global: snapshot

crates/brk_computer/src/internal/transform/derived.rs

@@ -0,0 +1,86 @@
+use std::marker::PhantomData;
+
+use brk_types::{BasisPoints32, Cents, StoredF32, StoredF64, StoredU64, Timestamp};
+use vecdb::{BinaryTransform, UnaryTransform};
+
+pub struct PerSec;
+
+impl BinaryTransform<StoredU64, Timestamp, StoredF32> for PerSec {
+    #[inline(always)]
+    fn apply(count: StoredU64, interval: Timestamp) -> StoredF32 {
+        let interval_f64 = f64::from(*interval);
+        if interval_f64 > 0.0 {
+            StoredF32::from(*count as f64 / interval_f64)
+        } else {
+            StoredF32::NAN
+        }
+    }
+}
+
+pub struct DaysToYears;
+
+impl UnaryTransform<StoredF32, StoredF32> for DaysToYears {
+    #[inline(always)]
+    fn apply(v: StoredF32) -> StoredF32 {
+        StoredF32::from(*v / 365.0)
+    }
+}
+
+pub trait SqrtDays {
+    const FACTOR: f32;
+}
+
+pub struct Days7;
+impl SqrtDays for Days7 {
+    const FACTOR: f32 = 2.6457513; // 7.0_f32.sqrt()
+}
+
+pub struct Days30;
+impl SqrtDays for Days30 {
+    const FACTOR: f32 = 5.477226; // 30.0_f32.sqrt()
+}
+
+pub struct Days365;
+impl SqrtDays for Days365 {
+    const FACTOR: f32 = 19.104973; // 365.0_f32.sqrt()
+}
+
+pub struct TimesSqrt<D: SqrtDays>(PhantomData<D>);
+
+impl<D: SqrtDays> UnaryTransform<StoredF32, StoredF32> for TimesSqrt<D> {
+    #[inline(always)]
+    fn apply(v: StoredF32) -> StoredF32 {
+        (*v * D::FACTOR).into()
+    }
+}
+
+pub struct PriceTimesRatioCents;
+
+impl BinaryTransform<Cents, StoredF32, Cents> for PriceTimesRatioCents {
+    #[inline(always)]
+    fn apply(price: Cents, ratio: StoredF32) -> Cents {
+        Cents::from(f64::from(price) * f64::from(ratio))
+    }
+}
+
+pub struct PriceTimesRatioBp32Cents;
+
+impl BinaryTransform<Cents, BasisPoints32, Cents> for PriceTimesRatioBp32Cents {
+    #[inline(always)]
+    fn apply(price: Cents, ratio: BasisPoints32) -> Cents {
+        Cents::from(f64::from(price) * f64::from(ratio))
+    }
+}
+
+pub struct RatioCents64;
+
+impl BinaryTransform<Cents, Cents, StoredF64> for RatioCents64 {
+    #[inline(always)]
+    fn apply(numerator: Cents, denominator: Cents) -> StoredF64 {
+        if denominator == Cents::ZERO {
+            StoredF64::from(1.0)
+        } else {
+            StoredF64::from(numerator.inner() as f64 / denominator.inner() as f64)
+        }
+    }
+}