mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-05-21 07:14:47 -07:00
1780 lines
68 KiB
Rust
1780 lines
68 KiB
Rust
use std::{fs, path::Path, thread};
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use brk_core::{Date, DateIndex, Dollars, Sats, StoredF32, StoredUsize};
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use brk_exit::Exit;
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use brk_indexer::Indexer;
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use brk_vec::{AnyCollectableVec, Compressed, Computation, StoredIndex, VecIterator, Version};
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use super::{
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Indexes, fetched,
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grouped::{
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ComputedRatioVecsFromDateIndex, ComputedVecsFromDateIndex, StorableVecGeneatorOptions,
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},
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indexes, transactions,
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};
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const VERSION: Version = Version::new(0);
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#[derive(Clone)]
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pub struct Vecs {
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pub indexes_to_marketcap: ComputedVecsFromDateIndex<Dollars>,
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pub indexes_to_ath: ComputedVecsFromDateIndex<Dollars>,
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pub indexes_to_drawdown: ComputedVecsFromDateIndex<StoredF32>,
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pub indexes_to_days_since_ath: ComputedVecsFromDateIndex<StoredUsize>,
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pub indexes_to_max_days_between_ath: ComputedVecsFromDateIndex<StoredUsize>,
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pub indexes_to_max_years_between_ath: ComputedVecsFromDateIndex<StoredF32>,
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pub indexes_to_1w_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_8d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_13d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_21d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_1m_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_34d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_55d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_89d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_144d_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_1y_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_2y_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_200w_sma: ComputedRatioVecsFromDateIndex,
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pub indexes_to_4y_sma: ComputedRatioVecsFromDateIndex,
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pub price_1d_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_1w_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_1m_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_3m_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_6m_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_1y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_2y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_3y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_4y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_5y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_6y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_8y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub price_10y_ago: ComputedVecsFromDateIndex<Dollars>,
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pub _1d_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _1w_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _1m_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _3m_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _6m_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _1y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _2y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _3y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _4y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _5y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _6y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _8y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _10y_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _2y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _3y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _4y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _5y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _6y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _8y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _10y_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _1w_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _1m_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _3m_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _6m_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _1y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _2y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _3y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _4y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _5y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _6y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _8y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _10y_dca_stack: ComputedVecsFromDateIndex<Sats>,
