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comp + kibo: add market smas

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This commit is contained in:
nym21
2025-05-10 13:17:51 +02:00
parent 4b52b80000
commit 292ceddd66
8 changed files with 773 additions and 8 deletions
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crates/brk_computer/src/storage/vecs/grouped/builder.rs
+2 -2
View File
@@ -176,12 +176,12 @@ where
where
I2: StoredIndex + StoredType + CheckedSub<I2>,
{
let index = self.starting_index(max_from);
self.validate_computed_version_or_reset_file(
source.version() + first_indexes.version() + count_indexes.version(),
)?;
let index = self.starting_index(max_from);
let mut count_indexes_iter = count_indexes.iter();
let mut source_iter = source.iter();
crates/brk_computer/src/storage/vecs/market.rs
+314
View File
@@ -19,6 +19,20 @@ pub struct Vecs {
pub indexes_to_days_since_ath: ComputedVecsFromDateindex<StoredUsize>,
pub indexes_to_max_days_between_ath: ComputedVecsFromDateindex<StoredUsize>,
pub indexes_to_max_years_between_ath: ComputedVecsFromDateindex<StoredF64>,
pub indexes_to_1w_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_8d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_13d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_21d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1m_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_34d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_55d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_89d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_144d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_2y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_200w_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_4y_sma: ComputedVecsFromDateindex<Dollars>,
}
impl Vecs {
@@ -72,6 +86,98 @@ impl Vecs {
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1w_sma: ComputedVecsFromDateindex::forced_import(
path,
"1w_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_8d_sma: ComputedVecsFromDateindex::forced_import(
path,
"8d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_13d_sma: ComputedVecsFromDateindex::forced_import(
path,
"13d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_21d_sma: ComputedVecsFromDateindex::forced_import(
path,
"21d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1m_sma: ComputedVecsFromDateindex::forced_import(
path,
"1m_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_34d_sma: ComputedVecsFromDateindex::forced_import(
path,
"34d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_55d_sma: ComputedVecsFromDateindex::forced_import(
path,
"55d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_89d_sma: ComputedVecsFromDateindex::forced_import(
path,
"89d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_144d_sma: ComputedVecsFromDateindex::forced_import(
path,
"144d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1y_sma: ComputedVecsFromDateindex::forced_import(
path,
"1y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_2y_sma: ComputedVecsFromDateindex::forced_import(
path,
"2y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_200w_sma: ComputedVecsFromDateindex::forced_import(
path,
"200w_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_4y_sma: ComputedVecsFromDateindex::forced_import(
path,
"4y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
})
}
@@ -236,6 +342,201 @@ impl Vecs {
},
)?;
self.indexes_to_1w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
7,
exit,
)
},
)?;
self.indexes_to_8d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
8,
exit,
)
},
)?;
self.indexes_to_13d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
13,
exit,
)
},
)?;
self.indexes_to_21d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
21,
exit,
)
},
)?;
self.indexes_to_1m_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
30,
exit,
)
},
)?;
self.indexes_to_34d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
34,
exit,
)
},
)?;
self.indexes_to_55d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
55,
exit,
)
},
)?;
self.indexes_to_89d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
89,
exit,
)
},
)?;
self.indexes_to_144d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
144,
exit,
)
},
)?;
self.indexes_to_1y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
365,
exit,
)
},
)?;
self.indexes_to_2y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
2 * 365,
exit,
)
},
)?;
self.indexes_to_200w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
200 * 7,
exit,
)
},
)?;
self.indexes_to_4y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
4 * 365,
exit,
)
},
)?;
Ok(())
}
@@ -247,6 +548,19 @@ impl Vecs {
self.indexes_to_days_since_ath.vecs(),
self.indexes_to_max_days_between_ath.vecs(),
self.indexes_to_max_years_between_ath.vecs(),
self.indexes_to_1w_sma.vecs(),
self.indexes_to_8d_sma.vecs(),
self.indexes_to_13d_sma.vecs(),
self.indexes_to_21d_sma.vecs(),
self.indexes_to_1m_sma.vecs(),
self.indexes_to_34d_sma.vecs(),
self.indexes_to_55d_sma.vecs(),
self.indexes_to_89d_sma.vecs(),
self.indexes_to_144d_sma.vecs(),
self.indexes_to_1y_sma.vecs(),
self.indexes_to_2y_sma.vecs(),
self.indexes_to_200w_sma.vecs(),
self.indexes_to_4y_sma.vecs(),
]
.concat()
}