git: reset

2026-07-22 16:38:11 -07:00 · 2024-06-23 17:38:53 +02:00
commit a1a576d088
375 changed files with 40952 additions and 0 deletions
@@ -0,0 +1,121 @@
+use allocative::Allocative;
+
+use crate::{
+    datasets::{AnyDataset, ComputeData, InsertData, MinInitialStates},
+    states::CapitalizationState,
+    structs::{AnyBiMap, BiMap},
+    utils::ONE_MONTH_IN_DAYS,
+};
+
+#[derive(Default, Allocative)]
+pub struct CapitalizationDataset {
+    min_initial_states: MinInitialStates,
+
+    // Inserted
+    pub realized_cap: BiMap<f32>,
+
+    // Computed
+    pub realized_price: BiMap<f32>,
+    mvrv: BiMap<f32>,
+    realized_cap_1m_net_change: BiMap<f32>,
+}
+
+impl CapitalizationDataset {
+    pub fn import(parent_path: &str) -> color_eyre::Result<Self> {
+        let f = |s: &str| format!("{parent_path}/{s}");
+
+        let mut s = Self {
+            min_initial_states: MinInitialStates::default(),
+
+            realized_cap: BiMap::new_bin(1, &f("realized_cap")),
+            realized_cap_1m_net_change: BiMap::new_bin(1, &f("realized_cap_1m_net_change")),
+            realized_price: BiMap::new_bin(1, &f("realized_price")),
+            mvrv: BiMap::new_bin(1, &f("mvrv")),
+        };
+
+        s.min_initial_states
+            .consume(MinInitialStates::compute_from_dataset(&s));
+
+        Ok(s)
+    }
+
+    pub fn insert(
+        &mut self,
+        &InsertData {
+            height,
+            is_date_last_block,
+            date,
+            ..
+        }: &InsertData,
+        state: &CapitalizationState,
+    ) {
+        let realized_cap = self
+            .realized_cap
+            .height
+            .insert(height, state.realized_cap.to_dollar() as f32);
+
+        if is_date_last_block {
+            self.realized_cap.date.insert(date, realized_cap);
+        }
+    }
+
+    pub fn compute(
+        &mut self,
+        &ComputeData { heights, dates }: &ComputeData,
+        closes: &mut BiMap<f32>,
+        cohort_supply: &mut BiMap<f64>,
+    ) {
+        self.realized_price.multi_insert_divide(
+            heights,
+            dates,
+            &mut self.realized_cap,
+            cohort_supply,
+        );
+
+        self.mvrv.height.multi_insert_divide(
+            heights,
+            &mut closes.height,
+            &mut self.realized_price.height,
+        );
+        self.mvrv
+            .date
+            .multi_insert_divide(dates, &mut closes.date, &mut self.realized_price.date);
+
+        self.realized_cap_1m_net_change.multi_insert_net_change(
+            heights,
+            dates,
+            &mut self.realized_cap,
+            ONE_MONTH_IN_DAYS,
+        )
+    }
+}
+
+impl AnyDataset for CapitalizationDataset {
+    fn get_min_initial_states(&self) -> &MinInitialStates {
+        &self.min_initial_states
+    }
+
+    fn to_inserted_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
+        vec![&self.realized_cap]
+    }
+
+    fn to_inserted_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
+        vec![&mut self.realized_cap]
+    }
+
+    fn to_computed_bi_map_vec(&self) -> Vec<&(dyn AnyBiMap + Send + Sync)> {
+        vec![
+            &self.realized_price,
+            &self.mvrv,
+            &self.realized_cap_1m_net_change,
+        ]
+    }
+
+    fn to_computed_mut_bi_map_vec(&mut self) -> Vec<&mut dyn AnyBiMap> {
+        vec![
+            &mut self.realized_price,
+            &mut self.mvrv,
+            &mut self.realized_cap_1m_net_change,
+        ]
+    }
+}