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pub _1w_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _1m_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _3m_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _6m_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _1y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _2y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _3y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _4y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _5y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _6y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _8y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _10y_dca_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub _1w_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _1m_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _3m_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _6m_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _1y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _2y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _3y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _4y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _5y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _6y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _8y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _10y_dca_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub _2y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _3y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _4y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _5y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _6y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _8y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub _10y_dca_cagr: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2025_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2024_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2023_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2022_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2021_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2020_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2019_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2018_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2017_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2016_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2015_stack: ComputedVecsFromDateIndex<Sats>,
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pub dca_class_2025_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2024_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2023_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2022_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2021_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2020_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2019_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2018_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2017_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2016_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2015_avg_price: ComputedVecsFromDateIndex<Dollars>,
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pub dca_class_2025_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2024_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2023_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2022_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2021_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2020_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2019_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2018_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2017_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2016_returns: ComputedVecsFromDateIndex<StoredF32>,
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pub dca_class_2015_returns: ComputedVecsFromDateIndex<StoredF32>,
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}
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impl Vecs {
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pub fn forced_import(
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path: &Path,
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_computation: Computation,
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compressed: Compressed,
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) -> color_eyre::Result<Self> {
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fs::create_dir_all(path)?;
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Ok(Self {
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indexes_to_marketcap: ComputedVecsFromDateIndex::forced_import(
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path,
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"marketcap",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_ath: ComputedVecsFromDateIndex::forced_import(
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path,
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"ath",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_drawdown: ComputedVecsFromDateIndex::forced_import(
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path,
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"drawdown",
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Version::ONE,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_days_since_ath: ComputedVecsFromDateIndex::forced_import(
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path,
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"days_since_ath",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_max_days_between_ath: ComputedVecsFromDateIndex::forced_import(
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path,
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"max_days_between_ath",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_max_years_between_ath: ComputedVecsFromDateIndex::forced_import(
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path,
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"max_years_between_ath",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_1w_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"1w_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_8d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"8d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_13d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"13d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_21d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"21d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_1m_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"1m_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_34d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"34d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_55d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"55d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_89d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"89d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_144d_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"144d_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_1y_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"1y_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_2y_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"2y_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_200w_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"200w_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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indexes_to_4y_sma: ComputedRatioVecsFromDateIndex::forced_import(
