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HBS-0: revert 2 last commits (optimize fastSearch pine)
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stimofeev-tv committed Feb 16, 2024
1 parent 515dc95 commit 9008fbd
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Showing 4 changed files with 29 additions and 24 deletions.
17 changes: 10 additions & 7 deletions links/bond_close_days_back.pine.link
Original file line number Diff line number Diff line change
Expand Up @@ -5,11 +5,14 @@ yearYield = 365
dayAgoYield = timenow - 1000 * 60 * 60 * 24 * dayYield
monthAgoYield = timenow - 1000 * 60 * 60 * 24 * monthYield
yearAgoYield = timenow - 1000 * 60 * 60 * 24 * yearYield
countOfBars1DayAgoBond = fastSearchTimeIndex(dayAgoYield, dayYield)
countOfBars1MonthAgoBond = fastSearchTimeIndex(monthAgoYield, monthYield)
countOfBars1YearAgoBond = fastSearchTimeIndex(yearAgoYield, yearYield)
countOfBars1DayAgoBond = fastSearchN(time, dayAgoYield, dayYield)
countOfBars1MonthAgoBond = fastSearchN(time, monthAgoYield, monthYield)
countOfBars1YearAgoBond = fastSearchN(time, yearAgoYield, yearYield)

max_bars_back(close, yearYield)
plot(close[countOfBars1DayAgoBond], title="close_1_days_back")
plot(close[countOfBars1MonthAgoBond], title="close_30_days_back")
plot(close[countOfBars1YearAgoBond], title="close_365_days_back")
series = close
if bar_index == 0
series += series[yearYield] * 0 // max_bars_back

