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stream through full chains #1096

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DaveSkender opened this issue Oct 12, 2023 · 1 comment · Fixed by #1092
Closed

stream through full chains #1096

DaveSkender opened this issue Oct 12, 2023 · 1 comment · Fixed by #1092
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enhancement New feature or request
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@DaveSkender
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Refactor chainable streaming mechanism to support more than current use of Quote or Use bases. The current form of observable management won't work.

@DaveSkender DaveSkender added the enhancement New feature or request label Oct 12, 2023
@DaveSkender DaveSkender added this to the v3 milestone Oct 12, 2023
@DaveSkender DaveSkender moved this from Maybe to Do Next in Stock Indicators for .NET Oct 12, 2023
@DaveSkender
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Steaming that process individual increments as a whole is innately slower than processing a static batch entirely alone. Streaming requires additional 10x overhead costs to manage quote and indicator history caches needed for handling each increment. For example, both of these are true:

  • processing a static batch of 500 quotes into indicators is 25us
  • processing and caching 500 quotes and indicators is 250us
  • adding one quote and recalculating static batch is 25us
  • adding one quote and calculating stream increment is 5us

In other words, streaming has a 90% more efficient steady state for handling new quote arrivals, but is 10x slower when processing batches of quotes. As a result, the more proficient way to initialize an indicator data series is with a batch method, then turn on the streaming quote handler (e.g. do not emulate the stream to catch up the initial load).

@DaveSkender DaveSkender linked a pull request Oct 10, 2024 that will close this issue
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@github-project-automation github-project-automation bot moved this from In Review to Done in Stock Indicators for .NET Oct 27, 2024
@github-actions github-actions bot locked as resolved and limited conversation to collaborators Jan 26, 2025
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