stock-future dataset saved as transit-json

dev/deps.edn

@@ -3,6 +3,7 @@
  {org.clojure/clojure    {:mvn/version "1.11.3"}
   io.github.clojure-quant/quanta-market {:mvn/version "0.1.115"} ; to load real data in backtest
   io.github.clojure-quant/quanta-bar-warehouse {:mvn/version "0.1.2"} ; *bar-db* env
+  io.github.clojure-quant/techml-dataset-cljs {:mvn/version "0.1.15"} ; tmlds transit encoding
   io.github.clojure-quant/quanta-trade {:local/root ".." :deps/manifest :deps}}
  :aliases
  {

dev/src/dev/demodata/roundtrips-stock-future.transit-json

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dev/src/dev/report/stock_future.clj

@@ -4,15 +4,17 @@
    [tick.core :as t]
    [tablecloth.api :as tc]
    [clojure.edn :as edn]
-   [quanta.trade.report.roundtrip :refer [roundtrip-stats]]))
+   [quanta.trade.report.roundtrip :refer [roundtrip-stats]]
+   [cquant.tmlds :refer [ds->transit-json-file]]))
 
 ;; load a roundtrip dataset from a file
 ;; the file has date as string, so we need to clean before using it.
 
 (defn dt [sdt]
   (-> sdt
       t/date
-      (t/at (t/time "00:00:00"))))
+      (t/at (t/time "00:00:00"))
+      (t/instant)))
 
 (defn clean [row]
   (-> row
@@ -41,12 +43,18 @@
 (-> (load-roundtrips)
     print-table)
 
+(def roundtrip-ds
+  (-> (load-roundtrips)
+      (tc/dataset)))
+
+roundtrip-ds
+
 (def report
-  (->> (load-roundtrips)
-       (tc/dataset)
-       (roundtrip-stats
-        {:fee 0.05 ; per trade in percent. 
-         :equity-initial 100000.0})))
+   (roundtrip-stats
+    {:fee 0.05 ; per trade in percent. 
+     :equity-initial 100000.0}
+       roundtrip-ds
+    ))
 
 (keys report)
 ;; => (:opts :roundtrip-ds :metrics)
@@ -94,7 +102,10 @@
 (* 8648247.13744 0.05 0.01 2.0)
 ;; => 8648.247137440001
 
-
+(ds->transit-json-file
+ roundtrip-ds
+ "src/dev/demodata/roundtrips-stock-future.transit-json")
+