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global: dca classes

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This commit is contained in:
nym21
2025-05-14 11:28:18 +02:00
parent 7562f51e07
commit 92b1dc0afb
5 changed files with 1122 additions and 513 deletions
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crates/brk_computer/src/vecs/market.rs
+429 -4
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@@ -1,6 +1,6 @@
use std::{fs, path::Path, thread};
use brk_core::{Dollars, Sats, StoredF32, StoredUsize};
use brk_core::{Date, DateIndex, Dollars, Sats, StoredF32, StoredUsize};
use brk_exit::Exit;
use brk_indexer::Indexer;
use brk_vec::{AnyCollectableVec, Compressed, Computation, StoredIndex, VecIterator, Version};
@@ -13,7 +13,7 @@ use super::{
indexes, transactions,
};
const VERSION: Version = Version::new(10);
const VERSION: Version = Version::new(0);
#[derive(Clone)]
pub struct Vecs {
@@ -116,6 +116,42 @@ pub struct Vecs {
pub _6y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _8y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _10y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2025_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2024_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2023_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2022_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2021_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2020_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2019_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2018_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2017_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2016_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2015_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2025_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2024_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2023_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2022_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2021_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2020_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2019_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2018_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2017_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2016_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2015_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2025_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2024_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2023_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2022_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2021_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2020_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2019_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2018_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2017_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2016_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2015_returns: ComputedVecsFromDateIndex<StoredF32>,
}
impl Vecs {
@@ -795,6 +831,240 @@ impl Vecs {
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2025_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2025_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2024_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2024_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2023_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2023_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2022_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2022_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2021_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2021_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2020_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2020_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2019_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2019_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2018_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2018_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2017_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2017_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2016_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2016_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2015_stack: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2015_stack",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2025_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2025_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2024_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2024_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2023_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2023_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2022_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2022_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2021_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2021_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2020_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2020_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2019_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2019_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2018_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2018_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2017_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2017_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2016_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2016_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2015_avg_price: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2015_avg_price",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2025_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2025_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2024_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2024_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2023_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2023_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2022_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2022_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2021_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2021_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2020_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2020_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2019_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2019_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2018_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2018_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2017_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2017_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2016_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2016_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
dca_class_2015_returns: ComputedVecsFromDateIndex::forced_import(
path,
"dca_class_2015_returns",
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
})
}
@@ -1151,7 +1421,7 @@ impl Vecs {
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_dca_stack(
v.compute_dca_stack_via_len(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
days,
@@ -1166,7 +1436,7 @@ impl Vecs {
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_dca_avg_price(
v.compute_dca_avg_price_via_len(
starting_indexes.dateindex,
&dca_stack.dateindex,
days,
@@ -1211,6 +1481,128 @@ impl Vecs {
},
)?;
[
(
2015,
&mut self.dca_class_2015_avg_price,
&mut self.dca_class_2015_returns,
&mut self.dca_class_2015_stack,
),
(
2016,
&mut self.dca_class_2016_avg_price,
&mut self.dca_class_2016_returns,
&mut self.dca_class_2016_stack,
),
(
2017,
&mut self.dca_class_2017_avg_price,
&mut self.dca_class_2017_returns,
&mut self.dca_class_2017_stack,
),
(
2018,
&mut self.dca_class_2018_avg_price,
&mut self.dca_class_2018_returns,
&mut self.dca_class_2018_stack,
),
(
2019,
&mut self.dca_class_2019_avg_price,
&mut self.dca_class_2019_returns,
&mut self.dca_class_2019_stack,
),
(
2020,
&mut self.dca_class_2020_avg_price,
&mut self.dca_class_2020_returns,
&mut self.dca_class_2020_stack,
),
(
2021,
&mut self.dca_class_2021_avg_price,
&mut self.dca_class_2021_returns,
&mut self.dca_class_2021_stack,
),
(
2022,
&mut self.dca_class_2022_avg_price,
&mut self.dca_class_2022_returns,
&mut self.dca_class_2022_stack,
),
(
2023,
&mut self.dca_class_2023_avg_price,
&mut self.dca_class_2023_returns,
&mut self.dca_class_2023_stack,
),
(
2024,
&mut self.dca_class_2024_avg_price,
&mut self.dca_class_2024_returns,
&mut self.dca_class_2024_stack,
),
(
2025,
&mut self.dca_class_2025_avg_price,
&mut self.dca_class_2025_returns,
&mut self.dca_class_2025_stack,
),
]
.into_iter()
.try_for_each(
|(year, avg_price, returns, stack)| -> color_eyre::Result<()> {
let dateindex = DateIndex::try_from(Date::new(year, 1, 1)).unwrap();
stack.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_dca_stack_via_from(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
dateindex,
exit,
)
},
)?;
avg_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_dca_avg_price_via_from(
starting_indexes.dateindex,
&stack.dateindex,
dateindex,
exit,
)
},
)?;
returns.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_percentage_difference(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
&avg_price.dateindex,
exit,
)
},
)?;
Ok(())
},
)?;
thread::scope(|s| -> color_eyre::Result<()> {
[
(&mut self.indexes_to_1w_sma, 7),
@@ -1348,6 +1740,39 @@ impl Vecs {
self._6y_dca_stack.vecs(),
self._8y_dca_stack.vecs(),
self._10y_dca_stack.vecs(),
self.dca_class_2025_stack.vecs(),
self.dca_class_2024_stack.vecs(),
self.dca_class_2023_stack.vecs(),
self.dca_class_2022_stack.vecs(),
self.dca_class_2021_stack.vecs(),
self.dca_class_2020_stack.vecs(),
self.dca_class_2019_stack.vecs(),
self.dca_class_2018_stack.vecs(),
self.dca_class_2017_stack.vecs(),
self.dca_class_2016_stack.vecs(),
self.dca_class_2015_stack.vecs(),
self.dca_class_2025_avg_price.vecs(),
self.dca_class_2024_avg_price.vecs(),
self.dca_class_2023_avg_price.vecs(),
self.dca_class_2022_avg_price.vecs(),
self.dca_class_2021_avg_price.vecs(),
self.dca_class_2020_avg_price.vecs(),
self.dca_class_2019_avg_price.vecs(),
self.dca_class_2018_avg_price.vecs(),
self.dca_class_2017_avg_price.vecs(),
self.dca_class_2016_avg_price.vecs(),
self.dca_class_2015_avg_price.vecs(),
self.dca_class_2025_returns.vecs(),
self.dca_class_2024_returns.vecs(),
self.dca_class_2023_returns.vecs(),
self.dca_class_2022_returns.vecs(),
self.dca_class_2021_returns.vecs(),
self.dca_class_2020_returns.vecs(),
self.dca_class_2019_returns.vecs(),
self.dca_class_2018_returns.vecs(),
self.dca_class_2017_returns.vecs(),
self.dca_class_2016_returns.vecs(),
self.dca_class_2015_returns.vecs(),
]
.concat()
}