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Expand sampler loop shm write lines

epoch_index_backup
Tyler Goodlet 2022-11-24 15:05:06 -05:00
parent a016a28032
commit 6cca1eb941
1 changed files with 32 additions and 11 deletions
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43
piker/data/_sampling.py
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@ -128,22 +128,43 @@ async def increment_ohlc_buffer(
# TODO: ``numba`` this!
for shm in shms:
# append new entry to buffer thus "incrementing" the bar
array = shm.array
last = array[-1:][shm._write_fields].copy()
(t, close) = last[0][[
'time',
'close',
]]
# this copies non-std fields (eg. vwap) from the last datum
last[[
'time',
'open',
'high',
'low',
'close',
'volume',
]][0] = (
# epoch timestamp
t + this_delay_s,
# OHLC
close,
close,
close,
close,
0, # vlm
)
# TODO: in theory we could make this faster by copying the
# "last" readable value into the underlying larger buffer's
# next value and then incrementing the counter instead of
# using ``.push()``?
# append new entry to buffer thus "incrementing" the bar
array = shm.array
last = array[-1:][shm._write_fields].copy()
# (index, t, close) = last[0][['index', 'time', 'close']]
(t, close) = last[0][['time', 'close']]
# this copies non-std fields (eg. vwap) from the last datum
last[
['time', 'volume', 'open', 'high', 'low', 'close']
][0] = (t + this_delay_s, 0, close, close, close, close)
# write to the buffer
shm.push(last)