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global: averages + ratio datasets

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nym21
2025-05-12 12:55:40 +02:00
parent 292ceddd66
commit b7a1ee9ebc
34 changed files with 2247 additions and 556 deletions
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Cargo.lock
Generated
+59 -53
View File
@@ -435,6 +435,7 @@ dependencies = [
"color-eyre",
"fjall",
"log",
"rayon",
"serde",
"serde_json",
]
@@ -445,7 +446,7 @@ version = "0.0.34"
dependencies = [
"bitcoin",
"bitcoincore-rpc",
"byteview",
"byteview 0.7.0",
"derive_deref",
"jiff",
"log",
@@ -491,7 +492,7 @@ dependencies = [
"brk_logger",
"brk_parser",
"brk_vec",
"byteview",
"byteview 0.7.0",
"color-eyre",
"fjall",
"log",
@@ -642,6 +643,12 @@ version = "0.6.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "6236364b88b9b6d0bc181ba374cf1ab55ba3ef97a1cb6f8cddad48a273767fb5"
[[package]]
name = "byteview"
version = "0.7.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f996a0c883b1ae93c53ffd21857b6eaba768998dbb1f7e2f269d53dd6553256c"
[[package]]
name = "bzip2"
version = "0.5.2"
@@ -718,18 +725,18 @@ dependencies = [
[[package]]
name = "clap"
version = "4.5.37"
version = "4.5.38"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "eccb054f56cbd38340b380d4a8e69ef1f02f1af43db2f0cc817a4774d80ae071"
checksum = "ed93b9805f8ba930df42c2590f05453d5ec36cbb85d018868a5b24d31f6ac000"
dependencies = [
"clap_builder",
]
[[package]]
name = "clap_builder"
version = "4.5.37"
version = "4.5.38"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "efd9466fac8543255d3b1fcad4762c5e116ffe808c8a3043d4263cd4fd4862a2"
checksum = "379026ff283facf611b0ea629334361c4211d1b12ee01024eec1591133b04120"
dependencies = [
"anstream",
"anstyle",
@@ -937,9 +944,9 @@ dependencies = [
[[package]]
name = "ctrlc"
version = "3.4.6"
version = "3.4.7"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "697b5419f348fd5ae2478e8018cb016c00a5881c7f46c717de98ffd135a5651c"
checksum = "46f93780a459b7d656ef7f071fe699c4d3d2cb201c4b24d085b6ddc505276e73"
dependencies = [
"nix",
"windows-sys 0.59.0",
@@ -1135,7 +1142,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b929b3db7be7d7b4d4df67fb016fc446b8f57507b48a82e69d2a30610e460f28"
dependencies = [
"byteorder",
"byteview",
"byteview 0.6.1",
"dashmap",
"log",
"lsm-tree",
@@ -1720,9 +1727,9 @@ dependencies = [
[[package]]
name = "nix"
version = "0.29.0"
version = "0.30.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "71e2746dc3a24dd78b3cfcb7be93368c6de9963d30f43a6a73998a9cf4b17b46"
checksum = "74523f3a35e05aba87a1d978330aef40f67b0304ac79c1c00b294c9830543db6"
dependencies = [
"bitflags",
"cfg-if",
@@ -1799,9 +1806,9 @@ checksum = "1036865bb9422d3300cf723f657c2851d0e9ab12567854b1f4eba3d77decf564"
[[package]]
name = "oxc"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f907527226ea09664a17963b36d3057ddcab280c1dcc19b3a287f40de30c3965"
checksum = "6adee1268a2077efca9b1c1f36fdc9d9be2986b70c26bfc648d686002dfc50dd"
dependencies = [
"oxc_allocator",
"oxc_ast",
@@ -1842,9 +1849,9 @@ dependencies = [
[[package]]
name = "oxc_allocator"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d3da7bc2d06c0fd029c7817889b1e4d418f4955c25c003d5a9ea4a525db8fce9"
checksum = "d64a116c5711ab4de5f6780627c9a88a61effc7e918db50a5943472ab5697164"
dependencies = [
"allocator-api2",
"bumpalo",
@@ -1856,9 +1863,9 @@ dependencies = [
[[package]]
name = "oxc_ast"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9a83d102ba84b604cf24be6b943c3347f13740afa97304461d798f2598d4a92e"
checksum = "76a801811f4a51678fcb766049a54cf452033240fc7fbe036d356854c7350c9e"
dependencies = [
"bitflags",
"cow-utils",
@@ -1873,9 +1880,9 @@ dependencies = [
[[package]]
name = "oxc_ast_macros"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "6e03da9a237d05fa378e3398a5a2c28124a387ff666218c1ca4ebfe5f0544d3d"
checksum = "41ce0ae699f31d2b03e251cc54a0226b1e6022bfa2012dc6074d858f23da154c"
dependencies = [
"proc-macro2",
"quote",
@@ -1884,9 +1891,9 @@ dependencies = [
[[package]]
name = "oxc_ast_visit"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f97a1716d68a3c9a0c9cf1d906eaeaa3a806052f91d8e4ef14e6afc50d515132"
checksum = "9e96d753425812fb3ff3dee311f8b78a333e60fe235f74b99281f3c8bfbb7cd2"
dependencies = [
"oxc_allocator",
"oxc_ast",
@@ -1896,9 +1903,9 @@ dependencies = [
[[package]]
name = "oxc_cfg"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "de348366d30393be8eab6591bfa03c63c18e0b239cccf666554769547d94cd39"
checksum = "74e353d71cadac4a92445380e76d511ce95622795e5bf64e0e644b0d71f56621"
dependencies = [
"bitflags",
"itertools",
@@ -1911,9 +1918,9 @@ dependencies = [
[[package]]
name = "oxc_codegen"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "740de9affaf00644d8122c3e74009c01888747d7233487c387415b298c5f9fd4"
checksum = "f9b63fa7d6b53b7eb5eabb5d6c62146b2e661199e12ddf9b9849c915d502fec1"
dependencies = [
"bitflags",
"cow-utils",
@@ -1932,15 +1939,15 @@ dependencies = [
[[package]]
name = "oxc_data_structures"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a9603941570dc1dbc111e6312d622d60722395b502aa68e703646beacc45d0d2"
checksum = "48a633d6f98c3e66c4f46a28f2d6d90b826f66464c7ae74c3ad1c084cb5db4af"
[[package]]
name = "oxc_diagnostics"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a01184ff8ddf40a39c5ec4b0979b53e6e3f8e5701e4a0aed8edefd208ae310eb"
checksum = "458d78cc5805fb9496d94b4906afc63a8e4d03cfd293cca8d77c048a1821141f"
dependencies = [
"cow-utils",
"oxc-miette",
@@ -1948,9 +1955,9 @@ dependencies = [
[[package]]
name = "oxc_ecmascript"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d549b884069d155eae98207c404b71113dc8fce2bea84dc53e8476a221405a83"
checksum = "4c1190881a073f992e1b420c7fc9bf7fcdc73b7377a5bc188844873d44ec87e7"
dependencies = [
"cow-utils",
"num-bigint",
@@ -1962,9 +1969,9 @@ dependencies = [
[[package]]
name = "oxc_estree"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "66904246cb3ceef3c7f9dd4b3a79bb104b242d8e442eb94f6097cec241a0eec4"
checksum = "78d6c5726456864b42e2ba570e1aceb4fccaef6c98edd2ed2b44ce9f27432373"
[[package]]
name = "oxc_index"
@@ -1974,9 +1981,9 @@ checksum = "2fa07b0cfa997730afed43705766ef27792873fdf5215b1391949fec678d2392"
[[package]]
name = "oxc_mangler"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d862ba81d295897e817489c0850b04c41facb927bf760d808778da40cc7ad580"
checksum = "8351243ef6acfe269da935764959443929541b4a681c5061a21ac807715ddd8e"
dependencies = [
"fixedbitset",
"itertools",
@@ -1991,9 +1998,9 @@ dependencies = [
[[package]]
name = "oxc_minifier"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "465c3ce7241550963b95a7127879e83a5f64094bdf217eb393e209b9eb9bed9c"
checksum = "a11de372cdb1eed5c47ea485511b11d3e492ee321d10eb9c31d14e7398443233"
dependencies = [
"cow-utils",
"oxc_allocator",
@@ -2013,9 +2020,9 @@ dependencies = [
[[package]]
name = "oxc_parser"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a662d53b21550ca1a5600f70d033fcec40b2a25ba2b5281ecaf2ecd01cb16559"
checksum = "ec5d7bd6ced861f21f476ef3edca2b2c9b0775696dee4f370614aa06c4d4b767"
dependencies = [
"bitflags",
"cow-utils",
@@ -2036,14 +2043,13 @@ dependencies = [
[[package]]
name = "oxc_regular_expression"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c53f760363c78764bb28b8e0f8316d9c28adf89a0ddfba625c8a9f465f4e2199"
checksum = "d9a1d0d251aa32bbc1228cf2e67b016ed9cdb97f2144c2b1027f3dd0fa9d662a"
dependencies = [
"oxc_allocator",
"oxc_ast_macros",
"oxc_diagnostics",
"oxc_estree",
"oxc_span",
"phf",
"rustc-hash",
@@ -2052,9 +2058,9 @@ dependencies = [
[[package]]
name = "oxc_semantic"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "942de11616459d462489166eddf7870cfb8589ba3f12b91f61d28e80b77f7fd0"
