ib: fix mega borked hist queries on gappy assets

Explains why stuff always seemed wrong before XD

Previously whenever a time-gappy asset (like a stock due to it's venue
operating hours) was being loaded, we weren't querying for a "durations
worth" of bars and this was causing all sorts of actual gaps in our
data set that shouldn't exist..

Fix that by always attempting to retrieve a min aggregate-time's
worth/duration of bars/datums in the history manager. Actually,
i implemented this in both the feed and api layers for this backend
since it doesn't seem to strictly work just implementing it at the
`Client.bars()` level, not sure why but..

Also, buncha `ruff` linting cleanups and fix the logger nameeee, lel.

piker/brokers/ib/_util.py

@@ -21,22 +21,14 @@ runnable script-programs.
 '''
 from __future__ import annotations
 from functools import partial
-from typing import (
+from typing import Literal
-    Literal,
-    TYPE_CHECKING,
-)
 import subprocess
 
 import tractor
 
-from .._util import log
+from .._util import get_logger
-
-if TYPE_CHECKING:
-    from .api import (
-        MethodProxy,
-        ib_Client
-    )
 
+log = get_logger('piker.brokers.ib')
 
 _reset_tech: Literal[
     'vnc',

piker/brokers/ib/api.py

@@ -423,7 +423,7 @@ class Client:
 
         # optional "duration of time" equal to the
         # length of the returned history frame.
-        duration: Optional[str] = None,
+        duration: str | None = None,
 
         **kwargs,
 
@@ -475,6 +475,8 @@ class Client:
             # whatToShow='MIDPOINT',
             # whatToShow='TRADES',
         )
+
+        # tail case if no history for range or none prior.
         if not bars:
             # NOTE: there's 2 cases here to handle (and this should be
             # read alongside the implementation of
@@ -489,6 +491,32 @@ class Client:
             # rewrite the method in the first case? right now there's no
             # way to detect a timeout.
 
+        # NOTE XXX: ensure minimum duration in bars B)
+        # => we recursively call this method until we get at least
+        # as many bars such that they sum in aggregate to the the
+        # desired total time (duration) at most.
+        elif (
+            end_dt
+            and (
+                (len(bars) * sample_period_s) < dt_duration.in_seconds()
+            )
+        ):
+            log.warning(
+                f'Recursing to get more bars from {end_dt} for {dt_duration}'
+            )
+            end_dt -= dt_duration
+            (
+                r_bars,
+                r_arr,
+                r_duration,
+            ) = await self.bars(
+                fqme,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            r_bars.extend(bars)
+            bars = r_bars
+
         nparr = bars_to_np(bars)
         return bars, nparr, dt_duration
 
@@ -921,7 +949,7 @@ class Client:
 
                 done, pending = await asyncio.wait(
                     [ready],
-                    timeout=0.1,
+                    timeout=0.01,
                 )
                 if ready in done:
                     break
@@ -1401,7 +1429,7 @@ async def open_client_proxies() -> tuple[
             # TODO: maybe this should be the default in tractor?
             key=tractor.current_actor().uid,
 
-        ) as (cache_hit, (clients, from_aio)),
+        ) as (cache_hit, (clients, _)),
 
         AsyncExitStack() as stack
     ):

piker/brokers/ib/feed.py

@@ -30,8 +30,8 @@ from functools import partial
 from math import isnan
 import time
 from typing import (
+    Any,
     Callable,
-    Optional,
     Awaitable,
 )
 
@@ -180,8 +180,8 @@ async def open_history_client(
 
         async def get_hist(
             timeframe: float,
-            end_dt: Optional[datetime] = None,
+            end_dt: datetime | None = None,
-            start_dt: Optional[datetime] = None,
+            start_dt: datetime | None = None,
 
