global: veccached change

This commit is contained in:
nym21
2026-04-10 11:30:29 +02:00
parent 12aae503c9
commit 286256ebf0
118 changed files with 579 additions and 900 deletions
@@ -4,7 +4,7 @@ use std::sync::{
};
use parking_lot::Mutex;
use vecdb::{CachedVec, CachedVecBudget, ReadableBoxedVec, VecIndex, VecValue};
use vecdb::{CachedVec, CachedVecBudget, ReadableVec, TypedVec};
const MAX_CACHED: usize = 256;
const MIN_ACCESSES: u64 = 2;
@@ -67,10 +67,13 @@ fn evict_less_popular_than(threshold: u64) -> bool {
}
}
/// Wraps a boxed source in a budgeted [`CachedVec`] and registers it for eviction.
pub fn cache_wrap<I: VecIndex, T: VecValue>(source: ReadableBoxedVec<I, T>) -> CachedVec<I, T> {
/// Wraps a source vec in a budgeted [`CachedVec`] and registers it for eviction.
pub fn cache_wrap<V>(source: V) -> CachedVec<V>
where
V: TypedVec + ReadableVec<V::I, V::T> + Clone + 'static,
{
let access_count = Arc::new(AtomicU64::new(0));
let cached = CachedVec::new_budgeted(source, &BUDGET, access_count.clone());
let cached = CachedVec::wrap_budgeted(source, &BUDGET, access_count.clone());
let clone = cached.clone();
CACHES.lock().push(CacheEntry {
access_count,
@@ -1,6 +1,6 @@
use brk_traversable::Traversable;
#[derive(Clone, Traversable)]
#[derive(Clone, Copy, Traversable)]
pub struct Windows<A> {
pub _24h: A,
pub _1w: A,
@@ -59,7 +59,7 @@ impl AmountPerBlock {
self.cents.compute_binary::<Sats, Cents, SatsToCents>(
max_from,
&self.sats.height,
&prices.cached_spot_cents,
&prices.spot.cents.height,
exit,
)?;
Ok(())
@@ -50,7 +50,7 @@ impl AmountBlock {
self.cents.compute_binary::<Sats, Cents, SatsToCents>(
max_from,
&self.sats,
&prices.cached_spot_cents,
&prices.spot.cents.height,
exit,
)?;
Ok(())
@@ -7,8 +7,8 @@ use vecdb::{Database, EagerVec, Exit, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{
AmountPerBlockCumulative, CachedWindowStarts, LazyRollingAvgsAmountFromHeight,
LazyRollingSumsAmountFromHeight,
AmountPerBlockCumulative, LazyRollingAvgsAmountFromHeight, LazyRollingSumsAmountFromHeight,
WindowStartVec, Windows,
},
prices,
};
@@ -31,7 +31,7 @@ impl AmountPerBlockCumulativeRolling {
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let v = version + VERSION;
@@ -7,8 +7,8 @@ use vecdb::{Database, EagerVec, Exit, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{
AmountPerBlockCumulativeRolling, CachedWindowStarts, RollingDistributionAmountPerBlock,
WindowStarts,
AmountPerBlockCumulativeRolling, RollingDistributionAmountPerBlock, WindowStartVec,
WindowStarts, Windows,
},
prices,
};
@@ -31,7 +31,7 @@ impl AmountPerBlockFull {
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let v = version + VERSION;
@@ -1,13 +1,13 @@
use brk_traversable::Traversable;
use brk_types::{Bitcoin, Cents, Dollars, Height, Sats, StoredF32, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{DeltaAvg, LazyDeltaVec, LazyVecFrom1, ReadableCloneableVec};
use vecdb::{DeltaAvg, LazyDeltaVec, LazyVecFrom1, ReadOnlyClone, ReadableCloneableVec};
use crate::{
indexes,
internal::{
AvgCentsToUsd, AvgSatsToBtc, CachedWindowStarts, DerivedResolutions, LazyPerBlock,
LazyRollingAvgFromHeight, Resolutions, Windows,
AvgCentsToUsd, AvgSatsToBtc, DerivedResolutions, LazyPerBlock, LazyRollingAvgFromHeight,
Resolutions, WindowStartVec, Windows,
},
};
@@ -31,15 +31,15 @@ impl LazyRollingAvgsAmountFromHeight {
version: Version,
cumulative_sats: &(impl ReadableCloneableVec<Height, Sats> + 'static),
cumulative_cents: &(impl ReadableCloneableVec<Height, Cents> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let cum_sats = cumulative_sats.read_only_boxed_clone();
let cum_cents = cumulative_cents.read_only_boxed_clone();
let make_slot = |suffix: &str, cached_start: &vecdb::CachedVec<Height, Height>| {
let make_slot = |suffix: &str, cached_start: &&WindowStartVec| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
