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final ohlc bugfix

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tim
2024-08-05 01:35:31 -04:00
parent 0150e751cc
commit 4ab9262b53
1 changed files with 5 additions and 4 deletions
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9
src/dexorder/final_ohlc.py
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@@ -187,9 +187,10 @@ class OHLCFile:
offset = self.file.tell() # this will end up pointing to the start of the last row offset = self.file.tell() # this will end up pointing to the start of the last row
for line in self.file.readlines(): # all files should be small and can load at once for line in self.file.readlines(): # all files should be small and can load at once
line_number += 1 line_number += 1
row = line.decode('ascii').strip().split(',') split = line.decode('ascii').strip().split(',')
if not row[0]: # empty line if not split[0]: # empty line. do not replace row.
continue continue
row = split
if prev_line is not None: if prev_line is not None:
# advance cursor past the previous row # advance cursor past the previous row
offset += len(prev_line) offset += len(prev_line)
@@ -202,7 +203,7 @@ class OHLCFile:
log.error(f'Couldn\'t read line {line_number} in {self.filename} row {row}') log.error(f'Couldn\'t read line {line_number} in {self.filename} row {row}')
raise raise
prev_line = line prev_line = line
if row is not None: if row is not None and row[0]:
try: try:
self._cur = [int(row[0]), *(dec(p) for p in row[1:])] # convert to int timestamp and dec prices self._cur = [int(row[0]), *(dec(p) for p in row[1:])] # convert to int timestamp and dec prices
except: except:
@@ -313,7 +314,7 @@ class OHLCFileSeries:
# #
try: try:
start_of_column = self.quote_file.tell() 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}\n'.encode('ascii'))
self.quote_file.truncate() self.quote_file.truncate()
self.quote_file.flush() self.quote_file.flush()
self.quote_file.seek(start_of_column) self.quote_file.seek(start_of_column)