global: snapshot

This commit is contained in:
nym21
2026-01-04 11:51:22 +01:00
parent 3cae817915
commit 13ab7d39d7
26 changed files with 1696 additions and 1467 deletions

View File

@@ -1,7 +1,7 @@
use brk_cohort::{AmountBucket, ByAddressType};
use brk_error::Result;
use brk_types::{CheckedSub, Dollars, Height, Sats, Timestamp, TypeIndex};
use vecdb::{VecIndex, unlikely};
use brk_types::{Age, CheckedSub, Dollars, Height, Sats, Timestamp, TypeIndex};
use vecdb::{unlikely, VecIndex};
use crate::distribution::{address::HeightToAddressTypeToVec, cohorts::AddressCohorts};
@@ -11,7 +11,7 @@ use super::super::cache::AddressLookup;
///
/// For each spent UTXO:
/// 1. Look up address data
/// 2. Calculate age metrics (blocks_old, days_old)
/// 2. Calculate age metrics
/// 3. Update address balance and cohort membership
/// 4. Handle addresses becoming empty
///
@@ -33,13 +33,8 @@ pub fn process_sent(
for (prev_height, by_type) in sent_data.into_iter() {
let prev_price = height_to_price.map(|v| v[prev_height.to_usize()]);
let prev_timestamp = height_to_timestamp[prev_height.to_usize()];
let blocks_old = current_height.to_usize() - prev_height.to_usize();
let days_old = current_timestamp.difference_in_days_between_float(prev_timestamp);
let older_than_hour = current_timestamp
.checked_sub(prev_timestamp)
.unwrap()
.is_more_than_hour();
let age = Age::new(current_timestamp, prev_timestamp, blocks_old);
for (output_type, vec) in by_type.unwrap().into_iter() {
// Cache mutable refs for this address type
@@ -123,15 +118,7 @@ pub fn process_sent(
.state
.as_mut()
.unwrap()
.send(
addr_data,
value,
current_price,
prev_price,
blocks_old,
days_old,
older_than_hour,
)?;
.send(addr_data, value, current_price, prev_price, age)?;
}
}
}

View File

@@ -72,6 +72,7 @@ impl AddressCohortVecs {
version,
indexes,
price,
up_to_1h_realized: None,
};
let height_to_addr_count =

View File

@@ -38,7 +38,33 @@ impl UTXOCohorts {
) -> Result<Self> {
let v = version + VERSION;
// Create "all" cohort first - it doesn't need global sources (it IS the global source)
// Phase 1: Import base cohorts that don't need adjusted (age_range, amount_range, etc.)
// These are the source cohorts for overlapping computations.
let base = |f: Filter, name: &'static str| {
UTXOCohortVecs::forced_import(
db,
f,
name,
v,
indexes,
price,
states_path,
StateLevel::Full,
None,
None,
)
};
let age_range = ByAgeRange::try_new(&base)?;
let amount_range = ByAmountRange::try_new(&base)?;
let epoch = ByEpoch::try_new(&base)?;
let year = ByYear::try_new(&base)?;
let type_ = BySpendableType::try_new(&base)?;
// Get up_to_1h realized for adjusted computation (cohort - up_to_1h)
let up_to_1h_realized = age_range.up_to_1h.metrics.realized.as_ref();
// Phase 2: Import "all" cohort (needs up_to_1h for adjusted, is global supply source)
let all = UTXOCohortVecs::forced_import(
db,
Filter::All,
@@ -49,13 +75,13 @@ impl UTXOCohorts {
states_path,
StateLevel::PriceOnly,
None,
up_to_1h_realized,
)?;
// Get reference to all's supply for other cohorts to use as global source
let all_supply = Some(&all.metrics.supply);
// Create all cohorts first (while borrowing all_supply), then assemble struct
let price_only = |f: Filter, name: &'static str| {
// Phase 3: Import cohorts that need adjusted and/or all_supply
let price_only_adjusted = |f: Filter, name: &'static str| {
UTXOCohortVecs::forced_import(
db,
f,
@@ -66,12 +92,13 @@ impl UTXOCohorts {
states_path,
StateLevel::PriceOnly,
all_supply,
up_to_1h_realized,
)
};
let term = ByTerm::try_new(&price_only)?;
let term = ByTerm::try_new(&price_only_adjusted)?;
let full = |f: Filter, name: &'static str| {
let none_adjusted = |f: Filter, name: &'static str| {
UTXOCohortVecs::forced_import(
db,
f,
@@ -80,10 +107,15 @@ impl UTXOCohorts {
indexes,
price,
states_path,
StateLevel::Full,
StateLevel::None,
all_supply,
up_to_1h_realized,
)
};
let max_age = ByMaxAge::try_new(&none_adjusted)?;
// Phase 4: Import remaining cohorts (no adjusted needed)
let none = |f: Filter, name: &'static str| {
UTXOCohortVecs::forced_import(
db,
@@ -95,16 +127,11 @@ impl UTXOCohorts {
states_path,
StateLevel::None,
all_supply,
None,
)
};
let epoch = ByEpoch::try_new(&full)?;
let year = ByYear::try_new(&full)?;
let type_ = BySpendableType::try_new(&full)?;
let max_age = ByMaxAge::try_new(&none)?;
let min_age = ByMinAge::try_new(&none)?;
let age_range = ByAgeRange::try_new(&full)?;
let amount_range = ByAmountRange::try_new(&full)?;
let lt_amount = ByLowerThanAmount::try_new(&none)?;
let ge_amount = ByGreatEqualAmount::try_new(&none)?;

