Copy timestamps from source to FSP dest buffer
Slice up to history's length worth of (latest) time stamps from source series read at the start of the history init phase.samplerd_service
parent
a5bb33b0ff
commit
d1b07c625f
|
@ -112,8 +112,9 @@ async def fsp_compute(
|
||||||
flume.rt_shm,
|
flume.rt_shm,
|
||||||
)
|
)
|
||||||
|
|
||||||
# Conduct a single iteration of fsp with historical bars input
|
# HISTORY COMPUTE PHASE
|
||||||
# and get historical output
|
# conduct a single iteration of fsp with historical bars input
|
||||||
|
# and get historical output, pack into
|
||||||
history_output: Union[
|
history_output: Union[
|
||||||
dict[str, np.ndarray], # multi-output case
|
dict[str, np.ndarray], # multi-output case
|
||||||
np.ndarray, # single output case
|
np.ndarray, # single output case
|
||||||
|
@ -130,7 +131,8 @@ async def fsp_compute(
|
||||||
# each respective field.
|
# each respective field.
|
||||||
fields = getattr(dst.array.dtype, 'fields', None).copy()
|
fields = getattr(dst.array.dtype, 'fields', None).copy()
|
||||||
fields.pop('index')
|
fields.pop('index')
|
||||||
history: Optional[np.ndarray] = None # TODO: nptyping here!
|
history_by_field: Optional[np.ndarray] = None
|
||||||
|
src_time = src.array['time']
|
||||||
|
|
||||||
if (
|
if (
|
||||||
fields and
|
fields and
|
||||||
|
@ -146,7 +148,7 @@ async def fsp_compute(
|
||||||
if key in history_output:
|
if key in history_output:
|
||||||
output = history_output[key]
|
output = history_output[key]
|
||||||
|
|
||||||
if history is None:
|
if history_by_field is None:
|
||||||
|
|
||||||
if output is None:
|
if output is None:
|
||||||
length = len(src.array)
|
length = len(src.array)
|
||||||
|
@ -156,7 +158,7 @@ async def fsp_compute(
|
||||||
# using the first output, determine
|
# using the first output, determine
|
||||||
# the length of the struct-array that
|
# the length of the struct-array that
|
||||||
# will be pushed to shm.
|
# will be pushed to shm.
|
||||||
history = np.zeros(
|
history_by_field = np.zeros(
|
||||||
length,
|
length,
|
||||||
dtype=dst.array.dtype
|
dtype=dst.array.dtype
|
||||||
)
|
)
|
||||||
|
@ -164,7 +166,7 @@ async def fsp_compute(
|
||||||
if output is None:
|
if output is None:
|
||||||
continue
|
continue
|
||||||
|
|
||||||
history[key] = output
|
history_by_field[key] = output
|
||||||
|
|
||||||
# single-key output stream
|
# single-key output stream
|
||||||
else:
|
else:
|
||||||
|
@ -173,11 +175,13 @@ async def fsp_compute(
|
||||||
f'`{func_name}` is a single output FSP and should yield an '
|
f'`{func_name}` is a single output FSP and should yield an '
|
||||||
'`np.ndarray` for history'
|
'`np.ndarray` for history'
|
||||||
)
|
)
|
||||||
history = np.zeros(
|
history_by_field = np.zeros(
|
||||||
len(history_output),
|
len(history_output),
|
||||||
dtype=dst.array.dtype
|
dtype=dst.array.dtype
|
||||||
)
|
)
|
||||||
history[func_name] = history_output
|
history_by_field[func_name] = history_output
|
||||||
|
|
||||||
|
history_by_field['time'] = src_time[-len(history_by_field):]
|
||||||
|
|
||||||
# TODO: XXX:
|
# TODO: XXX:
|
||||||
# THERE'S A BIG BUG HERE WITH THE `index` field since we're
|
# THERE'S A BIG BUG HERE WITH THE `index` field since we're
|
||||||
|
@ -194,7 +198,10 @@ async def fsp_compute(
|
||||||
|
|
||||||
# TODO: can we use this `start` flag instead of the manual
|
# TODO: can we use this `start` flag instead of the manual
|
||||||
# setting above?
|
# setting above?
|
||||||
index = dst.push(history, start=first)
|
index = dst.push(
|
||||||
|
history_by_field,
|
||||||
|
start=first,
|
||||||
|
)
|
||||||
|
|
||||||
profiler(f'{func_name} pushed history')
|
profiler(f'{func_name} pushed history')
|
||||||
profiler.finish()
|
profiler.finish()
|
||||||
|
|
|
@ -268,8 +268,7 @@ async def flow_rates(
|
||||||
'dark_dvlm_rate': None,
|
'dark_dvlm_rate': None,
|
||||||
}
|
}
|
||||||
|
|
||||||
# TODO: 3.10 do ``anext()``
|
quote = await anext(source)
|
||||||
quote = await source.__anext__()
|
|
||||||
|
|
||||||
# ltr = 0
|
# ltr = 0
|
||||||
# lvr = 0
|
# lvr = 0
|
||||||
|
|
Loading…
Reference in New Issue