move generation to a build step - comptime just too slow
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5 changed files with 270 additions and 254 deletions
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@ -150,3 +150,7 @@ Tests use `std.testing.allocator` (which detects leaks) and are structured as un
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| [SRF](https://git.lerch.org/lobo/srf) | Cache file format, portfolio/watchlist parsing, serialization |
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| [libvaxis](https://github.com/rockorager/libvaxis) (v0.5.1) | Terminal UI rendering |
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| [z2d](https://github.com/vancluever/z2d) (v0.10.0) | Pixel chart rendering (Kitty graphics protocol) |
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## Build system rules
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- **Never use `addAnonymousImport`** in `build.zig`. Always use `b.addModule()` + `addImport()`. Anonymous imports cause "file belongs to multiple modules" errors and make dependency wiring opaque.
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33
build.zig
33
build.zig
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@ -23,6 +23,10 @@ pub fn build(b: *std.Build) void {
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const srf_mod = srf_dep.module("srf");
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const shiller_mod = b.addModule("shiller_year", .{
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.root_source_file = b.path("src/models/shiller_year.zig"),
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});
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// Build-time info: version string (from git describe) and build timestamp.
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// Exposed to application code as `@import("build_info")`.
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//
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@ -51,8 +55,29 @@ pub fn build(b: *std.Build) void {
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.{ .name = "vaxis", .module = vaxis_dep.module("vaxis") },
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.{ .name = "z2d", .module = z2d_dep.module("z2d") },
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.{ .name = "build_info", .module = build_info },
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.{ .name = "shiller_year", .module = shiller_mod },
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};
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// Generate Shiller annual returns data from ie_data.csv.
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// Runs build/gen_shiller.zig as a native tool; outputs a .zig file
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// that shiller.zig imports as a zero-cost const array.
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const gen_shiller = b.addExecutable(.{
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.name = "gen_shiller",
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.root_module = b.createModule(.{
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.root_source_file = b.path("build/gen_shiller.zig"),
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.target = b.graph.host,
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}),
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});
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gen_shiller.root_module.addImport("shiller", shiller_mod);
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const gen_shiller_run = b.addRunArtifact(gen_shiller);
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gen_shiller_run.addFileArg(b.path("src/data/ie_data.csv"));
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const shiller_generated = gen_shiller_run.addOutputFileArg("shiller_generated.zig");
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const shiller_generated_mod = b.addModule("shiller_generated", .{
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.root_source_file = shiller_generated,
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});
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shiller_generated_mod.addImport("shiller", shiller_mod);
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// Unified executable (CLI + TUI in one binary)
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const exe = b.addExecutable(.{
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.name = "zfin",
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@ -63,6 +88,7 @@ pub fn build(b: *std.Build) void {
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.imports = imports,
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}),
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});
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exe.root_module.addImport("shiller_generated", shiller_generated_mod);
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b.installArtifact(exe);
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// Run step: `zig build run -- <args>`
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@ -83,6 +109,7 @@ pub fn build(b: *std.Build) void {
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.optimize = optimize,
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.imports = imports,
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}) });
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tests.root_module.addImport("shiller_generated", shiller_generated_mod);
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test_step.dependOn(&b.addRunArtifact(tests).step);
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// Docs (still uses the library module for clean public API docs)
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@ -108,12 +135,14 @@ pub fn build(b: *std.Build) void {
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// Coverage: `zig build coverage` (uses kcov, Linux x86_64/aarch64 only)
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{
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var cov = Coverage.init(b);
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_ = cov.addModule(b.createModule(.{
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const cov_mod = b.createModule(.{
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.root_source_file = b.path("src/main.zig"),
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.target = target,
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.optimize = optimize,
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.imports = imports,
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}), "zfin");
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});
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cov_mod.addImport("shiller_generated", shiller_generated_mod);
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_ = cov.addModule(cov_mod, "zfin");
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}
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}
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212
build/gen_shiller.zig
Normal file
212
build/gen_shiller.zig
Normal file
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@ -0,0 +1,212 @@
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/// Build-time generator: reads ie_data.csv and outputs a Zig source file
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/// containing the parsed Shiller annual returns as a const array.
