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global: sats version of all prices

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This commit is contained in:
nym21
2026-01-26 15:04:45 +01:00
parent f066fcda32
commit 3d01822d27
53 changed files with 2843 additions and 1688 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crates/brk_computer/src/market/ath/import.rs
+3 -3
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@@ -6,8 +6,8 @@ use super::Vecs;
use crate::{
indexes,
internal::{
ComputedFromDateLast, ComputedFromHeightAndDateLast, LazyBinaryFromHeightAndDateLast, LazyFromDateLast,
PercentageDiffCloseDollars, StoredU16ToYears,
ComputedFromDateLast, LazyBinaryFromHeightAndDateLast, LazyFromDateLast,
PercentageDiffCloseDollars, PriceFromHeightAndDate, StoredU16ToYears,
},
price,
};
@@ -19,7 +19,7 @@ impl Vecs {
indexes: &indexes::Vecs,
price: &price::Vecs,
) -> Result<Self> {
let price_ath = ComputedFromHeightAndDateLast::forced_import(db, "price_ath", version, indexes)?;
let price_ath = PriceFromHeightAndDate::forced_import(db, "price_ath", version, indexes)?;
let max_days_between_price_aths =
ComputedFromDateLast::forced_import(db, "max_days_between_price_aths", version, indexes)?;
crates/brk_computer/src/market/ath/vecs.rs
+2 -2
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@@ -2,13 +2,13 @@ use brk_traversable::Traversable;
use brk_types::{Close, Dollars, StoredF32, StoredU16};
use crate::internal::{
ComputedFromDateLast, ComputedFromHeightAndDateLast, LazyBinaryFromHeightAndDateLast, LazyFromDateLast,
ComputedFromDateLast, LazyBinaryFromHeightAndDateLast, LazyFromDateLast, PriceFromHeightAndDate,
};
/// All-time high related metrics
#[derive(Clone, Traversable)]
pub struct Vecs {
pub price_ath: ComputedFromHeightAndDateLast<Dollars>,
pub price_ath: PriceFromHeightAndDate,
pub price_drawdown: LazyBinaryFromHeightAndDateLast<StoredF32, Close<Dollars>, Dollars>,
pub days_since_price_ath: ComputedFromDateLast<StoredU16>,
pub years_since_price_ath: LazyFromDateLast<StoredF32, StoredU16>,
crates/brk_computer/src/market/dca/import.rs
+3 -8
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@@ -6,7 +6,7 @@ use super::{ByDcaCagr, ByDcaClass, ByDcaPeriod, DCA_CLASS_NAMES, DCA_PERIOD_NAME
use crate::{
indexes,
internal::{
ComputedFromDateLast, LazyBinaryFromDateLast, PercentageDiffCloseDollars,
ComputedFromDateLast, LazyBinaryFromDateLast, PercentageDiffCloseDollars, Price,
ValueFromDateLast,
},
market::lookback,
@@ -28,12 +28,7 @@ impl Vecs {
// DCA by period - average price
let period_average_price = ByDcaPeriod::try_new(|name, _days| {
ComputedFromDateLast::forced_import(
db,
&format!("{name}_dca_average_price"),
version,
indexes,
)
Price::forced_import(db, &format!("{name}_dca_average_price"), version, indexes)
})?;
let period_returns =
@@ -160,7 +155,7 @@ impl Vecs {
// DCA by year class - average price
let class_average_price = ByDcaClass::try_new(|name, _year, _dateindex| {
ComputedFromDateLast::forced_import(db, &format!("{name}_average_price"), version, indexes)
Price::forced_import(db, &format!("{name}_average_price"), version, indexes)
})?;
let class_returns =
crates/brk_computer/src/market/dca/vecs.rs
+3 -3
View File
@@ -2,14 +2,14 @@ use brk_traversable::Traversable;
use brk_types::{Close, Dollars, StoredF32, StoredU32};
use super::{ByDcaCagr, ByDcaClass, ByDcaPeriod};
use crate::internal::{ComputedFromDateLast, LazyBinaryFromDateLast, ValueFromDateLast};
use crate::internal::{ComputedFromDateLast, LazyBinaryFromDateLast, Price, ValueFromDateLast};
/// Dollar-cost averaging metrics by time period and year class
