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brk/crates/brk_computer/src/market.rs
nym21 1c6ece48a8 global: traversable
2025-10-05 23:40:04 +02:00

2330 lines
86 KiB
Rust
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use std::{path::Path, thread};
use brk_error::Result;
use brk_structs::{Date, DateIndex, Dollars, Height, Sats, StoredF32, StoredU16, Version};
use brk_traversable::Traversable;
use vecdb::{Database, EagerVec, Exit, PAGE_SIZE, StoredIndex, VecIterator};
use crate::{
grouped::{ComputedStandardDeviationVecsFromDateIndex, Source, StandardDeviationVecsOptions},
price,
traits::{ComputeDCAAveragePriceViaLen, ComputeDCAStackViaLen, ComputeDrawdown},
};
use super::{
Indexes,
grouped::{ComputedRatioVecsFromDateIndex, ComputedVecsFromDateIndex, VecBuilderOptions},
indexes,
};
#[derive(Clone, Traversable)]
pub struct Vecs {
db: Database,
pub height_to_price_ath: EagerVec<Height, Dollars>,
pub height_to_price_drawdown: EagerVec<Height, StoredF32>,
pub indexes_to_price_ath: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_drawdown: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_days_since_price_ath: ComputedVecsFromDateIndex<StoredU16>,
pub indexes_to_max_days_between_price_aths: ComputedVecsFromDateIndex<StoredU16>,
pub indexes_to_max_years_between_price_aths: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_1d_returns_1w_sd: ComputedStandardDeviationVecsFromDateIndex,
pub indexes_to_1d_returns_1m_sd: ComputedStandardDeviationVecsFromDateIndex,
pub indexes_to_1d_returns_1y_sd: ComputedStandardDeviationVecsFromDateIndex,
pub indexes_to_price_1w_volatility: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1m_volatility: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1y_volatility: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1w_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1w_max: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_2w_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_2w_max: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1m_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1m_max: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1y_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1y_max: ComputedVecsFromDateIndex<Dollars>,
pub dateindex_to_price_true_range: EagerVec<DateIndex, StoredF32>,
pub dateindex_to_price_true_range_2w_sum: EagerVec<DateIndex, StoredF32>,
pub indexes_to_price_2w_choppiness_index: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1w_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_8d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_13d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_21d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_1m_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_34d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_55d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_89d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_144d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_200d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_1y_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_2y_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_200w_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_4y_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_1w_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_8d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_13d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_21d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_1m_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_34d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_55d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_89d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_144d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_200d_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_1y_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_2y_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_200w_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_4y_ema: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_200d_sma_x2_4: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_200d_sma_x0_8: ComputedVecsFromDateIndex<Dollars>,
pub price_1d_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_1w_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_1m_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_3m_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_6m_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_1y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_2y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_3y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_4y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_5y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_6y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_8y_ago: ComputedVecsFromDateIndex<Dollars>,
pub price_10y_ago: ComputedVecsFromDateIndex<Dollars>,
pub _1d_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _1w_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _1m_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _3m_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _6m_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _1y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _2y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _3y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _4y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _5y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _6y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _8y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _10y_price_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _2y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _3y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _4y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _5y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _6y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _8y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _10y_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _1w_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _1m_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _3m_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _6m_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _1y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _2y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _3y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _4y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _5y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _6y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _8y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _10y_dca_stack: ComputedVecsFromDateIndex<Sats>,
