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nym21
707
crates/brk_computer/src/grouped/sd_from_dateindex.rs
Normal file
707
crates/brk_computer/src/grouped/sd_from_dateindex.rs
Normal file
@@ -0,0 +1,707 @@
|
||||
use brk_error::Result;
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use brk_indexer::Indexer;
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use brk_structs::{CheckedSub, Date, DateIndex, Dollars, StoredF32, Version};
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use vecdb::{
|
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AnyCollectableVec, AnyIterableVec, AnyStoredVec, AnyVec, BoxedVecIterator, CollectableVec,
|
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Database, EagerVec, Exit, GenericStoredVec, StoredIndex,
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};
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use crate::{Indexes, grouped::source::Source, indexes};
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use super::{ComputedVecsFromDateIndex, VecBuilderOptions};
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#[derive(Clone)]
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pub struct ComputedStandardDeviationVecsFromDateIndex {
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days: usize,
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pub sma: Option<ComputedVecsFromDateIndex<StoredF32>>,
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pub sd: ComputedVecsFromDateIndex<StoredF32>,
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pub _0sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub p0_5sd: ComputedVecsFromDateIndex<StoredF32>,
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pub p1sd: ComputedVecsFromDateIndex<StoredF32>,
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pub p1_5sd: ComputedVecsFromDateIndex<StoredF32>,
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pub p2sd: ComputedVecsFromDateIndex<StoredF32>,
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pub p2_5sd: ComputedVecsFromDateIndex<StoredF32>,
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pub p3sd: ComputedVecsFromDateIndex<StoredF32>,
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pub m0_5sd: ComputedVecsFromDateIndex<StoredF32>,
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pub m1sd: ComputedVecsFromDateIndex<StoredF32>,
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pub m1_5sd: ComputedVecsFromDateIndex<StoredF32>,
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pub m2sd: ComputedVecsFromDateIndex<StoredF32>,
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pub m2_5sd: ComputedVecsFromDateIndex<StoredF32>,
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pub m3sd: ComputedVecsFromDateIndex<StoredF32>,
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pub p0_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub p1sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub p1_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub p2sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub p2_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub p3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub m0_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub m1sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub m1_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub m2sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub m2_5sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub m3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
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pub zscore: ComputedVecsFromDateIndex<StoredF32>,
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}
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const VERSION: Version = Version::ONE;
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impl ComputedStandardDeviationVecsFromDateIndex {
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#[allow(clippy::too_many_arguments)]
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pub fn forced_import(
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db: &Database,
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name: &str,
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days: usize,
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source: Source<DateIndex, StoredF32>,
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version: Version,
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indexes: &indexes::Vecs,
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) -> Result<Self> {
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let options = VecBuilderOptions::default().add_last();
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Ok(Self {
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days,
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sma: source.is_compute().then(|| {
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ComputedVecsFromDateIndex::forced_import(
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db,
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&format!("{name}_sma"),
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Source::Compute,
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version + VERSION + Version::ZERO,
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indexes,
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options,
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)
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.unwrap()
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}),
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sd: ComputedVecsFromDateIndex::forced_import(
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db,
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&format!("{name}_sd"),
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Source::Compute,
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version + VERSION + Version::ZERO,
|
||||
indexes,
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||||
options,
|
||||
)?,
|
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p0_5sd: ComputedVecsFromDateIndex::forced_import(
|
||||
db,
|
||||
&format!("{name}_p0_5sd"),
|
||||
Source::Compute,
|
||||
version + VERSION + Version::ZERO,
|
||||
indexes,
|
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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<_>>()
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user