mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-07-20 15:38:11 -07:00
global: metrics -> series rename
This commit is contained in:
@@ -27,8 +27,8 @@ impl PercentilesVecs {
|
||||
let vecs = PERCENTILES
|
||||
.into_iter()
|
||||
.map(|p| {
|
||||
let metric_name = format!("{prefix}_pct{p:02}");
|
||||
Price::forced_import(db, &metric_name, version + VERSION, indexes)
|
||||
let series_name = format!("{prefix}_pct{p:02}");
|
||||
Price::forced_import(db, &series_name, version + VERSION, indexes)
|
||||
})
|
||||
.collect::<Result<Vec<_>>>()?
|
||||
.try_into()
|
||||
|
||||
@@ -52,13 +52,13 @@ impl RatioPerBlock<BasisPoints32> {
|
||||
&mut self,
|
||||
starting_indexes: &Indexes,
|
||||
close_price: &impl ReadableVec<Height, Cents>,
|
||||
metric_price: &impl ReadableVec<Height, Cents>,
|
||||
series_price: &impl ReadableVec<Height, Cents>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.bps.height.compute_transform2(
|
||||
starting_indexes.height,
|
||||
close_price,
|
||||
metric_price,
|
||||
series_price,
|
||||
|(i, close, price, ..)| {
|
||||
if price == Cents::ZERO {
|
||||
(i, BasisPoints32::from(1.0))
|
||||
|
||||
@@ -81,7 +81,7 @@ impl RatioPerBlockPercentiles {
|
||||
starting_indexes: &Indexes,
|
||||
exit: &Exit,
|
||||
ratio_source: &impl ReadableVec<Height, StoredF32>,
|
||||
metric_price: &impl ReadableVec<Height, Cents>,
|
||||
series_price: &impl ReadableVec<Height, Cents>,
|
||||
) -> Result<()> {
|
||||
let ratio_version = ratio_source.version();
|
||||
self.mut_pct_vecs().try_for_each(|v| -> Result<()> {
|
||||
@@ -147,7 +147,7 @@ impl RatioPerBlockPercentiles {
|
||||
.cents
|
||||
.compute_binary::<Cents, BasisPoints32, PriceTimesRatioBp32Cents>(
|
||||
starting_indexes.height,
|
||||
metric_price,
|
||||
series_price,
|
||||
&self.$band.ratio.bps.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -53,7 +53,7 @@ impl RatioPerBlockStdDevBands {
|
||||
starting_indexes: &Indexes,
|
||||
exit: &Exit,
|
||||
ratio_source: &impl ReadableVec<Height, StoredF32>,
|
||||
metric_price: &impl ReadableVec<Height, Cents>,
|
||||
series_price: &impl ReadableVec<Height, Cents>,
|
||||
sma: &RatioSma,
|
||||
) -> Result<()> {
|
||||
for (sd, sma_ratio) in [
|
||||
@@ -63,7 +63,7 @@ impl RatioPerBlockStdDevBands {
|
||||
(&mut self._1y, &sma._1y.ratio.height),
|
||||
] {
|
||||
sd.compute_all(blocks, starting_indexes, exit, ratio_source, sma_ratio)?;
|
||||
sd.compute_cents_bands(starting_indexes, metric_price, sma_ratio, exit)?;
|
||||
sd.compute_cents_bands(starting_indexes, series_price, sma_ratio, exit)?;
|
||||
}
|
||||
|
||||
Ok(())
|
||||
|
||||
@@ -179,7 +179,7 @@ impl StdDevPerBlockExtended {
|
||||
pub(crate) fn compute_cents_bands(
|
||||
&mut self,
|
||||
starting_indexes: &Indexes,
|
||||
metric_price: &impl ReadableVec<Height, Cents>,
|
||||
series_price: &impl ReadableVec<Height, Cents>,
|
||||
sma: &impl ReadableVec<Height, StoredF32>,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
@@ -189,7 +189,7 @@ impl StdDevPerBlockExtended {
|
||||
.cents
|
||||
.compute_binary::<Cents, StoredF32, PriceTimesRatioCents>(
|
||||
starting_indexes.height,
|
||||
metric_price,
|
||||
series_price,
|
||||
$band_source,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
Reference in New Issue
Block a user