pub _1w_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _1m_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _3m_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _6m_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _1y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _2y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _3y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _4y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _5y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _6y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _8y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _10y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub _1w_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _1m_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _3m_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _6m_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _1y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _2y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _3y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _4y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _5y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _6y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _8y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _10y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
pub _2y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _3y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _4y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _5y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _6y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _8y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub _10y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2025_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2024_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2023_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2022_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2021_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2020_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2019_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2018_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2017_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2016_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2015_stack: ComputedVecsFromDateIndex<Sats>,
pub dca_class_2025_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2024_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2023_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2022_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2021_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2020_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2019_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2018_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2017_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2016_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2015_avg_price: ComputedVecsFromDateIndex<Dollars>,
pub dca_class_2025_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2024_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2023_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2022_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2021_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2020_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2019_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2018_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2017_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2016_returns: ComputedVecsFromDateIndex<StoredF32>,
pub dca_class_2015_returns: ComputedVecsFromDateIndex<StoredF32>,
}
impl Vecs {
pub fn forced_import(
parent_path: &Path,
parent_version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let db = Database::open(&parent_path.join("market"))?;
db.set_min_len(PAGE_SIZE * 1_000_000)?;
let version = parent_version + Version::ZERO;
let this = Self {
height_to_price_ath: EagerVec::forced_import_compressed(
&db,
"price_ath",
version + Version::ZERO,
)?,
height_to_price_drawdown: EagerVec::forced_import_compressed(
&db,
"price_drawdown",
version + Version::ZERO,
)?,
indexes_to_price_ath: ComputedVecsFromDateIndex::forced_import(
&db,
"price_ath",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_drawdown: ComputedVecsFromDateIndex::forced_import(
&db,
"price_drawdown",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_1d_returns_1w_sd: ComputedStandardDeviationVecsFromDateIndex::forced_import(
&db,
"1d_returns_1w_sd",
7,
Source::Compute,
version + Version::ONE,
indexes,
StandardDeviationVecsOptions::default(),
)?,
indexes_to_1d_returns_1m_sd: ComputedStandardDeviationVecsFromDateIndex::forced_import(
&db,
"1d_returns_1m_sd",
30,
Source::Compute,
version + Version::ONE,
indexes,
StandardDeviationVecsOptions::default(),
)?,
indexes_to_1d_returns_1y_sd: ComputedStandardDeviationVecsFromDateIndex::forced_import(
&db,
"1d_returns_1y_sd",
365,
Source::Compute,
version + Version::ONE,
indexes,
StandardDeviationVecsOptions::default(),
)?,
indexes_to_price_1w_volatility: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1w_volatility",
Source::Compute,
version + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1m_volatility: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1m_volatility",
Source::Compute,
version + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1y_volatility: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1y_volatility",
Source::Compute,
version + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_days_since_price_ath: ComputedVecsFromDateIndex::forced_import(
