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parser: add min date and height for percentile datasets

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This commit is contained in:
k
2024-07-12 17:38:22 +02:00
parent 61038b07f9
commit 85835ac1d3
8 changed files with 314 additions and 183 deletions
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app/src/app/components/frames/chart/components/title.tsx
+6 -1
View File
@@ -1,6 +1,11 @@
export function Title({ presets }: { presets: Presets }) {
return (
<div class="flex flex-1 items-center overflow-y-auto p-1.5">
<div
class="flex flex-1 items-center overflow-y-auto p-1.5"
style={{
"scrollbar-width": "thin",
}}
>
<div class="flex-1 -space-y-1 whitespace-nowrap px-1 md:mt-0.5 md:-space-y-1.5">
<h3 class="text-xs opacity-50">{`/ ${[...presets.selected().path.map(({ name }) => name), presets.selected().name].join(" / ")}`}</h3>
<h1 class="text-lg font-bold md:text-xl">{presets.selected().title}</h1>
app/src/scripts/presets/apply.ts
+1 -1
View File
@@ -294,7 +294,7 @@ export function applySeriesList({
});
}
seriesConfigList.reverse().forEach((seriesConfig, index) => {
[...seriesConfigList].reverse().forEach((seriesConfig, index) => {
const dataset = datasets.getOrImport(scale, seriesConfig.datasetPath);
activeDatasets.push(dataset);
app/src/scripts/presets/market/averages/index.ts
+106 -4
View File
@@ -16,7 +16,7 @@ export function createPresets(scale: ResourceScale): PartialPresetFolder {
top: averages.map((average) => ({
title: average.key.toUpperCase(),
color: colors[`_${average.key}`],
datasetPath: `/date-to-price-${average.key}-sma`,
datasetPath: `/${scale}-to-price-${average.key}-sma`,
})),
},
...averages.map(({ name, key }) =>
@@ -111,17 +111,17 @@ function createPresetFolder({
bottom: [
{
title: `1Y`,
color: colors.red,
color: colors._1y,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1y-sma`,
},
{
title: `1M`,
color: colors.orange,
color: colors._1m,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1m-sma`,
},
{
title: `1W`,
color: colors.yellow,
color: colors._1w,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1w-sma`,
},
{
@@ -143,6 +143,108 @@ function createPresetFolder({
},
],
},
{
scale,
name: "Momentum Oscillator",
description: "",
icon: IconTablerWaveSine,
title: `Market Price To ${name} Moving Average Ratio 1Y SMA Momentum Oscillator`,
top: [
{
title: `SMA`,
color,
datasetPath: `/${scale}-to-price-${key}-sma`,
},
],
bottom: [
{
title: `Momentum`,
seriesType: SeriesType.Based,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1y-sma-momentum-oscillator`,
},
// {
// title: `Raw`,
// color: colors.white,
// datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio`,
// options: {
// base: 1,
// },
// },
{
title: `Base`,
color: colors.white,
datasetPath: `/${scale}-to-0`,
options: {
lineStyle: 3,
lastValueVisible: false,
},
},
],
},
{
scale,
name: "Percentiles",
description: "",
icon: IconTablerPercentage,
title: `Market Price To ${name} Moving Average Ratio Percentiles`,
top: [
{
title: `SMA`,
color,
datasetPath: `/${scale}-to-price-${key}-sma`,
},
],
bottom: [
{
title: `99.9%`,
color: colors.extremeMax,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-99-9p`,
},
{
title: `99.5%`,
color: colors.extremeMiddle,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-99-5p`,
},
{
title: `99%`,
color: colors.extremeMin,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-99p`,
},
{
title: `1%`,
color: colors.extremeMin,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-1p`,
},
{
title: `0.5%`,
color: colors.extremeMiddle,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-0-5p`,
