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This commit is contained in:
nym21
2026-03-28 11:56:51 +01:00
parent b6e56c4e9f
commit 24d2b7b142
213 changed files with 6888 additions and 2527 deletions
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78
crates/brk_computer/src/indicators/compute.rs
View File

@@ -2,7 +2,7 @@ use brk_error::Result;
use brk_types::{Bitcoin, Dollars, Indexes, StoredF32};
use vecdb::Exit;
use super::{gini, Vecs};
use super::{Vecs, gini};
use crate::{distribution, internal::RatioDollarsBp32, market, mining, transactions};
impl Vecs {
@@ -126,22 +126,20 @@ impl Vecs {
)?;
// Supply-Adjusted Dormancy = dormancy / circulating_supply_btc
self.dormancy.supply_adjusted
.height
.compute_transform2(
starting_indexes.height,
&all_activity.dormancy._24h.height,
supply_total_sats,
|(i, dormancy, supply_sats, ..)| {
let supply = f64::from(Bitcoin::from(supply_sats));
if supply == 0.0 {
(i, StoredF32::from(0.0f32))
} else {
(i, StoredF32::from((f64::from(dormancy) / supply) as f32))
}
},
exit,
)?;
self.dormancy.supply_adjusted.height.compute_transform2(
starting_indexes.height,
&all_activity.dormancy._24h.height,
supply_total_sats,
|(i, dormancy, supply_sats, ..)| {
let supply = f64::from(Bitcoin::from(supply_sats));
if supply == 0.0 {
(i, StoredF32::from(0.0f32))
} else {
(i, StoredF32::from((f64::from(dormancy) / supply) as f32))
}
},
exit,
)?;
// Stock-to-Flow: supply / annual_issuance
// annual_issuance ≈ subsidy_per_block × 52560 (blocks/year)
@@ -154,9 +152,10 @@ impl Vecs {
if annual_flow == 0.0 {
(i, StoredF32::from(0.0f32))
} else {
(i, StoredF32::from(
(supply_sats.as_u128() as f64 / annual_flow) as f32,
))
(
i,
StoredF32::from((supply_sats.as_u128() as f64 / annual_flow) as f32),
)
}
},
exit,
@@ -180,26 +179,25 @@ impl Vecs {
)?;
// Seller Exhaustion Constant: % supply_in_profit × 30d_volatility
self.seller_exhaustion
.height
.compute_transform3(
starting_indexes.height,
&all_metrics.supply.in_profit.sats.height,
&market.volatility._1m.height,
supply_total_sats,
|(i, profit_sats, volatility, total_sats, ..)| {
let total = total_sats.as_u128() as f64;
if total == 0.0 {
(i, StoredF32::from(0.0f32))
} else {
let pct_in_profit = profit_sats.as_u128() as f64 / total;
(i, StoredF32::from(
(pct_in_profit * f64::from(volatility)) as f32,
))
}
},
exit,
)?;
self.seller_exhaustion.height.compute_transform3(
starting_indexes.height,
&all_metrics.supply.in_profit.sats.height,
&market.volatility._1m.height,
supply_total_sats,
|(i, profit_sats, volatility, total_sats, ..)| {
let total = total_sats.as_u128() as f64;
if total == 0.0 {
(i, StoredF32::from(0.0f32))
} else {
let pct_in_profit = profit_sats.as_u128() as f64 / total;
(
i,
StoredF32::from((pct_in_profit * f64::from(volatility)) as f32),
)
}
},
exit,
)?;
let exit = exit.clone();
self.db.run_bg(move |db| {

8
crates/brk_computer/src/indicators/import.rs
View File

@@ -6,7 +6,10 @@ use brk_types::Version;
use super::{Vecs, realized_envelope::RealizedEnvelope};
use crate::{
indexes,
internal::{PerBlock, PercentPerBlock, RatioPerBlock, db_utils::{finalize_db, open_db}},
internal::{
PerBlock, PercentPerBlock, RatioPerBlock,
db_utils::{finalize_db, open_db},
},
};
const VERSION: Version = Version::new(1);
@@ -35,8 +38,7 @@ impl Vecs {
flow: PerBlock::forced_import(&db, "dormancy_flow", v, indexes)?,
};
let stock_to_flow = PerBlock::forced_import(&db, "stock_to_flow", v, indexes)?;
let seller_exhaustion =
PerBlock::forced_import(&db, "seller_exhaustion", v, indexes)?;
let seller_exhaustion = PerBlock::forced_import(&db, "seller_exhaustion", v, indexes)?;
let realized_envelope = RealizedEnvelope::forced_import(&db, v, indexes)?;