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path,
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"4y_sma",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_1d_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"1d_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_1w_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"1w_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_1m_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"1m_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_3m_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"3m_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_6m_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"6m_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_1y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"1y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_2y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"2y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_3y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"3y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_4y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"4y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_5y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"5y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_6y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"6y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_8y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"8y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_10y_returns: ComputedVecsFromDateIndex::forced_import(
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path,
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"10y_returns",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_2y_cagr: ComputedVecsFromDateIndex::forced_import(
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path,
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"2y_cagr",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
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_3y_cagr: ComputedVecsFromDateIndex::forced_import(
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path,
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"3y_cagr",
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VERSION + Version::ZERO,
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compressed,
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StorableVecGeneatorOptions::default().add_last(),
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)?,
|
|
_4y_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"4y_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_5y_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"5y_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6y_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6y_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_8y_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"8y_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_10y_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"10y_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
|
|
_1w_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1w_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1m_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1m_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3m_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3m_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6m_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6m_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_2y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"2y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_4y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"4y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_5y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"5y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_8y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"8y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_10y_dca_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"10y_dca_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_2y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"2y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_4y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"4y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_5y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"5y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_8y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"8y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_10y_dca_cagr: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"10y_dca_cagr",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1w_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1w_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1m_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1m_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3m_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3m_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6m_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6m_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_2y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"2y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_4y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"4y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_5y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"5y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_8y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"8y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_10y_dca_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"10y_dca_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_1d_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