Add docs' google search verification.

nkaz001 · Sep 8, 2023 · 752d49e · 752d49e
1 parent 08216b2
commit 752d49e
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Showing 2 changed files with 9 additions and 2 deletions.
diff --git a/docs/_static/google7643946cbaadbeb0.html b/docs/_static/google7643946cbaadbeb0.html
@@ -0,0 +1 @@
+google-site-verification: google7643946cbaadbeb0.html
diff --git a/hftbacktest/models/latencies.py b/hftbacktest/models/latencies.py
@@ -249,6 +249,8 @@ def entry(self, timestamp, order, proc):
         for row_num in range(self.entry_rn, len(self.data) - 1):
             req_local_timestamp = self.data[row_num, 0]
             next_req_local_timestamp = self.data[row_num + 1, 0]
+            if timestamp < req_local_timestamp:
+                raise ValueError('Timestamp is not aligned.')
             if req_local_timestamp <= timestamp < next_req_local_timestamp:
                 self.entry_rn = row_num
 
@@ -269,7 +271,8 @@ def entry(self, timestamp, order, proc):
 
                 lat1 = exch_timestamp - req_local_timestamp
                 lat2 = next_exch_timestamp - next_req_local_timestamp
-                return self.__intp(timestamp, req_local_timestamp, lat1, next_req_local_timestamp, lat2)
+                #return self.__intp(timestamp, req_local_timestamp, lat1, next_req_local_timestamp, lat2)
+                return .5 * (lat1 + lat2)
         raise ValueError
 
     def response(self, timestamp, order, proc):
@@ -280,6 +283,8 @@ def response(self, timestamp, order, proc):
         for row_num in range(self.resp_rn, len(self.data) - 1):
             exch_timestamp = self.data[row_num, 1]
             next_exch_timestamp = self.data[row_num + 1, 1]
+            if timestamp < exch_timestamp:
+                raise ValueError('Timestamp is not aligned.')
             if exch_timestamp <= timestamp < next_exch_timestamp:
                 self.resp_rn = row_num
 
@@ -296,7 +301,8 @@ def response(self, timestamp, order, proc):
                 elif next_exch_timestamp <= 0:
                     return lat1
 
-                lat = self.__intp(timestamp, exch_timestamp, lat1, next_exch_timestamp, lat2)
+                #lat = self.__intp(timestamp, exch_timestamp, lat1, next_exch_timestamp, lat2)
+                lat = .5 * (lat1 + lat2)
                 if lat < 0:
                     raise ValueError('Response latency cannot be negative.')
                 return lat