@@ -6,18 +6,20 @@ getBuckets:{[s;e;p](s+p*til(ceiling 1+e%p)-(ceiling s%p))}
66// params[`t] is table data
77// params[`tc] is time column to cut on
88// params[`tn] is table name
9- // params[`interval] is the time interval to bucket the messages into.
9+ // params[`timerinterval] is the timer time interval to bucket the messages into.
10+ // params[`datainterval] is the data time interval to bucket the messages into.
1011tableDataToDataStream : {[params ]
12+ .dbg.params: params ;
1113 // Sort table by time column.
1214 params [`t ]: params [`tc ] xasc delete date from params [`t ];
1315
1416 // get all times from table
1517 t_times : params [`t ][params [`tc ]];
1618
17- $ [not null params [`interval ];
19+ $ [not null params [`datainterval ];
1820 [ // if there is an interval, bucket messages into this interval
19- // make bukets of ten second intervals
20- times : getBuckets [params [`sts ];params [`ets ];params [`interval ]];
21+ // make buckets of ten second intervals
22+ times : getBuckets [params [`sts ];params [`ets ];params [`datainterval ]];
2123
2224 // put start time in fornt of t_times
2325 t_times : params [`sts ], t_times ;
@@ -38,7 +40,7 @@ tableDataToDataStream:{[params]
3840 // Return table of times and message chunks
3941 -1 _ ([]time : time ;msg : {(`upd ;x;y)}[params [`tn ]] each msgs )
4042 ];
41- // if there is no intevral , cut by distinct time.
43+ // if there is no interval , cut by distinct time.
4244 ([]
4345 time : distinct t_times ;
4446 msg : {(`upd ;x;$ [1 <count y;flip y;first y])}[params [`tn ]] each
@@ -74,10 +76,10 @@ tableToDataStream:{[params]
7476
7577// params[`sts] is start of time window to get
7678// params[`ets] is end of time window to get
77- // params[`tp] is the inrement between times
79+ // params[`tp] is the increment between times
7880// params[`timerfunc] is the timer function to use
7981getTimers : {[params ]
80- times : getBuckets [params [`sts ];params [`ets ];params [`interval ]];
82+ times : getBuckets [params [`sts ];params [`ets ];params [`replayinterval ]];
8183 ([]time : times ;msg : params [`timerfunc ],' times )
8284 }
8385
@@ -86,24 +88,25 @@ getTimers:{[params]
8688// params[`sts] is start of time window to get - Required
8789// params[`ets] is end of time window to get - Required
8890// params[`syms] is list of instruments to get - Default all syms
89- // params[`where] is an additional where clause in functional form - Not Reuqired
91+ // params[`where] is an additional where clause in functional form - Not Required
9092// params[`timer] is whether or not to retrieve timer - Default 0b
9193// params[`h] is handle to hdb - Default 0 (self)
92- // params[`interval] is the time interval to bucket the messages into. - Not Required
94+ // params[`timerinterval] is the time interval to bucket the timer messages into. - Not Required
95+ // params[`datainterval] is the time interval to bucket the upd messages into. - Not Required
9396// prarms[`tc] is the time column of the tables specified - Defualt `time
9497// params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
9598tablesToDataStream : {[params ]
96- defaults : `timer`h`syms`interval` tc`timerfunc`where ! (0b ;0 ;`symbol $ ();`timespan $ 0n ;`time ;`.z.ts ;());
99+ defaults : `timer`h`syms`datainterval`replayinterval` tc`timerfunc`where ! (0b ;0 ;`symbol $ (); `timespan $ 0n ;`timespan $ 0n ;`time ;`.z.ts ;());
97100 params : defaults , params ;
98101
99102 // check for default parameters `tabs`sts`ets
100- if [count missing : `tabs`sts`ets except key params ;' "mising prameters : " , " " sv string missing ;];
103+ if [count missing : `tabs`sts`ets except key params ;' "missing parameters : " , " " sv string missing ;];
101104 params [`tabs ]: (), params [`tabs ];
102105
103106 ds : raze {tableToDataStream x, (enlist `tn )! enlist y}[params ] each params [`tabs ];
104-
107+
105108 $ [params [`timer ];
106- `time xasc ds , getTimers [params , enlist [`interval ]! enlist $ [null k : params [`interval ];0D00:00:10.00 ;k]];
109+ `time xasc ds , getTimers [params , enlist [`timerinterval ]! enlist $ [null k : params [`timerinterval ];0D00:00:10.00 ;k]];
107110 `time xasc ds ]
108111 };
109112
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