// Sats lazy rolling avg → f64
@@ -50,12 +50,12 @@ impl LazyRollingAvgsAmountFromHeight {
starts_version,
{
let cached = cached.clone();
move || cached.get()
move || cached.cached()
},
);
let sats_resolutions = Resolutions::forced_import(
&format!("{full_name}_sats"),
sats_avg.read_only_boxed_clone(),
sats_avg.clone(),
version,
indexes,
);
@@ -84,11 +84,11 @@ impl LazyRollingAvgsAmountFromHeight {
version,
cum_cents.clone(),
starts_version,
move || cached.get(),
move || cached.cached(),
);
let cents_resolutions = Resolutions::forced_import(
&format!("{full_name}_cents"),
cents_avg.read_only_boxed_clone(),
cents_avg.clone(),
version,
indexes,
);
@@ -119,6 +119,6 @@ impl LazyRollingAvgsAmountFromHeight {
}
};
Self(cached_starts.0.map_with_suffix(make_slot))
Self(cached_starts.map_with_suffix(make_slot))
}
}
@@ -1,13 +1,13 @@
use brk_traversable::Traversable;
use brk_types::{Bitcoin, Cents, Dollars, Height, Sats, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{DeltaSub, LazyDeltaVec, LazyVecFrom1, ReadableCloneableVec};
use vecdb::{DeltaSub, LazyDeltaVec, LazyVecFrom1, ReadOnlyClone, ReadableCloneableVec};
use crate::{
indexes,
internal::{
CachedWindowStarts, CentsUnsignedToDollars, DerivedResolutions, LazyPerBlock,
LazyRollingSumFromHeight, Resolutions, SatsToBitcoin, Windows,
CentsUnsignedToDollars, DerivedResolutions, LazyPerBlock, LazyRollingSumFromHeight,
Resolutions, SatsToBitcoin, WindowStartVec, Windows,
},
};
@@ -31,15 +31,15 @@ impl LazyRollingSumsAmountFromHeight {
version: Version,
cumulative_sats: &(impl ReadableCloneableVec<Height, Sats> + 'static),
cumulative_cents: &(impl ReadableCloneableVec<Height, Cents> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let cum_sats = cumulative_sats.read_only_boxed_clone();
let cum_cents = cumulative_cents.read_only_boxed_clone();
let make_slot = |suffix: &str, cached_start: &vecdb::CachedVec<Height, Height>| {
let make_slot = |suffix: &str, cached_start: &&WindowStartVec| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
// Sats lazy rolling sum
@@ -50,12 +50,12 @@ impl LazyRollingSumsAmountFromHeight {
starts_version,
{
let cached = cached.clone();
move || cached.get()
move || cached.cached()
},
);
let sats_resolutions = Resolutions::forced_import(
&format!("{full_name}_sats"),
sats_sum.read_only_boxed_clone(),
sats_sum.clone(),
version,
indexes,
);
@@ -84,11 +84,11 @@ impl LazyRollingSumsAmountFromHeight {
version,
cum_cents.clone(),
starts_version,
move || cached.get(),
move || cached.cached(),
);
let cents_resolutions = Resolutions::forced_import(
&format!("{full_name}_cents"),
cents_sum.read_only_boxed_clone(),
cents_sum.clone(),
version,
indexes,
);
@@ -119,6 +119,6 @@ impl LazyRollingSumsAmountFromHeight {
}
};
Self(cached_starts.0.map_with_suffix(make_slot))
Self(cached_starts.map_with_suffix(make_slot))
}
}
@@ -6,7 +6,7 @@ use vecdb::{Database, Rw, StorageMode};
use crate::{
indexes,
internal::{AmountPerBlock, CachedWindowStarts, LazyRollingDeltasFromHeight},
internal::{AmountPerBlock, LazyRollingDeltasFromHeight, WindowStartVec, Windows},
};
#[derive(Deref, DerefMut, Traversable)]
@@ -24,7 +24,7 @@ impl AmountPerBlockWithDeltas {
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let inner = AmountPerBlock::forced_import(db, name, version, indexes)?;
@@ -9,7 +9,7 @@ use vecdb::{
use crate::{
indexes,
internal::{CachedWindowStarts, NumericValue, PerBlock, RollingComplete, WindowStarts},
internal::{NumericValue, PerBlock, RollingComplete, WindowStartVec, WindowStarts, Windows},
};
#[derive(Traversable)]
@@ -31,7 +31,7 @@ where
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let sum = EagerVec::forced_import(db, &format!("{name}_sum"), version)?;
let cumulative =
@@ -5,8 +5,8 @@ use brk_types::{Height, Version};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{
