final_ohlc bugfix
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@@ -150,6 +150,7 @@ class OHLCFile:
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# first we write the "final" rows which means rows that have been closed and will get no more data.
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for row in self._final_rows:
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self.file.write(OHLCFile.row_bytes(row))
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self._final_rows.clear()
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# apply any pending changes to the current row
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if self._pending is not None:
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self._cur = self._pending
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@@ -214,19 +215,25 @@ class OHLCFileSeries:
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self.base_dir = base_dir
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self.symbol = symbol
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self.series_start: Optional[datetime] = None # timestamp of the first datum in the series
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self.write_offset: int = 0
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self.write_offset: Optional[int] = None
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self.last_flush: Optional[tuple[datetime,dec]] = None
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self.quote_file = None
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self.dirty_files = set()
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self.quote: Optional[tuple[datetime,dec]] = None
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@property
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def quote_filename(self):
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return os.path.join(self.base_dir, self.symbol, 'quote.csv')
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def update(self, time: datetime, price: dec):
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#
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# load quote file
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#
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if self.quote_file is None:
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quote_filename = os.path.join(self.base_dir, self.symbol, 'quote.csv')
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quote_filename = self.quote_filename
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try:
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self.quote_file = open(quote_filename, 'br+')
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# load existing quote file
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@@ -289,14 +296,28 @@ class OHLCFileSeries:
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#
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# flush quote file
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#
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self.quote_file.write(f'{ts},{price:f}'.encode('ascii'))
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self.quote_file.flush()
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self.quote_file.seek(self.write_offset)
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try:
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start_of_column = self.quote_file.tell()
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self.quote_file.write(f'{ts},{price:f}'.encode('ascii'))
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self.quote_file.truncate()
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self.quote_file.flush()
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self.quote_file.seek(start_of_column)
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except IOError:
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log.exception(f'While saving quote file {self.quote_filename}')
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# remember where we were so we can forward-fill again next time
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# remember the last flush point so we can forward-fill next time
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self.last_flush = self.quote
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def __hash__(self):
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return hash((self.base_dir,self.symbol))
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def __eq__(self, other):
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return other.base_dir == self.base_dir and other.symbol == self.symbol
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class FinalOHLCRepository:
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"""
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Used for backfill when all data is known to be final. Keeps a simple table of current NativeOHLC candles.
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