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computer: simplify compute_all functions

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This commit is contained in:
nym21
2025-09-09 19:22:56 +02:00
parent 18fb2e7d4d
commit dfa077a1c9
24 changed files with 1079 additions and 2629 deletions
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84
crates/brk_computer/src/grouped/sd_from_dateindex.rs
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@@ -1,5 +1,4 @@
use brk_error::Result;
use brk_indexer::Indexer;
use brk_structs::{CheckedSub, Date, DateIndex, Dollars, StoredF32, Version};
use vecdb::{
AnyCollectableVec, AnyIterableVec, AnyStoredVec, AnyVec, BoxedVecIterator, CollectableVec,
@@ -419,8 +418,6 @@ impl ComputedStandardDeviationVecsFromDateIndex {
pub fn compute_all(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
source: &impl CollectableVec<DateIndex, StoredF32>,
@@ -428,12 +425,10 @@ impl ComputedStandardDeviationVecsFromDateIndex {
) -> Result<()> {
let min_date = DateIndex::try_from(Date::MIN_RATIO).unwrap();
self.sma.as_mut().unwrap().compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
self.sma
.as_mut()
.unwrap()
.compute_all(starting_indexes, exit, |v| {
v.compute_sma_(
starting_indexes.dateindex,
source,
@@ -442,26 +437,15 @@ impl ComputedStandardDeviationVecsFromDateIndex {
Some(min_date),
)?;
Ok(())
},
)?;
})?;
let sma_opt: Option<&EagerVec<DateIndex, StoredF32>> = None;
self.compute_rest(
indexer,
indexes,
starting_indexes,
exit,
sma_opt,
source,
price_opt,
)
self.compute_rest(starting_indexes, exit, sma_opt, source, price_opt)
}
#[allow(clippy::too_many_arguments)]
pub fn compute_rest(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
sma_opt: Option<&impl AnyIterableVec<DateIndex, StoredF32>>,
@@ -630,22 +614,16 @@ impl ComputedStandardDeviationVecsFromDateIndex {
})?;
if let Some(zscore) = self.zscore.as_mut() {
zscore.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_zscore(
starting_indexes.dateindex,
source,
sma,
self.sd.dateindex.as_ref().unwrap(),
exit,
)?;
Ok(())
},
)?;
zscore.compute_all(starting_indexes, exit, |vec| {
vec.compute_zscore(
starting_indexes.dateindex,
source,
sma,
self.sd.dateindex.as_ref().unwrap(),
exit,
)?;
Ok(())
})?;
}
let Some(price) = price_opt else {
@@ -655,24 +633,18 @@ impl ComputedStandardDeviationVecsFromDateIndex {
let compute_in_usd =
|in_usd: &mut ComputedVecsFromDateIndex<Dollars>,
mut iter: BoxedVecIterator<DateIndex, StoredF32>| {
in_usd.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_transform(
starting_indexes.dateindex,
price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)?;
Ok(())
},
)
in_usd.compute_all(starting_indexes, exit, |vec| {
vec.compute_transform(
starting_indexes.dateindex,
price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
},
exit,
)?;
Ok(())
})
};
if self._0sd_in_usd.is_none() {