&db,
"days_since_price_ath",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_max_days_between_price_aths: ComputedVecsFromDateIndex::forced_import(
&db,
"max_days_between_price_aths",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_max_years_between_price_aths: ComputedVecsFromDateIndex::forced_import(
&db,
"max_years_between_price_aths",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1w_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_1w_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_8d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_8d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_13d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_13d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_21d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_21d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_1m_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_1m_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_34d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_34d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_55d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_55d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_89d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_89d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_144d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_144d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_200d_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_200d_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_1y_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_1y_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_2y_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_2y_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_200w_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_200w_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_4y_sma: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_4y_sma",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_1w_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_1w_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_8d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_8d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_13d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_13d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_21d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_21d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_1m_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_1m_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_34d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_34d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_55d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_55d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_89d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_89d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_144d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_144d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_200d_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_200d_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_1y_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_1y_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_2y_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_2y_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_200w_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_200w_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
indexes_to_price_4y_ema: ComputedRatioVecsFromDateIndex::forced_import(
&db,
"price_4y_ema",
Source::Compute,
version + Version::ZERO,
indexes,
true,
)?,
_1d_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1d_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1w_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1w_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1m_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1m_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3m_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"3m_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6m_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"6m_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_2y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"2y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"3y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_4y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"4y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_5y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"5y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"6y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_8y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"8y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_10y_price_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"10y_price_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_2y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"2y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"3y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_4y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"4y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_5y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"5y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"6y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_8y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"8y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_10y_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"10y_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1w_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1w_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1m_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1m_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3m_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"3m_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6m_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"6m_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"1y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_2y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"2y