Backfill history gaps with pre-gap close
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64329d44e7
commit
7802febd20
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@ -140,8 +140,18 @@ async def shm_push_in_between(
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# memory...
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array = shm.array
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zeros = array[array['low'] == 0]
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if 0 < zeros.size < 1000:
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await tractor.pause()
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# always backfill gaps with the earliest (price) datum's
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# value to avoid the y-ranger including zeros and completely
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# stretching the y-axis..
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if 0 < zeros.size:
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zeros[[
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'open',
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'high',
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'low',
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'close',
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]] = shm._array[zeros['index'][0] - 1]['close']
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# await tractor.pause()
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async def start_backfill(
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