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computer: fix open of ohlc if fetched from different API than prev ohlc

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This commit is contained in:
nym21
2025-06-15 17:27:16 +02:00
parent 3b6e3f47ab
commit 12252f407b
3 changed files with 21 additions and 6 deletions
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16
crates/brk_computer/src/vecs/fetched.rs
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@@ -7,7 +7,7 @@ use brk_core::{
use brk_exit::Exit;
use brk_fetcher::Fetcher;
use brk_indexer::Indexer;
use brk_vec::{AnyCollectableVec, AnyIterableVec, Computation, EagerVec, Format};
use brk_vec::{AnyCollectableVec, AnyIterableVec, Computation, EagerVec, Format, StoredIndex};
use super::{
Indexes,
@@ -429,8 +429,18 @@ impl Vecs {
self.dateindex_to_ohlc_in_cents.compute_transform(
starting_indexes.dateindex,
&indexes.dateindex_to_date,
|(di, d, ..)| {
let ohlc = fetcher.get_date(d).unwrap();
|(di, d, this)| {
let mut ohlc = fetcher.get_date(d).unwrap();
if let Some(prev) = di.decremented() {
let prev_open = *this
.get_or_read(prev, &this.mmap().load())
.unwrap()
.unwrap()
.close;
*ohlc.open = prev_open;
*ohlc.high = (*ohlc.high).max(prev_open);
*ohlc.low = (*ohlc.low).min(prev_open);
}
(di, ohlc)
},
exit,