11bda4f9b4
Add (ostensibly) working first attempt at M4 algo
...
All the refs are in the comments and original sample code from infinite
has been reworked to expect the input x/y arrays to already be sliced
(though we can later support passing in the start-end indexes if
desired).
The new routines are `ds_m4()` the python top level API and `_m4()` the
fast `numba` implementation.
2022-03-15 09:06:35 -04:00
803c65bc88
Add no-path guard now that we can use a poly
2022-03-14 06:04:18 -04:00
cf7163194c
Try downsampling mkts data
2022-03-11 19:50:58 -05:00
afe41236ff
Drop old type annot
2022-03-11 19:50:58 -05:00
b4d35496f7
Comment each special key combo
2022-03-11 19:50:58 -05:00
c5be35dad4
Load any symbol-matching shm array if no `marketstored` found
2022-03-11 19:50:58 -05:00
e33d0aac15
Support no spawning `brokerd` with no real-time quotes
2022-03-11 19:50:58 -05:00
02ba7b6b96
Get ib key hack script to work with reconnect
2022-03-11 19:50:58 -05:00
5775c5fe71
WIP get `pikerd` working with and without `--tsdb` flag
2022-03-11 19:50:58 -05:00
820dfff08a
Add context-styled `asyncio` client proxy for ib
...
This adds a new client manager-factory: `open_client_proxy()` which uses
the newer `tractor.to_asyncio.open_channel_from()` (and thus the
inter-loop-task-channel style) a `aio_client_method_relay()` and
a re-implemented `MethodProxy` wrapper to allow transparently calling
`asyncio` client methods from `trio` tasks. Use this proxy in the
history backfiller task and add a new (prototype)
`open_history_client()` which will be used in the new storage management
layer. Drop `get_client()` which was the portal wrapping equivalent of
the same proxy but with a one-task-per-call approach. Oh, and
`Client.bars()` can take `datetime`, so let's use it B)
2022-03-11 19:50:58 -05:00
cf589c840d
Move ib data reset script into a new `scripts/` dir
2022-03-11 19:50:58 -05:00
bbaba71465
Use new `tractor.query_actor()` for service checking
2022-03-11 19:50:58 -05:00
73aebdfa16
Return all timeframe arrays if `timeframe` not passed as input
2022-03-11 19:50:58 -05:00
d9862a4962
Convert `iter_ohlc_periods()` to a `@tractor.context`
2022-03-11 19:50:58 -05:00
de599233af
Make `pikerd` work again without `--tsdb` flag
2022-03-11 19:50:58 -05:00
855d02ef5a
Add a service checker predicate
2022-03-11 19:50:58 -05:00
7fbd4a95e3
Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping
2022-03-11 19:50:58 -05:00
847c95d277
Proxy `marketstore` container log level to our own
2022-03-11 19:50:58 -05:00
8af76322c9
Prototype a high level `Storage` api
...
Starts a wrapper around the `marketstore` client to do basic ohlcv query
and retrieval and prototypes out write methods for ohlc and tick.
Try to connect to `marketstore` automatically (which will fail if not
started currently) but we will eventually first do a service query.
2022-03-11 19:50:58 -05:00
eb5a4f7eeb
Move factor helper to a classmethod
2022-03-11 19:50:58 -05:00
e008f69505
Doc str formatting
2022-03-11 19:50:58 -05:00
6c8b79906b
Make linux timeout the same
2022-03-11 19:50:58 -05:00
40e62c1a38
Add latency measures around diffs/writes to mkts
2022-03-11 19:50:58 -05:00
bed47d3ae6
Add flag to avoid logging json to console
2022-03-11 19:50:58 -05:00
f60d9dd79c
Prototype out writing `1Sec` OHLCV data
2022-03-11 19:50:58 -05:00
4402b2dc73
Better doc string
2022-03-11 19:50:58 -05:00
6e37ab6bf9
Use `asyncio` in `Client.get_quote()`
2022-03-11 19:50:58 -05:00
88411a6a26
Persist backing `/data/` filesystem across container runs
2022-03-11 19:50:58 -05:00
a0c3d5f32f
Get basic OHLCV writes working with `anyio` client
2022-03-11 19:50:58 -05:00
236df4b6d6
Pass in daemon name to `start_ahab()`
2022-03-11 19:50:58 -05:00
a3ec0c16c6
Map the grpc port and add graceful container teardown
...
Not sure how I missed mapping the 5995 grpc port 🤦 ; done now.
Also adds graceful teardown using SIGINT with included container
logging relayed to the piker console B).
2022-03-11 19:50:58 -05:00
51ced95962
Revive `ms-shell` sub-cmd
2022-03-11 19:50:58 -05:00
3487f76147
Add WIP backfiller from data feed helper
2022-03-11 19:50:58 -05:00
fa69fca311
Better handle nested erros from docker client
2022-03-11 19:50:58 -05:00
57b3d2f7e4
Add back in legacy write loop for reference
2022-03-11 19:50:58 -05:00
f9b799b53d
Add back in OHLCV dtype template and client side ws streamer
2022-03-11 19:50:58 -05:00
35f7c3409a
Drop ununsed `Services` ref
2022-03-11 19:50:58 -05:00
9c5f7a6bb9
Py3.9+ type updates
2022-03-11 19:50:58 -05:00
86337430d8
Add `--tsdb` flag to start `marketstore` with `pikerd`
2022-03-11 19:50:58 -05:00
8d09d63095
De-escalate sudo perms in `pikerd` once docker spawns
2022-03-11 19:50:58 -05:00
df04ccb845
Handle the non-root perms case specifically too
2022-03-11 19:50:58 -05:00
ad0ace2528
Add explicit no-docker error and supervisor start task-func
2022-03-11 19:50:58 -05:00
edd273d5d8
Type annot updates
2022-03-11 19:50:58 -05:00
cfc77a0a66
Drop old client instantiate line
2022-03-11 19:50:58 -05:00
69b3120444
Drop import, it's got madness with and SIGINT?
2022-03-11 19:50:58 -05:00
8662cde7ca
Add a super simple `marketstore` container supervisor
2022-03-11 19:50:58 -05:00
73b3f7ead8
Extract non-sudo user for config dir path
2022-03-11 19:50:58 -05:00
c3509e7f93
Basic module-script for spawning `marketstore`, needs correct bind mount usage
2022-03-11 19:50:58 -05:00
fea645423e
Add `anyio-marketstore` as requirements.txt dep
2022-03-11 19:50:58 -05:00
d215a69049
Still WIP, switch to using new marketstore client, missing streaming from marketstore
2022-03-11 19:50:58 -05:00
Tyler Goodlet
Guillermo Rodriguez