mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-06-08 14:11:56 -07:00
global: snapshot
This commit is contained in:
nym21
Generated
+116
-91
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|
||||
checksum = "de5bb2ed6646bb7815126e0f36787c349e13561fed2c05f95b27a1f82dd066c4"
|
||||
dependencies = [
|
||||
"bitflags 2.9.2",
|
||||
"bitflags 2.9.3",
|
||||
"oxc_allocator",
|
||||
"oxc_ast_macros",
|
||||
"oxc_diagnostics",
|
||||
@@ -3030,12 +3054,12 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "oxc_resolver"
|
||||
version = "11.6.1"
|
||||
version = "11.6.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "94b0efb2038cc4e9d12f0fd32aedcfd594f8879866b38bd4becf5e87fa283cc0"
|
||||
checksum = "3d84cdcd778d15db5b21cc61baf79ac55cee97e7feb725b2664453979ba3cd76"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"json-strip-comments",
|
||||
"once_cell",
|
||||
"papaya",
|
||||
@@ -3044,7 +3068,7 @@ dependencies = [
|
||||
"serde",
|
||||
"serde_json",
|
||||
"simdutf8",
|
||||
"thiserror 2.0.15",
|
||||
"thiserror 2.0.16",
|
||||
"tracing",
|
||||
"url",
|
||||
]
|
||||
@@ -3103,7 +3127,7 @@ version = "0.81.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "72d9d80d47d2eee5c1e6dbcdf1841b42afc4f1cd1f63701fc346162616dac52f"
|
||||
dependencies = [
|
||||
"bitflags 2.9.2",
|
||||
"bitflags 2.9.3",
|
||||
"cow-utils",
|
||||
"dragonbox_ecma",
|
||||
"nonmax",
|
||||
@@ -3128,7 +3152,7 @@ dependencies = [
|
||||
"base64 0.22.1",
|
||||
"compact_str",
|
||||
"cow-utils",
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"itoa",
|
||||
"memchr",
|
||||
"oxc-browserslist",
|
||||
@@ -3284,9 +3308,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "percent-encoding"
|
||||
version = "2.3.1"
|
||||
version = "2.3.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "e3148f5046208a5d56bcfc03053e3ca6334e51da8dfb19b6cdc8b306fae3283e"
|
||||
checksum = "9b4f627cb1b25917193a259e49bdad08f671f8d9708acfd5fe0a8c1455d87220"
|
||||
|
||||
[[package]]
|
||||
name = "petgraph"
|
||||
@@ -3296,7 +3320,7 @@ checksum = "54acf3a685220b533e437e264e4d932cfbdc4cc7ec0cd232ed73c08d03b8a7ca"
|
||||
dependencies = [
|
||||
"fixedbitset",
|
||||
"hashbrown 0.15.5",
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"serde",
|
||||
]
|
||||
|
||||
@@ -3398,7 +3422,7 @@ dependencies = [
|
||||
"rustc-hash",
|
||||
"serde",
|
||||
"serde_json",
|
||||
"thiserror 2.0.15",
|
||||
"thiserror 2.0.16",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -3608,7 +3632,7 @@ version = "0.5.17"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5407465600fb0548f1442edf71dd20683c6ed326200ace4b1ef0763521bb3b77"
|
||||
dependencies = [
|
||||
"bitflags 2.9.2",
|
||||
"bitflags 2.9.3",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -3686,9 +3710,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "rolldown-ariadne"
|
||||
version = "0.5.2"
|
||||
version = "0.5.3"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "324d1b9754f0cb535f4032a6a654d3a56047a500f557c16060f12f70b0089c57"
|
||||
checksum = "77dff57c9de498bb1eb5b1ce682c2e3a0ae956b266fa0933c3e151b87b078967"
|
||||
dependencies = [
|
||||
"unicode-width",
|
||||
"yansi",
|
||||
@@ -3722,7 +3746,7 @@ version = "1.0.8"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "11181fbabf243db407ef8df94a6ce0b2f9a733bd8be4ad02b4eda9602296cac8"
|
||||
dependencies = [
|
||||
"bitflags 2.9.2",
|
||||
"bitflags 2.9.3",
|
||||
"errno",
|
||||
"libc",
|
||||
"linux-raw-sys",
|
||||
@@ -3926,11 +3950,11 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "serde_json"
|
||||
version = "1.0.142"
|
||||
version = "1.0.143"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "030fedb782600dcbd6f02d479bf0d817ac3bb40d644745b769d6a96bc3afc5a7"
|
||||
checksum = "d401abef1d108fbd9cbaebc3e46611f4b1021f714a0597a71f41ee463f5f4a5a"
|
||||
dependencies = [
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"itoa",
|
||||
"memchr",
|
||||
"ryu",
|
||||
@@ -3978,7 +4002,7 @@ dependencies = [
|
||||
"chrono",
|
||||
"hex",
|
||||
"indexmap 1.9.3",
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"schemars 0.9.0",
|
||||
"schemars 1.0.4",
|
||||
"serde",
|
||||
@@ -4186,15 +4210,15 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "tempfile"
|
||||
version = "3.20.0"
|
||||
version = "3.21.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "e8a64e3985349f2441a1a9ef0b853f869006c3855f2cda6862a94d26ebb9d6a1"
|
||||
checksum = "15b61f8f20e3a6f7e0649d825294eaf317edce30f82cf6026e7e4cb9222a7d1e"
|
||||
dependencies = [
|
||||
"fastrand",
|
||||
"getrandom 0.3.3",
|
||||
"once_cell",
|
||||
"rustix",
|
||||
"windows-sys 0.59.0",
|
||||
"windows-sys 0.60.2",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -4237,11 +4261,11 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "thiserror"
|
||||
version = "2.0.15"
|
||||
version = "2.0.16"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "80d76d3f064b981389ecb4b6b7f45a0bf9fdac1d5b9204c7bd6714fecc302850"
|
||||
checksum = "3467d614147380f2e4e374161426ff399c91084acd2363eaf549172b3d5e60c0"
|
||||
dependencies = [
|
||||
"thiserror-impl 2.0.15",
|
||||
"thiserror-impl 2.0.16",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -4257,9 +4281,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "thiserror-impl"
|
||||
version = "2.0.15"
|
||||
version = "2.0.16"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "44d29feb33e986b6ea906bd9c3559a856983f92371b3eaa5e83782a351623de0"
|
||||
checksum = "6c5e1be1c48b9172ee610da68fd9cd2770e7a4056cb3fc98710ee6906f0c7960"
|
||||
dependencies = [
|
||||
"proc-macro2",
|
||||
"quote",
|
||||
@@ -4375,7 +4399,7 @@ version = "0.9.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "75129e1dc5000bfbaa9fee9d1b21f974f9fbad9daec557a521ee6e080825f6e8"
|
||||
dependencies = [
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"serde",
|
||||
"serde_spanned",
|
||||
"toml_datetime",
|
||||
@@ -4431,7 +4455,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "adc82fd73de2a9722ac5da747f12383d2bfdb93591ee6c58486e0097890f05f2"
|
||||
dependencies = [
|
||||
"async-compression",
|
||||
"bitflags 2.9.2",
|
||||
"bitflags 2.9.3",
|
||||
"bytes",
|
||||
"futures-core",
|
||||
"http",
|
||||
@@ -4554,7 +4578,7 @@ version = "11.0.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "6ef1b7a6d914a34127ed8e1fa927eb7088903787bcded4fa3eef8f85ee1568be"
|
||||
dependencies = [
|
||||
"thiserror 2.0.15",
|
||||
"thiserror 2.0.16",
|
||||
"ts-rs-macros",
|
||||
]
|
||||
|
||||
@@ -4629,13 +4653,14 @@ checksum = "6d49784317cd0d1ee7ec5c716dd598ec5b4483ea832a2dced265471cc0f690ae"
|
||||
|
||||
[[package]]
|
||||
name = "url"
|
||||
version = "2.5.4"
|
||||
version = "2.5.7"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "32f8b686cadd1473f4bd0117a5d28d36b1ade384ea9b5069a1c40aefed7fda60"
|
||||
checksum = "08bc136a29a3d1758e07a9cca267be308aeebf5cfd5a10f3f67ab2097683ef5b"
|
||||
dependencies = [
|
||||
"form_urlencoded",
|
||||
"idna",
|
||||
"percent-encoding",
|
||||
"serde",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -4860,11 +4885,11 @@ checksum = "ac3b87c63620426dd9b991e5ce0329eff545bccbbb34f3be09ff6fb6ab51b7b6"
|
||||
|
||||
[[package]]
|
||||
name = "winapi-util"
|
||||
version = "0.1.9"
|
||||
version = "0.1.10"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "cf221c93e13a30d793f7645a0e7762c55d169dbb0a49671918a2319d289b10bb"
|
||||
checksum = "0978bf7171b3d90bac376700cb56d606feb40f251a475a5d6634613564460b22"
|
||||
dependencies = [
|
||||
"windows-sys 0.59.0",
|
||||
"windows-sys 0.60.2",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -5090,9 +5115,9 @@ checksum = "271414315aff87387382ec3d271b52d7ae78726f5d44ac98b4f4030c91880486"
|
||||
|
||||
[[package]]
|
||||
name = "winnow"
|
||||
version = "0.7.12"
|
||||
