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Lose hard right limit on data.Data? #1

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maread99 opened this issue May 19, 2022 · 0 comments
Open

Lose hard right limit on data.Data? #1

maread99 opened this issue May 19, 2022 · 0 comments
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code improvement Efficiency improvement, efficacy unchanged (refactoring, speed improvements etc) TODO What it says on the tin

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@maread99
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TO REVIEW losing the right limit on data.Data

data.Data.rl (the right limit up to which data can be requested for a specific base interval) is currently set to 'now' + base interval (bi). The + bi provides for querying and requesting data that includes the live interval. BUT, only if querying for the bi. If query the end of the 'now' live interval based on a downsample interval (ds_interval) that's longer than the bi then comes up as not available or raises an error - it reasonably assumes the data's not available on the right side of the right limit.

Accommodating this currently involves three mini hacks in the following methods of base.py:

  • _get_bi_table_intraday
  • _bis_available_end
  • _bis_available

If were to able to lose the hard right limit then these methods could be tidied up. There's a comment above the relevent lines in each of these method.

Any changes would likely involve quite a bit of reworking the tests for data.Data.

@maread99 maread99 added TODO What it says on the tin code improvement Efficiency improvement, efficacy unchanged (refactoring, speed improvements etc) labels May 19, 2022
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Labels
code improvement Efficiency improvement, efficacy unchanged (refactoring, speed improvements etc) TODO What it says on the tin
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