Ensure FSPs last 2 times are synced with its source
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de791e62c8
commit
b4384209b6
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@ -114,7 +114,7 @@ async def fsp_compute(
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# HISTORY COMPUTE PHASE
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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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# conduct a single iteration of fsp with historical bars input
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# and get historical output, pack into
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# and get historical output.
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history_output: Union[
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history_output: Union[
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dict[str, np.ndarray], # multi-output case
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dict[str, np.ndarray], # multi-output case
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np.ndarray, # single output case
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np.ndarray, # single output case
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@ -415,12 +415,12 @@ async def cascade(
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return not (
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return not (
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# the source is likely backfilling and we must
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# the source is likely backfilling and we must
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# sync history calculations
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# sync history calculations
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len_diff > 2 or
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len_diff > 2
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# we aren't step synced to the source and may be
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# we aren't step synced to the source and may be
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# leading/lagging by a step
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# leading/lagging by a step
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step_diff > 1 or
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or step_diff > 1
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step_diff < 0
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or step_diff < 0
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), step_diff, len_diff
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), step_diff, len_diff
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async def poll_and_sync_to_step(
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async def poll_and_sync_to_step(
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@ -485,15 +485,24 @@ async def cascade(
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else:
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else:
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last = array[-1:].copy()
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last = array[-1:].copy()
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# sync with source time step
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src_t = src.array['time'][-1]
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last['time'] = src_t
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dst.push(last)
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dst.push(last)
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# dst_t = dst.array['time'][-1]
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# sync with source buffer's time step
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# print(
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src_l2 = src.array[-2:]
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# f'{dst.token}\n'
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src_li, src_lt = src_l2[-1][['index', 'time']]
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# f'src: {src_t}\n'
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src_2li, src_2lt = src_l2[-2][['index', 'time']]
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# f'dst: {dst_t}\n'
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dst._array['time'][src_li] = src_lt
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# )
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dst._array['time'][src_2li] = src_2lt
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# last2 = dst.array[-2:]
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# if (
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# last2[-1]['index'] != src_li
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# or last2[-2]['index'] != src_2li
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# ):
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# dstl2 = list(last2)
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# srcl2 = list(src_l2)
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# print(
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# # f'{dst.token}\n'
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# f'src: {srcl2}\n'
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# f'dst: {dstl2}\n'
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# )
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