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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_vec/src/variants/eager.rs
+83 -6
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@@ -9,7 +9,7 @@ use std::{
};
use brk_core::{
Bitcoin, CheckedSub, Close, DateIndex, Dollars, Height, Sats, StoredUsize, TxIndex,
Bitcoin, CheckedSub, Close, Date, DateIndex, Dollars, Height, Sats, StoredUsize, TxIndex,
};
use brk_exit::Exit;
use log::info;
@@ -668,7 +668,7 @@ where
}
impl EagerVec<DateIndex, Sats> {
pub fn compute_dca_stack(
pub fn compute_dca_stack_via_len(
&mut self,
max_from: DateIndex,
closes: &impl AnyIterableVec<DateIndex, Close<Dollars>>,
@@ -676,7 +676,7 @@ impl EagerVec<DateIndex, Sats> {
exit: &Exit,
) -> Result<()> {
self.validate_computed_version_or_reset_file(
Version::ZERO + self.inner.version() + closes.version(),
Version::new(5) + self.inner.version() + closes.version(),
)?;
let mut other_iter = closes.iter();
@@ -698,6 +698,7 @@ impl EagerVec<DateIndex, Sats> {
if price != Dollars::ZERO {
stack = prev.unwrap() + Sats::from(Bitcoin::from(DCA_AMOUNT / price));
if i_usize >= len {
let prev_price = *other_iter.unwrap_get_inner_(i_usize - len);
if prev_price != Dollars::ZERO {
@@ -715,10 +716,49 @@ impl EagerVec<DateIndex, Sats> {
self.safe_flush(exit)
}
pub fn compute_dca_stack_via_from(
&mut self,
max_from: DateIndex,
closes: &impl AnyIterableVec<DateIndex, Close<Dollars>>,
from: DateIndex,
exit: &Exit,
) -> Result<()> {
self.validate_computed_version_or_reset_file(
Version::ZERO + self.inner.version() + closes.version(),
)?;
let mut prev = None;
let index = max_from.min(DateIndex::from(self.len()));
closes.iter_at(index).try_for_each(|(i, closes)| {
let price = *closes.into_inner();
let i_usize = i.unwrap_to_usize();
if prev.is_none() {
if i_usize == 0 {
prev.replace(Sats::ZERO);
} else {
prev.replace(self.into_iter().unwrap_get_inner_(i_usize - 1));
}
}
let mut stack = Sats::ZERO;
if price != Dollars::ZERO && i >= from {
stack = prev.unwrap() + Sats::from(Bitcoin::from(DCA_AMOUNT / price));
}
prev.replace(stack);
self.forced_push_at(i, stack, exit)
})?;
self.safe_flush(exit)
}
}
impl EagerVec<DateIndex, Dollars> {
pub fn compute_dca_avg_price(
pub fn compute_dca_avg_price_via_len(
&mut self,
max_from: DateIndex,
stacks: &impl AnyIterableVec<DateIndex, Sats>,
@@ -726,14 +766,51 @@ impl EagerVec<DateIndex, Dollars> {
exit: &Exit,
) -> Result<()> {
self.validate_computed_version_or_reset_file(
Version::ONE + self.inner.version() + stacks.version(),
Version::TWO + self.inner.version() + stacks.version(),
)?;
let index = max_from.min(DateIndex::from(self.len()));
let first_price_date = DateIndex::try_from(Date::new(2010, 8, 16)).unwrap();
stacks.iter_at(index).try_for_each(|(i, stack)| {
let stack = stack.into_inner();
let avg_price = DCA_AMOUNT * len.min(i.unwrap_to_usize() + 1) / Bitcoin::from(stack);
let mut avg_price = Dollars::from(f64::NAN);
if i > first_price_date {
avg_price = DCA_AMOUNT
* len
.min(i.unwrap_to_usize() + 1)
.min(i.checked_sub(first_price_date).unwrap().unwrap_to_usize() + 1)
/ Bitcoin::from(stack);
}
self.forced_push_at(i, avg_price, exit)
})?;
self.safe_flush(exit)
}
pub fn compute_dca_avg_price_via_from(
&mut self,
max_from: DateIndex,
stacks: &impl AnyIterableVec<DateIndex, Sats>,
from: DateIndex,
exit: &Exit,
) -> Result<()> {
self.validate_computed_version_or_reset_file(
Version::ZERO + self.inner.version() + stacks.version(),
)?;
let index = max_from.min(DateIndex::from(self.len()));
let from_usize = from.unwrap_to_usize();
stacks.iter_at(index).try_for_each(|(i, stack)| {
let stack = stack.into_inner();
let mut avg_price = Dollars::from(f64::NAN);
if i >= from {
avg_price =
DCA_AMOUNT * (i.unwrap_to_usize() + 1 - from_usize) / Bitcoin::from(stack);
}
self.forced_push_at(i, avg_price, exit)
})?;