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parser: trying to fix ratio smas

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This commit is contained in:
k
2024-07-12 13:55:44 +02:00
parent 68700925b0
commit 61038b07f9
4 changed files with 106 additions and 36 deletions
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app/src/scripts/presets/market/averages/index.ts
+80 -18
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@@ -1,6 +1,8 @@
import { averages } from "/src/scripts/datasets/date";
import { colors } from "/src/scripts/utils/colors";
import { SeriesType } from "../../enums";
export function createPresets(scale: ResourceScale): PartialPresetFolder {
return {
name: "Averages",
@@ -58,28 +60,88 @@ function createPresetFolder({
],
},
{
scale,
name: "Ratio",
description: "",
icon: IconTablerMathXDivideY,
title: `Market Price To ${name} Moving Average Ratio`,
top: [
tree: [
{
title: `SMA`,
color,
datasetPath: `/${scale}-to-price-${key}-sma`,
},
],
bottom: [
{
title: `Ratio`,
color,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio`,
scale,
name: "Basic",
description: "",
icon: IconTablerMathXDivideY,
title: `Market Price To ${name} Moving Average Ratio`,
top: [
{
title: `SMA`,
color,
datasetPath: `/${scale}-to-price-${key}-sma`,
},
],
bottom: [
{
title: `Ratio`,
seriesType: SeriesType.Based,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio`,
options: {
base: 1,
},
},
{
title: `Even`,
color: colors.white,
datasetPath: `/${scale}-to-1`,
options: {
lineStyle: 3,
lastValueVisible: false,
},
},
],
},
{
title: `Even`,
color: colors.white,
datasetPath: `/${scale}-to-1`,
scale,
name: "Averages",
description: "",
icon: IconTablerMathAvg,
title: `Market Price To ${name} Moving Average Ratio Averages`,
top: [
{
title: `SMA`,
color,
datasetPath: `/${scale}-to-price-${key}-sma`,
},
],
bottom: [
{
title: `1Y`,
color: colors.red,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1y-sma`,
},
{
title: `1M`,
color: colors.orange,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1m-sma`,
},
{
title: `1W`,
color: colors.yellow,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1w-sma`,
},
{
title: `Raw`,
color: colors.white,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio`,
options: {
base: 1,
},
},
{
title: `Even`,
color: colors.gray,
datasetPath: `/${scale}-to-1`,
options: {
lineStyle: 3,
lastValueVisible: false,
},
},
],
},
],
},
parser/src/datasets/subs/ratio.rs
+16 -16
View File
@@ -39,25 +39,25 @@ impl RatioDataset {
min_initial_states: MinInitialStates::default(),
ratio: BiMap::new_bin(1, &f_ratio("ratio")),
ratio_1w_sma: BiMap::new_bin(1, &f_ratio("ratio_1w_sma")),
ratio_1m_sma: BiMap::new_bin(1, &f_ratio("ratio_1m_sma")),
ratio_1y_sma: BiMap::new_bin(1, &f_ratio("ratio_1y_sma")),
ratio_1w_sma: BiMap::new_bin(2, &f_ratio("ratio_1w_sma")),
ratio_1m_sma: BiMap::new_bin(2, &f_ratio("ratio_1m_sma")),
ratio_1y_sma: BiMap::new_bin(2, &f_ratio("ratio_1y_sma")),
ratio_1y_sma_momentum_oscillator: BiMap::new_bin(
1,
2,
&f_ratio("ratio_1y_sma_momentum_oscillator"),
),
ratio_99p: BiMap::new_bin(1, &f_ratio("ratio_99p")),
ratio_99_5p: BiMap::new_bin(1, &f_ratio("ratio_99_5p")),
ratio_99_9p: BiMap::new_bin(1, &f_ratio("ratio_99_9p")),
ratio_1p: BiMap::new_bin(1, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(1, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(1, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(1, &f_price("99p")),
price_99_5p: BiMap::new_bin(1, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(1, &f_price("99_9p")),
price_1p: BiMap::new_bin(1, &f_price("1p")),
price_0_5p: BiMap::new_bin(1, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(1, &f_price("0_1p")),
ratio_99p: BiMap::new_bin(2, &f_ratio("ratio_99p")),
ratio_99_5p: BiMap::new_bin(2, &f_ratio("ratio_99_5p")),
ratio_99_9p: BiMap::new_bin(2, &f_ratio("ratio_99_9p")),
ratio_1p: BiMap::new_bin(2, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(2, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(2, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(2, &f_price("99p")),
price_99_5p: BiMap::new_bin(2, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(2, &f_price("99_9p")),
price_1p: BiMap::new_bin(2, &f_price("1p")),
price_0_5p: BiMap::new_bin(2, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(2, &f_price("0_1p")),
};
s.min_initial_states
parser/src/structs/date_map.rs
+5 -1
View File
@@ -640,11 +640,15 @@ where
})
.into();
let last_value = f32::lossy_from(source.get_or_import(date).unwrap_or_else(|| {
let mut last_value = f32::lossy_from(source.get_or_import(date).unwrap_or_else(|| {
dbg!(date);
panic!()
}));
if last_value.is_nan() {
last_value = 0.0;
}
average.replace(((previous_average * (days - 1.0) + last_value) / days).into());
self.insert(*date, average.unwrap());
parser/src/structs/height_map.rs
+5 -1
View File
@@ -652,7 +652,11 @@ where
})
.into();
let last_value = f32::lossy_from(source.get_or_import(&height));
let mut last_value = f32::lossy_from(source.get_or_import(&height));
if last_value.is_nan() {
last_value = 0.0;
}
average.replace(
((previous_average * (block_time as f32 - 1.0) + last_value) / block_time as f32)