version = "0.7.13"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "f3edebf492c8125044983378ecb5766203ad3b4c2f7a922bd7dd207f6d443e95"
|
||||
checksum = "21a0236b59786fed61e2a80582dd500fe61f18b5dca67a4a067d0bc9039339cf"
|
||||
|
||||
[[package]]
|
||||
name = "wit-bindgen-rt"
|
||||
@@ -5100,7 +5125,7 @@ version = "0.39.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "6f42320e61fe2cfd34354ecb597f86f413484a798ba44a8ca1165c58d42da6c1"
|
||||
dependencies = [
|
||||
"bitflags 2.9.2",
|
||||
"bitflags 2.9.3",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -5221,14 +5246,14 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "zip"
|
||||
version = "4.3.0"
|
||||
version = "4.5.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "9aed4ac33e8eb078c89e6cbb1d5c4c7703ec6d299fc3e7c3695af8f8b423468b"
|
||||
checksum = "8835eb39822904d39cb19465de1159e05d371973f0c6df3a365ad50565ddc8b9"
|
||||
dependencies = [
|
||||
"arbitrary",
|
||||
"crc32fast",
|
||||
"flate2",
|
||||
"indexmap 2.10.0",
|
||||
"indexmap 2.11.0",
|
||||
"memchr",
|
||||
"zopfli",
|
||||
]
|
||||
|
||||
+1
-1
@@ -50,7 +50,7 @@ rayon = "1.11.0"
|
||||
serde = "1.0.219"
|
||||
serde_bytes = "0.11.17"
|
||||
serde_derive = "1.0.219"
|
||||
serde_json = { version = "1.0.142", features = ["float_roundtrip"] }
|
||||
serde_json = { version = "1.0.143", features = ["float_roundtrip"] }
|
||||
tokio = { version = "1.47.1", features = ["rt-multi-thread"] }
|
||||
# vecdb = { path = "../seqdb/crates/vecdb", features = ["derive"]}
|
||||
vecdb = { version = "0.2.4", features = ["derive"]}
|
||||
|
||||
@@ -28,7 +28,7 @@ minreq = { workspace = true }
|
||||
serde = { workspace = true }
|
||||
tokio = { workspace = true }
|
||||
toml = "0.9.5"
|
||||
zip = { version = "4.3.0", default-features = false, features = ["deflate"] }
|
||||
zip = { version = "4.5.0", default-features = false, features = ["deflate"] }
|
||||
|
||||
[[bin]]
|
||||
name = "brk"
|
||||
|
||||
@@ -2,7 +2,7 @@ use std::path::Path;
|
||||
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_structs::{StoredU16, Version};
|
||||
use brk_structs::{StoredI16, StoredU16, Version};
|
||||
use vecdb::{AnyCollectableVec, AnyVec, Database, Exit};
|
||||
|
||||
use crate::grouped::Source;
|
||||
@@ -21,8 +21,15 @@ pub struct Vecs {
|
||||
|
||||
pub constant_0: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_1: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_2: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_3: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_4: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_50: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_100: ComputedVecsFromHeight<StoredU16>,
|
||||
pub constant_minus_1: ComputedVecsFromHeight<StoredI16>,
|
||||
pub constant_minus_2: ComputedVecsFromHeight<StoredI16>,
|
||||
pub constant_minus_3: ComputedVecsFromHeight<StoredI16>,
|
||||
pub constant_minus_4: ComputedVecsFromHeight<StoredI16>,
|
||||
}
|
||||
|
||||
impl Vecs {
|
||||
@@ -46,6 +53,30 @@ impl Vecs {
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_2: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_2",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_3: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_3",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_4: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_4",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_50: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_50",
|
||||
@@ -62,6 +93,38 @@ impl Vecs {
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_minus_1: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_minus_1",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_minus_2: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_minus_2",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_minus_3: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_minus_3",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
constant_minus_4: ComputedVecsFromHeight::forced_import(
|
||||
&db,
|
||||
"constant_minus_4",
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
VecBuilderOptions::default().add_last(),
|
||||
)?,
|
||||
|
||||
db,
|
||||
})
|
||||
@@ -120,6 +183,57 @@ impl Vecs {
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_2.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredU16::new(2)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_3.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredU16::new(3)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_4.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredU16::new(4)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_50.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
@@ -154,6 +268,74 @@ impl Vecs {
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_minus_1.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredI16::new(-1)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_minus_2.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredI16::new(-2)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_minus_3.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredI16::new(-3)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
self.constant_minus_4.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, indexes, starting_indexes, exit| {
|
||||
vec.compute_to(
|
||||
starting_indexes.height,
|
||||
indexes.height_to_date.len(),
|
||||
indexes.height_to_date.version(),
|
||||
|i| (i, StoredI16::new(-4)),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -161,8 +343,15 @@ impl Vecs {
|
||||
[
|
||||
self.constant_0.vecs(),
|
||||
self.constant_1.vecs(),
|
||||
self.constant_2.vecs(),
|
||||
self.constant_3.vecs(),
|
||||
self.constant_4.vecs(),
|
||||
self.constant_50.vecs(),
|
||||
self.constant_100.vecs(),
|
||||
self.constant_minus_1.vecs(),
|
||||
self.constant_minus_2.vecs(),
|
||||
self.constant_minus_3.vecs(),
|
||||
self.constant_minus_4.vecs(),
|
||||
]
|
||||
.into_iter()
|
||||
.flatten()
|
||||
|
||||
@@ -6,6 +6,7 @@ mod from_height;
|
||||
mod from_height_strict;
|
||||
mod from_txindex;
|
||||
mod ratio_from_dateindex;
|
||||
mod sd_from_dateindex;
|
||||
mod source;
|
||||
mod value_from_dateindex;
|
||||
mod value_from_height;
|
||||
@@ -20,6 +21,7 @@ pub use from_height::*;
|
||||
pub use from_height_strict::*;
|
||||
pub use from_txindex::*;
|
||||
pub use ratio_from_dateindex::*;
|
||||
pub use sd_from_dateindex::*;
|
||||
pub use source::*;
|
||||
pub use value_from_dateindex::*;
|
||||
pub use value_from_height::*;
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,707 @@
|
||||
use brk_error::Result;
|
||||
use brk_indexer::Indexer;
|
||||
use brk_structs::{CheckedSub, Date, DateIndex, Dollars, StoredF32, Version};
|
||||
use vecdb::{
|
||||
AnyCollectableVec, AnyIterableVec, AnyStoredVec, AnyVec, BoxedVecIterator, CollectableVec,
|
||||
Database, EagerVec, Exit, GenericStoredVec, StoredIndex,
|
||||
};
|
||||
|
||||
use crate::{Indexes, grouped::source::Source, indexes};
|
||||
|
||||
use super::{ComputedVecsFromDateIndex, VecBuilderOptions};
|
||||
|
||||
#[derive(Clone)]
|
||||
pub struct ComputedStandardDeviationVecsFromDateIndex {
|
||||
days: usize,
|
||||
|
||||
pub sma: Option<ComputedVecsFromDateIndex<StoredF32>>,
|
||||
pub sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub _0sd_as_price: ComputedVecsFromDateIndex<Dollars>,
|
||||
pub p0_5sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub p1sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub p1_5sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub p2sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub p2_5sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub p3sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub m0_5sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub m1sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