View File

@@ -8,7 +8,7 @@ impl UTXOCohorts {
/// Process received outputs for this block.
///
/// New UTXOs are added to:
/// - The "up_to_1d" age cohort (all new UTXOs start at 0 days old)
/// - The "up_to_1h" age cohort (all new UTXOs start at 0 hours old)
/// - The appropriate epoch cohort based on block height
/// - The appropriate year cohort based on block timestamp
/// - The appropriate output type cohort (P2PKH, P2SH, etc.)
@@ -22,9 +22,9 @@ impl UTXOCohorts {
) {
let supply_state = received.spendable_supply;
// New UTXOs go into up_to_1d, current epoch, and current year
// New UTXOs go into up_to_1h, current epoch, and current year
[
&mut self.0.age_range.up_to_1d,
&mut self.0.age_range.up_to_1h,
self.0.epoch.mut_vec_from_height(height),
self.0.year.mut_vec_from_timestamp(timestamp),
]

View File

@@ -1,4 +1,4 @@
use brk_types::{CheckedSub, Height};
use brk_types::{Age, Height};
use rustc_hash::FxHashMap;
use vecdb::VecIndex;
@@ -35,37 +35,22 @@ impl UTXOCohorts {
let block_state = &chain_state[height.to_usize()];
let prev_price = block_state.price;
let blocks_old = chain_len - 1 - height.to_usize();
let days_old = last_timestamp.difference_in_days_between(block_state.timestamp);
let days_old_float =
last_timestamp.difference_in_days_between_float(block_state.timestamp);
let older_than_hour = last_timestamp
.checked_sub(block_state.timestamp)
.unwrap()
.is_more_than_hour();
let age = Age::new(last_timestamp, block_state.timestamp, blocks_old);
// Update age range cohort (direct index lookup)
self.0
.age_range
.get_mut_by_days_old(days_old)
.state
.um()
.send(
&sent.spendable_supply,
current_price,
prev_price,
blocks_old,
days_old_float,
older_than_hour,
);
self.0.age_range.get_mut(age).state.um().send(
&sent.spendable_supply,
current_price,
prev_price,
age,
);
// Update epoch cohort (direct lookup by height)
self.0.epoch.mut_vec_from_height(height).state.um().send(
&sent.spendable_supply,
current_price,
prev_price,
blocks_old,
days_old_float,
older_than_hour,
age,
);
// Update year cohort (direct lookup by timestamp)
@@ -74,42 +59,31 @@ impl UTXOCohorts {
.mut_vec_from_timestamp(block_state.timestamp)
.state
.um()
.send(
&sent.spendable_supply,
current_price,
prev_price,
blocks_old,
days_old_float,
older_than_hour,
);
.send(&sent.spendable_supply, current_price, prev_price, age);
// Update output type cohorts
sent.by_type
.spendable
.iter_typed()
.for_each(|(output_type, supply_state)| {
self.0.type_.get_mut(output_type).state.um().send(
supply_state,
current_price,
prev_price,
blocks_old,
days_old_float,
older_than_hour,
)
self.0
.type_
.get_mut(output_type)
.state
.um()
.send(supply_state, current_price, prev_price, age)
});
// Update amount range cohorts
sent.by_size_group
.iter_typed()
.for_each(|(group, supply_state)| {
self.0.amount_range.get_mut(group).state.um().send(
supply_state,
current_price,
prev_price,
blocks_old,
days_old_float,
older_than_hour,
);
self.0
.amount_range
.get_mut(group)
.state
.um()
.send(supply_state, current_price, prev_price, age);
});
}
}