         ) -> tuple[np.ndarray, str]:
             nonlocal max_timeout, mean, count
@@ -192,6 +192,7 @@ async def open_history_client(
                 fqme,
                 timeframe,
                 end_dt=end_dt,
+                start_dt=start_dt,
             )
             latency = time.time() - query_start
             if (
@@ -325,6 +326,7 @@ async def wait_on_data_reset(
 _data_resetter_task: trio.Task | None = None
 _failed_resets: int = 0
 
+
 async def get_bars(
 
     proxy: MethodProxy,
@@ -333,6 +335,7 @@ async def get_bars(
 
     # blank to start which tells ib to look up the latest datum
     end_dt: str = '',
+    start_dt: str | None = '',
 
     # TODO: make this more dynamic based on measured frame rx latency?
     # how long before we trigger a feed reset (seconds)
@@ -387,9 +390,23 @@ async def get_bars(
 
                 bars, bars_array, dt_duration = out
 
+                # not enough bars signal, likely due to venue
+                # operational gaps.
+                too_little: bool = False
                 if (
+                    end_dt
+                    and (
                         not bars
-                    and end_dt
+                        or (too_little :=
+                            start_dt
+                            and (len(bars) * timeframe)
+                                < dt_duration.in_seconds()
+                        )
+                    )
+                ):
+                    if (
+                        end_dt
+                        or too_little
                     ):
                         log.warning(
                             f'History is blank for {dt_duration} from {end_dt}'
@@ -397,6 +414,8 @@ async def get_bars(
                         end_dt -= dt_duration
                         continue
 
+                    raise NoData(f'{end_dt}')
+
                 if bars_array is None:
                     raise SymbolNotFound(fqme)
 
@@ -544,6 +563,7 @@ async def get_bars(
             await reset_done.wait()
 
     _data_resetter_task = None if unset_resetter else _data_resetter_task
+    assert result
     return result, data_cs is not None
 
 
@@ -602,13 +622,12 @@ async def _setup_quote_stream(
     '''
     global _quote_streams
 
-    to_trio.send_nowait(None)
-
     async with load_aio_clients(
         disconnect_on_exit=False,
     ) as accts2clients:
         caccount_name, client = get_preferred_data_client(accts2clients)
         contract = contract or (await client.find_contract(symbol))
+        to_trio.send_nowait(contract)  # cuz why not
         ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
 
         # NOTE: it's batch-wise and slow af but I guess could
@@ -700,7 +719,9 @@ async def open_aio_quote_stream(
         symbol=symbol,
         contract=contract,
 
-    ) as (first, from_aio):
+    ) as (contract, from_aio):
+
+        assert contract
 
         # cache feed for later consumers
         _quote_streams[symbol] = from_aio
@@ -783,7 +804,6 @@ async def get_mkt_info(
     # bs_fqme, _, broker = fqme.partition('.')
 
     proxy: MethodProxy
-    get_details: bool = False
     if proxy is not None:
         client_ctx = nullcontext(proxy)
     else:
@@ -800,7 +820,6 @@ async def get_mkt_info(
             raise
 
     # TODO: more consistent field translation
-    init_info: dict = {}
     atype = _asset_type_map[con.secType]
 
     if atype == 'commodity':
@@ -912,7 +931,8 @@ async def stream_quotes(
         con: Contract = details.contract
         first_ticker: Ticker = await proxy.get_quote(contract=con)
         first_quote: dict = normalize(first_ticker)
-        log.runtime(f'FIRST QUOTE: {first_quote}')
+
+        log.warning(f'FIRST QUOTE: {first_quote}')
 
         # TODO: we should instead spawn a task that waits on a feed to start
         # and let it wait indefinitely..instead of this hard coded stuff.
@@ -1045,7 +1065,7 @@ async def open_symbol_search(
     await ctx.started({})
 
     async with (
-        open_client_proxies() as (proxies, clients),
+        open_client_proxies() as (proxies, _),
         open_data_client() as data_proxy,
     ):
         async with ctx.open_stream() as stream: