Namely, again switching `|`-union syntax to rm adjacent white space.
Also, flip to multiline style for threshold comparison in
`.binance.feed` and change gap-check threshold to `timeframe` (vs
a hardcoded `60`s) in the `get_ohlc()` closure.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
In `.ib.feed.stream_quotes()` specifically that is since time-range
checking code was moved to the new sub-mod.
Deats,
- drop import of old `is_current_time_in_range()` from `._util`
- change `get_bars()` sig: `end_dt`/`start_dt` to `datetime|None`
- comment-out `breakpoint()` in `open_history_client()`
Styling,
- add multiline style to conditionals and tuple unpacks
- fix type annotation: `Contract|None` vs `Contract | None`
- fix backticks in comment: `ib_insync` vs `ib_async`
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
With all detection logic coming from our new `.ib.venues` helpers
allowing use to verify IB's OHLC bars frames don't contain unexpected
time-gaps.
`Client.bars()` new checking deats,
- add `is_venue_open()`, `has_weekend()`, `sesh_times()`, and
`is_venue_closure()` checks when `last_dt < end_dt`
- always calc gap-period in local tz via `ContractDetails.timeZoneId`.
- log warnings on invalid non-closure gaps, debug on closures for now.
- change recursion case to just `log.error()` + `breakpoint()`; we might end
up tossing it since i don't think i could ever get it to be reliable..
* mask-out recursive `.bars()` call (likely unnecessary).
- flip `start_dt`/`end_dt` param defaults to `None` vs epoch `str`.
- update docstring to clarify no `start_dt` support by IB
- add mod level `_iso8601_epoch_in_est` const to keep track of orig
param default value.
- add multiline style to return type-annot, type all `pendulum` objects.
Also,
- uppercase `Crypto.symbol` for PAXOS contracts in `.find_contracts()`,
tho now we're getting a weird new API error i left in a todo-comment..
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
It was an AI-model draft that we can prolly toss but figured might as
well org it appropriately.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Introduce set of helper-fns for detecting venue open/close status,
session start/end times, and related time-gap detection using
`pendulum`.
Deats,
- add `iter_sessions()` to yield `pendulum.Interval`s from
a `ContractDetails` instance.
- add `is_venue_open()` to check if active at a given time.
- add `is_venue_closure()` to detect valid closure gaps.
- add `sesh_times()` to extract weekday-agnostic open/close times.
- add `has_weekend()` to check for Sat/Sun in interval.
- move in lowlevel `is_current_time_in_range()` for checking a
datetime within a `sesh: pendulum.Interval`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Change the stale-bar check in `.binance.feed` from `timeframe` to
`timeframe * 2` tolerance to avoid false-positive pauses when bars
are slightly delayed but still within acceptable bounds.
Styling,
- add walrus operator to capture `_time_step` for debugger
inspection.
- add comment explaining the debug purpose of this check.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Change `assert aids` to a warning log when no history gaps are found
during `ldshm` gap detection; it is the **ideal case** OBVI. This avoids
crashing the CLI when gap detection finds no issues, which is actually
good news!
Bp
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add frame-gap detection when `frame_last_dt < end_dt_param` to
warn about potential venue closures or missing data during the
backfill loop in `start_backfill()`.
Deats,
- add `frame_last_dt < end_dt_param` check after frame recv
- log warnings with EST-converted timestamps for clarity
- add `await tractor.pause()` for REPL-investigation on gaps
- add TODO comment about venue closure hour checking
- capture `_until_was_none` walrus var for null-check clarity
- add `last_time` assertion for `time[-1] == next_end_dt`
- rename `_daterr` to `nodata` with `_nodata` capture
Also,
- import `pendulum.timezone` and create `est` tz instance
- change `get_logger()` import from `.data._util` to `.log`
- add parens around `(next_prepend_index - ln) < 0` check
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Expand read-race warning log for clarity, add TODO for reading
`tractor` transport config from `conf.toml`, and reflow docstring
in `open_vlm_displays()`.
Also,
- whitespace cleanup: `Type | None` -> `Type|None`
- clarify "Volume" -> "Vlm (volume)" in docstr
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add null check for `linked.chart` before calling
`.plotItem.removeItem()` to prevent `AttributeError` when chart
is `None`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Move `feed_is_live.set()` to after receiving the first valid
quote instead of setting early on venue-closed path. Prevents
sampler registration when no live data expected.
Also,
- drop redundant `.set()` call in quote iteration loop
- add TODO note about sleeping until venue opens vs forever
- init `first_quote: dict` early for consistency
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add timeout-gated wait for `feed_is_live: trio.Event` before passing shm
tokens to `open_sample_stream()`; skip registering shm-buffers with the
sampler if the feed doesn't "go live" within a new timeout.
The main motivation here is to avoid the sampler incrementing shm-array
bufs when the mkt-venue is closed so that a trailing "same price"
line/bars isn't updated/rendered in the chart's view when unnecessary.
Deats,
- add `wait_for_live_timeout: float = 0.5` param to `manage_history()`
- warn-log the fqme when timeout triggers
- add error log for invalid `frame_start_dt` comparisons to
`maybe_fill_null_segments()`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Markup `ctx.started()` type-sig as `set[int]`, rename binding var
`first` to `shm_periods` and add type hints for clarity on context mgr
unpacking.
Also,
- whitespace cleanup: `Type | None` -> `Type|None` throughout
- format long lines: `.setdefault()`, `await ctx.started()`
- fix backtick style in docstrings for consistency
- add placeholder TODO comment for `feed_is_live` check; it might be
more rigorous to pass the syncing state down thru all this?
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Expose `get_godw()` helper to retrieve the central `GodWidget`
instance from anywhere in the UI code. Set the singleton in
`_async_main()` on startup.
Also,
- add docstring to `run_qtractor()` explaining trio guest mode
- type annotate `instance: GodWidget` in `run_qtractor()`
- import reorg in `._app` for cleaner grouping
- whitespace cleanup: `Type | None` -> `Type|None` throughout
- fix bitwise-or alignment: `Flag | Other` -> `Flag|Other`
(this commit-msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Since now we explicitly check each mkt's venue hours now we don't need
this mega hacky "waiting on a quote with real vlm" stuff to determing
whether historical data should be loaded immediately. This approach also
had the added complexity that we needed to handle edge cases for tickers
(like xauusd.cmdty) which never have vlm.. so it's nice to be rid of it
all ;p
Enable the previously commented-out dedupe-and-write logic in
`start_backfill()` to ensure tsdb stays clean of duplicate
entries.
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Switch `.tsp._annotate.markup_gaps()` to use new
`.ui._style.get_fonts()` API for font size calc on client side and add
optional `show_txt: bool` flag to toggle gap duration labels (with
default `False`).
Also,
- replace `sgn` checks with named bools: `up_gap`, `down_gap`
- use `small_font.px_size - 1` for gap label font sizing
- wrap text creation in `if show_txt:` block
- update IPC handler to use `get_fonts()` vs direct `_font` import
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add a public `.ui._style.get_fonts()` helper to retrieve the
`_font[_small]: DpiAwareFont` singleton pair. Adjust
`DpiAwareFont.px_size` to return `conf.toml` value when Qt returns `-1`
(no active Qt app).
Also,
- raise `ValueError` with detailed msg if both Qt and a conf-lookup fail
- add some more type union whitespace cleanups: `int | None` -> `int|None`
(this commit-msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Change annot-ctl APIs to return `None` on failure instead of invalid
`aid`s. Server now sends `{'error': msg}` dict on failures, client
match-blocks handle gracefully.
Also,
- update return types: `.add_rect()`, `.add_arrow()`, `.add_text()`
now return `int|None`
- match on `{'error': str(msg)}` in client IPC receive blocks
- send error dicts from server on timestamp lookup failures
- add failure handling in `markup_gaps()` to skip bad rects
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Fix annotation misalignment during backfill by switching from
client-computed indices to server-side timestamp lookups against
current shm state. Store absolute coords on annotations and
reposition on viz redraws.
Lowlevel impl deats,
- add `time` param to `.add_arrow()`, `.add_text()`, `.add_rect()`
- lookup indices from shm via timestamp matching in IPC handlers
- force chart redraw before `markup_gaps()` annotation creation
- wrap IPC send/receive in `trio.fail_after(3)` for timeout when
server fails to respond, likely hangs on no-case-match/error.
- cache `_meth`/`_kwargs` on rects, `_abs_x`/`_abs_y` on arrows
- auto-reposition all annotations after viz reset in redraw cmd
Also,
- handle `KeyError` for missing timeframes in chart lookup
- return `-1` aid on annotation creation failures (lol oh `claude`..)
- reconstruct rect positions from timestamps + BGM offset logic
- log repositioned annotation counts on viz redraw
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Prevent `ValueError` from negative prepend index in
`start_backfill()` by checking buffer space before push
attempts. Truncate incoming frame if needed and stop gracefully
when buffer full.
Also,
- add pre-push capacity check with frame truncation logic
- stop backfill when `next_prepend_index <= 0`
- log warnings for capacity exceeded and buffer-full conditions
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Adjust `humanize_duration()` to show "3h" instead of "3.0h" when the
duration value is a whole number, making labels cleaner.
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Expose font sizing control for `pg.TextItem` annotations thru the
annot-ctl API. Default to `_font.font.pixelSize() - 3` when no
size provided.
Also,
- thread `font_size` param thru IPC handler in `serve_rc_annots()`
- apply font via `QFont.setPixelSize()` on text item creation
- add `?TODO` note in `markup_gaps()` re using `conf.toml` value
- update `add_text()` docstring with font_size param desc
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Introduce `humanize_duration()` helper in `.tsp._annotate` to
convert seconds to short human-readable format (d/h/m/s). Extend
annot-ctl API with `add_text()` method for placing `pg.TextItem`
labels on charts.
Also,
- add duration labels on RHS of gap arrows in `markup_gaps()`
- handle text item removal in `rm_annot()` match block
- expose `TextItem` cmd in `serve_rc_annots()` IPC handler
- use `hcolor()` for named-to-hex color conversion
- set anchor positioning for up vs down gaps
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
The former bc `claude` needs it for its new "offline" REPL simulator
script `snippets/claude_debug_helper.py` and pin to `xonsh` git mainline
to get the fancy new next cmd/suggestion prompt feats (which @goodboy is
using from `modden` already). Bump lock file to match.
Ah right, and for now while hackin pin to a local `tractor` Bp
For now by REPLing them and raising an RTE inside `.ib.feed` as well as
tracing any such cases that make it (from other providers) up to the
`.tsp._history` layer during null-segment backfilling.
Such that they're easier to spot when zoomed out, a similar color to the
`RectItem`s and also remote-controlled via the `AnnotCtl` api.
Deats,
- request an arrow per gap from `markup_gaps()` using a new
`.add_arrow()` meth, set the color, direction and alpha with
position always as the `iend`/close of the last valid bar.
- extend the `.ui._remote_ctl` subys to support the above,
* add a new `AnnotCtl.add_arrow()`.
* add the service-side IPC endpoint for a 'cmd': 'ArrowEditor'.
- add a new `rm_annot()` helper to ensure the right graphics removal
API is used by annotation type:
* `pg.ArrowItem` looks up the `ArrowEditor` and calls `.remove(annot).
* `pg.SelectRect` keeps with calling `.delete()`.
- global-ize an `_editors` table to enable the prior.
- add an explicit RTE for races on the chart-actor's `_dss` init.
Namely exposing `ArrowEditor.add()` params to provide access to
coloring/transparency settings over the remote-ctl annotation API and
also adding a new `.remove_all()` to easily clear all arrows from
a single call. Also add `.remove()` compat methods to the other editors
(i.e. for lines, rects).
Namely insertion writes which over-fill the shm buffer past the latest
tsdb sample via `.tsp._history.shm_push_in_between()`.
Deats,
- check earliest `to_push` timestamp and enter pause point if it's
earlier then the tsdb's `backfill_until_dt` stamp.
- requires actually passing the `backfill_until_dt: datetime` thru,
* `get_null_segs()`
* `maybe_fill_null_segments()`
* `shm_push_in_between()` (obvi XD)
Namely such that when the previous-df-row by our shm-abs-'index' doesn't
exist we ignore certain cases which are likely due to borked-but-benign
samples written to the tsdb or rt shm buffers prior.
Particularly we now ignore,
- any `dt`/`prev_dt` values which are UNIX-epoch timestamped (val of 0).
- any row-is-first-row in the df; there is no previous.
- any missing previous datum by 'index', in which case we lookup the
`wdts` prior row and use that instead.
* this would indicate a missing sample for the time-step but we can
still detect a "gap" by looking at the prior row, by df-abs-index
`i`, and use its timestamp to determine the period/size of missing
samples (which need to likely still be retrieved).
* in this case i'm leaving in a pause-point for introspecting these
rarer cases when `--pdb` is passed via CLI.
Relatedly in the `piker store` CLI ep,
- add `--pdb` flag to `piker store`, pass it verbatim as `debug_mode`.
- when `times` has only a single row, don't calc a `period_s` median.
- only trace `null_segs` when in debug mode.
- always markup/dedupe gaps for `period_s==60`
Using `claude`, add a `.tsp._dedupe_smart` module that attemps "smarter"
duplicate bars by attempting to distinguish between erroneous bars
partially written during concurrent backfill race conditions vs.
**actual** data quality issues from historical providers.
Problem:
--------
Concurrent writes (live updates vs. backfilling) can result in create
duplicate timestamped ohlcv vars with different values. Some
potential scenarios include,
- a market live feed is cancelled during live update resulting in the
"last" datum being partially updated with all the ticks for the
time step.
- when the feed is rebooted during charting, the backfiller will not
finalize this bar since rn it presumes it should only fill data for
time steps not already in the tsdb storage.
Our current naive `.unique()` approach obvi keeps the incomplete bar
and a "smarter" approach is to compare the provider's final vlm
amount vs. the maybe-cancelled tsdb's bar; a higher vlm value from
the provider likely indicates the cancelled-during-live-write and
**not** a datum discrepancy from said data provider.
Analysis (with `claude`) of `zecusdt` data revealed:
- 1000 duplicate timestamps
- 999 identical bars (pure duplicates from 2022 backfill overlap)
- 1 volume-monotonic conflict (live partial vs backfill complete)
A soln from `claude` -> `tsp._dedupe_smart.dedupe_ohlcv_smart()`
which:
- sorts by vlm **before** deduplication and keep the most complete
bar based on vlm monotonicity as well as the following OHLCV
validation assumptions:
* volume should always increase
* high should be non-decreasing,
* low should be non-increasing
* open should be identical
- Separates valid race conditions from provider data quality issues
and reports and returns both dfs.
Change summary by `claude`:
- `.tsp._dedupe_smart`: new module with validation logic
- `.tsp.__init__`: expose `dedupe_ohlcv_smart()`
- `.storage.cli`: integrate smart dedupe, add logging for:
* duplicate counts (identical vs monotonic races)
* data quality violations (non-monotonic, invalid OHLC ranges)
* warnings for provider data issues
- Remove `assert not diff` (duplicates are valid now)
Verified on `zecusdt`: correctly keeps index 3143645
(volume=287.777) over 3143644 (volume=140.299) for
conflicting 2026-01-16 18:54 UTC bar.
`claude`'s Summary of reasoning
-------------------------------
- volume monotonicity is critical: a bar's volume only increases
during its time window.
- a backfilled bar should always have volume >= live updated.
- violations indicate any of:
* Provider data corruption
* Non-OHLCV aggregation semantics
* Timestamp misalignment
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add a new `snippets/claude_debug_helper.py` to
provide a programmatic interface to `tractor.pause()` debugger
sessions for incremental data inspection matching the interactive UX
but able to be run by `claude` "offline" since it can't seem to feed
stdin (so it claims) to the `pdb` instance due to lack of ability to
allocate a tty internally.
The script-wrapper is based on `tractor`'s `tests/devx/` suite's use of
`pexpect` patterns for driving `pdbp` prompts and thus enables
automated-offline execution of REPL-inspection commands **without**
using incremental-realtime output capture (like a human would use it).
Features:
- `run_pdb_commands()`: batch command execution
- `InteractivePdbSession`: context manager for step-by-step REPL interaction
- `expect()` wrapper: timeout handling with buffer display
- Proper stdin/stdout handling via `pexpect.spawn()`
Example usage:
```python
from debug_helper import InteractivePdbSession
with InteractivePdbSession(
cmd='piker store ldshm zecusdt.usdtm.perp.binance'
) as session:
session.run('deduped.shape')
session.run('step_gaps.shape')
```
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Polars tightened type safety for `.dt` accessor methods requiring
`total_*` methods for duration types vs datetime component accessors
like `day()` which now only work on datetime dtypes.
`detect_time_gaps()` in `.tsp._anal` was calling `.dt.day()`
on `dt_diff` column (a duration from `.diff()`) which throws
`InvalidOperationError` on modern polars.
Changes:
- use f-string to add pluralization to map time unit strings to
`total_<unit>s` form for the new duration API.
- Handle singular/plural forms: 'day' -> 'days' -> 'total_days'
- Ensure trailing 's' before applying 'total_' prefix
Also updates inline comments explaining the polars type distinction
between datetime components vs duration totals.
Fixes `piker store ldshm` crashes on datasets with time gaps.
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Gud Boi