},
{
title: `0.1%`,
color: colors.extremeMax,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio-0-1p`,
},
{
title: `Raw`,
color: colors.white,
datasetPath: `/${scale}-to-market-price-to-price-${key}-sma-ratio`,
options: {
base: 1,
},
},
{
title: `Even`,
color: colors.gray,
datasetPath: `/${scale}-to-1`,
options: {
lineStyle: 3,
lastValueVisible: false,
},
},
],
},
],
},
],
app/src/types/auto-imports.d.ts
Vendored
+1
View File
@@ -238,6 +238,7 @@ declare global {
const IconTablerVolume2: typeof import('~icons/tabler/volume2.jsx')['default']
const IconTablerWall: typeof import('~icons/tabler/wall.jsx')['default']
const IconTablerWallet: typeof import('~icons/tabler/wallet.jsx')['default']
const IconTablerWaveSine: typeof import('~icons/tabler/wave-sine.jsx')['default']
const IconTablerWeight: typeof import('~icons/tabler/weight.jsx')['default']
const IconTablerWind: typeof import('~icons/tabler/wind.jsx')['default']
const IconTablerX: typeof import('~icons/tabler/x.jsx')['default']
parser/src/datasets/cointime.rs
+1 -1
View File
@@ -86,7 +86,7 @@ impl CointimeDataset {
cointime_value_stored: BiMap::new_bin(1, &f("cointime_value_stored")),
concurrent_liveliness: BiMap::new_bin(1, &f("concurrent_liveliness")),
concurrent_liveliness_2w_median: BiMap::new_bin(
2,
1,
&f("concurrent_liveliness_2w_median"),
),
cumulative_coinblocks_created: BiMap::new_bin(1, &f("cumulative_coinblocks_created")),
parser/src/datasets/subs/ratio.rs
+12 -12
View File
@@ -46,18 +46,18 @@ impl RatioDataset {
2,
&f_ratio("ratio_1y_sma_momentum_oscillator"),
),
ratio_99p: BiMap::new_bin(2, &f_ratio("ratio_99p")),
ratio_99_5p: BiMap::new_bin(2, &f_ratio("ratio_99_5p")),
ratio_99_9p: BiMap::new_bin(2, &f_ratio("ratio_99_9p")),
ratio_1p: BiMap::new_bin(2, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(2, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(2, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(2, &f_price("99p")),
price_99_5p: BiMap::new_bin(2, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(2, &f_price("99_9p")),
price_1p: BiMap::new_bin(2, &f_price("1p")),
price_0_5p: BiMap::new_bin(2, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(2, &f_price("0_1p")),
ratio_99p: BiMap::new_bin(1, &f_ratio("ratio_99p")),
ratio_99_5p: BiMap::new_bin(1, &f_ratio("ratio_99_5p")),
ratio_99_9p: BiMap::new_bin(1, &f_ratio("ratio_99_9p")),
ratio_1p: BiMap::new_bin(1, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(1, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(1, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(1, &f_price("99p")),
price_99_5p: BiMap::new_bin(1, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(1, &f_price("99_9p")),
price_1p: BiMap::new_bin(1, &f_price("1p")),
price_0_5p: BiMap::new_bin(1, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(1, &f_price("0_1p")),
};
s.min_initial_states
parser/src/structs/date_map.rs
+97 -84
View File
@@ -728,81 +728,80 @@ where
let mut ordered_vec = None;
let mut sorted_vec = None;
dates.iter().for_each(|date| {
if let Some(start) = days.map_or(chrono::NaiveDate::from_ymd_opt(2009, 1, 3), |size| {
date.checked_sub_days(Days::new(size as u64))
}) {
if sorted_vec.is_none() {
let mut vec = start
.iter_days()
.take_while(|d| *d != **date)
.flat_map(|date| self.get_or_import(&WNaiveDate::wrap(date)))
.map(|f| OrderedFloat(f))
.collect_vec();
let min_percentile_date = chrono::NaiveDate::from_ymd_opt(2012, 1, 1).unwrap();
let min_percentile_wdate = WNaiveDate::wrap(min_percentile_date);
if days.is_some() {
ordered_vec.replace(VecDeque::from(vec.clone()));
dates
.iter()
.cloned()
