Support an array field map to `ShmArray.push()`, start index 3days in
parent
00d7bb089f
commit
c60d523428
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@ -152,7 +152,8 @@ def _make_token(
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class ShmArray:
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class ShmArray:
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"""A shared memory ``numpy`` (compatible) array API.
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'''
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A shared memory ``numpy`` (compatible) array API.
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An underlying shared memory buffer is allocated based on
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An underlying shared memory buffer is allocated based on
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a user specified ``numpy.ndarray``. This fixed size array
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a user specified ``numpy.ndarray``. This fixed size array
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@ -162,7 +163,7 @@ class ShmArray:
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``SharedInt`` interfaces) values such that multiple processes can
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``SharedInt`` interfaces) values such that multiple processes can
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interact with the same array using a synchronized-index.
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interact with the same array using a synchronized-index.
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"""
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'''
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def __init__(
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def __init__(
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self,
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self,
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shmarr: np.ndarray,
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shmarr: np.ndarray,
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@ -209,7 +210,8 @@ class ShmArray:
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@property
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@property
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def array(self) -> np.ndarray:
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def array(self) -> np.ndarray:
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'''Return an up-to-date ``np.ndarray`` view of the
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'''
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Return an up-to-date ``np.ndarray`` view of the
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so-far-written data to the underlying shm buffer.
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so-far-written data to the underlying shm buffer.
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'''
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'''
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@ -238,19 +240,21 @@ class ShmArray:
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self,
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self,
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data: np.ndarray,
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data: np.ndarray,
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field_map: Optional[dict[str, str]] = None,
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prepend: bool = False,
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prepend: bool = False,
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start: Optional[int] = None,
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start: Optional[int] = None,
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) -> int:
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) -> int:
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'''Ring buffer like "push" to append data
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'''
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Ring buffer like "push" to append data
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into the buffer and return updated "last" index.
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into the buffer and return updated "last" index.
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NB: no actual ring logic yet to give a "loop around" on overflow
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NB: no actual ring logic yet to give a "loop around" on overflow
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condition, lel.
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condition, lel.
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'''
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'''
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self._post_init = True
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length = len(data)
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length = len(data)
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index = start or self._last.value
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index = start if start is not None else self._last.value
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if prepend:
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if prepend:
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index = self._first.value - length
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index = self._first.value - length
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@ -263,10 +267,15 @@ class ShmArray:
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end = index + length
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end = index + length
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fields = self._write_fields
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if field_map:
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src_names, dst_names = zip(*field_map.items())
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else:
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dst_names = src_names = self._write_fields
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try:
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try:
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self._array[fields][index:end] = data[fields][:]
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self._array[
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list(dst_names)
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][index:end] = data[list(src_names)][:]
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# NOTE: there was a race here between updating
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# NOTE: there was a race here between updating
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# the first and last indices and when the next reader
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# the first and last indices and when the next reader
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@ -281,9 +290,18 @@ class ShmArray:
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else:
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else:
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self._last.value = end
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self._last.value = end
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self._post_init = True
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return end
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return end
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except ValueError as err:
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except ValueError as err:
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if field_map:
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raise
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# dsize = data.size
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# if dsize > self._len:
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# raise ValueError(
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# f'Input data is size {dsize} > our shm buffer {self._len}'
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# )
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# should raise if diff detected
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# should raise if diff detected
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self.diff_err_fields(data)
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self.diff_err_fields(data)
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raise err
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raise err
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@ -339,7 +357,7 @@ class ShmArray:
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# how much is probably dependent on lifestyle
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# how much is probably dependent on lifestyle
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_secs_in_day = int(60 * 60 * 24)
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_secs_in_day = int(60 * 60 * 24)
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# we try for 3 times but only on a run-every-other-day kinda week.
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# we try for 3 times but only on a run-every-other-day kinda week.
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_default_size = 3 * _secs_in_day
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_default_size = 4 * _secs_in_day
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def open_shm_array(
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def open_shm_array(
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@ -392,7 +410,24 @@ def open_shm_array(
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)
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)
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)
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)
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last.value = first.value = int(_secs_in_day)
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# start the "real-time" updated section after 3-days worth of 1s
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# sampled OHLC. this allows appending up to a days worth from
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# tick/quote feeds before having to flush to a (tsdb) storage
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# backend, and looks something like,
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# -------------------------
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# | | i
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# _________________________
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# <-------------> <------->
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# history real-time
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#
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# Once fully "prepended", the history section will leave the
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# ``ShmArray._start.value: int = 0`` and the yet-to-be written
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# real-time section will start at ``ShmArray.index: int``.
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# this sets the index to 3/4 of the length of the buffer
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# leaving a "days worth of second samples" for the real-time
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# section.
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last.value = first.value = int(3*_secs_in_day)
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shmarr = ShmArray(
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shmarr = ShmArray(
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array,
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array,
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