BinaryTransform, Database, EagerVec, Exit, ImportableVec, PcoVec, ReadableCloneableVec,
ReadableVec, Rw, StorageMode, VecValue,
BinaryTransform, Database, EagerVec, Exit, ImportableVec, PcoVec, ReadOnlyClone, ReadableVec,
Rw, StorageMode, VecValue,
};
use crate::indexes;
@@ -39,7 +39,7 @@ where
let height: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, version)?;
let resolutions =
Resolutions::forced_import(name, height.read_only_boxed_clone(), version, indexes);
Resolutions::forced_import(name, height.read_only_clone(), version, indexes);
Ok(Self {
height,
@@ -0,0 +1,48 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Height, Version};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{CachedVec, Database, EagerVec, ImportableVec, PcoVec, ReadOnlyClone, Rw, StorageMode};
use crate::{
indexes,
internal::{NumericValue, Resolutions},
};
/// Like [`PerBlock`](super::PerBlock) but with height wrapped in [`CachedVec`]
/// for fast repeated reads.
#[derive(Deref, DerefMut, Traversable)]
#[traversable(merge)]
pub struct CachedPerBlock<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
pub height: CachedVec<M::Stored<EagerVec<PcoVec<Height, T>>>>,
#[deref]
#[deref_mut]
#[traversable(flatten)]
pub resolutions: Box<Resolutions<T>>,
}
impl<T> CachedPerBlock<T>
where
T: NumericValue + JsonSchema,
{
pub(crate) fn forced_import(
db: &Database,
name: &str,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let height: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, version)?;
let resolutions =
Resolutions::forced_import(name, height.read_only_clone(), version, indexes);
Ok(Self {
height: CachedVec::wrap(height),
resolutions: Box::new(resolutions),
})
}
}
@@ -18,8 +18,8 @@ use vecdb::{Database, EagerVec, Exit, ImportableVec, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{
CachedWindowStarts, LazyRollingAvgsFromHeight, LazyRollingSumsFromHeight, NumericValue,
PerBlock,
LazyRollingAvgsFromHeight, LazyRollingSumsFromHeight, NumericValue, PerBlock,
WindowStartVec, Windows,
},
};
@@ -45,7 +45,7 @@ where
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let block = EagerVec::forced_import(db, name, version)?;
let cumulative =
@@ -10,7 +10,7 @@ use vecdb::{Database, EagerVec, Exit, ImportableVec, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{CachedWindowStarts, NumericValue, PerBlock, RollingComplete, WindowStarts},
internal::{NumericValue, PerBlock, RollingComplete, WindowStartVec, WindowStarts, Windows},
};
#[derive(Traversable)]
@@ -33,7 +33,7 @@ where
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let block = EagerVec::forced_import(db, name, version)?;
let cumulative =
@@ -6,8 +6,8 @@ use vecdb::{ReadableCloneableVec, UnaryTransform};
use crate::{
indexes,
internal::{
CachedWindowStarts, ComputedVecValue, LazyPerBlock, LazyRollingComplete, NumericValue,
PerBlockFull,
ComputedVecValue, LazyPerBlock, LazyRollingComplete, NumericValue, PerBlockFull,
WindowStartVec, Windows,
},
};
@@ -33,7 +33,7 @@ where
name: &str,
version: Version,
source: &PerBlockFull<S1T>,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let cumulative = LazyPerBlock::from_computed::<F>(
@@ -1,5 +1,6 @@
mod aggregated;
mod base;
mod cached;
mod cumulative_rolling;
mod distribution;
mod full;
@@ -12,6 +13,7 @@ mod with_deltas;
pub use aggregated::*;
pub use base::*;
pub use cached::*;
pub use cumulative_rolling::*;
pub use distribution::*;
pub use full::*;
@@ -8,8 +8,8 @@ use brk_types::{
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{
AggFold, LazyAggVec, ReadOnlyClone, ReadableBoxedVec, ReadableCloneableVec, ReadableVec,
VecIndex, VecValue,
AggFold, LazyAggVec, ReadOnlyClone, ReadableCloneableVec, ReadableVec, TypedVec, VecIndex,
VecValue,
};
use crate::{
@@ -102,47 +102,48 @@ impl<T> Resolutions<T>
where
T: NumericValue + JsonSchema,