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"3y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_4y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"4y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_5y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"5y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"6y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_8y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"8y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_10y_dca_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"10y_dca_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_2y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"2y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"3y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_4y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"4y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_5y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"5y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"6y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_8y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"8y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_10y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
&db,
"10y_dca_cagr",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1w_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"1w_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1m_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"1m_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3m_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"3m_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6m_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"6m_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"1y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_2y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"2y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"3y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_4y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"4y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_5y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"5y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"6y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_8y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"8y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_10y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"10y_dca_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_1d_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1d_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_1w_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1w_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_1m_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1m_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_3m_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_3m_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_6m_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_6m_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_1y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_2y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_3y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_3y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_4y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_4y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_5y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_5y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_6y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_6y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_8y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_8y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
price_10y_ago: ComputedVecsFromDateIndex::forced_import(
&db,
"price_10y_ago",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1w_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"1w_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1m_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"1m_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3m_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"3m_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6m_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"6m_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_1y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"1y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_2y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"2y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_3y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"3y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_4y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"4y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_5y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"5y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_6y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"6y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_8y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"8y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
_10y_dca_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"10y_dca_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2025_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2025_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2024_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2024_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2023_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2023_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2022_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2022_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2021_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2021_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2020_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2020_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2019_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2019_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2018_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2018_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2017_