brk_computer 0.3.0-beta.9

A Bitcoin dataset computer built on top of brk_indexer
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44

use brk_traversable::Traversable;
use brk_types::{BasisPoints16, BasisPoints32, StoredF32};
use vecdb::{Rw, StorageMode};

use crate::internal::{PerBlock, PercentPerBlock, RatioPerBlock, WindowsTo1m};

#[derive(Traversable)]
pub struct RsiChain<M: StorageMode = Rw> {
    #[traversable(hidden)]
    pub gains: PerBlock<StoredF32, M>,
    #[traversable(hidden)]
    pub losses: PerBlock<StoredF32, M>,
    #[traversable(hidden)]
    pub average_gain: PerBlock<StoredF32, M>,
    #[traversable(hidden)]
    pub average_loss: PerBlock<StoredF32, M>,
    pub rsi: PercentPerBlock<BasisPoints16, M>,
    #[traversable(hidden)]
    pub rsi_min: PercentPerBlock<BasisPoints16, M>,
    #[traversable(hidden)]
    pub rsi_max: PercentPerBlock<BasisPoints16, M>,
    #[traversable(hidden)]
    pub stoch_rsi: PercentPerBlock<BasisPoints16, M>,
    pub stoch_rsi_k: PercentPerBlock<BasisPoints16, M>,
    pub stoch_rsi_d: PercentPerBlock<BasisPoints16, M>,
}

#[derive(Traversable)]
pub struct MacdChain<M: StorageMode = Rw> {
    pub ema_fast: PerBlock<StoredF32, M>,
    pub ema_slow: PerBlock<StoredF32, M>,
    pub line: PerBlock<StoredF32, M>,
    pub signal: PerBlock<StoredF32, M>,
    pub histogram: PerBlock<StoredF32, M>,
}

#[derive(Traversable)]
pub struct Vecs<M: StorageMode = Rw> {
    pub rsi: WindowsTo1m<RsiChain<M>>,

    pub pi_cycle: RatioPerBlock<BasisPoints32, M>,

    pub macd: WindowsTo1m<MacdChain<M>>,
}