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global: utxos part 6

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nym21
2025-05-23 17:52:01 +02:00
parent e002a61a19
commit 2883f88de6
23 changed files with 3351 additions and 941 deletions
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4
crates/brk_computer/src/vecs/grouped/from_height.rs
View File

@@ -103,9 +103,7 @@ where
)?;
let height: Option<&EagerVec<Height, T>> = None;
self.compute_rest(indexes, starting_indexes, exit, height)?;
Ok(())
self.compute_rest(indexes, starting_indexes, exit, height)
}
pub fn compute_rest(

81
crates/brk_computer/src/vecs/grouped/ratio_from_dateindex.rs
View File

@@ -18,7 +18,7 @@ use super::{ComputedVecsFromDateIndex, StorableVecGeneatorOptions};
#[derive(Clone)]
pub struct ComputedRatioVecsFromDateIndex {
pub price: ComputedVecsFromDateIndex<Dollars>,
pub price: Option<ComputedVecsFromDateIndex<Dollars>>,
pub ratio: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_sma: ComputedVecsFromDateIndex<StoredF32>,
@@ -60,19 +60,22 @@ impl ComputedRatioVecsFromDateIndex {
pub fn forced_import(
path: &Path,
name: &str,
// _compute_source: bool,
compute_source: bool,
version: Version,
compressed: Compressed,
options: StorableVecGeneatorOptions,
) -> color_eyre::Result<Self> {
Ok(Self {
price: ComputedVecsFromDateIndex::forced_import(
path,
name,
VERSION + version,
compressed,
options,
)?,
price: compute_source.then(|| {
ComputedVecsFromDateIndex::forced_import(
path,
name,
VERSION + version,
compressed,
options,
)
.unwrap()
}),
ratio: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio"),
@@ -300,7 +303,7 @@ impl ComputedRatioVecsFromDateIndex {
})
}
pub fn compute<F>(
pub fn compute_all<F>(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
@@ -319,8 +322,34 @@ impl ComputedRatioVecsFromDateIndex {
) -> Result<()>,
{
self.price
.as_mut()
.unwrap()
.compute(indexer, indexes, starting_indexes, exit, compute)?;
let date_to_price_opt: Option<&EagerVec<DateIndex, Dollars>> = None;
self.compute_rest(
indexer,
indexes,
fetched,
starting_indexes,
exit,
date_to_price_opt,
)
}
pub fn compute_rest(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
fetched: &fetched::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
date_to_price_opt: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
) -> color_eyre::Result<()> {
let date_to_price = date_to_price_opt.unwrap_or_else(|| unsafe {
std::mem::transmute(&self.price.as_ref().unwrap().dateindex)
});
let closes = &fetched.timeindexes_to_close.dateindex;
self.ratio.compute(
@@ -329,7 +358,7 @@ impl ComputedRatioVecsFromDateIndex {
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
let mut price = self.price.dateindex.into_iter();
let mut price = date_to_price.iter();
v.compute_transform(
starting_indexes.dateindex,
closes,
@@ -590,6 +619,10 @@ impl ComputedRatioVecsFromDateIndex {
self.ratio_m3sd
.compute_rest(indexes, starting_indexes, exit)?;
let date_to_price = date_to_price_opt.unwrap_or_else(|| unsafe {
std::mem::transmute(&self.price.as_ref().unwrap().dateindex)
});
self.ratio_p99_as_price.compute(
indexer,
indexes,
@@ -599,7 +632,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p99.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -618,7 +651,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p99_5.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -637,7 +670,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p99_9.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -656,7 +689,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p1.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -675,7 +708,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p0_5.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -694,7 +727,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p0_1.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -713,7 +746,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p1sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -732,7 +765,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p2sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -751,7 +784,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p3sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -770,7 +803,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_m1sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -789,7 +822,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_m2sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -808,7 +841,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_m3sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -862,7 +895,7 @@ impl ComputedRatioVecsFromDateIndex {
pub fn vecs(&self) -> Vec<&dyn AnyCollectableVec> {
[
self.price.vecs(),
self.price.as_ref().map_or(vec![], |v| v.vecs()),
self.ratio.vecs(),
self.ratio_sma.vecs(),
self.ratio_1w_sma.vecs(),