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nym21
2026-03-07 00:25:20 +01:00
parent 9507eb3de5
commit 011e49e1cc
28 changed files with 256 additions and 395 deletions
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46
crates/brk_computer/src/distribution/metrics/realized/full.rs
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@@ -82,10 +82,12 @@ impl RealizedFull {
let core = RealizedBase::forced_import(cfg)?;
let profit_value_created = cfg.import_computed("profit_value_created", v0)?;
let profit_value_destroyed = cfg.import_computed("profit_value_destroyed", v0)?;
let loss_value_created = cfg.import_computed("loss_value_created", v0)?;
let loss_value_destroyed = cfg.import_computed("loss_value_destroyed", v0)?;
let profit_value_created = cfg.import("profit_value_created", v0)?;
let profit_value_destroyed: ComputedFromHeight<Cents> =
cfg.import("profit_value_destroyed", v0)?;
let loss_value_created = cfg.import("loss_value_created", v0)?;
let loss_value_destroyed: ComputedFromHeight<Cents> =
cfg.import("loss_value_destroyed", v0)?;
let capitulation_flow = LazyFromHeight::from_computed::<CentsUnsignedToDollars>(
&cfg.name("capitulation_flow"),
@@ -100,24 +102,24 @@ impl RealizedFull {
&profit_value_destroyed,
);
let gross_pnl_sum = cfg.import_rolling("gross_pnl_sum", Version::ONE)?;
let gross_pnl_sum = cfg.import("gross_pnl_sum", Version::ONE)?;
let investor_price = cfg.import_price("investor_price", v0)?;
let investor_price_ratio = cfg.import_ratio("investor_price", v0)?;
let lower_price_band = cfg.import_price("lower_price_band", v0)?;
let upper_price_band = cfg.import_price("upper_price_band", v0)?;
let investor_price = cfg.import("investor_price", v0)?;
let investor_price_ratio = cfg.import("investor_price", v0)?;
let lower_price_band = cfg.import("lower_price_band", v0)?;
let upper_price_band = cfg.import("upper_price_band", v0)?;
let cap_raw = cfg.import_bytes("cap_raw", v0)?;
let investor_cap_raw = cfg.import_bytes("investor_cap_raw", v0)?;
let cap_raw = cfg.import("cap_raw", v0)?;
let investor_cap_raw = cfg.import("investor_cap_raw", v0)?;
let sell_side_risk_ratio =
cfg.import_percent_rolling_bp32("sell_side_risk_ratio", Version::new(2))?;
cfg.import("sell_side_risk_ratio", Version::new(2))?;
let sell_side_risk_ratio_24h_ema =
cfg.import_percent_emas_1w_1m_bp32("sell_side_risk_ratio_24h", Version::new(2))?;
cfg.import("sell_side_risk_ratio_24h", Version::new(2))?;
let peak_regret = cfg.import_cumulative("realized_peak_regret", Version::new(2))?;
let peak_regret = cfg.import("realized_peak_regret", Version::new(2))?;
let peak_regret_rel_to_realized_cap =
cfg.import_percent_bp32("realized_peak_regret_rel_to_realized_cap", Version::new(2))?;
cfg.import("realized_peak_regret_rel_to_realized_cap", Version::new(2))?;
let realized_price_name = cfg.name("realized_price");
let realized_price_version = cfg.version + v1;
@@ -133,11 +135,11 @@ impl RealizedFull {
capitulation_flow,
profit_flow,
gross_pnl_sum,
net_pnl_change_1m: cfg.import_computed("net_pnl_change_1m", Version::new(3))?,
net_pnl_change_1m: cfg.import("net_pnl_change_1m", Version::new(3))?,
net_pnl_change_1m_rel_to_realized_cap: cfg
.import_percent_bps32("net_pnl_change_1m_rel_to_realized_cap", Version::new(4))?,
.import("net_pnl_change_1m_rel_to_realized_cap", Version::new(4))?,
net_pnl_change_1m_rel_to_market_cap: cfg
.import_percent_bps32("net_pnl_change_1m_rel_to_market_cap", Version::new(4))?,
.import("net_pnl_change_1m_rel_to_market_cap", Version::new(4))?,
investor_price,
investor_price_ratio,
lower_price_band,
@@ -149,11 +151,11 @@ impl RealizedFull {
peak_regret,
peak_regret_rel_to_realized_cap,
realized_cap_rel_to_own_market_cap: cfg
.import_percent_bp32("realized_cap_rel_to_own_market_cap", v1)?,
realized_profit_sum: cfg.import_rolling("realized_profit", v1)?,
realized_loss_sum: cfg.import_rolling("realized_loss", v1)?,
.import("realized_cap_rel_to_own_market_cap", v1)?,
realized_profit_sum: cfg.import("realized_profit", v1)?,
realized_loss_sum: cfg.import("realized_loss", v1)?,
realized_profit_to_loss_ratio: cfg
.import_rolling("realized_profit_to_loss_ratio", v1)?,
.import("realized_profit_to_loss_ratio", v1)?,
realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands::forced_import(
cfg.db,
&realized_price_name,