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nym21
2026-03-07 20:23:11 +01:00
parent efefd39439
commit 2df549f1f8
15 changed files with 202 additions and 344 deletions
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35
crates/brk_computer/src/distribution/metrics/activity/base.rs
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@@ -3,35 +3,36 @@ use brk_traversable::Traversable;
use brk_types::{Height, Indexes, Sats, Version};
use vecdb::{AnyStoredVec, AnyVec, Exit, Rw, StorageMode, WritableVec};
use crate::internal::{RollingEmas2w, ValueFromHeightCumulative};
use crate::internal::{ComputedFromHeight, RollingWindow24h};
use crate::{blocks, distribution::metrics::ImportConfig, prices};
use crate::{blocks, distribution::metrics::ImportConfig};
#[derive(Traversable)]
pub struct ActivityBase<M: StorageMode = Rw> {
pub sent: ValueFromHeightCumulative<M>,
pub sent_ema: RollingEmas2w<M>,
pub sent: ComputedFromHeight<Sats, M>,
pub sent_sum: RollingWindow24h<Sats, M>,
}
impl ActivityBase {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
let v1 = Version::ONE;
Ok(Self {
sent: cfg.import("sent", Version::ZERO)?,
sent_ema: cfg.import("sent", Version::ZERO)?,
sent: cfg.import("sent", v1)?,
sent_sum: cfg.import("sent", v1)?,
})
}
pub(crate) fn min_len(&self) -> usize {
self.sent.base.sats.height.len()
self.sent.height.len()
}
pub(crate) fn truncate_push(&mut self, height: Height, sent: Sats) -> Result<()> {
self.sent.base.sats.height.truncate_push(height, sent)?;
self.sent.height.truncate_push(height, sent)?;
Ok(())
}
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
vec![&mut self.sent.base.sats.height as &mut dyn AnyStoredVec]
vec![&mut self.sent.height as &mut dyn AnyStoredVec]
}
pub(crate) fn validate_computed_versions(&mut self, _base_version: Version) -> Result<()> {
@@ -44,11 +45,11 @@ impl ActivityBase {
others: &[&Self],
exit: &Exit,
) -> Result<()> {
self.sent.base.sats.height.compute_sum_of_others(
self.sent.height.compute_sum_of_others(
starting_indexes.height,
&others
.iter()
.map(|v| &v.sent.base.sats.height)
.map(|v| &v.sent.height)
.collect::<Vec<_>>(),
exit,
)?;
@@ -58,21 +59,15 @@ impl ActivityBase {
pub(crate) fn compute_rest_part1(
&mut self,
blocks: &blocks::Vecs,
prices: &prices::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
self.sent
.compute(prices, starting_indexes.height, exit)?;
self.sent_ema.compute(
self.sent_sum.compute_rolling_sum(
starting_indexes.height,
&blocks.count.height_2w_ago,
&self.sent.base.sats.height,
&self.sent.base.cents.height,
&blocks.count.height_24h_ago,
&self.sent.height,
exit,
)?;
Ok(())
}
}

