Breakout fsp rt loop as non-closure for readability
parent
f6f4a0cd8d
commit
efd93d058a
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@ -17,6 +17,7 @@
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"""
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Financial signal processing for the peeps.
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"""
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from functools import partial
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from typing import AsyncIterator, Callable, Tuple
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import trio
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@ -29,6 +30,8 @@ from .. import data
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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
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from ..data.feed import Feed
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from ..data._sharedmem import ShmArray
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log = get_logger(__name__)
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@ -62,31 +65,19 @@ async def latency(
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yield value
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@tractor.stream
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async def cascade(
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ctx: tractor.Context,
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brokername: str,
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src_shm_token: dict,
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dst_shm_token: Tuple[str, np.dtype],
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symbol: str,
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fsp_func_name: str,
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) -> AsyncIterator[dict]:
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"""Chain streaming signal processors and deliver output to
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destination mem buf.
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"""
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src = attach_shm_array(token=src_shm_token)
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dst = attach_shm_array(readonly=False, token=dst_shm_token)
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func: Callable = _fsps[fsp_func_name]
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# open a data feed stream with requested broker
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async with data.open_feed(brokername, [symbol]) as feed:
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assert src.token == feed.shm.token
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async def fsp_compute(
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ctx: tractor.Context,
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symbol: str,
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feed: Feed,
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src: ShmArray,
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dst: ShmArray,
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fsp_func_name: str,
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func: Callable,
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task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
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) -> None:
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# TODO: load appropriate fsp with input args
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@ -95,6 +86,12 @@ async def cascade(
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sym: str,
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stream,
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):
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# TODO: make this the actualy first quote from feed
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# XXX: this allows for a single iteration to run for history
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# processing without waiting on the real-time feed for a new quote
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yield {}
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# task cancellation won't kill the channel
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with stream.shield():
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async for quotes in stream:
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@ -158,11 +155,48 @@ async def cascade(
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# stream latest shm array index entry
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await ctx.send_yield(index)
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@tractor.stream
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async def cascade(
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ctx: tractor.Context,
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brokername: str,
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src_shm_token: dict,
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dst_shm_token: Tuple[str, np.dtype],
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symbol: str,
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fsp_func_name: str,
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) -> AsyncIterator[dict]:
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"""Chain streaming signal processors and deliver output to
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destination mem buf.
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"""
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src = attach_shm_array(token=src_shm_token)
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dst = attach_shm_array(readonly=False, token=dst_shm_token)
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func: Callable = _fsps[fsp_func_name]
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# open a data feed stream with requested broker
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async with data.open_feed(brokername, [symbol]) as feed:
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assert src.token == feed.shm.token
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last_len = new_len = len(src.array)
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fsp_target = partial(
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fsp_compute,
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ctx=ctx,
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symbol=symbol,
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feed=feed,
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src=src,
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dst=dst,
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fsp_func_name=fsp_func_name,
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func=func
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)
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async with trio.open_nursery() as n:
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cs = await n.start(fsp_compute)
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cs = await n.start(fsp_target)
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# Increment the underlying shared memory buffer on every
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# "increment" msg received from the underlying data feed.
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@ -176,7 +210,7 @@ async def cascade(
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# respawn the signal compute task if the source
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# signal has been updated
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cs.cancel()
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cs = await n.start(fsp_compute)
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cs = await n.start(fsp_target)
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# TODO: adopt an incremental update engine/approach
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# where possible here eventually!
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