Point72 / Point72/csp

Cycle priority flag on timers

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type: enhancement
Dominant language
Python
Stars
441
Forks
90
Avg merge
1d 12m
Merged PRs (30d)
5

Description

Right now, due to how CSP manages duplicate timestamp cycles, all csp.timers that are scheduled will always execute in the first cycle of the given timestamp ( even if there are more data points scheduled for the same timestamp )
This can cause issues if for example you want to csp.sample with a csp.timer. In many ( perhaps most ) cases you would want to sample the last point of the timestamp rather than the first, but there is no way to control this at the moment.

The other thing we can do if we controlled priority is to allow a "last cycle" timer. This would include managing feedbacks that are introduced mid-cycle, which would then potentially allow us to implement the ever elusive "csp.reroll" ( picture ts[list] -> csp.unroll -> process individual ticks -> csp.reroll back into the original list )

Thinking out loud, we can potentially have 3 priority modes for csp.timers / alarms:

  • Priority.FIRST - with first cycle for the timestamp
  • Priority.LAST - with last timestamp of the cycle ( will execute after everything scheduled up to this point, but not things scheduled after )
  • Priority.FINAL? ( not stuck on this name ) - ultimate last cycle of the given timestamp

LAST can be fed into csp.feedback, FINAL should raise if its wired into a feedback since that would break its semantics.

Implementation wise, we would have to introduce a priority to timestamps in the TimerHeap ( can probably embed it in the timestamp going into the existing ordered map )

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by tracing csp.timers, csp.sample, csp.feedback, and the TimerHeap mentioned in the issue. Review how duplicate timestamps are ordered, then determine how FIRST, LAST, and FINAL priority should interact with feedbacks. Done means timer priority is controllable and the stated feedback semantics are enforced.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp, python
Domain
stream-processing
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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