From 6e574835c85a104dc6eb1fe5e41fb9d768d3ea98 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Thu, 1 Sep 2022 11:27:39 -0400
Subject: [PATCH] Update history shm buffer in ohlc sampler loop

---
 piker/data/_sampling.py | 71 ++++++++++++++++++++++-------------------
 1 file changed, 38 insertions(+), 33 deletions(-)

diff --git a/piker/data/_sampling.py b/piker/data/_sampling.py
index 428540a8..015de05e 100644
--- a/piker/data/_sampling.py
+++ b/piker/data/_sampling.py
@@ -137,7 +137,7 @@ async def increment_ohlc_buffer(
                     # this copies non-std fields (eg. vwap) from the last datum
                     last[
                         ['time', 'volume', 'open', 'high', 'low', 'close']
-                    ][0] = (t + delay_s, 0, close, close, close, close)
+                    ][0] = (t + this_delay_s, 0, close, close, close, close)
 
                     # write to the buffer
                     shm.push(last)
@@ -227,7 +227,8 @@ async def iter_ohlc_periods(
 async def sample_and_broadcast(
 
     bus: _FeedsBus,  # noqa
-    shm: ShmArray,
+    rt_shm: ShmArray,
+    hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
     brokername: str,
     sum_tick_vlm: bool = True,
@@ -263,41 +264,45 @@ async def sample_and_broadcast(
 
                     last = tick['price']
 
-                    # update last entry
-                    # benchmarked in the 4-5 us range
-                    o, high, low, v = shm.array[-1][
-                        ['open', 'high', 'low', 'volume']
-                    ]
+                    # more compact inline-way to do this assignment
+                    # to both buffers?
+                    for shm in [rt_shm, hist_shm]:
+                        # update last entry
+                        # benchmarked in the 4-5 us range
+                        # for shm in [rt_shm, hist_shm]:
+                        o, high, low, v = shm.array[-1][
+                            ['open', 'high', 'low', 'volume']
+                        ]
 
-                    new_v = tick.get('size', 0)
+                        new_v = tick.get('size', 0)
 
-                    if v == 0 and new_v:
-                        # no trades for this bar yet so the open
-                        # is also the close/last trade price
-                        o = last
+                        if v == 0 and new_v:
+                            # no trades for this bar yet so the open
+                            # is also the close/last trade price
+                            o = last
 
-                    if sum_tick_vlm:
-                        volume = v + new_v
-                    else:
-                        # presume backend takes care of summing
-                        # it's own vlm
-                        volume = quote['volume']
+                        if sum_tick_vlm:
+                            volume = v + new_v
+                        else:
+                            # presume backend takes care of summing
+                            # it's own vlm
+                            volume = quote['volume']
 
-                    shm.array[[
-                        'open',
-                        'high',
-                        'low',
-                        'close',
-                        'bar_wap',  # can be optionally provided
-                        'volume',
-                    ]][-1] = (
-                        o,
-                        max(high, last),
-                        min(low, last),
-                        last,
-                        quote.get('bar_wap', 0),
-                        volume,
-                    )
+                        shm.array[[
+                            'open',
+                            'high',
+                            'low',
+                            'close',
+                            'bar_wap',  # can be optionally provided
+                            'volume',
+                        ]][-1] = (
+                            o,
+                            max(high, last),
+                            min(low, last),
+                            last,
+                            quote.get('bar_wap', 0),
+                            volume,
+                        )
 
             # XXX: we need to be very cautious here that no
             # context-channel is left lingering which doesn't have