pub m1_5sd: ComputedVecsFromDateIndex<StoredF32>,
|
||||
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 zscore: ComputedVecsFromDateIndex<StoredF32>,
|
||||
}
|
||||
|
||||
const VERSION: Version = Version::ONE;
|
||||
|
||||
impl ComputedStandardDeviationVecsFromDateIndex {
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub fn forced_import(
|
||||
db: &Database,
|
||||
name: &str,
|
||||
days: usize,
|
||||
source: Source<DateIndex, StoredF32>,
|
||||
version: Version,
|
||||
indexes: &indexes::Vecs,
|
||||
) -> Result<Self> {
|
||||
let options = VecBuilderOptions::default().add_last();
|
||||
|
||||
Ok(Self {
|
||||
days,
|
||||
sma: source.is_compute().then(|| {
|
||||
ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_sma"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)
|
||||
.unwrap()
|
||||
}),
|
||||
sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p0_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p0_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p1sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p1sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p1_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p1_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p2sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p2sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p2_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p2_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p3sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p3sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m0_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m0_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m1sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m1sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m1_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m1_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m2sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m2sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m2_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m2_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m3sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m3sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
_0sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_0sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p0_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p0_5sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p1sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p1sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p1_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p1_5sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p2sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p2sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p2_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p2_5sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
p3sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p3sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m0_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m0_5sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m1sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m1sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m1_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m1_5sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m2sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m2sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m2_5sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m2_5sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
m3sd_as_price: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_m3sd_as_price"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
zscore: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_zscore"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
||||
options,
|
||||
)?,
|
||||
})
|
||||
}
|
||||
|
||||
pub fn compute_all(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
exit: &Exit,
|
||||
source: &impl CollectableVec<DateIndex, StoredF32>,
|
||||
source_as_price: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
|
||||
) -> Result<()> {
|
||||
let min_date = DateIndex::try_from(Date::MIN_RATIO).unwrap();
|
||||
|
||||
self.sma.as_mut().unwrap().compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|v, _, _, starting_indexes, exit| {
|
||||
v.compute_sma_(
|
||||
starting_indexes.dateindex,
|
||||
source,
|
||||
self.days,
|
||||
exit,
|
||||
Some(min_date),
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
let sma_opt: Option<&EagerVec<DateIndex, StoredF32>> = None;
|
||||
self.compute_rest(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
sma_opt,
|
||||
source,
|
||||
source_as_price,
|
||||
)
|
||||
}
|
||||
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
pub fn compute_rest(
|
||||
&mut self,
|
||||
indexer: &Indexer,
|
||||
indexes: &indexes::Vecs,
|
||||
starting_indexes: &Indexes,
|
||||
exit: &Exit,
|
||||
sma_opt: Option<&impl AnyIterableVec<DateIndex, StoredF32>>,
|
||||
source: &impl CollectableVec<DateIndex, StoredF32>,
|
||||
source_as_price: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
|
||||
) -> Result<()> {
|
||||
let sma = sma_opt.unwrap_or_else(|| unsafe {
|
||||
std::mem::transmute(&self.sma.as_ref().unwrap().dateindex)
|
||||
});
|
||||
|
||||
let min_date = DateIndex::try_from(Date::MIN_RATIO).unwrap();
|
||||
|
||||
let source_version = source.version();
|
||||
|
||||
self.mut_vecs().iter_mut().try_for_each(|v| -> Result<()> {
|
||||
v.validate_computed_version_or_reset(
|
||||
Version::ZERO + v.inner_version() + source_version,
|
||||
)?;
|
||||
Ok(())
|
||||
})?;
|
||||
|
||||
let starting_dateindex = self
|
||||
.mut_vecs()
|
||||
.iter()
|
||||
.map(|v| DateIndex::from(v.len()))
|
||||
.min()
|
||||
.unwrap()
|
||||
.min(starting_indexes.dateindex);
|
||||
|
||||
let mut sorted = source.collect_range(
|
||||
Some(min_date.unwrap_to_usize()),
|
||||
Some(starting_dateindex.unwrap_to_usize()),
|
||||
)?;
|
||||
|
||||
sorted.sort_unstable();
|
||||
|
||||
let mut sma_iter = sma.iter();
|
||||
|
||||
source
|
||||
.iter_at(starting_dateindex)
|
||||
.try_for_each(|(index, ratio)| -> Result<()> {
|
||||
if index < min_date {
|
||||
self.sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
self.p0_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.p1sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.p1_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.p2sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.p2_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.p3sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.m0_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.m1sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.m1_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.m2sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.m2_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
self.m3sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
StoredF32::NAN,
|
||||
exit,
|
||||
)?;
|
||||
} else {
|
||||
let ratio = ratio.into_owned();
|
||||
let pos = sorted.binary_search(&ratio).unwrap_or_else(|pos| pos);
|
||||
sorted.insert(pos, ratio);
|
||||
|
||||
let avg = sma_iter.unwrap_get_inner(index);
|
||||
|
||||
let population =
|
||||
index.checked_sub(min_date).unwrap().unwrap_to_usize() as f32 + 1.0;
|
||||
|
||||
let sd = StoredF32::from(
|
||||
(sorted.iter().map(|v| (**v - *avg).powi(2)).sum::<f32>() / population)
|
||||
.sqrt(),
|
||||
);
|
||||
|
||||
self.sd
|
||||
.dateindex
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.forced_push_at(index, sd, exit)?;
|
||||
