use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Height, Indexes, StoredF32, Version};
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
use crate::{blocks, indexes, internal::StdDevPerBlockExtended};
use super::RatioSma;
#[derive(Traversable)]
pub struct RatioPerBlockStdDevBands<M: StorageMode = Rw> {
pub all: StdDevPerBlockExtended<M>,
pub _4y: StdDevPerBlockExtended<M>,
pub _2y: StdDevPerBlockExtended<M>,
pub _1y: StdDevPerBlockExtended<M>,
}
const VERSION: Version = Version::new(4);
impl RatioPerBlockStdDevBands {
pub(crate) fn forced_import(
db: &Database,
name: &str,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let v = version + VERSION;
macro_rules! import_sd {
($period:expr, $days:expr) => {
StdDevPerBlockExtended::forced_import(db, name, $period, $days, v, indexes)?
};
}
Ok(Self {
all: import_sd!("", usize::MAX),
_1y: import_sd!("1y", 365),
_2y: import_sd!("2y", 2 * 365),
_4y: import_sd!("4y", 4 * 365),
})
}
pub(crate) fn compute(
&mut self,
blocks: &blocks::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
ratio_source: &impl ReadableVec<Height, StoredF32>,
series_price: &impl ReadableVec<Height, Cents>,
sma: &RatioSma,
) -> Result<()> {
for (sd, sma_ratio) in [
(&mut self.all, &sma.all.ratio.height),
(&mut self._4y, &sma._4y.ratio.height),
(&mut self._2y, &sma._2y.ratio.height),
(&mut self._1y, &sma._1y.ratio.height),
] {
sd.compute_all(blocks, starting_indexes, exit, ratio_source, sma_ratio)?;
sd.compute_cents_bands(starting_indexes, series_price, sma_ratio, exit)?;
}
Ok(())
}
}