View File

@@ -1,5 +1,5 @@
use brk_cohort::AGE_BOUNDARIES;
use brk_types::{ONE_DAY_IN_SEC, Timestamp};
use brk_types::{ONE_HOUR_IN_SEC, Timestamp};
use crate::distribution::state::BlockState;
@@ -8,11 +8,11 @@ use super::groups::UTXOCohorts;
impl UTXOCohorts {
/// Handle age transitions when processing a new block.
///
/// UTXOs age with each block. When they cross day boundaries,
/// they move between age-based cohorts (e.g., from "0-1d" to "1-7d").
/// UTXOs age with each block. When they cross hour boundaries,
/// they move between age-based cohorts (e.g., from "0-1h" to "1h-1d").
///
/// Complexity: O(k * (log n + m)) where:
/// - k = 19 boundaries to check
/// - k = 20 boundaries to check
/// - n = total blocks in chain_state
/// - m = blocks crossing each boundary (typically 0-2 per boundary per block)
pub fn tick_tock_next_block(&mut self, chain_state: &[BlockState], timestamp: Timestamp) {
@@ -28,19 +28,19 @@ impl UTXOCohorts {
return;
}
// Get age_range cohort states (indexed 0..20)
// Cohort i covers days [BOUNDARIES[i-1], BOUNDARIES[i])
// Cohort 0 covers [0, 1) days
// Cohort 19 covers [15*365, infinity) days
// Get age_range cohort states (indexed 0..21)
// Cohort i covers hours [BOUNDARIES[i-1], BOUNDARIES[i])
// Cohort 0 covers [0, 1) hours
// Cohort 20 covers [15*365*24, infinity) hours
let mut age_cohorts: Vec<_> = self.0.age_range.iter_mut().map(|v| &mut v.state).collect();
// For each boundary, find blocks that just crossed it
for (boundary_idx, &boundary_days) in AGE_BOUNDARIES.iter().enumerate() {
let boundary_seconds = (boundary_days as u32) * ONE_DAY_IN_SEC;
// For each boundary (in hours), find blocks that just crossed it
for (boundary_idx, &boundary_hours) in AGE_BOUNDARIES.iter().enumerate() {
let boundary_seconds = (boundary_hours as u32) * ONE_HOUR_IN_SEC;
// Blocks crossing boundary B have timestamps in (prev - B*DAY, curr - B*DAY]
// prev_days < B and curr_days >= B
// means: block was younger than B days, now is B days or older
// Blocks crossing boundary B have timestamps in (prev - B*HOUR, curr - B*HOUR]
// prev_hours < B and curr_hours >= B
// means: block was younger than B hours, now is B hours or older
let upper_timestamp = (*timestamp).saturating_sub(boundary_seconds);
let lower_timestamp = (*prev_timestamp).saturating_sub(boundary_seconds);
@@ -53,23 +53,11 @@ impl UTXOCohorts {
let start_idx = chain_state.partition_point(|b| *b.timestamp <= lower_timestamp);
let end_idx = chain_state.partition_point(|b| *b.timestamp <= upper_timestamp);
// Process blocks that crossed this boundary
// Move supply from younger cohort to older cohort
for block_state in &chain_state[start_idx..end_idx] {
// Double-check the day boundary was actually crossed
// (handles edge cases with day boundaries)
let prev_days = prev_timestamp.difference_in_days_between(block_state.timestamp);
let curr_days = timestamp.difference_in_days_between(block_state.timestamp);
if prev_days >= boundary_days || curr_days < boundary_days {
continue;
}
// Block crossed from cohort[boundary_idx] to cohort[boundary_idx + 1]
// Decrement from the "younger" cohort
if let Some(state) = age_cohorts[boundary_idx].as_mut() {
state.decrement(&block_state.supply, block_state.price);
}
// Increment in the "older" cohort
if let Some(state) = age_cohorts[boundary_idx + 1].as_mut() {
state.increment(&block_state.supply, block_state.price);
}