self.p0_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg + StoredF32::from(0.5 * *sd),
|
||||
exit,
|
||||
)?;
|
||||
self.p1sd
|
||||
.dateindex
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.forced_push_at(index, avg + sd, exit)?;
|
||||
self.p1_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg + StoredF32::from(1.5 * *sd),
|
||||
exit,
|
||||
)?;
|
||||
self.p2sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg + 2 * sd,
|
||||
exit,
|
||||
)?;
|
||||
self.p2_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg + StoredF32::from(2.5 * *sd),
|
||||
exit,
|
||||
)?;
|
||||
self.p3sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg + 3 * sd,
|
||||
exit,
|
||||
)?;
|
||||
self.m0_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg - StoredF32::from(0.5 * *sd),
|
||||
exit,
|
||||
)?;
|
||||
self.m1sd
|
||||
.dateindex
|
||||
.as_mut()
|
||||
.unwrap()
|
||||
.forced_push_at(index, avg - sd, exit)?;
|
||||
self.m1_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg - StoredF32::from(1.5 * *sd),
|
||||
exit,
|
||||
)?;
|
||||
self.m2sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg - 2 * sd,
|
||||
exit,
|
||||
)?;
|
||||
self.m2_5sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg - StoredF32::from(2.5 * *sd),
|
||||
exit,
|
||||
)?;
|
||||
self.m3sd.dateindex.as_mut().unwrap().forced_push_at(
|
||||
index,
|
||||
avg - 3 * sd,
|
||||
exit,
|
||||
)?;
|
||||
}
|
||||
|
||||
Ok(())
|
||||
})?;
|
||||
|
||||
drop(sma_iter);
|
||||
|
||||
self.mut_vecs()
|
||||
.into_iter()
|
||||
.try_for_each(|v| v.safe_flush(exit))?;
|
||||
|
||||
[
|
||||
&mut self.sd,
|
||||
&mut self.p0_5sd,
|
||||
&mut self.p1sd,
|
||||
&mut self.p1_5sd,
|
||||
&mut self.p2sd,
|
||||
&mut self.p2_5sd,
|
||||
&mut self.p3sd,
|
||||
&mut self.m0_5sd,
|
||||
&mut self.m1sd,
|
||||
&mut self.m1_5sd,
|
||||
&mut self.m2sd,
|
||||
&mut self.m2_5sd,
|
||||
&mut self.m3sd,
|
||||
]
|
||||
.into_iter()
|
||||
.try_for_each(|v| {
|
||||
v.compute_rest(starting_indexes, exit, None as Option<&EagerVec<_, _>>)
|
||||
})?;
|
||||
|
||||
self.zscore.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, _, starting_indexes, exit| {
|
||||
vec.compute_zscore(
|
||||
starting_indexes.dateindex,
|
||||
source,
|
||||
sma,
|
||||
self.sd.dateindex.as_ref().unwrap(),
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)?;
|
||||
|
||||
let Some(price) = source_as_price else {
|
||||
return Ok(());
|
||||
};
|
||||
|
||||
let compute_as_price =
|
||||
|as_price: &mut ComputedVecsFromDateIndex<Dollars>,
|
||||
mut iter: BoxedVecIterator<DateIndex, StoredF32>| {
|
||||
as_price.compute_all(
|
||||
indexer,
|
||||
indexes,
|
||||
starting_indexes,
|
||||
exit,
|
||||
|vec, _, _, starting_indexes, exit| {
|
||||
vec.compute_transform(
|
||||
starting_indexes.dateindex,
|
||||
price,
|
||||
|(i, price, ..)| {
|
||||
let multiplier = iter.unwrap_get_inner(i);
|
||||
(i, price * multiplier)
|
||||
},
|
||||
exit,
|
||||
)?;
|
||||
Ok(())
|
||||
},
|
||||
)
|
||||
};
|
||||
|
||||
compute_as_price(&mut self._0sd_as_price, sma.iter())?;
|
||||
compute_as_price(
|
||||
&mut self.p0_5sd_as_price,
|
||||
self.p0_5sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.p1sd_as_price,
|
||||
self.p1sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.p1_5sd_as_price,
|
||||
self.p1_5sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.p2sd_as_price,
|
||||
self.p2sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.p2_5sd_as_price,
|
||||
self.p2_5sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.p3sd_as_price,
|
||||
self.p3sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.m0_5sd_as_price,
|
||||
self.m0_5sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.m1sd_as_price,
|
||||
self.m1sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.m1_5sd_as_price,
|
||||
self.m1_5sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.m2sd_as_price,
|
||||
self.m2sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.m2_5sd_as_price,
|
||||
self.m2_5sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
compute_as_price(
|
||||
&mut self.m3sd_as_price,
|
||||
self.m3sd.dateindex.as_ref().unwrap().iter(),
|
||||
)?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn mut_vecs(&mut self) -> [&mut EagerVec<DateIndex, StoredF32>; 13] {
|
||||
[
|
||||
self.sd.dateindex.as_mut().unwrap(),
|
||||
self.p0_5sd.dateindex.as_mut().unwrap(),
|
||||
self.p1sd.dateindex.as_mut().unwrap(),
|
||||
self.p1_5sd.dateindex.as_mut().unwrap(),
|
||||
self.p2sd.dateindex.as_mut().unwrap(),
|
||||
self.p2_5sd.dateindex.as_mut().unwrap(),
|
||||
self.p3sd.dateindex.as_mut().unwrap(),
|
||||
self.m0_5sd.dateindex.as_mut().unwrap(),
|
||||
self.m1sd.dateindex.as_mut().unwrap(),
|
||||
self.m1_5sd.dateindex.as_mut().unwrap(),
|
||||
self.m2sd.dateindex.as_mut().unwrap(),
|
||||
self.m2_5sd.dateindex.as_mut().unwrap(),
|
||||
self.m3sd.dateindex.as_mut().unwrap(),
|
||||
]
|
||||
}
|
||||
|
||||
pub fn vecs(&self) -> Vec<&dyn AnyCollectableVec> {
|
||||
[
|
||||
self.sma.as_ref().map_or(vec![], |v| v.vecs()),
|
||||
self.sd.vecs(),
|
||||
self.p0_5sd.vecs(),
|
||||
self.p1sd.vecs(),
|
||||
self.p1_5sd.vecs(),
|
||||
self.p2sd.vecs(),
|
||||
self.p2_5sd.vecs(),
|
||||
self.p3sd.vecs(),
|
||||
self.m0_5sd.vecs(),
|
||||
self.m1sd.vecs(),
|
||||
self.m1_5sd.vecs(),
|
||||
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.zscore.vecs(),
|
||||
]
|
||||
.into_iter()
|
||||
.flatten()
|
||||
.collect::<Vec<_>>()
|
||||
}
|
||||
}
|
||||
@@ -597,24 +597,52 @@ impl Vecs {
|
||||
Ordering::Less => Height::ZERO,
|
||||
};
|
||||
|
||||
// dbg!(stateful_starting_height);
|
||||
// info!("stateful_starting_height = {stateful_starting_height}");
|
||||
// let stateful_starting_height = stateful_starting_height
|
||||
// .checked_sub(Height::new(1))
|
||||
// .unwrap_or_default();
|
||||
// dbg!(stateful_starting_height);
|
||||
// info!("stateful_starting_height = {stateful_starting_height}");
|
||||
|
||||
let starting_height = starting_indexes.height.min(stateful_starting_height);
|
||||
// dbg!(starting_height);
|
||||
info!("starting_height = {starting_height}");
|
||||
let last_height = Height::from(indexer.vecs.height_to_blockhash.stamp());
|
||||
// dbg!(last_height);
|
||||
info!("last_height = {last_height}");
|
||||
if starting_height <= last_height {
|
||||
// dbg!(starting_height);
|
||||
info!("starting_height = {starting_height}");
|
||||
|
||||
let starting_height = if starting_height.is_not_zero() {
|
||||
let mut set = separate_utxo_vecs
|
||||
.iter_mut()
|
||||
.map(|(_, v)| v.import_state(starting_height).unwrap_or_default())
|
||||
.collect::<BTreeSet<Height>>();
|
||||
let mut set = [
|
||||
self.chain_state.rollback_before(starting_height.into())?,
|
||||
self.p2pk33addressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2pk65addressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2pkhaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2shaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2traddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2wpkhaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2wshaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2aaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.loadedaddressindex_to_loadedaddressdata
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.emptyaddressindex_to_emptyaddressdata
|
||||
.rollback_before(starting_height.into())?,
|
||||
]
|
||||
.into_iter()
|
||||
.enumerate()
|
||||
.map(|(i, s)| {
|
||||
let h = Height::from(s).incremented();
|
||||
dbg!((i, s, h));
|
||||
h
|
||||
})
|
||||
.collect::<BTreeSet<Height>>();
|
||||
|
||||
if set.len() == 1 {
|
||||
set.pop_first().unwrap()
|
||||
} else {
|
||||
@@ -623,40 +651,23 @@ impl Vecs {
|
||||
} else {
|
||||
Height::ZERO
|