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2017_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2016_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2016_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2015_stack: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2015_stack",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2025_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2025_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2024_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2024_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2023_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2023_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2022_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2022_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2021_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2021_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2020_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2020_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2019_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2019_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2018_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2018_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2017_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2017_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2016_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2016_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2015_avg_price: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2015_avg_price",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2025_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2025_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2024_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2024_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2023_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2023_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2022_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2022_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2021_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2021_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2020_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2020_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2019_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2019_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2018_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2018_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2017_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2017_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2016_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2016_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dca_class_2015_returns: ComputedVecsFromDateIndex::forced_import(
&db,
"dca_class_2015_returns",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_200d_sma_x2_4: ComputedVecsFromDateIndex::forced_import(
&db,
"price_200d_sma_x2_4",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_200d_sma_x0_8: ComputedVecsFromDateIndex::forced_import(
&db,
"price_200d_sma_x0_8",
Source::Compute,
version + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
dateindex_to_price_true_range: EagerVec::forced_import_compressed(
&db,
"price_true_range",
version + Version::ZERO,
)?,
dateindex_to_price_true_range_2w_sum: EagerVec::forced_import_compressed(
&db,
"price_true_range_2w_sum",
version + Version::ZERO,
)?,
indexes_to_price_1w_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1w_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1w_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1w_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_2w_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2w_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_2w_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2w_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1m_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1m_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1m_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1m_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1y_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1y_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1y_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1y_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_2w_choppiness_index: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2w_choppiness_index",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
db,
};
this.db.retain_regions(
this.iter_any_collectable()
.flat_map(|v| v.region_names())
.collect(),
)?;
Ok(this)
}
pub fn compute(
&mut self,
price: &price::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
self.compute_(price, starting_indexes, exit)?;
self.db.flush_then_punch()?;
Ok(())
}
fn compute_(
&mut self,
price: &price::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
self.height_to_price_ath.compute_all_time_high(
starting_indexes.height,
&price.chainindexes_to_price_high.height,
exit,
)?;
self.height_to_price_drawdown.compute_drawdown(
starting_indexes.height,
&price.chainindexes_to_price_close.height,
&self.height_to_price_ath,
exit,
)?;
self.indexes_to_price_ath
.compute_all(starting_indexes, exit, |v| {
v.compute_all_time_high(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
exit,
)?;
Ok(())
})?;
self.indexes_to_price_drawdown
.compute_all(starting_indexes, exit, |v| {
v.compute_drawdown(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
self.indexes_to_price_ath.dateindex.as_ref().unwrap(),
exit,
)?;
Ok(())
})?;
self.indexes_to_days_since_price_ath
.compute_all(starting_indexes, exit, |v| {
let mut high_iter = price
.timeindexes_to_price_high
.dateindex
.as_ref()
.unwrap()
.into_iter();
let mut prev = None;
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_price_ath.dateindex.as_ref().unwrap(),
|(i, ath, slf)| {
if prev.is_none() {
let i = i.unwrap_to_usize();
prev.replace(if i > 0 {
slf.into_iter().unwrap_get_inner_(i - 1)
} else {
StoredU16::default()
});
}
let days = if *high_iter.unwrap_get_inner(i) == ath {
StoredU16::default()
} else {
