Commit Graph

2 Commits (a26e060c3a25452f62e24bc0010037437f420c4d)

Author SHA1 Message Date
Gud Boi a26e060c3a Skip stale trade ticks in 1s sampler
Queued IB startup trades can arrive after samplerd has advanced
the current 1s bar. Writing them into that bar creates a false
price and volume spike. Compare each stamped trade with the
current bar before updating either SHM buffer. Warn whenever a
next-slot trade must wait for samplerd; skip other mismatches
and leave untimestamped feeds on the receive-time path.

Add focused tests for epoch units, queued trades, and warning
before the next-slot wait. Note that incomplete provider bars
still need a correction path for late trades.

Prompt-IO: ai/prompt-io/codex/20260925T190523Z_c0dae89a_prompt_io.md

(this patch was generated in some part by `codex` using `gpt-6` (`openai`))
2026-09-25 17:54:42 -04:00
Gud Boi d5b20ce350 Formalize `FspStream` and fix builtin call contracts
Export `FeedQuote` and `Tick`, describe historical and realtime
FSP yields, and preserve callable parameters through `@fsp`.
Align builtin history arrays and emit named realtime updates.

Keep the staged Tuicr review fixes. Let Numba specialize `ema()`
lazily so omitted defaults work alongside explicit arguments,
retaining nopython/nogil compilation and single-sample seeding.
Cover builtin yields and EMA argument forms with regressions.

Prompt-IO: ai/prompt-io/opencode/20260908T020619Z_fadab3d2_prompt_io.md
Prompt-IO: ai/prompt-io/codex/20260915T155229Z_fadab3d2_prompt_io.md

(this patch was generated in some part by `codex` using
`gpt-6` (`openai`))
2026-09-15 12:17:02 -04:00