6f83e358fe
Add zero on increment support
2021-11-01 13:28:57 -04:00
5b1be8a8da
Do fsp sync-to-source in sample step task
2021-11-01 13:28:57 -04:00
2cd594ed35
Add profiling to fsp engine
...
Litter the engine code with `pyqtgraph` profiling to see if we can
improve startup times - likely it'll mean pre-allocating a small fsp
daemon cluster at startup.
2021-11-01 13:28:57 -04:00
d4b00d74f8
Move top level fsp pkg code into an `_engine` module
2021-11-01 13:28:57 -04:00
33d1f56440
Port fsp daemon to tractor's context api
2021-11-01 13:28:57 -04:00
547f6692d6
Passthrough loglevel to fsp actor
2021-09-21 16:12:23 -04:00
26cb7aa660
Drop tractor stream shielding use
2021-09-01 09:03:55 -04:00
cae7f486e4
Revert "Lol, don't use `maybe_open_feed()` for now, it's totally borked..."
...
Think this was fixed by passing through `**kwargs` in
`maybe_open_feed()`, the shielding for fsp respawns wasn't being
properly passed through..
This reverts commit 2f1455d423
2021-08-30 17:55:10 -04:00
2f1455d423
Lol, don't use `maybe_open_feed()` for now, it's totally borked...
2021-08-26 17:04:59 -04:00
7d0f47364c
Use `maybe_open_feed()` in ems and fsp daemons
2021-08-26 17:04:59 -04:00
efd93d058a
Breakout fsp rt loop as non-closure for readability
2021-05-24 12:26:44 -04:00
56db2c812d
Port fsp engine to new tractor stream api
2021-04-29 09:10:28 -04:00
8069bbe105
Drop old incrementer func
2021-04-10 14:18:40 -04:00
48da729364
Use .shield() meth name from tractor
2020-12-21 13:02:43 -05:00
c01382294e
Add signal backfilling via trio task respawn
2020-12-21 13:02:43 -05:00
e89d3f9560
Use `numpy.divide()` to avoid divide-by-zero
2020-12-21 13:02:43 -05:00
7c7b31ebbe
Break hist calc into wap func, use hlc3.
2020-12-21 13:02:43 -05:00
33515f45cc
Add vwap to exposed fsp map
2020-12-21 13:02:43 -05:00
ef2be16d97
Add initial tina (ohl3) vwap fsp
2020-12-21 13:02:43 -05:00
c1109ee3fb
Add license headers to pertinent files
2020-11-06 12:23:14 -05:00
f2c4a46c94
Center bars around index, adjust curves back to match...
2020-10-21 11:19:41 -04:00
1706b67e00
Note the issues with the shared fsp array index..
2020-10-19 14:01:25 -04:00
58d3234f74
Drop lingering print
2020-10-16 12:15:07 -04:00
bceeaa56ff
Drop ringbuf, didn't end up using
2020-10-02 12:13:50 -04:00
41e85ccaa9
Break wma calc into sync func
2020-10-02 12:13:50 -04:00
3f0e175011
Get bar oriented RSI working correctly
2020-10-02 12:13:50 -04:00
2fcbefa6e1
Use shm in fsp cascading
...
This kicks off what will be the beginning of hopefully a very nice
(soft) real-time financial signal processing system. We're keeping the
hack to "time align" curves (for now) with the bars for now by slapping
in an extra datum at index 0.
2020-10-02 12:13:50 -04:00
2cc2b32805
Fix dbz with `np.divide()`
2020-10-02 12:13:28 -04:00
9a59f2408d
Start fsp subpackage, separate momo stuff
2020-10-02 12:13:28 -04:00
Tyler Goodlet