checksum = "c3c1e25e8ce948cdfb8aef182e487074b931e449e7251d2df8442dde559644b8"
dependencies = [
"itertools",
"oxc_allocator",
@@ -2088,9 +2094,9 @@ dependencies = [
[[package]]
name = "oxc_span"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "8f8e3cd484054ea0ce496e16437d802d4d9126e238deb267796db140a80d91dc"
checksum = "e04ea95e074243c7ee2f48bb8e7164c6b4f53afb6d1b61dd5d1c521c3c173f3e"
dependencies = [
"compact_str",
"oxc-miette",
@@ -2101,9 +2107,9 @@ dependencies = [
[[package]]
name = "oxc_syntax"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "8933bda357ccc13260bb2fe3a08f02d98ceeb695c9af04d8ec5913edd9bec6d6"
checksum = "71f3943f294bacbd1395143ee7d47f19080e35028bd3eaca829f154bd99e3a51"
dependencies = [
"bitflags",
"cow-utils",
@@ -2122,9 +2128,9 @@ dependencies = [
[[package]]
name = "oxc_traverse"
version = "0.68.1"
version = "0.69.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "2e318be8193f3c72ab703afbb8941b31ed475168514067337325fa151416301a"
checksum = "afda4da5f89f3b40efe6a6501b3e52cc268508aafc01a0b4c8725c64f58dc492"
dependencies = [
"itoa",
"oxc_allocator",
@@ -3043,9 +3049,9 @@ dependencies = [
[[package]]
name = "tower-http"
version = "0.6.3"
version = "0.6.4"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a1cfca9ae570b2a6efc764a88e914c29b3dfaa1fafe5f495812ae97ec9bc4d53"
checksum = "0fdb0c213ca27a9f57ab69ddb290fd80d970922355b83ae380b395d3986b8a2e"
dependencies = [
"async-compression",
"bitflags",
@@ -3182,7 +3188,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "62fc7c4ce161f049607ecea654dca3f2d727da5371ae85e2e4f14ce2b98ed67c"
dependencies = [
"byteorder",
"byteview",
"byteview 0.6.1",
"interval-heap",
"log",
"path-absolutize",
Cargo.toml
+2 -2
View File
@@ -30,8 +30,8 @@ brk_parser = { version = "0", path = "crates/brk_parser" }
brk_query = { version = "0", path = "crates/brk_query" }
brk_server = { version = "0", path = "crates/brk_server" }
brk_vec = { version = "0", path = "crates/brk_vec" }
byteview = "0.6.1"
clap = { version = "4.5.37", features = ["string"] }
byteview = "0.7.0"
clap = { version = "4.5.38", features = ["string"] }
clap_derive = "4.5.32"
color-eyre = "0.6.4"
derive_deref = "1.1.1"
crates/brk_cli/src/run.rs
+67 -59
View File
@@ -1,7 +1,7 @@
use std::{
fs,
path::{Path, PathBuf},
thread::sleep,
thread::{self, sleep},
time::Duration,
};
@@ -33,77 +33,85 @@ pub fn run(config: RunConfig) -> color_eyre::Result<()> {
indexer.import_stores()?;
indexer.import_vecs()?;
let mut computer = Computer::new(&config.outputsdir(), config.fetcher(), compressed);
computer.import_stores(&indexer)?;
computer.import_vecs(&indexer, config.computation())?;
let wait_for_synced_node = || -> color_eyre::Result<()> {
let is_synced = || -> color_eyre::Result<bool> {
let info = rpc.get_blockchain_info()?;
Ok(info.headers == info.blocks)
};
tokio::runtime::Builder::new_multi_thread()
.enable_all()
.build()?
.block_on(async {
let server = if config.serve() {
let served_indexer = indexer.clone();
let served_computer = computer.clone();
if !is_synced()? {
info!("Waiting for node to be synced...");
while !is_synced()? {
sleep(Duration::from_secs(1))
}
}
let server = Server::new(served_indexer, served_computer, config.website())?;
Ok(())
};
let opt = Some(tokio::spawn(async move {
server.serve().await.unwrap();
}));
let f = move || -> color_eyre::Result<()> {
let mut computer = Computer::new(&config.outputsdir(), config.fetcher(), compressed);
computer.import_stores(&indexer)?;
computer.import_vecs(&indexer, config.computation())?;
sleep(Duration::from_secs(1));
tokio::runtime::Builder::new_multi_thread()
.enable_all()
.build()?
.block_on(async {
let server = if config.serve() {
let served_indexer = indexer.clone();
let served_computer = computer.clone();
opt
} else {
None
};
let server = Server::new(served_indexer, served_computer, config.website())?;
if config.process() {
let wait_for_synced_node = || -> color_eyre::Result<()> {
let is_synced = || -> color_eyre::Result<bool> {
let info = rpc.get_blockchain_info()?;
Ok(info.headers == info.blocks)
};
let opt = Some(tokio::spawn(async move {
server.serve().await.unwrap();
}));
if !is_synced()? {
info!("Waiting for node to be synced...");
while !is_synced()? {
sleep(Duration::from_secs(1));
opt
} else {
None
};
if config.process() {
loop {
wait_for_synced_node()?;
let block_count = rpc.get_block_count()?;
info!("{} blocks found.", block_count + 1);
let starting_indexes = indexer.index(&parser, rpc, &exit)?;
computer.compute(&mut indexer, starting_indexes, &exit)?;
if let Some(delay) = config.delay() {
sleep(Duration::from_secs(delay))
}
info!("Waiting for new blocks...");
while block_count == rpc.get_block_count()? {
sleep(Duration::from_secs(1))
}
}
Ok(())
};
loop {
wait_for_synced_node()?;
let block_count = rpc.get_block_count()?;
info!("{} blocks found.", block_count + 1);
let starting_indexes = indexer.index(&parser, rpc, &exit)?;
computer.compute(&mut indexer, starting_indexes, &exit)?;
if let Some(delay) = config.delay() {
sleep(Duration::from_secs(delay))
}
info!("Waiting for new blocks...");
while block_count == rpc.get_block_count()? {
sleep(Duration::from_secs(1))
}
}
}
if let Some(handle) = server {
handle.await.unwrap();
}
if let Some(handle) = server {
handle.await.unwrap();
}
Ok(())
})
Ok(())
})
};
thread::Builder::new()
.stack_size(64 * 1024 * 1024)
.spawn(f)?
.join()
.unwrap()
}
#[derive(Parser, Debug, Default, PartialEq, Eq, PartialOrd, Ord, Deserialize, Serialize)]
crates/brk_computer/Cargo.toml
+1
View File
@@ -19,5 +19,6 @@ clap_derive = { workspace = true }
color-eyre = { workspace = true }
fjall = { workspace = true }
log = { workspace = true }
rayon = { workspace = true }
serde = { workspace = true }
serde_json = { workspace = true }
crates/brk_computer/examples/main.rs
+24 -15
View File
@@ -1,7 +1,7 @@
use std::path::Path;
use std::{path::Path, thread};
use brk_computer::Computer;
use brk_core::default_bitcoin_path;
use brk_core::{default_bitcoin_path, default_brk_path};
use brk_exit::Exit;
use brk_fetcher::Fetcher;
use brk_indexer::Indexer;
@@ -21,25 +21,34 @@ pub fn main() -> color_eyre::Result<()> {
)?));
let exit = Exit::new();
let parser = Parser::new(bitcoin_dir.join("blocks"), rpc);
// Can't increase main thread's stack programatically, thus we need to use another thread
thread::Builder::new()
.stack_size(32 * 1024 * 1024)
.spawn(move || -> color_eyre::Result<()> {
let parser = Parser::new(bitcoin_dir.join("blocks"), rpc);
let outputs_dir = Path::new("../../_outputs");
let _outputs_dir = default_brk_path().join("outputs");
let outputs_dir = _outputs_dir.as_path();
// let outputs_dir = Path::new("../../_outputs");
let compressed = false;
let compressed = false;
let mut indexer = Indexer::new(outputs_dir, compressed, true)?;
indexer.import_stores()?;
indexer.import_vecs()?;
let mut indexer = Indexer::new(outputs_dir, compressed, true)?;
indexer.import_stores()?;
indexer.import_vecs()?;
let fetcher = Fetcher::import(None)?;
let fetcher = Fetcher::import(None)?;
let mut computer = Computer::new(outputs_dir, Some(fetcher), compressed);
computer.import_stores(&indexer)?;
computer.import_vecs(&indexer, Computation::Lazy)?;
let mut computer = Computer::new(outputs_dir, Some(fetcher), compressed);
computer.import_stores(&indexer)?;
computer.import_vecs(&indexer, Computation::Lazy)?;
let starting_indexes = indexer.index(&parser, rpc, &exit)?;
let starting_indexes = indexer.index(&parser, rpc, &exit)?;
computer.compute(&mut indexer, starting_indexes, &exit)?;
computer.compute(&mut indexer, starting_indexes, &exit)?;
Ok(())
Ok(())
})?
