#12 now finally done? ... 😅
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@ -74,7 +74,7 @@ handleTickPrice IB_TickPrice{..} = do
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IBTickType_Last_Price -> do
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t <- utcTimeToSeconds <$> liftIO getCurrentTime
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let cp = ChartPoint (TimeInterval t t) price (fromIntegral size) []
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logInfo $ displayShow ("added point", cp)
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logDebug $ displayShow ("added point", cp)
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liftIO $ atomically $ modifyTVar chartVar (\c@Chart{..} -> c { chartData = chartData |> cp, chartDirty = True})
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_ -> return ()
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handleTickPrice _ = error "impossible"
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32
src/Chart.hs
32
src/Chart.hs
@ -99,7 +99,7 @@ fillChart app contract cVar = runRIO app $ do
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threadDelay 1000000 -- sleep 5 seconds
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chunkChart :: Int -> Int -> Int -> FingerTree TimeInterval ChartPoint -> [(TimeInterval,[ChartPoint])]
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chunkChart from until ticks tree = D.trace ("chunking from "<> show from <> " to " <> show until) $ go from ticks interval
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chunkChart from until ticks tree = go from ticks interval
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where
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traceShowCommentId' s a = a -- traceShowCommentId s a
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traceShowComment' s a b = b -- traceShowComment s a b
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@ -111,11 +111,11 @@ chunkChart from until ticks tree = D.trace ("chunking from "<> show from <> " to
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| otherwise = let searchpred start@(TimeInterval x y) end@(TimeInterval a b)
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| start == mempty = False
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| end == mempty = True
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| otherwise = f <= x+i
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| otherwise = traceShowComment' "search" (f, x, start, end) $ f+i <= x || f+2*i <= y
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in case FT.search searchpred t
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of pos@(FT.Position l x@(ChartPoint{..}) r)
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| l == mempty && r == mempty && (timeIntervalBegin timeOfDay) < f+i-1 -> (traceShowCommentId' "only 1 left" $ (TimeInterval f (f+i-1), [x])) : go (f+i) i mempty
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| l == mempty -> (traceShowCommentId' "empty" (TimeInterval f (f+i-1), [])) : go (f+i) i (x FT.<| r)
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| l == mempty -> (traceShowComment' ("empty (" <> show f <> "," <> show (f+i) <> ")") x (TimeInterval f (f+i-1), [])) : go (f+i) i (x FT.<| r)
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| 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))
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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)]
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@ -125,7 +125,16 @@ toChartData studytypes chunkedChart = (lastDataPoint, foldedData)
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where (!foldedData,lastDataPoint,_) = foldl' folder ([], Nothing, mempty) chunkedChart
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folder :: ([ChartPoint], Maybe ChartPoint, HM.HashMap Int [Float]) -> (TimeInterval, [ChartPoint]) -> ([ChartPoint], Maybe ChartPoint, HM.HashMap Int [Float])
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folder (acc, Nothing , smaMap) (tp , []) = (ChartPoint tp 0 0 []:acc, Nothing, smaMap)
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folder (acc, Just lastPoint, smaMap) (tp, []) = (lastPoint{ timeOfDay = tp, pointVolume = 0}:acc, Just lastPoint, smaMap)
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folder (acc, Just lastPoint, smaMap) (tp , []) = (lastPoint{ timeOfDay = tp, pointVolume = 0}:acc, Just lastPoint, foldl' (.) id smaUpdates smaMap)
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where
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(studies, smaUpdates) = unzip $ catMaybes $ studytypes <&> \case
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ChartStudyTypeOpen -> fmap (\OLHC{..} -> (OLHC olhc_close olhc_close olhc_close olhc_close, id)) . L.find (\case OLHC{..} -> True; _ -> False) . pointExtra $ lastPoint
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ChartStudyTypeHigh -> Nothing
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ChartStudyTypeLow -> Nothing
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ChartStudyTypeClose -> Nothing
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ChartStudyTypeDirect -> Nothing
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ChartStudyTypeSMA w -> Nothing --TODO: fixme #13, do the calculation & use data inside smaMap and return (SMA x y, smaUpdate)
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ChartStudyTypeVolume -> Just (Volume 0,id)
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folder (acc, _ , smaMap) (tp@(TimeInterval f t),cdata) = (cp:acc, Just cp, foldl' (.) id smaUpdates smaMap)
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where
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cp = ChartPoint tp m vol studies
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@ -173,9 +182,9 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do
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timePointToIndex' = timePointToIndex (Just $ ChartCacheSettings cRes cTicks) newRange
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let indexToTimePoint' :: Int -> TimePoint
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indexToTimePoint' = indexToTimePoint (Just $ ChartCacheSettings cRes cTicks) newRange
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when (Just newRange /= ccRange) $ logInfo $ displayShow ("range changed:", newRange, ccRange)
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logInfo $ displayShow ("shift?" :: Text, shiftNeccessary, shiftInterval)
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logInfo $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate)
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when (Just newRange /= ccRange) $ logDebug $ displayShow ("range changed:", newRange, ccRange)
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logDebug $ displayShow ("shift?" :: Text, shiftNeccessary, shiftInterval)
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logDebug $ displayShow ("now, updateEnd, lUpdate" :: Text, utcTimeToSeconds now, cacheUpdateEnd, lUpdate)
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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.
