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comp + kibo: add market smas

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This commit is contained in:
nym21
2025-05-10 13:17:51 +02:00
parent 4b52b80000
commit 292ceddd66
8 changed files with 773 additions and 8 deletions
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4
crates/brk_computer/src/storage/vecs/grouped/builder.rs
View File

@@ -176,12 +176,12 @@ where
where
I2: StoredIndex + StoredType + CheckedSub<I2>,
{
let index = self.starting_index(max_from);
self.validate_computed_version_or_reset_file(
source.version() + first_indexes.version() + count_indexes.version(),
)?;
let index = self.starting_index(max_from);
let mut count_indexes_iter = count_indexes.iter();
let mut source_iter = source.iter();

314
crates/brk_computer/src/storage/vecs/market.rs
View File

@@ -19,6 +19,20 @@ pub struct Vecs {
pub indexes_to_days_since_ath: ComputedVecsFromDateindex<StoredUsize>,
pub indexes_to_max_days_between_ath: ComputedVecsFromDateindex<StoredUsize>,
pub indexes_to_max_years_between_ath: ComputedVecsFromDateindex<StoredF64>,
pub indexes_to_1w_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_8d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_13d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_21d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1m_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_34d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_55d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_89d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_144d_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_1y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_2y_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_200w_sma: ComputedVecsFromDateindex<Dollars>,
pub indexes_to_4y_sma: ComputedVecsFromDateindex<Dollars>,
}
impl Vecs {
@@ -72,6 +86,98 @@ impl Vecs {
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1w_sma: ComputedVecsFromDateindex::forced_import(
path,
"1w_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_8d_sma: ComputedVecsFromDateindex::forced_import(
path,
"8d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_13d_sma: ComputedVecsFromDateindex::forced_import(
path,
"13d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_21d_sma: ComputedVecsFromDateindex::forced_import(
path,
"21d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1m_sma: ComputedVecsFromDateindex::forced_import(
path,
"1m_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_34d_sma: ComputedVecsFromDateindex::forced_import(
path,
"34d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_55d_sma: ComputedVecsFromDateindex::forced_import(
path,
"55d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_89d_sma: ComputedVecsFromDateindex::forced_import(
path,
"89d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_144d_sma: ComputedVecsFromDateindex::forced_import(
path,
"144d_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_1y_sma: ComputedVecsFromDateindex::forced_import(
path,
"1y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_2y_sma: ComputedVecsFromDateindex::forced_import(
path,
"2y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_200w_sma: ComputedVecsFromDateindex::forced_import(
path,
"200w_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
indexes_to_4y_sma: ComputedVecsFromDateindex::forced_import(
path,
"4y_sma",
Version::ZERO,
compressed,
StorableVecGeneatorOptions::default().add_last(),
)?,
})
}
@@ -236,6 +342,201 @@ impl Vecs {
},
)?;
self.indexes_to_1w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
7,
exit,
)
},
)?;
self.indexes_to_8d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
8,
exit,
)
},
)?;
self.indexes_to_13d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
13,
exit,
)
},
)?;
self.indexes_to_21d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
21,
exit,
)
},
)?;
self.indexes_to_1m_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
30,
exit,
)
},
)?;
self.indexes_to_34d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
34,
exit,
)
},
)?;
self.indexes_to_55d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
55,
exit,
)
},
)?;
self.indexes_to_89d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
89,
exit,
)
},
)?;
self.indexes_to_144d_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
144,
exit,
)
},
)?;
self.indexes_to_1y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
365,
exit,
)
},
)?;
self.indexes_to_2y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
2 * 365,
exit,
)
},
)?;
self.indexes_to_200w_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
200 * 7,
exit,
)
},
)?;
self.indexes_to_4y_sma.compute(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_sma(
starting_indexes.dateindex,
&fetched.timeindexes_to_close.dateindex,
4 * 365,
exit,
)
},
)?;
Ok(())
}
@@ -247,6 +548,19 @@ impl Vecs {
self.indexes_to_days_since_ath.vecs(),
self.indexes_to_max_days_between_ath.vecs(),
self.indexes_to_max_years_between_ath.vecs(),
self.indexes_to_1w_sma.vecs(),
self.indexes_to_8d_sma.vecs(),
self.indexes_to_13d_sma.vecs(),
self.indexes_to_21d_sma.vecs(),
self.indexes_to_1m_sma.vecs(),
self.indexes_to_34d_sma.vecs(),
self.indexes_to_55d_sma.vecs(),
self.indexes_to_89d_sma.vecs(),
self.indexes_to_144d_sma.vecs(),
self.indexes_to_1y_sma.vecs(),
self.indexes_to_2y_sma.vecs(),
self.indexes_to_200w_sma.vecs(),
self.indexes_to_4y_sma.vecs(),
]
.concat()
}