plot(series[countOfBars1DayAgoBond], title="close_1_days_back")
plot(series[countOfBars1MonthAgoBond], title="close_30_days_back")
plot(series[countOfBars1YearAgoBond], title="close_365_days_back")
32 changes: 17 additions & 15 deletions links/high_and_low.pine.link
Original file line number Diff line number Diff line change
Expand Up @@ -70,36 +70,38 @@ custom_highest_and_date(_x, _xt, len, maxbarsback) =>
res := x[i]
date := xt[i]
[res, date]
fastSearchTimeIndex(x, maxbarsback) =>
// max_bars_back(time, maxbarsback)
left = 0 * time[maxbarsback]
fastSearchN(_xs, x, maxbarsback) => // xs - sorted, ascending
xs = _xs
if bar_index == 0
xs += xs[maxbarsback] * 0 // max_bars_back
left = 0
right = math.min(bar_index, maxbarsback)
mid = 0
if time < x
if xs < x
0
else
for i = 0 to 9 by 1
mid := math.ceil((left + right) / 2)
if left == right
break
else if time[mid] < x
else if xs[mid] < x
right := mid
continue
else if time[mid] > x
else if xs[mid] > x
left := mid
continue
else
break
mid
years5 = 365 * 4 + 366
years5_ago = timenow - 1000 * 60 * 60 * 24 * years5
countOfBars5YearAgo = fastSearchTimeIndex(years5_ago, years5)
countOfBars5YearAgo = fastSearchN(time, years5_ago, years5)
years3 = 365 * 3
years3_ago = timenow - 1000 * 60 * 60 * 24 * years3
countOfBars3YearAgo = fastSearchTimeIndex(years3_ago, years3)
countOfBars3YearAgo = fastSearchN(time, years3_ago, years3)
weeks52 = 7 * 52
weeks52_ago = timenow - 1000 * 60 * 60 * 24 * weeks52
countOfBars52WeekAgo = fastSearchTimeIndex(weeks52_ago, weeks52)
countOfBars52WeekAgo = fastSearchN(time, weeks52_ago, weeks52)
[weeks52_low, weeks52_low_date] = custom_lowest_and_date(low, time, countOfBars52WeekAgo, weeks52)
plot(weeks52_low, title='price_52_week_low')
plot(weeks52_low_date, title='price_52_week_low_date')
Expand All @@ -108,7 +110,7 @@ plot(weeks52_high, title='price_52_week_high')
plot(weeks52_high_date, title='price_52_week_high_date')
month6 = 180
months6_ago = timenow - 1000 * 60 * 60 * 24 * month6
countOfBars6MonthAgo = fastSearchTimeIndex(months6_ago, month6)
countOfBars6MonthAgo = fastSearchN(time, months6_ago, month6)
[months6_low, months6_low_date] = custom_lowest_and_date(low, time, countOfBars6MonthAgo, month6)
plot(months6_low, title='Low.6M')
plot(months6_low_date, title='Low.6M.Date')
Expand All @@ -117,7 +119,7 @@ plot(months6_high, title='High.6M')
plot(months6_high_date, title='High.6M.Date')
month3 = 90
months3_ago = timenow - 1000 * 60 * 60 * 24 * month3
countOfBars3MonthAgo = fastSearchTimeIndex(months3_ago, month3)
countOfBars3MonthAgo = fastSearchN(time, months3_ago, month3)
[months3_low, months3_low_date] = custom_lowest_and_date(low, time, countOfBars3MonthAgo, month3)
plot(months3_low, title='Low.3M')
plot(months3_low_date, title='Low.3M.Date')
Expand All @@ -127,8 +129,8 @@ plot(months3_high_date, title='High.3M.Date')
month1 = 30
month_ago_this_bar = time - 1000 * 60 * 60 * 24 * month1
month_ago = timenow - 1000 * 60 * 60 * 24 * month1
countOfBars1MonthAgo = fastSearchTimeIndex(month_ago, month1)
countOfBars1MonthAgoThisBar = fastSearchTimeIndex(month_ago_this_bar, month1)
countOfBars1MonthAgo = fastSearchN(time, month_ago, month1)
countOfBars1MonthAgoThisBar = fastSearchN(time, month_ago_this_bar, month1)
[month1_low, month1_low_date] = custom_lowest_and_date(low, time, countOfBars1MonthAgo, month1)
plot(month1_low, title='Low.1M')
plot(month1_low_date, title='Low.1M.Date')
Expand All @@ -138,8 +140,8 @@ plot(month1_high_date, title='High.1M.Date')
week1 = 7
week_ago = timenow - 1000 * 60 * 60 * 24 * week1
week_ago_this_bar = time - 1000 * 60 * 60 * 24 * week1
countOfBarsWeekAgo = fastSearchTimeIndex(week_ago, week1)
countOfBarsWeekAgoThisBar = fastSearchTimeIndex(week_ago_this_bar, week1)
countOfBarsWeekAgo = fastSearchN(time, week_ago, week1)
countOfBarsWeekAgoThisBar = fastSearchN(time, week_ago_this_bar, week1)
[week1_low] = custom_lowest_and_date(low, time, countOfBarsWeekAgo, week1)
plot(week1_low, title='Low.5D')
[week1_high] = custom_highest_and_date(high, time, countOfBarsWeekAgo, week1)
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2 changes: 1 addition & 1 deletion links/performance_crypto.pine.link
Original file line number Diff line number Diff line change
Expand Up @@ -22,7 +22,7 @@ plot(perf6M, title='Perf.6M')
plot(perf6M_USD, title='Perf.6M.USD')
oneYear = 365
oneYearAgo = timenow - 1000 * 60 * 60 * 24 * oneYear
barsCountOneYear = fastSearchTimeIndex(oneYearAgo, oneYear)
barsCountOneYear = fastSearchN(time, oneYearAgo, oneYear)
perfY = rr(barsCountOneYear, oneYear)
perfY_USD = request.security(syminfo.tickerid, "D", perfY, lookahead = barmerge.lookahead_off, currency = "USD", ignore_invalid_symbol=true)
plot(perfY, title='Perf.Y')
Expand Down
2 changes: 1 addition & 1 deletion links/performance_stocks.pine.link
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
// Perf.<W | 1M | 3M | 6M | Y | 5Y | YTD>
oneYear = 365
oneYearAgo = timenow - 1000 * 60 * 60 * 24 * oneYear
barsCountOneYear = fastSearchTimeIndex(oneYearAgo, oneYear)
barsCountOneYear = fastSearchN(time, oneYearAgo, oneYear)
perfYTD = perfYTD()
plot((close - open[4]) / open[4] * 100, title='Perf.5D')
plot(rr(countOfBarsWeekAgo, week1), title='Perf.W')
Expand Down

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