mtcli 3.8.0.dev8__tar.gz → 3.8.0.dev10__tar.gz

{mtcli-3.8.0.dev8 → mtcli-3.8.0.dev10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mtcli
-Version: 3.8.0.dev8
+Version: 3.8.0.dev10
 Summary: Aplicativo CLI para exibir gráficos do MetaTrader 5 screen reader friendly
 License-Expression: MIT
 License-File: LICENSE

{mtcli-3.8.0.dev8 → mtcli-3.8.0.dev10}/mtcli/database.py

@@ -41,7 +41,7 @@ def get_connection():
     conn.execute("PRAGMA journal_mode=WAL")
     conn.execute("PRAGMA synchronous=NORMAL")
     conn.execute("PRAGMA temp_store=MEMORY")
-    conn.execute("PRAGMA mmap_size=268435456")
+    conn.execute("PRAGMA mmap_size=30000000000")
     conn.execute("PRAGMA cache_size=-200000")
     conn.execute("PRAGMA journal_size_limit=67108864")
     conn.execute("PRAGMA read_uncommitted = TRUE")

{mtcli-3.8.0.dev8 → mtcli-3.8.0.dev10}/mtcli/marketdata/tick_engine.py

@@ -20,9 +20,9 @@ from .tick_repository import TickRepository
 
 class TickEngine:
 
-    POLL_INTERVAL = 0.2
+    POLL_INTERVAL = 0.05
     BATCH_SIZE = 1000
-    OVERLAP_MS = 5
+    OVERLAP_MS = 20
 
     def __init__(self, symbols):
 
@@ -68,7 +68,6 @@ class TickEngine:
 
                 repo = self.repositories[symbol]
 
-                # sincroniza histórico
                 repo.sync(symbol)
 
                 last_msc = repo._get_last_tick_msc(symbol)
@@ -92,7 +91,7 @@ class TickEngine:
         last_msc = last_positions[symbol]
 
         start_dt = datetime.fromtimestamp(
-            (last_msc - self.OVERLAP_MS) / 1000
+            (last_msc - self.OVERLAP_MS) * 0.001
         )
 
         while True:
@@ -127,7 +126,7 @@ class TickEngine:
             last_positions[symbol] = last_msc + 1
 
             start_dt = datetime.fromtimestamp(
-                (last_msc - self.OVERLAP_MS) / 1000
+                (last_msc - self.OVERLAP_MS) * 0.001
             )
 
             if len(ticks) < self.BATCH_SIZE:

{mtcli-3.8.0.dev8 → mtcli-3.8.0.dev10}/mtcli/marketdata/tick_repository.py

@@ -45,7 +45,7 @@ class TickRepository:
         last_msc = self._get_last_tick_msc(symbol)
 
         if last_msc:
-            start = datetime.fromtimestamp((last_msc + 1) / 1000)
+            start = datetime.fromtimestamp((last_msc + 1) * 0.001)
         else:
             start = end - timedelta(days=days_back)
 
@@ -99,7 +99,7 @@ class TickRepository:
 
         scale = self.PRICE_SCALE
 
-        data = [
+        data = (
             (
                 symbol,
                 int(t["time_msc"]),
@@ -110,11 +110,11 @@ class TickRepository:
                 int(t["flags"]),
             )
             for t in ticks
-        ]
+        )
 
         cursor.executemany(
             """
-            INSERT INTO ticks(
+            INSERT OR IGNORE INTO ticks(
                 symbol,
                 time_msc,
                 bid,
@@ -124,12 +124,11 @@ class TickRepository:
                 flags
             )
             VALUES (?,?,?,?,?,?,?)
-            ON CONFLICT(symbol,time_msc) DO NOTHING
             """,
             data,
         )
 
-        return len(data)
+        return cursor.rowcount
 
     # ==========================================================
     # CONSULTAS

mtcli-3.8.0.dev10/mtcli/migrations/007_deduplicate_ticks_and_add_unique_index.py

@@ -0,0 +1,91 @@
+"""
+Migration 007
+
+Objetivo
+--------
+
+1. Remover registros duplicados da tabela `ticks`
+2. Criar índice UNIQUE para evitar duplicação futura
+
+Critério de unicidade adotado:
+
+    (symbol, time_msc)
+
+Estratégia
+----------
+
+1. Criar tabela temporária com SELECT DISTINCT
+2. Copiar dados únicos
+3. Substituir tabela original
+4. Criar índice UNIQUE
+
+Essa estratégia é muito mais rápida do que DELETE em tabelas grandes.
+"""
+
+from sqlite3 import Connection
+
+
+def upgrade(conn: Connection) -> None:
+    cursor = conn.cursor()
+
+    # ---------------------------------------------------------
+    # 1 - criar nova tabela sem duplicados
+    # ---------------------------------------------------------
+
+    cursor.execute(
+        """
+        CREATE TABLE IF NOT EXISTS ticks_new AS
+        SELECT DISTINCT *
+        FROM ticks
+        """
+    )
+
+    # ---------------------------------------------------------
+    # 2 - remover tabela antiga
+    # ---------------------------------------------------------
+
+    cursor.execute("DROP TABLE ticks")
+
+    # ---------------------------------------------------------
+    # 3 - renomear tabela nova
+    # ---------------------------------------------------------
+
+    cursor.execute("ALTER TABLE ticks_new RENAME TO ticks")
+
+    # ---------------------------------------------------------
+    # 4 - recriar índice de performance existente
+    # ---------------------------------------------------------
+
+    cursor.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time
+        ON ticks(symbol, time_msc)
+        """
+    )
+
+    # ---------------------------------------------------------
+    # 5 - criar índice UNIQUE
+    # ---------------------------------------------------------
+
+    cursor.execute(
+        """
+        CREATE UNIQUE INDEX IF NOT EXISTS idx_ticks_unique
+        ON ticks(symbol, time_msc)
+        """
+    )
+
+    conn.commit()
+
+
+def downgrade(conn: Connection) -> None:
+    cursor = conn.cursor()
+
+    # Remove índice UNIQUE caso exista rollback
+
+    cursor.execute(
+        """
+        DROP INDEX IF EXISTS idx_ticks_unique
+        """
+    )
+
+    conn.commit()

{mtcli-3.8.0.dev8 → mtcli-3.8.0.dev10}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mtcli"
-version = "3.8.0.dev8"
+version = "3.8.0.dev10"
 description = "Aplicativo CLI para exibir gráficos do MetaTrader 5 screen reader friendly"
 authors = [
     {name = "Valmir França",email = "vfranca3@gmail.com"}