TOSQUASH 4eb5fe0dd96 (FSP copy time from src -> dst)
Slice up to history's length worth of (latest) time stamps from source series read at the start of the history init phase.epoch_index_backup
parent
faecd6f0e0
commit
a2f75a83b6
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@ -112,8 +112,9 @@ async def fsp_compute(
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flume.rt_shm,
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)
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# Conduct a single iteration of fsp with historical bars input
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# and get historical output
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# HISTORY COMPUTE PHASE
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# conduct a single iteration of fsp with historical bars input
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# and get historical output, pack into
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history_output: Union[
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dict[str, np.ndarray], # multi-output case
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np.ndarray, # single output case
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@ -130,7 +131,8 @@ async def fsp_compute(
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# each respective field.
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fields = getattr(dst.array.dtype, 'fields', None).copy()
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fields.pop('index')
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history: Optional[np.ndarray] = None # TODO: nptyping here!
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history_by_field: Optional[np.ndarray] = None
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src_time = src.array['time']
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if (
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fields and
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@ -146,7 +148,7 @@ async def fsp_compute(
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if key in history_output:
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output = history_output[key]
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if history is None:
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if history_by_field is None:
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if output is None:
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length = len(src.array)
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@ -156,7 +158,7 @@ async def fsp_compute(
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# using the first output, determine
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# the length of the struct-array that
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# will be pushed to shm.
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history = np.zeros(
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history_by_field = np.zeros(
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length,
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dtype=dst.array.dtype
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)
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@ -164,7 +166,7 @@ async def fsp_compute(
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if output is None:
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continue
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history[key] = output
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history_by_field[key] = output
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# single-key output stream
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else:
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@ -173,13 +175,13 @@ async def fsp_compute(
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f'`{func_name}` is a single output FSP and should yield an '
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'`np.ndarray` for history'
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)
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history = np.zeros(
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history_by_field = np.zeros(
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len(history_output),
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dtype=dst.array.dtype
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)
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history[func_name] = history_output
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history_by_field[func_name] = history_output
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history['time'] = src.array['time']
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history_by_field['time'] = src_time[-len(history_by_field):]
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# TODO: XXX:
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# THERE'S A BIG BUG HERE WITH THE `index` field since we're
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@ -196,7 +198,10 @@ async def fsp_compute(
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# TODO: can we use this `start` flag instead of the manual
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# setting above?
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index = dst.push(history, start=first)
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index = dst.push(
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history_by_field,
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start=first,
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)
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profiler(f'{func_name} pushed history')
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profiler.finish()
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@ -268,8 +268,7 @@ async def flow_rates(
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'dark_dvlm_rate': None,
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}
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# TODO: 3.10 do ``anext()``
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quote = await source.__anext__()
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quote = await anext(source)
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# ltr = 0
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# lvr = 0
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