_1d_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_1w_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_1w_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_1m_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_1m_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_3m_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_3m_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_6m_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_6m_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_1y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_1y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_2y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_2y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_3y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_3y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_4y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_4y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_5y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_5y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_6y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_6y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_8y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_8y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
price_10y_ago: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"price_10y_ago",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1w_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1w_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1m_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1m_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3m_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3m_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6m_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6m_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_1y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"1y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_2y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"2y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_3y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"3y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_4y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"4y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_5y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"5y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_6y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"6y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_8y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"8y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
_10y_dca_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"10y_dca_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
|
|
dca_class_2025_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2025_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2024_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2024_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2023_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2023_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2022_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2022_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2021_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2021_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2020_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2020_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2019_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2019_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2018_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2018_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2017_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2017_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2016_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2016_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2015_stack: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2015_stack",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
|
|
dca_class_2025_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2025_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2024_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2024_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2023_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2023_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2022_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2022_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2021_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2021_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2020_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2020_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2019_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2019_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2018_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2018_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2017_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2017_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2016_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2016_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2015_avg_price: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2015_avg_price",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
|
|
dca_class_2025_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2025_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2024_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2024_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2023_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2023_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2022_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2022_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2021_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2021_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2020_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2020_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2019_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2019_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2018_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2018_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2017_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2017_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2016_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2016_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
