Cursor/halvix code review proposal 16d5 #5
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Co-authored-by: pierre.juillard <[email protected]>
This commit introduces the new TOTAL2b index calculation methodology, which offers a simpler and more predictable approach to index composition. The documentation has been significantly updated to detail both TOTAL2 and TOTAL2b, including their differences, configuration, and calculation algorithms.
Key changes include:
- **Introduction of TOTAL2b:** A new calculation method with a freeze period for new coins and price scaling instead of iterative capping.
- **Documentation Overhaul:** Comprehensive updates to `docs/TOTAL2_CALCULATION.md` explaining both methodologies, their parameters, and nuances.
- **Code Refactoring:**
- Separation of base processing logic into `processor_base.py`.
- Dedicated modules for `processor_total2.py` (legacy) and `processor_total2b.py` (new).
- Introduction of a factory function `get_processor` in `data/__init__.py` and `data/processor.py` for selecting the appropriate processor.
- **Testing Enhancements:** Added tests for the new `Total2bProcessor` and the `get_processor` factory function.
- **Configuration Updates:** Added new configuration parameters specific to TOTAL2b (e.g., `FREEZE_PERIOD_DAYS`, `MIN_COINS_FOR_SCALING`).
- **CLI Option:** Added `--index-type` option to `main.py` to select between `total2` and `total2b`.
This refactoring aims to improve code clarity, maintainability, and provide users with a more robust and understandable index calculation.
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
Co-authored-by: pierre.juillard <[email protected]>
This commit refactors the TOTAL2 processor to implement actual price capping for new coins entering the index during their warmup period. It also updates documentation and configuration to reflect these changes. Co-authored-by: pierre.juillard <[email protected]>
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