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brk: first commit
This commit is contained in:
nym21
659
_src/parser/datasets/cointime.rs
Normal file
659
_src/parser/datasets/cointime.rs
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@@ -0,0 +1,659 @@
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use allocative::Allocative;
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use struct_iterable::Iterable;
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use crate::{
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structs::{BiMap, Config, DateMap, Height, HeightMap, MapKind},
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utils::{ONE_DAY_IN_DAYS, ONE_YEAR_IN_DAYS, THREE_MONTHS_IN_DAYS, TWO_WEEK_IN_DAYS},
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};
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use super::{AnyDataset, ComputeData, InsertData, MinInitialStates, RatioDataset};
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#[derive(Allocative, Iterable)]
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pub struct CointimeDataset {
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min_initial_states: MinInitialStates,
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// Inserted
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pub coinblocks_destroyed: HeightMap<f32>,
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pub coinblocks_destroyed_1d_sum: DateMap<f32>,
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// Computed
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pub active_cap: BiMap<f32>,
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pub active_price: BiMap<f32>,
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pub active_price_ratio: RatioDataset,
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pub active_supply: BiMap<f32>,
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pub active_supply_3m_net_change: BiMap<f32>,
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pub active_supply_net_change: BiMap<f32>,
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pub activity_to_vaultedness_ratio: BiMap<f32>,
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pub coinblocks_created: HeightMap<f32>,
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pub coinblocks_created_1d_sum: DateMap<f32>,
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pub coinblocks_stored: HeightMap<f32>,
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pub coinblocks_stored_1d_sum: DateMap<f32>,
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pub cointime_adjusted_velocity: DateMap<f32>,
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pub cointime_adjusted_inflation_rate: DateMap<f32>,
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pub cointime_adjusted_yearly_inflation_rate: DateMap<f32>,
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pub cointime_cap: BiMap<f32>,
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pub cointime_price: BiMap<f32>,
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pub cointime_price_ratio: RatioDataset,
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pub cointime_value_created: HeightMap<f32>,
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pub cointime_value_created_1d_sum: DateMap<f32>,
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pub cointime_value_destroyed: HeightMap<f32>,
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pub cointime_value_destroyed_1d_sum: DateMap<f32>,
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pub cointime_value_stored: HeightMap<f32>,
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pub cointime_value_stored_1d_sum: DateMap<f32>,
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pub concurrent_liveliness: DateMap<f32>,
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pub concurrent_liveliness_2w_median: DateMap<f32>,
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pub cumulative_coinblocks_created: BiMap<f32>,
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pub cumulative_coinblocks_destroyed: BiMap<f32>,
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pub cumulative_coinblocks_stored: BiMap<f32>,
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pub investor_cap: BiMap<f32>,
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pub investorness: BiMap<f32>,
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pub liveliness: BiMap<f32>,
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pub liveliness_net_change: BiMap<f32>,
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pub liveliness_net_change_2w_median: BiMap<f32>,
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pub producerness: BiMap<f32>,
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pub thermo_cap: BiMap<f32>,
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pub thermo_cap_to_investor_cap_ratio: BiMap<f32>,
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pub total_cointime_value_created: BiMap<f32>,
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pub total_cointime_value_destroyed: BiMap<f32>,
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pub total_cointime_value_stored: BiMap<f32>,
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pub true_market_deviation: BiMap<f32>,
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pub true_market_mean: BiMap<f32>,
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pub true_market_mean_ratio: RatioDataset,
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pub true_market_net_unrealized_profit_and_loss: BiMap<f32>,
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pub vaulted_cap: BiMap<f32>,
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pub vaulted_price: BiMap<f32>,
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pub vaulted_price_ratio: RatioDataset,
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pub vaulted_supply: BiMap<f32>,
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pub vaulted_supply_net_change: BiMap<f32>,
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pub vaulted_supply_3m_net_change: BiMap<f32>,
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pub vaultedness: BiMap<f32>,
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pub vaulting_rate: BiMap<f32>,
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}
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impl CointimeDataset {
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pub fn import(config: &Config) -> color_eyre::Result<Self> {
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let path_dataset = config.path_datasets();
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let f = |s: &str| path_dataset.join(s);
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let mut s = Self {
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min_initial_states: MinInitialStates::default(),
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// Inserted
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coinblocks_destroyed: HeightMap::new_bin(
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1,
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MapKind::Inserted,
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&f("coinblocks_destroyed"),
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),
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coinblocks_destroyed_1d_sum: DateMap::new_bin(
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1,
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MapKind::Inserted,
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&f("coinblocks_destroyed_1d_sum"),
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),
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// Computed
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active_cap: BiMap::new_bin(1, MapKind::Computed, &f("active_cap")),
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active_price: BiMap::new_bin(1, MapKind::Computed, &f("active_price")),
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active_price_ratio: RatioDataset::import(&path_dataset, "active_price", config)?,
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active_supply: BiMap::new_bin(1, MapKind::Computed, &f("active_supply")),
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active_supply_3m_net_change: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("active_supply_3m_net_change"),
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),
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active_supply_net_change: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("active_supply_net_change"),
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),
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activity_to_vaultedness_ratio: BiMap::new_bin(
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2,
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MapKind::Computed,
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&f("activity_to_vaultedness_ratio"),
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),
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coinblocks_created: HeightMap::new_bin(1, MapKind::Computed, &f("coinblocks_created")),
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coinblocks_created_1d_sum: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("coinblocks_created_1d_sum"),
