Commit Graph

19 Commits (e51ba404fc828ee3958f06edea8ddf66ea7e437b)

Author SHA1 Message Date
Tyler Goodlet bd8e4760d5 Port everything strictly to `Position.mkt` and `Flume.mkt` 2023-05-24 12:16:28 -04:00
Tyler Goodlet 8e97814c1f Add "no vlm" indication to `FeedInit`
Stash it for now in the (now mutable by default) `.shm_write_opts` and
have the new `Flume._has_vlm: bool` (only set to false internally by
feed layer) which can be read via new public `.has_vlm()` predicate.
Move out the old `.ui/_fsp` helper logic to this flume method.
2023-05-24 08:25:14 -04:00
Tyler Goodlet 53a41ba93d Add subsys log to new `.data._util` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 611d86d988 Change `Flume.symbol` -> `.mkt: MktPair`
Might as well try and flip it over to the new type; make appropriate
dict serialization changes in `.to_msg()`. Alias back to `.symbol:
Symbol` with a property.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 452cd7db8a Optionally load `MktPair` in `Flume`s 2023-05-09 14:49:25 -04:00
Tyler Goodlet 55b6cba31e Encode a `mktpair` field if passed in msg by caller 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7a8e615fa6 Explicitly decode tick sizes as decimal for symbol loading in `Flume` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 9f03484c4d Move all fqsn parsing and `Symbol` to new `accounting._mktinfo 2023-05-09 14:49:25 -04:00
Tyler Goodlet 63f0567418 Drop `Flume.index_stream()`, `._sampling.open_sample_stream()` replaces it 2023-02-13 12:27:58 -05:00
Tyler Goodlet 3bed142d15 Handle time-indexing for fill arrows
Call into a reworked `Flume.get_index()` for both the slow and fast
chart and do time index clipping to last datum where necessary.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 98438e29ef Drop `Flume.view_data()` 2023-02-12 13:41:18 -05:00
Tyler Goodlet a33f58a61a Move `Flume.slice_from_time()` to `.data._pathops` mod func 2023-02-12 13:41:17 -05:00
Tyler Goodlet bf88b40a50 Facepalm**2: fix array-read-slice, like actually..
We need to subtract the first index in the array segment read, not the
first index value in the time-sliced output, to get the correct offset
into the non-absolute (`ShmArray.array` read) array..

Further we **do** need the `&` between the advance indexing conditions
and this adds profiling to see that it is indeed real slow (like 20ms
ish even when using `np.where()`).
2023-02-12 13:41:17 -05:00
Tyler Goodlet 031d7967de Facepalm: actually return latest index on time slice fail.. 2023-02-12 13:41:17 -05:00
Tyler Goodlet 382a619a03 Fix from-time index slicing?
Apparently we want an `|` for the advanced indexing logic?
Also, fix `read_slc` start to not always be 0 XD
2023-02-12 13:41:17 -05:00
Tyler Goodlet 6cacd7d18b Make `Viz.slice_from_time()` take input array
Probably means it doesn't need to be a `Flume` method but it's
convenient to expect the caller to pass in the `np.ndarray` with
a `'time'` field instead of a `timeframe: str` arg; also, return the
slice mask instead of the sliced array as output (again allowing the
caller to do any slicing). Also, handle the slice-outside-time-range
case by just returning the entire index range with a `None` mask.

Adjust `Viz.view_data()` to instead do timeframe (for rt vs. hist shm
array) lookup and equiv array slicing with the returned mask.
2023-02-12 13:41:17 -05:00
Tyler Goodlet 045b76bab5 Make `Flume.index_stream()` defer to new sampling api 2023-01-13 13:21:49 -05:00
Tyler Goodlet 8e1ceca43d Add some data-flows jargon notes (re: #270) 2023-01-13 13:21:15 -05:00
Tyler Goodlet c85e7790de Rename `._flumes.py` -> `.flows.py` 2023-01-13 13:21:15 -05:00