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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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32
parser/src/datasets/subs/ratio.rs
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

6
parser/src/structs/date_map.rs
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());

6
parser/src/structs/height_map.rs
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)