Start hackin a data.ticktools
#527
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Since it may be handy to get the latest ticks first, add a `reverse: bool` to `iterticks()` and add some cleaner logic and a proper doc string to `frame_ticks()`.
When you look at usage we don't end up really needing clear entries to be keyed by their `Transaction.tid`, instead it's much more important to ensure the time sorted order of trade-clearing transactions such that position properties such as the size and ppu are calculated correctly. Thus, this instead simplified the `.clears` table to a list of clear dict entries making a bunch of things simpler: - object form `Position._clears` compared to the offline TOML schema (saved in account files) is now data-structure-symmetrical. - `Position.add_clear()` now uses `bisect.insort()` to datetime-field-sort-insert into the *list* which saves having to worry about sorting on every sequence *read*. Further deats: - adjust `.accounting._ledger.iter_by_dt()` to expect an input `list`. - change `Position.iter_clears()` to iterate only the clearing entry dicts without yielding a key/tid; no more tuples. - drop `Position.to_dict()` since parent `Struct` already implements it.
goodboy
changed the title
piker.data.ticktoolsdata.ticktools
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As part of devving #526 started formalizing some of tick processing APIs..
More to come including possibly some work toward #107 ?