View File

@@ -9,7 +9,7 @@ use vecdb::{AnyStoredVec, Database, Exit, IterableVec};
use crate::{ComputeIndexes, indexes, price, distribution::state::UTXOCohortState};
use crate::distribution::metrics::{CohortMetrics, ImportConfig, SupplyMetrics};
use crate::distribution::metrics::{CohortMetrics, ImportConfig, RealizedMetrics, SupplyMetrics};
use super::super::traits::{CohortVecs, DynCohortVecs};
@@ -33,6 +33,9 @@ impl UTXOCohortVecs {
///
/// `all_supply` is the supply metrics from the "all" cohort, used as global
/// sources for `*_rel_to_market_cap` ratios. Pass `None` for the "all" cohort itself.
///
/// `up_to_1h_realized` is used for cohorts where `compute_adjusted()` is true,
/// to create lazy adjusted vecs: adjusted = cohort - up_to_1h.
#[allow(clippy::too_many_arguments)]
pub fn forced_import(
db: &Database,
@@ -44,6 +47,7 @@ impl UTXOCohortVecs {
states_path: &Path,
state_level: StateLevel,
all_supply: Option<&SupplyMetrics>,
up_to_1h_realized: Option<&RealizedMetrics>,
) -> Result<Self> {
let compute_dollars = price.is_some();
let full_name = CohortContext::Utxo.full_name(&filter, name);
@@ -56,6 +60,7 @@ impl UTXOCohortVecs {
version,
indexes,
price,
up_to_1h_realized,
};
Ok(Self {

View File

@@ -4,6 +4,8 @@ use vecdb::Database;
use crate::{indexes, price};
use super::RealizedMetrics;
/// Configuration for importing metrics.
pub struct ImportConfig<'a> {
pub db: &'a Database,
@@ -13,6 +15,9 @@ pub struct ImportConfig<'a> {
pub version: Version,
pub indexes: &'a indexes::Vecs,
pub price: Option<&'a price::Vecs>,
/// Source for lazy adjusted computation: adjusted = cohort - up_to_1h.
/// Required for cohorts where `compute_adjusted()` is true.
pub up_to_1h_realized: Option<&'a RealizedMetrics>,
}
impl<'a> ImportConfig<'a> {