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///
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/// Uses the same algorithm as the former comptime parser:
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/// - Skip 8 header lines
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/// - Scan each line, fast-reject non-January by checking "YYYY.01," at fixed offsets
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/// - Parse cols 4 (CPI), 6 (GS10), 9 (TR Price) via CsvFieldIterator
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/// - Compute year-over-year returns on the fly
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/// - Skip ~11 months after each January row
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const std = @import("std");
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const ShillerYear = @import("shiller").ShillerYear;
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pub fn main() !void {
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var arena = std.heap.ArenaAllocator.init(std.heap.page_allocator);
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defer arena.deinit();
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const allocator = arena.allocator();
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const args = try std.process.argsAlloc(allocator);
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if (args.len < 3) {
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std.debug.print("Usage: gen_shiller <ie_data.csv> <output.zig>\n", .{});
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std.process.exit(1);
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}
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const csv_data = try std.fs.cwd().readFileAlloc(allocator, args[1], 10 * 1024 * 1024);
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var results: [200]ShillerYear = undefined;
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// Write output .zig file — just raw parallel arrays, no type dependencies.
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const out_file = try std.fs.cwd().createFile(args[2], .{});
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defer out_file.close();
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const parsed = try parseCsv(csv_data, &results);
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var out_buf: [1024]u8 = undefined;
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var file_writer = out_file.writer(&out_buf);
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const writer = &file_writer.interface;
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try writer.writeAll(
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\\// Auto-generated from ie_data.csv — do not edit.
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\\// Regenerate: zig build (runs build/gen_shiller.zig)
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\\
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\\const ShillerYear = @import("shiller").ShillerYear;
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\\
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\\pub const data = [_]ShillerYear{
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\\
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);
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for (parsed) |p|
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try writer.print(
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" .{{ .year = {d}, .sp500_total_return = {d}, .bond_total_return = {d}, .cpi_inflation = {d} }},\n",
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.{ p.year, p.sp500_total_return, p.bond_total_return, p.cpi_inflation },
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);
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try writer.writeAll("};\n");
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try writer.flush();
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}
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fn parseCsv(csv_data: []const u8, buffer: []ShillerYear) ![]ShillerYear {
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var prev_year: u16 = 0;
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var prev_tr_price: f64 = 0;
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var prev_gs10: f64 = 0;
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var prev_cpi: f64 = 0;
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// Skip 8 header lines
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var pos: usize = 0;
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var newlines: usize = 0;
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while (pos < csv_data.len and newlines < 8) : (pos += 1) {
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if (csv_data[pos] == '\n') newlines += 1;
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}
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const skip_bytes: usize = 11 * 96;
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var current: usize = 0;
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while (pos < csv_data.len) {
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const line_start = pos;
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while (pos < csv_data.len and csv_data[pos] != '\n') pos += 1;
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const line_end = if (pos > line_start and csv_data[pos - 1] == '\r') pos - 1 else pos;
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if (pos < csv_data.len) pos += 1;
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const line = csv_data[line_start..line_end];
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if (line.len < 7) continue;
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// Fast reject: date is "YYYY.01,"
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if (line[4] != '.' or line[5] != '0' or line[6] != '1') continue;
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const year = std.fmt.parseInt(u16, line[0..4], 10) catch continue;
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// Parse fields via CsvFieldIterator
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var col_iter = CsvFieldIterator{ .data = line };
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_ = col_iter.next(); // col 0: Date
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_ = col_iter.next(); // col 1: P
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_ = col_iter.next(); // col 2: D
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_ = col_iter.next(); // col 3: E
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const cpi_field = col_iter.next() orelse continue;
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_ = col_iter.next(); // col 5
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const gs10_field = col_iter.next() orelse continue;
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_ = col_iter.next(); // col 7
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_ = col_iter.next(); // col 8
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const tr_price_field = col_iter.next() orelse continue;
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const cpi = parseF64WithCommas(cpi_field) orelse continue;
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const gs10 = parseF64WithCommas(gs10_field) orelse continue;
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const tr_price = parseF64WithCommas(tr_price_field) orelse continue;
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if (cpi == 0.0 or tr_price == 0.0 or gs10 == 0.0) continue;
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if (prev_year > 0 and year == prev_year + 1) {
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const cpi_change = (cpi / prev_cpi) - 1.0;
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const real_sp500 = (tr_price / prev_tr_price) - 1.0;
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buffer[current] = .{
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.year = prev_year,
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.sp500_total_return = (1.0 + real_sp500) * (1.0 + cpi_change) - 1.0,