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),
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coinblocks_stored: HeightMap::new_bin(1, MapKind::Computed, &f("coinblocks_stored")),
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coinblocks_stored_1d_sum: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("coinblocks_stored_1d_sum"),
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),
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cointime_adjusted_velocity: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_adjusted_velocity"),
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),
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cointime_adjusted_inflation_rate: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_adjusted_inflation_rate"),
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),
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cointime_adjusted_yearly_inflation_rate: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_adjusted_yearly_inflation_rate"),
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),
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cointime_cap: BiMap::new_bin(1, MapKind::Computed, &f("cointime_cap")),
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cointime_price: BiMap::new_bin(1, MapKind::Computed, &f("cointime_price")),
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cointime_price_ratio: RatioDataset::import(&path_dataset, "cointime_price", config)?,
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cointime_value_created: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_value_created"),
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),
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cointime_value_created_1d_sum: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_value_created_1d_sum"),
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),
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cointime_value_destroyed: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_value_destroyed"),
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),
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cointime_value_destroyed_1d_sum: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_value_destroyed_1d_sum"),
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),
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cointime_value_stored: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_value_stored"),
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),
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cointime_value_stored_1d_sum: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("cointime_value_stored_1d_sum"),
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),
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concurrent_liveliness: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("concurrent_liveliness"),
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),
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concurrent_liveliness_2w_median: DateMap::new_bin(
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2,
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MapKind::Computed,
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&f("concurrent_liveliness_2w_median"),
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),
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cumulative_coinblocks_created: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("cumulative_coinblocks_created"),
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),
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cumulative_coinblocks_destroyed: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("cumulative_coinblocks_destroyed"),
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),
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cumulative_coinblocks_stored: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("cumulative_coinblocks_stored"),
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),
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investor_cap: BiMap::new_bin(1, MapKind::Computed, &f("investor_cap")),
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investorness: BiMap::new_bin(1, MapKind::Computed, &f("investorness")),
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liveliness: BiMap::new_bin(1, MapKind::Computed, &f("liveliness")),
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liveliness_net_change: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("liveliness_net_change"),
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),
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liveliness_net_change_2w_median: BiMap::new_bin(
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3,
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MapKind::Computed,
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&f("liveliness_net_change_2w_median"),
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),
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producerness: BiMap::new_bin(1, MapKind::Computed, &f("producerness")),
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thermo_cap: BiMap::new_bin(1, MapKind::Computed, &f("thermo_cap")),
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thermo_cap_to_investor_cap_ratio: BiMap::new_bin(
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2,
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MapKind::Computed,
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&f("thermo_cap_to_investor_cap_ratio"),
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),
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total_cointime_value_created: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("total_cointime_value_created"),
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),
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total_cointime_value_destroyed: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("total_cointime_value_destroyed"),
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),
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total_cointime_value_stored: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("total_cointime_value_stored"),
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),
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true_market_deviation: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("true_market_deviation"),
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),
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true_market_mean: BiMap::new_bin(1, MapKind::Computed, &f("true_market_mean")),
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true_market_mean_ratio: RatioDataset::import(
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&path_dataset,
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"true_market_mean",
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config,
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)?,
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true_market_net_unrealized_profit_and_loss: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("true_market_net_unrealized_profit_and_loss"),
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),
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vaulted_cap: BiMap::new_bin(1, MapKind::Computed, &f("vaulted_cap")),
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vaulted_price: BiMap::new_bin(1, MapKind::Computed, &f("vaulted_price")),
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vaulted_price_ratio: RatioDataset::import(&path_dataset, "vaulted_price", config)?,
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vaulted_supply: BiMap::new_bin(1, MapKind::Computed, &f("vaulted_supply")),
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vaulted_supply_3m_net_change: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("vaulted_supply_3m_net_change"),
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),
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vaulted_supply_net_change: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("vaulted_supply_net_change"),
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),
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vaultedness: BiMap::new_bin(1, MapKind::Computed, &f("vaultedness")),
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vaulting_rate: BiMap::new_bin(1, MapKind::Computed, &f("vaulting_rate")),
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};
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s.min_initial_states
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.consume(MinInitialStates::compute_from_dataset(&s, config));
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Ok(s)
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}
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pub fn insert(
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&mut self,
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&InsertData {
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height,
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date,
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satblocks_destroyed,
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date_blocks_range,
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is_date_last_block,
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..
