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global: utxos part 6

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This commit is contained in:
nym21
2025-05-23 17:52:01 +02:00
parent e002a61a19
commit 2883f88de6
23 changed files with 3351 additions and 941 deletions
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4
crates/brk_computer/src/vecs/grouped/from_height.rs
View File

@@ -103,9 +103,7 @@ where
)?;
let height: Option<&EagerVec<Height, T>> = None;
self.compute_rest(indexes, starting_indexes, exit, height)?;
Ok(())
self.compute_rest(indexes, starting_indexes, exit, height)
}
pub fn compute_rest(

81
crates/brk_computer/src/vecs/grouped/ratio_from_dateindex.rs
View File

@@ -18,7 +18,7 @@ use super::{ComputedVecsFromDateIndex, StorableVecGeneatorOptions};
#[derive(Clone)]
pub struct ComputedRatioVecsFromDateIndex {
pub price: ComputedVecsFromDateIndex<Dollars>,
pub price: Option<ComputedVecsFromDateIndex<Dollars>>,
pub ratio: ComputedVecsFromDateIndex<StoredF32>,
pub ratio_sma: ComputedVecsFromDateIndex<StoredF32>,
@@ -60,19 +60,22 @@ impl ComputedRatioVecsFromDateIndex {
pub fn forced_import(
path: &Path,
name: &str,
// _compute_source: bool,
compute_source: bool,
version: Version,
compressed: Compressed,
options: StorableVecGeneatorOptions,
) -> color_eyre::Result<Self> {
Ok(Self {
price: ComputedVecsFromDateIndex::forced_import(
path,
name,
VERSION + version,
compressed,
options,
)?,
price: compute_source.then(|| {
ComputedVecsFromDateIndex::forced_import(
path,
name,
VERSION + version,
compressed,
options,
)
.unwrap()
}),
ratio: ComputedVecsFromDateIndex::forced_import(
path,
&format!("{name}_ratio"),
@@ -300,7 +303,7 @@ impl ComputedRatioVecsFromDateIndex {
})
}
pub fn compute<F>(
pub fn compute_all<F>(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
@@ -319,8 +322,34 @@ impl ComputedRatioVecsFromDateIndex {
) -> Result<()>,
{
self.price
.as_mut()
.unwrap()
.compute(indexer, indexes, starting_indexes, exit, compute)?;
let date_to_price_opt: Option<&EagerVec<DateIndex, Dollars>> = None;
self.compute_rest(
indexer,
indexes,
fetched,
starting_indexes,
exit,
date_to_price_opt,
)
}
pub fn compute_rest(
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
fetched: &fetched::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
date_to_price_opt: Option<&impl AnyIterableVec<DateIndex, Dollars>>,
) -> color_eyre::Result<()> {
let date_to_price = date_to_price_opt.unwrap_or_else(|| unsafe {
std::mem::transmute(&self.price.as_ref().unwrap().dateindex)
});
let closes = &fetched.timeindexes_to_close.dateindex;
self.ratio.compute(
@@ -329,7 +358,7 @@ impl ComputedRatioVecsFromDateIndex {
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
let mut price = self.price.dateindex.into_iter();
let mut price = date_to_price.iter();
v.compute_transform(
starting_indexes.dateindex,
closes,
@@ -590,6 +619,10 @@ impl ComputedRatioVecsFromDateIndex {
self.ratio_m3sd
.compute_rest(indexes, starting_indexes, exit)?;
let date_to_price = date_to_price_opt.unwrap_or_else(|| unsafe {
std::mem::transmute(&self.price.as_ref().unwrap().dateindex)
});
self.ratio_p99_as_price.compute(
indexer,
indexes,
@@ -599,7 +632,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p99.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -618,7 +651,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p99_5.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -637,7 +670,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p99_9.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -656,7 +689,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p1.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -675,7 +708,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p0_5.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -694,7 +727,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p0_1.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -713,7 +746,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p1sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -732,7 +765,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p2sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -751,7 +784,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_p3sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -770,7 +803,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_m1sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -789,7 +822,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_m2sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -808,7 +841,7 @@ impl ComputedRatioVecsFromDateIndex {
let mut iter = self.ratio_m3sd.dateindex.into_iter();
vec.compute_transform(
starting_indexes.dateindex,
&self.price.dateindex,
date_to_price,
|(i, price, ..)| {
let multiplier = iter.unwrap_get_inner(i);
(i, price * multiplier)
@@ -862,7 +895,7 @@ impl ComputedRatioVecsFromDateIndex {
pub fn vecs(&self) -> Vec<&dyn AnyCollectableVec> {
[
self.price.vecs(),
self.price.as_ref().map_or(vec![], |v| v.vecs()),
self.ratio.vecs(),
self.ratio_sma.vecs(),
self.ratio_1w_sma.vecs(),