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.bond_total_return = prev_gs10 / 100.0,
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.cpi_inflation = cpi_change,
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};
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current += 1;
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}
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prev_year = year;
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prev_tr_price = tr_price;
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prev_gs10 = gs10;
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prev_cpi = cpi;
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// Skip ~11 months
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pos = @min(pos + skip_bytes, csv_data.len);
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while (pos < csv_data.len and csv_data[pos] != '\n') pos += 1;
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if (pos < csv_data.len) pos += 1;
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}
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return buffer[0..current];
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}
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// --- Parsing helpers (same as shiller.zig's former comptime versions) ---
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const CsvFieldIterator = struct {
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data: []const u8,
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pos: usize = 0,
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fn next(self: *CsvFieldIterator) ?[]const u8 {
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if (self.pos > self.data.len) return null;
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if (self.pos == self.data.len) {
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self.pos = self.data.len + 1;
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return "";
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}
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const start = self.pos;
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// Handle quoted fields
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if (self.pos < self.data.len and self.data[self.pos] == '"') {
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self.pos += 1;
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const qstart = self.pos;
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while (self.pos < self.data.len) {
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if (self.data[self.pos] == '"') {
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if (self.pos + 1 < self.data.len and self.data[self.pos + 1] == '"') {
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self.pos += 2;
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} else {
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break;
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}
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} else {
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self.pos += 1;
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}
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}
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const qend = self.pos;
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if (self.pos < self.data.len) self.pos += 1;
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if (self.pos < self.data.len and self.data[self.pos] == ',') self.pos += 1;
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return self.data[qstart..qend];
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}
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// Unquoted field
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while (self.pos < self.data.len and self.data[self.pos] != ',') {
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self.pos += 1;
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}
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const end = self.pos;
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if (self.pos < self.data.len) self.pos += 1;
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return self.data[start..end];
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}
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};
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fn parseF64WithCommas(s: []const u8) ?f64 {
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if (s.len == 0) return null;
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var start: usize = 0;
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var end: usize = s.len;
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while (start < end and s[start] == ' ') start += 1;
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while (end > start and s[end - 1] == ' ') end -= 1;
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if (start >= end) return null;
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var negative = false;
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if (s[start] == '-') {
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negative = true;
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start += 1;
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}
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var integer_part: f64 = 0;
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var i = start;
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while (i < end and s[i] != '.') : (i += 1) {
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if (s[i] == ',') continue;
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if (s[i] < '0' or s[i] > '9') return null;
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integer_part = integer_part * 10.0 + @as(f64, @floatFromInt(s[i] - '0'));
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}
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var frac_part: f64 = 0;
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if (i < end and s[i] == '.') {
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i += 1;
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var divisor: f64 = 10.0;
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while (i < end) : (i += 1) {
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if (s[i] < '0' or s[i] > '9') return null;
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frac_part += @as(f64, @floatFromInt(s[i] - '0')) / divisor;
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divisor *= 10.0;
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}
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}
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const result = integer_part + frac_part;
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return if (negative) -result else result;
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}
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@ -7,31 +7,15 @@
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/// 2. Open in LibreOffice Calc, select the "Data" tab
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/// 3. File → Save As → CSV (ie_data.csv)
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/// 4. Replace src/data/ie_data.csv with the new file
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/// 5. Rebuild — the data is parsed at comptime
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///
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/// The CSV contains monthly observations from 1871 to present. This module
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/// extracts January rows and computes year-over-year returns for:
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/// - S&P 500 total return (price + dividends reinvested)
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/// - 10-year Treasury bond total return
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/// - CPI inflation
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/// 5. Rebuild — build/gen_shiller.zig regenerates the data automatically
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///
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/// All returns are nominal, expressed as decimals (0.12 = 12%).
