From bd4132e55c20a93d2db2fdba9c3db2ac039ea44f Mon Sep 17 00:00:00 2001 From: stimofeev Date: Tue, 20 Feb 2024 14:56:07 +0300 Subject: [PATCH] HBS-0: optimize high and low func (attempt 3) --- links/bond_close_days_back.pine.link | 6 +- links/high_and_low.pine.link | 109 ++++++++++++--------------- links/performance_crypto.pine.link | 5 +- links/performance_stocks.pine.link | 2 +- scanner.data.bonds.json | 2 +- scanner.data.coin.json | 2 +- scanner.data.crypto.json | 2 +- scanner.data.futures.json | 2 +- scanner.data.json | 2 +- 9 files changed, 61 insertions(+), 71 deletions(-) diff --git a/links/bond_close_days_back.pine.link b/links/bond_close_days_back.pine.link index 65193cd2c..d22e7ccd8 100644 --- a/links/bond_close_days_back.pine.link +++ b/links/bond_close_days_back.pine.link @@ -5,9 +5,9 @@ yearYield = 365 dayAgoYield = timenow - 1000 * 60 * 60 * 24 * dayYield monthAgoYield = timenow - 1000 * 60 * 60 * 24 * monthYield yearAgoYield = timenow - 1000 * 60 * 60 * 24 * yearYield -countOfBars1DayAgoBond = fastSearchN(time, dayAgoYield, dayYield) -countOfBars1MonthAgoBond = fastSearchN(time, monthAgoYield, monthYield) -countOfBars1YearAgoBond = fastSearchN(time, yearAgoYield, yearYield) +countOfBars1DayAgoBond = fastSearchTimeIndex(dayAgoYield, dayYield) +countOfBars1MonthAgoBond = fastSearchTimeIndex(monthAgoYield, monthYield) +countOfBars1YearAgoBond = fastSearchTimeIndex(yearAgoYield, yearYield) max_bars_back(close, yearYield) plot(close[countOfBars1DayAgoBond], title="close_1_days_back") diff --git a/links/high_and_low.pine.link b/links/high_and_low.pine.link index 24863e68c..912efac7a 100644 --- a/links/high_and_low.pine.link +++ b/links/high_and_low.pine.link @@ -26,68 +26,57 @@ plot(atl, title='Low.All.Calc') plot(atl_date, title='Low.All.Calc.Date') var firstOpen = open plot(firstOpen, title='Open.All.Calc') -custom_lowest_and_date(_x, _xt, len, maxbarsback) => - x = _x - xt = _xt/1000 - if bar_index == 0 - x += x[maxbarsback] * 0 // max_bars_back - xt += xt[maxbarsback] * 0 // max_bars_back +custom_lowest_and_date(len, maxbarsback) => + // max_bars_back(low, maxbarsback) + // max_bars_back(time, maxbarsback) + fake = low[maxbarsback] * time[maxbarsback] if len == 0 - [na, na] + [na + fake, na] else if len == 1 - [x, xt] + [low, time / 1000] else _len = len - if na(x[len + 1]) != true + if not na(low[len + 1]) _len -= 1 _len - res = x - res := x - date = xt + index = 0 for i = 0 to _len by 1 - if x[i] < res - res := x[i] - date := xt[i] - [res, date] -custom_highest_and_date(_x, _xt, len, maxbarsback) => - x = _x - xt = _xt/1000 - if bar_index == 0 - x += x[maxbarsback] * 0 // max_bars_back - xt += xt[maxbarsback] * 0 // max_bars_back + if low[i] < low[index] + index := i + [low[index], time[index] / 1000] +custom_highest_and_date(len, maxbarsback) => + // max_bars_back(high, maxbarsback) + // max_bars_back(time, maxbarsback) + fake = high[maxbarsback] * time[maxbarsback] if len == 0 - [na, na] + [na + fake, na] else if len == 1 - [x, xt] + [high, time / 1000] else _len = len - if na(x[len + 1]) != true + if not na(high[len + 1]) _len -= 1 - res = x - date = xt + index = 0 for i = 0 to _len by 1 - if x[i] > res - res := x[i] - date := xt[i] - [res, date] -fastSearchN(_xs, x, maxbarsback) => // xs - sorted, ascending - xs = _xs - if bar_index == 0 - xs += xs[maxbarsback] * 0 // max_bars_back - left = 