15
crates/brk_computer/src/vecs/market.rs
View File

@@ -209,6 +209,7 @@ impl Vecs {
indexes_to_1w_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"1w_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -216,6 +217,7 @@ impl Vecs {
indexes_to_8d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"8d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -223,6 +225,7 @@ impl Vecs {
indexes_to_13d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"13d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -230,6 +233,7 @@ impl Vecs {
indexes_to_21d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"21d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -237,6 +241,7 @@ impl Vecs {
indexes_to_1m_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"1m_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -244,6 +249,7 @@ impl Vecs {
indexes_to_34d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"34d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -251,6 +257,7 @@ impl Vecs {
indexes_to_55d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"55d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -258,6 +265,7 @@ impl Vecs {
indexes_to_89d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"89d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -265,6 +273,7 @@ impl Vecs {
indexes_to_144d_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"144d_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -272,6 +281,7 @@ impl Vecs {
indexes_to_1y_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"1y_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -279,6 +289,7 @@ impl Vecs {
indexes_to_2y_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"2y_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -286,6 +297,7 @@ impl Vecs {
indexes_to_200w_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"200w_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -293,6 +305,7 @@ impl Vecs {
indexes_to_4y_sma: ComputedRatioVecsFromDateIndex::forced_import(
path,
"4y_sma",
true,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
@@ -1622,7 +1635,7 @@ impl Vecs {
.into_iter()
.for_each(|(vecs, sma)| {
s.spawn(move || -> color_eyre::Result<()> {
vecs.compute(
vecs.compute_all(
indexer,
indexes,
fetched,

22
crates/brk_computer/src/vecs/mod.rs
View File

@@ -25,7 +25,7 @@ pub struct Vecs {
pub mining: mining::Vecs,
pub market: market::Vecs,
pub transactions: transactions::Vecs,
// pub utxos: utxos::Vecs,
pub utxos: utxos::Vecs,
pub fetched: Option<fetched::Vecs>,
}
@@ -49,7 +49,7 @@ impl Vecs {
mining: mining::Vecs::forced_import(path, computation, compressed)?,
constants: constants::Vecs::forced_import(path, computation, compressed)?,
market: market::Vecs::forced_import(path, computation, compressed)?,
// utxos: utxos::Vecs::forced_import(path, computation, compressed, fetched.as_ref())?,
utxos: utxos::Vecs::forced_import(path, computation, compressed, fetched.as_ref())?,
transactions: transactions::Vecs::forced_import(
path,
indexer,
@@ -110,14 +110,14 @@ impl Vecs {
)?;
}
// self.utxos.compute(
// indexer,
// &self.indexes,
// &self.transactions,
// self.fetched.as_ref(),
// &starting_indexes,
// exit,
// )?;
self.utxos.compute(
indexer,
&self.indexes,
&self.transactions,
self.fetched.as_ref(),
&starting_indexes,
exit,
)?;
Ok(())
}
@@ -130,7 +130,7 @@ impl Vecs {
self.mining.vecs(),
self.market.vecs(),
self.transactions.vecs(),
// self.utxos.vecs(),
self.utxos.vecs(),
self.fetched.as_ref().map_or(vec![], |v| v.vecs()),
]
.into_iter()