{
pub(crate) fn forced_import(
pub(crate) fn forced_import<V>(
name: &str,
height_source: ReadableBoxedVec<Height, T>,
height_source: V,
version: Version,
indexes: &indexes::Vecs,
) -> Self {
) -> Self
where
V: TypedVec<I = Height, T = T> + ReadableVec<Height, T> + Clone + 'static,
{
let cached = cache_wrap(height_source);
let height_source = cached.read_only_boxed_clone();
let cm = &indexes.cached_mappings;
macro_rules! res {
($cached:expr) => {{
let cached = $cached.clone();
($field:expr) => {{
let cached = $field.read_only_clone();
let mapping_version = cached.version();
LazyAggVec::new(
name,
version,
mapping_version,
height_source.clone(),
move || cached.get(),
move || cached.cached(),
)
}};
}
Self(PerResolution {
minute10: res!(cm.minute10_first_height),
minute30: res!(cm.minute30_first_height),
hour1: res!(cm.hour1_first_height),
hour4: res!(cm.hour4_first_height),
hour12: res!(cm.hour12_first_height),
day1: res!(cm.day1_first_height),
day3: res!(cm.day3_first_height),
week1: res!(cm.week1_first_height),
month1: res!(cm.month1_first_height),
month3: res!(cm.month3_first_height),
month6: res!(cm.month6_first_height),
year1: res!(cm.year1_first_height),
year10: res!(cm.year10_first_height),
halving: res!(cm.halving_identity),
epoch: res!(cm.epoch_identity),
minute10: res!(indexes.minute10.first_height),
minute30: res!(indexes.minute30.first_height),
hour1: res!(indexes.hour1.first_height),
hour4: res!(indexes.hour4.first_height),
hour12: res!(indexes.hour12.first_height),
day1: res!(indexes.day1.first_height),
day3: res!(indexes.day3.first_height),
week1: res!(indexes.week1.first_height),
month1: res!(indexes.month1.first_height),
month3: res!(indexes.month3.first_height),
month6: res!(indexes.month6.first_height),
year1: res!(indexes.year1.first_height),
year10: res!(indexes.year10.first_height),
halving: res!(indexes.halving.identity),
epoch: res!(indexes.epoch.identity),
})
}
}
@@ -11,7 +11,7 @@ use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{CachedWindowStarts, NumericValue, PerBlock, RollingComplete, WindowStarts},
internal::{NumericValue, PerBlock, RollingComplete, WindowStartVec, WindowStarts, Windows},
};
#[derive(Traversable)]
@@ -33,7 +33,7 @@ where
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let cumulative =
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
@@ -12,7 +12,7 @@ use vecdb::{Database, EagerVec, Exit, ImportableVec, PcoVec, Rw, StorageMode};
use crate::indexes;
use crate::internal::{CachedWindowStarts, LazyRollingAvgsFromHeight, NumericValue};
use crate::internal::{LazyRollingAvgsFromHeight, NumericValue, WindowStartVec, Windows};
#[derive(Traversable)]
pub struct PerBlockRollingAverage<T, M: StorageMode = Rw>
@@ -35,7 +35,7 @@ where
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let block: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, version)?;
let cumulative: EagerVec<PcoVec<Height, T>> =
@@ -7,7 +7,9 @@ use vecdb::{Rw, StorageMode};
use crate::{
indexes,
internal::{BpsType, CachedWindowStarts, LazyRollingDeltasFromHeight, NumericValue, PerBlock},
internal::{
BpsType, LazyRollingDeltasFromHeight, NumericValue, PerBlock, WindowStartVec, Windows,
},
};
#[derive(Deref, DerefMut, Traversable)]
@@ -35,7 +37,7 @@ where
version: Version,
delta_version_offset: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let base = PerBlock::forced_import(db, name, version, indexes)?;
@@ -6,7 +6,7 @@ use vecdb::{Database, Exit, Rw, StorageMode};
use crate::{
indexes,
internal::{
CachedWindowStarts, CentsType, FiatBlock, FiatPerBlock, LazyRollingSumsFiatFromHeight,
CentsType, FiatBlock, FiatPerBlock, LazyRollingSumsFiatFromHeight, WindowStartVec, Windows,
},
};
@@ -23,7 +23,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
name: &str,
version: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let block = FiatBlock::forced_import(db, name, version)?;
