mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-27 16:19:59 -07:00
global: adding semester + making coarser intervals computed instead of eager
This commit is contained in:
nym21
@@ -2,18 +2,19 @@ use std::path::Path;
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use brk_core::{
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Cents, Close, DateIndex, DecadeIndex, DifficultyEpoch, Dollars, Height, High, Low, MonthIndex,
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OHLCCents, OHLCDollars, OHLCSats, Open, QuarterIndex, Sats, Version, WeekIndex, YearIndex,
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OHLCCents, OHLCDollars, OHLCSats, Open, QuarterIndex, Sats, SemesterIndex, Version, WeekIndex,
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YearIndex,
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};
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use brk_exit::Exit;
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use brk_fetcher::Fetcher;
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use brk_indexer::Indexer;
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use brk_vec::{AnyCollectableVec, AnyIterableVec, Computation, EagerVec, Format, StoredIndex};
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use crate::vecs::grouped::Source;
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use super::{
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Indexes,
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grouped::{
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ComputedVecsFromDateIndex, ComputedVecsFromHeightStrict, StorableVecGeneatorOptions,
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},
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grouped::{ComputedVecsFromDateIndex, ComputedVecsFromHeightStrict, EagerVecBuilderOptions},
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indexes,
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};
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@@ -57,6 +58,8 @@ pub struct Vecs {
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pub monthindex_to_ohlc_in_sats: EagerVec<MonthIndex, OHLCSats>,
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pub quarterindex_to_ohlc: EagerVec<QuarterIndex, OHLCDollars>,
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pub quarterindex_to_ohlc_in_sats: EagerVec<QuarterIndex, OHLCSats>,
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pub semesterindex_to_ohlc: EagerVec<SemesterIndex, OHLCDollars>,
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pub semesterindex_to_ohlc_in_sats: EagerVec<SemesterIndex, OHLCSats>,
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pub yearindex_to_ohlc: EagerVec<YearIndex, OHLCDollars>,
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pub yearindex_to_ohlc_in_sats: EagerVec<YearIndex, OHLCSats>,
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// pub halvingepoch_to_ohlc: StorableVec<Halvingepoch, OHLCDollars>,
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@@ -72,7 +75,7 @@ impl Vecs {
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pub fn forced_import(
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path: &Path,
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version: Version,
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_computation: Computation,
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computation: Computation,
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format: Format,
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) -> color_eyre::Result<Self> {
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let mut fetched_path = path.to_owned();
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@@ -167,122 +170,130 @@ impl Vecs {
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timeindexes_to_open: ComputedVecsFromDateIndex::forced_import(
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path,
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"open",
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true,
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Source::Compute,
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_first(),
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computation,
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EagerVecBuilderOptions::default().add_first(),
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)?,
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timeindexes_to_high: ComputedVecsFromDateIndex::forced_import(
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path,
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"high",
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true,
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Source::Compute,
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_max(),
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computation,
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EagerVecBuilderOptions::default().add_max(),
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)?,
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timeindexes_to_low: ComputedVecsFromDateIndex::forced_import(
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path,
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"low",
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true,
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Source::Compute,
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_min(),
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computation,
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EagerVecBuilderOptions::default().add_min(),
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)?,
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timeindexes_to_close: ComputedVecsFromDateIndex::forced_import(
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path,
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"close",
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true,
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Source::Compute,
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_last(),
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computation,
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EagerVecBuilderOptions::default().add_last(),
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)?,
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timeindexes_to_open_in_sats: ComputedVecsFromDateIndex::forced_import(
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path,
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"open_in_sats",
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true,
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Source::Compute,
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_first(),
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computation,
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EagerVecBuilderOptions::default().add_first(),
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)?,
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timeindexes_to_high_in_sats: ComputedVecsFromDateIndex::forced_import(
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path,
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"high_in_sats",
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true,
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Source::Compute,
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_max(),
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computation,
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EagerVecBuilderOptions::default().add_max(),
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)?,
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timeindexes_to_low_in_sats: ComputedVecsFromDateIndex::forced_import(
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path,
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"low_in_sats",
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true,
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Source::Compute,
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_min(),
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computation,
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EagerVecBuilderOptions::default().add_min(),
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)?,
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timeindexes_to_close_in_sats: ComputedVecsFromDateIndex::forced_import(
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path,
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"close_in_sats",
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true,
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Source::Compute,
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_last(),
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computation,
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EagerVecBuilderOptions::default().add_last(),
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)?,
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chainindexes_to_open: ComputedVecsFromHeightStrict::forced_import(
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path,
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"open",
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_first(),
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EagerVecBuilderOptions::default().add_first(),
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)?,
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chainindexes_to_high: ComputedVecsFromHeightStrict::forced_import(
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path,
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"high",
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_max(),
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EagerVecBuilderOptions::default().add_max(),
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)?,
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chainindexes_to_low: ComputedVecsFromHeightStrict::forced_import(
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path,
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"low",
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_min(),
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EagerVecBuilderOptions::default().add_min(),
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)?,
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chainindexes_to_close: ComputedVecsFromHeightStrict::forced_import(