.join()
.unwrap()
}
crates/brk_computer/src/lib.rs
+1
View File
@@ -11,6 +11,7 @@ use brk_indexer::{Indexer, Indexes};
pub use brk_parser::rpc;
mod storage;
mod utils;
use brk_vec::{AnyCollectableVec, Compressed, Computation};
use log::info;
crates/brk_computer/src/storage/vecs/blocks.rs
+3 -3
View File
@@ -11,7 +11,7 @@ use brk_vec::{AnyCollectableVec, AnyIterableVec, Compressed, Computation, EagerV
use super::{
Indexes,
grouped::{ComputedVecsFromDateindex, ComputedVecsFromHeight, StorableVecGeneatorOptions},
grouped::{ComputedVecsFromDateIndex, ComputedVecsFromHeight, StorableVecGeneatorOptions},
indexes,
};
@@ -21,7 +21,7 @@ pub struct Vecs {
pub height_to_vbytes: EagerVec<Height, StoredU64>,
pub difficultyepoch_to_timestamp: EagerVec<DifficultyEpoch, Timestamp>,
pub halvingepoch_to_timestamp: EagerVec<HalvingEpoch, Timestamp>,
pub timeindexes_to_timestamp: ComputedVecsFromDateindex<Timestamp>,
pub timeindexes_to_timestamp: ComputedVecsFromDateIndex<Timestamp>,
pub indexes_to_block_count: ComputedVecsFromHeight<StoredU32>,
pub indexes_to_block_interval: ComputedVecsFromHeight<Timestamp>,
pub indexes_to_block_size: ComputedVecsFromHeight<StoredUsize>,
@@ -43,7 +43,7 @@ impl Vecs {
Version::ZERO,
compressed,
)?,
timeindexes_to_timestamp: ComputedVecsFromDateindex::forced_import(
timeindexes_to_timestamp: ComputedVecsFromDateIndex::forced_import(
path,
"timestamp",
Version::ZERO,
crates/brk_computer/src/storage/vecs/fetched.rs
+17 -17
View File
@@ -12,7 +12,7 @@ use brk_vec::{AnyCollectableVec, AnyIterableVec, Compressed, Computation, EagerV
use super::{
Indexes,
grouped::{
ComputedVecsFromDateindex, ComputedVecsFromHeightStrict, StorableVecGeneatorOptions,
ComputedVecsFromDateIndex, ComputedVecsFromHeightStrict, StorableVecGeneatorOptions,
},
indexes,
};
@@ -33,14 +33,14 @@ pub struct Vecs {
pub height_to_ohlc_in_sats: EagerVec<Height, OHLCSats>,
pub height_to_ohlc_in_cents: EagerVec<Height, OHLCCents>,
pub height_to_open_in_cents: EagerVec<Height, Open<Cents>>,
pub timeindexes_to_close: ComputedVecsFromDateindex<Close<Dollars>>,
pub timeindexes_to_high: ComputedVecsFromDateindex<High<Dollars>>,
pub timeindexes_to_low: ComputedVecsFromDateindex<Low<Dollars>>,
pub timeindexes_to_open: ComputedVecsFromDateindex<Open<Dollars>>,
pub timeindexes_to_open_in_sats: ComputedVecsFromDateindex<Open<Sats>>,
pub timeindexes_to_high_in_sats: ComputedVecsFromDateindex<High<Sats>>,
pub timeindexes_to_low_in_sats: ComputedVecsFromDateindex<Low<Sats>>,
pub timeindexes_to_close_in_sats: ComputedVecsFromDateindex<Close<Sats>>,
pub timeindexes_to_close: ComputedVecsFromDateIndex<Close<Dollars>>,
pub timeindexes_to_high: ComputedVecsFromDateIndex<High<Dollars>>,
pub timeindexes_to_low: ComputedVecsFromDateIndex<Low<Dollars>>,
pub timeindexes_to_open: ComputedVecsFromDateIndex<Open<Dollars>>,
pub timeindexes_to_open_in_sats: ComputedVecsFromDateIndex<Open<Sats>>,
pub timeindexes_to_high_in_sats: ComputedVecsFromDateIndex<High<Sats>>,
pub timeindexes_to_low_in_sats: ComputedVecsFromDateIndex<Low<Sats>>,
pub timeindexes_to_close_in_sats: ComputedVecsFromDateIndex<Close<Sats>>,
pub chainindexes_to_close: ComputedVecsFromHeightStrict<Close<Dollars>>,
pub chainindexes_to_high: ComputedVecsFromHeightStrict<High<Dollars>>,
pub chainindexes_to_low: ComputedVecsFromHeightStrict<Low<Dollars>>,
@@ -151,56 +151,56 @@ impl Vecs {
Version::ZERO,
compressed,
)?,
timeindexes_to_open: ComputedVecsFromDateindex::forced_import(
timeindexes_to_open: ComputedVecsFromDateIndex::forced_import(
path,
"open",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_first(),
)?,
timeindexes_to_high: ComputedVecsFromDateindex::forced_import(
timeindexes_to_high: ComputedVecsFromDateIndex::forced_import(
path,
"high",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_max(),
)?,
timeindexes_to_low: ComputedVecsFromDateindex::forced_import(
timeindexes_to_low: ComputedVecsFromDateIndex::forced_import(
path,
"low",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_min(),
)?,
timeindexes_to_close: ComputedVecsFromDateindex::forced_import(
timeindexes_to_close: ComputedVecsFromDateIndex::forced_import(
path,
"close",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
timeindexes_to_open_in_sats: ComputedVecsFromDateindex::forced_import(
timeindexes_to_open_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"open_in_sats",
VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_first(),
)?,
timeindexes_to_high_in_sats: ComputedVecsFromDateindex::forced_import(
timeindexes_to_high_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"high_in_sats",
VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_max(),
)?,
timeindexes_to_low_in_sats: ComputedVecsFromDateindex::forced_import(
timeindexes_to_low_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"low_in_sats",
VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_min(),
)?,
timeindexes_to_close_in_sats: ComputedVecsFromDateindex::forced_import(
timeindexes_to_close_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"close_in_sats",
VERSION + VERSION_IN_SATS + Version::ZERO,
crates/brk_computer/src/storage/vecs/grouped/builder.rs
+7 -27
View File
@@ -8,6 +8,8 @@ use brk_vec::{
};
use color_eyre::eyre::ContextCompat;
use crate::utils::get_percentile;
use super::ComputedType;
#[derive(Clone, Debug)]
@@ -269,23 +271,23 @@ where
}
if let Some(_90p) = self._90p.as_mut() {
_90p.forced_push_at(i, Self::get_percentile(&values, 0.90), exit)?;
_90p.forced_push_at(i, get_percentile(&values, 0.90), exit)?;
}
if let Some(_75p) = self._75p.as_mut() {
_75p.forced_push_at(i, Self::get_percentile(&values, 0.75), exit)?;
_75p.forced_push_at(i, get_percentile(&values, 0.75), exit)?;
}
if let Some(median) = self.median.as_mut() {
median.forced_push_at(i, Self::get_percentile(&values, 0.50), exit)?;
median.forced_push_at(i, get_percentile(&values, 0.50), exit)?;
}
if let Some(_25p) = self._25p.as_mut() {
_25p.forced_push_at(i, Self::get_percentile(&values, 0.25), exit)?;
_25p.forced_push_at(i, get_percentile(&values, 0.25), exit)?;
}
if let Some(_10p) = self._10p.as_mut() {
_10p.forced_push_at(i, Self::get_percentile(&values, 0.10), exit)?;
_10p.forced_push_at(i, get_percentile(&values, 0.10), exit)?;
}
if let Some(min) = self.min.as_mut() {
@@ -472,28 +474,6 @@ where
Ok(())
}
fn get_percentile(sorted: &[T], percentile: f64) -> T {
let len = sorted.len();
if len == 0 {
panic!();
} else if len == 1 {
sorted[0].clone()
} else {
let index = (len - 1) as f64 * percentile;
let fract = index.fract();
if fract != 0.0 {
let left = sorted.get(index as usize).unwrap().clone();
let right = sorted.get(index.ceil() as usize).unwrap().clone();
left / 2 + right / 2
} else {
sorted.get(index as usize).unwrap().clone()
}
}
}
fn starting_index(&self, max_from: I) -> I {
max_from.min(I::from(
self.vecs().into_iter().map(|v| v.len()).min().unwrap(),
crates/brk_computer/src/storage/vecs/grouped/from_dateindex.rs
+11 -2
View File
@@ -10,7 +10,7 @@ use crate::storage::{Indexes, indexes};
use super::{ComputedType, ComputedVecBuilder, StorableVecGeneatorOptions};
#[derive(Clone)]
pub struct ComputedVecsFromDateindex<T>
pub struct ComputedVecsFromDateIndex<T>
where
T: ComputedType + PartialOrd,
{
@@ -25,7 +25,7 @@ where
const VERSION: Version = Version::ZERO;
impl<T> ComputedVecsFromDateindex<T>
impl<T> ComputedVecsFromDateIndex<T>
where
T: ComputedType,
{
@@ -94,6 +94,15 @@ where
exit,
)?;
self.compute_rest(indexes, starting_indexes, exit)
}
pub fn compute_rest(
&mut self,
indexes: &indexes::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
) -> color_eyre::Result<()> {
self.dateindex_extra
.extend(starting_indexes.dateindex, &self.dateindex, exit)?;
crates/brk_computer/src/storage/vecs/grouped/mod.rs
+2
View File
@@ -3,6 +3,7 @@ mod from_dateindex;
mod from_height;
mod from_height_strict;
mod from_txindex;
mod ratio_from_dateindex;
mod r#type;
mod value_from_height;
mod value_from_txindex;
@@ -12,6 +13,7 @@ pub use from_dateindex::*;
pub use from_height::*;
pub use from_height_strict::*;
pub use from_txindex::*;
pub use ratio_from_dateindex::*;
use r#type::*;
pub use value_from_height::*;
pub use value_from_txindex::*;
crates/brk_computer/src/storage/vecs/grouped/ratio_from_dateindex.rs
+875
View File
@@ -0,0 +1,875 @@
use std::{f32, path::Path};
use brk_core::{Date, DateIndex, Dollars, StoredF32};
use brk_exit::Exit;
use brk_indexer::Indexer;
use brk_vec::{
AnyCollectableVec, AnyIterableVec, AnyVec, CollectableVec, Compressed, EagerVec, Result,
StoredIndex, VecIterator, Version,
};
// use rayon::prelude::*;
use crate::{
storage::{
fetched,
vecs::{Indexes, indexes},
},
utils::get_percentile,
};
use super::{ComputedVecsFromDateIndex, StorableVecGeneatorOptions};
#[derive(Clone)]
pub struct ComputedRatioVecsFromDateIndex {
pub price: ComputedVecsFromDateIndex<Dollars>,
pub ratio: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_sma: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_1w_sma: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_1m_sma: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_1y_sma: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_1y_sma_momentum_oscillator: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_standard_deviation: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p99_9: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p99_5: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p99: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p1: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p0_5: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p0_1: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p1sd: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p2sd: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p3sd: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_m1sd: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_m2sd: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_m3sd: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_p99_9_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p99_5_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p99_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p1_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p0_5_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p0_1_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p1sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p2sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_p3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_m1sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_m2sd_as_price: ComputedVecsFromDateIndex<Dollars>,
pub ratio_m3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
}
const VERSION: Version = Version::ZERO;
impl ComputedRatioVecsFromDateIndex {
pub fn forced_import(
path: &Path,
name: &str,
// _compute_source: bool,
version: Version,
compressed: Compressed,
options: StorableVecGeneatorOptions,
) -> color_eyre::Result<Self> {
Ok(Self {
price: ComputedVecsFromDateIndex::forced_import(
path,
name,
VERSION + version,
compressed,
options,
)?,
