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nym21
2025-09-03 18:17:25 +02:00
parent 1c2afd14dd
commit 3359dfcc29
55 changed files with 3213 additions and 2769 deletions
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168
crates/brk_computer/src/grouped/sd_from_dateindex.rs
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@@ -16,7 +16,7 @@ pub struct ComputedStandardDeviationVecsFromDateIndex {
pub sma: Option<ComputedVecsFromDateIndex<StoredF32>>,
pub sd: ComputedVecsFromDateIndex<StoredF32>,
pub _0sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub _0sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub p0_5sd: ComputedVecsFromDateIndex<StoredF32>,
pub p1sd: ComputedVecsFromDateIndex<StoredF32>,
pub p1_5sd: ComputedVecsFromDateIndex<StoredF32>,
@@ -29,18 +29,18 @@ pub struct ComputedStandardDeviationVecsFromDateIndex {
pub m2sd: ComputedVecsFromDateIndex<StoredF32>,
pub m2_5sd: ComputedVecsFromDateIndex<StoredF32>,
pub m3sd: ComputedVecsFromDateIndex<StoredF32>,
pub p0_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub p1sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub p1_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub p2sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub p2_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub p3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub m0_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub m1sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub m1_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub m2sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub m2_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub m3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub p0_5sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub p1sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub p1_5sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub p2sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub p2_5sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub p3sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub m0_5sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub m1sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub m1_5sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub m2sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub m2_5sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub m3sd_in_usd: ComputedVecsFromDateIndex<Dollars>,
pub zscore: ComputedVecsFromDateIndex<StoredF32>,
}
@@ -175,105 +175,105 @@ impl ComputedStandardDeviationVecsFromDateIndex {
indexes,
options,
)?,
_0sd_as_price: ComputedVecsFromDateIndex::forced_import(
_0sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_0sd_as_price"),
&format!("{name}_0sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
p0_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
p0_5sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_p0_5sd_as_price"),
&format!("{name}_p0_5sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
p1sd_as_price: ComputedVecsFromDateIndex::forced_import(
p1sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_p1sd_as_price"),
&format!("{name}_p1sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
p1_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
p1_5sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_p1_5sd_as_price"),
&format!("{name}_p1_5sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
p2sd_as_price: ComputedVecsFromDateIndex::forced_import(
p2sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_p2sd_as_price"),
&format!("{name}_p2sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
p2_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
p2_5sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_p2_5sd_as_price"),
&format!("{name}_p2_5sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
p3sd_as_price: ComputedVecsFromDateIndex::forced_import(
p3sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_p3sd_as_price"),
&format!("{name}_p3sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
m0_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
m0_5sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_m0_5sd_as_price"),
&format!("{name}_m0_5sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
m1sd_as_price: ComputedVecsFromDateIndex::forced_import(
m1sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_m1sd_as_price"),
&format!("{name}_m1sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
m1_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
m1_5sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_m1_5sd_as_price"),
&format!("{name}_m1_5sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
