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general: snapshot

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k
2024-07-20 23:13:41 +02:00
parent d8a5b4a2e6
commit a145b35ad1
100 changed files with 5402 additions and 2967 deletions
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24
parser/src/datasets/price/mod.rs
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@@ -10,7 +10,7 @@ pub use ohlc::*;
use crate::{
price::{Binance, Kraken},
structs::{AnyBiMap, AnyDateMap, BiMap, DateMap, WNaiveDate},
structs::{AnyBiMap, AnyDateMap, BiMap, Date, DateMap, Height, MapKey},
utils::{ONE_MONTH_IN_DAYS, ONE_WEEK_IN_DAYS, ONE_YEAR_IN_DAYS},
};
@@ -20,7 +20,7 @@ use super::{AnyDataset, ComputeData, MinInitialStates, RatioDataset};
pub struct PriceDatasets {
min_initial_states: MinInitialStates,
kraken_daily: Option<BTreeMap<WNaiveDate, OHLC>>,
kraken_daily: Option<BTreeMap<Date, OHLC>>,
kraken_1mn: Option<BTreeMap<u32, OHLC>>,
binance_1mn: Option<BTreeMap<u32, OHLC>>,
binance_har: Option<BTreeMap<u32, OHLC>>,
@@ -90,8 +90,8 @@ impl PriceDatasets {
kraken_daily: None,
satonomics_by_height: BTreeMap::default(),
ohlcs: BiMap::new_json(1, &format!("{price_path}/ohlc")),
closes: BiMap::new_json(1, &f("close")),
ohlcs: BiMap::new_json(1, price_path),
closes: BiMap::new_bin(1, &f("close")),
market_cap: BiMap::new_bin(1, &f("market_cap")),
price_1w_sma: BiMap::new_bin(1, &f("price_1w_sma")),
price_1w_sma_ratio: RatioDataset::import(datasets_path, "price_1w_sma")?,
@@ -139,7 +139,7 @@ impl PriceDatasets {
}
pub fn compute(&mut self, compute_data: &ComputeData, circulating_supply: &mut BiMap<f64>) {
let &ComputeData { dates, heights } = compute_data;
let &ComputeData { dates, heights, .. } = compute_data;
self.closes
.multi_insert_simple_transform(heights, dates, &mut self.ohlcs, &|ohlc| ohlc.close);
@@ -265,7 +265,7 @@ impl PriceDatasets {
|(last_value, date, closes)| {
let previous_value = date
.checked_sub_days(Days::new(4 * ONE_YEAR_IN_DAYS as u64))
.and_then(|date| closes.get_or_import(&WNaiveDate::wrap(date)))
.and_then(|date| closes.get_or_import(&Date::wrap(date)))
.unwrap_or_default();
(((last_value / previous_value).powf(1.0 / 4.0)) - 1.0) * 100.0
@@ -300,8 +300,8 @@ impl PriceDatasets {
.compute(compute_data, &mut self.closes, &mut self.price_200w_sma);
}
pub fn get_date_ohlc(&mut self, date: WNaiveDate) -> color_eyre::Result<OHLC> {
if self.ohlcs.date.is_date_safe(date) {
pub fn get_date_ohlc(&mut self, date: Date) -> color_eyre::Result<OHLC> {
if self.ohlcs.date.is_key_safe(date) {
Ok(self.ohlcs.date.get(&date).unwrap().to_owned())
} else {
let ohlc = self.get_from_daily_kraken(&date)?;
@@ -312,7 +312,7 @@ impl PriceDatasets {
}
}
fn get_from_daily_kraken(&mut self, date: &WNaiveDate) -> color_eyre::Result<OHLC> {
fn get_from_daily_kraken(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
if self.kraken_daily.is_none() {
self.kraken_daily.replace(
Kraken::fetch_daily_prices()
@@ -330,7 +330,7 @@ impl PriceDatasets {
pub fn get_height_ohlc(
&mut self,
height: usize,
height: Height,
timestamp: u32,
previous_timestamp: Option<u32>,
) -> color_eyre::Result<OHLC> {
@@ -351,7 +351,7 @@ impl PriceDatasets {
let timestamp = clean_timestamp(timestamp);
if previous_timestamp.is_none() && height > 0 {
if previous_timestamp.is_none() && !height.is_first() {
panic!("Shouldn't be possible");
}
@@ -364,7 +364,7 @@ impl PriceDatasets {
.unwrap_or_else(|_| {
self.get_from_har_binance(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
let date = WNaiveDate::from_timestamp(timestamp);
let date = Date::from_timestamp(timestamp);
panic!(
"Can't find the price for: height: {height} - date: {date}