.filter(|date| date < &min_percentile_wdate)
.for_each(|date| {
if let Some(start) = days.map_or(Some(min_percentile_date), |size| {
date.checked_sub_days(Days::new(size as u64))
}) {
if sorted_vec.is_none() {
let mut vec = start
.iter_days()
.take_while(|d| *d <= *date)
.flat_map(|date| self.get_or_import(&WNaiveDate::wrap(date)))
.map(|f| OrderedFloat(f))
.collect_vec();
if days.is_some() {
ordered_vec.replace(VecDeque::from(vec.clone()));
}
vec.sort_unstable();
sorted_vec.replace(vec);
} else {
let float_value = OrderedFloat(self.get_or_import(&date).unwrap());
if let Some(days) = days {
if let Some(ordered_vec) = ordered_vec.as_mut() {
if ordered_vec.len() == days {
let first = ordered_vec.pop_front().unwrap();
let pos =
sorted_vec.as_ref().unwrap().binary_search(&first).unwrap();
sorted_vec.as_mut().unwrap().remove(pos);
}
ordered_vec.push_back(float_value);
}
}
let pos = sorted_vec
.as_ref()
.unwrap()
.binary_search(&float_value)
.unwrap_or_else(|pos| pos);
sorted_vec.as_mut().unwrap().insert(pos, float_value);
}
vec.sort_unstable();
sorted_vec.replace(vec);
} else {
let float_value = OrderedFloat(self.get_or_import(date).unwrap());
let vec = sorted_vec.as_ref().unwrap();
if let Some(days) = days {
if let Some(ordered_vec) = ordered_vec.as_mut() {
if ordered_vec.len() == days {
let first = ordered_vec.pop_front().unwrap();
let len = vec.len();
let pos =
sorted_vec.as_ref().unwrap().binary_search(&first).unwrap();
sorted_vec.as_mut().unwrap().remove(pos);
map_and_percentiles
.iter_mut()
.for_each(|(map, percentile)| {
if !(0.0..=1.0).contains(percentile) {
panic!("The percentile should be between 0.0 and 1.0");
}
ordered_vec.push_back(float_value);
}
}
let value = {
if vec.is_empty() {
T::default()
} else {
let index = (len - 1) as f32 * *percentile;
let pos = sorted_vec
.as_ref()
.unwrap()
.binary_search(&float_value)
.unwrap_or_else(|pos| pos);
let fract = index.fract();
let fract_t = T::from(fract).unwrap();
sorted_vec.as_mut().unwrap().insert(pos, float_value);
}
let vec = sorted_vec.as_ref().unwrap();
let len = vec.len();
map_and_percentiles
.iter_mut()
.for_each(|(map, percentile)| {
if !(0.0..=1.0).contains(percentile) {
panic!("The percentile should be between 0.0 and 1.0");
}
let value = {
if vec.is_empty() {
T::default()
} else {
let index = (len - 1) as f32 * *percentile;
let fract = index.fract();
let fract_t = T::from(fract).unwrap();
if fract != 0.0 {
(vec.get(index.ceil() as usize)
.unwrap_or_else(|| {
dbg!(vec, index, &self.path_all, &self.path_all, days);
panic!()
})
.0
* fract_t
+ vec
.get(index.floor() as usize)
if fract != 0.0 {
(vec.get(index.ceil() as usize)
.unwrap_or_else(|| {
dbg!(
vec,
@@ -813,27 +812,41 @@ where
);
panic!()
})
.0)
* T::from(1.0 - fract).unwrap()
} else {
vec.get(index.floor() as usize)
.unwrap_or_else(|| {
dbg!(vec, index);
panic!();
})
.0
.0
* fract_t
+ vec
.get(index.floor() as usize)
.unwrap_or_else(|| {
dbg!(
vec,
index,
&self.path_all,
&self.path_all,
days
);
panic!()
})
.0)
* T::from(1.0 - fract).unwrap()
} else {
vec.get(index.floor() as usize)
.unwrap_or_else(|| {
dbg!(vec, index);
panic!();
})
.0
}
}
}
};
};
(*map).insert(*date, value);
(*map).insert(date, value);
});
} else {
map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(date, T::default());
});
} else {
map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(*date, T::default());
});
}
});
}
});
}
//
parser/src/structs/height_map.rs
+90 -80
View File
@@ -717,104 +717,114 @@ where
let mut ordered_vec = None;
let mut sorted_vec = None;
heights.iter().for_each(|height| {
let height = *height;
let min_percentile_height = 160_000;