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const std = @import("std");
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const generated = @import("shiller_generated");
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pub const ShillerYear = @import("shiller_year").ShillerYear;
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pub const ShillerYear = struct {
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year: u16,
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/// S&P 500 total return including dividends (decimal, e.g. 0.12 = 12%)
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sp500_total_return: f64,
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/// 10-year Treasury bond total return (decimal)
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bond_total_return: f64,
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/// CPI inflation rate (decimal)
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cpi_inflation: f64,
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};
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/// Comptime-parsed annual returns from the embedded Shiller CSV.
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/// Each entry represents one calendar year's returns, computed from
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/// January-to-January changes in the cumulative index columns.
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pub const annual_returns: []const ShillerYear = parseShillerData();
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/// Annual returns from the Shiller dataset, generated at build time from ie_data.csv.
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pub const annual_returns: []const ShillerYear = &generated.data;
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/// Number of available years of historical data.
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pub const year_count: usize = annual_returns.len;
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@ -56,202 +40,15 @@ pub fn maxCycles(horizon: u16) usize {
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return span - horizon + 1;
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}
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// --- Comptime CSV parsing ---
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const csv_data = @embedFile("ie_data.csv");
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fn parseShillerData() []const ShillerYear {
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@setEvalBranchQuota(120_000);
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var results: [200]ShillerYear = undefined;
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var result_count: usize = 0;
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var prev_year: u16 = 0;
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var prev_tr_price: f64 = 0;
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var prev_gs10: f64 = 0;
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var prev_cpi: f64 = 0;
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// Skip header (8 lines)
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var pos: usize = 0;
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var newlines: usize = 0;
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while (pos < csv_data.len and newlines < 8) : (pos += 1) {
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if (csv_data[pos] == '\n') newlines += 1;
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}
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// Lines are ~135 bytes. After each January row, the next January is
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// ~12 lines away. Skip 11 × min_line_length (~96) = 1056 bytes,
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// then scan forward to the next line boundary. This avoids scanning
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// ~90% of the file byte-by-byte.
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const skip_bytes = 11 * 96;
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while (pos < csv_data.len) {
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// Find current line