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-- create data for updates
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let chunks = case (,) <$> ccFill <*> ccRange of
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@ -230,9 +239,8 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do
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ChartStudyTypeSMA x -> id --TODO: implement #13
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ChartStudyTypeVolume -> HM.insert cs (vec' VS.// ((\(i, ChartPoint _ _ _ s) -> (i,volume $ findVolume s)) <$> foldedData))
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let ccData' = foldl' (.) id updates ccData
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logInfo $ displayShow ccData'
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let maToMi ma = max 0 $ fromMaybe ma $ (subtract shiftInterval) . fst <$> ccFill
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fillRange = case traceShowCommentId' "(ccFill, lastDataPoint)" (ccFill,lastDataPoint) of
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logDebug $ displayShow ccData'
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let fillRange = case traceShowCommentId' "(ccFill, lastDataPoint)" (ccFill,lastDataPoint) of
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-- no new data, but different range. shift along.
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(Just (mi,ma), Nothing) -> if ma - shiftInterval < 0 then Nothing else Just (max 0 $ mi - shiftInterval, ma - shiftInterval)
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-- no data saved yet
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@ -247,7 +255,7 @@ getUpdatedChartCache Chart{..} chartCacheSettings' = do
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Just (mi, ma') -> if ma' - shiftInterval < 0 then Just (max 0 $ ma - shiftInterval, ma)
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else Just (max 0 $ mi - shiftInterval, ma)
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else error $ "impossible #2 Chart.hs - " <> show ma <> ">=" <> show cTicks
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logInfo $ displayShow fillRange
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logDebug $ displayShow fillRange
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return (Just $ TimePoint lUpdate, ChartCacheData ccData' ccAxis' (Just newRange) fillRange)
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getChunkedDay :: Chart -> Maybe Int -> (Maybe TimePoint, [ChartPoint])
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@ -257,7 +265,7 @@ getChunkedDay Chart{..} chunkResolution = case toChartData (chartStudySettings c
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| timeOfDay == mempty -> (Nothing, x)
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| otherwise -> (Just $ TimePoint $ timeIntervalEnd timeOfDay, x)
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where
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chunkedData = chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData
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chunkedData = filter (not . null . snd) $ chunkChart 0 86400 (fromMaybe (chartCacheResolution chartCacheSettings) chunkResolution) chartData
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indexToTimePoint :: Maybe ChartCacheSettings -> TimeInterval -> Int -> TimePoint
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indexToTimePoint ccs (TimeInterval rFrom rTo) i = TimePoint $ rFrom + i*cRes
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@ -55,7 +55,7 @@ shutdownApp = do
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c@Chart{..} <- liftIO . readTVarIO $ tc
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today <- liftIO $ utctDay <$> getCurrentTime
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liftIO $ unlessM (doesDirectoryExist $ "cache/" <> show chartContractID) $ createDirectory $ "cache/" <> show chartContractID
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let chartData' = traceShowCommentId "chartData for saving" $ filter (\ChartPoint{..} -> 0 /= pointVolume) . snd $ getChunkedDay c (Just 5)
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let chartData' = filter (\ChartPoint{..} -> 0 /= pointVolume) . snd $ getChunkedDay c (Just 5)
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newData = HM.toList
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. fmap (filter (\ChartPoint{..} -> 0 /= pointVolume))
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. HM.alter (Just . maybe chartData' (<>chartData')) today
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@ -185,8 +185,8 @@ data ChartCacheSettings = ChartCacheSettings
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} deriving stock (Show, Eq)
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defChartCacheSettings :: ChartCacheSettings
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--defChartCacheSettings = ChartCacheSettings 60 1440
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defChartCacheSettings = ChartCacheSettings 5 20
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defChartCacheSettings = ChartCacheSettings 60 1440
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--defChartCacheSettings = ChartCacheSettings 5 20 -- for testing
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-- TODO: TimePointFloat? or only 1 entry per second?
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