let cumulative =
@@ -6,7 +6,7 @@ use vecdb::{Database, Rw, StorageMode};
use crate::{
indexes,
internal::{BpsType, CachedWindowStarts, LazyRollingDeltasFiatFromHeight},
internal::{BpsType, LazyRollingDeltasFiatFromHeight, WindowStartVec, Windows},
};
use super::{CentsType, FiatPerBlockCumulativeWithSums};
@@ -37,7 +37,7 @@ where
version: Version,
delta_version_offset: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let inner = FiatPerBlockCumulativeWithSums::forced_import(
db,
@@ -1,13 +1,13 @@
use brk_traversable::Traversable;
use brk_types::{Dollars, Height, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{DeltaSub, LazyDeltaVec, LazyVecFrom1, ReadableCloneableVec};
use vecdb::{DeltaSub, LazyDeltaVec, LazyVecFrom1, ReadOnlyClone, ReadableCloneableVec};
use crate::{
indexes,
internal::{
CachedWindowStarts, CentsType, DerivedResolutions, LazyPerBlock, LazyRollingSumFromHeight,
Resolutions, Windows,
CentsType, DerivedResolutions, LazyPerBlock, LazyRollingSumFromHeight, Resolutions,
WindowStartVec, Windows,
},
};
@@ -28,14 +28,14 @@ impl<C: CentsType> LazyRollingSumsFiatFromHeight<C> {
name: &str,
version: Version,
cumulative_cents: &(impl ReadableCloneableVec<Height, C> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let cum_cents = cumulative_cents.read_only_boxed_clone();
let make_slot = |suffix: &str, cached_start: &vecdb::CachedVec<Height, Height>| {
let make_slot = |suffix: &str, cached_start: &&WindowStartVec| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
let cents_sum = LazyDeltaVec::<Height, C, C, DeltaSub>::new(
@@ -43,11 +43,11 @@ impl<C: CentsType> LazyRollingSumsFiatFromHeight<C> {
version,
cum_cents.clone(),
starts_version,
move || cached.get(),
move || cached.cached(),
);
let cents_resolutions = Resolutions::forced_import(
&format!("{full_name}_cents"),
cents_sum.read_only_boxed_clone(),
cents_sum.clone(),
version,
indexes,
);
@@ -72,6 +72,6 @@ impl<C: CentsType> LazyRollingSumsFiatFromHeight<C> {
LazyRollingSumFiatFromHeight { usd, cents }
};
Self(cached_starts.0.map_with_suffix(make_slot))
Self(cached_starts.map_with_suffix(make_slot))
}
}
@@ -7,7 +7,7 @@ use vecdb::{Database, Rw, StorageMode};
use crate::{
indexes,
internal::{BpsType, CachedWindowStarts, LazyRollingDeltasFiatFromHeight},
internal::{BpsType, LazyRollingDeltasFiatFromHeight, WindowStartVec, Windows},
};
use super::{CentsType, FiatPerBlock};
@@ -38,7 +38,7 @@ where
version: Version,
delta_version_offset: Version,
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let inner = FiatPerBlock::forced_import(db, name, version, indexes)?;
@@ -2,11 +2,16 @@ use brk_traversable::Traversable;
use brk_types::{Height, Version};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{LazyVecFrom1, ReadOnlyClone, ReadableBoxedVec, ReadableCloneableVec, UnaryTransform};
use vecdb::{
LazyVecFrom1, ReadOnlyClone, ReadableBoxedVec, ReadableCloneableVec, ReadableVec, TypedVec,
UnaryTransform,
};
use crate::{
indexes,
internal::{ComputedVecValue, DerivedResolutions, NumericValue, PerBlock},
internal::{
CachedPerBlock, ComputedVecValue, DerivedResolutions, NumericValue, PerBlock, Resolutions,
},
};
#[derive(Clone, Deref, DerefMut, Traversable)]
#[traversable(merge)]
@@ -27,6 +32,23 @@ where
T: ComputedVecValue + JsonSchema + 'static,
S1T: ComputedVecValue + JsonSchema,
{
pub(crate) fn from_resolutions<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
height_source: ReadableBoxedVec<Height, S1T>,
resolutions: &Resolutions<S1T>,
) -> Self
where
S1T: NumericValue,
{
Self {
height: LazyVecFrom1::transformed::<F>(name, version, height_source),
resolutions: Box::new(DerivedResolutions::from_derived_computed::<F>(
name, version, resolutions,
)),
}
}
pub(crate) fn from_computed<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
