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final_ohlc bugfix

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tim
2024-08-04 22:33:21 -04:00
parent 6dd7f672a8
commit 355255e4d0
1 changed files with 27 additions and 6 deletions
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29
src/dexorder/final_ohlc.py
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@@ -150,6 +150,7 @@ class OHLCFile:
# first we write the "final" rows which means rows that have been closed and will get no more data. # first we write the "final" rows which means rows that have been closed and will get no more data.
for row in self._final_rows: for row in self._final_rows:
self.file.write(OHLCFile.row_bytes(row)) self.file.write(OHLCFile.row_bytes(row))
self._final_rows.clear()
# apply any pending changes to the current row # apply any pending changes to the current row
if self._pending is not None: if self._pending is not None:
self._cur = self._pending self._cur = self._pending
@@ -214,19 +215,25 @@ class OHLCFileSeries:
self.base_dir = base_dir self.base_dir = base_dir
self.symbol = symbol self.symbol = symbol
self.series_start: Optional[datetime] = None # timestamp of the first datum in the series self.series_start: Optional[datetime] = None # timestamp of the first datum in the series
self.write_offset: int = 0 self.write_offset: Optional[int] = None
self.last_flush: Optional[tuple[datetime,dec]] = None self.last_flush: Optional[tuple[datetime,dec]] = None
self.quote_file = None self.quote_file = None
self.dirty_files = set() self.dirty_files = set()
self.quote: Optional[tuple[datetime,dec]] = None self.quote: Optional[tuple[datetime,dec]] = None
@property
def quote_filename(self):
return os.path.join(self.base_dir, self.symbol, 'quote.csv')
def update(self, time: datetime, price: dec): def update(self, time: datetime, price: dec):
# #
# load quote file # load quote file
# #
if self.quote_file is None: if self.quote_file is None:
quote_filename = os.path.join(self.base_dir, self.symbol, 'quote.csv') quote_filename = self.quote_filename
try: try:
self.quote_file = open(quote_filename, 'br+') self.quote_file = open(quote_filename, 'br+')
# load existing quote file # load existing quote file
@@ -289,14 +296,28 @@ class OHLCFileSeries:
# #
# flush quote file # flush quote file
# #
try:
start_of_column = self.quote_file.tell()
self.quote_file.write(f'{ts},{price:f}'.encode('ascii')) self.quote_file.write(f'{ts},{price:f}'.encode('ascii'))
self.quote_file.truncate()
self.quote_file.flush() self.quote_file.flush()
self.quote_file.seek(self.write_offset) self.quote_file.seek(start_of_column)
except IOError:
log.exception(f'While saving quote file {self.quote_filename}')
# remember where we were so we can forward-fill again next time # remember the last flush point so we can forward-fill next time
self.last_flush = self.quote self.last_flush = self.quote
def __hash__(self):
return hash((self.base_dir,self.symbol))
def __eq__(self, other):
return other.base_dir == self.base_dir and other.symbol == self.symbol
class FinalOHLCRepository: class FinalOHLCRepository:
""" """
Used for backfill when all data is known to be final. Keeps a simple table of current NativeOHLC candles. Used for backfill when all data is known to be final. Keeps a simple table of current NativeOHLC candles.