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const line_start = pos;
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while (pos < csv_data.len and csv_data[pos] != '\n') pos += 1;
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const line_end = if (pos > line_start and csv_data[pos - 1] == '\r') pos - 1 else pos;
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if (pos < csv_data.len) pos += 1;
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const line = csv_data[line_start..line_end];
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if (line.len < 7) continue;
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// Fast reject: date is "YYYY.01,"
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if (line[4] != '.' or line[5] != '0' or line[6] != '1') continue;
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const year = std.fmt.parseInt(u16, line[0..4], 10) catch continue;
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// Parse fields for this January row
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var col_iter = CsvFieldIterator{ .data = line };
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_ = col_iter.next(); // col 0: Date
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_ = col_iter.next(); // col 1: P
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_ = col_iter.next(); // col 2: D
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_ = col_iter.next(); // col 3: E
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const cpi_field = col_iter.next() orelse continue;
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_ = col_iter.next(); // col 5
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const gs10_field = col_iter.next() orelse continue;
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_ = col_iter.next(); // col 7
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_ = col_iter.next(); // col 8
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const tr_price_field = col_iter.next() orelse continue;
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const cpi = parseF64WithCommas(cpi_field) orelse continue;
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const gs10 = parseF64WithCommas(gs10_field) orelse continue;
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const tr_price = parseF64WithCommas(tr_price_field) orelse continue;
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if (cpi == 0.0 or tr_price == 0.0 or gs10 == 0.0) continue;
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// Compute return from previous January
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if (prev_year > 0 and year == prev_year + 1) {
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const cpi_change = (cpi / prev_cpi) - 1.0;
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const real_sp500 = (tr_price / prev_tr_price) - 1.0;
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results[result_count] = .{
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.year = prev_year,
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.sp500_total_return = (1.0 + real_sp500) * (1.0 + cpi_change) - 1.0,
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.bond_total_return = prev_gs10 / 100.0,
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.cpi_inflation = cpi_change,
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};
|
||||
result_count += 1;
|
||||
}
|
||||
|
||||
prev_year = year;
|
||||
prev_tr_price = tr_price;
|
||||
prev_gs10 = gs10;
|
||||
prev_cpi = cpi;
|
||||
|
||||
// Skip ahead ~11 months of data
|
||||
pos = @min(pos + skip_bytes, csv_data.len);
|
||||
// Realign to next line boundary
|
||||
while (pos < csv_data.len and csv_data[pos] != '\n') pos += 1;
|
||||
if (pos < csv_data.len) pos += 1;
|
||||
}
|
||||
|
||||
if (result_count == 0) return &.{};
|
||||
|
||||
const final = blk: {
|
||||
var arr: [result_count]ShillerYear = undefined;
|
||||
for (0..result_count) |i| {
|
||||
arr[i] = results[i];
|
||||
}
|
||||
break :blk arr;
|
||||
};
|
||||
return &final;
|
||||
}
|
||||
|
||||
// --- Comptime parsing helpers ---
|
||||
|
||||
const CsvFieldIterator = struct {
|
||||
data: []const u8,
|
||||