135
crates/brk_computer/src/indicators/realized_envelope.rs
View File

@@ -4,9 +4,7 @@ use brk_types::{Cents, Height, Indexes, StoredI8, Version};
use vecdb::{AnyVec, Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode, WritableVec};
use crate::{
cointime,
distribution,
indexes,
cointime, distribution, indexes,
internal::{PerBlock, Price, RatioPerBlockPercentiles},
prices,
};
@@ -82,16 +80,48 @@ impl RealizedEnvelope {
}
// Lower percentiles: max across all models (tightest lower bound)
self.pct0_5.cents.height.compute_max_of_others(starting_indexes.height, &sources!(pct0_5), exit)?;
self.pct1.cents.height.compute_max_of_others(starting_indexes.height, &sources!(pct1), exit)?;
self.pct2.cents.height.compute_max_of_others(starting_indexes.height, &sources!(pct2), exit)?;
self.pct5.cents.height.compute_max_of_others(starting_indexes.height, &sources!(pct5), exit)?;
self.pct0_5.cents.height.compute_max_of_others(
starting_indexes.height,
&sources!(pct0_5),
exit,
)?;
self.pct1.cents.height.compute_max_of_others(
starting_indexes.height,
&sources!(pct1),
exit,
)?;
self.pct2.cents.height.compute_max_of_others(
starting_indexes.height,
&sources!(pct2),
exit,
)?;
self.pct5.cents.height.compute_max_of_others(
starting_indexes.height,
&sources!(pct5),
exit,
)?;
// Upper percentiles: min across all models (tightest upper bound)
self.pct95.cents.height.compute_min_of_others(starting_indexes.height, &sources!(pct95), exit)?;
self.pct98.cents.height.compute_min_of_others(starting_indexes.height, &sources!(pct98), exit)?;
self.pct99.cents.height.compute_min_of_others(starting_indexes.height, &sources!(pct99), exit)?;
self.pct99_5.cents.height.compute_min_of_others(starting_indexes.height, &sources!(pct99_5), exit)?;
self.pct95.cents.height.compute_min_of_others(
starting_indexes.height,
&sources!(pct95),
exit,
)?;
self.pct98.cents.height.compute_min_of_others(
starting_indexes.height,
&sources!(pct98),
exit,
)?;
self.pct99.cents.height.compute_min_of_others(
starting_indexes.height,
&sources!(pct99),
exit,
)?;
self.pct99_5.cents.height.compute_min_of_others(
starting_indexes.height,
&sources!(pct99_5),
exit,
)?;
let spot = &prices.spot.cents.height;
@@ -121,10 +151,15 @@ impl RealizedEnvelope {
&self.pct99_5.cents.height,
];
let dep_version: Version = bands.iter().map(|b| b.version()).sum::<Version>() + spot.version();
let dep_version: Version =
bands.iter().map(|b| b.version()).sum::<Version>() + spot.version();
self.index.height.validate_computed_version_or_reset(dep_version)?;
self.index.height.truncate_if_needed(starting_indexes.height)?;
self.index
.height
.validate_computed_version_or_reset(dep_version)?;
self.index
.height
.truncate_if_needed(starting_indexes.height)?;
self.index.height.repeat_until_complete(exit, |vec| {
let skip = vec.len();
@@ -142,14 +177,30 @@ impl RealizedEnvelope {
let price = spot_batch[j];
let mut score: i8 = 0;
if price < b[3][j] { score -= 1; }
if price < b[2][j] { score -= 1; }
if price < b[1][j] { score -= 1; }
if price < b[0][j] { score -= 1; }
if price > b[4][j] { score += 1; }
if price > b[5][j] { score += 1; }
if price > b[6][j] { score += 1; }
if price > b[7][j] { score += 1; }
if price < b[3][j] {
score -= 1;
}
if price < b[2][j] {
score -= 1;
}
if price < b[1][j] {
score -= 1;
}
if price < b[0][j] {
score -= 1;
}
if price > b[4][j] {
score += 1;
}
if price > b[5][j] {
score += 1;
}
if price > b[6][j] {
score += 1;
}
if price > b[7][j] {
score += 1;
}
vec.push(StoredI8::new(score));
}
@@ -182,8 +233,12 @@ impl RealizedEnvelope {
.sum::<Version>()
+ spot.version();
self.score.height.validate_computed_version_or_reset(dep_version)?;
self.score.height.truncate_if_needed(starting_indexes.height)?;
self.score
.height
.validate_computed_version_or_reset(dep_version)?;
self.score
.height
.truncate_if_needed(starting_indexes.height)?;
self.score.height.repeat_until_complete(exit, |vec| {
let skip = vec.len();
@@ -233,14 +288,30 @@ impl RealizedEnvelope {
let mut total: i8 = 0;
for model in &bands {
if price < model[3][j] { total -= 1; }
if price < model[2][j] { total -= 1; }
if price < model[1][j] { total -= 1; }
if price < model[0][j] { total -= 1; }
if price > model[4][j] { total += 1; }
if price > model[5][j] { total += 1; }
if price > model[6][j] { total += 1; }
if price > model[7][j] { total += 1; }
if price < model[3][j] {
total -= 1;
}
if price < model[2][j] {
total -= 1;
}
if price < model[1][j] {
total -= 1;
}
if price < model[0][j] {
total -= 1;
}
if price > model[4][j] {
total += 1;
}
if price > model[5][j] {
total += 1;
}
if price > model[6][j] {
total += 1;
}
if price > model[7][j] {
total += 1;
}
}
vec.push(StoredI8::new(total));