server: mcp + global: refactor

crates/brk_computer/src/vecs/grouped/from_txindex.rs

@@ -163,7 +163,7 @@ where
             self.height.compute(
                 starting_indexes.height,
                 txindex,
-                &indexer.vecs().height_to_first_txindex,
+                &indexer.vecs.height_to_first_txindex,
                 &indexes.height_to_txindex_count,
                 exit,
             )?;
@@ -173,7 +173,7 @@ where
             self.height.compute(
                 starting_indexes.height,
                 txindex,
-                &indexer.vecs().height_to_first_txindex,
+                &indexer.vecs.height_to_first_txindex,
                 &indexes.height_to_txindex_count,
                 exit,
             )?;
@@ -289,7 +289,7 @@ impl ComputedVecsFromTxindex<Bitcoin> {
 
         let starting_index = self.height.starting_index(starting_indexes.height);
 
-        (starting_index.unwrap_to_usize()..indexer.vecs().height_to_weight.len())
+        (starting_index.unwrap_to_usize()..indexer.vecs.height_to_weight.len())
             .map(Height::from)
             .try_for_each(|height| -> Result<()> {
                 if let Some(first) = self.height.first.as_mut() {
@@ -470,7 +470,7 @@ impl ComputedVecsFromTxindex<Dollars> {
 
         let mut close_iter = fetched.chainindexes_to_close.height.into_iter();
 
-        (starting_index.unwrap_to_usize()..indexer.vecs().height_to_weight.len())
+        (starting_index.unwrap_to_usize()..indexer.vecs.height_to_weight.len())
             .map(Height::from)
             .try_for_each(|height| -> Result<()> {
                 let price = *close_iter.unwrap_get_inner(height);

crates/brk_computer/src/vecs/grouped/ratio_from_dateindex.rs

@@ -28,6 +28,7 @@ pub struct ComputedRatioVecsFromDateIndex {
     pub ratio_1y_sma_momentum_oscillator: ComputedVecsFromDateIndex<StoredF32>,
     pub ratio_sd: ComputedVecsFromDateIndex<StoredF32>,
     pub ratio_4y_sd: ComputedVecsFromDateIndex<StoredF32>,
+    pub ratio_1y_sd: ComputedVecsFromDateIndex<StoredF32>,
     pub ratio_p99_9: ComputedVecsFromDateIndex<StoredF32>,
     pub ratio_p99_5: ComputedVecsFromDateIndex<StoredF32>,
     pub ratio_p99: ComputedVecsFromDateIndex<StoredF32>,
@@ -54,6 +55,7 @@ pub struct ComputedRatioVecsFromDateIndex {
     pub ratio_m3sd_as_price: ComputedVecsFromDateIndex<Dollars>,
     pub ratio_zscore: ComputedVecsFromDateIndex<StoredF32>,
     pub ratio_4y_zscore: ComputedVecsFromDateIndex<StoredF32>,
+    pub ratio_1y_zscore: ComputedVecsFromDateIndex<StoredF32>,
 }
 
 const VERSION: Version = Version::ZERO;
@@ -152,6 +154,14 @@ impl ComputedRatioVecsFromDateIndex {
                 format,
                 options,
             )?,
+            ratio_1y_sd: ComputedVecsFromDateIndex::forced_import(
+                path,
+                &format!("{name}_ratio_1y_sd"),
+                true,
+                version + VERSION + Version::ZERO,
+                format,
+                options,
+            )?,
             ratio_p99_9: ComputedVecsFromDateIndex::forced_import(
                 path,
                 &format!("{name}_ratio_p99_9"),
@@ -360,6 +370,14 @@ impl ComputedRatioVecsFromDateIndex {
                 format,
                 options,
             )?,
+            ratio_1y_zscore: ComputedVecsFromDateIndex::forced_import(
+                path,
+                &format!("{name}_ratio_1y_zscore"),
+                true,
+                version + VERSION + Version::ZERO,
+                format,
+                options,
+            )?,
         })
     }
 
