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global: snapshot

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This commit is contained in:
nym21
2026-03-04 10:25:41 +01:00
parent 269c1d5fdf
commit 0d63724903
91 changed files with 972 additions and 972 deletions
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31
crates/brk_computer/src/distribution/address/growth_rate.rs
View File

@@ -3,12 +3,12 @@
use brk_cohort::ByAddressType;
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Height, StoredF32, StoredU64, Version};
use brk_types::{BasisPoints16, Height, StoredU64, Version};
use vecdb::{Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{ComputedFromHeightDistribution, WindowStarts},
internal::{PercentFromHeightDistribution, WindowStarts},
};
use super::{AddrCountsVecs, NewAddrCountVecs};
@@ -16,9 +16,9 @@ use super::{AddrCountsVecs, NewAddrCountVecs};
/// Growth rate: new_addr_count / addr_count (global + per-type)
#[derive(Traversable)]
pub struct GrowthRateVecs<M: StorageMode = Rw> {
pub all: ComputedFromHeightDistribution<StoredF32, M>,
pub all: PercentFromHeightDistribution<BasisPoints16, M>,
#[traversable(flatten)]
pub by_addresstype: ByAddressType<ComputedFromHeightDistribution<StoredF32, M>>,
pub by_addresstype: ByAddressType<PercentFromHeightDistribution<BasisPoints16, M>>,
}
impl GrowthRateVecs {
@@ -27,22 +27,21 @@ impl GrowthRateVecs {
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let all = ComputedFromHeightDistribution::forced_import(
let all = PercentFromHeightDistribution::forced_import_bp16(
db,
"growth_rate",
version,
indexes,
)?;
let by_addresstype: ByAddressType<ComputedFromHeightDistribution<StoredF32>> =
ByAddressType::new_with_name(|name| {
ComputedFromHeightDistribution::forced_import(
db,
&format!("{name}_growth_rate"),
version,
indexes,
)
})?;
let by_addresstype = ByAddressType::new_with_name(|name| {
PercentFromHeightDistribution::forced_import_bp16(
db,
&format!("{name}_growth_rate"),
version,
indexes,
)
})?;
Ok(Self { all, by_addresstype })
}
@@ -91,7 +90,7 @@ impl GrowthRateVecs {
}
fn compute_ratio(
target: &mut EagerVec<PcoVec<Height, StoredF32>>,
target: &mut EagerVec<PcoVec<Height, BasisPoints16>>,
max_from: Height,
numerator: &impl ReadableVec<Height, StoredU64>,
denominator: &impl ReadableVec<Height, StoredU64>,
@@ -105,7 +104,7 @@ fn compute_ratio(
let n = *num as f64;
let d = *den as f64;
let ratio = if d == 0.0 { 0.0 } else { n / d };
(h, StoredF32::from(ratio))
(h, BasisPoints16::from(ratio))
},
exit,
)?;

14
crates/brk_computer/src/distribution/cohorts/utxo/groups.rs
View File

@@ -7,11 +7,11 @@ use brk_cohort::{
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
Cents, CentsCompact, CostBasisDistribution, Date, Dollars, Height, Sats,
StoredF32, Version,
BasisPoints16, Cents, CentsCompact, CostBasisDistribution, Date, Dollars, Height, Sats,
Version,
};
use rayon::prelude::*;
use vecdb::{AnyStoredVec, Database, Exit, ReadOnlyClone, ReadableVec, Rw, StorageMode, VecIndex, WritableVec};
use vecdb::{AnyStoredVec, Database, Exit, ReadOnlyClone, ReadableVec, Rw, StorageMode, WritableVec};
use crate::{
ComputeIndexes, blocks,
@@ -859,13 +859,15 @@ impl UTXOCohorts<Rw> {
target
.extended
.spot_cost_basis_percentile
.bps
.height
.truncate_push(height, StoredF32::NAN)?;
.truncate_push(height, BasisPoints16::ZERO)?;
target
.extended
.spot_invested_capital_percentile
.bps
.height
.truncate_push(height, StoredF32::NAN)?;
.truncate_push(height, BasisPoints16::ZERO)?;
continue;
}
@@ -969,12 +971,14 @@ impl UTXOCohorts<Rw> {
target
.extended
.spot_cost_basis_percentile
.bps
.height
.truncate_push(height, rank)?;
let rank = compute_spot_percentile_rank(&usd_result, spot);
target
.extended
.spot_invested_capital_percentile
.bps
.height
.truncate_push(height, rank)?;

