From caf588201c6158c5ecba9eb563e0a96a6ab40dce Mon Sep 17 00:00:00 2001 From: Stefan Dresselhaus Date: Fri, 12 Aug 2022 18:52:30 +0200 Subject: [PATCH] #12 now finally done? ... :sweat_smile: --- src/AppFiller.hs | 2 +- src/Chart.hs | 34 +++++++++++++++++++++------------- src/Run.hs | 2 +- src/Types.hs | 4 ++-- 4 files changed, 25 insertions(+), 17 deletions(-) diff --git a/src/AppFiller.hs b/src/AppFiller.hs index 402fc6a..61dd20e 100644 --- a/src/AppFiller.hs +++ b/src/AppFiller.hs @@ -74,7 +74,7 @@ handleTickPrice IB_TickPrice{..} = do IBTickType_Last_Price -> do t <- utcTimeToSeconds <$> liftIO getCurrentTime let cp = ChartPoint (TimeInterval t t) price (fromIntegral size) [] - logInfo $ displayShow ("added point", cp) + logDebug $ displayShow ("added point", cp) liftIO $ atomically $ modifyTVar chartVar (\c@Chart{..} -> c { chartData = chartData |> cp, chartDirty = True}) _ -> return () handleTickPrice _ = error "impossible" diff --git a/src/Chart.hs b/src/Chart.hs index d3b2a56..ccae697 100644 --- a/src/Chart.hs +++ b/src/Chart.hs @@ -99,7 +99,7 @@ fillChart app contract cVar = runRIO app $ do threadDelay 1000000 -- sleep 5 seconds chunkChart :: Int -> Int -> Int -> FingerTree TimeInterval ChartPoint -> [(TimeInterval,[ChartPoint])] -chunkChart from until ticks tree = D.trace ("chunking from "<> show from <> " to " <> show until) $ go from ticks interval +chunkChart from until ticks tree = go from ticks interval where traceShowCommentId' s a = a -- traceShowCommentId s a traceShowComment' s a b = b -- traceShowComment s a b @@ -111,11 +111,11 @@ chunkChart from until ticks tree = D.trace ("chunking from "<> show from <> " to | otherwise = let searchpred start@(TimeInterval x y) end@(TimeInterval a b) | start == mempty = False | end == mempty = True - | otherwise = f <= x+i + | otherwise = traceShowComment' "search" (f, x, start, end) $ f+i <= x || f+2*i <= y in case FT.search searchpred t of pos@(FT.Position l x@(ChartPoint{..}) r) | l == mempty && r == mempty && (timeIntervalBegin timeOfDay) < f+i-1 -> (traceShowCommentId' "only 1 left" $ (TimeInterval f (f+i-1), [x])) : go (f+i) i mempty - | l == mempty -> (traceShowCommentId' "empty" (TimeInterval f (f+i-1), [])) : go (f+i) i (x FT.<| r) + | l == mempty -> (traceShowComment' ("empty (" <> show f <> "," <> show (f+i) <> ")") x (TimeInterval f (f+i-1), [])) : go (f+i) i (x FT.<| r) | otherwise -> (traceShowComment' ("split (" <> show f <> "," <> show (f+i) <> ")") pos (FT.measure l,toList l)) : traceShowComment' "recursive call with " (f+i, i, x FT.<| r) (go (f+i) i (x FT.<| r)) x -> if FT.measure t == mempty then (TimeInterval f (f+i-1), []) : go (f+i) i t else traceShowCommentId' ("nosplit EndOfTree - "<> show x) [(FT.measure t, toList t)] @@ -124,8 +124,17 @@ toChartData :: [ChartStudyType] -> [(TimeInterval, [ChartPoint])] -> (Maybe Char toChartData studytypes chunkedChart = (lastDataPoint, foldedData) where (!foldedData,lastDataPoint,_) = foldl' folder ([], Nothing, mempty) chunkedChart folder :: ([ChartPoint], Maybe ChartPoint, HM.HashMap Int [Float]) -> (TimeInterval, [ChartPoint]) -> ([ChartPoint], Maybe ChartPoint, HM.HashMap Int [Float]) - folder (acc, Nothing , smaMap) (tp, []) = (ChartPoint tp 0 0 []:acc, Nothing, smaMap) - folder (acc, Just lastPoint, smaMap) (tp, []) = (lastPoint{ timeOfDay = tp, pointVolume = 0}:acc, Just lastPoint, smaMap) + folder (acc, Nothing , smaMap) (tp , []) = (ChartPoint tp 0 0 []:acc, Nothing, smaMap) + folder (acc, Just lastPoint, smaMap) (tp , []) = (lastPoint{ timeOfDay = tp, pointVolume = 0}:acc, Just lastPoint, foldl' (.) id smaUpdates smaMap) + where + (studies, smaUpdates) = unzip $ catMaybes $ studytypes <&> \case + ChartStudyTypeOpen -> fmap (\OLHC{..} -> (OLHC olhc_close olhc_close olhc_close olhc_close, id)) . L.find (\case OLHC{..