def add_stale_tick(self):
ticks = self.ticks.copy()
if len(self.ticks.index) > 0:
last_tick_sec = float(tools.datetime64_to_datetime(ticks.index.values[-1]).strftime('%M.%S'))
for sym in list(self.ticks["symbol"].unique()):
tick = ticks[ticks['symbol']==sym][-5:].to_dict(orient='records')[-1]
tick['timestamp'] = datetime.utcnow()
if last_tick_sec != float(tick['timestamp'].strftime("%M.%S")):
tick = pd.DataFrame(index=[0], data=tick)
tick.set_index('timestamp', inplace=True)
tick = tools.set_timezone(tick, tz=self.timezone)
tick.loc[:, 'lastsize'] = 0 # no real size
self._tick_handler(tick, stale_tick=True)
def add_stale_tick(self):
ticks = self.ticks.copy()
if len(self.ticks.index) > 0:
last_tick_sec = float(tools.datetime64_to_datetime(
ticks.index.values[-1]).strftime('%M.%S'))
for sym in list(self.ticks["symbol"].unique()):
tick = ticks[ticks['symbol'] == sym][-5:].to_dict(orient='records')[-1]
tick['timestamp'] = datetime.utcnow()
if last_tick_sec != float(tick['timestamp'].strftime("%M.%S")):
tick = pd.DataFrame(index=[0], data=tick)
tick.set_index('timestamp', inplace=True)
tick = tools.set_timezone(tick, tz=self.timezone)
tick.loc[:, 'lastsize'] = 0 # no real size
self._tick_handler(tick, stale_tick=True)