Add gap detection for `stop_t`, though only report atm

multichartz_backup
Tyler Goodlet 2022-12-07 15:58:43 -05:00
parent c68a3a98f3
commit 7cfb05f72a
1 changed files with 23 additions and 6 deletions

View File

@ -29,7 +29,6 @@ from numba import (
# TODO: for ``numba`` typing.. # TODO: for ``numba`` typing..
# from ._source import numba_ohlc_dtype # from ._source import numba_ohlc_dtype
from ._sharedmem import ShmArray
from ._m4 import ds_m4 from ._m4 import ds_m4
from .._profile import ( from .._profile import (
Profiler, Profiler,
@ -328,7 +327,7 @@ def slice_from_time(
# compute (presumed) uniform-time-step index offsets # compute (presumed) uniform-time-step index offsets
i_start_t = round(start_t) i_start_t = round(start_t)
read_i_start = (i_start_t - t_first) // step read_i_start = ((i_start_t - t_first) // step) - 1
i_stop_t = round(stop_t) i_stop_t = round(stop_t)
read_i_stop = (i_stop_t - t_first) // step read_i_stop = (i_stop_t - t_first) // step
@ -339,20 +338,25 @@ def slice_from_time(
# - never allow an end index > the read array len # - never allow an end index > the read array len
read_i_start = min( read_i_start = min(
max(0, read_i_start), max(0, read_i_start),
read_i_max, read_i_max - 1,
) )
read_i_stop = max( read_i_stop = max(
0, 0,
min(read_i_stop, read_i_max), min(read_i_stop, read_i_max),
) )
samples = (i_stop_t - i_start_t) // step
index_diff = read_i_stop - read_i_start + 1
if index_diff > (samples + 3):
breakpoint()
# check for larger-then-latest calculated index for given start # check for larger-then-latest calculated index for given start
# time, in which case we do a binary search for the correct index. # time, in which case we do a binary search for the correct index.
# NOTE: this is usually the result of a time series with time gaps # NOTE: this is usually the result of a time series with time gaps
# where it is expected that each index step maps to a uniform step # where it is expected that each index step maps to a uniform step
# in the time stamp series. # in the time stamp series.
i_iv_start = index[read_i_start - 1] i_iv_start = index[read_i_start]
t_iv_start = times[read_i_start - 1] t_iv_start = times[read_i_start]
if ( if (
i_iv_start >= i_first i_iv_start >= i_first
and t_iv_start > i_start_t and t_iv_start > i_start_t
@ -386,7 +390,20 @@ def slice_from_time(
# f'diff: {t_diff}\n' # f'diff: {t_diff}\n'
# f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n' # f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
# ) # )
read_i_start = new_read_i_start read_i_start = new_read_i_start - 1
t_iv_stop = times[read_i_stop - 1]
if (
i_stop_t <= t_last
and t_iv_stop < i_stop_t
):
t_diff = stop_t - t_iv_stop
print(
f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
f'diff: {t_diff}\n'
# f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
)
# read-relative indexes: gives a slice where `shm.array[read_slc]` # read-relative indexes: gives a slice where `shm.array[read_slc]`
# will be the data spanning the input time range `start_t` -> # will be the data spanning the input time range `start_t` ->