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crates: snapshot

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This commit is contained in:
nym21
2025-12-30 00:49:34 +01:00
parent 5b06098368
commit ed18fd55e1
14 changed files with 303 additions and 308 deletions
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crates/brk_computer/src/cointime.rs
+1
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@@ -111,6 +111,7 @@ impl Vecs {
v0,
indexes,
true,
price,
)?
};
}
crates/brk_computer/src/grouped/ratio_from_dateindex.rs
+2 -1
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@@ -55,6 +55,7 @@ impl ComputedRatioVecsFromDateIndex {
version: Version,
indexes: &indexes::Vecs,
extended: bool,
price_vecs: Option<&price::Vecs>,
) -> Result<Self> {
let opts = VecBuilderOptions::default().add_last();
let v = version + VERSION;
@@ -88,7 +89,7 @@ impl ComputedRatioVecsFromDateIndex {
v,
indexes,
StandardDeviationVecsOptions::default().add_all(),
price.as_ref(),
price_vecs,
)
.unwrap()
};
crates/brk_computer/src/grouped/sd_from_dateindex.rs
+20 -19
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@@ -2,16 +2,16 @@ use std::mem;
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Date, DateIndex, Dollars, StoredF32, Version};
use brk_types::{Close, Date, DateIndex, Dollars, StoredF32, Version};
use vecdb::{
AnyStoredVec, AnyVec, CollectableVec, Database, EagerVec, Exit, GenericStoredVec, IterableVec,
PcoVec, VecIndex,
};
use crate::{Indexes, grouped::source::Source, indexes, utils::OptionExt};
use crate::{Indexes, grouped::source::Source, indexes, price, utils::OptionExt};
use super::{
ComputedVecsFromDateIndex, LazyVecsFrom2FromDateIndex, PriceTimesRatio, VecBuilderOptions,
ClosePriceTimesRatio, ComputedVecsFromDateIndex, LazyVecsFrom2FromDateIndex, VecBuilderOptions,
};
#[derive(Clone, Traversable)]
@@ -37,19 +37,19 @@ pub struct ComputedStandardDeviationVecsFromDateIndex {
pub m2_5sd: Option<ComputedVecsFromDateIndex<StoredF32>>,
pub m3sd: Option<ComputedVecsFromDateIndex<StoredF32>>,
pub _0sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub p0_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub p1sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub p1_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub p2sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub p2_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub p3sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub m0_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub m1sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub m1_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub m2sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub m2_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub m3sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Dollars, StoredF32>>,
pub _0sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub p0_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub p1sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub p1_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub p2sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub p2_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub p3sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub m0_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub m1sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub m1_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub m2sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub m2_5sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
pub m3sd_usd: Option<LazyVecsFrom2FromDateIndex<Dollars, Close<Dollars>, StoredF32>>,
}
#[derive(Debug, Default)]
@@ -106,7 +106,7 @@ impl ComputedStandardDeviationVecsFromDateIndex {
parent_version: Version,
indexes: &indexes::Vecs,
options: StandardDeviationVecsOptions,
price: Option<&ComputedVecsFromDateIndex<Dollars>>,
price_vecs: Option<&price::Vecs>,
) -> Result<Self> {
let opts = VecBuilderOptions::default().add_last();
let version = parent_version + Version::ONE;
@@ -143,11 +143,12 @@ impl ComputedStandardDeviationVecsFromDateIndex {
// Create lazy USD vecs from price and band sources
macro_rules! lazy_usd {
($band:expr, $suffix:expr) => {
price
price_vecs
.map(|p| &p.timeindexes_to_price_close)
.zip($band.as_ref())
.filter(|_| options.price_bands())
.map(|(p, b)| {
LazyVecsFrom2FromDateIndex::from_computed::<PriceTimesRatio>(
LazyVecsFrom2FromDateIndex::from_computed::<ClosePriceTimesRatio>(
&format!("{name}_{}", $suffix),
version,
p,
crates/brk_computer/src/grouped/transforms.rs
+11
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@@ -135,6 +135,17 @@ impl BinaryTransform<Dollars, StoredF32, Dollars> for PriceTimesRatio {
}
}
/// Close<Dollars> * StoredF32 -> Dollars (price × ratio)
/// Same as PriceTimesRatio but accepts Close<Dollars> price source.
pub struct ClosePriceTimesRatio;
impl BinaryTransform<Close<Dollars>, StoredF32, Dollars> for ClosePriceTimesRatio {
#[inline(always)]
fn apply(price: Close<Dollars>, ratio: StoredF32) -> Dollars {
*price * ratio
}
}
/// Close<Dollars> * Sats -> Dollars (price × sats / 1e8)
/// Same as PriceTimesSats but accepts Close<Dollars> price source.
pub struct ClosePriceTimesSats;
crates/brk_computer/src/market/import.rs
+1
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@@ -65,6 +65,7 @@ impl Vecs {
version + v0,
indexes,
true,
price,
)?
};
}
crates/brk_computer/src/stateful/metrics/realized.rs
+1
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@@ -258,6 +258,7 @@ impl RealizedMetrics {
cfg.version + v0,
cfg.indexes,
extended,
cfg.price,
)?,
indexes_to_realized_price,
indexes_to_realized_cap_rel_to_own_market_cap: extended