View File

@@ -13,8 +13,8 @@ use crate::{
indexes,
internal::{
ComputedRatioVecsFromDateIndex, ComputedVecsFromDateIndex, ComputedVecsFromHeight,
LazyVecsFrom2FromHeight, LazyVecsFromDateIndex, LazyVecsFromHeight, PercentageDollarsF32,
Source, StoredF32Identity, VecBuilderOptions,
DollarsMinus, LazyVecsFrom2FromHeight, LazyVecsFromDateIndex, LazyVecsFromHeight,
PercentageDollarsF32, Source, StoredF32Identity, VecBuilderOptions,
},
price,
utils::OptionExt,
@@ -64,11 +64,11 @@ pub struct RealizedMetrics {
pub height_to_value_destroyed: EagerVec<PcoVec<Height, Dollars>>,
pub indexes_to_value_destroyed: ComputedVecsFromHeight<Dollars>,
// === Adjusted Value (optional) ===
pub height_to_adjusted_value_created: Option<EagerVec<PcoVec<Height, Dollars>>>,
pub indexes_to_adjusted_value_created: Option<ComputedVecsFromHeight<Dollars>>,
pub height_to_adjusted_value_destroyed: Option<EagerVec<PcoVec<Height, Dollars>>>,
pub indexes_to_adjusted_value_destroyed: Option<ComputedVecsFromHeight<Dollars>>,
// === Adjusted Value (lazy: cohort - up_to_1h) ===
pub indexes_to_adjusted_value_created:
Option<LazyVecsFrom2FromHeight<Dollars, Dollars, Dollars>>,
pub indexes_to_adjusted_value_destroyed:
Option<LazyVecsFrom2FromHeight<Dollars, Dollars, Dollars>>,
// === SOPR (Spent Output Profit Ratio) ===
pub dateindex_to_sopr: EagerVec<PcoVec<DateIndex, StoredF64>>,
@@ -226,16 +226,48 @@ impl RealizedMetrics {
let height_to_value_destroyed =
EagerVec::forced_import(cfg.db, &cfg.name("value_destroyed"), cfg.version)?;
let height_to_adjusted_value_created = compute_adjusted
let indexes_to_value_created = ComputedVecsFromHeight::forced_import(
cfg.db,
&cfg.name("value_created"),
Source::Vec(height_to_value_created.boxed_clone()),
cfg.version,
cfg.indexes,
sum,
)?;
let indexes_to_value_destroyed = ComputedVecsFromHeight::forced_import(
cfg.db,
&cfg.name("value_destroyed"),
Source::Vec(height_to_value_destroyed.boxed_clone()),
cfg.version,
cfg.indexes,
sum,
)?;
// Create lazy adjusted vecs if compute_adjusted and up_to_1h is available
let indexes_to_adjusted_value_created = (compute_adjusted && cfg.up_to_1h_realized.is_some())
.then(|| {
EagerVec::forced_import(cfg.db, &cfg.name("adjusted_value_created"), cfg.version)
})
.transpose()?;
let height_to_adjusted_value_destroyed = compute_adjusted
.then(|| {
EagerVec::forced_import(cfg.db, &cfg.name("adjusted_value_destroyed"), cfg.version)
})
.transpose()?;
let up_to_1h = cfg.up_to_1h_realized.unwrap();
LazyVecsFrom2FromHeight::from_computed::<DollarsMinus>(
&cfg.name("adjusted_value_created"),
cfg.version,
height_to_value_created.boxed_clone(),
up_to_1h.height_to_value_created.boxed_clone(),
&indexes_to_value_created,
&up_to_1h.indexes_to_value_created,
)
});
let indexes_to_adjusted_value_destroyed =
(compute_adjusted && cfg.up_to_1h_realized.is_some()).then(|| {
let up_to_1h = cfg.up_to_1h_realized.unwrap();
LazyVecsFrom2FromHeight::from_computed::<DollarsMinus>(
&cfg.name("adjusted_value_destroyed"),
cfg.version,
height_to_value_destroyed.boxed_clone(),
up_to_1h.height_to_value_destroyed.boxed_clone(),
&indexes_to_value_destroyed,
&up_to_1h.indexes_to_value_destroyed,
)
});
// Create realized_price_extra first so we can reference its ratio for MVRV proxy
let indexes_to_realized_price_extra = ComputedRatioVecsFromDateIndex::forced_import(
@@ -317,62 +349,14 @@ impl RealizedMetrics {
.transpose()?,
// === Value Created/Destroyed ===
indexes_to_value_created: ComputedVecsFromHeight::forced_import(
cfg.db,
&cfg.name("value_created"),
Source::Vec(height_to_value_created.boxed_clone()),
cfg.version,
cfg.indexes,
sum,
)?,
indexes_to_value_destroyed: ComputedVecsFromHeight::forced_import(
cfg.db,
&cfg.name("value_destroyed"),
Source::Vec(height_to_value_destroyed.boxed_clone()),
cfg.version,
cfg.indexes,
sum,
)?,
height_to_value_created,
indexes_to_value_created,
height_to_value_destroyed,
indexes_to_value_destroyed,
// === Adjusted Value (optional) ===
indexes_to_adjusted_value_created: compute_adjusted
.then(|| {
ComputedVecsFromHeight::forced_import(
cfg.db,
&cfg.name("adjusted_value_created"),
Source::Vec(
height_to_adjusted_value_created
.as_ref()
.unwrap()
.boxed_clone(),
),
cfg.version,
cfg.indexes,
sum,
)
})
.transpose()?,
indexes_to_adjusted_value_destroyed: compute_adjusted
.then(|| {
ComputedVecsFromHeight::forced_import(
cfg.db,
&cfg.name("adjusted_value_destroyed"),