ratio: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_sma: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_sma"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_1w_sma: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_1w_sma"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_1m_sma: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_1m_sma"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_1y_sma: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_1y_sma"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_1y_sma_momentum_oscillator: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_1y_sma_momentum_oscillator"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_standard_deviation: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_standard_deviation"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p99_9: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p99_9"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p99_5: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p99_5"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p99: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p99"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p1: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p1"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p0_5: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p0_5"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p0_1: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p0_1"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p1sd: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p1sd"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p2sd: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p2sd"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p3sd: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p3sd"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_m1sd: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_m1sd"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_m2sd: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_m2sd"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_m3sd: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_m3sd"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p99_9_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p99_9_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p99_5_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p99_5_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p99_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p99_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p1_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p1_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p0_5_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p0_5_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p0_1_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p0_1_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p1sd_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p1sd_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p2sd_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p2sd_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_p3sd_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_p3sd_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_m1sd_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_m1sd_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_m2sd_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_m2sd_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
ratio_m3sd_as_price: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio_m3sd_as_price"),
VERSION + version + Version::TWO,
compressed,
options,
)?,
})
}
pub fn compute<F>(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
fetched: &fetched::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
compute: F,
) -> color_eyre::Result<()>
where
F: FnMut(
&mut EagerVec<DateIndex, Dollars>,
&Indexer,
&indexes::Vecs,
&Indexes,
&Exit,
) -> Result<()>,
{
self.price
.compute(indexer, indexes, starting_indexes, exit, compute)?;
let closes = &fetched.timeindexes_to_close.dateindex;
self.ratio.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
let mut price = self.price.dateindex.into_iter();
v.compute_transform(
starting_indexes.dateindex,
closes,
|(i, close, ..)| {
let price = price.unwrap_get_inner(i);
if price == Dollars::ZERO {
(i, StoredF32::from(1.0))
} else {
(i, *close / price)
}
},
exit,
)
},
)?;
let min_ratio_date = DateIndex::try_from(Date::MIN_RATIO).unwrap();
self.ratio_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma_(
starting_indexes.dateindex,
&self.ratio.dateindex,
usize::MAX,
exit,
Some(min_ratio_date),
)
},
)?;
self.ratio_1w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma_(
starting_indexes.dateindex,
&self.ratio.dateindex,
7,
exit,
Some(min_ratio_date),
)
},
)?;
self.ratio_1m_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma_(
starting_indexes.dateindex,
&self.ratio.dateindex,
30,
exit,
Some(min_ratio_date),
)
},
)?;
self.ratio_1y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma_(
starting_indexes.dateindex,
&self.ratio.dateindex,
365,
exit,
Some(min_ratio_date),
)
},
)?;
self.ratio_1y_sma_momentum_oscillator.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
let mut ratio_1y_sma_iter = self.ratio_1y_sma.dateindex.into_iter();
v.compute_transform(
starting_indexes.dateindex,
&self.ratio.dateindex,
|(i, ratio, ..)| {
(
i,
StoredF32::from(*ratio / *ratio_1y_sma_iter.unwrap_get_inner(i) - 1.0),
)
},
exit,
)
},
)?;
let ratio_version = self.ratio.dateindex.version();
self.mut_ratio_vecs()
.iter_mut()
.try_for_each(|v| -> Result<()> {
v.validate_computed_version_or_reset_file(
Version::ZERO + v.inner_version() + ratio_version,
)
})?;
let starting_dateindex = self
.mut_ratio_vecs()
.iter()
.map(|v| DateIndex::from(v.len()))
.min()
.unwrap()
.min(starting_indexes.dateindex);
let mut sorted = self.ratio.dateindex.collect_range(
Some(min_ratio_date.unwrap_to_usize()),
Some(starting_dateindex.unwrap_to_usize()),
)?;
sorted.sort_unstable();
// if sorted.len() != starting_dateindex.unwrap_to_usize() - min_ratio_date.unwrap_to_usize() {
// unreachable!();
// }
let mut sma_iter = self.ratio_sma.dateindex.into_iter();
let nan = StoredF32::from(f32::NAN);
self.ratio
.dateindex
.iter_at(starting_dateindex)
.try_for_each(|(index, ratio)| -> Result<()> {
if index < min_ratio_date {
self.ratio_p0_1.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_p0_5.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_p1.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_p99.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_p99_5
.dateindex
.forced_push_at(index, nan, exit)?;
self.ratio_p99_9
.dateindex
.forced_push_at(index, nan, exit)?;
self.ratio_standard_deviation
.dateindex
.forced_push_at(index, nan, exit)?;
self.ratio_p1sd.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_p2sd.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_p3sd.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_m1sd.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_m2sd.dateindex.forced_push_at(index, nan, exit)?;
self.ratio_m3sd.dateindex.forced_push_at(index, nan, exit)?;
} else {
let ratio = ratio.into_inner();
let pos = sorted.binary_search(&ratio).unwrap_or_else(|pos| pos);
sorted.insert(pos, ratio);
self.ratio_p0_1.dateindex.forced_push_at(
index,
get_percentile(&sorted, 0.001),
exit,
)?;
self.ratio_p0_5.dateindex.forced_push_at(
index,
get_percentile(&sorted, 0.005),
exit,
)?;
self.ratio_p1.dateindex.forced_push_at(
index,
get_percentile(&sorted, 0.01),
exit,
)?;
self.ratio_p99.dateindex.forced_push_at(
index,
get_percentile(&sorted, 0.99),
exit,
)?;
self.ratio_p99_5.dateindex.forced_push_at(
index,
get_percentile(&sorted, 0.995),
exit,
)?;
self.ratio_p99_9.dateindex.forced_push_at(
index,
get_percentile(&sorted, 0.999),
exit,
)?;
let avg = sma_iter.unwrap_get_inner(index);
let sd = StoredF32::from(
(sorted.iter().map(|v| (**v - *avg).powi(2)).sum::<f32>()
/ (index.unwrap_to_usize() + 1) as f32)
.sqrt(),
);
self.ratio_standard_deviation
.dateindex
.forced_push_at(index, sd, exit)?;
self.ratio_p1sd
.dateindex
.forced_push_at(index, avg + sd, exit)?;
self.ratio_p2sd
.dateindex
.forced_push_at(index, avg + 2 * sd, exit)?;
self.ratio_p3sd
.dateindex
.forced_push_at(index, avg + 3 * sd, exit)?;
self.ratio_m1sd
.dateindex
.forced_push_at(index, avg - sd, exit)?;
self.ratio_m2sd
.dateindex
.forced_push_at(index, avg - 2 * sd, exit)?;
self.ratio_m3sd
.dateindex
.forced_push_at(index, avg - 3 * sd, exit)?;
}
Ok(())
})?;
self.mut_ratio_vecs()
.into_iter()
.try_for_each(|v| v.safe_flush(exit))?;
self.ratio_p99_9
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p99_5
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p99
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p1
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p0_5
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p0_1
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_standard_deviation
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p1sd
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p2sd
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p3sd
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_m1sd
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_m2sd
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_m3sd
.compute_rest(indexes, starting_indexes, exit)?;
self.ratio_p99_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p99.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p99_5_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p99_5.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p99_9_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p99_9.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p1_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p1.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p0_5_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p0_5.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p0_1_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p0_1.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p1sd_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p1sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p2sd_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p2sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_p3sd_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_p3sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_m1sd_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_m1sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_m2sd_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_m2sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
self.ratio_m3sd_as_price.compute(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
let mut iter = self.ratio_m3sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)
},
)?;
Ok(())
}
fn mut_ratio_vecs(&mut self) -> Vec<&mut EagerVec<DateIndex, StoredF32>> {
vec![
&mut self.ratio_standard_deviation.dateindex,
&mut self.ratio_p99_9.dateindex,
&mut self.ratio_p99_5.dateindex,
&mut self.ratio_p99.dateindex,
&mut self.ratio_p1.dateindex,