dca_class_2015_returns: ComputedVecsFromDateIndex::forced_import(
|
|
path,
|
|
"dca_class_2015_returns",
|
|
VERSION + Version::ZERO,
|
|
compressed,
|
|
StorableVecGeneatorOptions::default().add_last(),
|
|
)?,
|
|
})
|
|
}
|
|
|
|
pub fn compute(
|
|
&mut self,
|
|
indexer: &Indexer,
|
|
indexes: &indexes::Vecs,
|
|
fetched: &fetched::Vecs,
|
|
transactions: &mut transactions::Vecs,
|
|
starting_indexes: &Indexes,
|
|
exit: &Exit,
|
|
) -> color_eyre::Result<()> {
|
|
self.indexes_to_marketcap.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
let mut total_subsidy_in_btc = transactions
|
|
.indexes_to_subsidy
|
|
.bitcoin
|
|
.dateindex
|
|
.unwrap_total()
|
|
.into_iter();
|
|
v.compute_transform(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
|(i, close, ..)| {
|
|
let supply = total_subsidy_in_btc.unwrap_get_inner(i);
|
|
(i, *close * supply)
|
|
},
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
self.indexes_to_ath.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
let mut prev = None;
|
|
v.compute_transform(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_high.dateindex,
|
|
|(i, high, 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 {
|
|
Dollars::ZERO
|
|
});
|
|
}
|
|
let ath = prev.unwrap().max(*high);
|
|
prev.replace(ath);
|
|
(i, ath)
|
|
},
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
self.indexes_to_drawdown.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
let mut close_iter = fetched.timeindexes_to_close.dateindex.into_iter();
|
|
|
|
v.compute_transform(
|
|
starting_indexes.dateindex,
|
|
&self.indexes_to_ath.dateindex,
|
|
|(i, ath, ..)| {
|
|
if ath == Dollars::ZERO {
|
|
return (i, StoredF32::default());
|
|
}
|
|
let close = *close_iter.unwrap_get_inner(i);
|
|
let drawdown = StoredF32::from((*ath - *close) / *ath * -100.0);
|
|
(i, drawdown)
|
|
},
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
self.indexes_to_days_since_ath.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
let mut high_iter = fetched.timeindexes_to_high.dateindex.into_iter();
|
|
let mut prev = None;
|
|
v.compute_transform(
|
|
starting_indexes.dateindex,
|
|
&self.indexes_to_ath.dateindex,
|
|
|(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 {
|
|
StoredUsize::default()
|
|
});
|
|
}
|
|
let days = if *high_iter.unwrap_get_inner(i) == ath {
|
|
StoredUsize::default()
|
|
} else {
|
|
prev.unwrap() + StoredUsize::from(1)
|
|
};
|
|
prev.replace(days);
|
|
(i, days)
|
|
},
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
self.indexes_to_max_days_between_ath.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
let mut prev = None;
|
|
v.compute_transform(
|
|
starting_indexes.dateindex,
|
|
&self.indexes_to_days_since_ath.dateindex,
|
|
|(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 {
|
|
StoredUsize::ZERO
|
|
});
|
|
}
|
|
let max = prev.unwrap().max(days);
|
|
prev.replace(max);
|
|
(i, max)
|
|
},
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
self.indexes_to_max_years_between_ath.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_transform(
|
|
starting_indexes.dateindex,
|
|
&self.indexes_to_max_days_between_ath.dateindex,
|
|
|(i, max, ..)| (i, StoredF32::from(*max as f64 / 365.0)),
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
[
|
|
(1, &mut self.price_1d_ago, &mut self._1d_returns, None),
|
|
(7, &mut self.price_1w_ago, &mut self._1w_returns, None),
|
|
(30, &mut self.price_1m_ago, &mut self._1m_returns, None),
|
|
(3 * 30, &mut self.price_3m_ago, &mut self._3m_returns, None),
|
|
(6 * 30, &mut self.price_6m_ago, &mut self._6m_returns, None),
|
|
(365, &mut self.price_1y_ago, &mut self._1y_returns, None),
|
|
(
|
|
2 * 365,
|
|
&mut self.price_2y_ago,
|
|
&mut self._2y_returns,
|
|
Some(&mut self._2y_cagr),
|
|
),
|
|
(
|
|
3 * 365,
|
|
&mut self.price_3y_ago,
|
|
&mut self._3y_returns,
|
|
Some(&mut self._3y_cagr),
|
|
),
|
|
(
|
|
4 * 365,
|
|
&mut self.price_4y_ago,
|
|
&mut self._4y_returns,
|
|
Some(&mut self._4y_cagr),
|
|
),
|
|
(
|
|
5 * 365,
|
|
&mut self.price_5y_ago,
|
|
&mut self._5y_returns,
|
|
Some(&mut self._5y_cagr),
|
|
),
|
|
(
|
|
6 * 365,
|
|
&mut self.price_6y_ago,
|
|
&mut self._6y_returns,
|
|
Some(&mut self._6y_cagr),
|
|
),
|
|
(
|
|
8 * 365,
|
|
&mut self.price_8y_ago,
|
|
&mut self._8y_returns,
|
|
Some(&mut self._8y_cagr),
|
|
),
|
|
(
|
|
10 * 365,
|
|
&mut self.price_10y_ago,
|
|
&mut self._10y_returns,
|
|
Some(&mut self._10y_cagr),
|
|
),
|
|
]
|
|
.into_iter()
|
|
.try_for_each(|(days, ago, returns, cagr)| -> color_eyre::Result<()> {
|
|
ago.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_previous_value(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
days,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
returns.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_percentage_change(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
days,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
if let Some(cagr) = cagr {
|
|
cagr.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_cagr(starting_indexes.dateindex, &returns.dateindex, days, exit)
|
|
},
|
|
)?;
|
|
}
|
|
|
|
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)| -> color_eyre::Result<()> {
|
|
dca_stack.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_dca_stack_via_len(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
days,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
dca_avg_price.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_dca_avg_price_via_len(
|
|
starting_indexes.dateindex,
|
|
&dca_stack.dateindex,
|
|
days,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
dca_returns.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_percentage_difference(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
&dca_avg_price.dateindex,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
if let Some(dca_cagr) = dca_cagr {
|
|
dca_cagr.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_cagr(
|
|
starting_indexes.dateindex,
|
|
&dca_returns.dateindex,
|
|
days,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
