Drop remaining timeframe scanning from `.read_ohlcv()`

ib_1m_hist
Tyler Goodlet 2022-10-26 00:53:45 -04:00
parent 143e86a80c
commit b7ef0596b9
1 changed files with 5 additions and 32 deletions

View File

@ -450,35 +450,11 @@ class Storage:
limit=limit,
)
if timeframe is None:
log.info(f'starting {fqsn} tsdb granularity scan..')
# loop through and try to find highest granularity
for tfstr in tf_in_1s.values():
try:
log.info(f'querying for {tfstr}@{fqsn}')
params.set('timeframe', tfstr)
result = await client.query(params)
timeframe = tf_in_1s.inverse[tfstr]
break
except purerpc.grpclib.exceptions.UnknownError:
# XXX: this is already logged by the container and
# thus shows up through `marketstored` logs relay.
# log.warning(f'{tfstr}@{fqsn} not found')
continue
else:
return {}
else:
params.set('timeframe', tfstr)
try:
result = await client.query(params)
except purerpc.grpclib.exceptions.UnknownError:
# indicate there is no history for this timeframe
return {}
# # Fill out a `numpy` array-results map keyed by timeframe
# arrays = {}
try:
result = await client.query(params)
except purerpc.grpclib.exceptions.UnknownError:
# indicate there is no history for this timeframe
return {}
# TODO: it turns out column access on recarrays is actually slower:
# https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
@ -496,10 +472,7 @@ class Storage:
ts = tf_in_1s.inverse[data_set.timeframe]
if time_step > ts:
log.warning(f'MKTS BUG: wrong timeframe loaded: {time_step}')
print("WTF MKTS")
return {}
else:
ts = timeframe
return array