&mut self.ratio_p0_5.dateindex,
&mut self.ratio_p0_1.dateindex,
&mut self.ratio_p1sd.dateindex,
&mut self.ratio_p2sd.dateindex,
&mut self.ratio_p3sd.dateindex,
&mut self.ratio_m1sd.dateindex,
&mut self.ratio_m2sd.dateindex,
&mut self.ratio_m3sd.dateindex,
]
}
pub fn vecs(&self) -> Vec<&dyn AnyCollectableVec> {
[
self.price.vecs(),
self.ratio.vecs(),
self.ratio_sma.vecs(),
self.ratio_1w_sma.vecs(),
self.ratio_1m_sma.vecs(),
self.ratio_1y_sma.vecs(),
self.ratio_1y_sma_momentum_oscillator.vecs(),
self.ratio_standard_deviation.vecs(),
self.ratio_p99_9.vecs(),
self.ratio_p99_5.vecs(),
self.ratio_p99.vecs(),
self.ratio_p1.vecs(),
self.ratio_p0_5.vecs(),
self.ratio_p0_1.vecs(),
self.ratio_p1sd.vecs(),
self.ratio_p2sd.vecs(),
self.ratio_p3sd.vecs(),
self.ratio_m1sd.vecs(),
self.ratio_m2sd.vecs(),
self.ratio_m3sd.vecs(),
self.ratio_p99_9_as_price.vecs(),
self.ratio_p99_5_as_price.vecs(),
self.ratio_p99_as_price.vecs(),
self.ratio_p1_as_price.vecs(),
self.ratio_p0_5_as_price.vecs(),
self.ratio_p0_1_as_price.vecs(),
self.ratio_p1sd_as_price.vecs(),
self.ratio_p2sd_as_price.vecs(),
self.ratio_p3sd_as_price.vecs(),
self.ratio_m1sd_as_price.vecs(),
self.ratio_m2sd_as_price.vecs(),
self.ratio_m3sd_as_price.vecs(),
]
.concat()
}
}
crates/brk_computer/src/storage/vecs/market.rs
+240 -197
View File
@@ -1,4 +1,4 @@
use std::{fs, path::Path};
use std::{fs, path::Path, thread};
use brk_core::{Dollars, StoredF64, StoredUsize};
use brk_exit::Exit;
@@ -7,32 +7,34 @@ use brk_vec::{AnyCollectableVec, Compressed, Computation, StoredIndex, VecIterat
use super::{
Indexes, fetched,
grouped::{ComputedVecsFromDateindex, StorableVecGeneatorOptions},
grouped::{
ComputedRatioVecsFromDateIndex, ComputedVecsFromDateIndex, StorableVecGeneatorOptions,
},
indexes, transactions,
};
#[derive(Clone)]
pub struct Vecs {
pub indexes_to_marketcap: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_ath: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_drawdown: ComputedVecsFromDateindex<StoredF64>,
pub indexes_to_days_since_ath: ComputedVecsFromDateindex<StoredUsize>,
pub indexes_to_max_days_between_ath: ComputedVecsFromDateindex<StoredUsize>,
pub indexes_to_max_years_between_ath: ComputedVecsFromDateindex<StoredF64>,
pub indexes_to_marketcap: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_ath: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_drawdown: ComputedVecsFromDateIndex<StoredF64>,
pub indexes_to_days_since_ath: ComputedVecsFromDateIndex<StoredUsize>,
pub indexes_to_max_days_between_ath: ComputedVecsFromDateIndex<StoredUsize>,
pub indexes_to_max_years_between_ath: ComputedVecsFromDateIndex<StoredF64>,
pub indexes_to_1w_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_8d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_13d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_21d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1m_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_34d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_55d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_89d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_144d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_2y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_200w_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_4y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1w_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_8d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_13d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_21d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_1m_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_34d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_55d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_89d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_144d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_1y_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_2y_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_200w_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_4y_sma: ComputedRatioVecsFromDateIndex,
}
impl Vecs {
@@ -44,42 +46,42 @@ impl Vecs {
fs::create_dir_all(path)?;
Ok(Self {
indexes_to_marketcap: ComputedVecsFromDateindex::forced_import(
indexes_to_marketcap: ComputedVecsFromDateIndex::forced_import(
path,
"marketcap",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_ath: ComputedVecsFromDateindex::forced_import(
indexes_to_ath: ComputedVecsFromDateIndex::forced_import(
path,
"ath",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_drawdown: ComputedVecsFromDateindex::forced_import(
indexes_to_drawdown: ComputedVecsFromDateIndex::forced_import(
path,
"drawdown",
Version::ONE,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_days_since_ath: ComputedVecsFromDateindex::forced_import(
indexes_to_days_since_ath: ComputedVecsFromDateIndex::forced_import(
path,
"days_since_ath",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_max_days_between_ath: ComputedVecsFromDateindex::forced_import(
indexes_to_max_days_between_ath: ComputedVecsFromDateIndex::forced_import(
path,
"max_days_between_ath",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_max_years_between_ath: ComputedVecsFromDateindex::forced_import(
indexes_to_max_years_between_ath: ComputedVecsFromDateIndex::forced_import(
path,
"max_years_between_ath",
Version::ZERO,
@@ -87,91 +89,91 @@ impl Vecs {
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1w_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_1w_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"1w_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_8d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_8d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"8d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_13d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_13d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"13d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_21d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_21d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"21d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1m_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_1m_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"1m_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_34d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_34d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"34d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_55d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_55d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"55d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_89d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_89d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"89d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_144d_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_144d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"144d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1y_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_1y_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"1y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_2y_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_2y_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"2y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_200w_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_200w_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"200w_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_4y_sma: ComputedVecsFromDateindex::forced_import(
indexes_to_4y_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"4y_sma",
Version::ZERO,
@@ -342,202 +344,243 @@ impl Vecs {
},
)?;
self.indexes_to_1w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
7,
thread::scope(|s| -> color_eyre::Result<()> {
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_1w_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
7,
exit,
)
},
)
},
)?;
});
self.indexes_to_8d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
8,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_8d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
8,
exit,
)
},
)
},
)?;
});
self.indexes_to_13d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
13,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_13d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
13,
exit,
)
},
)
},
)?;
});
self.indexes_to_21d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
21,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_21d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
21,
exit,
)
},
)
},
)?;
});
self.indexes_to_1m_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
30,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_1m_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
30,
exit,
)
},
)
},
)?;
});
self.indexes_to_34d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
34,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_34d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
34,
exit,
)
},
)
},
)?;
});
self.indexes_to_55d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
55,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_55d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
55,
exit,
)
},
)
},
)?;
});
self.indexes_to_89d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
89,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_89d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
89,
exit,
)
},
)
},
)?;
});
self.indexes_to_144d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
144,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_144d_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
144,
exit,
)
},
)
},
)?;
});
self.indexes_to_1y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
365,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_1y_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
365,
exit,
)
},
)
},
)?;
});
self.indexes_to_2y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
2 * 365,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_2y_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
2 * 365,
exit,
)
},
)
},
)?;
});
self.indexes_to_200w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
200 * 7,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_200w_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
200 * 7,
exit,
)
},
)
},
)?;
});
self.indexes_to_4y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
4 * 365,
s.spawn(|| -> color_eyre::Result<()> {
self.indexes_to_4y_sma.compute(
indexer,
indexes,
fetched,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
4 * 365,
exit,
)
},
)
},
)?;
});
Ok(())
Ok(())
})
}
pub fn vecs(&self) -> Vec<&dyn AnyCollectableVec> {
crates/brk_computer/src/storage/vecs/mining.rs
+5 -5
View File
@@ -7,15 +7,15 @@ use brk_vec::{AnyCollectableVec, Compressed, Computation, VecIterator, Version};
use super::{
Indexes,
grouped::{ComputedVecsFromDateindex, ComputedVecsFromHeight, StorableVecGeneatorOptions},
grouped::{ComputedVecsFromDateIndex, ComputedVecsFromHeight, StorableVecGeneatorOptions},
indexes,
};
#[derive(Clone)]
pub struct Vecs {