prev.unwrap() + StoredU16::new(1)
};
prev.replace(days);
(i, days)
},
exit,
)?;
Ok(())
})?;
self.indexes_to_max_days_between_price_aths
.compute_all(starting_indexes, exit, |v| {
let mut prev = None;
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_days_since_price_ath
.dateindex
.as_ref()
.unwrap(),
|(i, days, slf)| {
if prev.is_none() {
let i = i.unwrap_to_usize();
prev.replace(if i > 0 {
slf.into_iter().unwrap_get_inner_(i - 1)
} else {
StoredU16::ZERO
});
}
let max = prev.unwrap().max(days);
prev.replace(max);
(i, max)
},
exit,
)?;
Ok(())
})?;
self.indexes_to_max_years_between_price_aths
.compute_all(starting_indexes, exit, |v| {
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_max_days_between_price_aths
.dateindex
.as_ref()
.unwrap(),
|(i, max, ..)| (i, StoredF32::from(*max as f64 / 365.0)),
exit,
)?;
Ok(())
})?;
[
(1, &mut self.price_1d_ago, &mut self._1d_price_returns, None),
(7, &mut self.price_1w_ago, &mut self._1w_price_returns, None),
(
30,
&mut self.price_1m_ago,
&mut self._1m_price_returns,
None,
),
(
3 * 30,
&mut self.price_3m_ago,
&mut self._3m_price_returns,
None,
),
(
6 * 30,
&mut self.price_6m_ago,
&mut self._6m_price_returns,
None,
),
(
365,
&mut self.price_1y_ago,
&mut self._1y_price_returns,
None,
),
(
2 * 365,
&mut self.price_2y_ago,
&mut self._2y_price_returns,
Some(&mut self._2y_cagr),
),
(
3 * 365,
&mut self.price_3y_ago,
&mut self._3y_price_returns,
Some(&mut self._3y_cagr),
),
(
4 * 365,
&mut self.price_4y_ago,
&mut self._4y_price_returns,
Some(&mut self._4y_cagr),
),
(
5 * 365,
&mut self.price_5y_ago,
&mut self._5y_price_returns,
Some(&mut self._5y_cagr),
),
(
6 * 365,
&mut self.price_6y_ago,
&mut self._6y_price_returns,
Some(&mut self._6y_cagr),
),
(
8 * 365,
&mut self.price_8y_ago,
&mut self._8y_price_returns,
Some(&mut self._8y_cagr),
),
(
10 * 365,
&mut self.price_10y_ago,
&mut self._10y_price_returns,
Some(&mut self._10y_cagr),
),
]
.into_iter()
.try_for_each(|(days, ago, returns, cagr)| -> Result<()> {
ago.compute_all(starting_indexes, exit, |v| {
v.compute_previous_value(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
returns.compute_all(starting_indexes, exit, |v| {
v.compute_percentage_change(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
if let Some(cagr) = cagr {
cagr.compute_all(starting_indexes, exit, |v| {
v.compute_cagr(
starting_indexes.dateindex,
returns.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
}
Ok(())
})?;
[
(
7,
&mut self._1w_dca_stack,
&mut self._1w_dca_avg_price,
&mut self._1w_dca_returns,
None,
),
(
30,
&mut self._1m_dca_stack,
&mut self._1m_dca_avg_price,
&mut self._1m_dca_returns,
None,
),
(
3 * 30,
&mut self._3m_dca_stack,
&mut self._3m_dca_avg_price,
&mut self._3m_dca_returns,
None,
),
(
6 * 30,
&mut self._6m_dca_stack,
&mut self._6m_dca_avg_price,
&mut self._6m_dca_returns,
None,
),
(
365,
&mut self._1y_dca_stack,
&mut self._1y_dca_avg_price,
&mut self._1y_dca_returns,
None,
),
(
2 * 365,
&mut self._2y_dca_stack,
&mut self._2y_dca_avg_price,
&mut self._2y_dca_returns,
Some(&mut self._2y_dca_cagr),
),
(
3 * 365,
&mut self._3y_dca_stack,
&mut self._3y_dca_avg_price,
&mut self._3y_dca_returns,
Some(&mut self._3y_dca_cagr),
),
(
4 * 365,
&mut self._4y_dca_stack,
&mut self._4y_dca_avg_price,
&mut self._4y_dca_returns,
Some(&mut self._4y_dca_cagr),
),
(
5 * 365,
&mut self._5y_dca_stack,
&mut self._5y_dca_avg_price,
&mut self._5y_dca_returns,
Some(&mut self._5y_dca_cagr),
),
(
6 * 365,
&mut self._6y_dca_stack,
&mut self._6y_dca_avg_price,
&mut self._6y_dca_returns,
Some(&mut self._6y_dca_cagr),
),
(
8 * 365,
&mut self._8y_dca_stack,
&mut self._8y_dca_avg_price,
&mut self._8y_dca_returns,
Some(&mut self._8y_dca_cagr),
),
(
10 * 365,
&mut self._10y_dca_stack,
&mut self._10y_dca_avg_price,
&mut self._10y_dca_returns,
Some(&mut self._10y_dca_cagr),
),
]
.into_iter()
.try_for_each(
|(days, dca_stack, dca_avg_price, dca_returns, dca_cagr)| -> Result<()> {
dca_stack.compute_all(starting_indexes, exit, |v| {
v.compute_dca_stack_via_len(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
dca_avg_price.compute_all(starting_indexes, exit, |v| {
v.compute_dca_avg_price_via_len(
starting_indexes.dateindex,
dca_stack.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
dca_returns.compute_all(starting_indexes, exit, |v| {
v.compute_percentage_difference(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
dca_avg_price.dateindex.as_ref().unwrap(),
exit,
)?;
Ok(())
})?;
if let Some(dca_cagr) = dca_cagr {
dca_cagr.compute_all(starting_indexes, exit, |v| {
v.compute_cagr(
starting_indexes.dateindex,
dca_returns.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
}
Ok(())
},
)?;
[
(
2015,
&mut self.dca_class_2015_avg_price,
&mut self.dca_class_2015_returns,
&mut self.dca_class_2015_stack,
),
(
2016,
&mut self.dca_class_2016_avg_price,
&mut self.dca_class_2016_returns,
&mut self.dca_class_2016_stack,
),
(
2017,
&mut self.dca_class_2017_avg_price,
&mut self.dca_class_2017_returns,
&mut self.dca_class_2017_stack,
),
(
2018,
&mut self.dca_class_2018_avg_price,
&mut self.dca_class_2018_returns,
&mut self.dca_class_2018_stack,
),
(
2019,
&mut self.dca_class_2019_avg_price,
&mut self.dca_class_2019_returns,
&mut self.dca_class_2019_stack,
),
(
2020,
&mut self.dca_class_2020_avg_price,
&mut self.dca_class_2020_returns,
&mut self.dca_class_2020_stack,
),
(
2021,
&mut self.dca_class_2021_avg_price,
&mut self.dca_class_2021_returns,
&mut self.dca_class_2021_stack,
),
(
2022,
&mut self.dca_class_2022_avg_price,
&mut self.dca_class_2022_returns,
&mut self.dca_class_2022_stack,
),
(
2023,
&mut self.dca_class_2023_avg_price,
&mut self.dca_class_2023_returns,
&mut self.dca_class_2023_stack,
),
(
2024,
&mut self.dca_class_2024_avg_price,
&mut self.dca_class_2024_returns,
&mut self.dca_class_2024_stack,
),
(
2025,
&mut self.dca_class_2025_avg_price,
&mut self.dca_class_2025_returns,
&mut self.dca_class_2025_stack,
),
]
.into_iter()
.try_for_each(|(year, avg_price, returns, stack)| -> Result<()> {
let dateindex = DateIndex::try_from(Date::new(year, 1, 1)).unwrap();
stack.compute_all(starting_indexes, exit, |v| {
v.compute_dca_stack_via_from(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
dateindex,
exit,
)?;
