commit
fbabfb78e0
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@ -39,7 +39,9 @@ class NoData(BrokerError):
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def resproc(
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def resproc(
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resp: asks.response_objects.Response,
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resp: asks.response_objects.Response,
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log: logging.Logger,
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log: logging.Logger,
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return_json: bool = True
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return_json: bool = True,
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log_resp: bool = False,
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) -> asks.response_objects.Response:
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) -> asks.response_objects.Response:
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"""Process response and return its json content.
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"""Process response and return its json content.
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@ -52,7 +54,8 @@ def resproc(
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except json.decoder.JSONDecodeError:
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except json.decoder.JSONDecodeError:
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log.exception(f"Failed to process {resp}:\n{resp.text}")
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log.exception(f"Failed to process {resp}:\n{resp.text}")
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raise BrokerError(resp.text)
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raise BrokerError(resp.text)
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else:
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if log_resp:
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log.debug(f"Received json contents:\n{colorize_json(json)}")
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log.debug(f"Received json contents:\n{colorize_json(json)}")
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return json if return_json else resp
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return json if return_json else resp
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@ -142,15 +142,23 @@ async def symbol_search(
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brokermods: list[ModuleType],
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brokermods: list[ModuleType],
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pattern: str,
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pattern: str,
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**kwargs,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return symbol info from broker.
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'''
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"""
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Return symbol info from broker.
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'''
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results = []
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results = []
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async def search_backend(brokername: str) -> None:
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async def search_backend(
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brokermod: ModuleType
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) -> None:
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brokername: str = mod.name
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async with maybe_spawn_brokerd(
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async with maybe_spawn_brokerd(
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brokername,
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mod.name,
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infect_asyncio=getattr(mod, '_infect_asyncio', False),
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) as portal:
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) as portal:
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results.append((
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results.append((
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1062
piker/brokers/ib.py
1062
piker/brokers/ib.py
File diff suppressed because it is too large
Load Diff
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@ -19,7 +19,6 @@ NumPy compatible shared memory buffers for real-time IPC streaming.
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"""
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"""
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from __future__ import annotations
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from __future__ import annotations
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from dataclasses import dataclass, asdict
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from sys import byteorder
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from sys import byteorder
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from typing import Optional
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from typing import Optional
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from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
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from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
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@ -30,7 +29,7 @@ if _USE_POSIX:
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import tractor
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import tractor
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import numpy as np
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import numpy as np
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from pydantic import BaseModel, validator
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from pydantic import BaseModel
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from ..log import get_logger
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from ..log import get_logger
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from ._source import base_iohlc_dtype
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from ._source import base_iohlc_dtype
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@ -39,6 +38,14 @@ from ._source import base_iohlc_dtype
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log = get_logger(__name__)
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log = get_logger(__name__)
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# how much is probably dependent on lifestyle
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_secs_in_day = int(60 * 60 * 24)
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# we try for 3 times but only on a run-every-other-day kinda week.
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_default_size = 10 * _secs_in_day
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# where to start the new data append index
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_rt_buffer_start = int(9*_secs_in_day)
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# Tell the "resource tracker" thing to fuck off.
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# Tell the "resource tracker" thing to fuck off.
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class ManTracker(mantracker.ResourceTracker):
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class ManTracker(mantracker.ResourceTracker):
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def register(self, name, rtype):
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def register(self, name, rtype):
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@ -152,7 +159,8 @@ def _make_token(
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class ShmArray:
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class ShmArray:
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"""A shared memory ``numpy`` (compatible) array API.
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'''
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A shared memory ``numpy`` (compatible) array API.
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An underlying shared memory buffer is allocated based on
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An underlying shared memory buffer is allocated based on
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a user specified ``numpy.ndarray``. This fixed size array
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a user specified ``numpy.ndarray``. This fixed size array
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@ -162,7 +170,7 @@ class ShmArray:
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``SharedInt`` interfaces) values such that multiple processes can
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``SharedInt`` interfaces) values such that multiple processes can
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interact with the same array using a synchronized-index.
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interact with the same array using a synchronized-index.