pub indexes_to_difficulty: ComputedVecsFromHeight<StoredF64>,
pub indexes_to_difficultyepoch: ComputedVecsFromDateindex<DifficultyEpoch>,
pub indexes_to_halvingepoch: ComputedVecsFromDateindex<HalvingEpoch>,
pub indexes_to_difficultyepoch: ComputedVecsFromDateIndex<DifficultyEpoch>,
pub indexes_to_halvingepoch: ComputedVecsFromDateIndex<HalvingEpoch>,
}
impl Vecs {
@@ -35,14 +35,14 @@ impl Vecs {
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_difficultyepoch: ComputedVecsFromDateindex::forced_import(
indexes_to_difficultyepoch: ComputedVecsFromDateIndex::forced_import(
path,
"difficultyepoch",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_halvingepoch: ComputedVecsFromDateindex::forced_import(
indexes_to_halvingepoch: ComputedVecsFromDateIndex::forced_import(
path,
"halvingepoch",
Version::ZERO,
crates/brk_computer/src/utils.rs
+27
View File
@@ -0,0 +1,27 @@
use std::ops::{Add, Div};
pub fn get_percentile<T>(sorted: &[T], percentile: f64) -> T
where
T: Clone + Div<usize, Output = T> + Add<T, Output = T>,
{
let len = sorted.len();
if len == 0 {
panic!();
} else if len == 1 {
sorted[0].clone()
} else {
let index = (len - 1) as f64 * percentile;
let fract = index.fract();
if fract != 0.0 {
let left = sorted.get(index as usize).unwrap().clone();
let right = sorted.get(index.ceil() as usize).unwrap().clone();
left / 2 + right / 2
} else {
// dbg!(sorted.len(), index);
sorted.get(index as usize).unwrap().clone()
}
}
}
crates/brk_core/src/structs/cents.rs
+8 -1
View File
@@ -1,4 +1,4 @@
use std::ops::{Add, Div};
use std::ops::{Add, Div, Mul};
use serde::Serialize;
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
@@ -74,3 +74,10 @@ impl From<Cents> for u128 {
value.0 as u128
}
}
impl Mul<Cents> for Cents {
type Output = Cents;
fn mul(self, rhs: Cents) -> Self::Output {
Self(self.0 * rhs.0)
}
}
crates/brk_core/src/structs/date.rs
+1
View File
@@ -14,6 +14,7 @@ impl Date {
pub const INDEX_ZERO_: Date_ = Date_::constant(2009, 1, 3);
pub const INDEX_ONE: Self = Self(20090109);
pub const INDEX_ONE_: Date_ = Date_::constant(2009, 1, 9);
pub const MIN_RATIO: Self = Self(20120101);
pub fn new(year: u16, month: u8, day: u8) -> Self {
Self(year as u32 * 1_00_00 + month as u32 * 1_00 + day as u32)
crates/brk_core/src/structs/dollars.rs
+23 -2
View File
@@ -1,10 +1,13 @@
use std::ops::{Add, Div, Mul};
use std::{
f64,
ops::{Add, Div, Mul},
};
use derive_deref::Deref;
use serde::Serialize;
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
use super::{Bitcoin, Cents, Close, Sats};
use super::{Bitcoin, Cents, Close, Sats, StoredF32};
#[derive(
Debug,
@@ -75,6 +78,13 @@ impl Add for Dollars {
}
}
impl Div<Dollars> for Dollars {
type Output = StoredF32;
fn div(self, rhs: Dollars) -> Self::Output {
StoredF32::from((self.0 / rhs.0) as f32)
}
}
impl Div<usize> for Dollars {
type Output = Self;
fn div(self, rhs: usize) -> Self::Output {
@@ -100,6 +110,17 @@ impl Mul<Bitcoin> for Dollars {
}
}
impl Mul<StoredF32> for Dollars {
type Output = Self;
fn mul(self, rhs: StoredF32) -> Self::Output {
if rhs.is_nan() {
Self(f64::NAN)
} else {
Self::from(Cents::from(Self::from(self.0 * *rhs as f64)))
}
}
}
impl From<u128> for Dollars {
fn from(value: u128) -> Self {
Self::from(Cents::from(value))
crates/brk_core/src/structs/mod.rs
+4
View File
@@ -24,6 +24,7 @@ mod outputtypeindex;
mod quarterindex;
mod rawlocktime;
mod sats;
mod stored_f32;
mod stored_f64;
mod stored_u32;
mod stored_u64;
@@ -67,6 +68,7 @@ pub use outputtypeindex::*;
pub use quarterindex::*;
pub use rawlocktime::*;
pub use sats::*;
pub use stored_f32::*;
pub use stored_f64::*;
pub use stored_u8::*;
pub use stored_u32::*;
@@ -83,3 +85,5 @@ pub use vout::*;
pub use weekindex::*;
pub use weight::*;
pub use yearindex::*;
pub use rlimit;
crates/brk_core/src/structs/stored_f32.rs
+106
View File
@@ -0,0 +1,106 @@
use std::ops::{Add, Div, Mul, Sub};
use derive_deref::Deref;
use serde::Serialize;
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
use crate::CheckedSub;
use super::Dollars;
#[derive(
Debug,
Deref,
Default,
Clone,
Copy,
PartialEq,
PartialOrd,
FromBytes,
Immutable,
IntoBytes,
KnownLayout,
Serialize,
)]
pub struct StoredF32(f32);
impl From<f32> for StoredF32 {
fn from(value: f32) -> Self {
Self(value)
}
}
impl From<f64> for StoredF32 {
fn from(value: f64) -> Self {
Self(value as f32)
}
}
impl From<usize> for StoredF32 {
fn from(value: usize) -> Self {
Self(value as f32)
}
}
impl CheckedSub<StoredF32> for StoredF32 {
fn checked_sub(self, rhs: Self) -> Option<Self> {
Some(Self(self.0 - rhs.0))
}
}
impl Div<usize> for StoredF32 {
type Output = Self;
fn div(self, rhs: usize) -> Self::Output {
Self(self.0 / rhs as f32)
}
}
impl Add for StoredF32 {
type Output = Self;
fn add(self, rhs: Self) -> Self::Output {
Self(self.0 + rhs.0)
}
}
impl From<StoredF32> for f32 {
fn from(value: StoredF32) -> Self {
value.0
}
}
impl Eq for StoredF32 {}
#[allow(clippy::derive_ord_xor_partial_ord)]
impl Ord for StoredF32 {
fn cmp(&self, other: &Self) -> std::cmp::Ordering {
self.0.partial_cmp(&other.0).unwrap()
}
}
impl Div<Dollars> for StoredF32 {
type Output = Self;
fn div(self, rhs: Dollars) -> Self::Output {
Self::from(self.0 as f64 / *rhs)
}
}
impl Mul<usize> for StoredF32 {
type Output = Self;
fn mul(self, rhs: usize) -> Self::Output {
Self(self.0 * rhs as f32)
}
}
impl Mul<StoredF32> for usize {
type Output = StoredF32;
fn mul(self, rhs: StoredF32) -> Self::Output {
StoredF32(self as f32 * rhs.0)
}
}
impl Sub<StoredF32> for StoredF32 {
type Output = Self;
fn sub(self, rhs: StoredF32) -> Self::Output {
Self(self.0 - rhs.0)
}
}
crates/brk_core/src/utils/rlimit.rs
+8 -1
View File
@@ -4,7 +4,14 @@ use rlimit::{Resource, getrlimit};
pub fn setrlimit() -> io::Result<()> {
let no_file_limit = getrlimit(Resource::NOFILE)?;
rlimit::setrlimit(Resource::NOFILE, no_file_limit.0.max(210_000), no_file_limit.1)?;
rlimit::setrlimit(
Resource::NOFILE,
no_file_limit.0.max(210_000),
no_file_limit.1,
)?;
// let no_stack = getrlimit(Resource::STACK)?;
// rlimit::setrlimit(Resource::STACK, no_stack.1, no_stack.1)?;
Ok(())
}
crates/brk_exit/Cargo.toml
+1 -1
View File
@@ -8,5 +8,5 @@ repository.workspace = true
[dependencies]
brk_logger = { workspace = true }
ctrlc = { version = "3.4.6", features = ["termination"] }
ctrlc = { version = "3.4.7", features = ["termination"] }
log = { workspace = true }
crates/brk_fetcher/src/fetchers/kibo.rs
+1 -1
View File
@@ -38,7 +38,7 @@ impl Kibo {
.unwrap()
.get(usize::from(height.checked_sub(key).unwrap()))
.cloned()
.ok_or(color_eyre::eyre::Error::msg("Couldn't find height in kibo"))
.ok_or(eyre!("Couldn't find height in kibo"))
}
fn fetch_height_prices(height: Height) -> color_eyre::Result<Vec<OHLCCents>> {
crates/brk_fetcher/src/lib.rs
+12 -4
View File
@@ -35,8 +35,14 @@ impl Fetcher {
pub fn get_date(&mut self, date: Date) -> color_eyre::Result<OHLCCents> {
self.kraken
.get_from_1d(&date)
.or_else(|_| self.binance.get_from_1d(&date))
.or_else(|_| self.kibo.get_from_date(&date))
.or_else(|e| {
eprintln!("{e}");
self.binance.get_from_1d(&date)
})
.or_else(|e| {
eprintln!("{e}");
self.kibo.get_from_date(&date)
})
}
pub fn get_height(
@@ -56,10 +62,12 @@ impl Fetcher {
let ohlc = self
.kraken
.get_from_1mn(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
.unwrap_or_else(|e| {
eprintln!("{e}");
self.binance
.get_from_1mn(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
.unwrap_or_else(|e| {
eprintln!("{e}");
self.kibo.get_from_height(height).unwrap_or_else(|e| {
let date = Date::from(timestamp);
eprintln!("{e}");
crates/brk_server/Cargo.toml
+2 -2
View File
@@ -23,9 +23,9 @@ color-eyre = { workspace = true }
jiff = { workspace = true }
log = { workspace = true }
minreq = { workspace = true }
oxc = { version = "0.68.1", features = ["codegen", "minifier"] }
oxc = { version = "0.69.0", features = ["codegen", "minifier"] }
serde = { workspace = true }
tokio = { version = "1.45.0", features = ["full"] }
tower-http = { version = "0.6.3", features = ["compression-full", "trace"] }
tower-http = { version = "0.6.4", features = ["compression-full", "trace"] }
zip = "2.6.1"
tracing = "0.1.41"
crates/brk_vec/src/structs/version.rs
+4
View File
@@ -20,6 +20,10 @@ impl Version {
pub const ONE: Self = Self(1);
pub const TWO: Self = Self(2);
pub const fn new(v: u32) -> Self {
Self(v)
}
pub fn write(&self, path: &Path) -> Result<(), io::Error> {
fs::write(path, self.as_bytes())
}
crates/brk_vec/src/traits/collectable.rs
+1 -1
View File
@@ -11,7 +11,7 @@ where
fn collect_range(&self, from: Option<usize>, to: Option<usize>) -> Result<Vec<T>> {
let len = self.len();
let from = from.unwrap_or_default();
let to = to.map_or(len, |i| i.min(len));
let to = to.map_or(len, |to| to.min(len));
if from >= len || from >= to {
return Ok(vec![]);
crates/brk_vec/src/variants/eager.rs
+43 -15
View File
@@ -1,6 +1,7 @@
use core::error;
use std::{
cmp::Ordering,
f32,
fmt::Debug,
ops::{Add, Div},
path::{Path, PathBuf},
@@ -88,6 +89,10 @@ where
self.inner.path()
}
pub fn inner_version(&self) -> Version {
self.inner.version()
}
#[inline]
fn path_computed_version(&self) -> PathBuf {
self.inner.path().join("computed_version")
@@ -411,9 +416,25 @@ where
&mut self,
max_from: I,
source: &impl AnyIterableVec<I, T2>,
len: usize,
sma: usize,
exit: &Exit,
) -> Result<()>
where
T: Add<T, Output = T> + From<T2> + Div<usize, Output = T> + From<f32>,
T2: StoredType,
f32: From<T> + From<T2>,
{
self.compute_sma_(max_from, source, sma, exit, None)
}
pub fn compute_sma_<T2>(
&mut self,
max_from: I,
source: &impl AnyIterableVec<I, T2>,
sma: usize,
exit: &Exit,
min_i: Option<I>,
) -> Result<()>
where
T: Add<T, Output = T> + From<T2> + Div<usize, Output = T> + From<f32>,
T2: StoredType,
@@ -425,23 +446,30 @@ where
let index = max_from.min(I::from(self.len()));
let mut prev = None;
let min_prev_i = min_i.unwrap_or_default().unwrap_to_usize();
source.iter_at(index).try_for_each(|(i, value)| {
let value = value.into_inner();
if prev.is_none() {
let i = i.unwrap_to_usize();
prev.replace(if i > 0 {
self.into_iter().unwrap_get_inner_(i - 1)
} else {
T::from(0.0)
});
}
let sma = T::from(
(f32::from(prev.clone().unwrap()) * (len - 1) as f32 + f32::from(value))
/ len as f32,
);
prev.replace(sma.clone());
self.forced_push_at(i, sma, exit)
if min_i.is_none() || min_i.is_some_and(|min_i| min_i <= i) {
if prev.is_none() {
let i = i.unwrap_to_usize();
prev.replace(if i > min_prev_i {
self.into_iter().unwrap_get_inner_(i - 1)
} else {
T::from(0.0)
});
}
let len = (i.unwrap_to_usize() - min_prev_i + 1).min(sma);
let sma = T::from(
(f32::from(prev.clone().unwrap()) * (len - 1) as f32 + f32::from(value))
/ len as f32,
);
prev.replace(sma.clone());
self.forced_push_at(i, sma, exit)
} else {
self.forced_push_at(i, T::from(f32::NAN), exit)
}
})?;
self.safe_flush(exit)
websites/kibo.money/index.html
+7 -2
View File
@@ -994,12 +994,17 @@
margin-right: var(--negative-main-padding);
padding-left: var(--main-padding);
padding-right: var(--main-padding);
padding-bottom: 1rem;
padding-top: 0.5rem;
padding-bottom: 0.5rem;
overflow-x: auto;
min-width: 0;
font-size: var(--font-size-sm);
line-height: var(--line-height-sm);