if let Some(start) = block_time.map_or(Some(0), |size| height.checked_sub(size)) {
if sorted_vec.is_none() {
let mut vec = (start..=height)
.map(|height| OrderedFloat(self.get_or_import(&height)))
.collect_vec();
if min_percentile_height % HEIGHT_MAP_CHUNK_SIZE != 0 {
panic!("Should be 0");
}
if block_time.is_some() {
ordered_vec.replace(VecDeque::from(vec.clone()));
}
heights
.iter()
.cloned()
.filter(|height| height < &min_percentile_height)
.for_each(|height| {
if let Some(start) =
block_time.map_or(Some(min_percentile_height), |size| height.checked_sub(size))
{
if sorted_vec.is_none() {
let mut vec = (start..=height)
.map(|height| OrderedFloat(self.get_or_import(&height)))
.collect_vec();
vec.sort_unstable();
sorted_vec.replace(vec);
} else {
let float_value = OrderedFloat(self.get_or_import(&height));
if block_time.is_some() {
let first = ordered_vec.as_mut().unwrap().pop_front().unwrap();
let pos = sorted_vec.as_ref().unwrap().binary_search(&first).unwrap();
sorted_vec.as_mut().unwrap().remove(pos);
ordered_vec.as_mut().unwrap().push_back(float_value);
}
let pos = sorted_vec
.as_ref()
.unwrap()
.binary_search(&float_value)
.unwrap_or_else(|pos| pos);
sorted_vec.as_mut().unwrap().insert(pos, float_value);
}
let vec = sorted_vec.as_ref().unwrap();
let len = vec.len();
map_and_percentiles
.iter_mut()
.for_each(|(map, percentile)| {
if !(0.0..=1.0).contains(percentile) {
panic!("The percentile should be between 0.0 and 1.0");
if block_time.is_some() {
ordered_vec.replace(VecDeque::from(vec.clone()));
}
let value = {
if vec.is_empty() {
T::default()
} else {
let index = (len - 1) as f32 * *percentile;
vec.sort_unstable();
let fract = index.fract();
let fract_t = T::from(fract).unwrap();
sorted_vec.replace(vec);
} else {
let float_value = OrderedFloat(self.get_or_import(&height));
if fract != 0.0 {
(vec.get(index.ceil() as usize)
.unwrap_or_else(|| {
dbg!(
index,
&self.path_all,
&self.path_all,
&self.to_insert,
block_time,
vec
);
panic!()
})
.0
* fract_t
+ vec
.get(index.floor() as usize)
if block_time.is_some() {
let first = ordered_vec.as_mut().unwrap().pop_front().unwrap();
let pos = sorted_vec.as_ref().unwrap().binary_search(&first).unwrap();
sorted_vec.as_mut().unwrap().remove(pos);
ordered_vec.as_mut().unwrap().push_back(float_value);
}
let pos = sorted_vec
.as_ref()
.unwrap()
.binary_search(&float_value)
.unwrap_or_else(|pos| pos);
sorted_vec.as_mut().unwrap().insert(pos, float_value);
}
let vec = sorted_vec.as_ref().unwrap();
let len = vec.len();
map_and_percentiles
.iter_mut()
.for_each(|(map, percentile)| {
if !(0.0..=1.0).contains(percentile) {
panic!("The percentile should be between 0.0 and 1.0");
}
let value = {
if vec.is_empty() {
T::default()
} else {
let index = (len - 1) as f32 * *percentile;
let fract = index.fract();
let fract_t = T::from(fract).unwrap();
if fract != 0.0 {
(vec.get(index.ceil() as usize)
.unwrap_or_else(|| {
dbg!(
index,
&self.path_all,
&self.path_all,
block_time
&self.to_insert,
block_time,
vec
);
panic!()
})
.0)
* T::from(1.0 - fract).unwrap()
} else {
vec.get(index as usize).unwrap().0
.0
* fract_t
+ vec
.get(index.floor() as usize)
.unwrap_or_else(|| {
dbg!(
index,
&self.path_all,
&self.path_all,
block_time
);
panic!()
})
.0)
* T::from(1.0 - fract).unwrap()
} else {
vec.get(index as usize).unwrap().0
}
}
}
};
};
(*map).insert(height, value);
(*map).insert(height, value);
});
} else {
map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(height, T::default());
});
} else {
map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(height, T::default());
});
}
});
}
});
}
// pub fn insert_cumulative(&mut self, height: usize, source: &HeightMap<T>) -> T