Add a `._sampling.sampler` registry composite type
parent
6f3d78b729
commit
c239faf4e5
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@ -32,19 +32,27 @@ from ..log import get_logger
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log = get_logger(__name__)
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class sampler:
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'''
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Global sampling engine registry.
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Manages state for sampling events, shm incrementing and
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sample period logic.
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'''
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# TODO: we could stick these in a composed type to avoid
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# angering the "i hate module scoped variables crowd" (yawn).
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_ohlcv_shms: dict[int, list[ShmArray]] = {}
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ohlcv_shms: dict[int, list[ShmArray]] = {}
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# holds one-task-per-sample-period tasks which are spawned as-needed by
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# data feed requests with a given detected time step usually from
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# history loading.
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_incrementers: dict[int, trio.CancelScope] = {}
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incrementers: dict[int, trio.CancelScope] = {}
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# holds all the ``tractor.Context`` remote subscriptions for
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# a particular sample period increment event: all subscribers are
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# notified on a step.
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_subscribers: dict[int, tractor.Context] = {}
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subscribers: dict[int, tractor.Context] = {}
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async def increment_ohlc_buffer(
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@ -73,19 +81,17 @@ async def increment_ohlc_buffer(
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# to solve this is to make this task aware of the instrument's
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# tradable hours?
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global _incrementers, _ohlcv_shms, _subscribers
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# adjust delay to compensate for trio processing time
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ad = min(_ohlcv_shms.keys()) - 0.001
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ad = min(sampler.ohlcv_shms.keys()) - 0.001
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total_s = 0 # total seconds counted
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lowest = min(_ohlcv_shms.keys())
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lowest = min(sampler.ohlcv_shms.keys())
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ad = lowest - 0.001
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with trio.CancelScope() as cs:
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# register this time period step as active
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_incrementers[delay_s] = cs
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sampler.incrementers[delay_s] = cs
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task_status.started(cs)
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while True:
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@ -98,7 +104,7 @@ async def increment_ohlc_buffer(
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# TODO:
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# - this in ``numba``
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# - just lookup shms for this step instead of iterating?
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for delay_s, shms in _ohlcv_shms.items():
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for delay_s, shms in sampler.ohlcv_shms.items():
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if total_s % delay_s != 0:
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continue
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@ -125,7 +131,7 @@ async def increment_ohlc_buffer(
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# broadcast the buffer index step to any subscribers for
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# a given sample period.
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subs = _subscribers.get(delay_s, ())
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subs = sampler.subscribers.get(delay_s, ())
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for ctx in subs:
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try:
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@ -151,8 +157,7 @@ async def iter_ohlc_periods(
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'''
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# add our subscription
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global _subscribers
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subs = _subscribers.setdefault(delay_s, [])
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subs = sampler.subscribers.setdefault(delay_s, [])
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subs.append(ctx)
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try:
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@ -313,6 +318,8 @@ async def uniform_rate_send(
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quote_stream: trio.abc.ReceiveChannel,
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stream: tractor.MsgStream,
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task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
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) -> None:
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# TODO: compute the approx overhead latency per cycle
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@ -323,6 +330,8 @@ async def uniform_rate_send(
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last_send = time.time()
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diff = 0
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task_status.started()
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while True:
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# compute the remaining time to sleep for this throttled cycle
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@ -56,10 +56,7 @@ from ._source import (
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)
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from ..ui import _search
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from ._sampling import (
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# TODO: should probably group these in a compound type at this point XD
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_ohlcv_shms,
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_subscribers,
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_incrementers,
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sampler,
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increment_ohlc_buffer,
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iter_ohlc_periods,
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sample_and_broadcast,
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@ -118,7 +115,7 @@ class _FeedsBus(BaseModel):
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trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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) -> None:
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with trio.CancelScope() as cs:
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self.nursery.start_soon(
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await self.nursery.start(
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target,
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*args,
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)
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@ -255,23 +252,26 @@ async def manage_history(
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await feed_is_live.wait()
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if opened:
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_ohlcv_shms.setdefault(delay_s, []).append(shm)
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sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
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# start shm incrementing for OHLC sampling at the current
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# detected sampling period if one dne.
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if _incrementers.get(delay_s) is None:
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cs = await bus.start_task(increment_ohlc_buffer, delay_s)
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if sampler.incrementers.get(delay_s) is None:
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cs = await bus.start_task(
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increment_ohlc_buffer,
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delay_s,
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)
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await trio.sleep_forever()
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cs.cancel()
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async def allocate_persistent_feed(
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bus: _FeedsBus,
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brokername: str,
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symbol: str,
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loglevel: str,
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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) -> None:
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