#[derive(Clone, Traversable)]
pub struct Vecs {
// DCA by period - KISS types
pub period_stack: ByDcaPeriod<ValueFromDateLast>,
pub period_average_price: ByDcaPeriod<ComputedFromDateLast<Dollars>>,
pub period_average_price: ByDcaPeriod<Price>,
pub period_returns: ByDcaPeriod<LazyBinaryFromDateLast<StoredF32, Close<Dollars>, Dollars>>,
pub period_cagr: ByDcaCagr<ComputedFromDateLast<StoredF32>>,
@@ -31,7 +31,7 @@ pub struct Vecs {
// DCA by year class - KISS types
pub class_stack: ByDcaClass<ValueFromDateLast>,
pub class_average_price: ByDcaClass<ComputedFromDateLast<Dollars>>,
pub class_average_price: ByDcaClass<Price>,
pub class_returns: ByDcaClass<LazyBinaryFromDateLast<StoredF32, Close<Dollars>, Dollars>>,
// DCA by year class - profitability
crates/brk_computer/src/market/lookback/import.rs
+2 -2
View File
@@ -3,12 +3,12 @@ use brk_types::Version;
use vecdb::Database;
use super::{ByLookbackPeriod, Vecs};
use crate::{indexes, internal::ComputedFromDateLast};
use crate::{indexes, internal::Price};
impl Vecs {
pub fn forced_import(db: &Database, version: Version, indexes: &indexes::Vecs) -> Result<Self> {
let price_ago = ByLookbackPeriod::try_new(|name, _days| {
ComputedFromDateLast::forced_import(db, &format!("price_{name}_ago"), version, indexes)
Price::forced_import(db, &format!("price_{name}_ago"), version, indexes)
})?;
Ok(Self { price_ago })
crates/brk_computer/src/market/lookback/vecs.rs
+2 -3
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@@ -1,12 +1,11 @@
use brk_traversable::Traversable;
use brk_types::Dollars;
use super::ByLookbackPeriod;
use crate::internal::ComputedFromDateLast;
use crate::internal::Price;
/// Price lookback metrics
#[derive(Clone, Traversable)]
pub struct Vecs {
#[traversable(flatten)]
pub price_ago: ByLookbackPeriod<ComputedFromDateLast<Dollars>>,
pub price_ago: ByLookbackPeriod<Price>,
}
crates/brk_computer/src/market/moving_average/import.rs
+4 -4
View File
@@ -5,7 +5,7 @@ use vecdb::Database;
use super::Vecs;
use crate::{
indexes,
internal::{ComputedFromDateRatio, DollarsTimesTenths, LazyFromDateLast},
internal::{ComputedFromDateRatio, DollarsTimesTenths, LazyPrice},
price,
};
@@ -307,19 +307,19 @@ impl Vecs {
)?;
let price_200d_sma_source = price_200d_sma.price.as_ref().unwrap();
let price_200d_sma_x2_4 = LazyFromDateLast::from_source::<DollarsTimesTenths<24>>(
let price_200d_sma_x2_4 = LazyPrice::from_source::<DollarsTimesTenths<24>>(
"price_200d_sma_x2_4",
version,
price_200d_sma_source,
);
let price_200d_sma_x0_8 = LazyFromDateLast::from_source::<DollarsTimesTenths<8>>(
let price_200d_sma_x0_8 = LazyPrice::from_source::<DollarsTimesTenths<8>>(
"price_200d_sma_x0_8",
version,
price_200d_sma_source,
);
let price_350d_sma_source = price_350d_sma.price.as_ref().unwrap();
let price_350d_sma_x2 = LazyFromDateLast::from_source::<DollarsTimesTenths<20>>(
let price_350d_sma_x2 = LazyPrice::from_source::<DollarsTimesTenths<20>>(
"price_350d_sma_x2",
version,
price_350d_sma_source,
crates/brk_computer/src/market/moving_average/vecs.rs
+4 -4
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@@ -1,7 +1,7 @@
use brk_traversable::Traversable;
use brk_types::Dollars;
use crate::internal::{ComputedFromDateRatio, LazyFromDateLast};
use crate::internal::{ComputedFromDateRatio, LazyPrice};
/// Simple and exponential moving average metrics
#[derive(Clone, Traversable)]
@@ -40,7 +40,7 @@ pub struct Vecs {
pub price_200w_ema: ComputedFromDateRatio,
pub price_4y_ema: ComputedFromDateRatio,
pub price_200d_sma_x2_4: LazyFromDateLast<Dollars>,
pub price_200d_sma_x0_8: LazyFromDateLast<Dollars>,
pub price_350d_sma_x2: LazyFromDateLast<Dollars>,
