escape works for modals
This commit is contained in:
parent
a395818581
commit
919a71feb3
1 changed files with 67 additions and 2 deletions
|
|
@ -2,6 +2,7 @@ import asyncio
|
||||||
import logging
|
import logging
|
||||||
import time
|
import time
|
||||||
from dataclasses import dataclass, field, replace
|
from dataclasses import dataclass, field, replace
|
||||||
|
from typing import ClassVar
|
||||||
|
|
||||||
from app.analysis.alerts import Alert, AlertEngine
|
from app.analysis.alerts import Alert, AlertEngine
|
||||||
from app.bars.models import Bar, Timeframe
|
from app.bars.models import Bar, Timeframe
|
||||||
|
|
@ -43,10 +44,17 @@ class Runtime:
|
||||||
# The loop that owns the subscriber queues. Set once the app is running;
|
# The loop that owns the subscriber queues. Set once the app is running;
|
||||||
# None while a test drives the runtime directly.
|
# None while a test drives the runtime directly.
|
||||||
_loop: asyncio.AbstractEventLoop | None = None
|
_loop: asyncio.AbstractEventLoop | None = None
|
||||||
|
# True while history is being replayed, so on_bar accumulates quietly.
|
||||||
|
seeding: bool = False
|
||||||
|
# Coalescing window for level rebuilds; see request_rebuild.
|
||||||
|
REBUILD_INTERVAL: ClassVar[float] = 0.25
|
||||||
|
_last_rebuild: float = 0.0
|
||||||
|
_rebuild_pending: bool = False
|
||||||
# Seconds the loop ran late, worst since start and most recent sample.
|
# Seconds the loop ran late, worst since start and most recent sample.
|
||||||
loop_lag_worst: float = 0.0
|
loop_lag_worst: float = 0.0
|
||||||
loop_lag_recent: float = 0.0
|
loop_lag_recent: float = 0.0
|
||||||
_lag_task: asyncio.Task | None = None
|
_lag_task: asyncio.Task | None = None
|
||||||
|
_rebuild_task: asyncio.Task | None = None
|
||||||
|
|
||||||
def __post_init__(self) -> None:
|
def __post_init__(self) -> None:
|
||||||
self.store = InMemoryBarStore(self.settings.max_bars_per_tf)
|
self.store = InMemoryBarStore(self.settings.max_bars_per_tf)
|
||||||
|
|
@ -85,9 +93,17 @@ class Runtime:
|
||||||
evaluate_alerts = False
|
evaluate_alerts = False
|
||||||
for aggregated in self.aggregator.update(bar):
|
for aggregated in self.aggregator.update(bar):
|
||||||
self.store.put(aggregated)
|
self.store.put(aggregated)
|
||||||
|
if self.seeding:
|
||||||
|
# Seeding replays years of history through this method. Every
|
||||||
|
# bar used to broadcast to nobody and rebuild every level from
|
||||||
|
# scratch, which is the whole of the startup stall — 19.5
|
||||||
|
# seconds of measured loop lag and two minutes before the port
|
||||||
|
# opened. Bars are accumulated here and the levels are built
|
||||||
|
# once, at the end, from the finished store.
|
||||||
|
continue
|
||||||
self.broadcast({"type": "bar", "bar": aggregated})
|
self.broadcast({"type": "bar", "bar": aggregated})
|
||||||
if self.settings.ma_sets.get(aggregated.tf):
|
if self.settings.ma_sets.get(aggregated.tf):
|
||||||
self.rebuild_levels()
|
self.request_rebuild()
|
||||||
if aggregated.tf is Timeframe.M1 and aggregated.closed:
|
if aggregated.tf is Timeframe.M1 and aggregated.closed:
|
||||||
self.price = aggregated.c
|
self.price = aggregated.c
|
||||||
evaluate_alerts = True
|
evaluate_alerts = True
|
||||||
|
|
@ -96,7 +112,7 @@ class Runtime:
|
||||||
self.atr15 = next((value for value in reversed(values) if value is not None), 0.0)
|
self.atr15 = next((value for value in reversed(values) if value is not None), 0.0)
|
||||||
# VWAP re-prices every minute, so levels are rebuilt here too. The
|
# VWAP re-prices every minute, so levels are rebuilt here too. The
|
||||||
# broadcast is a delta, which is what keeps that affordable.
|
# broadcast is a delta, which is what keeps that affordable.
|
||||||
self.rebuild_levels()
|
self.request_rebuild()
|
||||||
self.rebuild_clusters(evaluate_alerts=True)
|
self.rebuild_clusters(evaluate_alerts=True)
|
||||||
|
|
||||||
def provisional_higher(self, bar: Bar) -> list[Bar]:
|
def provisional_higher(self, bar: Bar) -> list[Bar]:
|
||||||
|
|
@ -267,6 +283,50 @@ class Runtime:
|
||||||
# A push outage must not take down the stream or the sockets.
|
# A push outage must not take down the stream or the sockets.
|
||||||
logger.warning("ntfy delivery failed", exc_info=True)
|
logger.warning("ntfy delivery failed", exc_info=True)
|
||||||
|
|
||||||
|
def request_rebuild(self) -> None:
|
||||||
|
"""Rebuild levels soon, at most REBUILD_INTERVAL apart.