Source::Vec(
height_to_adjusted_value_destroyed
.as_ref()
.unwrap()
.boxed_clone(),
),
cfg.version,
cfg.indexes,
sum,
)
})
.transpose()?,
height_to_adjusted_value_created,
height_to_adjusted_value_destroyed,
// === Adjusted Value (lazy: cohort - up_to_1h) ===
indexes_to_adjusted_value_created,
indexes_to_adjusted_value_destroyed,
// === SOPR ===
dateindex_to_sopr: EagerVec::forced_import(
@@ -464,22 +448,12 @@ impl RealizedMetrics {
/// Get minimum length across height-indexed vectors written in block loop.
pub fn min_stateful_height_len(&self) -> usize {
let mut min = self
.height_to_realized_cap
self.height_to_realized_cap
.len()
.min(self.height_to_realized_profit.len())
.min(self.height_to_realized_loss.len())
.min(self.height_to_value_created.len())
.min(self.height_to_value_destroyed.len());
if let Some(v) = &self.height_to_adjusted_value_created {
min = min.min(v.len());
}
if let Some(v) = &self.height_to_adjusted_value_destroyed {
min = min.min(v.len());
}
min
.min(self.height_to_value_destroyed.len())
}
/// Push realized state values to height-indexed vectors.
@@ -495,13 +469,6 @@ impl RealizedMetrics {
self.height_to_value_destroyed
.truncate_push(height, state.value_destroyed)?;
if let Some(v) = self.height_to_adjusted_value_created.as_mut() {
v.truncate_push(height, state.adj_value_created)?;
}
if let Some(v) = self.height_to_adjusted_value_destroyed.as_mut() {
v.truncate_push(height, state.adj_value_destroyed)?;
}
Ok(())
}
@@ -512,31 +479,19 @@ impl RealizedMetrics {
self.height_to_realized_loss.write()?;
self.height_to_value_created.write()?;
self.height_to_value_destroyed.write()?;
if let Some(v) = self.height_to_adjusted_value_created.as_mut() {
v.write()?;
}
if let Some(v) = self.height_to_adjusted_value_destroyed.as_mut() {
v.write()?;
}
Ok(())
}
/// Returns a parallel iterator over all vecs for parallel writing.
pub fn par_iter_mut(&mut self) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
let mut vecs: Vec<&mut dyn AnyStoredVec> = vec![
&mut self.height_to_realized_cap,
[
&mut self.height_to_realized_cap as &mut dyn AnyStoredVec,
&mut self.height_to_realized_profit,
&mut self.height_to_realized_loss,
&mut self.height_to_value_created,
&mut self.height_to_value_destroyed,
];
if let Some(v) = self.height_to_adjusted_value_created.as_mut() {
vecs.push(v);
}
if let Some(v) = self.height_to_adjusted_value_destroyed.as_mut() {
vecs.push(v);
}
vecs.into_par_iter()
]
.into_par_iter()
}
/// Validate computed versions against base version.
@@ -593,37 +548,6 @@ impl RealizedMetrics {
exit,
)?;
if self.height_to_adjusted_value_created.is_some() {
self.height_to_adjusted_value_created
.um()
.compute_sum_of_others(
starting_indexes.height,
&others
.iter()
.map(|v| {
v.height_to_adjusted_value_created
.as_ref()
.unwrap_or(&v.height_to_value_created)
})
.collect::<Vec<_>>(),
exit,
)?;
self.height_to_adjusted_value_destroyed
.um()
.compute_sum_of_others(
starting_indexes.height,
&others
.iter()
.map(|v| {
v.height_to_adjusted_value_destroyed
.as_ref()
.unwrap_or(&v.height_to_value_destroyed)
})
.collect::<Vec<_>>(),
exit,
)?;
}
Ok(())
}
@@ -695,25 +619,6 @@ impl RealizedMetrics {
Some(&self.height_to_value_destroyed),
)?;
// Optional: adjusted value
if let Some(adjusted_value_created) = self.indexes_to_adjusted_value_created.as_mut() {
adjusted_value_created.compute_rest(
indexes,
starting_indexes,
exit,
self.height_to_adjusted_value_created.as_ref(),
)?;
}
if let Some(adjusted_value_destroyed) = self.indexes_to_adjusted_value_destroyed.as_mut() {
adjusted_value_destroyed.compute_rest(
indexes,
starting_indexes,
exit,
self.height_to_adjusted_value_destroyed.as_ref(),
)?;
}
Ok(())
}
@@ -784,16 +689,20 @@ impl RealizedMetrics {
exit,
)?;
// Optional: adjusted SOPR
// Optional: adjusted SOPR (lazy: cohort - up_to_1h)
if let (Some(adjusted_sopr), Some(adj_created), Some(adj_destroyed)) = (
self.dateindex_to_adjusted_sopr.as_mut(),
self.indexes_to_adjusted_value_created.as_ref(),
self.indexes_to_adjusted_value_destroyed.as_ref(),
self.indexes_to_adjusted_value_created
.as_ref()
.and_then(|v| v.dateindex.sum.as_ref()),
self.indexes_to_adjusted_value_destroyed
.as_ref()
.and_then(|v| v.dateindex.sum.as_ref()),
) {
adjusted_sopr.compute_divide(
starting_indexes.dateindex,
adj_created.dateindex.unwrap_sum(),
adj_destroyed.dateindex.unwrap_sum(),
adj_created.as_ref(),
adj_destroyed.as_ref(),
exit,
)?;