pos: usize = 0,
|
||||
|
||||
fn next(self: *CsvFieldIterator) ?[]const u8 {
|
||||
if (self.pos > self.data.len) return null;
|
||||
if (self.pos == self.data.len) {
|
||||
self.pos = self.data.len + 1;
|
||||
return "";
|
||||
}
|
||||
|
||||
const start = self.pos;
|
||||
|
||||
// Handle quoted fields
|
||||
if (self.pos < self.data.len and self.data[self.pos] == '"') {
|
||||
self.pos += 1; // skip opening quote
|
||||
const qstart = self.pos;
|
||||
while (self.pos < self.data.len) {
|
||||
if (self.data[self.pos] == '"') {
|
||||
if (self.pos + 1 < self.data.len and self.data[self.pos + 1] == '"') {
|
||||
self.pos += 2; // escaped quote
|
||||
} else {
|
||||
break; // end quote
|
||||
}
|
||||
} else {
|
||||
self.pos += 1;
|
||||
}
|
||||
}
|
||||
const qend = self.pos;
|
||||
if (self.pos < self.data.len) self.pos += 1; // skip closing quote
|
||||
if (self.pos < self.data.len and self.data[self.pos] == ',') self.pos += 1; // skip comma
|
||||
return self.data[qstart..qend];
|
||||
}
|
||||
|
||||
// Unquoted field
|
||||
while (self.pos < self.data.len and self.data[self.pos] != ',') {
|
||||
self.pos += 1;
|
||||
}
|
||||
const end = self.pos;
|
||||
if (self.pos < self.data.len) self.pos += 1; // skip comma
|
||||
return self.data[start..end];
|
||||
}
|
||||
};
|
||||
|
||||
fn parseF64WithCommas(s: []const u8) ?f64 {
|
||||
if (s.len == 0) return null;
|
||||
|
||||
// Strip leading/trailing spaces
|
||||
var start: usize = 0;
|
||||
var end: usize = s.len;
|
||||
while (start < end and s[start] == ' ') start += 1;
|
||||
while (end > start and s[end - 1] == ' ') end -= 1;
|
||||
if (start >= end) return null;
|
||||
|
||||
var negative = false;
|
||||
if (s[start] == '-') {
|
||||
negative = true;
|
||||
start += 1;
|
||||
}
|
||||
|
||||
var integer_part: f64 = 0;
|
||||
var i = start;
|
||||
while (i < end and s[i] != '.') : (i += 1) {
|
||||
if (s[i] == ',') continue; // skip commas
|
||||
if (s[i] < '0' or s[i] > '9') return null;
|
||||
integer_part = integer_part * 10.0 + @as(f64, @floatFromInt(s[i] - '0'));
|
||||
}
|
||||
|
||||
var frac_part: f64 = 0;
|
||||
if (i < end and s[i] == '.') {
|
||||
i += 1;
|
||||
var divisor: f64 = 10.0;
|
||||
while (i < end) : (i += 1) {
|
||||
if (s[i] < '0' or s[i] > '9') return null;
|
||||
frac_part += @as(f64, @floatFromInt(s[i] - '0')) / divisor;
|
||||
divisor *= 10.0;
|
||||
}
|
||||
}
|
||||
|
||||
const result = integer_part + frac_part;
|
||||
return if (negative) -result else result;
|
||||
}
|
||||
|
||||
// --- Tests ---
|
||||
|
||||
test "annual returns are populated" {
|
||||
// Should have data from 1871 to at least 2024
|
||||
try std.testing.expect(annual_returns.len >= 150);
|
||||
try std.testing.expectEqual(@as(u16, 1871), first_year);
|
||||
try std.testing.expect(last_year >= 2024);
|
||||
}
|
||||
|
||||
test "spot check 2008 crash" {
|
||||
// 2008: S&P 500 nominal total return was approximately -37%
|
||||
for (annual_returns) |yr| {
|
||||
if (yr.year == 2008) {
|
||||
try std.testing.expect(yr.sp500_total_return < -0.30);
|
||||
|
|
@ -263,7 +60,6 @@ test "spot check 2008 crash" {
|
|||
}
|
||||
|
||||
test "spot check 1929 crash" {
|
||||
// 1929: S&P 500 nominal total return should be significantly negative
|
||||
for (annual_returns) |yr| {
|
||||
if (yr.year == 1929) {
|
||||
try std.testing.expect(yr.sp500_total_return < -0.05);
|
||||
|
|
@ -274,82 +70,47 @@ test "spot check 1929 crash" {
|
|||
}
|
||||
|
||||
test "realReturn calculation" {
|
||||
// 10% nominal with 3% inflation = ~6.8% real
|
||||
const real = realReturn(0.10, 0.03);
|
||||
try std.testing.expectApproxEqAbs(0.06796, real, 0.001);
|
||||
}
|
||||
|
||||
test "maxCycles" {
|
||||
// With ~154 years of data, a 30-year horizon should give ~124 cycles
|
||||
const cycles = maxCycles(30);
|
||||
try std.testing.expect(cycles >= 120);
|
||||
try std.testing.expect(cycles <= 130);
|
||||
|
||||
// Horizon longer than data should give 0
|
||||
try std.testing.expectEqual(@as(usize, 0), maxCycles(200));
|
||||
}
|
||||
|
||||
test "spot check known annual total returns" {
|
||||
// Nominal total returns (real from TR Price + CPI).
|
||||
// Jan-to-Jan measurement, so timing differs from calendar-year figures.