21
crates/brk_computer/src/distribution/metrics/cost_basis/extended.rs
View File

@@ -1,12 +1,13 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Height, StoredF32, Version};
use brk_types::{BasisPoints16, Cents, Height, Version};
use vecdb::{AnyStoredVec, Rw, StorageMode, WritableVec};
use crate::{
distribution::state::CohortState,
internal::{
ComputedFromHeight, PERCENTILES_LEN, PercentilesVecs, compute_spot_percentile_rank,
PERCENTILES_LEN, PercentFromHeight, PercentilesVecs,
compute_spot_percentile_rank,
},
};
@@ -22,10 +23,10 @@ pub struct CostBasisExtended<M: StorageMode = Rw> {
pub invested_capital: PercentilesVecs<M>,
/// What percentile of cost basis is below spot (sat-weighted)
pub spot_cost_basis_percentile: ComputedFromHeight<StoredF32, M>,
pub spot_cost_basis_percentile: PercentFromHeight<BasisPoints16, M>,
/// What percentile of invested capital is below spot (USD-weighted)
pub spot_invested_capital_percentile: ComputedFromHeight<StoredF32, M>,
pub spot_invested_capital_percentile: PercentFromHeight<BasisPoints16, M>,
}
impl CostBasisExtended {
@@ -43,13 +44,13 @@ impl CostBasisExtended {
cfg.version,
cfg.indexes,
)?,
spot_cost_basis_percentile: ComputedFromHeight::forced_import(
spot_cost_basis_percentile: PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("spot_cost_basis_percentile"),
cfg.version,
cfg.indexes,
)?,
spot_invested_capital_percentile: ComputedFromHeight::forced_import(
spot_invested_capital_percentile: PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("spot_invested_capital_percentile"),
cfg.version,
@@ -74,6 +75,7 @@ impl CostBasisExtended {
self.percentiles.truncate_push(height, &sat_prices)?;
let rank = compute_spot_percentile_rank(&sat_prices, spot);
self.spot_cost_basis_percentile
.bps
.height
.truncate_push(height, rank)?;
@@ -85,6 +87,7 @@ impl CostBasisExtended {
self.invested_capital.truncate_push(height, &usd_prices)?;
let rank = compute_spot_percentile_rank(&usd_prices, spot);
self.spot_invested_capital_percentile
.bps
.height
.truncate_push(height, rank)?;
@@ -105,8 +108,8 @@ impl CostBasisExtended {
.iter_mut()
.map(|v| &mut v.cents.height as &mut dyn AnyStoredVec),
);
vecs.push(&mut self.spot_cost_basis_percentile.height);
vecs.push(&mut self.spot_invested_capital_percentile.height);
vecs.push(&mut self.spot_cost_basis_percentile.bps.height);
vecs.push(&mut self.spot_invested_capital_percentile.bps.height);
vecs
}
@@ -116,9 +119,11 @@ impl CostBasisExtended {
self.invested_capital
.validate_computed_version_or_reset(base_version)?;
self.spot_cost_basis_percentile
.bps
.height
.validate_computed_version_or_reset(base_version)?;
self.spot_invested_capital_percentile
.bps
.height
.validate_computed_version_or_reset(base_version)?;
Ok(())

