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4 Commits
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f39b362bc4
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f39b362bc4 | |
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d2e1d6ce91 | |
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d0966e0363 | |
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4081336bd3 |
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@ -178,8 +178,8 @@ async def open_history_client(
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async def get_hist(
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timeframe: float,
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end_dt: datetime | None = None,
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start_dt: datetime | None = None,
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end_dt: datetime|None = None,
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start_dt: datetime|None = None,
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) -> tuple[np.ndarray, str]:
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@ -262,7 +262,29 @@ async def open_history_client(
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vlm = bars_array['volume']
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vlm[vlm < 0] = 0
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return bars_array, first_dt, last_dt
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# XXX, if a start-limit was passed ensure we only
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# return history that far back!
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if (
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start_dt
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and
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last_dt < start_dt
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):
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bars_array = bars_array[
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bars_array['time'] >= start_dt.timestamp()
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]
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# TODO! rm this once we're more confident it never hits!
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breakpoint()
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raise RuntimeError(
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f'OHLC-bars array start is gt `start_dt` limit !!\n'
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f'start_dt: {start_dt}\n'
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f'last_dt: {last_dt}\n'
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)
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return (
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bars_array,
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first_dt,
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last_dt,
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)
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# TODO: it seems like we can do async queries for ohlc
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# but getting the order right still isn't working and I'm not
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@ -397,7 +419,7 @@ async def get_bars(
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# blank to start which tells ib to look up the latest datum
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end_dt: str = '',
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start_dt: str | None = '',
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start_dt: str|None = '',
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# TODO: make this more dynamic based on measured frame rx latency?
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# how long before we trigger a feed reset (seconds)
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@ -451,6 +473,8 @@ async def get_bars(
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dt_duration,
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) = await proxy.bars(
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fqme=fqme,
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# XXX TODO! lol we're not using this..
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# start_dt=start_dt,
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end_dt=end_dt,
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sample_period_s=timeframe,
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@ -275,6 +275,10 @@ def get_null_segs(
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# diff of abs index steps between each zeroed row
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absi_zdiff: np.ndarray = np.diff(absi_zeros)
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if zero_t.size < 2:
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breakpoint()
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return None
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# scan for all frame-indices where the
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# zeroed-row-abs-index-step-diff is greater then the
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# expected increment of 1.
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@ -434,8 +438,8 @@ def get_null_segs(
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def iter_null_segs(
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timeframe: float,
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frame: Frame | None = None,
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null_segs: tuple | None = None,
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frame: Frame|None = None,
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null_segs: tuple|None = None,
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) -> Generator[
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tuple[
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@ -487,7 +491,8 @@ def iter_null_segs(
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start_dt = None
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if (
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absi_start is not None
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and start_t != 0
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and
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start_t != 0
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):
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fi_start: int = absi_start - absi_first
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start_row: Seq = frame[fi_start]
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@ -501,8 +506,8 @@ def iter_null_segs(
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yield (
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absi_start, absi_end, # abs indices
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fi_start, fi_end, # relative "frame" indices
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start_t, end_t,
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start_dt, end_dt,
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start_t, end_t, # epoch times
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start_dt, end_dt, # dts
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)
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@ -121,21 +121,24 @@ async def markup_gaps(
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# iend += margin
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# istart -= margin
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rect_gap: float = BGM*3/8
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opn: float = row['open'][0]
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cls: float = prev_r['close'][0]
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ro: tuple[float, float] = (
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iend + rect_gap + 1,
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opn,
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)
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# BGM=0.16 is the normal diff from overlap between bars, SO
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# just go slightly "in" from that "between them".
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from_idx: int = BGM - .06 # = .10
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lc: tuple[float, float] = (
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istart - rect_gap, # + 1 ,
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istart + 1 - from_idx,
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cls,
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)
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ro: tuple[float, float] = (
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iend + from_idx,
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opn,
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)
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diff: float = cls - opn
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sgn: float = copysign(1, diff)
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color: str = 'dad_blue'
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# TODO? mks more sense to have up/down coloring?
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# color: str = {
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@ -242,6 +242,13 @@ async def maybe_fill_null_segments(
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end_dt=end_dt,
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)
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if (
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from_timestamp(
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array['time'][0]
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) < backfill_until_dt
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):
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await tractor.pause()
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# XXX TODO: pretty sure if i plot tsla, btcusdt.binance
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# and mnq.cme.ib this causes a Qt crash XXDDD
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@ -308,6 +308,7 @@ def hcolor(name: str) -> str:
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'cool_green': '#33b864',
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'dull_green': '#74a662',
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'hedge_green': '#518360',
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'lilypad_green': '#839c84',
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# orders and alerts
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'alert_yellow': '#e2d083',
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@ -335,6 +336,7 @@ def hcolor(name: str) -> str:
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'sell_red': '#b6003f',
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# 'sell_red': '#d00048',
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'sell_red_light': '#f85462',
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'wine': '#69212d',
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# 'sell_red': '#f85462',
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# 'sell_red_light': '#ff4d5c',
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