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}: &InsertData,
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) {
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self.coinblocks_destroyed
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.insert(height, satblocks_destroyed.to_btc() as f32);
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if is_date_last_block {
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self.coinblocks_destroyed_1d_sum
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.insert(date, self.coinblocks_destroyed.sum_range(date_blocks_range));
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}
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}
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#[allow(clippy::too_many_arguments)]
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pub fn compute(
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&mut self,
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compute_data: &ComputeData,
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first_height: &mut DateMap<Height>,
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last_height: &mut DateMap<Height>,
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closes: &mut BiMap<f32>,
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circulating_supply: &mut BiMap<f64>,
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realized_cap: &mut BiMap<f32>,
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realized_price: &mut BiMap<f32>,
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inflation_rate: &mut DateMap<f64>,
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yearly_inflation_rate: &mut DateMap<f64>,
|
||||
annualized_transaction_volume: &mut DateMap<f32>,
|
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cumulative_subsidy_in_dollars: &mut BiMap<f32>,
|
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) {
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let &ComputeData { heights, dates, .. } = compute_data;
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|
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self.cumulative_coinblocks_destroyed
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.height
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.multi_insert_cumulative(heights, &mut self.coinblocks_destroyed);
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self.cumulative_coinblocks_destroyed
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.date
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.multi_insert_cumulative(dates, &mut self.coinblocks_destroyed_1d_sum);
|
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self.coinblocks_created.multi_insert_simple_transform(
|
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heights,
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&mut circulating_supply.height,
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|circulating_supply, _| circulating_supply as f32,
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);
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self.coinblocks_created_1d_sum.multi_insert_sum_range(
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dates,
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&self.coinblocks_created,
|
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first_height,
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last_height,
|
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);
|
||||
|
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self.cumulative_coinblocks_created
|
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.height
|
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.multi_insert_cumulative(heights, &mut self.coinblocks_created);
|
||||
self.cumulative_coinblocks_created
|
||||
.date
|
||||
.multi_insert_cumulative(dates, &mut self.coinblocks_created_1d_sum);
|
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|
||||
self.coinblocks_stored.multi_insert_subtract(
|
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heights,
|
||||
&mut self.coinblocks_created,
|
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&mut self.coinblocks_destroyed,
|
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);
|
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self.coinblocks_stored_1d_sum.multi_insert_sum_range(
|
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dates,
|
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&self.coinblocks_stored,
|
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first_height,
|
||||
last_height,
