mtcli 3.8.0.dev9__tar.gz → 3.8.0.dev11__tar.gz

{mtcli-3.8.0.dev9 → mtcli-3.8.0.dev11}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mtcli
-Version: 3.8.0.dev9
+Version: 3.8.0.dev11
 Summary: Aplicativo CLI para exibir gráficos do MetaTrader 5 screen reader friendly
 License-Expression: MIT
 License-File: LICENSE

{mtcli-3.8.0.dev9 → mtcli-3.8.0.dev11}/mtcli/marketdata/tick_engine.py

@@ -5,7 +5,8 @@ Responsável por:
 
 - sincronizar histórico inicial
 - capturar ticks em tempo real
-- persistir ticks via TickRepository
+- enviar ticks para o TickWriter
+- manter posição de leitura por símbolo
 """
 
 import time
@@ -16,33 +17,53 @@ from datetime import datetime
 
 from mtcli.mt5_context import mt5_conexao
 from .tick_repository import TickRepository
+from .tick_writer import TickWriter
 
 
 class TickEngine:
 
-    POLL_INTERVAL = 0.2
+    # intervalo entre ciclos de polling
+    POLL_INTERVAL = 0.05
+
+    # tamanho máximo retornado pelo MT5
     BATCH_SIZE = 1000
-    OVERLAP_MS = 5
+
+    # sobreposição para evitar perda de ticks
+    OVERLAP_MS = 20
 
     def __init__(self, symbols):
 
         self.symbols = symbols
 
+        # repositórios por símbolo
         self.repositories = {
             symbol: TickRepository()
             for symbol in symbols
         }
 
+        # writer assíncrono
+        self.writer = TickWriter(self.repositories)
+
         self.running = False
         self.thread = None
 
+    # ==========================================================
+    # CONTROLE DO ENGINE
+    # ==========================================================
+
     def start(self):
+        """
+        Inicia o motor de captura.
+        """
 
         if self.running:
             return
 
         self.running = True
 
+        # inicia writer
+        self.writer.start()
+
         self.thread = threading.Thread(
             target=self._run,
             daemon=True,
@@ -52,23 +73,36 @@ class TickEngine:
         self.thread.start()
 
     def stop(self):
+        """
+        Interrompe captura de ticks.
+        """
 
         self.running = False
 
         if self.thread:
             self.thread.join()
 
+        # garante flush final
+        self.writer.stop()
+
+    # ==========================================================
+    # LOOP PRINCIPAL
+    # ==========================================================
+
     def _run(self):
 
         with mt5_conexao():
 
             last_positions = {}
 
+            # --------------------------------------------------
+            # sincronização inicial
+            # --------------------------------------------------
+
             for symbol in self.symbols:
 
                 repo = self.repositories[symbol]
 
-                # sincroniza histórico
                 repo.sync(symbol)
 
                 last_msc = repo._get_last_tick_msc(symbol)
@@ -78,6 +112,10 @@ class TickEngine:
                 else:
                     last_positions[symbol] = int(time.time() * 1000)
 
+            # --------------------------------------------------
+            # loop contínuo
+            # --------------------------------------------------
+
             while self.running:
 
                 for symbol in self.symbols:
@@ -85,14 +123,16 @@ class TickEngine:
 
                 time.sleep(self.POLL_INTERVAL)
 
-    def _drain_symbol(self, symbol, last_positions):
+    # ==========================================================
+    # CAPTURA POR SÍMBOLO
+    # ==========================================================
 
-        repo = self.repositories[symbol]
+    def _drain_symbol(self, symbol, last_positions):
 
         last_msc = last_positions[symbol]
 
         start_dt = datetime.fromtimestamp(
-            (last_msc - self.OVERLAP_MS) / 1000
+            (last_msc - self.OVERLAP_MS) * 0.001
         )
 
         while True:
@@ -107,27 +147,15 @@ class TickEngine:
             if ticks is None or len(ticks) == 0:
                 break
 
-            repo.conn.execute("BEGIN")
-
-            try:
-
-                repo._insert_ticks(symbol, ticks)
-
-                repo.cache.add_many(ticks)
-
-                repo.conn.commit()
-
-            except Exception:
-
-                repo.conn.rollback()
-                raise
+            # envia ticks para o writer assíncrono
+            self.writer.push(symbol, ticks)
 
             last_msc = int(ticks[-1]["time_msc"])
 
             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.dev9 → mtcli-3.8.0.dev11}/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"]),
@@ -110,7 +110,7 @@ class TickRepository:
                 int(t["flags"]),
             )
             for t in ticks
-        ]
+        )
 
         cursor.executemany(
             """

mtcli-3.8.0.dev11/mtcli/marketdata/tick_writer.py

@@ -0,0 +1,98 @@
+"""
+TickWriter.
+
+Thread dedicada para escrita de ticks no SQLite.
+Recebe ticks via Queue e grava em batches grandes
+para maximizar performance.
+"""
+
+import threading
+from queue import Queue, Empty
+from time import sleep
+
+
+class TickWriter:
+
+    FLUSH_INTERVAL = 0.2
+    MAX_BATCH = 5000
+
+    def __init__(self, repositories):
+
+        self.repositories = repositories
+        self.queue = Queue(maxsize=100000)
+
+        self.running = False
+        self.thread = None
+
+    def start(self):
+
+        if self.running:
+            return
+
+        self.running = True
+
+        self.thread = threading.Thread(
+            target=self._run,
+            daemon=True,
+            name="mtcli-tick-writer"
+        )
+
+        self.thread.start()
+
+    def stop(self):
+
+        self.running = False
+
+        if self.thread:
+            self.thread.join()
+
+    def push(self, symbol, ticks):
+
+        self.queue.put((symbol, ticks))
+
+    def _run(self):
+
+        buffers = {}
+
+        while self.running:
+
+            try:
+
+                symbol, ticks = self.queue.get(timeout=self.FLUSH_INTERVAL)
+
+                buffers.setdefault(symbol, []).extend(ticks)
+
+                if len(buffers[symbol]) >= self.MAX_BATCH:
+
+                    self._flush(symbol, buffers)
+
+            except Empty:
+
+                for symbol in list(buffers.keys()):
+                    self._flush(symbol, buffers)
+
+    def _flush(self, symbol, buffers):
+
+        ticks = buffers.get(symbol)
+
+        if not ticks:
+            return
+
+        repo = self.repositories[symbol]
+
+        repo.conn.execute("BEGIN")
+
+        try:
+
+            repo._insert_ticks(symbol, ticks)
+
+            repo.cache.add_many(ticks)
+
+            repo.conn.commit()
+
+        except Exception:
+
+            repo.conn.rollback()
+            raise
+
+        buffers[symbol] = []

{mtcli-3.8.0.dev9 → mtcli-3.8.0.dev11}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mtcli"
-version = "3.8.0.dev9"
+version = "3.8.0.dev11"
 description = "Aplicativo CLI para exibir gráficos do MetaTrader 5 screen reader friendly"
 authors = [
     {name = "Valmir França",email = "vfranca3@gmail.com"}