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Put back more bars iters in loop to handle no-data in range cases

broker_bumpz
Tyler Goodlet 2022-04-01 13:49:17 -04:00
parent b579d4b1f5
commit 66ea74c6d5
1 changed files with 6 additions and 3 deletions
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9
piker/brokers/ib.py
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@ -1458,7 +1458,7 @@ async def get_bars(
if end_dt: if end_dt:
last_dt = pendulum.from_timestamp(end_dt.timestamp()) last_dt = pendulum.from_timestamp(end_dt.timestamp())
for _ in range(2): for _ in range(10):
try: try:
bars, bars_array = await proxy.bars( bars, bars_array = await proxy.bars(
fqsn=fqsn, fqsn=fqsn,
@ -1592,7 +1592,7 @@ async def backfill_bars(
# on that until we have the `marketstore` daemon in place in which # on that until we have the `marketstore` daemon in place in which
# case the shm size will be driven by user config and available sys # case the shm size will be driven by user config and available sys
# memory. # memory.
count: int = 65, count: int = 59,
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
@ -1637,11 +1637,14 @@ async def backfill_bars(
out, fails = await get_bars(proxy, fqsn, end_dt=first_dt) out, fails = await get_bars(proxy, fqsn, end_dt=first_dt)
if out == (None, None): if out == None:
# could be trying to retreive bars over weekend # could be trying to retreive bars over weekend
# TODO: add logic here to handle tradable hours and # TODO: add logic here to handle tradable hours and
# only grab valid bars in the range # only grab valid bars in the range
log.error(f"Can't grab bars starting at {first_dt}!?!?") log.error(f"Can't grab bars starting at {first_dt}!?!?")
# XXX: get_bars() should internally decrement dt by
# 2k seconds and try again.
continue continue
(first_bars, bars_array, first_dt, last_dt) = out (first_bars, bars_array, first_dt, last_dt) = out