||||
};
|
||||
// dbg!(starting_height);
|
||||
|
||||
let starting_height = if starting_height.is_not_zero()
|
||||
&& separate_utxo_vecs
|
||||
.iter_mut()
|
||||
.map(|(_, v)| v.import_state(starting_height).unwrap_or_default())
|
||||
.all(|h| h == starting_height)
|
||||
{
|
||||
starting_height
|
||||
} else {
|
||||
Height::ZERO
|
||||
};
|
||||
info!("starting_height = {starting_height}");
|
||||
|
||||
let starting_height = if starting_height.is_not_zero()
|
||||
&& separate_address_vecs
|
||||
.iter_mut()
|
||||
.map(|(_, v)| v.import_state(starting_height).unwrap_or_default())
|
||||
.chain(
|
||||
[
|
||||
self.chain_state.rollback_before(starting_height.into())?,
|
||||
self.p2pk33addressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2pk65addressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2pkhaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2shaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2traddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2wpkhaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2wshaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.p2aaddressindex_to_anyaddressindex
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.loadedaddressindex_to_loadedaddressdata
|
||||
.rollback_before(starting_height.into())?,
|
||||
self.emptyaddressindex_to_emptyaddressdata
|
||||
.rollback_before(starting_height.into())?,
|
||||
]
|
||||
.into_iter()
|
||||
.map(Height::from)
|
||||
.map(Height::incremented),
|
||||
)
|
||||
.all(|h| h == starting_height)
|
||||
{
|
||||
starting_height
|
||||
@@ -664,8 +675,7 @@ impl Vecs {
|
||||
Height::ZERO
|
||||
};
|
||||
|
||||
// dbg!(starting_height);
|
||||
// std::process::exit(0);
|
||||
info!("starting_height = {starting_height}");
|
||||
|
||||
let mut chain_state: Vec<BlockState>;
|
||||
if starting_height.is_not_zero() {
|
||||
@@ -690,6 +700,8 @@ impl Vecs {
|
||||
} else {
|
||||
info!("Starting processing utxos from the start");
|
||||
|
||||
// std::process::exit(0);
|
||||
|
||||
chain_state = vec![];
|
||||
|
||||
self.p2pk33addressindex_to_anyaddressindex.reset()?;
|
||||
|
||||
@@ -67,7 +67,7 @@ impl PriceToAmount {
|
||||
self.state.as_mut().unwrap().remove(&price);
|
||||
}
|
||||
} else {
|
||||
dbg!(&self.state, price, &self.pathbuf);
|
||||
dbg!(price, &self.pathbuf);
|
||||
unreachable!();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -42,6 +42,7 @@ mod semesterindex;
|
||||
mod stored_bool;
|
||||
mod stored_f32;
|
||||
mod stored_f64;
|
||||
mod stored_i16;
|
||||
mod stored_u16;
|
||||
mod stored_u32;
|
||||
mod stored_u64;
|
||||
@@ -103,6 +104,7 @@ pub use semesterindex::*;
|
||||
pub use stored_bool::*;
|
||||
pub use stored_f32::*;
|
||||
pub use stored_f64::*;
|
||||
pub use stored_i16::*;
|
||||
pub use stored_u8::*;
|
||||
pub use stored_u16::*;
|
||||
pub use stored_u32::*;
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
use core::panic;
|
||||
use std::{
|
||||
cmp::Ordering,
|
||||
f32,
|
||||
ops::{Add, AddAssign, Div, Mul, Sub},
|
||||
};
|
||||
|
||||
@@ -26,6 +27,10 @@ use super::{Dollars, StoredF64};
|
||||
)]
|
||||
pub struct StoredF32(f32);
|
||||
|
||||
impl StoredF32 {
|
||||
pub const NAN: Self = StoredF32(f32::NAN);
|
||||
}
|
||||
|
||||
impl From<f32> for StoredF32 {
|
||||
fn from(value: f32) -> Self {
|
||||
Self(value)
|
||||
|
||||
@@ -0,0 +1,105 @@
|
||||
use std::ops::{Add, AddAssign, Div};
|
||||
|
||||
use derive_deref::Deref;
|
||||
use serde::Serialize;
|
||||
use vecdb::{CheckedSub, Printable, StoredCompressed};
|
||||
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
|
||||
|
||||
#[derive(
|
||||
Debug,
|
||||
Deref,
|
||||
Clone,
|
||||
Default,
|
||||
Copy,
|
||||
PartialEq,
|
||||
Eq,
|
||||
PartialOrd,
|
||||
Ord,
|
||||
FromBytes,
|
||||
Immutable,
|
||||
IntoBytes,
|
||||
KnownLayout,
|
||||
Serialize,
|
||||
StoredCompressed,
|
||||
)]
|
||||
pub struct StoredI16(i16);
|
||||
|
||||
impl StoredI16 {
|
||||
pub const ZERO: Self = Self(0);
|
||||
|
||||
pub fn new(v: i16) -> Self {
|
||||
Self(v)
|
||||
}
|
||||
}
|
||||
|
||||
impl From<i16> for StoredI16 {
|
||||
fn from(value: i16) -> Self {
|
||||
Self(value)
|
||||
}
|
||||
}
|
||||
|
||||
impl From<usize> for StoredI16 {
|
||||
fn from(value: usize) -> Self {
|
||||
if value > i16::MAX as usize {
|
||||
panic!("usize too big (value = {value})")
|
||||
}
|
||||
Self(value as i16)
|
||||
}
|
||||
}
|
||||
|
||||
impl CheckedSub<StoredI16> for StoredI16 {
|
||||
fn checked_sub(self, rhs: Self) -> Option<Self> {
|
||||
self.0.checked_sub(rhs.0).map(Self)
|
||||
}
|
||||
}
|
||||
|
||||
impl Div<usize> for StoredI16 {
|
||||
type Output = Self;
|
||||
fn div(self, rhs: usize) -> Self::Output {
|
||||
Self(self.0 / rhs as i16)
|
||||
}
|
||||
}
|
||||
|
||||
impl Add for StoredI16 {
|
||||
type Output = Self;
|
||||
fn add(self, rhs: Self) -> Self::Output {
|
||||
Self(self.0 + rhs.0)
|
||||
}
|
||||
}
|
||||
|
||||
impl AddAssign for StoredI16 {
|
||||
fn add_assign(&mut self, rhs: Self) {
|
||||
*self = *self + rhs
|
||||
}
|
||||
}
|
||||
|
||||
impl From<f64> for StoredI16 {
|
||||
fn from(value: f64) -> Self {
|
||||
if value < 0.0 || value > i16::MAX as f64 {
|
||||
panic!()
|
||||
}
|
||||
Self(value as i16)
|
||||
}
|
||||
}
|
||||
|
||||
impl From<StoredI16> for f64 {
|
||||
fn from(value: StoredI16) -> Self {
|
||||
value.0 as f64
|
||||
}
|
||||
}
|
||||
|
||||
impl From<StoredI16> for usize {
|
||||
fn from(value: StoredI16) -> Self {
|
||||
value.0 as usize
|
||||
}
|
||||
}
|
||||
|
||||
impl Printable for StoredI16 {
|
||||
fn to_string() -> &'static str {
|
||||
"i16"
|
||||
}
|
||||
|
||||
fn to_possible_strings() -> &'static [&'static str] {
|
||||
&["i16"]
|
||||
}
|
||||
}
|
||||
@@ -1,8 +1,8 @@
|
||||
use std::ops::{Add, AddAssign, Div};
|
||||
|
||||
use vecdb::{CheckedSub, Printable, StoredCompressed};
|
||||
use derive_deref::Deref;
|
||||
use serde::Serialize;
|
||||
use vecdb::{CheckedSub, Printable, StoredCompressed};
|
||||
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
|
||||
|
||||
use super::{
|
||||
@@ -33,8 +33,8 @@ pub struct StoredU16(u16);
|
||||
impl StoredU16 {
|
||||
pub const ZERO: Self = Self(0);
|
||||
|
||||
pub fn new(counter: u16) -> Self {
|
||||
Self(counter)
|
||||
pub fn new(v: u16) -> Self {
|
||||
Self(v)
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
+229
-24
@@ -1,31 +1,236 @@
|
||||
<!doctype html>
|
||||
<html lang="en">
|
||||
<html lang="en" style="height: 100%">
|
||||
<head>
|
||||
<meta charset="utf-8" />
|
||||
<title>Custom</title>
|
||||
</head>
|
||||
<body>
|
||||
<h1>Infinite Code: A Digital Symphony</h1>
|
||||
|
||||
<p>
|
||||
Unleash the inner coder within you and weave a tapestry of innovation in a
|
||||
digital realm where every line of code becomes your palette. Picture an
|
||||
endless HTML canvas, each tag an invitation to dream, every element a
|
||||
window to possibilities. Let your JavaScript spirit soar like a dynamic
|
||||
function—fluid yet unforgivingly creative—transforming mere logic into
|
||||
animated expressions of art. And as you style your thoughts with CSS, each
|
||||
hex color shines like a beacon of brilliance, every property a stroke of
|
||||
imaginative genius.
|
||||
</p>
|
||||
|
||||
<p>
|
||||
In this universe of web development, the DOM is your poetic playground,
|
||||
where algorithms dance with beauty and creativity is written in the syntax
|
||||
of tomorrow. Create without boundaries, let your code be as rich and
|
||||
expansive as an infinite loop of passion, where every variable holds the
|
||||
whisper of your inspiration, and every function unveils a new horizon of
|
||||
digital artistry. The web is your canvas; the sky, a limitless expanse of
|
||||
code.