height: 2rem;
scrollbar-width: thin;
&:empty {
display: none;
}
> div {
flex: 0;
websites/kibo.money/packages/lightweight-charts/wrapper.js
+33 -16
View File
@@ -50,7 +50,6 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
autoSize: true,
layout: {
fontFamily: elements.style.fontFamily,
// fontSize: 13,
background: { color: "transparent" },
attributionLogo: false,
colorSpace: "display-p3",
@@ -71,10 +70,6 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
const chart = lc.createChart(element, options);
chart.priceScale("right").applyOptions({
// scaleMargins: {
// top: 0.15,
// bottom: 0.05,
// },
minimumWidth: 80,
});
@@ -161,16 +156,24 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
div.classList.add("chart");
parent.append(div);
const legend = createLegend({
const legendTop = createLegend({
parent: div,
utils,
signals,
paneIndex: 0,
});
const chartDiv = window.document.createElement("div");
chartDiv.classList.add("lightweight-chart");
div.append(chartDiv);
const legendBottom = createLegend({
parent: div,
utils,
signals,
paneIndex: 1,
});
let ichart = /** @type {IChartApi | null} */ (null);
let timeScaleSet = false;
@@ -220,7 +223,12 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
offset += 1;
}
const v = ohlcs[i];
if (typeof v === "number") {
if (v === null) {
data[i - offset] = {
time,
value: NaN,
};
} else if (typeof v === "number") {
data[i - offset] = {
time,
value: v,
@@ -363,7 +371,7 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
);
}
legend.add({
(paneIndex ? legendBottom : legendTop).add({
series,
name,
defaultActive,
@@ -445,7 +453,7 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
);
}
legend.add({
(paneIndex ? legendBottom : legendTop).add({
series,
colors: [color],
name,
@@ -477,6 +485,7 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
* @param {VecId} [args.vecId]
* @param {number} [args.paneIndex]
* @param {boolean} [args.defaultActive]
* @param {DeepPartial<LineStyleOptions & SeriesOptionsCommon>} [args.options]
*/
addBaselineSeries({
vecId,
@@ -485,11 +494,14 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
paneIndex: _paneIndex,
defaultActive,
data,
options,
}) {
if (!ichart || !timeResource) throw Error("Chart not fully set");
const paneIndex = _paneIndex ?? 0;
console.log("OPTIONS", options);
const series = ichart.addSeries(
/** @type {SeriesDefinition<'Baseline'>} */ (lc.BaselineSeries),
{
@@ -497,13 +509,16 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
visible: defaultActive !== false,
topLineColor: colors.green(),
bottomLineColor: colors.red(),
priceLineVisible: false,
// bottomFillColor1: "transparent",
// bottomFillColor2: "transparent",
// topFillColor1: "transparent",
// topFillColor2: "transparent",
baseValue: {
price: 0,
},
baseLineStyle: 0,
baseLineWidth: 1,
baseLineVisible: true,
lineVisible: true,
...options,
},
paneIndex,
);
@@ -528,7 +543,7 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
);
}
legend.add({
(paneIndex ? legendBottom : legendTop).add({
series,
colors: [colors.green, colors.red],
name,
@@ -647,7 +662,8 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
ichart = null;
timeScaleSet = false;
activeResources.length = 0;
legend.reset();
legendTop.reset();
legendBottom.reset();
},
};
@@ -697,9 +713,10 @@ export default import("./v5.0.6-treeshaked/script.js").then((lc) => {
* @param {Object} args
* @param {Element} args.parent
* @param {Signals} args.signals
* @param {number} args.paneIndex
* @param {Utilities} args.utils
*/
function createLegend({ parent, signals, utils }) {
function createLegend({ parent, signals, utils, paneIndex }) {
const legendElement = window.document.createElement("legend");
parent.append(legendElement);
@@ -721,7 +738,7 @@ function createLegend({ parent, signals, utils }) {
legendElement.append(div);
const nameId = utils.stringToId(name);
const nameId = `${utils.stringToId(name)}-${paneIndex}`;
const active = signals.createSignal(defaultActive ?? true, {
save: {
websites/kibo.money/scripts/chart.js
+28 -8
View File
@@ -229,14 +229,34 @@ export function init({
vecIdToIndexes[blueprint.key]
);
if (indexes.includes(index)) {
chart.addLineSeries({
vecId: blueprint.key,
color: blueprint.color,
name: blueprint.title,
unit,
defaultActive: blueprint.defaultActive,
paneIndex,
});
switch (blueprint.type) {
case "Baseline": {
chart.addBaselineSeries({
vecId: blueprint.key,
// color: blueprint.color,
name: blueprint.title,
unit,
defaultActive: blueprint.defaultActive,
paneIndex,
options: blueprint.options,
});
break;
}
case "Candlestick": {
throw Error("TODO");
break;
}
default:
chart.addLineSeries({
vecId: blueprint.key,
color: blueprint.color,
name: blueprint.title,
unit,
defaultActive: blueprint.defaultActive,
paneIndex,
options: blueprint.options,
});
}
}
});
});
websites/kibo.money/scripts/main.js
+15 -4
View File
@@ -4,7 +4,7 @@
* @import { Option, PartialChartOption, ChartOption, AnyPartialOption, ProcessedOptionAddons, OptionsTree, SimulationOption, AnySeriesBlueprint, ChartableIndex } from "./options"
* @import {Valued, SingleValueData, CandlestickData, ChartData, OHLCTuple} from "../packages/lightweight-charts/wrapper"
* @import * as _ from "../packages/ufuzzy/v1.0.14/types"
* @import { createChart as CreateClassicChart, LineStyleOptions, DeepPartial, ChartOptions, IChartApi, IHorzScaleBehavior, WhitespaceData, ISeriesApi, Time, LineData, LogicalRange, SeriesType, BaselineStyleOptions, SeriesOptionsCommon, BaselineData, CandlestickStyleOptions } from "../packages/lightweight-charts/v5.0.6-treeshaked/types"
* @import { createChart as CreateClassicChart, LineStyleOptions, DeepPartial, ChartOptions, IChartApi, IHorzScaleBehavior, WhitespaceData, ISeriesApi, Time, LineData, LogicalRange, BaselineStyleOptions, SeriesOptionsCommon, BaselineData, CandlestickStyleOptions } from "../packages/lightweight-charts/v5.0.6-treeshaked/types"
* @import { SignalOptions } from "../packages/solid-signals/v0.3.0-treeshaked/types/core/core"
* @import {Signal, Signals} from "../packages/solid-signals/types";
* @import { getOwner as GetOwner, onCleanup as OnCleanup, Owner } from "../packages/solid-signals/v0.3.0-treeshaked/types/core/owner"
@@ -686,6 +686,10 @@ function createUtils() {
let unit;
if (id.includes("index") || id.includes("height") || id.includes("epoch")) {
unit = "Index";
} else if (id === "drawdown" || id.endsWith("oscillator")) {
unit = "percentage";
} else if (id.endsWith("-as-price")) {
unit = "USD";
} else if (id.includes("type")) {
unit = "Type";
} else if (id.includes("days-")) {
@@ -711,6 +715,8 @@ function createUtils() {
unit = "Cents";
} else if (id.includes("in-usd")) {
unit = "USD";
} else if (id.includes("ratio")) {
unit = "Ratio";
} else if (id.includes("in-btc")) {
unit = "BTC";
} else if (
@@ -752,8 +758,6 @@ function createUtils() {
unit = "Version";
} else if (id === "value") {
unit = "Sats";
} else if (id === "drawdown") {
unit = "percentage";
} else {
console.log();
throw Error(`Unit not set for "${id}"`);
@@ -1083,7 +1087,13 @@ function createUtils() {
* @param {string} s
*/
function stringToId(s) {
return s.replace(/\W/g, " ").trim().replace(/ +/g, "-").toLowerCase();
return (
s
// .replace(/\W/g, " ")
.trim()
.replace(/ +/g, "-")
.toLowerCase()
);
}
const api = (() => {
@@ -1581,6 +1591,7 @@ function createColors(dark, elements) {
red,
sky,
blue,
emerald,
rose,
green,
amber,
websites/kibo.money/scripts/options.js
+206 -118
View File
@@ -39,6 +39,11 @@
*
* @typedef {BaselineSeriesBlueprint | CandlestickSeriesBlueprint | LineSeriesBlueprint} AnySeriesBlueprint
*
* @typedef {AnySeriesBlueprint["type"]} SeriesType
*
* @typedef {BaselineSeriesBlueprint & { key: ChartableVecId }} FetchedBaselineSeriesBlueprint
* @typedef {CandlestickSeriesBlueprint & { key: ChartableVecId }} FetchedCandlestickSeriesBlueprint
* @typedef {LineSeriesBlueprint & { key: ChartableVecId }} FetchedLineSeriesBlueprint
* @typedef {AnySeriesBlueprint & { key: ChartableVecId }} AnyFetchedSeriesBlueprint
*
* @typedef {Object} PartialOption
@@ -164,14 +169,38 @@ function createPartialOptions(colors) {
* @typedef {WithoutSuffix<VecIdMin, MinSuffix>} VecIdMinBase
*/
const averages = /** @type {const} */ ([
{ name: "1 Week", key: "1w", days: 7 },
{ name: "8 Days", key: "8d", days: 8 },
{ name: "13 Days", key: "13d", days: 13 },
{ name: "21 Days", key: "21d", days: 21 },
{ name: "1 Month", key: "1m", days: 30 },
{ name: "34 Days", key: "34d", days: 34 },
{ name: "55 Days", key: "55d", days: 55 },
{ name: "89 Days", key: "89d", days: 89 },
{ name: "144 Days", key: "144d", days: 144 },
{ name: "1 Year", key: "1y", days: 365 },
{ name: "2 Years", key: "2y", days: 2 * 365 },
{ name: "200 Weeks", key: "200w", days: 200 * 7 },
{ name: "4 Years", key: "4y", days: 4 * 365 },
]);
/**
* @param {Object} args
* @param {ChartableVecId} args.key
* @param {string} args.name
* @param {Color} [args.color]
* @param {boolean} [args.defaultActive]
* @param {DeepPartial<LineStyleOptions & SeriesOptionsCommon>} [args.options]
*/
function createBaseSeries({ key, name, color }) {
return { key, title: name, color };
function createBaseSeries({ key, name, color, defaultActive, options }) {
return /** @satisfies {AnyFetchedSeriesBlueprint} */ ({
key,
title: name,
color,
defaultActive,
options,
});
}
/**
@@ -858,135 +887,210 @@ function createPartialOptions(colors) {
name: "Average",
tree: [
{
name: "1 week",
title: "1 Week Market Price Moving Average",
name: "Compare",
title: "Moving Averages",
top: averages.map(({ days, key, name }) =>
createBaseSeries({
key: `${key}-sma`,
name: key,
color: colors[`_${key}`],
}),
),
},
...averages.map(({ key, name }) => ({
name,
title: `${name} Market Price Moving Average`,
top: [
createBaseSeries({
key: "1w-sma",
key: `${key}-sma`,
name: "Average",
color: colors[`_${key}`],
}),
],
},
{
name: "8 days",
title: "8 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "8d-sma",
name: "Average",
key: `${key}-sma-ratio-p1sd-as-price`,
name: "+1σ",
color: colors.orange,
defaultActive: false,
}),
],
},
{
name: "13 days",
title: "13 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "13d-sma",
name: "Average",
key: `${key}-sma-ratio-p2sd-as-price`,
name: "+2σ",
color: colors.red,
defaultActive: false,
}),
],
},
{
name: "21 days",
title: "21 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "21d-sma",
name: "Average",
key: `${key}-sma-ratio-p3sd-as-price`,
name: "+3σ",
color: colors.pink,
defaultActive: false,
}),
],
},
{
name: "1 month",
title: "1 Month Market Price Moving Average",
top: [
createBaseSeries({
key: "1m-sma",
name: "Average",
key: `${key}-sma-ratio-m1sd-as-price`,
name: "−1σ",
color: colors.cyan,
defaultActive: false,
}),
],
},
{
name: "34 days",
title: "34 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "34d-sma",
name: "Average",
key: `${key}-sma-ratio-m2sd-as-price`,
name: "−2σ",
color: colors.blue,
defaultActive: false,
}),
],
},
{
name: "55 days",
title: "55 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "55d-sma",
name: "Average",
key: `${key}-sma-ratio-m3sd-as-price`,
name: "−3σ",
color: colors.violet,
defaultActive: false,