m2sd_as_price: ComputedVecsFromDateIndex::forced_import(
m2sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_m2sd_as_price"),
&format!("{name}_m2sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
m2_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
m2_5sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_m2_5sd_as_price"),
&format!("{name}_m2_5sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
options,
)?,
m3sd_as_price: ComputedVecsFromDateIndex::forced_import(
m3sd_in_usd: ComputedVecsFromDateIndex::forced_import(
db,
&format!("{name}_m3sd_as_price"),
&format!("{name}_m3sd_in_usd"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
@@ -297,7 +297,7 @@ impl ComputedStandardDeviationVecsFromDateIndex {
starting_indexes: &Indexes,
exit: &Exit,
source: &impl CollectableVec<DateIndex, StoredF32>,
source_as_price: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
source_in_usd: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
) -> Result<()> {
let min_date = DateIndex::try_from(Date::MIN_RATIO).unwrap();
@@ -326,7 +326,7 @@ impl ComputedStandardDeviationVecsFromDateIndex {
exit,
sma_opt,
source,
source_as_price,
source_in_usd,
)
}
@@ -339,7 +339,7 @@ impl ComputedStandardDeviationVecsFromDateIndex {
exit: &Exit,
sma_opt: Option<&impl AnyIterableVec<DateIndex, StoredF32>>,
source: &impl CollectableVec<DateIndex, StoredF32>,
source_as_price: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
source_in_usd: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
) -> Result<()> {
let sma = sma_opt.unwrap_or_else(|| unsafe {
std::mem::transmute(&self.sma.as_ref().unwrap().dateindex)
@@ -571,14 +571,14 @@ impl ComputedStandardDeviationVecsFromDateIndex {
},
)?;
let Some(price) = source_as_price else {
let Some(price) = source_in_usd else {
return Ok(());
};
let compute_as_price =
|as_price: &mut ComputedVecsFromDateIndex<Dollars>,
let compute_in_usd =
|in_usd: &mut ComputedVecsFromDateIndex<Dollars>,
mut iter: BoxedVecIterator<DateIndex, StoredF32>| {
as_price.compute_all(
in_usd.compute_all(
indexer,
indexes,
starting_indexes,
@@ -598,53 +598,53 @@ impl ComputedStandardDeviationVecsFromDateIndex {
)
};
compute_as_price(&mut self._0sd_as_price, sma.iter())?;
compute_as_price(
&mut self.p0_5sd_as_price,
compute_in_usd(&mut self._0sd_in_usd, sma.iter())?;
compute_in_usd(
&mut self.p0_5sd_in_usd,
self.p0_5sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.p1sd_as_price,
compute_in_usd(
&mut self.p1sd_in_usd,
self.p1sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.p1_5sd_as_price,
compute_in_usd(
&mut self.p1_5sd_in_usd,
self.p1_5sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.p2sd_as_price,
compute_in_usd(
&mut self.p2sd_in_usd,
self.p2sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.p2_5sd_as_price,
compute_in_usd(
&mut self.p2_5sd_in_usd,
self.p2_5sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.p3sd_as_price,
compute_in_usd(
&mut self.p3sd_in_usd,
self.p3sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.m0_5sd_as_price,
compute_in_usd(
&mut self.m0_5sd_in_usd,
self.m0_5sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.m1sd_as_price,
compute_in_usd(
&mut self.m1sd_in_usd,
self.m1sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.m1_5sd_as_price,
compute_in_usd(
&mut self.m1_5sd_in_usd,
self.m1_5sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.m2sd_as_price,
compute_in_usd(
&mut self.m2sd_in_usd,
self.m2sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.m2_5sd_as_price,
compute_in_usd(
&mut self.m2_5sd_in_usd,
self.m2_5sd.dateindex.as_ref().unwrap().iter(),
)?;
compute_as_price(
&mut self.m3sd_as_price,
compute_in_usd(
&mut self.m3sd_in_usd,
self.m3sd.dateindex.as_ref().unwrap().iter(),
)?;
@@ -685,19 +685,19 @@ impl ComputedStandardDeviationVecsFromDateIndex {
self.m2sd.vecs(),
self.m2_5sd.vecs(),
self.m3sd.vecs(),
self._0sd_as_price.vecs(),
self.p0_5sd_as_price.vecs(),
self.p1sd_as_price.vecs(),
self.p1_5sd_as_price.vecs(),
self.p2sd_as_price.vecs(),
self.p2_5sd_as_price.vecs(),
self.p3sd_as_price.vecs(),
self.m0_5sd_as_price.vecs(),
self.m1sd_as_price.vecs(),
self.m1_5sd_as_price.vecs(),
self.m2sd_as_price.vecs(),
self.m2_5sd_as_price.vecs(),
self.m3sd_as_price.vecs(),
self._0sd_in_usd.vecs(),
self.p0_5sd_in_usd.vecs(),
self.p1sd_in_usd.vecs(),
self.p1_5sd_in_usd.vecs(),
self.p2sd_in_usd.vecs(),
self.p2_5sd_in_usd.vecs(),
self.p3sd_in_usd.vecs(),
self.m0_5sd_in_usd.vecs(),
self.m1sd_in_usd.vecs(),
self.m1_5sd_in_usd.vecs(),
self.m2sd_in_usd.vecs(),
self.m2_5sd_in_usd.vecs(),
self.m3sd_in_usd.vecs(),
self.zscore.vecs(),
]
.into_iter()