warmupStreamEngine
Syntax
warmupStreamEngine(engine, msgs)
Details
Ingest data into a stream engine without outputting results. When the next batch of data is ingested, the calculation can be sped up with the results that have already been generated.
Currently it only supports the reactive state engine, and (daily) time series engine.
Parameters
engine is the table object returned from creating a stream engine.
msgs is a table.
Returns
None.
Examples
trade=table(1000:0, `date`sym`price`volume, [DATE, SYMBOL, DOUBLE, INT])
n=3000*100
date=take(2021.03.08, n)
sym=take("A"+string(1..3000), n)
price=round(rand(100.0, n), 2)
volume=rand(100, n)
table1 = table(date, sym, price, volume)
outputTable = table(n:0, `sym`factor1, [STRING,DOUBLE])
engine = createReactiveStateEngine("test", <ema(volume, 40)>, table1, outputTable, "sym")
warmupStreamEngine(engine, table1)
date=take(2021.03.09, n)
sym=take("A"+string(1..3000), n)
price=round(rand(100.0, n), 2)
volume=rand(100, n)
table2 = table(date, sym, price, volume)
engine.append!(table2)