@@ -36,26 +58,38 @@ where
where
S1T: NumericValue,
{
Self {
height: LazyVecFrom1::transformed::<F>(name, version, height_source),
resolutions: Box::new(DerivedResolutions::from_computed::<F>(
name, version, source,
)),
}
Self::from_resolutions::<F>(name, version, height_source, &source.resolutions)
}
pub(crate) fn from_height_source<F: UnaryTransform<S1T, T>>(
pub(crate) fn from_cached_computed<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
height_source: ReadableBoxedVec<Height, S1T>,
indexes: &indexes::Vecs,
source: &CachedPerBlock<S1T>,
) -> Self
where
S1T: NumericValue,
{
Self::from_resolutions::<F>(name, version, height_source, &source.resolutions)
}
pub(crate) fn from_height_source<F: UnaryTransform<S1T, T>, V>(
name: &str,
version: Version,
height_source: V,
indexes: &indexes::Vecs,
) -> Self
where
S1T: NumericValue,
V: TypedVec<I = Height, T = S1T> + ReadableVec<Height, S1T> + Clone + 'static,
{
Self {
height: LazyVecFrom1::transformed::<F>(name, version, height_source.clone()),
resolutions: Box::new(DerivedResolutions::from_height_source::<F>(
height: LazyVecFrom1::transformed::<F>(
name,
version,
height_source.read_only_boxed_clone(),
),
resolutions: Box::new(DerivedResolutions::from_height_source::<F, V>(
name,
version,
height_source,
@@ -5,11 +5,11 @@ use brk_types::{
};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{ReadableBoxedVec, ReadableCloneableVec, UnaryTransform, VecValue};
use vecdb::{ReadableCloneableVec, ReadableVec, TypedVec, UnaryTransform, VecValue};
use crate::{
indexes,
internal::{ComputedVecValue, NumericValue, PerBlock, PerResolution, Resolutions},
internal::{ComputedVecValue, NumericValue, PerResolution, Resolutions},
};
use super::{LazyTransformLast, MapOption};
@@ -45,25 +45,15 @@ where
T: VecValue + PartialOrd + JsonSchema + 'static,
S1T: VecValue + PartialOrd + JsonSchema,
{
pub(crate) fn from_computed<F: UnaryTransform<S1T, T>>(
pub(crate) fn from_height_source<F: UnaryTransform<S1T, T>, V>(
name: &str,
version: Version,
source: &PerBlock<S1T>,
) -> Self
where
S1T: NumericValue,
{
Self::from_derived_computed::<F>(name, version, &source.resolutions)
}
pub(crate) fn from_height_source<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
height_source: ReadableBoxedVec<Height, S1T>,
height_source: V,
indexes: &indexes::Vecs,
) -> Self
where
S1T: NumericValue,
V: TypedVec<I = Height, T = S1T> + ReadableVec<Height, S1T> + Clone + 'static,
{
let derived = Resolutions::forced_import(name, height_source, version, indexes);
Self::from_derived_computed::<F>(name, version, &derived)
@@ -71,7 +71,7 @@ impl PriceWithRatioPerBlock {
F: FnMut(&mut EagerVec<PcoVec<Height, Cents>>) -> Result<()>,
{
compute_price(&mut self.cents.height)?;
self.compute_ratio(starting_indexes, &prices.cached_spot_cents, exit)
self.compute_ratio(starting_indexes, &prices.spot.cents.height, exit)
}
}
@@ -104,7 +104,7 @@ impl PriceWithRatioExtendedPerBlock {
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
let close_price = &prices.cached_spot_cents;
let close_price = &prices.spot.cents.height;
self.base
.compute_ratio(starting_indexes, close_price, exit)?;
self.percentiles.compute(
@@ -67,9 +67,9 @@ impl RatioSma {
// Rolling SMAs
for (sma, lookback) in [
(&mut self._1w, &blocks.lookback._1w),
(&mut self._1m, &blocks.lookback._1m),
(&mut self._1y, &blocks.lookback._1y),
(&mut self._1w, &blocks.lookback._1w.inner),
(&mut self._1m, &blocks.lookback._1m.inner),
(&mut self._1y, &blocks.lookback._1y.inner),
(&mut self._2y, &blocks.lookback._2y),
(&mut self._4y, &blocks.lookback._4y),
] {
@@ -2,11 +2,11 @@ use brk_traversable::Traversable;
use brk_types::{Height, StoredF32, Version};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{DeltaAvg, LazyDeltaVec, ReadableCloneableVec};
use vecdb::{DeltaAvg, LazyDeltaVec, ReadOnlyClone, ReadableCloneableVec};