|
||||
</p>
|
||||
<body
|
||||
style="
|
||||
background-color: black;
|
||||
color: white;
|
||||
font-family: monospace;
|
||||
height: 100%;
|
||||
margin: 0;
|
||||
"
|
||||
>
|
||||
<div id="chart" style="height: 100%; width: 100%"></div>
|
||||
</body>
|
||||
<script type="module">
|
||||
import * as lc from "https://unpkg.com/lightweight-charts@5.0.8/dist/lightweight-charts.standalone.development.mjs";
|
||||
|
||||
const chartOptions = {
|
||||
layout: {
|
||||
textColor: "white",
|
||||
background: "transparent",
|
||||
fontFamily: "monospace",
|
||||
attributionLogo: false,
|
||||
},
|
||||
grid: {
|
||||
vertLines: { visible: false },
|
||||
horzLines: { visible: false },
|
||||
},
|
||||
};
|
||||
const chart = lc.createChart(
|
||||
document.getElementById("chart"),
|
||||
chartOptions,
|
||||
);
|
||||
|
||||
const minDate = "2022-11-09";
|
||||
// const minDate = "2023-11-09";
|
||||
|
||||
let dates = await (
|
||||
await fetch(
|
||||
"https://next.bitray.xyz/api/vecs/dateindex-to-date?from=-10000",
|
||||
)
|
||||
).json();
|
||||
let i = 0;
|
||||
console.log(
|
||||
dates.find((d, _i) => {
|
||||
i = _i;
|
||||
return d == minDate;
|
||||
}),
|
||||
);
|
||||
dates = dates.splice(i);
|
||||
const from = dates.length;
|
||||
|
||||
const ohlcs = await (
|
||||
await fetch(
|
||||
`https://next.bitray.xyz/api/vecs/dateindex-to-ohlc?from=-${from}`,
|
||||
)
|
||||
).json();
|
||||
|
||||
chart.addSeries(lc.CandlestickSeries, {}, 0).setData(
|
||||
ohlcs.map(([open, high, low, close], i) => ({
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
time: dates[i],
|
||||
})),
|
||||
);
|
||||
|
||||
const cohort = "5m";
|
||||
|
||||
const sopr = (
|
||||
await (
|
||||
await fetch(
|
||||
`https://next.bitray.xyz/api/vecs/dateindex-to-utxos-up-to-${cohort}-old-spent-output-profit-ratio?from=-${from}`,
|
||||
)
|
||||
).json()
|
||||
).map((v) => v - 1);
|
||||
|
||||
chart
|
||||
.addSeries(
|
||||
lc.BaselineSeries,
|
||||
{
|
||||
// color: "green",
|
||||
lineWidth: 1.25,
|
||||
lastValueVisible: false,
|
||||
priceLineVisible: false,
|
||||
},
|
||||
2,
|
||||
)
|
||||
.setData(
|
||||
sopr.map((value, i) => ({
|
||||
value,
|
||||
time: dates[i],
|
||||
})),
|
||||
);
|
||||
|
||||
const investedDollarsData = [];
|
||||
const normalDCAData = [];
|
||||
const customDCAData = [];
|
||||
const bitcoinValueData = [];
|
||||
const bitcoinData = [];
|
||||
const resultData = [];
|
||||
const dollarsLeftData = [];
|
||||
const investmentData = [];
|
||||
const bitcoinAddedData = [];
|
||||
const averagePricePaidData = [];
|
||||
const buyCountData = [];
|
||||
const sellCountData = [];
|
||||
|
||||
const initialDollarAmount = 10_000;
|
||||
const dca = 1000;
|
||||
const baseRatio = 0.01;
|
||||
|
||||
let bitcoin = initialDollarAmount / 2 / ohlcs[0][3];
|
||||
let dollars = initialDollarAmount / 2;
|
||||
let investedAmount = initialDollarAmount;
|
||||
let buyCount = 0;
|
||||
let sellCount = 0;
|
||||
let bitcoinNormalDca = initialDollarAmount / ohlcs[0][3];
|
||||
|
||||
dates.forEach((serDate, i) => {
|
||||
const date = new Date(serDate);
|
||||
const price = ohlcs[i][3];
|
||||
|
||||
if (date.getUTCDate() == 15) {
|
||||
const addedBitcoin = dca / price;
|
||||
investedAmount += dca;
|
||||
bitcoin += addedBitcoin;
|
||||
bitcoinNormalDca += addedBitcoin;
|
||||
}
|
||||
|
||||
const valueInDollars = dollars + bitcoin * price;
|
||||
const valueInBitcoin = dollars / price + bitcoin;
|
||||
|
||||
// const ratio = baseRatio * (shouldBuy ? buyRatio : sellRatio);
|
||||
let ratio = sopr[i];
|
||||
const shouldBuy = ratio <= 0.0;
|
||||
ratio = Math.abs(ratio);
|
||||
// console.log({ asopr, ratio });
|
||||
|
||||
if (shouldBuy) {
|
||||
// const buyAmount = dollars * ratio;
|
||||
const buyAmount = Math.min(dollars, valueInDollars * (ratio * 2));
|
||||
dollars -= buyAmount;
|
||||
bitcoin += buyAmount / price;
|
||||
} else {
|
||||
// const sellAmount = bitcoin * (ratio / 2);
|
||||
const sellAmount = Math.min(bitcoin, valueInBitcoin * (ratio / 2));
|
||||
bitcoin -= sellAmount;
|
||||
dollars += sellAmount * price;
|
||||
}
|
||||
|
||||
dollarsLeftData.push(dollars);
|
||||
customDCAData.push(dollars + bitcoin * price);
|
||||
normalDCAData.push(bitcoinNormalDca * price);
|
||||
investedDollarsData.push(investedAmount);
|
||||
});
|
||||
|
||||
chart
|
||||
.addSeries(
|
||||
lc.LineSeries,
|
||||
{
|
||||
color: "green",
|
||||
lineWidth: 1.25,
|
||||
lastValueVisible: false,
|
||||
priceLineVisible: false,
|
||||
},
|
||||
3,
|
||||
)
|
||||
.setData(
|
||||
investedDollarsData.map((value, i) => ({
|
||||
value,
|
||||
time: dates[i],
|
||||
})),
|
||||
);
|
||||
|
||||
chart
|
||||
.addSeries(
|
||||
lc.LineSeries,
|
||||
{
|
||||
color: "gray",
|
||||
lineWidth: 1.25,
|
||||
lastValueVisible: false,
|
||||
priceLineVisible: false,
|
||||
},
|
||||
2,
|
||||
)
|
||||
.setData(
|
||||
normalDCAData.map((value, i) => ({
|
||||
value,
|
||||
time: dates[i],
|
||||
})),
|
||||
);
|
||||
|
||||
chart
|
||||
.addSeries(
|
||||
lc.LineSeries,
|
||||
{
|
||||
color: "yellow",
|
||||
lineWidth: 1.25,
|
||||
lastValueVisible: false,
|
||||
priceLineVisible: false,
|
||||
},
|
||||
2,
|
||||
)
|
||||
.setData(
|
||||
dollarsLeftData.map((value, i) => ({
|
||||
value,
|
||||
time: dates[i],
|
||||
})),
|
||||
);
|
||||
|
||||
chart
|
||||
.addSeries(
|
||||
lc.LineSeries,
|
||||
{
|
||||
color: "white",
|
||||
lineWidth: 1.25,
|
||||
lastValueVisible: false,
|
||||
priceLineVisible: false,
|
||||
},
|
||||
2,
|
||||
)
|
||||
.setData(
|
||||
customDCAData.map((value, i) => ({
|
||||
value,
|
||||
time: dates[i],
|
||||
})),
|
||||
);
|
||||
|
||||
chart.timeScale().fitContent();
|
||||
</script>
|
||||
</html>
|
||||
|
||||
@@ -2,10 +2,7 @@
|
||||
<html lang="en">
|
||||
<head>
|
||||
<meta charset="utf-8" />
|
||||
<meta
|
||||
name="description"
|
||||
content="An open source Bitcoin Core data extractor and visualizer"
|
||||
/>
|
||||
<meta name="description" content="Bitcoin with X-ray vision" />
|
||||
<meta
|
||||
name="viewport"
|
||||
content="width=device-width, initial-scale=1.0, maximum-scale=1.0, user-scalable=no"
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
// @ts-check
|
||||
|
||||
