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parser: add ratio for price smas

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This commit is contained in:
k
2024-07-12 12:02:57 +02:00
parent 35fd5054aa
commit 9077fee4d6
6 changed files with 147 additions and 70 deletions
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parser/src/datasets/subs/capitalization.rs
+5 -5
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@@ -19,7 +19,7 @@ pub struct CapitalizationDataset {
// Computed
pub realized_price: BiMap<f32>,
realized_cap_1m_net_change: BiMap<f32>,
ratio: RatioDataset,
realized_price_ratio: RatioDataset,
}
impl CapitalizationDataset {
@@ -32,7 +32,7 @@ impl CapitalizationDataset {
realized_cap: BiMap::new_bin(1, &f("realized_cap")),
realized_cap_1m_net_change: BiMap::new_bin(1, &f("realized_cap_1m_net_change")),
realized_price: BiMap::new_bin(1, &f("realized_price")),
ratio: RatioDataset::import(parent_path, "realized_price")?,
realized_price_ratio: RatioDataset::import(parent_path, "realized_price")?,
};
s.min_initial_states
@@ -83,7 +83,7 @@ impl CapitalizationDataset {
ONE_MONTH_IN_DAYS,
);
self.ratio
self.realized_price_ratio
.compute(compute_data, closes, &mut self.realized_price);
}
}
@@ -106,7 +106,7 @@ impl AnyDataset for CapitalizationDataset {
&self.realized_price as &(dyn AnyBiMap + Send + Sync),
&self.realized_cap_1m_net_change,
];
v.append(&mut self.ratio.to_computed_bi_map_vec());
v.append(&mut self.realized_price_ratio.to_computed_bi_map_vec());
v
}
@@ -115,7 +115,7 @@ impl AnyDataset for CapitalizationDataset {
&mut self.realized_price as &mut dyn AnyBiMap,
&mut self.realized_cap_1m_net_change,
];
v.append(&mut self.ratio.to_computed_mut_bi_map_vec());
v.append(&mut self.realized_price_ratio.to_computed_mut_bi_map_vec());
v
}
}