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path,
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"close",
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version + VERSION + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_last(),
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EagerVecBuilderOptions::default().add_last(),
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)?,
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chainindexes_to_open_in_sats: ComputedVecsFromHeightStrict::forced_import(
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path,
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"open_in_sats",
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_first(),
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EagerVecBuilderOptions::default().add_first(),
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)?,
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chainindexes_to_high_in_sats: ComputedVecsFromHeightStrict::forced_import(
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path,
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"high_in_sats",
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_max(),
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EagerVecBuilderOptions::default().add_max(),
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)?,
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chainindexes_to_low_in_sats: ComputedVecsFromHeightStrict::forced_import(
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path,
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"low_in_sats",
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_min(),
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EagerVecBuilderOptions::default().add_min(),
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)?,
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chainindexes_to_close_in_sats: ComputedVecsFromHeightStrict::forced_import(
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path,
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"close_in_sats",
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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StorableVecGeneatorOptions::default().add_last(),
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EagerVecBuilderOptions::default().add_last(),
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)?,
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weekindex_to_ohlc: EagerVec::forced_import(
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path,
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@@ -332,6 +343,18 @@ impl Vecs {
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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)?,
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semesterindex_to_ohlc: EagerVec::forced_import(
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path,
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"ohlc",
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version + VERSION + Version::ZERO,
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format,
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)?,
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semesterindex_to_ohlc_in_sats: EagerVec::forced_import(
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path,
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"ohlc_in_sats",
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version + VERSION + VERSION_IN_SATS + Version::ZERO,
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format,
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)?,
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yearindex_to_ohlc: EagerVec::forced_import(
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path,
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"ohlc",
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@@ -693,6 +716,27 @@ impl Vecs {
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exit,
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)?;
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let mut semesterindex_first_iter =
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self.timeindexes_to_open.semesterindex.unwrap_first().iter();
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let mut semesterindex_max_iter = self.timeindexes_to_high.semesterindex.unwrap_max().iter();
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let mut semesterindex_min_iter = self.timeindexes_to_low.semesterindex.unwrap_min().iter();
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self.semesterindex_to_ohlc.compute_transform(
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starting_indexes.semesterindex,
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self.timeindexes_to_close.semesterindex.unwrap_last(),
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|(i, close, ..)| {
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(
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i,
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OHLCDollars {
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open: semesterindex_first_iter.unwrap_get_inner(i),
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high: semesterindex_max_iter.unwrap_get_inner(i),
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low: semesterindex_min_iter.unwrap_get_inner(i),
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close,
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},
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)
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},
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exit,
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)?;
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let mut yearindex_first_iter = self.timeindexes_to_open.yearindex.unwrap_first().iter();
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let mut yearindex_max_iter = self.timeindexes_to_high.yearindex.unwrap_max().iter();
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let mut yearindex_min_iter = self.timeindexes_to_low.yearindex.unwrap_min().iter();
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@@ -1044,6 +1088,40 @@ impl Vecs {
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exit,
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)?;
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let mut semesterindex_first_iter = self
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.timeindexes_to_open_in_sats
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.semesterindex
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.unwrap_first()
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.iter();
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let mut semesterindex_max_iter = self
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.timeindexes_to_high_in_sats
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.semesterindex
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.unwrap_max()
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.iter();
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let mut semesterindex_min_iter = self
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.timeindexes_to_low_in_sats
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.semesterindex
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.unwrap_min()
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.iter();
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self.semesterindex_to_ohlc_in_sats.compute_transform(
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starting_indexes.semesterindex,
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self.timeindexes_to_close_in_sats
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.semesterindex
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.unwrap_last(),
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|(i, close, ..)| {
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(
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i,
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OHLCSats {
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open: semesterindex_first_iter.unwrap_get_inner(i),
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high: semesterindex_max_iter.unwrap_get_inner(i),
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low: semesterindex_min_iter.unwrap_get_inner(i),
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close,
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},
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)
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},
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exit,
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)?;
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let mut yearindex_first_iter = self
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.timeindexes_to_open_in_sats
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.yearindex
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@@ -1133,6 +1211,7 @@ impl Vecs {
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&self.difficultyepoch_to_ohlc,
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&self.monthindex_to_ohlc,
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&self.quarterindex_to_ohlc,
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&self.semesterindex_to_ohlc,
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&self.yearindex_to_ohlc,
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// &self.halvingepoch_to_ohlc,
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&self.decadeindex_to_ohlc,
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@@ -1142,6 +1221,7 @@ impl Vecs {
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&self.difficultyepoch_to_ohlc_in_sats,
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&self.monthindex_to_ohlc_in_sats,
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&self.quarterindex_to_ohlc_in_sats,
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&self.semesterindex_to_ohlc_in_sats,
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&self.yearindex_to_ohlc_in_sats,
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// &self.halvingepoch_to_ohlc_in_sats,
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&self.decadeindex_to_ohlc_in_sats,
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