search

clojure-quant / quanta-studio

0 stars 0 forks source link

live environment #8

Open awb99 opened 3 months ago

awb99 commented 3 months ago

live time-generator needs to calculate in the beginning with most recent available bar

otherwise daily strategies will need a day before they calculate.

awb99 commented 3 months ago

dynamic import + bargenerator conflict. dynamic import keeps an overview db, to ensure that the window that is locally in db has all the data between window-start and window-end.

dynamic import will only check for overview-db to trigger import-tasks.

ideas:

bar-generator sets overview-db end-data, if the most recent added bar is exactly one bar after the last added bar in the overview-db. bar-generator is used like a bar-source. then the dynamic-import chain would be like compressor bargenerator-import feed-import