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nym21
2025-05-31 20:45:59 +02:00
parent cfc3081e8a
commit f976f672cf
34 changed files with 2109 additions and 497 deletions
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58
crates/brk_computer/src/vecs/fetched.rs
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@@ -169,6 +169,7 @@ impl Vecs {
timeindexes_to_open: ComputedVecsFromDateIndex::forced_import(
path,
"open",
true,
version + VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_first(),
@@ -176,6 +177,7 @@ impl Vecs {
timeindexes_to_high: ComputedVecsFromDateIndex::forced_import(
path,
"high",
true,
version + VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_max(),
@@ -183,6 +185,7 @@ impl Vecs {
timeindexes_to_low: ComputedVecsFromDateIndex::forced_import(
path,
"low",
true,
version + VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_min(),
@@ -190,6 +193,7 @@ impl Vecs {
timeindexes_to_close: ComputedVecsFromDateIndex::forced_import(
path,
"close",
true,
version + VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -197,6 +201,7 @@ impl Vecs {
timeindexes_to_open_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"open_in_sats",
true,
version + VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_first(),
@@ -204,6 +209,7 @@ impl Vecs {
timeindexes_to_high_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"high_in_sats",
true,
version + VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_max(),
@@ -211,6 +217,7 @@ impl Vecs {
timeindexes_to_low_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"low_in_sats",
true,
version + VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_min(),
@@ -218,6 +225,7 @@ impl Vecs {
timeindexes_to_close_in_sats: ComputedVecsFromDateIndex::forced_import(
path,
"close_in_sats",
true,
version + VERSION + VERSION_IN_SATS + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -463,7 +471,7 @@ impl Vecs {
exit,
)?;
self.timeindexes_to_close.compute(
self.timeindexes_to_close.compute_all(
indexer,
indexes,
starting_indexes,
@@ -478,7 +486,7 @@ impl Vecs {
},
)?;
self.timeindexes_to_high.compute(
self.timeindexes_to_high.compute_all(
indexer,
indexes,
starting_indexes,
@@ -493,7 +501,7 @@ impl Vecs {
},
)?;
self.timeindexes_to_low.compute(
self.timeindexes_to_low.compute_all(
indexer,
indexes,
starting_indexes,
@@ -508,7 +516,7 @@ impl Vecs {
},
)?;
self.timeindexes_to_open.compute(
self.timeindexes_to_open.compute_all(
indexer,
indexes,
starting_indexes,
@@ -776,7 +784,7 @@ impl Vecs {
},
)?;
self.timeindexes_to_open_in_sats.compute(
self.timeindexes_to_open_in_sats.compute_all(
indexer,
indexes,
starting_indexes,
@@ -784,14 +792,14 @@ impl Vecs {
|v, _, _, starting_indexes, exit| {
v.compute_transform(
starting_indexes.dateindex,
&self.timeindexes_to_open.dateindex,
self.timeindexes_to_open.dateindex.as_ref().unwrap(),
|(i, open, ..)| (i, Open::new(Sats::ONE_BTC / *open)),
exit,
)
},
)?;
self.timeindexes_to_high_in_sats.compute(
self.timeindexes_to_high_in_sats.compute_all(
indexer,
indexes,
starting_indexes,
@@ -799,14 +807,14 @@ impl Vecs {
|v, _, _, starting_indexes, exit| {
v.compute_transform(
starting_indexes.dateindex,
&self.timeindexes_to_low.dateindex,
self.timeindexes_to_low.dateindex.as_ref().unwrap(),
|(i, low, ..)| (i, High::new(Sats::ONE_BTC / *low)),
exit,
)
},
)?;
self.timeindexes_to_low_in_sats.compute(
self.timeindexes_to_low_in_sats.compute_all(
indexer,
indexes,
starting_indexes,
@@ -814,14 +822,14 @@ impl Vecs {
|v, _, _, starting_indexes, exit| {
v.compute_transform(
starting_indexes.dateindex,
&self.timeindexes_to_high.dateindex,
self.timeindexes_to_high.dateindex.as_ref().unwrap(),
|(i, high, ..)| (i, Low::new(Sats::ONE_BTC / *high)),
exit,
)
},
)?;
self.timeindexes_to_close_in_sats.compute(
self.timeindexes_to_close_in_sats.compute_all(
indexer,
indexes,
starting_indexes,
@@ -829,7 +837,7 @@ impl Vecs {
|v, _, _, starting_indexes, exit| {
v.compute_transform(
starting_indexes.dateindex,
&self.timeindexes_to_close.dateindex,
self.timeindexes_to_close.dateindex.as_ref().unwrap(),
|(i, close, ..)| (i, Close::new(Sats::ONE_BTC / *close)),
exit,
)
@@ -856,12 +864,30 @@ impl Vecs {
exit,
)?;
let mut dateindex_first_iter = self.timeindexes_to_open_in_sats.dateindex.iter();
let mut dateindex_max_iter = self.timeindexes_to_high_in_sats.dateindex.iter();
let mut dateindex_min_iter = self.timeindexes_to_low_in_sats.dateindex.iter();
let mut dateindex_first_iter = self
.timeindexes_to_open_in_sats
.dateindex
.as_ref()
.unwrap()
.iter();
let mut dateindex_max_iter = self
.timeindexes_to_high_in_sats
.dateindex
.as_ref()
.unwrap()
.iter();
let mut dateindex_min_iter = self
.timeindexes_to_low_in_sats
.dateindex
.as_ref()
.unwrap()
.iter();
self.dateindex_to_ohlc_in_sats.compute_transform(
starting_indexes.dateindex,
&self.timeindexes_to_close_in_sats.dateindex,
self.timeindexes_to_close_in_sats
.dateindex
.as_ref()
.unwrap(),
|(i, close, ..)| {
(
i,