/** @import { IChartApi, ISeriesApi as _ISeriesApi, SeriesDefinition, SingleValueData as _SingleValueData, CandlestickData as _CandlestickData, BaselineData as _BaselineData, SeriesType, IPaneApi, LineSeriesPartialOptions, BaselineSeriesPartialOptions, CandlestickSeriesPartialOptions, WhitespaceData, DeepPartial, ChartOptions, Time, LineData as _LineData } from './5.0.8/dist/typings' */
|
||||
/** @import { IChartApi, ISeriesApi as _ISeriesApi, SeriesDefinition, SingleValueData as _SingleValueData, CandlestickData as _CandlestickData, BaselineData as _BaselineData, HistogramData as _HistogramData, SeriesType, IPaneApi, LineSeriesPartialOptions as _LineSeriesPartialOptions, HistogramSeriesPartialOptions as _HistogramSeriesPartialOptions, BaselineSeriesPartialOptions as _BaselineSeriesPartialOptions, CandlestickSeriesPartialOptions as _CandlestickSeriesPartialOptions, WhitespaceData, DeepPartial, ChartOptions, Time, LineData as _LineData } from './5.0.8/dist/typings' */
|
||||
|
||||
/**
|
||||
* @typedef {[number, number, number, number]} OHLCTuple
|
||||
@@ -13,9 +13,15 @@
|
||||
*
|
||||
* @typedef {_ISeriesApi<SeriesType, number>} ISeries
|
||||
* @typedef {_ISeriesApi<'Candlestick', number>} CandlestickISeries
|
||||
* @typedef {_ISeriesApi<'Histogram', number>} HistogramISeries
|
||||
* @typedef {_ISeriesApi<'Line', number>} LineISeries
|
||||
* @typedef {_ISeriesApi<'Baseline', number>} BaselineISeries
|
||||
*
|
||||
* @typedef {_LineSeriesPartialOptions} LineSeriesPartialOptions
|
||||
* @typedef {_HistogramSeriesPartialOptions} HistogramSeriesPartialOptions
|
||||
* @typedef {_BaselineSeriesPartialOptions} BaselineSeriesPartialOptions
|
||||
* @typedef {_CandlestickSeriesPartialOptions} CandlestickSeriesPartialOptions
|
||||
*
|
||||
* @typedef {Object} Series
|
||||
* @property {ISeries} inner
|
||||
* @property {string} id
|
||||
@@ -28,27 +34,18 @@
|
||||
* @typedef {_CandlestickData<number>} CandlestickData
|
||||
* @typedef {_LineData<number>} LineData
|
||||
* @typedef {_BaselineData<number>} BaselineData
|
||||
* @typedef {_HistogramData<number>} HistogramData
|
||||
*
|
||||
* @typedef {function({ iseries: ISeries; unit: Unit; index: Index }): void} SetDataCallback
|
||||
*
|
||||
* @typedef {Object} CreatePriceLine
|
||||
* @property {number} value
|
||||
*
|
||||
* @typedef {Object} CreatePriceLineOptions
|
||||
* @property {CreatePriceLine} createPriceLine
|
||||
*
|
||||
* @typedef {Partial<CreatePriceLineOptions>} PartialCreatePriceLineOptions
|
||||
*
|
||||
* @typedef {LineSeriesPartialOptions & PartialCreatePriceLineOptions} PartialLineStyleOptions
|
||||
* @typedef {CandlestickSeriesPartialOptions & PartialCreatePriceLineOptions} PartialCandlestickStyleOptions
|
||||
* @typedef {BaselineSeriesPartialOptions & PartialCreatePriceLineOptions} PartialBaselineStyleOptions
|
||||
*/
|
||||
|
||||
import {
|
||||
createChart,
|
||||
CandlestickSeries,
|
||||
HistogramSeries,
|
||||
LineSeries,
|
||||
BaselineSeries,
|
||||
// } from "./5.0.8/dist/lightweight-charts.standalone.development.mjs";
|
||||
} from "./5.0.8/dist/lightweight-charts.standalone.production.mjs";
|
||||
|
||||
const oklchToRGBA = createOklchToRGBA();
|
||||
@@ -561,7 +558,7 @@ function createChartElement({
|
||||
* @param {boolean} [args.defaultActive]
|
||||
* @param {boolean} [args.inverse]
|
||||
* @param {SetDataCallback} [args.setDataCallback]
|
||||
* @param {PartialCandlestickStyleOptions} [args.options]
|
||||
* @param {CandlestickSeriesPartialOptions} [args.options]
|
||||
*/
|
||||
addCandlestickSeries({
|
||||
vecId,
|
||||
@@ -573,6 +570,7 @@ function createChartElement({
|
||||
setDataCallback,
|
||||
data,
|
||||
inverse,
|
||||
options,
|
||||
}) {
|
||||
const green = inverse ? colors.red : colors.green;
|
||||
const red = inverse ? colors.green : colors.red;
|
||||
@@ -588,6 +586,7 @@ function createChartElement({
|
||||
wickDownColor: red(),
|
||||
borderVisible: false,
|
||||
visible: defaultActive !== false,
|
||||
...options,
|
||||
},
|
||||
paneIndex,
|
||||
)
|
||||
@@ -607,6 +606,58 @@ function createChartElement({
|
||||
vecId,
|
||||
});
|
||||
},
|
||||
/**
|
||||
* @param {Object} args
|
||||
* @param {string} args.name
|
||||
* @param {Unit} args.unit
|
||||
* @param {number} args.order
|
||||
* @param {Color} args.color
|
||||
* @param {VecId} [args.vecId]
|
||||
* @param {Accessor<HistogramData[]>} [args.data]
|
||||
* @param {number} [args.paneIndex]
|
||||
* @param {boolean} [args.defaultActive]
|
||||
* @param {SetDataCallback} [args.setDataCallback]
|
||||
* @param {HistogramSeriesPartialOptions} [args.options]
|
||||
*/
|
||||
addHistogramSeries({
|
||||
vecId,
|
||||
name,
|
||||
unit,
|
||||
color,
|
||||
order,
|
||||
paneIndex = 0,
|
||||
defaultActive,
|
||||
setDataCallback,
|
||||
data,
|
||||
options,
|
||||
}) {
|
||||
/** @type {HistogramISeries} */
|
||||
const iseries = /** @type {any} */ (
|
||||
ichart.addSeries(
|
||||
/** @type {SeriesDefinition<'Histogram'>} */ (HistogramSeries),
|
||||
{
|
||||
color: color(),
|
||||
visible: defaultActive !== false,
|
||||
priceLineVisible: false,
|
||||
},
|
||||
paneIndex,
|
||||
)
|
||||
);
|
||||
|
||||
return addSeries({
|
||||
colors: [color],
|
||||
iseries,
|
||||
name,
|
||||
order,
|
||||
paneIndex,
|
||||
seriesType: "Bar",
|
||||
unit,
|
||||
data,
|
||||
setDataCallback,
|
||||
defaultActive,
|
||||
vecId,
|
||||
});
|
||||
},
|
||||
/**
|
||||
* @param {Object} args
|
||||
* @param {string} args.name
|
||||
@@ -618,7 +669,7 @@ function createChartElement({
|
||||
* @param {SetDataCallback} [args.setDataCallback]
|
||||
* @param {number} [args.paneIndex]
|
||||
* @param {boolean} [args.defaultActive]
|
||||
* @param {PartialLineStyleOptions} [args.options]
|
||||
* @param {LineSeriesPartialOptions} [args.options]
|
||||
*/
|
||||
addLineSeries({
|
||||
vecId,
|
||||
@@ -649,11 +700,6 @@ function createChartElement({
|
||||
)
|
||||
);
|
||||
|
||||
const priceLineOptions = options?.createPriceLine;
|
||||
if (priceLineOptions) {
|
||||
createPriceLine(iseries, priceLineOptions, colors);
|
||||
}
|
||||
|
||||
return addSeries({
|
||||
colors: [color],
|
||||
iseries,
|
||||
@@ -678,7 +724,7 @@ function createChartElement({
|
||||
* @param {SetDataCallback} [args.setDataCallback]
|
||||
* @param {number} [args.paneIndex]
|
||||
* @param {boolean} [args.defaultActive]
|
||||
* @param {PartialBaselineStyleOptions} [args.options]
|
||||