22
crates/brk_computer/src/distribution/metrics/realized/base.rs
View File

@@ -1,7 +1,7 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
BasisPoints16, BasisPointsSigned16,
BasisPoints16, BasisPoints32, BasisPointsSigned16,
Bitcoin, Cents, CentsSats, CentsSigned, CentsSquaredSats, Dollars, Height, Sats, StoredF32, StoredF64, Version,
};
use vecdb::{
@@ -13,7 +13,6 @@ use crate::{
ComputeIndexes, blocks,
distribution::state::RealizedState,
internal::{
Bp16ToFloat, Bp16ToPercent, Bps16ToFloat, Bps16ToPercent,
CentsPlus, CentsUnsignedToDollars, ComputedFromHeightCumulative, ComputedFromHeight,
ComputedFromHeightRatio, FiatFromHeight, NegCentsUnsignedToDollars, PercentFromHeight,
PercentRollingEmas1w1m, PercentRollingWindows, ValueFromHeightCumulative, LazyFromHeight,
@@ -196,7 +195,7 @@ impl RealizedBase {
)?;
let realized_profit_rel_to_realized_cap =
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("realized_profit_rel_to_realized_cap"),
cfg.version + v1,
@@ -204,7 +203,7 @@ impl RealizedBase {
)?;
let realized_loss_rel_to_realized_cap =
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("realized_loss_rel_to_realized_cap"),
cfg.version + v1,
@@ -212,7 +211,7 @@ impl RealizedBase {
)?;
let net_realized_pnl_rel_to_realized_cap =
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("net_realized_pnl_rel_to_realized_cap"),
cfg.version + v1,
@@ -316,10 +315,9 @@ impl RealizedBase {
cfg.indexes,
)?;
let mvrv = LazyFromHeight::from_computed::<Identity<StoredF32>>(
let mvrv = LazyFromHeight::from_lazy::<Identity<StoredF32>, BasisPoints32>(
&cfg.name("mvrv"),
cfg.version,
realized_price_ratio.ratio.height.read_only_boxed_clone(),
&realized_price_ratio.ratio,
);
@@ -336,7 +334,7 @@ impl RealizedBase {
let sopr = RollingWindows::forced_import(
cfg.db, &cfg.name("sopr"), cfg.version + v1, cfg.indexes,
)?;
let sell_side_risk_ratio = PercentRollingWindows::forced_import::<Bp16ToFloat, Bp16ToPercent>(
let sell_side_risk_ratio = PercentRollingWindows::forced_import_bp16(
cfg.db, &cfg.name("sell_side_risk_ratio"), cfg.version + v1, cfg.indexes,
)?;
@@ -344,12 +342,12 @@ impl RealizedBase {
let sopr_24h_ema = RollingEmas1w1m::forced_import(
cfg.db, &cfg.name("sopr_24h"), cfg.version + v1, cfg.indexes,
)?;
let sell_side_risk_ratio_24h_ema = PercentRollingEmas1w1m::forced_import::<Bp16ToFloat, Bp16ToPercent>(
let sell_side_risk_ratio_24h_ema = PercentRollingEmas1w1m::forced_import_bp16(
cfg.db, &cfg.name("sell_side_risk_ratio_24h"), cfg.version + v1, cfg.indexes,
)?;
let peak_regret_rel_to_realized_cap =
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("realized_peak_regret_rel_to_realized_cap"),
cfg.version + v1,
@@ -407,14 +405,14 @@ impl RealizedBase {
cfg.indexes,
)?,
net_pnl_change_1m_rel_to_realized_cap:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("net_pnl_change_1m_rel_to_realized_cap"),
cfg.version + v3,
cfg.indexes,
)?,
net_pnl_change_1m_rel_to_market_cap:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("net_pnl_change_1m_rel_to_market_cap"),
cfg.version + v3,

4
crates/brk_computer/src/distribution/metrics/realized/extended.rs
View File

@@ -6,7 +6,7 @@ use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::{
ComputeIndexes, blocks,
internal::{
Bp16ToFloat, Bp16ToPercent, ComputedFromHeightRatioExtension, PercentFromHeight,
ComputedFromHeightRatioExtension, PercentFromHeight,
RatioCents64, RatioDollarsBp16, RollingWindows,
},
};
@@ -37,7 +37,7 @@ impl RealizedExtended {
let v1 = Version::ONE;
Ok(RealizedExtended {
realized_cap_rel_to_own_market_cap: PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
realized_cap_rel_to_own_market_cap: PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("realized_cap_rel_to_own_market_cap"),
cfg.version,

18
crates/brk_computer/src/distribution/metrics/relative/base.rs
View File

@@ -4,7 +4,7 @@ use brk_types::{BasisPoints16, BasisPointsSigned16, Dollars, Height, Sats, Store
use vecdb::{Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::internal::{
Bp16ToFloat, Bp16ToPercent, Bps16ToFloat, Bps16ToPercent, LazyFromHeight,
Bps16ToFloat, LazyFromHeight,
NegRatioDollarsBps16, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps16, RatioSatsBp16,
};
@@ -37,7 +37,7 @@ impl RelativeBase {
let v2 = Version::new(2);
let net_unrealized_pnl_rel_to_market_cap =
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db, &cfg.name("net_unrealized_pnl_rel_to_market_cap"), cfg.version + v2, cfg.indexes,
)?;
@@ -50,33 +50,33 @@ impl RelativeBase {
Ok(Self {
supply_in_profit_rel_to_own_supply:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db, &cfg.name("supply_in_profit_rel_to_own_supply"), cfg.version + v1, cfg.indexes,
)?,
supply_in_loss_rel_to_own_supply:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db, &cfg.name("supply_in_loss_rel_to_own_supply"), cfg.version + v1, cfg.indexes,
)?,
unrealized_profit_rel_to_market_cap:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db, &cfg.name("unrealized_profit_rel_to_market_cap"), cfg.version + v2, cfg.indexes,
)?,
unrealized_loss_rel_to_market_cap:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db, &cfg.name("unrealized_loss_rel_to_market_cap"), cfg.version + v2, cfg.indexes,
)?,
neg_unrealized_loss_rel_to_market_cap:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db, &cfg.name("neg_unrealized_loss_rel_to_market_cap"), cfg.version + v2, cfg.indexes,
)?,
net_unrealized_pnl_rel_to_market_cap,
nupl,
invested_capital_in_profit_rel_to_realized_cap:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db, &cfg.name("invested_capital_in_profit_rel_to_realized_cap"), cfg.version, cfg.indexes,
)?,
invested_capital_in_loss_rel_to_realized_cap:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db, &cfg.name("invested_capital_in_loss_rel_to_realized_cap"), cfg.version, cfg.indexes,
)?,
})