|
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);
|
||||
|
||||
self.cumulative_coinblocks_stored
|
||||
.height
|
||||
.multi_insert_cumulative(heights, &mut self.coinblocks_stored);
|
||||
self.cumulative_coinblocks_stored
|
||||
.date
|
||||
.multi_insert_cumulative(dates, &mut self.coinblocks_stored_1d_sum);
|
||||
|
||||
self.liveliness.multi_insert_divide(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.cumulative_coinblocks_destroyed,
|
||||
&mut self.cumulative_coinblocks_created,
|
||||
);
|
||||
|
||||
self.vaultedness.multi_insert_simple_transform(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.liveliness,
|
||||
&|liveliness| 1.0 - liveliness,
|
||||
);
|
||||
|
||||
self.activity_to_vaultedness_ratio.multi_insert_divide(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.liveliness,
|
||||
&mut self.vaultedness,
|
||||
);
|
||||
|
||||
self.concurrent_liveliness.multi_insert_divide(
|
||||
dates,
|
||||
&mut self.coinblocks_destroyed_1d_sum,
|
||||
&mut self.coinblocks_created_1d_sum,
|
||||
);
|
||||
|
||||
self.concurrent_liveliness_2w_median.multi_insert_median(
|
||||
dates,
|
||||
&mut self.concurrent_liveliness,
|
||||
Some(TWO_WEEK_IN_DAYS),
|
||||
);
|
||||
|
||||
self.liveliness_net_change.multi_insert_net_change(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.liveliness,
|
||||
ONE_DAY_IN_DAYS,
|
||||
);
|
||||
|
||||
self.liveliness_net_change_2w_median
|
||||
.multi_insert_net_change(heights, dates, &mut self.liveliness, TWO_WEEK_IN_DAYS);
|
||||
|
||||
self.vaulted_supply.multi_insert_multiply(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.vaultedness,
|
||||
circulating_supply,
|
||||
);
|
||||
|
||||
self.vaulted_supply_net_change.multi_insert_net_change(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.vaulted_supply,
|
||||
ONE_DAY_IN_DAYS,
|
||||
);
|
||||
|
||||
self.vaulted_supply_3m_net_change.multi_insert_net_change(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.vaulted_supply,
|
||||
THREE_MONTHS_IN_DAYS,
|
||||
);
|
||||
|
||||
self.vaulting_rate.multi_insert_simple_transform(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.vaulted_supply,
|
||||
&|vaulted_supply| vaulted_supply * ONE_YEAR_IN_DAYS as f32,
|
||||
);
|
||||
|
||||
self.active_supply.multi_insert_multiply(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.liveliness,
|
||||
circulating_supply,
|
||||
);
|
||||
|
||||
self.active_supply_net_change.multi_insert_net_change(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.active_supply,
|
||||
ONE_DAY_IN_DAYS,
|
||||
);
|
||||
|
||||
self.active_supply_3m_net_change.multi_insert_net_change(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.active_supply,
|
||||
THREE_MONTHS_IN_DAYS,
|
||||
);
|
||||
|
||||
// TODO: Do these
|
||||
// let min_vaulted_supply = ;
|
||||
// let max_active_supply = ;
|
||||
|
||||
self.cointime_adjusted_inflation_rate.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.activity_to_vaultedness_ratio.date,
|
||||
inflation_rate,
|
||||
);
|
||||
|
||||
self.cointime_adjusted_yearly_inflation_rate
|
||||
.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.activity_to_vaultedness_ratio.date,
|
||||
yearly_inflation_rate,
|
||||
);
|
||||
|
||||
self.cointime_adjusted_velocity.multi_insert_divide(
|
||||
dates,
|
||||
annualized_transaction_volume,
|
||||
&mut self.active_supply.date,
|
||||
);
|
||||
|
||||
// TODO:
|
||||
// const activeSupplyChangeFromTransactions90dChange =
|
||||
// createNetChangeLazyDataset(activeSupplyChangeFromTransactions, 90);
|
||||
// const activeSupplyChangeFromIssuance = createMultipliedLazyDataset(
|
||||
// lastSubsidy,
|
||||
// liveliness,
|
||||
// );
|
||||
|
||||
self.thermo_cap.multi_insert_simple_transform(
|
||||
heights,
|
||||
dates,
|
||||
cumulative_subsidy_in_dollars,
|
||||
&|cumulative_subsidy_in_dollars| cumulative_subsidy_in_dollars,
|
||||
);
|
||||
|
||||
self.investor_cap
|
||||
.multi_insert_subtract(heights, dates, realized_cap, &mut self.thermo_cap);
|
||||
|
||||
self.thermo_cap_to_investor_cap_ratio
|
||||
.multi_insert_percentage(heights, dates, &mut self.thermo_cap, &mut self.investor_cap);
|
||||
|
||||
// TODO:
|
||||
// const activeSupplyChangeFromIssuance90dChange = createNetChangeLazyDataset(
|
||||
// activeSupplyChangeFromIssuance,
|
||||
// 90,
|
||||
// );
|
||||
|
||||
self.active_price
|
||||
.multi_insert_divide(heights, dates, realized_price, &mut self.liveliness);
|
||||
|
||||
self.active_cap.height.multi_insert_multiply(
|
||||
heights,
|
||||
&mut self.active_supply.height,
|
||||
&mut closes.height,