40
crates/brk_core/src/structs/dollars.rs
View File

@@ -4,7 +4,7 @@ use derive_deref::Deref;
use serde::Serialize;
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
use super::{Bitcoin, Cents, Sats};
use super::{Bitcoin, Cents, Close, Sats};
#[derive(
Debug,
@@ -26,6 +26,12 @@ impl Dollars {
pub const ZERO: Self = Self(0.0);
}
impl From<f32> for Dollars {
fn from(value: f32) -> Self {
Self(value as f64)
}
}
impl From<f64> for Dollars {
fn from(value: f64) -> Self {
Self(value)
@@ -38,12 +44,24 @@ impl From<Cents> for Dollars {
}
}
impl From<Dollars> for f32 {
fn from(value: Dollars) -> Self {
value.0 as f32
}
}
impl From<Dollars> for f64 {
fn from(value: Dollars) -> Self {
value.0
}
}
impl From<Close<Dollars>> for Dollars {
fn from(value: Close<Dollars>) -> Self {
Self(value.0)
}
}
impl From<usize> for Dollars {
fn from(value: usize) -> Self {
Self(value as f64)
@@ -74,10 +92,28 @@ impl Ord for Dollars {
}
impl Mul<Bitcoin> for Dollars {
type Output = Dollars;
type Output = Self;
fn mul(self, rhs: Bitcoin) -> Self::Output {
Self::from(Cents::from(
u128::from(Sats::from(rhs)) * u128::from(Cents::from(self)) / u128::from(Sats::ONE_BTC),
))
}
}
impl From<u128> for Dollars {
fn from(value: u128) -> Self {
Self::from(Cents::from(value))
}
}
impl From<Close<Dollars>> for u128 {
fn from(value: Close<Dollars>) -> Self {
u128::from(*value)
}
}
impl From<Dollars> for u128 {
fn from(value: Dollars) -> Self {
u128::from(Cents::from(value))
}
}

18
crates/brk_core/src/structs/ohlc.rs
View File

@@ -453,6 +453,15 @@ where
}
}
impl<T> From<f32> for Close<T>
where
T: From<f32>,
{
fn from(value: f32) -> Self {
Self(T::from(value))
}
}
impl<T> From<f64> for Close<T>
where
T: From<f64>,
@@ -462,6 +471,15 @@ where
}
}
impl<T> From<Close<T>> for f32
where
f32: From<T>,
{
fn from(value: Close<T>) -> Self {
Self::from(value.0)
}
}
impl<T> From<Close<T>> for f64
where
f64: From<T>,

42
crates/brk_vec/src/variants/eager.rs
View File

@@ -2,7 +2,7 @@ use core::error;
use std::{
cmp::Ordering,
fmt::Debug,
ops::Add,
ops::{Add, Div},
path::{Path, PathBuf},
time::Duration,
};
@@ -406,6 +406,46 @@ where
self.safe_flush(exit)
}
pub fn compute_sma<T2>(
&mut self,
max_from: I,
source: &impl AnyIterableVec<I, T2>,
len: usize,
exit: &Exit,
) -> Result<()>
where
T: Add<T, Output = T> + From<T2> + Div<usize, Output = T> + From<f32>,
T2: StoredType,
f32: From<T> + From<T2>,
{
self.validate_computed_version_or_reset_file(
Version::ZERO + self.inner.version() + source.version(),
)?;
let index = max_from.min(I::from(self.len()));
let mut prev = None;
source.iter_at(index).try_for_each(|(i, value)| {
let value = value.into_inner();
if prev.is_none() {
let i = i.unwrap_to_usize();
prev.replace(if i > 0 {
self.into_iter().unwrap_get_inner_(i - 1)
} else {
T::from(0.0)
});
}
let sma = T::from(
(f32::from(prev.clone().unwrap()) * (len - 1) as f32 + f32::from(value))
/ len as f32,
);
prev.replace(sma.clone());
self.forced_push_at(i, sma, exit)
})?;
self.safe_flush(exit)
}
}
impl<I> EagerVec<I, Bitcoin>

3
websites/kibo.money/scripts/main.js
View File

@@ -730,7 +730,8 @@ function createUtils() {
id.includes("close") ||
id.includes("ohlc") ||
id.includes("marketcap") ||
id.includes("ath")
id.includes("ath") ||
id.includes("-sma")
) {
unit = "USD";
} else if (id.includes("count") || id.match(/v[1-3]/g)) {

