Improve OHLC_FILLED refreshness

clementpl · May 10, 2019 · 69da082 · 69da082
1 parent 59e72af
commit 69da082
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Showing 2 changed files with 14 additions and 7 deletions.
diff --git a/src/_core/Influx/Influx.ts b/src/_core/Influx/Influx.ts
@@ -77,7 +77,6 @@ export class Influx {
           database: this.conf.stockDatabase,
         }
       );
-      // TODO Check => console.log(ret);
       return ret;
     } catch (error) {
       logger.error(error);
@@ -142,13 +141,13 @@ export class Influx {
   }
 
   // public async createContinuousQuery() {
-    /*
+  /*
      To refill every serie use:
      SELECT first(open) as open, max(high) as high, min(low) as low, last(close) as close, sum(volume) as volume 
      INTO OHLC_FILLED FROM OHLC 
      GROUP BY time(1m), * fill(linear)
      */
-    /* try {
+  /* try {
       const query: string = `
       SELECT first(open) as open, max(high) as high, min(low) as low, last(close) as close, sum(volume) as volume
       INTO ${MEASUREMENT_OHLC_FILLED}
@@ -168,20 +167,24 @@ export class Influx {
     }
   }*/
 
-  public async refreshOHLCFILLED(tags: { [name: string]: string }, force: boolean = false): Promise<void> {
+  public async refreshOHLCFILLED(
+    tags: { [name: string]: string },
+    force: boolean = false,
+    date?: string
+  ): Promise<void> {
     try {
       // Query creator set time in where clause
       const query: (time?: string) => string = (time?: string) => `
         SELECT first(open) as open, max(high) as high, min(low) as low, last(close) as close, sum(volume) as volume
         INTO ${MEASUREMENT_OHLC_FILLED}
         FROM ${MEASUREMENT_OHLC}
         WHERE ${tagsToString(tags)}
-        ${time ? `AND time > '${time}'` : ''}
+        ${time ? `AND time >= '${time}'` : ''}
         GROUP BY time(1m), * fill(linear)
       `;
       // If for refresh the whole serie
       if (force) {
-        await this.influx.query(query(), { database: this.conf.stockDatabase });
+        await this.influx.query(query(date), { database: this.conf.stockDatabase });
       } else {
         const ret = await this.getSeriesGap(MEASUREMENT_OHLC_FILLED);
         if (ret.length > 0) {

diff --git a/src/_core/Watcher/MarketWatcher/MarketWatcher.ts b/src/_core/Watcher/MarketWatcher/MarketWatcher.ts
@@ -82,7 +82,11 @@ export class MarketWatcher extends Watcher {
           .catch(error => {
             throw error;
           });
-        await this.getInflux().refreshOHLCFILLED(tags);
+        const start = moment()
+          .subtract(100, 'm')
+          .utc()
+          .format();
+        await this.getInflux().refreshOHLCFILLED(tags, true, start);
       } catch (error) {
         logger.error(error);
         throw new Error(`Error while running market watcher loop ${this.conf.exchange} (${this.symbol})`);