Support an array field map to `ShmArray.push()`, start index 3days in

mkts_backup
Tyler Goodlet 2022-03-07 07:25:45 -05:00
parent 00d7bb089f
commit c60d523428
1 changed files with 45 additions and 10 deletions

View File

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