} -> True; _ -> False) . pointExtra $ lastPoint + ChartStudyTypeHigh -> Nothing + ChartStudyTypeLow -> Nothing + ChartStudyTypeClose -> Nothing + ChartStudyTypeDirect -> Nothing + ChartStudyTypeSMA w -> Nothing --TODO: fixme #13, do the calculation & use data inside smaMap and return (SMA x y, smaUpdate) + ChartStudyTypeVolume -> Just (Volume 0,id) folder (acc, _ , smaMap) (tp@(TimeInterval f t),cdata) = (cp:acc, Just cp, foldl' (.) id smaUpdates smaMap) where cp = ChartPoint tp m vol studies @@ -173,9 +182,9 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do timePointToIndex' = timePointToIndex (Just $ ChartCacheSettings cRes cTicks) newRange let indexToTimePoint' :: Int -> TimePoint indexToTimePoint' = indexToTimePoint (Just $ ChartCacheSettings cRes cTicks) newRange - when (Just newRange /= ccRange) $ logInfo $ displayShow ("range changed:", newRange, ccRange) - logInfo $ displayShow ("shift?" :: Text, shiftNeccessary, shiftInterval) - logInfo $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate) + when (Just newRange /= ccRange) $ logDebug $ displayShow ("range changed:", newRange, ccRange) + logDebug $ displayShow ("shift?" :: Text, shiftNeccessary, shiftInterval) + logDebug $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate) let cacheUpdateStart = max (timeIntervalBegin newRange) (cacheUpdateEnd - (cRes * (cTicks+1))) -- 1 more to get history running inside the chunk-fold for fallbacks in cache if we get no data. -- create data for updates let chunks = case (,) <$> ccFill <*> ccRange of @@ -230,9 +239,8 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do ChartStudyTypeSMA x -> id --TODO: implement #13 ChartStudyTypeVolume -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,volume $ findVolume s)) <$> foldedData)) let ccData' = foldl' (.) id updates ccData - logInfo $ displayShow ccData' - let maToMi ma = max 0 $ fromMaybe ma $ (subtract shiftInterval) . fst <$> ccFill - fillRange = case traceShowCommentId' "(ccFill, lastDataPoint)" (ccFill,lastDataPoint) of + logDebug $ displayShow ccData' + let fillRange = case traceShowCommentId' "(ccFill, lastDataPoint)" (ccFill,lastDataPoint) of -- no new data, but different range. shift along. (Just (mi,ma), Nothing) -> if ma - shiftInterval < 0 then Nothing else Just (max 0 $ mi - shiftInterval, ma - shiftInterval) -- no data saved yet @@ -247,7 +255,7 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do Just (mi, ma') -> if ma' - shiftInterval < 0 then Just (max 0 $ ma - shiftInterval, ma) else Just (max 0 $ mi - shiftInterval, ma) else error $ "impossible #2 Chart.hs - " <> show ma <> ">=" <> show cTicks - logInfo $ displayShow fillRange + logDebug $ displayShow fillRange return (Just $ TimePoint lUpdate, ChartCacheData ccData' ccAxis' (Just newRange) fillRange) getChunkedDay :: Chart -> Maybe Int -> (Maybe TimePoint, [ChartPoint]) @@ -257,7 +265,7 @@ getChunkedDay Chart{..} chunkResolution = case toChartData (chartStudySettings c | timeOfDay == mempty -> (Nothing, x) | otherwise -> (Just $ TimePoint $ timeIntervalEnd timeOfDay, x) where - chunkedData = chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData + chunkedData = filter (not . null . snd) $ chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData indexToTimePoint :: Maybe ChartCacheSettings -> TimeInterval -> Int -> TimePoint indexToTimePoint ccs (TimeInterval rFrom rTo) i = TimePoint $ rFrom + i*cRes diff --git a/src/Run.hs b/src/Run.hs index 500901d..9958c3a 100644 --- a/src/Run.hs +++ b/src/Run.hs @@ -55,7 +55,7 @@ shutdownApp = do c@Chart{..} <- liftIO . readTVarIO $ tc today <- liftIO $ utctDay <$> getCurrentTime liftIO $ unlessM (doesDirectoryExist $ "cache/" <> show chartContractID) $ createDirectory $ "cache/" <> show chartContractID - let chartData' = traceShowCommentId "chartData for saving" $ filter (\ChartPoint{..} -> 0 /= pointVolume) . snd $ getChunkedDay c (Just 5) + let chartData' = filter (\ChartPoint{..} -> 0 /= pointVolume) . snd $ getChunkedDay c (Just 5) newData = HM.toList . fmap (filter (\ChartPoint{..} -> 0 /= pointVolume)) . HM.alter (Just . maybe chartData' (<>chartData')) today diff --git a/src/Types.hs b/src/Types.hs index ef7ab09..bd53d95 100644 --- a/src/Types.hs +++ b/src/Types.hs @@ -185,8 +185,8 @@ data ChartCacheSettings = ChartCacheSettings } deriving stock (Show, Eq) defChartCacheSettings :: ChartCacheSettings ---defChartCacheSettings = ChartCacheSettings 60 1440 -defChartCacheSettings = ChartCacheSettings 5 20 +defChartCacheSettings = ChartCacheSettings 60 1440 +--defChartCacheSettings = ChartCacheSettings 5 20 -- for testing -- TODO: TimePointFloat? or only 1 entry per second?