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@goodboy goodboy commented Jun 27, 2023

As part of devving #526 started formalizing some of tick processing APIs..

More to come including possibly some work toward #107 ?

goodboy added 7 commits June 27, 2023 15:47
Since it may be handy to get the latest ticks first, add a `reverse:
bool` to `iterticks()` and add some cleaner logic and a proper doc
string to `frame_ticks()`.
When you look at usage we don't end up really needing clear entries to
be keyed by their `Transaction.tid`, instead it's much more important to
ensure the time sorted order of trade-clearing transactions such that
position properties such as the size and ppu are calculated correctly.
Thus, this instead simplified the `.clears` table to a list of clear
dict entries making a bunch of things simpler:
- object form `Position._clears` compared to the offline TOML schema
  (saved in account files) is now data-structure-symmetrical.
- `Position.add_clear()` now uses `bisect.insort()` to
  datetime-field-sort-insert into the *list* which saves having to worry
  about sorting on every sequence *read*.

Further deats:
- adjust `.accounting._ledger.iter_by_dt()` to expect an input `list`.
- change `Position.iter_clears()` to iterate only the clearing entry
  dicts without yielding a key/tid; no more tuples.
- drop `Position.to_dict()` since parent `Struct` already implements it.
@goodboy goodboy changed the base branch from master to binancial_secs June 27, 2023 19:49
@goodboy goodboy changed the title Rename and add to piker.data.ticktools Start hackin a data.ticktools Jun 27, 2023
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2 participants