0 + if high[i] > high[index] + index := i + [high[index], time[index] / 1000] +fastSearchTimeIndex(x, maxbarsback) => + // max_bars_back(time, maxbarsback) + mid = 0 * time[maxbarsback] right = math.min(bar_index, maxbarsback) - mid = 0 - if xs < x + left = 0 + if time < x 0 else for i = 0 to 9 by 1 mid := math.ceil((left + right) / 2) if left == right break - else if xs[mid] < x + else if time[mid] < x right := mid continue - else if xs[mid] > x + else if time[mid] > x left := mid continue else @@ -95,59 +84,59 @@ fastSearchN(_xs, x, maxbarsback) => // xs - sorted, ascending mid years10 = (365 * 4 + 366) * 2 years10_ago = timenow - 1000 * 60 * 60 * 24 * years10 -countOfBars10YearAgo = fastSearchN(time, years10_ago, years10) +countOfBars10YearAgo = fastSearchTimeIndex(years10_ago, years10) years5 = 365 * 4 + 366 years5_ago = timenow - 1000 * 60 * 60 * 24 * years5 -countOfBars5YearAgo = fastSearchN(time, years5_ago, years5) +countOfBars5YearAgo = fastSearchTimeIndex(years5_ago, years5) years3 = 365 * 3 years3_ago = timenow - 1000 * 60 * 60 * 24 * years3 -countOfBars3YearAgo = fastSearchN(time, years3_ago, years3) +countOfBars3YearAgo = fastSearchTimeIndex(years3_ago, years3) weeks52 = 7 * 52 weeks52_ago = timenow - 1000 * 60 * 60 * 24 * weeks52 -countOfBars52WeekAgo = fastSearchN(time, weeks52_ago, weeks52) -[weeks52_low, weeks52_low_date] = custom_lowest_and_date(low, time, countOfBars52WeekAgo, weeks52) +countOfBars52WeekAgo = fastSearchTimeIndex(weeks52_ago, weeks52) +[weeks52_low, weeks52_low_date] = custom_lowest_and_date(countOfBars52WeekAgo, weeks52) plot(weeks52_low, title='price_52_week_low') plot(weeks52_low_date, title='price_52_week_low_date') -[weeks52_high, weeks52_high_date] = custom_highest_and_date(high, time, countOfBars52WeekAgo, weeks52) +[weeks52_high, weeks52_high_date] = custom_highest_and_date(countOfBars52WeekAgo, weeks52) 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 = fastSearchN(time, months6_ago, month6) -[months6_low, months6_low_date] = custom_lowest_and_date(low, time, countOfBars6MonthAgo, month6) +countOfBars6MonthAgo = fastSearchTimeIndex(months6_ago, month6) +[months6_low, months6_low_date] = custom_lowest_and_date(countOfBars6MonthAgo, month6) plot(months6_low, title='Low.6M') plot(months6_low_date, title='Low.6M.Date') -[months6_high, months6_high_date] = custom_highest_and_date(high, time, countOfBars6MonthAgo, month6) +[months6_high, months6_high_date] = custom_highest_and_date(countOfBars6MonthAgo, month6) 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 = fastSearchN(time, months3_ago, month3) -[months3_low, months3_low_date] = custom_lowest_and_date(low, time, countOfBars3MonthAgo, month3) +countOfBars3MonthAgo = fastSearchTimeIndex(months3_ago, month3) +[months3_low, months3_low_date] = custom_lowest_and_date(countOfBars3MonthAgo, month3) plot(months3_low, title='Low.3M') plot(months3_low_date, title='Low.3M.Date') -[months3_high, months3_high_date] = custom_highest_and_date(high, time, countOfBars3MonthAgo, month3) +[months3_high, months3_high_date] = custom_highest_and_date(countOfBars3MonthAgo, month3) plot(months3_high, title='High.3M') 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 = 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) +countOfBars1MonthAgo = fastSearchTimeIndex(month_ago, month1) +countOfBars1MonthAgoThisBar = fastSearchTimeIndex(month_ago_this_bar, month1) +[month1_low, month1_low_date] = custom_lowest_and_date(countOfBars1MonthAgo, month1) plot(month1_low, title='Low.1M') plot(month1_low_date, title='Low.1M.Date') -[month1_high, month1_high_date] = custom_highest_and_date(high, time, countOfBars1MonthAgo, month1) +[month1_high, month1_high_date] = custom_highest_and_date(countOfBars1MonthAgo, month1) plot(month1_high, title='High.1M') 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 = fastSearchN(time, week_ago, week1) -countOfBarsWeekAgoThisBar = fastSearchN(time, week_ago_this_bar, week1) -[week1_low] = custom_lowest_and_date(low, time, countOfBarsWeekAgo, week1) +countOfBarsWeekAgo = fastSearchTimeIndex(week_ago, week1) +countOfBarsWeekAgoThisBar = fastSearchTimeIndex(week_ago_this_bar, week1) +[week1_low] = custom_lowest_and_date(countOfBarsWeekAgo, week1) plot(week1_low, title='Low.5D') -[week1_high] = custom_highest_and_date(high, time, countOfBarsWeekAgo, week1) +[week1_high] = custom_highest_and_date(countOfBarsWeekAgo, week1) plot(week1_high, title='High.5D') // volatility volatility(bb) => diff --git a/links/performance_crypto.pine.link b/links/performance_crypto.pine.link index 501c2758b..1b9d15335 100644 --- a/links/performance_crypto.pine.link +++ b/links/performance_crypto.pine.link @@ -17,7 +17,7 @@ plot(perf6M, title='Perf.6M') oneYear = 365 oneYearAgo = timenow - 1000 * 60 * 60 * 24 * oneYear -barsCountOneYear = fastSearchN(time, oneYearAgo, oneYear) +barsCountOneYear = fastSearchTimeIndex(oneYearAgo, oneYear) perfY = rr(barsCountOneYear, oneYear) plot(perfY, title='Perf.Y') @@ -39,7 +39,8 @@ plot(perf5Y_USD, title='Perf.5Y.USD') plot(perfYTD_USD, title='Perf.YTD.USD') // Perf.All -[firstOpenUSD, lastCloseUSD] = request.security(syminfo.tickerid, "D", [open, close], lookahead = barmerge.lookahead_on, currency = "USD", ignore_invalid_symbol=true) +[openUSD, lastCloseUSD] = request.security(syminfo.tickerid, "D", [open, close], lookahead = barmerge.lookahead_on, currency = "USD", ignore_invalid_symbol=true) +var firstOpenUSD = openUSD float perfAllUSD = na if barstate.islast and not na(firstOpenUSD) and not na(lastCloseUSD) and firstOpenUSD > 0 perfAllUSD := (lastCloseUSD - firstOpenUSD) * 100 / math.abs(firstOpenUSD) diff --git a/links/performance_stocks.pine.link b/links/performance_stocks.pine.link index 2bd4f4a9d..0c67a1ebe 100644 --- a/links/performance_stocks.pine.link +++ b/links/performance_stocks.pine.link @@ -2,7 +2,7 @@ // Perf. oneYear = 365 oneYearAgo = timenow - 1000 * 60 * 60 * 24 * oneYear -barsCountOneYear = fastSearchN(time, oneYearAgo, oneYear) +barsCountOneYear = fastSearchTimeIndex(oneYearAgo, oneYear) perfYTD = perfYTD() plot((close - open[4]) / open[4] * 100, title='Perf.5D') plot(rr(countOfBarsWeekAgo, week1), title='Perf.W') diff --git a/scanner.data.bonds.json b/scanner.data.bonds.json index 9b4331d80..67485a358 100644 --- a/scanner.data.bonds.json +++ b/scanner.data.bonds.json @@ -4,7 +4,7 @@ { "id": "text", "type": "text", - "defval": 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"isFake": false }, { diff --git a/scanner.data.crypto.json b/scanner.data.crypto.json index 6cfbe73aa..295a3fea6 100644 --- a/scanner.data.crypto.json +++ b/scanner.data.crypto.json @@ -4,7 +4,7 @@ { "id": "text", "type": "text", - "defval": 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