Make shared array buffer incrementer a message pub
Drop ctx manager api and use `tractor.msg.pub`.bar_select
parent
373ff90229
commit
efb52f2292
|
@ -1,18 +1,19 @@
|
||||||
"""
|
"""
|
||||||
Data buffers for fast shared humpy.
|
Data buffers for fast shared humpy.
|
||||||
"""
|
"""
|
||||||
|
from typing import Tuple, Callable
|
||||||
import time
|
import time
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from ._sharedmem import attach_shared_array
|
from ._sharedmem import attach_shm_array
|
||||||
|
|
||||||
|
|
||||||
@tractor.stream
|
@tractor.msg.pub
|
||||||
async def incr_buffer(
|
async def incr_buffer(
|
||||||
ctx: tractor.Context,
|
shm_token: dict,
|
||||||
shm_token: str,
|
get_topics: Callable[..., Tuple[str]],
|
||||||
# delay_s: Optional[float] = None,
|
# delay_s: Optional[float] = None,
|
||||||
):
|
):
|
||||||
"""Task which inserts new bars into the provide shared memory array
|
"""Task which inserts new bars into the provide shared memory array
|
||||||
|
@ -23,10 +24,10 @@ async def incr_buffer(
|
||||||
# Likely the best way to solve this is to make this task
|
# Likely the best way to solve this is to make this task
|
||||||
# aware of the instrument's tradable hours?
|
# aware of the instrument's tradable hours?
|
||||||
|
|
||||||
with attach_shared_array(
|
shm = attach_shm_array(
|
||||||
token=shm_token,
|
token=shm_token,
|
||||||
readonly=False,
|
readonly=False,
|
||||||
) as shm:
|
)
|
||||||
|
|
||||||
# determine ohlc delay between bars
|
# determine ohlc delay between bars
|
||||||
# to determine time step between datums
|
# to determine time step between datums
|
||||||
|
@ -39,10 +40,10 @@ async def incr_buffer(
|
||||||
async def sleep():
|
async def sleep():
|
||||||
"""Sleep until next time frames worth has passed from last bar.
|
"""Sleep until next time frames worth has passed from last bar.
|
||||||
"""
|
"""
|
||||||
last_ts = shm.array[-1]['time']
|
# last_ts = shm.array[-1]['time']
|
||||||
delay = max((last_ts + ad) - time.time(), 0)
|
# delay = max((last_ts + ad) - time.time(), 0)
|
||||||
await trio.sleep(delay)
|
# await trio.sleep(delay)
|
||||||
# await trio.sleep(ad)
|
await trio.sleep(ad)
|
||||||
|
|
||||||
while True:
|
while True:
|
||||||
# sleep for duration of current bar
|
# sleep for duration of current bar
|
||||||
|
@ -67,5 +68,7 @@ async def incr_buffer(
|
||||||
shm.push(last)
|
shm.push(last)
|
||||||
# print('incrementing array')
|
# print('incrementing array')
|
||||||
|
|
||||||
# yield the new buffer index value
|
# print(get_topics())
|
||||||
await ctx.send_yield(shm._i.value)
|
|
||||||
|
# broadcast the buffer index step
|
||||||
|
yield {'index': shm._i.value}
|
||||||
|
|
Loading…
Reference in New Issue