347
websites/kibo.money/scripts/options.js
View File

@@ -510,8 +510,216 @@ function createPartialOptions(colors) {
// ],
// },
{
name: "By type",
tree: [],
name: "types",
tree: [
{
name: "p2pk",
title: "Pay To Public Key Outputs",
bottom: [
createBaseSeries({
key: "p2pk33-count",
name: "33B Count",
}),
createBaseSeries({
key: "p2pk33-count-sum",
name: "33B sum",
}),
createBaseSeries({
key: "total-p2pk33-count",
name: "33B total",
}),
createBaseSeries({
key: "p2pk65-count",
name: "65B Count",
}),
createBaseSeries({
key: "p2pk65-count-sum",
name: "65B sum",
}),
createBaseSeries({
key: "total-p2pk65-count",
name: "65B total",
}),
],
},
{
name: "p2pkh",
title: "Pay To Public Key Hash Outputs",
bottom: [
createBaseSeries({
key: "p2pkh-count",
name: "Count",
}),
createBaseSeries({
key: "p2pkh-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2pkh-count",
name: "total",
}),
],
},
{
name: "p2ms",
title: "Pay To Multisig Outputs",
bottom: [
createBaseSeries({
key: "p2ms-count",
name: "Count",
}),
createBaseSeries({
key: "p2ms-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2ms-count",
name: "total",
}),
],
},
{
name: "p2sh",
title: "Pay To Script Hash Outputs",
bottom: [
createBaseSeries({
key: "p2sh-count",
name: "Count",
}),
createBaseSeries({
key: "p2sh-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2sh-count",
name: "total",
}),
],
},
{
name: "op_return",
title: "op_return outputs",
bottom: [
createBaseSeries({ key: "opreturn-count", name: "Count" }),
createBaseSeries({
key: "opreturn-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-opreturn-count",
name: "total",
}),
],
},
{
name: "p2wpkh",
title: "Pay To Witness Public Key Hash Outputs",
bottom: [
createBaseSeries({
key: "p2wpkh-count",
name: "Count",
}),
createBaseSeries({
key: "p2wpkh-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2wpkh-count",
name: "total",
}),
],
},
{
name: "p2wsh",
title: "Pay To Witness Script Hash Outputs",
bottom: [
createBaseSeries({
key: "p2wsh-count",
name: "Count",
}),
createBaseSeries({
key: "p2wsh-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2wsh-count",
name: "total",
}),
],
},
{
name: "p2tr",
title: "Pay To Taproot Outputs",
bottom: [
createBaseSeries({
key: "p2tr-count",
name: "Count",
}),
createBaseSeries({
key: "p2tr-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2tr-count",
name: "total",
}),
],
},
{
name: "p2a",
title: "Pay To Anchor outputs",
bottom: [
createBaseSeries({
key: "p2a-count",
name: "Count",
}),
createBaseSeries({
key: "p2a-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-p2a-count",
name: "total",
}),
],
},
{
name: "empty",
title: "empty outputs",
bottom: [
createBaseSeries({
key: "emptyoutput-count",
name: "Count",
}),
createBaseSeries({
key: "emptyoutput-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-emptyoutput-count",
name: "total",
}),
],
},
{
name: "unknown",
title: "unknown outputs",
bottom: [
createBaseSeries({
key: "unknownoutput-count",
name: "Count",
}),
createBaseSeries({
key: "unknownoutput-count-sum",
name: "sum",
}),
createBaseSeries({
key: "total-unknownoutput-count",
name: "total",
}),
],
},
],
// title: "Transaction Output Value",
// bottom: [
// createAverageSeries({ concat: "output-value" }),
@@ -646,6 +854,141 @@ function createPartialOptions(colors) {
},
],
},
{
name: "Average",
tree: [
{
name: "1 week",
title: "1 Week Market Price Moving Average",
top: [
createBaseSeries({
key: "1w-sma",
name: "Average",
}),
],
},
{
name: "8 days",
title: "8 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "8d-sma",
name: "Average",
}),
],
},
{
name: "13 days",
title: "13 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "13d-sma",
name: "Average",
}),
],
},
{
name: "21 days",
title: "21 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "21d-sma",
name: "Average",
}),
],
},
{
name: "1 month",
title: "1 Month Market Price Moving Average",
top: [
createBaseSeries({
key: "1m-sma",
name: "Average",
}),
],
},
{
name: "34 days",
title: "34 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "34d-sma",
name: "Average",
}),
],
},
{
name: "55 days",
title: "55 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "55d-sma",
name: "Average",
}),
],
},
{
name: "89 days",
title: "89 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "89d-sma",
name: "Average",
}),
],
},
{
name: "144 days",
title: "144 Days Market Price Moving Average",
top: [
createBaseSeries({
key: "144d-sma",
name: "Average",
}),
],
},
{
name: "1 year",
title: "1 year Market Price Moving Average",
top: [
createBaseSeries({
key: "1y-sma",
name: "Average",
}),
],
},
{
name: "2 year",
title: "2 year Market Price Moving Average",
top: [
createBaseSeries({
key: "2y-sma",
name: "Average",
}),
],
},
{
name: "200 weeks",
title: "200 Weeks Market Price Moving Average",
top: [
createBaseSeries({
key: "200w-sma",
name: "Average",
}),
],
},
{
name: "4 year",
title: "4 year Market Price Moving Average",
top: [
createBaseSeries({
key: "4y-sma",
name: "Average",
}),
],
},
],
},
],
},
],

13
websites/kibo.money/scripts/vecid-to-indexes.js
View File

@@ -56,6 +56,19 @@ export function createVecIdToIndexes() {
const YearIndex = /** @satisfies {YearIndex} */ (23);
return /** @type {const} */ ({
"13d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"144d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1m-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"1y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"200w-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"21d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"2y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"34d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"4y-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"55d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"89d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"8d-sma": [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
ath: [DateIndex, DecadeIndex, MonthIndex, QuarterIndex, WeekIndex, YearIndex],
"base-size": [TxIndex],
"block-count": [Height],