141
crates/brk_computer/src/vecs/utxos/cohort.rs
View File

@@ -12,7 +12,8 @@ use crate::{
vecs::{
Indexes, fetched,
grouped::{
ComputedValueVecsFromHeight, ComputedVecsFromHeight, StorableVecGeneatorOptions,
ComputedRatioVecsFromDateIndex, ComputedValueVecsFromHeight, ComputedVecsFromHeight,
StorableVecGeneatorOptions,
},
indexes,
},
@@ -30,6 +31,9 @@ pub struct Vecs {
pub indexes_to_supply: ComputedValueVecsFromHeight,
pub height_to_utxo_count: EagerVec<Height, StoredUsize>,
pub indexes_to_utxo_count: ComputedVecsFromHeight<StoredUsize>,
pub indexes_to_realized_price: Option<ComputedVecsFromHeight<Dollars>>,
pub indexes_to_realized_price_extra: Option<ComputedRatioVecsFromDateIndex>,
}
impl Vecs {
@@ -38,6 +42,7 @@ impl Vecs {
cohort_name: Option<&str>,
_computation: Computation,
compressed: Compressed,
version: Version,
fetched: Option<&fetched::Vecs>,
) -> color_eyre::Result<Self> {
let compute_dollars = fetched.is_some();
@@ -48,15 +53,20 @@ impl Vecs {
let suffix = |s: &str| cohort_name.map_or(s.to_string(), |name| format!("{name}_{s}"));
let mut state = CohortState::default();
if compute_dollars {
state.realized_cap = Some(Dollars::ZERO);
}
Ok(Self {
starting_height: Height::ZERO,
state: CohortState::default(),
state,
height_to_realized_cap: compute_dollars.then(|| {
EagerVec::forced_import(
path,
&suffix("realized_cap"),
VERSION + Version::ZERO,
VERSION + Version::ZERO + version,
compressed,
)
.unwrap()
@@ -66,7 +76,7 @@ impl Vecs {
path,
&suffix("realized_cap"),
false,
VERSION + Version::ZERO,
VERSION + Version::ZERO + version,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)
@@ -75,14 +85,14 @@ impl Vecs {
height_to_supply: EagerVec::forced_import(
path,
&suffix("supply"),
VERSION + Version::ZERO,
VERSION + Version::ZERO + version,
compressed,
)?,
indexes_to_supply: ComputedValueVecsFromHeight::forced_import(
path,
&suffix("supply"),
false,
VERSION + Version::ZERO,
VERSION + Version::ZERO + version,
compressed,
StorableVecGeneatorOptions::default().add_last(),
compute_dollars,
@@ -90,22 +100,45 @@ impl Vecs {
height_to_utxo_count: EagerVec::forced_import(
path,
&suffix("utxo_count"),
VERSION + Version::ZERO,
VERSION + Version::ZERO + version,
compressed,
)?,
indexes_to_utxo_count: ComputedVecsFromHeight::forced_import(
path,
&suffix("utxo_count"),
false,
VERSION + Version::ZERO,
VERSION + Version::ZERO + version,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_realized_price: compute_dollars.then(|| {
ComputedVecsFromHeight::forced_import(
path,
&suffix("realized_price"),
true,
VERSION + Version::ZERO + version,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)
.unwrap()
}),
indexes_to_realized_price_extra: compute_dollars.then(|| {
ComputedRatioVecsFromDateIndex::forced_import(
path,
&suffix("realized_price"),
false,
VERSION + Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)
.unwrap()
}),
})
}
pub fn init(&mut self, starting_indexes: &Indexes) -> Height {
self.starting_height = [
pub fn starting_height(&self) -> Height {
[
self.height_to_supply.len(),
self.height_to_utxo_count.len(),
self.height_to_realized_cap
@@ -116,29 +149,33 @@ impl Vecs {
.map(Height::from)
.min()
.unwrap()
