Add vwap to exposed fsp map
parent
6d514a7d5a
commit
e76eb790f1
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@ -25,13 +25,18 @@ import numpy as np
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from ..log import get_logger
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from .. import data
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from ._momo import _rsi
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from ._momo import _rsi, _wma
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from ._volume import _tina_vwap
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from ..data import attach_shm_array, Feed
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log = get_logger(__name__)
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_fsps = {'rsi': _rsi}
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_fsps = {
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'rsi': _rsi,
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'wma': _wma,
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'vwap': _tina_vwap,
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}
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async def latency(
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@ -72,7 +77,6 @@ async def increment_signals(
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dst_shm.push(last)
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@tractor.stream
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async def cascade(
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ctx: tractor.Context,
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@ -112,7 +116,6 @@ async def cascade(
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# THERE'S A BIG BUG HERE WITH THE `index` field since we're
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# prepending a copy of the first value a few times to make
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# sub-curves align with the parent bar chart.
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#
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# This likely needs to be fixed either by,
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# - manually assigning the index and historical data
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# seperately to the shm array (i.e. not using .push())
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@ -125,7 +128,7 @@ async def cascade(
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# and get historical output
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history_output = await out_stream.__anext__()
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# build a struct array which includes an 'index' field to push
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# build a struct array which includes an 'index' field to push
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# as history
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history = np.array(
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np.arange(len(history_output)),
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@ -133,15 +136,10 @@ async def cascade(
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)
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history[fsp_func_name] = history_output
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# TODO: talk to ``pyqtgraph`` core about proper way to solve this:
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# XXX: hack to get curves aligned with bars graphics: prepend
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# a copy of the first datum..
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# dst.push(history[:1])
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# check for data length mis-allignment and fill missing values
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diff = len(src.array) - len(history)
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if diff >= 0:
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print(f"WTF DIFFZZZ {diff}")
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print(f"WTF DIFF SIGNAL to HISTORY {diff}")
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for _ in range(diff):
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dst.push(history[:1])
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