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"""
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'''
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def __init__(
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def __init__(
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self,
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self,
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shmarr: np.ndarray,
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shmarr: np.ndarray,
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@property
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@property
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def array(self) -> np.ndarray:
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def array(self) -> np.ndarray:
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'''Return an up-to-date ``np.ndarray`` view of the
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'''
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Return an up-to-date ``np.ndarray`` view of the
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so-far-written data to the underlying shm buffer.
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so-far-written data to the underlying shm buffer.
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'''
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'''
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@ -231,26 +240,34 @@ class ShmArray:
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def last(
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def last(
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self,
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self,
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length: int = 1,
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length: int = 1,
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) -> np.ndarray:
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) -> np.ndarray:
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'''
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Return the last ``length``'s worth of ("row") entries from the
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array.
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'''
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return self.array[-length:]
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return self.array[-length:]
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def push(
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def push(
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self,
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self,
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data: np.ndarray,
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data: np.ndarray,
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field_map: Optional[dict[str, str]] = None,
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prepend: bool = False,
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prepend: bool = False,
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start: Optional[int] = None,
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start: Optional[int] = None,
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) -> int:
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) -> int:
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'''Ring buffer like "push" to append data
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'''
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Ring buffer like "push" to append data
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into the buffer and return updated "last" index.
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into the buffer and return updated "last" index.
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NB: no actual ring logic yet to give a "loop around" on overflow
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NB: no actual ring logic yet to give a "loop around" on overflow
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condition, lel.
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condition, lel.
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'''
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'''
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self._post_init = True
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length = len(data)
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length = len(data)
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index = start or self._last.value
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index = start if start is not None else self._last.value
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if prepend:
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if prepend:
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index = self._first.value - length
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index = self._first.value - length
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@ -263,10 +280,15 @@ class ShmArray:
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end = index + length
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end = index + length
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fields = self._write_fields
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if field_map:
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src_names, dst_names = zip(*field_map.items())
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else:
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dst_names = src_names = self._write_fields
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try:
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try:
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self._array[fields][index:end] = data[fields][:]
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self._array[
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list(dst_names)
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][index:end] = data[list(src_names)][:]
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# NOTE: there was a race here between updating
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# NOTE: there was a race here between updating
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# the first and last indices and when the next reader
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# the first and last indices and when the next reader
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@ -281,9 +303,13 @@ class ShmArray:
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else:
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else:
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self._last.value = end
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self._last.value = end
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self._post_init = True
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return end
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return end
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except ValueError as err:
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except ValueError as err:
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if field_map:
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raise
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# should raise if diff detected
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# should raise if diff detected
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self.diff_err_fields(data)
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self.diff_err_fields(data)
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raise err
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raise err
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|
@ -336,12 +362,6 @@ class ShmArray:
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...
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...
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# how much is probably dependent on lifestyle
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_secs_in_day = int(60 * 60 * 24)
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# we try for 3 times but only on a run-every-other-day kinda week.
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_default_size = 3 * _secs_in_day
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def open_shm_array(
|
def open_shm_array(
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key: Optional[str] = None,
|
key: Optional[str] = None,
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|
@ -392,7 +412,24 @@ def open_shm_array(
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)
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)
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)
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)
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last.value = first.value = int(_secs_in_day)
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# start the "real-time" updated section after 3-days worth of 1s
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|
# sampled OHLC. this allows appending up to a days worth from
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# tick/quote feeds before having to flush to a (tsdb) storage
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|
# backend, and looks something like,
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|
# -------------------------
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|
# | | i
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|
# _________________________
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|
# <-------------> <------->
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|
# history real-time
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|
#
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|
# Once fully "prepended", the history section will leave the
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# ``ShmArray._start.value: int = 0`` and the yet-to-be written
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|
# real-time section will start at ``ShmArray.index: int``.
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|
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|
# this sets the index to 3/4 of the length of the buffer
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|
# leaving a "days worth of second samples" for the real-time
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|
# section.
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|
last.value = first.value = _rt_buffer_start
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|
|
||||||
shmarr = ShmArray(
|
shmarr = ShmArray(
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||||||
array,
|
array,
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||||||
|
|
Loading…
Reference in New Issue