@@ -571,8 +589,8 @@ impl ComputedRatioVecsFromDateIndex {
         // }
 
         let mut sma_iter = self.ratio_sma.dateindex.as_ref().unwrap().into_iter();
-
         let mut _4y_sma_iter = self.ratio_4y_sma.dateindex.as_ref().unwrap().into_iter();
+        let mut _1y_sma_iter = self.ratio_1y_sma.dateindex.as_ref().unwrap().into_iter();
 
         let nan = StoredF32::from(f32::NAN);
         self.ratio
@@ -622,6 +640,11 @@ impl ComputedRatioVecsFromDateIndex {
                         .as_mut()
                         .unwrap()
                         .forced_push_at(index, nan, exit)?;
+                    self.ratio_1y_sd
+                        .dateindex
+                        .as_mut()
+                        .unwrap()
+                        .forced_push_at(index, nan, exit)?;
 
                     self.ratio_p1sd
                         .dateindex
@@ -716,6 +739,20 @@ impl ComputedRatioVecsFromDateIndex {
                         .unwrap()
                         .forced_push_at(index, _4y_sd, exit)?;
 
+                    let _1y_avg = _1y_sma_iter.unwrap_get_inner(index);
+
+                    let _1y_sd = StoredF32::from(
+                        (sorted.iter().map(|v| (**v - *_1y_avg).powi(2)).sum::<f32>()
+                            / (index.unwrap_to_usize() + 1) as f32)
+                            .sqrt(),
+                    );
+
+                    self.ratio_1y_sd
+                        .dateindex
+                        .as_mut()
+                        .unwrap()
+                        .forced_push_at(index, _1y_sd, exit)?;
+
                     self.ratio_p1sd.dateindex.as_mut().unwrap().forced_push_at(
                         index,
                         avg + sd,
@@ -803,6 +840,12 @@ impl ComputedRatioVecsFromDateIndex {
             exit,
             None as Option<&EagerVec<_, _>>,
         )?;
+        self.ratio_1y_sd.compute_rest(
+            indexes,
+            starting_indexes,
+            exit,
+            None as Option<&EagerVec<_, _>>,
+        )?;
         self.ratio_p1sd.compute_rest(
             indexes,
             starting_indexes,
@@ -1104,6 +1147,22 @@ impl ComputedRatioVecsFromDateIndex {
             },
         )?;
 
+        self.ratio_1y_zscore.compute_all(
+            indexer,
+            indexes,
+            starting_indexes,
+            exit,
+            |vec, _, _, starting_indexes, exit| {
+                vec.compute_zscore(
+                    starting_indexes.dateindex,
+                    self.ratio.dateindex.as_ref().unwrap(),
+                    self.ratio_1y_sma.dateindex.as_ref().unwrap(),
+                    self.ratio_1y_sd.dateindex.as_ref().unwrap(),
+                    exit,
+                )
+            },
+        )?;
+
         Ok(())
     }
 
@@ -1111,6 +1170,7 @@ impl ComputedRatioVecsFromDateIndex {
         vec![
             self.ratio_sd.dateindex.as_mut().unwrap(),
             self.ratio_4y_sd.dateindex.as_mut().unwrap(),
+            self.ratio_1y_sd.dateindex.as_mut().unwrap(),
             self.ratio_p99_9.dateindex.as_mut().unwrap(),
             self.ratio_p99_5.dateindex.as_mut().unwrap(),
             self.ratio_p99.dateindex.as_mut().unwrap(),
@@ -1137,6 +1197,7 @@ impl ComputedRatioVecsFromDateIndex {
             self.ratio_4y_sma.vecs(),
             self.ratio_1y_sma_momentum_oscillator.vecs(),
             self.ratio_sd.vecs(),
+            self.ratio_1y_sd.vecs(),
             self.ratio_4y_sd.vecs(),
             self.ratio_p99_9.vecs(),
             self.ratio_p99_5.vecs(),
@@ -1163,6 +1224,7 @@ impl ComputedRatioVecsFromDateIndex {
             self.ratio_m2sd_as_price.vecs(),
             self.ratio_m3sd_as_price.vecs(),
             self.ratio_zscore.vecs(),
+            self.ratio_1y_zscore.vecs(),
             self.ratio_4y_zscore.vecs(),
         ]
         .into_iter()

crates/brk_computer/src/vecs/grouped/value_from_txindex.rs

@@ -205,7 +205,7 @@ impl ComputedValueVecsFromTxindex {
 
             dollars_txindex.compute_if_necessary(
                 starting_indexes.txindex,
-                &indexer.vecs().txindex_to_txid,
+                &indexer.vecs.txindex_to_txid,
                 exit,
             )?;