Breakout fsp rt loop as non-closure for readability

piker/fsp/__init__.py

@@ -17,6 +17,7 @@
 """
 Financial signal processing for the peeps.
 """
+from functools import partial
 from typing import AsyncIterator, Callable, Tuple
 
 import trio
@@ -29,6 +30,8 @@ from .. import data
 from ._momo import _rsi, _wma
 from ._volume import _tina_vwap
 from ..data import attach_shm_array
+from ..data.feed import Feed
+from ..data._sharedmem import ShmArray
 
 log = get_logger(__name__)
 
@@ -62,32 +65,20 @@ async def latency(
             yield value
 
 
-@tractor.stream
-async def cascade(
+async def fsp_compute(
     ctx: tractor.Context,
-    brokername: str,
-    src_shm_token: dict,
-    dst_shm_token: Tuple[str, np.dtype],
     symbol: str,
+    feed: Feed,
+
+    src: ShmArray,
+    dst: ShmArray,
+
     fsp_func_name: str,
-) -> AsyncIterator[dict]:
-    """Chain streaming signal processors and deliver output to
-    destination mem buf.
+    func: Callable,
 
-    """
-    src = attach_shm_array(token=src_shm_token)
-    dst = attach_shm_array(readonly=False, token=dst_shm_token)
-
-    func: Callable = _fsps[fsp_func_name]
-
-    # open a data feed stream with requested broker
-    async with data.open_feed(brokername, [symbol]) as feed:
-
-        assert src.token == feed.shm.token
-
-        async def fsp_compute(
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
-        ) -> None:
+
+) -> None:
 
     # TODO: load appropriate fsp with input args
 
@@ -95,6 +86,12 @@ async def cascade(
         sym: str,
         stream,
     ):
+
+        # TODO: make this the actualy first quote from feed
+        # XXX: this allows for a single iteration to run for history
+        # processing without waiting on the real-time feed for a new quote
+        yield {}
+
         # task cancellation won't kill the channel
         with stream.shield():
             async for quotes in stream:
@@ -158,11 +155,48 @@ async def cascade(
             # stream latest shm array index entry
             await ctx.send_yield(index)
 
+
+@tractor.stream
+async def cascade(
+    ctx: tractor.Context,
+    brokername: str,
+    src_shm_token: dict,
+    dst_shm_token: Tuple[str, np.dtype],
+    symbol: str,
+    fsp_func_name: str,
+) -> AsyncIterator[dict]:
+    """Chain streaming signal processors and deliver output to
+    destination mem buf.
+
+    """
+    src = attach_shm_array(token=src_shm_token)
+    dst = attach_shm_array(readonly=False, token=dst_shm_token)
+
+    func: Callable = _fsps[fsp_func_name]
+
+    # open a data feed stream with requested broker
+    async with data.open_feed(brokername, [symbol]) as feed:
+
+        assert src.token == feed.shm.token
+
         last_len = new_len = len(src.array)
 
+        fsp_target = partial(
+            fsp_compute,
+            ctx=ctx,
+            symbol=symbol,
+            feed=feed,
+
+            src=src,
+            dst=dst,
+
+            fsp_func_name=fsp_func_name,
+            func=func
+        )
+
         async with trio.open_nursery() as n:
 
-            cs = await n.start(fsp_compute)
+            cs = await n.start(fsp_target)
 
             # Increment the underlying shared memory buffer on every
             # "increment" msg received from the underlying data feed.
@@ -176,7 +210,7 @@ async def cascade(
                         # respawn the signal compute task if the source
                         # signal has been updated
                         cs.cancel()
-                        cs = await n.start(fsp_compute)
+                        cs = await n.start(fsp_target)
 
                         # TODO: adopt an incremental update engine/approach
                         # where possible here eventually!