use crate::{
indexes,
internal::{CachedWindowStarts, NumericValue, Resolutions, Windows},
internal::{NumericValue, Resolutions, WindowStartVec, Windows},
};
use super::LazyRollingAvgFromHeight;
@@ -30,25 +30,25 @@ where
name: &str,
version: Version,
cumulative: &(impl ReadableCloneableVec<Height, T> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let cum_source = cumulative.read_only_boxed_clone();
Self(cached_starts.0.map_with_suffix(|suffix, cached_start| {
Self(cached_starts.map_with_suffix(|suffix, cached_start| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
let avg = LazyDeltaVec::<Height, T, StoredF32, DeltaAvg>::new(
&full_name,
version,
cum_source.clone(),
starts_version,
move || cached.get(),
move || cached.cached(),
);
let resolutions = Resolutions::forced_import(
&full_name,
avg.read_only_boxed_clone(),
avg.clone(),
version,
indexes,
);
@@ -10,8 +10,8 @@ use vecdb::{Database, Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{
CachedWindowStarts, LazyRollingAvgsFromHeight, LazyRollingSumsFromHeight, NumericValue,
RollingDistribution, WindowStarts,
LazyRollingAvgsFromHeight, LazyRollingSumsFromHeight, NumericValue, RollingDistribution,
WindowStartVec, WindowStarts, Windows,
},
};
@@ -37,7 +37,7 @@ where
version: Version,
indexes: &indexes::Vecs,
cumulative: &(impl ReadableCloneableVec<Height, T> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
) -> Result<Self> {
let sum = LazyRollingSumsFromHeight::new(
&format!("{name}_sum"),
@@ -2,13 +2,16 @@ use brk_traversable::Traversable;
use brk_types::{Dollars, Height, StoredF32, Version};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{DeltaChange, DeltaRate, LazyDeltaVec, LazyVecFrom1, ReadableCloneableVec, VecValue};
use vecdb::{
DeltaChange, DeltaRate, LazyDeltaVec, LazyVecFrom1, ReadOnlyClone, ReadableCloneableVec,
VecValue,
};
use crate::{
indexes,
internal::{
BpsType, CachedWindowStarts, CentsType, DerivedResolutions, LazyPerBlock, NumericValue,
Percent, Resolutions, Windows,
BpsType, CentsType, DerivedResolutions, LazyPerBlock, NumericValue, Percent, Resolutions,
WindowStartVec, Windows,
},
};
@@ -68,14 +71,14 @@ where
name: &str,
version: Version,
source: &(impl ReadableCloneableVec<Height, S> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let src = source.read_only_boxed_clone();
let make_slot = |suffix: &str, cached_start: &vecdb::CachedVec<Height, Height>| {
let make_slot = |suffix: &str, cached_start: &&WindowStartVec| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
// Absolute change: source[h] - source[ago] as C (via f64)
@@ -86,15 +89,11 @@ where
starts_version,
{
let cached = cached.clone();
move || cached.get()
move || cached.cached()
},
);
let change_resolutions = Resolutions::forced_import(
&full_name,
change_vec.read_only_boxed_clone(),
version,
indexes,
);
let change_resolutions =
Resolutions::forced_import(&full_name, change_vec.clone(), version, indexes);
let absolute = LazyDeltaFromHeight {
height: change_vec,
resolutions: Box::new(change_resolutions),
@@ -107,14 +106,10 @@ where
version,
src.clone(),
starts_version,
move || cached.get(),
);
let rate_resolutions = Resolutions::forced_import(
&rate_bps_name,
rate_vec.read_only_boxed_clone(),
version,
indexes,
move || cached.cached(),
);
let rate_resolutions =
Resolutions::forced_import(&rate_bps_name, rate_vec.clone(), version, indexes);
let bps = LazyDeltaFromHeight {
height: rate_vec,
resolutions: Box::new(rate_resolutions),
@@ -159,7 +154,7 @@ where
(absolute, rate)
};
let (absolute, rate) = cached_starts.0.map_with_suffix(make_slot).unzip();
let (absolute, rate) = cached_starts.map_with_suffix(make_slot).unzip();
Self { absolute, rate }
}
@@ -206,14 +201,14 @@ where
name: &str,
version: Version,
source: &(impl ReadableCloneableVec<Height, S> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let src = source.read_only_boxed_clone();