}
|
|
|
|
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)| -> color_eyre::Result<()> {
|
|
let dateindex = DateIndex::try_from(Date::new(year, 1, 1)).unwrap();
|
|
|
|
stack.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_dca_stack_via_from(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
dateindex,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
avg_price.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_dca_avg_price_via_from(
|
|
starting_indexes.dateindex,
|
|
&stack.dateindex,
|
|
dateindex,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
returns.compute(
|
|
indexer,
|
|
indexes,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_percentage_difference(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
&avg_price.dateindex,
|
|
exit,
|
|
)
|
|
},
|
|
)?;
|
|
|
|
Ok(())
|
|
},
|
|
)?;
|
|
|
|
thread::scope(|s| -> color_eyre::Result<()> {
|
|
[
|
|
(&mut self.indexes_to_1w_sma, 7),
|
|
(&mut self.indexes_to_8d_sma, 8),
|
|
(&mut self.indexes_to_13d_sma, 13),
|
|
(&mut self.indexes_to_21d_sma, 21),
|
|
(&mut self.indexes_to_1m_sma, 30),
|
|
(&mut self.indexes_to_34d_sma, 34),
|
|
(&mut self.indexes_to_55d_sma, 55),
|
|
(&mut self.indexes_to_89d_sma, 89),
|
|
(&mut self.indexes_to_144d_sma, 144),
|
|
(&mut self.indexes_to_1y_sma, 365),
|
|
(&mut self.indexes_to_2y_sma, 2 * 365),
|
|
(&mut self.indexes_to_200w_sma, 200 * 7),
|
|
(&mut self.indexes_to_4y_sma, 4 * 365),
|
|
]
|
|
.into_iter()
|
|
.for_each(|(vecs, sma)| {
|
|
s.spawn(move || -> color_eyre::Result<()> {
|
|
vecs.compute(
|
|
indexer,
|
|
indexes,
|
|
fetched,
|
|
starting_indexes,
|
|
exit,
|
|
|v, _, _, starting_indexes, exit| {
|
|
v.compute_sma(
|
|
starting_indexes.dateindex,
|
|
&fetched.timeindexes_to_close.dateindex,
|
|
sma,
|
|
exit,
|
|
)
|
|
},
|
|
)
|
|
});
|
|
});
|
|
Ok(())
|
|
})
|
|
}
|
|
|
|
pub fn vecs(&self) -> Vec<&dyn AnyCollectableVec> {
|
|
[
|
|
self.indexes_to_marketcap.vecs(),
|
|
self.indexes_to_ath.vecs(),
|
|
self.indexes_to_drawdown.vecs(),
|
|
self.indexes_to_days_since_ath.vecs(),
|
|
self.indexes_to_max_days_between_ath.vecs(),
|
|
self.indexes_to_max_years_between_ath.vecs(),
|
|
self.indexes_to_1w_sma.vecs(),
|
|
self.indexes_to_8d_sma.vecs(),
|
|
self.indexes_to_13d_sma.vecs(),
|
|
self.indexes_to_21d_sma.vecs(),
|
|
self.indexes_to_1m_sma.vecs(),
|
|
self.indexes_to_34d_sma.vecs(),
|
|
self.indexes_to_55d_sma.vecs(),
|
|
self.indexes_to_89d_sma.vecs(),
|
|
self.indexes_to_144d_sma.vecs(),
|
|
self.indexes_to_1y_sma.vecs(),
|
|
self.indexes_to_2y_sma.vecs(),
|
|
self.indexes_to_200w_sma.vecs(),
|
|
self.indexes_to_4y_sma.vecs(),
|
|
self.price_1d_ago.vecs(),
|
|
self.price_1w_ago.vecs(),
|
|
self.price_1m_ago.vecs(),
|
|
self.price_3m_ago.vecs(),
|
|
self.price_6m_ago.vecs(),
|
|
self.price_1y_ago.vecs(),
|
|
self.price_2y_ago.vecs(),
|
|
self.price_3y_ago.vecs(),
|
|
self.price_4y_ago.vecs(),
|
|
self.price_5y_ago.vecs(),
|
|
self.price_6y_ago.vecs(),
|
|
self.price_8y_ago.vecs(),
|
|
self.price_10y_ago.vecs(),
|
|
self._1d_returns.vecs(),
|
|
self._1w_returns.vecs(),
|
|
self._1m_returns.vecs(),
|
|
self._3m_returns.vecs(),
|
|
self._6m_returns.vecs(),
|
|
self._1y_returns.vecs(),
|
|
self._2y_returns.vecs(),
|
|
self._3y_returns.vecs(),
|
|
self._4y_returns.vecs(),
|
|
self._5y_returns.vecs(),
|
|
self._6y_returns.vecs(),
|
|
self._8y_returns.vecs(),
|
|
self._10y_returns.vecs(),
|
|
self._2y_cagr.vecs(),
|
|
self._3y_cagr.vecs(),
|
|
self._4y_cagr.vecs(),
|
|
self._5y_cagr.vecs(),
|
|
self._6y_cagr.vecs(),
|
|
self._8y_cagr.vecs(),
|
|
self._10y_cagr.vecs(),
|
|
self._1w_dca_returns.vecs(),
|
|
self._1m_dca_returns.vecs(),
|
|
self._3m_dca_returns.vecs(),
|
|
self._6m_dca_returns.vecs(),
|
|
self._1y_dca_returns.vecs(),
|
|
self._2y_dca_returns.vecs(),
|
|
self._3y_dca_returns.vecs(),
|
|
self._4y_dca_returns.vecs(),
|
|
self._5y_dca_returns.vecs(),
|
|
self._6y_dca_returns.vecs(),
|
|
self._8y_dca_returns.vecs(),
|
|
self._10y_dca_returns.vecs(),
|
|
self._2y_dca_cagr.vecs(),
|
|
self._3y_dca_cagr.vecs(),
|
|
self._4y_dca_cagr.vecs(),
|
|
self._5y_dca_cagr.vecs(),
|
|
self._6y_dca_cagr.vecs(),
|
|
self._8y_dca_cagr.vecs(),
|
|
self._10y_dca_cagr.vecs(),
|
|
self._1w_dca_avg_price.vecs(),
|
|
self._1m_dca_avg_price.vecs(),
|
|
self._3m_dca_avg_price.vecs(),
|
|
self._6m_dca_avg_price.vecs(),
|
|
self._1y_dca_avg_price.vecs(),
|
|
self._2y_dca_avg_price.vecs(),
|
|
self._3y_dca_avg_price.vecs(),
|
|
self._4y_dca_avg_price.vecs(),
|
|
self._5y_dca_avg_price.vecs(),
|
|
self._6y_dca_avg_price.vecs(),
|
|
self._8y_dca_avg_price.vecs(),
|
|
self._10y_dca_avg_price.vecs(),
|
|
self._1w_dca_stack.vecs(),
|
|
self._1m_dca_stack.vecs(),
|
|
self._3m_dca_stack.vecs(),
|
|
self._6m_dca_stack.vecs(),
|
|
self._1y_dca_stack.vecs(),
|
|
self._2y_dca_stack.vecs(),
|
|
self._3y_dca_stack.vecs(),
|
|
self._4y_dca_stack.vecs(),
|
|
self._5y_dca_stack.vecs(),
|
|
self._6y_dca_stack.vecs(),
|
|
self._8y_dca_stack.vecs(),
|
|
self._10y_dca_stack.vecs(),
|
|
self.dca_class_2025_stack.vecs(),
|
|
self.dca_class_2024_stack.vecs(),
|
|
self.dca_class_2023_stack.vecs(),
|
|
self.dca_class_2022_stack.vecs(),
|
|
self.dca_class_2021_stack.vecs(),
|
|
self.dca_class_2020_stack.vecs(),
|
|
self.dca_class_2019_stack.vecs(),
|
|
self.dca_class_2018_stack.vecs(),
|
|
self.dca_class_2017_stack.vecs(),
|
|
self.dca_class_2016_stack.vecs(),
|
|
self.dca_class_2015_stack.vecs(),
|
|
self.dca_class_2025_avg_price.vecs(),
|
|
self.dca_class_2024_avg_price.vecs(),
|
|
self.dca_class_2023_avg_price.vecs(),
|
|
self.dca_class_2022_avg_price.vecs(),
|
|
self.dca_class_2021_avg_price.vecs(),
|
|
self.dca_class_2020_avg_price.vecs(),
|
|
self.dca_class_2019_avg_price.vecs(),
|
|
self.dca_class_2018_avg_price.vecs(),
|
|
self.dca_class_2017_avg_price.vecs(),
|
|
self.dca_class_2016_avg_price.vecs(),
|
|
self.dca_class_2015_avg_price.vecs(),
|
|
self.dca_class_2025_returns.vecs(),
|
|
self.dca_class_2024_returns.vecs(),
|
|
self.dca_class_2023_returns.vecs(),
|
|
self.dca_class_2022_returns.vecs(),
|
|
self.dca_class_2021_returns.vecs(),
|
|
self.dca_class_2020_returns.vecs(),
|
|
self.dca_class_2019_returns.vecs(),
|
|
self.dca_class_2018_returns.vecs(),
|
|
self.dca_class_2017_returns.vecs(),
|
|
self.dca_class_2016_returns.vecs(),
|
|
self.dca_class_2015_returns.vecs(),
|
|
]
|
|
.concat()
|
|
}
|
|
}
|