|
||||
);
|
||||
self.active_cap.date.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.active_supply.date,
|
||||
&mut closes.date,
|
||||
);
|
||||
|
||||
self.vaulted_price.multi_insert_divide(
|
||||
heights,
|
||||
dates,
|
||||
realized_price,
|
||||
&mut self.vaultedness,
|
||||
);
|
||||
|
||||
self.vaulted_cap.height.multi_insert_multiply(
|
||||
heights,
|
||||
&mut self.vaulted_supply.height,
|
||||
&mut closes.height,
|
||||
);
|
||||
|
||||
self.vaulted_cap.date.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.vaulted_supply.date,
|
||||
&mut closes.date,
|
||||
);
|
||||
|
||||
self.true_market_mean.multi_insert_divide(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.investor_cap,
|
||||
&mut self.active_supply,
|
||||
);
|
||||
|
||||
self.true_market_deviation.multi_insert_divide(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.active_cap,
|
||||
&mut self.investor_cap,
|
||||
);
|
||||
|
||||
self.true_market_net_unrealized_profit_and_loss
|
||||
.height
|
||||
.multi_insert_complex_transform(
|
||||
heights,
|
||||
&mut self.active_cap.height,
|
||||
|(active_cap, height, ..)| {
|
||||
let investor_cap = self.investor_cap.height.get(height).unwrap();
|
||||
|
||||
(active_cap - investor_cap) / active_cap
|
||||
},
|
||||
);
|
||||
self.true_market_net_unrealized_profit_and_loss
|
||||
.date
|
||||
.multi_insert_complex_transform(
|
||||
dates,
|
||||
&mut self.active_cap.date,
|
||||
|(active_cap, date, _, _)| {
|
||||
let investor_cap = self.investor_cap.date.get(date).unwrap();
|
||||
(active_cap - investor_cap) / active_cap
|
||||
},
|
||||
);
|
||||
|
||||
self.investorness
|
||||
.multi_insert_divide(heights, dates, &mut self.investor_cap, realized_cap);
|
||||
|
||||
self.producerness
|
||||
.multi_insert_divide(heights, dates, &mut self.thermo_cap, realized_cap);
|
||||
|
||||
self.cointime_value_destroyed.multi_insert_multiply(
|
||||
heights,
|
||||
&mut self.coinblocks_destroyed,
|
||||
&mut closes.height,
|
||||
);
|
||||
self.cointime_value_destroyed_1d_sum.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.coinblocks_destroyed_1d_sum,
|
||||
&mut closes.date,
|
||||
);
|
||||
|
||||
self.cointime_value_created.multi_insert_multiply(
|
||||
heights,
|
||||
&mut self.coinblocks_created,
|
||||
&mut closes.height,
|
||||
);
|
||||
self.cointime_value_created_1d_sum.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.coinblocks_created_1d_sum,
|
||||
&mut closes.date,
|
||||
);
|
||||
|
||||
self.cointime_value_stored.multi_insert_multiply(
|
||||
heights,
|
||||
&mut self.coinblocks_stored,
|
||||
&mut closes.height,
|
||||
);
|
||||
self.cointime_value_stored_1d_sum.multi_insert_multiply(
|
||||
dates,
|
||||
&mut self.coinblocks_stored_1d_sum,
|
||||
&mut closes.date,
|
||||
);
|
||||
|
||||
self.total_cointime_value_created
|
||||
.height
|
||||
.multi_insert_cumulative(heights, &mut self.cointime_value_created);
|
||||
self.total_cointime_value_created
|
||||
.date
|
||||
.multi_insert_cumulative(dates, &mut self.cointime_value_created_1d_sum);
|
||||
|
||||
self.total_cointime_value_destroyed
|
||||
.height
|
||||
.multi_insert_cumulative(heights, &mut self.cointime_value_destroyed);
|
||||
self.total_cointime_value_destroyed
|
||||
.date
|
||||
.multi_insert_cumulative(dates, &mut self.cointime_value_destroyed_1d_sum);
|
||||
|
||||
self.total_cointime_value_stored
|
||||
.height
|
||||
.multi_insert_cumulative(heights, &mut self.cointime_value_stored);
|
||||
self.total_cointime_value_stored
|
||||
.date
|
||||
.multi_insert_cumulative(dates, &mut self.cointime_value_stored_1d_sum);
|
||||
|
||||
self.cointime_price.multi_insert_divide(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.total_cointime_value_destroyed,
|
||||
&mut self.cumulative_coinblocks_stored,
|
||||
);
|
||||
|
||||
self.cointime_cap.multi_insert_multiply(
|
||||
heights,
|
||||
dates,
|
||||
&mut self.cointime_price,
|
||||
circulating_supply,
|
||||
);
|
||||
|
||||
self.active_price_ratio
|
||||
.compute(compute_data, closes, &mut self.active_price);
|
||||
|
||||
self.cointime_price_ratio
|
||||
.compute(compute_data, closes, &mut self.cointime_price);
|
||||
|
||||
self.true_market_mean_ratio
|
||||
.compute(compute_data, closes, &mut self.true_market_mean);
|
||||
|
||||
self.vaulted_price_ratio
|
||||
.compute(compute_data, closes, &mut self.vaulted_price);
|
||||
}
|
||||
}
|
||||
|
||||
impl AnyDataset for CointimeDataset {
|
||||
fn get_min_initial_states(&self) -> &MinInitialStates {
|
||||
&self.min_initial_states
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user