Outputs cache, clear and interpolate data

Preparation to solve build new scheduling algorithm. See #78 (closed).

Use the ping mechanism to let outputs know their targets.

Outputs record pull time per target to determine data to store/clear. Store data, and clear after pull what can't be pulled anymore with strictly increasing pull time per target.

Outputs do nearest interpolation on pull and throw an arror when out of the data range.

Fixes #76 (closed)

src/finam/sdk/output.py

@@ -6,7 +6,7 @@ from datetime import datetime
 
 from ..data import tools
 from ..data.tools import Info
-from ..errors import FinamMetaDataError, FinamNoDataError
+from ..errors import FinamMetaDataError, FinamNoDataError, FinamTimeError
 from ..interfaces import IInput, IOutput, Loggable
 from ..tools.log_helper import ErrorLogger
 
@@ -16,7 +16,7 @@ class Output(IOutput, Loggable):
 
     def __init__(self, name=None, info=None, **info_kwargs):
         self.targets = []
-        self.data = None
+        self.data = []
         self._output_info = None
         self.base_logger_name = None
         if name is None:
@@ -120,7 +120,7 @@ class Output(IOutput, Loggable):
             raise FinamNoDataError("Can't push data before output info was exchanged.")
 
         with ErrorLogger(self.logger):
-            self.data = tools.to_xarray(data, self.name, self.info, time)
+            self.data.append((time, tools.to_xarray(data, self.name, self.info, time)))
         self.notify_targets(time)
 
     def push_info(self, info):
@@ -176,10 +176,34 @@ class Output(IOutput, Loggable):
             raise FinamNoDataError(f"No data info available in {self.name}")
         if self._out_infos_exchanged < len(self._connected_inputs):
             raise FinamNoDataError(f"Data info was not yet exchanged in {self.name}")
-        if self.data is None:
+        if len(self.data) == 0:
             raise FinamNoDataError(f"No data available in {self.name}")
 
-        return self.data
+        return self._interpolate(time)
+
+    def _interpolate(self, time):
+        if time < self.data[0][0] or time > self.data[-1][0]:
+            raise FinamTimeError(
+                f"Requested time {time} out of range [{self.data[0][0]}, {self.data[-1][0]}]"
+            )
+        for i, (t, data) in enumerate(self.data):
+            if time > t:
+                continue
+            if time == t:
+                return data
+
+            t_prev, data_prev = self.data[i - 1]
+            diff = t - t_prev
+            t_half = t_prev + diff
+            if time < t_half:
+                return data_prev
+
+            return data
+
+        raise FinamTimeError(
+            f"Time interpolation failed. This should not happen and is probably a bug. "
+            f"Time is {time}."
+        )
 
     def get_info(self, info):
         """Exchange and get the output's data info.