56 lines
1.6 KiB
Python
56 lines
1.6 KiB
Python
import asyncio
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import json
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from collections.abc import AsyncIterator
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from pathlib import Path
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from app.bars.models import Bar, Timeframe
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class ReplaySource:
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name = "replay"
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def __init__(self, path: str | Path, speed: float = 0):
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self.path = Path(path)
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self.speed = speed
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def supports_history(self) -> bool:
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return True
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def supports_stream(self) -> bool:
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return True
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def _rows(self) -> list[dict]:
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if not self.path.exists():
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return []
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with self.path.open(encoding="utf-8") as tape:
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return [json.loads(line) for line in tape if line.strip()]
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async def history(
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self,
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symbol: str,
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tf: Timeframe,
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start: int | None = None,
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end: int | None = None,
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*,
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range_: str | None = None,
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) -> list[Bar]:
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return [
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bar
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for row in self._rows()
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if (bar := Bar.from_dict(row["bar"])).tf is tf
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and (not symbol or bar.symbol == symbol)
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and (start is None or bar.t >= start)
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and (end is None or bar.t < end)
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]
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async def stream(self, symbol: str) -> AsyncIterator[Bar]:
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previous_arrival: float | None = None
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for row in self._rows():
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bar = Bar.from_dict(row["bar"])
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if symbol and bar.symbol != symbol:
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continue
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arrival = float(row["arrival_t"])
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if self.speed > 0 and previous_arrival is not None:
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await asyncio.sleep(max(0, arrival - previous_arrival) / self.speed)
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previous_arrival = arrival
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yield bar
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