let make_slot = |suffix: &str, cached_start: &vecdb::CachedVec<Height, Height>| {
let make_slot = |suffix: &str, cached_start: &&WindowStartVec| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
// Absolute change (cents): source[h] - source[ago] as C (via f64)
@@ -225,12 +220,12 @@ where
starts_version,
{
let cached = cached.clone();
move || cached.get()
move || cached.cached()
},
);
let change_resolutions = Resolutions::forced_import(
&cents_name,
change_vec.read_only_boxed_clone(),
change_vec.clone(),
version,
indexes,
);
@@ -262,14 +257,10 @@ where
version,
src.clone(),
starts_version,
move || cached.get(),
);
let rate_resolutions = Resolutions::forced_import(
&rate_bps_name,
rate_vec.read_only_boxed_clone(),
version,
indexes,
move || cached.cached(),
);
let rate_resolutions =
Resolutions::forced_import(&rate_bps_name, rate_vec.clone(), version, indexes);
let bps = LazyDeltaFromHeight {
height: rate_vec,
resolutions: Box::new(rate_resolutions),
@@ -312,7 +303,7 @@ where
(absolute, rate)
};
let (absolute, rate) = cached_starts.0.map_with_suffix(make_slot).unzip();
let (absolute, rate) = cached_starts.map_with_suffix(make_slot).unzip();
Self { absolute, rate }
}
@@ -6,8 +6,8 @@ use vecdb::{ReadableCloneableVec, UnaryTransform};
use crate::{
indexes,
internal::{
CachedWindowStarts, ComputedVecValue, LazyRollingAvgsFromHeight, LazyRollingDistribution,
LazyRollingSumsFromHeight, NumericValue, RollingComplete,
ComputedVecValue, LazyRollingAvgsFromHeight, LazyRollingDistribution,
LazyRollingSumsFromHeight, NumericValue, RollingComplete, WindowStartVec, Windows,
},
};
@@ -35,7 +35,7 @@ where
version: Version,
cumulative: &(impl ReadableCloneableVec<Height, T> + 'static),
source: &RollingComplete<S1T>,
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let sum = LazyRollingSumsFromHeight::new(
@@ -2,11 +2,11 @@ use brk_traversable::Traversable;
use brk_types::{Height, Version};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{DeltaSub, LazyDeltaVec, ReadableCloneableVec};
use vecdb::{DeltaSub, LazyDeltaVec, ReadOnlyClone, ReadableCloneableVec};
use crate::{
indexes,
internal::{CachedWindowStarts, NumericValue, Resolutions, Windows},
internal::{NumericValue, Resolutions, WindowStartVec, Windows},
};
use super::LazyRollingSumFromHeight;
@@ -33,28 +33,23 @@ where
name: &str,
version: Version,
cumulative: &(impl ReadableCloneableVec<Height, T> + 'static),
cached_starts: &CachedWindowStarts,
cached_starts: &Windows<&WindowStartVec>,
indexes: &indexes::Vecs,
) -> Self {
let cum_source = cumulative.read_only_boxed_clone();
Self(cached_starts.0.map_with_suffix(|suffix, cached_start| {
Self(cached_starts.map_with_suffix(|suffix, cached_start| {
let full_name = format!("{name}_{suffix}");
let cached = cached_start.clone();
let cached = cached_start.read_only_clone();
let starts_version = cached.version();
let sum = LazyDeltaVec::<Height, T, T, DeltaSub>::new(
&full_name,
version,
cum_source.clone(),
starts_version,
move || cached.get(),
);
let resolutions = Resolutions::forced_import(
&full_name,
sum.read_only_boxed_clone(),
version,
indexes,
move || cached.cached(),
);
let resolutions = Resolutions::forced_import(&full_name, sum.clone(), version, indexes);
LazyRollingSumFromHeight {
height: sum,
resolutions: Box::new(resolutions),
@@ -18,10 +18,7 @@ use crate::{
},
};
/// Cached window starts for lazy rolling computations.
/// Clone-cheap (all fields are Arc-backed). Shared across all metrics.
#[derive(Clone)]
pub struct CachedWindowStarts(pub Windows<CachedVec<Height, Height>>);
pub type WindowStartVec = CachedVec<EagerVec<PcoVec<Height, Height>>>;
/// Rolling window start heights — the 4 height-ago vecs (24h, 1w, 1m, 1y).
pub type WindowStarts<'a> = Windows<&'a EagerVec<PcoVec<Height, Height>>>;