obj
-def ms_shell(config, tl, host, port):
+def ms_shell(
+    config,
+    tl,
+    host,
+    port,
+    symbols: list[str],
+):
     '''
     Start an IPython shell ready to query the local marketstore db.
 
     '''
     from piker.data.marketstore import backfill_history_diff
     from piker._daemon import open_piker_runtime
+
     async def main():
+        nonlocal symbols
+
         async with open_piker_runtime(
             'ms_shell',
             enable_modules=['piker.data._ahab'],
         ):
-            await backfill_history_diff()
+            try:
-            # TODO: write magics to query marketstore
+                await backfill_history_diff()
-            # from IPython import embed
+            except OSError:
-            # embed()
+                # TODO: write magics to query marketstore
+
+                sym = symbols[0]
+                symbol, _, broker = sym.rpartition('.')
+                # (maybe) allocate shm array for this broker/symbol which will
+                # be used for fast near-term history capture and processing.
+                shm, opened = maybe_open_shm_array(
+                    key=sym,
+                    dtype=base_iohlc_dtype,
+                )
+                # load anything found in shm
+                from numpy.lib.recfunctions import structured_to_unstructured
+                mxmn = structured_to_unstructured(
+                    shm.array[['low', 'high']],
+                    # dtype=[('mxmn', '<f8'), ('index', '<i8')],
+                ).flatten()
+
+                from piker.ui._compression import downsample
+                xd, yd = downsample(
+                    y=mxmn,
+                    x=np.arange(len(mxmn)),
+                    bins=4,
+                )
+                await tractor.breakpoint()
 
     trio.run(main)