solver/lookup/
id.rs

1use serde::{Deserialize, Serialize};
2
3#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, Default)]
4pub enum ProcessType {
5    #[default]
6    GeometricBrownianMotion,
7    OrnsteinUhlenbeck,
8    CoxIngersollRoss,
9    Heston,
10    MertonJumpDiffusion,
11    Hawkes,
12    Custom(String),
13}
14
15impl ProcessType {
16    pub fn as_key(&self) -> String {
17        match self {
18            Self::GeometricBrownianMotion => "GBM".to_string(),
19            Self::OrnsteinUhlenbeck => "OU".to_string(),
20            Self::CoxIngersollRoss => "CIR".to_string(),
21            Self::Heston => "Heston".to_string(),
22            Self::MertonJumpDiffusion => "MertonJD".to_string(),
23            Self::Hawkes => "Hawkes".to_string(),
24            Self::Custom(s) => sanitize_string(s),
25        }
26    }
27}
28
29#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, Default)]
30pub enum OrderBookType {
31    #[default]
32    ConstantLiquidity,
33    LinearImpact,
34    ExponentialImpact,
35    Custom(String),
36}
37
38impl OrderBookType {
39    pub fn as_key(&self) -> String {
40        match self {
41            Self::ConstantLiquidity => "ConstLiq".to_string(),
42            Self::LinearImpact => "LinImp".to_string(),
43            Self::ExponentialImpact => "ExpImp".to_string(),
44            Self::Custom(s) => sanitize_string(s),
45        }
46    }
47}
48
49#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, Default)]
50pub struct ModelIdentifier {
51    pub process: ProcessType,
52    pub order_book: OrderBookType,
53    pub version: String,
54    pub tags: Vec<String>,
55}
56
57impl ModelIdentifier {
58    pub fn new(process: ProcessType, order_book: OrderBookType, version: &str) -> Self {
59        Self {
60            process,
61            order_book,
62            version: version.to_string(),
63            tags: Vec::new(),
64        }
65    }
66
67    pub fn with_tag(mut self, tag: &str) -> Self {
68        self.tags.push(tag.to_string());
69        self
70    }
71
72    pub fn to_filename(&self) -> String {
73        let p_str = self.process.as_key();
74        let ob_str = self.order_book.as_key();
75        let v_str = sanitize_string(&self.version);
76
77        let mut name = format!("{}_{}_{}", p_str, ob_str, v_str);
78
79        if !self.tags.is_empty() {
80            let tags_str = self
81                .tags
82                .iter()
83                .map(|t| sanitize_string(t))
84                .collect::<Vec<_>>()
85                .join("-");
86            name.push('_');
87            name.push_str(&tags_str);
88        }
89
90        name.push_str(".bin");
91        name
92    }
93}
94
95fn sanitize_string(s: &str) -> String {
96    s.chars()
97        .map(|c| {
98            if c.is_alphanumeric() || c == '-' || c == '.' {
99                c
100            } else {
101                '_'
102            }
103        })
104        .collect()
105}
solver/lookup/id.rs

solver/lookup/
id.rs
