ohlc retained length fix
This commit is contained in:
@@ -359,7 +359,7 @@ class OHLCRepository:
|
||||
if price is None, then bars are advanced based on the time but no new price is added to the series.
|
||||
"""
|
||||
if OHLC_LIMIT_POOLS_DEBUG is not None and (symbol,period) not in OHLC_LIMIT_POOLS_DEBUG:
|
||||
return
|
||||
return None
|
||||
# logname = f'{symbol} {period_name(period)}'
|
||||
# log.debug(f'Updating OHLC {logname} {minutely(time)} {price}')
|
||||
if price is not None:
|
||||
@@ -371,33 +371,31 @@ class OHLCRepository:
|
||||
# log.debug(f'got recent {historical}')
|
||||
if not historical:
|
||||
if create is False or price is None:
|
||||
return # do not track symbols which have not been explicity set up
|
||||
historical = []
|
||||
return None # do not track symbols which have not been explicity set up
|
||||
updated = [NativeOHLC(ohlc_start_time(time, period), price, price, price, price)]
|
||||
# log.debug(f'\tcreated new bars {updated}')
|
||||
else:
|
||||
updated = update_ohlc(historical[-1], period, time, price)
|
||||
# drop any historical bars that are older than we need
|
||||
# oldest_needed = cover the root block time plus one period prior
|
||||
root_branch = current_blockstate.get().root_branch
|
||||
root_hash = root_branch.head
|
||||
if root_hash is not None:
|
||||
root_timestamp = await get_block_timestamp(root_hash)
|
||||
oldest_needed = from_timestamp(root_timestamp) - period
|
||||
# noinspection PyTypeChecker
|
||||
trim = (oldest_needed - historical[0].start) // period
|
||||
if trim > 0:
|
||||
historical = historical[trim:]
|
||||
|
||||
# now overlap the updated data on top of the historical data
|
||||
if not historical or not updated:
|
||||
updated = historical + updated
|
||||
else:
|
||||
# overlap the updated OHLC's on top of the historical ones
|
||||
last_bar = historical[-1].start
|
||||
first_updated = updated[0].start
|
||||
overlap = (first_updated - last_bar) // period + 1
|
||||
updated = historical[:-overlap] + updated if overlap > 0 else historical + updated
|
||||
# log.debug(f'\tnew recents: {updated}')
|
||||
|
||||
# drop any bars that are older than we need
|
||||
# oldest_needed = cover the root block time plus one period prior
|
||||
root_branch = current_blockstate.get().root_branch
|
||||
root_hash = root_branch.head
|
||||
if root_hash is not None:
|
||||
root_timestamp = await get_block_timestamp(root_hash)
|
||||
oldest_needed = from_timestamp(root_timestamp) - period
|
||||
# noinspection PyTypeChecker
|
||||
trim = (oldest_needed - updated[0].start) // period
|
||||
if trim > 0:
|
||||
updated = updated[trim:]
|
||||
|
||||
if len(updated) > 3:
|
||||
log.debug(f'\tnew recents ({len(updated)}): {updated}')
|
||||
recent_ohlcs.setitem(key, updated)
|
||||
return updated
|
||||
|
||||
|
||||
Reference in New Issue
Block a user