better comments

roboquant/feeds/collect.py

@@ -5,11 +5,11 @@
 
 
 class CollectorFeed(Feed):
-    """Collect events into one new event if they occur close to eachother.
+    """Collect events that occur close after ech other into a single new event.
 
     Close to eachother is defined by the timeout is seconds. If there is no new
-    event in the specified timeout, all previous events will be bundled together and
-    put on the channel.
+    event in the specified timeout, all the previously collected event items will
+    be bundled together and put on the channel as a single event.
     """
 
     def __init__(

roboquant/feeds/historic.py

@@ -24,6 +24,9 @@ def __init__(self):
     def _add_item(self, time: datetime, item: PriceItem):
         """Add a price-item at a moment in time to this feed.
         Subclasses should invoke this method to populate the historic-feed.
+
+        Items added at the same time, will be part of the same event.
+        So each unique time will only produce a single event.
         """
 
         self.__modified = True

roboquant/feeds/live.py

@@ -10,13 +10,18 @@ class LiveFeed(Feed):
     """
     Abstract base class for feeds that produce live price-items. It will ensure that
     events that are published are monotonic in time (so always increasing).
+
+    If a new event has a timestamp that is before or equal to the previous event, the
+    timstamp will be corrected so the event occurs after the previous event.
+
+    The default is to increment it by 1 microsecond over the previous event, but this is configurable.
     """
 
     def __init__(self):
         super().__init__()
         self._channel = None
         self._last_time = datetime.fromisoformat("1900-01-01T00:00:00+00:00")
-        self._min_change = timedelta(microseconds=1)
+        self.increment = timedelta(microseconds=1)
 
     def play(self, channel: EventChannel):
         self._channel = channel
@@ -28,7 +33,7 @@ def put(self, event: Event):
         if self._channel:
             try:
                 if event.time <= self._last_time:
-                    event.time = self._last_time + self._min_change
+                    event.time = self._last_time + self.increment
                 self._channel.put(event)
                 self._last_time = event.time
             except ChannelClosed:

roboquant/run.py

@@ -30,7 +30,8 @@ def run(
         timeframe: Optionally limit the run to events within this timeframe. The default is None
         capacity: The max capacity of the used event channel. Default is 10 events.
         heartbeat_timeout: Optionally, a heartbeat (is an empty event) will be generated if no other events are received
-        within the specified timeout in seconds. The default is None.
+        within the specified timeout in seconds. The default is None. This should normally only be used with live feeds since
+        the timestamp used for the heartbeat is the current time.
 
     Returns:
         The latest version of the account