e3c46a5d4d
Add draft, commented tickbytick for ib
2022-02-07 12:53:30 -05:00
8d432e1988
Shorter clear rate axis title
2022-02-07 12:53:30 -05:00
87653ddca2
Simplify to only needed one LHS axis for clearing rates
2022-02-07 12:53:30 -05:00
73faafcfc1
Add trade "rates" (i.e. trade counts) support B)
...
Though it's not per-tick accurate, accumulate the number of "trades"
(i.e. the "clearing rate" - maybe this is a better name?) per bar
inside the `dolla_vlm` fsp and average and report wmas of this in the
`flow_rates` fsp.
2022-02-07 12:53:30 -05:00
e4244e96a9
Fix var name typo
2022-02-07 12:53:30 -05:00
5274eb538c
Add 16 period dollar vlm rates, drop ib rates for now
2022-02-07 12:53:30 -05:00
b358b8e874
Move `wma` fsp earlier in module
2022-02-07 12:53:30 -05:00
2d3c685e19
Typecast np dtype description to a tuple
2022-02-07 12:53:30 -05:00
4570b06c26
Handle no y-range maxmin output (seems like bug?)
2022-02-07 12:53:30 -05:00
26b0071471
Subscribe for rate calcs from IB in default tick set
2022-02-07 12:53:30 -05:00
1fc6429f75
Prep for manual rate calcs, handle non-ib backends XD
2022-02-07 12:53:30 -05:00
ebf3e00438
Add `Fsp._flow_registry` as actor-local table
...
Define the flows table as a class var (thus making it a "global" and/or
actor-local state) which can be accessed by any in process task. Add
`Fsp.get_shm()` to allow accessing output streams by source-token + fsp
routine reference and thus providing inter-fsp low level access to
real-time flows.
2022-02-07 12:53:30 -05:00
df6afe24a4
Define a flow registry on `FspAdmin`, use it to update fsp engine clusters
2022-02-07 12:53:30 -05:00
d130f0449f
Expect registry of fsp "flows" to each engine task
...
In order for fsp routines to be able to look up other "flows" in the
cascade, we need a small registry-table which gives access to a map of
a source stream + an fsp -> an output stream. Eventually we'll also
likely want a dependency (injection) mechanism so that any fsp demanded
can either be dynamically allocated or at the least waited upon before
a consumer tries to access it.
2022-02-07 12:53:30 -05:00
efb743fd85
Flip to using `pydantic` for shm tokens
2022-02-07 12:53:30 -05:00
615bf3a55a
Use solid line for vlm rate and dashed for trades rate
2022-02-07 12:53:30 -05:00
d4f79a6245
Comment flow rates fsp prints
2022-02-07 12:53:30 -05:00
4b7d1fb35b
Add line style via `str` style name to our fast curve
2022-02-07 12:53:30 -05:00
0b5250d5e3
Plot the vlm rate (per min) taken verbatim from ib
2022-02-07 12:53:30 -05:00
97c2f86092
TOSQUASH, fix separate vlm vs trade rate
2022-02-07 12:53:30 -05:00
f3289c1977
Create source length zeroed arrays from yielded `None` fsp history
2022-02-07 12:53:30 -05:00
4e96dd09e3
Add a `.text_color` property to our axes types
2022-02-07 12:53:30 -05:00
b81209e78e
Ensure `sym` arg is a `str`
2022-02-07 12:53:30 -05:00
dfe4473c9a
Yield history `dict`s, add a `flow_rates` fsp
2022-02-07 12:53:30 -05:00
1aae40cdeb
Expect multi-output fsps to yield a `dict` of history arrays
2022-02-07 12:53:30 -05:00
8118a57b9a
Guard against no time field in some provider quotes
2022-02-07 12:53:30 -05:00
5952e7f538
Add dark vlm deduplication support via flag
2022-02-07 12:53:30 -05:00
cef2cdd6b6
Merge pull request #271 from pikers/ib_mkt_closed
...
Ib mkt closed
2022-02-07 11:13:40 -05:00
16c04e11e4
Comment out nan-price assert previously for `ib` in ems clear tasks
2022-02-07 09:49:45 -05:00
9bfad86c29
Drop timeout-cancel block
2022-02-07 09:49:45 -05:00
a9d42b374f
ib: Allow history backfilling even when markets are closed
2022-02-07 09:49:45 -05:00
43b39d3b6b
Merge pull request #275 from pikers/py3.10_support
...
Py3.10 support
2022-02-07 09:48:54 -05:00
174590ee88
Note 3.10 support and add msgspec as dep
2022-02-07 09:41:13 -05:00
00a90e7390
Change dpi log msg back to debug
2022-02-07 09:36:07 -05:00
1aaa382036
Avoid null index race-error during startup
2022-02-07 09:36:07 -05:00
999d3efdd7
Another `int` required
2022-02-07 09:36:07 -05:00
f63a7c497d
Latest `PyQt5` expects `ints` for widget sizings
2022-02-07 09:36:07 -05:00
022f90df09
Merge pull request #269 from pikers/default_multiplier
...
Add default for multiplier var
2022-02-02 20:52:26 -05:00
82d1b85b09
Add default for multiplier var
2022-02-02 20:46:45 -03:00
a2698c73b5
Merge pull request #260 from pikers/dark_vlm
...
Dark vlm
2022-01-30 14:10:19 -05:00
20a24283a1
Link to `tractor`'s master branch instead of pin
2022-01-30 12:52:46 -05:00
bb8fade16f
Update `msgpub` import from `tractor.experimental`
2022-01-30 12:46:54 -05:00
296863348d
Update imports to `tractor.msg.NamespacePath`
2022-01-30 12:46:20 -05:00
95b31cbc0f
Drop references to deprecated `tractor.msg.pub`
2022-01-29 12:44:45 -05:00
6a0fba1eb3
Support maxmin over multiple arrays; Keep dark vlm in view
2022-01-28 11:45:47 -05:00
06934be047
Overlay dark $volume B)
2022-01-28 08:46:24 -05:00
28b5be0719
Accumulate dark vlm ticks independently per sample step
2022-01-28 08:46:04 -05:00
67de8f24b9
Init history output with `np.zeros()`
2022-01-28 08:45:28 -05:00
b112f24e7e
Drop old commented cruft, use `Fsp.name`
2022-01-28 07:51:13 -05:00
bd2460846e
Decorate momo routines
2022-01-28 07:43:49 -05:00
Tyler Goodlet
goodboy
Guillermo Rodriguez