View File

@@ -1,13 +1,10 @@
use std::path::Path;
use brk_error::Result;
use brk_types::{Dollars, Height, LoadedAddressData, Sats, SupplyState};
use brk_types::{Age, Dollars, Height, LoadedAddressData, Sats, SupplyState};
use vecdb::unlikely;
use super::{
super::cost_basis::RealizedState,
base::CohortState,
};
use super::{super::cost_basis::RealizedState, base::CohortState};
#[derive(Clone)]
pub struct AddressCohortState {
@@ -43,16 +40,13 @@ impl AddressCohortState {
self.inner.reset_single_iteration_values();
}
#[allow(clippy::too_many_arguments)]
pub fn send(
&mut self,
addressdata: &mut LoadedAddressData,
value: Sats,
current_price: Option<Dollars>,
prev_price: Option<Dollars>,
blocks_old: usize,
days_old: f64,
older_than_hour: bool,
age: Age,
) -> Result<()> {
let compute_price = current_price.is_some();
@@ -76,9 +70,7 @@ impl AddressCohortState {
},
current_price,
prev_price,
blocks_old,
days_old,
older_than_hour,
age,
compute_price.then(|| (addressdata.realized_price(), &supply_state)),
prev_realized_price.map(|prev_price| (prev_price, &prev_supply_state)),
);