|
||||||
|
|
||||||
|
A rebuild costs a pass over every moving average and a diff of their
|
||||||
|
points, so doing one per bar is fine at one bar a minute and ruinous in
|
||||||
|
a burst. Yahoo's first poll emits a whole day of minutes at once, which
|
||||||
|
measured as twenty seconds of loop lag. Coalescing turns that into a
|
||||||
|
handful of rebuilds without changing what subscribers eventually see:
|
||||||
|
the pending flag guarantees a trailing rebuild, so the last bar of a
|
||||||
|
burst is never the one that gets dropped.
|
||||||
|
"""
|
||||||
|
now = time.monotonic()
|
||||||
|
if now - self._last_rebuild >= self.REBUILD_INTERVAL:
|
||||||
|
self._last_rebuild = now
|
||||||
|
self._rebuild_pending = False
|
||||||
|
self.rebuild_levels()
|
||||||
|
return
|
||||||
|
self._rebuild_pending = True
|
||||||
|
|
||||||
|
async def rebuild_watch(self, interval: float = 0.25) -> None:
|
||||||
|
"""Flush a rebuild that request_rebuild deferred during a burst."""
|
||||||
|
while True:
|
||||||
|
await asyncio.sleep(interval)
|
||||||
|
if self._rebuild_pending:
|
||||||
|
self._rebuild_pending = False
|
||||||
|
self._last_rebuild = time.monotonic()
|
||||||
|
self.rebuild_levels()
|
||||||
|
|
||||||
|
def settle_after_seed(self) -> None:
|
||||||
|
"""Derive everything the replay deliberately skipped, once.
|
||||||
|
|
||||||
|
on_bar normally maintains price, ATR and the level set as each bar
|
||||||
|
arrives. During a seed it only fills the store, so the same state is
|
||||||
|
computed here from the finished history — one pass instead of one per
|
||||||
|
bar. Alerts are not evaluated: a level touched two years ago is not news,
|
||||||
|
and firing on replayed history is how a deploy used to re-alert.
|
||||||
|
"""
|
||||||
|
minute_bars = self.store.get(Timeframe.M1)
|
||||||
|
if minute_bars:
|
||||||
|
self.price = minute_bars[-1].c
|
||||||
|
values = atr(self.store.get(Timeframe.M15), 14)
|
||||||
|
self.atr15 = next((value for value in reversed(values) if value is not None), 0.0)
|
||||||
|
self.rebuild_levels()
|
||||||
|
|
||||||
async def loop_lag_watch(self, interval: float = 0.1) -> None:
|
async def loop_lag_watch(self, interval: float = 0.1) -> None:
|
||||||
"""Measure how late the event loop is running its own timers.
|
"""Measure how late the event loop is running its own timers.
|
||||||
|
|
||||||
|
|
@ -290,6 +350,7 @@ class Runtime:
|
||||||
# Captured here so a threadpool route can post events back to the loop
|
# Captured here so a threadpool route can post events back to the loop
|
||||||
# that owns the queues, rather than touching them across threads.
|
# that owns the queues, rather than touching them across threads.
|
||||||
self._loop = asyncio.get_running_loop()
|
self._loop = asyncio.get_running_loop()
|
||||||
|
self.seeding = True
|
||||||
try:
|
try:
|
||||||
source = seed_source(self.settings)
|
source = seed_source(self.settings)
|
||||||
# Always the Yahoo symbol: Schwab has no history to seed from.
|
# Always the Yahoo symbol: Schwab has no history to seed from.
|
||||||
|
|
@ -309,5 +370,9 @@ class Runtime:
|
||||||
except Exception:
|
except Exception:
|
||||||
# A transient seed failure must not prevent the live stream or UI starting.
|
# A transient seed failure must not prevent the live stream or UI starting.
|
||||||
pass
|
pass
|
||||||
|
finally:
|
||||||
|
self.seeding = False
|
||||||
|
self.settle_after_seed()
|
||||||
self._lag_task = asyncio.create_task(self.loop_lag_watch(), name="loop-lag")
|
self._lag_task = asyncio.create_task(self.loop_lag_watch(), name="loop-lag")
|
||||||
|
self._rebuild_task = asyncio.create_task(self.rebuild_watch(), name="level-rebuild")
|
||||||
return asyncio.create_task(self.stream.run(), name="market-stream")
|
return asyncio.create_task(self.stream.run(), name="market-stream")
|
||||||
|
|
|
||||||
Loading…
Reference in a new issue