Dark vlm #260
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Dark vlm #260
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goodboy
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fsp
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Instead of referencing the remote processing funcs by a `str` name start
embracing the new `@fsp`/`Fsp` API such that wrapped processing
functions are first class APIs.
Summary of the changeset:
- move and load the fsp built-in set in the new `.fsp._api` module
- handle processors ("fsps") which want to yield multiple keyed-values
(interleaved in time) by expecting both history that is keyed and
assigned to the appropriate struct-array field, *and* real-time
`yield`ed value in tuples of the form `tuple[str, float]` such that
any one (async) processing function can deliver multiple outputs from
the same base calculation.
- drop `maybe_mk_fsp_shm()` from UI module
- expect and manage `Fsp` instances (`@fsp` decorated funcs) throughout
the UI code, particularly the `FspAdmin` layer.
guilledk
approved these changes
Jan 28, 2022
| # timeframes=['1s', '5s', '15s', '1m', '5m', '1H'], | ||
| # ) | ||
| async def _rsi( | ||
| @fsp |
|
One last thing is we gotta land goodboy/tractor#295 for the new Ping @guilledk |
|
One last note on this was whether to always show the dark vlm curve even if no feed is available from the data provider. For now it's just getting set to zero and that zero curve is updated on each step; we should probably have some kind of "symbol info" field that determines whether we draw it at all to avoid the unneeded overhead in most cases. |
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WIP plotting "dark" volume trades overlayed with normal feed provided by the
ibbackend.The feed for these are the so called unreportable trades as vaguely mentioned in their tick types under id
48:https://interactivebrokers.github.io/tws-api/tick_types.html
ToDo:
[ ] possibly a line overlayed with the OHLC bars to some how indicate the direction of these ticks(deferred to Dark vlm real-time trade balance #266)