9
crates/brk_computer/src/distribution/metrics/relative/extended_own_market_cap.rs
View File

@@ -4,7 +4,6 @@ use brk_types::{BasisPoints16, BasisPointsSigned16, Dollars, Height};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::internal::{
Bp16ToFloat, Bp16ToPercent, Bps16ToFloat, Bps16ToPercent,
NegRatioDollarsBps16, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps16,
};
@@ -31,28 +30,28 @@ impl RelativeExtendedOwnMarketCap {
Ok(Self {
unrealized_profit_rel_to_own_market_cap:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("unrealized_profit_rel_to_own_market_cap"),
cfg.version + v2,
cfg.indexes,
)?,
unrealized_loss_rel_to_own_market_cap:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("unrealized_loss_rel_to_own_market_cap"),
cfg.version + v2,
cfg.indexes,
)?,
neg_unrealized_loss_rel_to_own_market_cap:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("neg_unrealized_loss_rel_to_own_market_cap"),
cfg.version + v2,
cfg.indexes,
)?,
net_unrealized_pnl_rel_to_own_market_cap:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("net_unrealized_pnl_rel_to_own_market_cap"),
cfg.version + v2,

9
crates/brk_computer/src/distribution/metrics/relative/extended_own_pnl.rs
View File

@@ -4,7 +4,6 @@ use brk_types::{BasisPoints16, BasisPointsSigned16, Dollars, Height};
use vecdb::{Exit, Rw, StorageMode};
use crate::internal::{
Bp16ToFloat, Bp16ToPercent, Bps16ToFloat, Bps16ToPercent,
NegRatioDollarsBps16, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps16,
};
@@ -32,28 +31,28 @@ impl RelativeExtendedOwnPnl {
Ok(Self {
unrealized_profit_rel_to_own_gross_pnl:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("unrealized_profit_rel_to_own_gross_pnl"),
cfg.version + v1,
cfg.indexes,
)?,
unrealized_loss_rel_to_own_gross_pnl:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("unrealized_loss_rel_to_own_gross_pnl"),
cfg.version + v1,
cfg.indexes,
)?,
neg_unrealized_loss_rel_to_own_gross_pnl:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("neg_unrealized_loss_rel_to_own_gross_pnl"),
cfg.version + v1,
cfg.indexes,
)?,
net_unrealized_pnl_rel_to_own_gross_pnl:
PercentFromHeight::forced_import::<Bps16ToFloat, Bps16ToPercent>(
PercentFromHeight::forced_import_bps16(
cfg.db,
&cfg.name("net_unrealized_pnl_rel_to_own_gross_pnl"),
cfg.version + v2,

8
crates/brk_computer/src/distribution/metrics/relative/to_all.rs
View File

@@ -3,7 +3,7 @@ use brk_traversable::Traversable;
use brk_types::{BasisPoints16, Height, Sats};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::internal::{Bp16ToFloat, Bp16ToPercent, PercentFromHeight, RatioSatsBp16};
use crate::internal::{PercentFromHeight, RatioSatsBp16};
use crate::distribution::metrics::{ImportConfig, UnrealizedBase};
@@ -24,21 +24,21 @@ impl RelativeToAll {
) -> Result<Self> {
Ok(Self {
supply_rel_to_circulating_supply:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("supply_rel_to_circulating_supply"),
cfg.version + brk_types::Version::ONE,
cfg.indexes,
)?,
supply_in_profit_rel_to_circulating_supply:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("supply_in_profit_rel_to_circulating_supply"),
cfg.version + brk_types::Version::ONE,
cfg.indexes,
)?,
supply_in_loss_rel_to_circulating_supply:
PercentFromHeight::forced_import::<Bp16ToFloat, Bp16ToPercent>(
PercentFromHeight::forced_import_bp16(
cfg.db,
&cfg.name("supply_in_loss_rel_to_circulating_supply"),
cfg.version + brk_types::Version::ONE,