pub price_200d_sma_x2_4: LazyPrice<Dollars>,
pub price_200d_sma_x0_8: LazyPrice<Dollars>,
pub price_350d_sma_x2: LazyPrice<Dollars>,
}
crates/brk_computer/src/market/range/import.rs
+10 -54
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@@ -3,67 +3,23 @@ use brk_types::Version;
use vecdb::{Database, EagerVec, ImportableVec};
use super::Vecs;
use crate::{indexes, internal::ComputedFromDateLast};
use crate::{indexes, internal::{ComputedFromDateLast, Price}};
impl Vecs {
pub fn forced_import(db: &Database, version: Version, indexes: &indexes::Vecs) -> Result<Self> {
let v1 = Version::ONE;
Ok(Self {
price_1w_min: ComputedFromDateLast::forced_import(
db,
"price_1w_min",
version + v1,
indexes,
)?,
price_1w_max: ComputedFromDateLast::forced_import(
db,
"price_1w_max",
version + v1,
indexes,
)?,
price_2w_min: ComputedFromDateLast::forced_import(
db,
"price_2w_min",
version + v1,
indexes,
)?,
price_2w_max: ComputedFromDateLast::forced_import(
db,
"price_2w_max",
version + v1,
indexes,
)?,
price_1m_min: ComputedFromDateLast::forced_import(
db,
"price_1m_min",
version + v1,
indexes,
)?,
price_1m_max: ComputedFromDateLast::forced_import(
db,
"price_1m_max",
version + v1,
indexes,
)?,
price_1y_min: ComputedFromDateLast::forced_import(
db,
"price_1y_min",
version + v1,
indexes,
)?,
price_1y_max: ComputedFromDateLast::forced_import(
db,
"price_1y_max",
version + v1,
indexes,
)?,
price_1w_min: Price::forced_import(db, "price_1w_min", version + v1, indexes)?,
price_1w_max: Price::forced_import(db, "price_1w_max", version + v1, indexes)?,
price_2w_min: Price::forced_import(db, "price_2w_min", version + v1, indexes)?,
price_2w_max: Price::forced_import(db, "price_2w_max", version + v1, indexes)?,
price_1m_min: Price::forced_import(db, "price_1m_min", version + v1, indexes)?,
price_1m_max: Price::forced_import(db, "price_1m_max", version + v1, indexes)?,
price_1y_min: Price::forced_import(db, "price_1y_min", version + v1, indexes)?,
price_1y_max: Price::forced_import(db, "price_1y_max", version + v1, indexes)?,
price_true_range: EagerVec::forced_import(db, "price_true_range", version)?,
price_true_range_2w_sum: EagerVec::forced_import(
db,
"price_true_range_2w_sum",
version,
)?,
price_true_range_2w_sum: EagerVec::forced_import(db, "price_true_range_2w_sum", version)?,
price_2w_choppiness_index: ComputedFromDateLast::forced_import(
db,
"price_2w_choppiness_index",
crates/brk_computer/src/market/range/vecs.rs
+10 -10
View File
@@ -1,20 +1,20 @@
use brk_traversable::Traversable;
use brk_types::{DateIndex, Dollars, StoredF32};
use brk_types::{DateIndex, StoredF32};
use vecdb::{EagerVec, PcoVec};
use crate::internal::ComputedFromDateLast;
use crate::internal::{ComputedFromDateLast, Price};
/// Price range and choppiness metrics
#[derive(Clone, Traversable)]
pub struct Vecs {
pub price_1w_min: ComputedFromDateLast<Dollars>,
pub price_1w_max: ComputedFromDateLast<Dollars>,
pub price_2w_min: ComputedFromDateLast<Dollars>,
pub price_2w_max: ComputedFromDateLast<Dollars>,
pub price_1m_min: ComputedFromDateLast<Dollars>,
pub price_1m_max: ComputedFromDateLast<Dollars>,
pub price_1y_min: ComputedFromDateLast<Dollars>,
pub price_1y_max: ComputedFromDateLast<Dollars>,
pub price_1w_min: Price,
pub price_1w_max: Price,
pub price_2w_min: Price,
pub price_2w_max: Price,
pub price_1m_min: Price,
pub price_1m_max: Price,
pub price_1y_min: Price,
pub price_1y_max: Price,
pub price_true_range: EagerVec<PcoVec<DateIndex, StoredF32>>,
pub price_true_range_2w_sum: EagerVec<PcoVec<DateIndex, StoredF32>>,
pub price_2w_choppiness_index: ComputedFromDateLast<StoredF32>,