}),
],
},
{
name: "89 days",
title: "89 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "89d-sma",
name: "Average",
key: `${key}-sma-ratio-p99-as-price`,
name: "p99",
color: colors.orange,
defaultActive: false,
}),
],
},
{
name: "144 days",
title: "144 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "144d-sma",
name: "Average",
key: `${key}-sma-ratio-p99-5-as-price`,
name: "p99.5",
color: colors.red,
defaultActive: false,
}),
],
},
{
name: "1 year",
title: "1 year Market Price Moving Average",
top: [
createBaseSeries({
key: "1y-sma",
name: "Average",
key: `${key}-sma-ratio-p99-9-as-price`,
name: "p99.9",
color: colors.pink,
defaultActive: false,
}),
],
},
{
name: "2 year",
title: "2 year Market Price Moving Average",
top: [
createBaseSeries({
key: "2y-sma",
name: "Average",
key: `${key}-sma-ratio-p1-as-price`,
name: "p1",
color: colors.cyan,
defaultActive: false,
}),
],
},
{
name: "200 weeks",
title: "200 Weeks Market Price Moving Average",
top: [
createBaseSeries({
key: "200w-sma",
name: "Average",
key: `${key}-sma-ratio-p0-5-as-price`,
name: "p0.5",
color: colors.blue,
defaultActive: false,
}),
],
},
{
name: "4 year",
title: "4 year Market Price Moving Average",
top: [
createBaseSeries({
key: "4y-sma",
name: "Average",
key: `${key}-sma-ratio-p0-1-as-price`,
name: "p0.1",
color: colors.violet,
defaultActive: false,
}),
],
},
bottom: [
/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
key: `${key}-sma-ratio`,
title: "Ratio",
type: "Baseline",
options: {
baseValue: { type: "price", price: 1 },
},
}),
createBaseSeries({
key: `${key}-sma-ratio-sma`,
name: "sma",
color: colors.yellow,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p1sd`,
name: "+1σ",
color: colors.orange,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p2sd`,
name: "+2σ",
color: colors.red,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p3sd`,
name: "+3σ",
color: colors.pink,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-m1sd`,
name: "−1σ",
color: colors.cyan,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-m2sd`,
name: "−2σ",
color: colors.blue,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-m3sd`,
name: "−3σ",
color: colors.violet,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p99`,
name: "p99",
color: colors.orange,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p99-5`,
name: "p99.5",
color: colors.red,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p99-9`,
name: "p99.9",
color: colors.pink,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p1`,
name: "p1",
color: colors.cyan,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p0-5`,
name: "p0.5",
color: colors.blue,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-p0-1`,
name: "p0.1",
color: colors.violet,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-1w-sma`,
name: "1w sma",
color: colors.fuchsia,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-1m-sma`,
name: "1m sma",
color: colors.pink,
defaultActive: false,
}),
createBaseSeries({
key: `${key}-sma-ratio-1y-sma`,
name: "1y sma",
color: colors.rose,
defaultActive: false,
}),
/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
key: `${key}-sma-ratio-1y-sma-momentum-oscillator`,
title: "1Y Momentum",
type: "Baseline",
}),
],
})),
],
},
],
@@ -1828,22 +1932,6 @@ export function initOptions({
// },
// ]);
// const averages = /** @type {const} */ ([
// { name: "1 Week", key: "1w", days: 7 },
// { name: "8 Days", key: "8d", days: 8 },
// { name: "13 Days", key: "13d", days: 13 },
// { name: "21 Days", key: "21d", days: 21 },
// { name: "1 Month", key: "1m", days: 30 },
// { name: "34 Days", key: "34d", days: 34 },
// { name: "55 Days", key: "55d", days: 55 },
// { name: "89 Days", key: "89d", days: 89 },
// { name: "144 Days", key: "144d", days: 144 },
// { name: "1 Year", key: "1y", days: 365 },
// { name: "2 Years", key: "2y", days: 2 * 365 },
// { name: "200 Weeks", key: "200w", days: 200 * 7 },
// { name: "4 Years", key: "4y", days: 4 * 365 },
// ]);
// const totalReturns = /** @type {const} */ ([
// { name: "1 Day", key: "1d" },
// { name: "1 Month", key: "1m" },
websites/kibo.money/scripts/vecid-to-indexes.js
+403
View File
@@ -57,18 +57,421 @@ export function createVecIdToIndexes() {
return /** @type {const} */ ({
"13d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-1w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-1y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-1y-sma-momentum-oscillator": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-m1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-m1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-m2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-m2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-m3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-m3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p0-1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p0-1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p0-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p0-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p99": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p99-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p99-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p99-9": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p99-9-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-p99-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"13d-sma-ratio-standard-deviation": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-1w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-1y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-1y-sma-momentum-oscillator": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-m1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-m1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-m2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-m2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-m3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-m3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p0-1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p0-1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p0-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p0-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p99": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p99-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p99-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p99-9": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p99-9-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-p99-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma-ratio-standard-deviation": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-1w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-1y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-1y-sma-momentum-oscillator": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-m1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-m1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-m2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-m2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-m3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-m3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p0-1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p0-1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p0-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p0-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma-ratio-p1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"4y-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"4y-sma-ratio-p1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p99": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p99-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"4y-sma-ratio-p99-9-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma-ratio-p99-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"4y-sma-ratio-standard-deviation": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"55d-sma-ratio-1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"55d-sma-ratio-1w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"55d-sma-ratio-1y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-m1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-m2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-m3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p0-1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p0-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p99-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-p99-9-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"55d-sma-ratio-p99-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"55d-sma-ratio-standard-deviation": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"89d-sma-ratio": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-1w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-1y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-1y-sma-momentum-oscillator": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-m1sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-m1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-m2sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-m2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-m3sd": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-m3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-p0-1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-p0-1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-p0-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-p0-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-p1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"89d-sma-ratio-p2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"89d-sma-ratio-p3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"89d-sma-ratio-p99-9-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"89d-sma-ratio-standard-deviation": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-m1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-m2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-m3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"8d-sma-ratio-p0-1": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"8d-sma-ratio-p0-1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"8d-sma-ratio-p0-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"8d-sma-ratio-p0-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-p1-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-p1sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-p2sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-p3sd-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-p99-5": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"8d-sma-ratio-p99-5-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-p99-as-price": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
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"8d-sma-ratio-standard-deviation": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
ath: [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"base-size": [TxIndex],
"block-count": [Height],