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k
2024-07-12 19:31:21 +02:00
parent dcf605aa69
commit 96a50dd09a
2 changed files with 36 additions and 12 deletions
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24
parser/src/datasets/subs/ratio.rs
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@@ -52,12 +52,12 @@ impl RatioDataset {
ratio_1p: BiMap::new_bin(3, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(3, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(3, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(3, &f_price("99p")),
price_99_5p: BiMap::new_bin(3, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(3, &f_price("99_9p")),
price_1p: BiMap::new_bin(3, &f_price("1p")),
price_0_5p: BiMap::new_bin(3, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(3, &f_price("0_1p")),
price_99p: BiMap::new_bin(4, &f_price("99p")),
price_99_5p: BiMap::new_bin(4, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(4, &f_price("99_9p")),
price_1p: BiMap::new_bin(4, &f_price("1p")),
price_0_5p: BiMap::new_bin(4, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(4, &f_price("0_1p")),
};
s.min_initial_states
@@ -137,22 +137,22 @@ impl RatioDataset {
);
self.price_99p
.multi_insert_multiply(heights, dates, market_price, &mut self.ratio_99p);
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_99p);
self.price_99_5p
.multi_insert_multiply(heights, dates, market_price, &mut self.ratio_99_5p);
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_99_5p);
self.price_99_9p
.multi_insert_multiply(heights, dates, market_price, &mut self.ratio_99_9p);
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_99_9p);
self.price_1p
.multi_insert_multiply(heights, dates, market_price, &mut self.ratio_1p);
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_1p);
self.price_0_5p
.multi_insert_multiply(heights, dates, market_price, &mut self.ratio_0_5p);
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_0_5p);
self.price_0_1p
.multi_insert_multiply(heights, dates, market_price, &mut self.ratio_0_1p);
.multi_insert_multiply(heights, dates, other_price, &mut self.ratio_0_1p);
}
}