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computer: snapshot

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nym21
2026-02-27 12:31:39 +01:00
parent e7a5ab9450
commit 6845ad409b
10 changed files with 283 additions and 98 deletions
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2
crates/brk_computer/src/market/indicators/rsi.rs
View File

@@ -19,7 +19,7 @@ pub(super) fn compute(
starting_indexes: &ComputeIndexes,
exit: &Exit,
) -> Result<()> {
let source_version = returns.price_returns._1d.height.version();
let source_version = returns.price_returns._24h.height.version();
let vecs = [
&mut chain.gains.height,

2
crates/brk_computer/src/market/indicators/timeframe.rs
View File

@@ -5,7 +5,7 @@ use crate::{market::returns::Vecs as ReturnsVecs, prices};
pub(super) fn collect_returns(tf: &str, returns: &ReturnsVecs) -> Vec<f32> {
let data: Vec<StoredF32> = match tf {
"1d" => returns.price_returns._1d.day1.collect_or_default(),
"1d" => returns.price_returns._24h.day1.collect_or_default(),
"1w" => returns.price_returns._1w.week1.collect_or_default(),
"1m" => returns.price_returns._1m.month1.collect_or_default(),
"1y" => returns.price_returns._1y.year1.collect_or_default(),

18
crates/brk_computer/src/market/lookback/by_period.rs
View File

@@ -2,9 +2,9 @@ use brk_traversable::Traversable;
use crate::market::dca::ByDcaPeriod;
/// Lookback period days (includes 1d, unlike DCA)
/// Lookback period days (includes 24h, unlike DCA)
pub const LOOKBACK_PERIOD_DAYS: ByLookbackPeriod<u32> = ByLookbackPeriod {
_1d: 1,
_24h: 1,
_1w: 7,
_1m: 30,
_3m: 3 * 30,
@@ -21,7 +21,7 @@ pub const LOOKBACK_PERIOD_DAYS: ByLookbackPeriod<u32> = ByLookbackPeriod {
/// Lookback period names
pub const LOOKBACK_PERIOD_NAMES: ByLookbackPeriod<&'static str> = ByLookbackPeriod {
_1d: "1d",
_24h: "24h",
_1w: "1w",
_1m: "1m",
_3m: "3m",
@@ -36,10 +36,10 @@ pub const LOOKBACK_PERIOD_NAMES: ByLookbackPeriod<&'static str> = ByLookbackPeri
_10y: "10y",
};
/// Generic wrapper for lookback period-based data (includes 1d)
/// Generic wrapper for lookback period-based data (includes 24h)
#[derive(Clone, Default, Traversable)]
pub struct ByLookbackPeriod<T> {
pub _1d: T,
pub _24h: T,
pub _1w: T,
pub _1m: T,
pub _3m: T,
@@ -62,7 +62,7 @@ impl<T> ByLookbackPeriod<T> {
let n = LOOKBACK_PERIOD_NAMES;
let d = LOOKBACK_PERIOD_DAYS;
Ok(Self {
_1d: create(n._1d, d._1d)?,
_24h: create(n._24h, d._24h)?,
_1w: create(n._1w, d._1w)?,
_1m: create(n._1m, d._1m)?,
_3m: create(n._3m, d._3m)?,
@@ -81,7 +81,7 @@ impl<T> ByLookbackPeriod<T> {
pub(crate) fn iter_with_days(&self) -> impl Iterator<Item = (&T, u32)> {
let d = LOOKBACK_PERIOD_DAYS;
[
(&self._1d, d._1d),
(&self._24h, d._24h),
(&self._1w, d._1w),
(&self._1m, d._1m),
(&self._3m, d._3m),
@@ -101,7 +101,7 @@ impl<T> ByLookbackPeriod<T> {
pub(crate) fn iter_mut_with_days(&mut self) -> impl Iterator<Item = (&mut T, u32)> {
let d = LOOKBACK_PERIOD_DAYS;
[
(&mut self._1d, d._1d),
(&mut self._24h, d._24h),
(&mut self._1w, d._1w),
(&mut self._1m, d._1m),
(&mut self._3m, d._3m),
@@ -118,7 +118,7 @@ impl<T> ByLookbackPeriod<T> {
.into_iter()
}
/// Get the DCA-matching subset (excludes 1d)
/// Get the DCA-matching subset (excludes 24h)
pub(crate) fn as_dca_period(&self) -> ByDcaPeriod<&T> {
ByDcaPeriod {
_1w: &self._1w,

10
crates/brk_computer/src/market/returns/compute.rs
View File

@@ -55,19 +55,19 @@ impl Vecs {
)?;
}
let _1d_price_returns_height = &self.price_returns._1d.height;
let _24h_price_returns_height = &self.price_returns._24h.height;
self._1d_returns_1w_sd
.compute_all(blocks, starting_indexes, exit, _1d_price_returns_height)?;
.compute_all(blocks, starting_indexes, exit, _24h_price_returns_height)?;
self._1d_returns_1m_sd
.compute_all(blocks, starting_indexes, exit, _1d_price_returns_height)?;
.compute_all(blocks, starting_indexes, exit, _24h_price_returns_height)?;
self._1d_returns_1y_sd
.compute_all(blocks, starting_indexes, exit, _1d_price_returns_height)?;
.compute_all(blocks, starting_indexes, exit, _24h_price_returns_height)?;
// Downside returns: min(return, 0)
self.downside_returns.compute_transform(
starting_indexes.height,
_1d_price_returns_height,
_24h_price_returns_height,
|(i, ret, ..)| (i, StoredF32::from((*ret).min(0.0))),
exit,
)?;