View File

@@ -1,7 +1,7 @@
use std::path::Path;
use brk_error::Result;
use brk_types::{Dollars, Height, Sats, SupplyState};
use brk_types::{Age, Dollars, Height, Sats, SupplyState};
use crate::internal::PERCENTILES_LEN;
@@ -246,17 +246,13 @@ impl CohortState {
supply: &SupplyState,
current_price: Option<Dollars>,
prev_price: Option<Dollars>,
blocks_old: usize,
days_old: f64,
older_than_hour: bool,
age: Age,
) {
self.send_(
supply,
current_price,
prev_price,
blocks_old,
days_old,
older_than_hour,
age,
None,
prev_price.map(|prev_price| (prev_price, supply)),
);
@@ -269,9 +265,7 @@ impl CohortState {
supply: &SupplyState,
current_price: Option<Dollars>,
prev_price: Option<Dollars>,
blocks_old: usize,
days_old: f64,
older_than_hour: bool,
age: Age,
price_to_amount_increment: Option<(Dollars, &SupplyState)>,
price_to_amount_decrement: Option<(Dollars, &SupplyState)>,
) {
@@ -283,14 +277,13 @@ impl CohortState {
if supply.value > Sats::ZERO {
self.sent += supply.value;
self.satblocks_destroyed += supply.value * blocks_old;
self.satdays_destroyed +=
Sats::from((u64::from(supply.value) as f64 * days_old).floor() as u64);
self.satblocks_destroyed += age.satblocks_destroyed(supply.value);
self.satdays_destroyed += age.satdays_destroyed(supply.value);
if let Some(realized) = self.realized.as_mut() {
let current_price = current_price.unwrap();
let prev_price = prev_price.unwrap();
realized.send(supply, current_price, prev_price, older_than_hour);
realized.send(supply, current_price, prev_price);
if let Some((price, supply)) = price_to_amount_increment
&& supply.value.is_not_zero()

View File

@@ -8,9 +8,7 @@ pub struct RealizedState {
pub profit: Dollars,
pub loss: Dollars,
pub value_created: Dollars,
pub adj_value_created: Dollars,
pub value_destroyed: Dollars,
pub adj_value_destroyed: Dollars,
}
impl RealizedState {
@@ -19,9 +17,7 @@ impl RealizedState {
profit: Dollars::NAN,
loss: Dollars::NAN,
value_created: Dollars::NAN,
adj_value_created: Dollars::NAN,
value_destroyed: Dollars::NAN,
adj_value_destroyed: Dollars::NAN,
};
pub fn reset_single_iteration_values(&mut self) {
@@ -29,9 +25,7 @@ impl RealizedState {
self.profit = Dollars::ZERO;
self.loss = Dollars::ZERO;
self.value_created = Dollars::ZERO;
self.adj_value_created = Dollars::ZERO;
self.value_destroyed = Dollars::ZERO;
self.adj_value_destroyed = Dollars::ZERO;
}
}
@@ -49,9 +43,7 @@ impl RealizedState {
self.profit = Dollars::ZERO;
self.loss = Dollars::ZERO;
self.value_created = Dollars::ZERO;
self.adj_value_created = Dollars::ZERO;
self.value_destroyed = Dollars::ZERO;
self.adj_value_destroyed = Dollars::ZERO;
}
self.cap += realized_cap;
@@ -74,7 +66,6 @@ impl RealizedState {
supply_state: &SupplyState,
current_price: Dollars,
prev_price: Dollars,
older_than_hour: bool,
) {
let current_value = current_price * supply_state.value;
let prev_value = prev_price * supply_state.value;
@@ -82,11 +73,6 @@ impl RealizedState {
self.value_created += current_value;
self.value_destroyed += prev_value;
if older_than_hour {
self.adj_value_created += current_value;
self.adj_value_destroyed += prev_value;
}
match current_price.cmp(&prev_price) {
Ordering::Greater => {
self.profit += current_value.checked_sub(prev_value).unwrap();