.min(starting_indexes.height);
}
if let Some(height_to_realized_cap) = self.height_to_realized_cap.as_mut() {
if let Some(prev_height) = self.starting_height.checked_sub(Height::new(1)) {
self.state.supply.value = self
.height_to_supply
.into_iter()
.unwrap_get_inner(prev_height);
self.state.supply.utxos = *self
.height_to_utxo_count
.into_iter()
.unwrap_get_inner(prev_height);
pub fn init(&mut self, starting_height: Height) {
if starting_height > self.starting_height() {
unreachable!()
}
self.starting_height = starting_height;
if let Some(prev_height) = starting_height.checked_sub(Height::new(1)) {
self.state.supply.value = self
.height_to_supply
.into_iter()
.unwrap_get_inner(prev_height);
self.state.supply.utxos = *self
.height_to_utxo_count
.into_iter()
.unwrap_get_inner(prev_height);
if let Some(height_to_realized_cap) = self.height_to_realized_cap.as_mut() {
self.state.realized_cap = Some(
height_to_realized_cap
.into_iter()
.unwrap_get_inner(prev_height),
);
} else {
self.state.realized_cap = Some(Dollars::ZERO);
}
}
self.starting_height
}
pub fn validate_computed_versions(&mut self, base_version: Version) -> Result<()> {
@@ -157,10 +194,15 @@ impl Vecs {
base_version + height_to_realized_cap.inner_version(),
)?;
}
Ok(())
}
pub fn forced_pushed_at(&mut self, height: Height, exit: &Exit) -> Result<()> {
if self.starting_height > height {
return Ok(());
}
self.height_to_supply
.forced_push_at(height, self.state.supply.value, exit)?;
@@ -173,7 +215,10 @@ impl Vecs {
if let Some(height_to_realized_cap) = self.height_to_realized_cap.as_mut() {
height_to_realized_cap.forced_push_at(
height,
self.state.realized_cap.unwrap(),
self.state.realized_cap.unwrap_or_else(|| {
dbg!(&self.state);
panic!();
}),
exit,
)?;
}
@@ -225,6 +270,41 @@ impl Vecs {
)?;
}
if let Some(indexes_to_realized_price) = self.indexes_to_realized_price.as_mut() {
indexes_to_realized_price.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_divide(
starting_indexes.height,
self.height_to_realized_cap.as_ref().unwrap(),
&**self.indexes_to_supply.bitcoin.height.as_ref().unwrap(),
exit,
)
},
)?;
}
if let Some(indexes_to_realized_price_extra) = self.indexes_to_realized_price_extra.as_mut()
{
indexes_to_realized_price_extra.compute_rest(
indexer,
indexes,
fetched.as_ref().unwrap(),
starting_indexes,
exit,
Some(
self.indexes_to_realized_price
.as_ref()
.unwrap()
.dateindex
.unwrap_last(),
),
)?;
}
Ok(())
}
@@ -242,6 +322,12 @@ impl Vecs {
self.indexes_to_realized_cap
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_realized_price
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_realized_price_extra
.as_ref()
.map_or(vec![], |v| v.vecs()),
]
.into_iter()
.flatten()
@@ -261,6 +347,9 @@ impl Clone for Vecs {
indexes_to_supply: self.indexes_to_supply.clone(),
height_to_utxo_count: self.height_to_utxo_count.clone(),
indexes_to_utxo_count: self.indexes_to_utxo_count.clone(),
indexes_to_realized_price: self.indexes_to_realized_price.clone(),
indexes_to_realized_price_extra: self.indexes_to_realized_price_extra.clone(),
}
}
}

872
crates/brk_computer/src/vecs/utxos/mod.rs
View File

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