Avoid loading volume FSPs on symbols without any data
parent
42761438f6
commit
bd73d02cfb
|
@ -841,10 +841,6 @@ async def _async_main(
|
||||||
|
|
||||||
# eventually we'll support some kind of n-compose syntax
|
# eventually we'll support some kind of n-compose syntax
|
||||||
fsp_conf = {
|
fsp_conf = {
|
||||||
'vwap': {
|
|
||||||
'overlay': True,
|
|
||||||
'anchor': 'session',
|
|
||||||
},
|
|
||||||
'rsi': {
|
'rsi': {
|
||||||
'period': 14,
|
'period': 14,
|
||||||
'chart_kwargs': {
|
'chart_kwargs': {
|
||||||
|
@ -854,6 +850,24 @@ async def _async_main(
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
# make sure that the instrument supports volume history
|
||||||
|
# (sometimes this is not the case for some commodities and derivatives)
|
||||||
|
volm = ohlcv.array['volume']
|
||||||
|
if (
|
||||||
|
np.all(np.isin(volm, -1)) or
|
||||||
|
np.all(np.isnan(volm))
|
||||||
|
):
|
||||||
|
log.warning(
|
||||||
|
f"{sym} does not seem to have volume info,"
|
||||||
|
" dropping volume signals")
|
||||||
|
else:
|
||||||
|
fsp_conf.update({
|
||||||
|
'vwap': {
|
||||||
|
'overlay': True,
|
||||||
|
'anchor': 'session',
|
||||||
|
},
|
||||||
|
})
|
||||||
|
|
||||||
async with trio.open_nursery() as n:
|
async with trio.open_nursery() as n:
|
||||||
|
|
||||||
# load initial fsp chain (otherwise known as "indicators")
|
# load initial fsp chain (otherwise known as "indicators")
|
||||||
|
|
Loading…
Reference in New Issue