* @param {BaselineSeriesPartialOptions} [args.options]
|
||||
*/
|
||||
addBaselineSeries({
|
||||
vecId,
|
||||
@@ -701,7 +747,7 @@ function createChartElement({
|
||||
lineWidth: /** @type {any} */ (1.5),
|
||||
visible: defaultActive !== false,
|
||||
baseValue: {
|
||||
price: options?.createPriceLine?.value ?? 0,
|
||||
price: options?.baseValue?.price ?? 0,
|
||||
},
|
||||
...options,
|
||||
topLineColor: options?.topLineColor ?? colors.green(),
|
||||
@@ -717,11 +763,6 @@ function createChartElement({
|
||||
)
|
||||
);
|
||||
|
||||
const priceLineOptions = options?.createPriceLine;
|
||||
if (priceLineOptions) {
|
||||
createPriceLine(iseries, priceLineOptions, colors);
|
||||
}
|
||||
|
||||
return addSeries({
|
||||
colors: [
|
||||
() => options?.topLineColor ?? colors.green(),
|
||||
@@ -761,6 +802,16 @@ function createChartElement({
|
||||
paneIndex,
|
||||
order,
|
||||
});
|
||||
} else if (blueprint.type === "Histogram") {
|
||||
chart.addHistogramSeries({
|
||||
name: blueprint.title,
|
||||
unit,
|
||||
color: blueprint.color,
|
||||
data: blueprint.data,
|
||||
defaultActive: blueprint.defaultActive,
|
||||
paneIndex,
|
||||
order,
|
||||
});
|
||||
} else {
|
||||
chart.addLineSeries({
|
||||
name: blueprint.title,
|
||||
@@ -927,21 +978,6 @@ function createLegend({ signals, utils }) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {ISeries} series
|
||||
* @param {DeepPartial<CreatePriceLine>} options
|
||||
* @param {Colors} colors
|
||||
*/
|
||||
function createPriceLine(series, options, colors) {
|
||||
series.createPriceLine({
|
||||
price: options.value || 0,
|
||||
color: colors.gray(),
|
||||
axisLabelVisible: false,
|
||||
lineWidth: 1,
|
||||
lineStyle: 4,
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {number} value
|
||||
* @param {0 | 2} [digits]
|
||||
|
||||
@@ -425,10 +425,26 @@ export function init({
|
||||
);
|
||||
break;
|
||||
}
|
||||
case "Histogram": {
|
||||
seriesList.push(
|
||||
chart.addHistogramSeries({
|
||||
vecId: blueprint.key,
|
||||
name: blueprint.title,
|
||||
unit,
|
||||
color: blueprint.color,
|
||||
defaultActive: blueprint.defaultActive,
|
||||
paneIndex,
|
||||
options: blueprint.options,
|
||||
order,
|
||||
}),
|
||||
);
|
||||
break;
|
||||
}
|
||||
case "Candlestick": {
|
||||
throw Error("TODO");
|
||||
}
|
||||
default:
|
||||
case "Line":
|
||||
case undefined:
|
||||
seriesList.push(
|
||||
chart.addLineSeries({
|
||||
vecId: blueprint.key,
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
/**
|
||||
* @import { Option, PartialChartOption, ChartOption, AnyPartialOption, ProcessedOptionAddons, OptionsTree, SimulationOption, AnySeriesBlueprint, SeriesType } from "./options"
|
||||
* @import { Valued, SingleValueData, CandlestickData, OHLCTuple, Series, ISeries, LineData, BaselineData, PartialLineStyleOptions, PartialBaselineStyleOptions, PartialCandlestickStyleOptions } from "../packages/lightweight-charts/wrapper"
|
||||
* @import { Valued, SingleValueData, CandlestickData, OHLCTuple, Series, ISeries, HistogramData, LineData, BaselineData, LineSeriesPartialOptions, BaselineSeriesPartialOptions, HistogramSeriesPartialOptions, CandlestickSeriesPartialOptions } from "../packages/lightweight-charts/wrapper"
|
||||
* @import * as _ from "../packages/leeoniya-ufuzzy/1.0.18/dist/uFuzzy.d.ts"
|
||||
* @import { SerializedChartableIndex } from "./chart";
|
||||
* @import { Signal, Signals, Accessor } from "../packages/solidjs-signals/wrapper";
|
||||
@@ -45,6 +45,7 @@
|
||||
* "Years" |
|
||||
* "Locktime" |
|
||||
* "sat/vB" |
|
||||
* "%pnl" |
|
||||
* "constant" |
|
||||
* "cagr" |
|
||||
* "vB" |
|
||||
@@ -53,7 +54,6 @@
|
||||
* "Epoch" |
|
||||
* "Height" |
|
||||
* "Type" |
|
||||
* "zscore" |
|
||||
* "Bytes"
|
||||
* } Unit
|
||||
*/
|
||||
@@ -196,12 +196,12 @@ function createUtils() {
|
||||
createSpanName(name) {
|
||||
const spanName = window.document.createElement("span");
|
||||
spanName.classList.add("name");
|
||||
const [first, second, third] = name.split("-");
|
||||
const [first, second, third] = name.split(" - ");
|
||||
spanName.innerHTML = first;
|
||||
|
||||
if (second) {
|
||||
const smallRest = window.document.createElement("small");
|
||||
smallRest.innerHTML = `— ${second}`;
|
||||
smallRest.innerHTML = ` — ${second}`;
|
||||
spanName.append(smallRest);
|
||||
|
||||
if (third) {
|
||||
@@ -776,16 +776,18 @@ function createUtils() {
|
||||
if (
|
||||
((!unit || thoroughUnitCheck) &&
|
||||
(id.endsWith("ratio") ||
|
||||
(id.includes("ratio") && id.endsWith("sma")) ||
|
||||
(id.includes("ratio") &&
|
||||
(id.endsWith("sma") || id.endsWith("zscore"))) ||
|
||||
id.endsWith("_5sd") ||
|
||||
id.endsWith("1sd") ||
|
||||
id.endsWith("2sd") ||
|
||||
id.endsWith("3sd") ||
|
||||
id.endsWith("p0_1") ||
|
||||
id.endsWith("p0_5") ||
|
||||
id.endsWith("p1") ||
|
||||
id.endsWith("p99") ||
|
||||
id.endsWith("p99_5") ||
|
||||
id.endsWith("p99_9"))) ||
|
||||
id.endsWith("p2") ||
|
||||
id.endsWith("p5") ||
|
||||
id.endsWith("p95") ||
|
||||
id.endsWith("p98") ||
|
||||
id.endsWith("p99"))) ||
|
||||
id.includes("liveliness") ||
|
||||
id.includes("vaultedness")
|
||||
) {
|
||||
@@ -828,10 +830,6 @@ function createUtils() {
|
||||
if (unit) throw Error(`Unit "${unit}" already assigned "${id}"`);
|
||||
unit = "performance";
|
||||
}
|
||||
if ((!unit || thoroughUnitCheck) && id.endsWith("zscore")) {
|
||||
if (unit) throw Error(`Unit "${unit}" already assigned "${id}"`);
|
||||
unit = "zscore";
|
||||
}
|
||||
if ((!unit || thoroughUnitCheck) && id.endsWith("locktime")) {
|
||||
if (unit) throw Error(`Unit "${unit}" already assigned "${id}"`);
|
||||
unit = "Locktime";
|
||||
@@ -934,6 +932,14 @@ function createUtils() {
|
||||
if (unit) throw Error(`Unit "${unit}" already assigned "${id}"`);
|
||||
unit = "%all";
|
||||
}
|
||||
if (
|
||||
(!unit || thoroughUnitCheck) &&
|
||||
(id.includes("relative_to_realized_profit") ||
|
||||
id.includes("relative_to_realized_loss"))
|
||||
) {
|
||||
if (unit) throw Error(`Unit "${unit}" already assigned "${id}"`);
|
||||
unit = "%pnl";
|
||||
}
|
||||
if ((!unit || thoroughUnitCheck) && id.endsWith("relative_to_own_supply")) {
|
||||
if (unit) throw Error(`Unit "${unit}" already assigned "${id}"`);
|
||||
unit = "%self";
|
||||
|
||||
+799
-680
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user