Ok(())
})?;
avg_price.compute_all(starting_indexes, exit, |v| {
v.compute_dca_avg_price_via_from(
starting_indexes.dateindex,
stack.dateindex.as_ref().unwrap(),
dateindex,
exit,
)?;
Ok(())
})?;
returns.compute_all(starting_indexes, exit, |v| {
v.compute_percentage_difference(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
avg_price.dateindex.as_ref().unwrap(),
exit,
)?;
Ok(())
})?;
Ok(())
})?;
thread::scope(|s| -> Result<()> {
[
(
&mut self.indexes_to_price_1w_sma,
&mut self.indexes_to_price_1w_ema,
7,
),
(
&mut self.indexes_to_price_8d_sma,
&mut self.indexes_to_price_8d_ema,
8,
),
(
&mut self.indexes_to_price_13d_sma,
&mut self.indexes_to_price_13d_ema,
13,
),
(
&mut self.indexes_to_price_21d_sma,
&mut self.indexes_to_price_21d_ema,
21,
),
(
&mut self.indexes_to_price_1m_sma,
&mut self.indexes_to_price_1m_ema,
30,
),
(
&mut self.indexes_to_price_34d_sma,
&mut self.indexes_to_price_34d_ema,
34,
),
(
&mut self.indexes_to_price_55d_sma,
&mut self.indexes_to_price_55d_ema,
55,
),
(
&mut self.indexes_to_price_89d_sma,
&mut self.indexes_to_price_89d_ema,
89,
),
(
&mut self.indexes_to_price_144d_sma,
&mut self.indexes_to_price_144d_ema,
144,
),
(
&mut self.indexes_to_price_200d_sma,
&mut self.indexes_to_price_200d_ema,
200,
),
(
&mut self.indexes_to_price_1y_sma,
&mut self.indexes_to_price_1y_ema,
365,
),
(
&mut self.indexes_to_price_2y_sma,
&mut self.indexes_to_price_2y_ema,
2 * 365,
),
(
&mut self.indexes_to_price_200w_sma,
&mut self.indexes_to_price_200w_ema,
200 * 7,
),
(
&mut self.indexes_to_price_4y_sma,
&mut self.indexes_to_price_4y_ema,
4 * 365,
),
]
.into_iter()
.for_each(|(sma, ema, days)| {
s.spawn(move || -> Result<()> {
sma.compute_all(price, starting_indexes, exit, |v| {
v.compute_sma(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})?;
ema.compute_all(price, starting_indexes, exit, |v| {
v.compute_ema(
starting_indexes.dateindex,
price.timeindexes_to_price_close.dateindex.as_ref().unwrap(),
days,
exit,
)?;
Ok(())
})
});
});
Ok(())
})?;
self.indexes_to_price_200d_sma_x0_8
.compute_all(starting_indexes, exit, |v| {
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_price_200d_sma
.price
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
|(i, v, ..)| (i, v * 0.8),
exit,
)?;
Ok(())
})?;
self.indexes_to_price_200d_sma_x2_4
.compute_all(starting_indexes, exit, |v| {
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_price_200d_sma
.price
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
|(i, v, ..)| (i, v * 2.4),
exit,
)?;
Ok(())
})?;
self.indexes_to_1d_returns_1w_sd.compute_all(
starting_indexes,
exit,
self._1d_price_returns.dateindex.as_ref().unwrap(),
None as Option<&EagerVec<DateIndex, Dollars>>,
)?;
self.indexes_to_1d_returns_1m_sd.compute_all(
starting_indexes,
exit,
self._1d_price_returns.dateindex.as_ref().unwrap(),
None as Option<&EagerVec<DateIndex, Dollars>>,
)?;
self.indexes_to_1d_returns_1y_sd.compute_all(
starting_indexes,
exit,
self._1d_price_returns.dateindex.as_ref().unwrap(),
None as Option<&EagerVec<DateIndex, Dollars>>,
)?;
self.indexes_to_price_1w_volatility
.compute_all(starting_indexes, exit, |v| {
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_1d_returns_1w_sd
.sd
.dateindex
.as_ref()
.unwrap(),
|(i, v, ..)| (i, (*v * 7.0_f32.sqrt()).into()),
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1m_volatility
.compute_all(starting_indexes, exit, |v| {
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_1d_returns_1m_sd
.sd
.dateindex
.as_ref()
.unwrap(),
|(i, v, ..)| (i, (*v * 30.0_f32.sqrt()).into()),
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1y_volatility
.compute_all(starting_indexes, exit, |v| {
v.compute_transform(
starting_indexes.dateindex,
self.indexes_to_1d_returns_1y_sd
.sd
.dateindex
.as_ref()
.unwrap(),
|(i, v, ..)| (i, (*v * 365.0_f32.sqrt()).into()),
exit,
)?;
Ok(())
})?;
self.dateindex_to_price_true_range.compute_transform3(
starting_indexes.dateindex,
price.timeindexes_to_price_open.dateindex.as_ref().unwrap(),
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
|(i, open, high, low, ..)| {
let high_min_low = **high - **low;
let high_min_open = (**high - **open).abs();
let low_min_open = (**low - **open).abs();
(i, high_min_low.max(high_min_open).max(low_min_open).into())
},
exit,
)?;
self.dateindex_to_price_true_range_2w_sum.compute_sum(
starting_indexes.dateindex,
&self.dateindex_to_price_true_range,
14,
exit,
)?;
self.indexes_to_price_1w_max
.compute_all(starting_indexes, exit, |v| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
7,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1w_min
.compute_all(starting_indexes, exit, |v| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
7,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_2w_max
.compute_all(starting_indexes, exit, |v| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
14,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_2w_min
.compute_all(starting_indexes, exit, |v| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
14,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1m_max
.compute_all(starting_indexes, exit, |v| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
30,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1m_min
.compute_all(starting_indexes, exit, |v| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
30,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1y_max
.compute_all(starting_indexes, exit, |v| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
365,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_1y_min
.compute_all(starting_indexes, exit, |v| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
365,
exit,
)?;
Ok(())
})?;
self.indexes_to_price_2w_choppiness_index
.compute_all(starting_indexes, exit, |v| {
let n = 14;
let log10n = (n as f32).log10();
v.compute_transform3(
starting_indexes.dateindex,
&self.dateindex_to_price_true_range_2w_sum,
self.indexes_to_price_2w_max.dateindex.as_ref().unwrap(),
self.indexes_to_price_2w_min.dateindex.as_ref().unwrap(),
|(i, tr_sum, max, min, ..)| {
(
i,
StoredF32::from(
100.0 * (*tr_sum / (*max - *min) as f32).log10() / log10n,
),
)
},
exit,
)?;
Ok(())
})?;
Ok(())
}
}
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