|
||||
const checks = [_]struct { year: u16, min: f64, max: f64 }{
|
||||
.{ .year = 1931, .min = -0.55, .max = -0.25 }, // Great Depression year
|
||||
.{ .year = 1933, .min = 0.30, .max = 0.80 }, // Recovery
|
||||
.{ .year = 1974, .min = -0.40, .max = -0.05 }, // Oil crisis
|
||||
.{ .year = 2008, .min = -0.50, .max = -0.25 }, // GFC
|
||||
.{ .year = 2009, .min = 0.15, .max = 0.50 }, // Recovery
|
||||
.{ .year = 2021, .min = 0.10, .max = 0.45 }, // Post-COVID
|
||||
.{ .year = 1931, .min = -0.55, .max = -0.25 },
|
||||
.{ .year = 1933, .min = 0.30, .max = 0.80 },
|
||||
.{ .year = 1974, .min = -0.40, .max = -0.05 },
|
||||
.{ .year = 2008, .min = -0.50, .max = -0.25 },
|
||||
.{ .year = 2009, .min = 0.15, .max = 0.50 },
|
||||
.{ .year = 2021, .min = 0.10, .max = 0.45 },
|
||||
};
|
||||
|
||||
for (checks) |chk| {
|
||||
var found = false;
|
||||
for (annual_returns) |yr| {
|
||||
if (yr.year == chk.year) {
|
||||
found = true;
|
||||
if (yr.sp500_total_return < chk.min or yr.sp500_total_return > chk.max) {
|
||||
std.debug.print("Year {d}: SP500 TR = {d:.4}, expected {d:.2} to {d:.2}\n", .{
|
||||
chk.year, yr.sp500_total_return, chk.min, chk.max,
|
||||
});
|
||||
return error.TestExpectedEqual;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
if (!found) {
|
||||
std.debug.print("Year {d} not found in data\n", .{chk.year});
|
||||
return error.TestExpectedEqual;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
test "bond returns are reasonable" {
|
||||
// Bond returns (GS10 yield) should be between 0% and 16%
|
||||
for (annual_returns) |yr| {
|
||||
if (yr.bond_total_return < 0.0 or yr.bond_total_return > 0.16) {
|
||||
std.debug.print("Year {d}: Bond TR = {d:.4}, out of range\n", .{
|
||||
yr.year, yr.bond_total_return,
|
||||
});
|
||||
return error.TestExpectedEqual;
|
||||
}
|
||||
if (yr.bond_total_return < 0.0 or yr.bond_total_return > 0.16) return error.TestExpectedEqual;
|
||||
}
|
||||
}
|
||||
|
||||
test "CPI inflation is reasonable" {
|
||||
// CPI should generally be between -20% and +25% (19th century had severe deflation)
|
||||
for (annual_returns) |yr| {
|
||||
if (yr.cpi_inflation < -0.20 or yr.cpi_inflation > 0.25) {
|
||||
std.debug.print("Year {d}: CPI = {d:.4}, out of range\n", .{
|
||||
yr.year, yr.cpi_inflation,
|
||||
});
|
||||
return error.TestExpectedEqual;
|
||||
}
|
||||
if (yr.cpi_inflation < -0.20 or yr.cpi_inflation > 0.25) return error.TestExpectedEqual;
|
||||
}
|
||||
}
|
||||
|
||||
test "parseF64WithCommas" {
|
||||
try std.testing.expectApproxEqAbs(@as(f64, 9944.73), parseF64WithCommas(" 9,944.73 ").?, 0.01);
|
||||
try std.testing.expectApproxEqAbs(@as(f64, 1036099.07), parseF64WithCommas(" 1,036,099.07 ").?, 0.01);
|
||||
try std.testing.expectApproxEqAbs(@as(f64, 116.82), parseF64WithCommas(" 116.82 ").?, 0.01);
|
||||
try std.testing.expectEqual(@as(?f64, null), parseF64WithCommas(""));
|
||||
try std.testing.expectEqual(@as(?f64, null), parseF64WithCommas("NA"));
|
||||
}
|
||||
|
|
|
|||
10
src/models/shiller_year.zig
Normal file
10
src/models/shiller_year.zig
Normal file
|
|
@ -0,0 +1,10 @@
|
|||
pub const ShillerYear = struct {
|
||||
/// A single year's market returns from the Shiller CAPE dataset.
|
||||
year: u16,
|
||||
/// S&P 500 total return including dividends (decimal, e.g. 0.12 = 12%)
|
||||
sp500_total_return: f64,
|
||||
/// 10-year Treasury bond total return (decimal)
|
||||
bond_total_return: f64,
|
||||
/// CPI inflation rate (decimal)
|
||||
cpi_inflation: f64,
|
||||
};
|
||||
Loading…
Add table
Reference in a new issue