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global: cointime ratios

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This commit is contained in:
k
2024-07-12 20:39:27 +02:00
parent 96a50dd09a
commit 5f11f15fe1
7 changed files with 579 additions and 492 deletions
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36
parser/src/datasets/cointime.rs
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@@ -5,7 +5,7 @@ use crate::{
utils::{ONE_DAY_IN_DAYS, ONE_YEAR_IN_DAYS, THREE_MONTHS_IN_DAYS, TWO_WEEK_IN_DAYS},
};
use super::{AnyDataset, ComputeData, InsertData, MinInitialStates};
use super::{AnyDataset, ComputeData, InsertData, MinInitialStates, RatioDataset};
#[derive(Allocative)]
pub struct CointimeDataset {
@@ -17,6 +17,7 @@ pub struct CointimeDataset {
// Computed
pub active_cap: BiMap<f32>,
pub active_price: BiMap<f32>,
pub active_price_ratio: RatioDataset,
pub active_supply: BiMap<f32>,
pub active_supply_3m_net_change: BiMap<f32>,
pub active_supply_net_change: BiMap<f32>,
@@ -27,6 +28,7 @@ pub struct CointimeDataset {
pub cointime_adjusted_yearly_inflation_rate: BiMap<f32>,
pub cointime_cap: BiMap<f32>,
pub cointime_price: BiMap<f32>,
pub cointime_price_ratio: RatioDataset,
pub cointime_value_created: BiMap<f32>,
pub cointime_value_destroyed: BiMap<f32>,
pub cointime_value_stored: BiMap<f32>,
@@ -48,9 +50,11 @@ pub struct CointimeDataset {
pub total_cointime_value_stored: BiMap<f32>,
pub true_market_deviation: BiMap<f32>,
pub true_market_mean: BiMap<f32>,
pub true_market_mean_ratio: RatioDataset,
pub true_market_net_unrealized_profit_and_loss: BiMap<f32>,
pub vaulted_cap: BiMap<f32>,
pub vaulted_price: BiMap<f32>,
pub vaulted_price_ratio: RatioDataset,
pub vaulted_supply: BiMap<f32>,
pub vaulted_supply_net_change: BiMap<f32>,
pub vaulted_supply_3m_net_change: BiMap<f32>,
@@ -67,6 +71,7 @@ impl CointimeDataset {
active_cap: BiMap::new_bin(1, &f("active_cap")),
active_price: BiMap::new_bin(1, &f("active_price")),
active_price_ratio: RatioDataset::import(parent_path, "active_price")?,
active_supply: BiMap::new_bin(1, &f("active_supply")),
active_supply_3m_net_change: BiMap::new_bin(1, &f("active_supply_3m_net_change")),
active_supply_net_change: BiMap::new_bin(1, &f("active_supply_net_change")),
@@ -81,6 +86,7 @@ impl CointimeDataset {
),
cointime_cap: BiMap::new_bin(1, &f("cointime_cap")),
cointime_price: BiMap::new_bin(1, &f("cointime_price")),
cointime_price_ratio: RatioDataset::import(parent_path, "cointime_price")?,
cointime_value_created: BiMap::new_bin(1, &f("cointime_value_created")),
cointime_value_destroyed: BiMap::new_bin(1, &f("cointime_value_destroyed")),
cointime_value_stored: BiMap::new_bin(1, &f("cointime_value_stored")),
@@ -114,12 +120,14 @@ impl CointimeDataset {
total_cointime_value_stored: BiMap::new_bin(1, &f("total_cointime_value_stored")),
true_market_deviation: BiMap::new_bin(1, &f("true_market_deviation")),
true_market_mean: BiMap::new_bin(1, &f("true_market_mean")),
true_market_mean_ratio: RatioDataset::import(parent_path, "true_market_mean")?,
true_market_net_unrealized_profit_and_loss: BiMap::new_bin(
1,
&f("true_market_net_unrealized_profit_and_loss"),
),
vaulted_cap: BiMap::new_bin(1, &f("vaulted_cap")),
vaulted_price: BiMap::new_bin(1, &f("vaulted_price")),
vaulted_price_ratio: RatioDataset::import(parent_path, "vaulted_price")?,
vaulted_supply: BiMap::new_bin(1, &f("vaulted_supply")),
vaulted_supply_3m_net_change: BiMap::new_bin(1, &f("vaulted_supply_3m_net_change")),
vaulted_supply_net_change: BiMap::new_bin(1, &f("vaulted_supply_net_change")),
@@ -493,8 +501,8 @@ impl AnyDataset for CointimeDataset {
}
fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
vec![
&self.active_cap,
let mut v = vec![
&self.active_cap as &(dyn AnyBiMap + Send + Sync),
&self.active_price,
&self.active_supply,
&self.active_supply_3m_net_change,
@@ -535,12 +543,19 @@ impl AnyDataset for CointimeDataset {
&self.vaulted_supply_3m_net_change,
&self.vaultedness,
&self.vaulting_rate,
]
];
v.append(&mut self.active_price_ratio.to_computed_bi_map_vec());
v.append(&mut self.cointime_price_ratio.to_computed_bi_map_vec());
v.append(&mut self.true_market_mean_ratio.to_computed_bi_map_vec());
v.append(&mut self.vaulted_price_ratio.to_computed_bi_map_vec());
v
}
fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
vec![
&mut self.active_cap,
let mut v = vec![
&mut self.active_cap as &mut dyn AnyBiMap,
&mut self.active_price,
&mut self.active_supply,
&mut self.active_supply_3m_net_change,
@@ -581,7 +596,14 @@ impl AnyDataset for CointimeDataset {
&mut self.vaulted_supply_3m_net_change,
&mut self.vaultedness,
&mut self.vaulting_rate,
]
];
v.append(&mut self.active_price_ratio.to_computed_mut_bi_map_vec());
v.append(&mut self.cointime_price_ratio.to_computed_mut_bi_map_vec());
v.append(&mut self.true_market_mean_ratio.to_computed_mut_bi_map_vec());
v.append(&mut self.vaulted_price_ratio.to_computed_mut_bi_map_vec());
v
}
fn get_min_initial_states(&self) -> &MinInitialStates {