26
crates/brk_computer/src/distribution/metrics/activity/full.rs
View File

@@ -4,9 +4,11 @@ use brk_types::{Bitcoin, Height, Indexes, Sats, StoredF64, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{AnyStoredVec, AnyVec, Exit, Rw, StorageMode, WritableVec};
use crate::internal::{ComputedFromHeightCumulative, ComputedFromHeightCumulativeSum};
use crate::internal::{
ComputedFromHeightCumulative, ComputedFromHeightCumulativeSum, RollingWindowsFrom1w,
};
use crate::{blocks, distribution::metrics::ImportConfig, prices};
use crate::{blocks, distribution::metrics::ImportConfig};
use super::ActivityBase;
@@ -19,15 +21,19 @@ pub struct ActivityFull<M: StorageMode = Rw> {
pub coinblocks_destroyed: ComputedFromHeightCumulative<StoredF64, M>,
pub coindays_destroyed: ComputedFromHeightCumulativeSum<StoredF64, M>,
pub sent_sum_extended: RollingWindowsFrom1w<Sats, M>,
}
impl ActivityFull {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
let v1 = Version::ONE;
Ok(Self {
base: ActivityBase::forced_import(cfg)?,
coinblocks_destroyed: cfg
.import("coinblocks_destroyed", Version::ONE)?,
coindays_destroyed: cfg.import("coindays_destroyed", Version::ONE)?,
.import("coinblocks_destroyed", v1)?,
coindays_destroyed: cfg.import("coindays_destroyed", v1)?,
sent_sum_extended: cfg.import("sent", v1)?,
})
}
@@ -59,7 +65,7 @@ impl ActivityFull {
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
vec![
&mut self.base.sent.base.sats.height as &mut dyn AnyStoredVec,
&mut self.base.sent.height as &mut dyn AnyStoredVec,
&mut self.coinblocks_destroyed.height as &mut dyn AnyStoredVec,
&mut self.coindays_destroyed.height as &mut dyn AnyStoredVec,
]
@@ -87,12 +93,11 @@ impl ActivityFull {
pub(crate) fn compute_rest_part1(
&mut self,
blocks: &blocks::Vecs,
prices: &prices::Vecs,
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
self.base
.compute_rest_part1(blocks, prices, starting_indexes, exit)?;
.compute_rest_part1(blocks, starting_indexes, exit)?;
self.coinblocks_destroyed
.compute_rest(starting_indexes.height, exit)?;
@@ -101,6 +106,13 @@ impl ActivityFull {
self.coindays_destroyed
.compute_rest(starting_indexes.height, &window_starts, exit)?;
self.sent_sum_extended.compute_rolling_sum(
starting_indexes.height,
&window_starts,
&self.base.sent.height,
exit,
)?;
Ok(())
}
}

4
crates/brk_computer/src/distribution/metrics/cohort/all.rs
View File

@@ -125,7 +125,7 @@ impl AllCohortMetrics {
self.dormancy.height.compute_transform2(
starting_indexes.height,
&self.activity.coindays_destroyed.height,
&self.activity.sent.base.sats.height,
&self.activity.sent.height,
|(i, cdd, sent_sats, ..)| {
let sent_btc = f64::from(Bitcoin::from(sent_sats));
if sent_btc == 0.0 {
@@ -139,7 +139,7 @@ impl AllCohortMetrics {
self.velocity.height.compute_transform2(
starting_indexes.height,
&self.activity.sent.base.sats.height,
&self.activity.sent.height,
&self.supply.total.sats.height,
|(i, sent_sats, supply_sats, ..)| {
let supply = supply_sats.as_u128() as f64;

9
crates/brk_computer/src/distribution/metrics/cohort/basic.rs
View File

@@ -8,7 +8,7 @@ use crate::{blocks, prices};
use crate::distribution::metrics::{
ActivityFull, CohortMetricsBase, CostBasisBase, ImportConfig, OutputsMetrics, RealizedBase,
RelativeBaseWithRelToAll, SupplyMetrics, UnrealizedBase,
RelativeToAll, SupplyMetrics, UnrealizedBase,
};
/// Basic cohort metrics: no extensions, with relative (rel_to_all).
@@ -23,7 +23,7 @@ pub struct BasicCohortMetrics<M: StorageMode = Rw> {
pub realized: Box<RealizedBase<M>>,
pub cost_basis: Box<CostBasisBase<M>>,
pub unrealized: Box<UnrealizedBase<M>>,
pub relative: Box<RelativeBaseWithRelToAll<M>>,
pub relative: Box<RelativeToAll<M>>,
}
impl CohortMetricsBase for BasicCohortMetrics {
@@ -51,7 +51,7 @@ impl BasicCohortMetrics {
let unrealized = UnrealizedBase::forced_import(cfg)?;
let realized = RealizedBase::forced_import(cfg)?;
let relative = RelativeBaseWithRelToAll::forced_import(cfg)?;
let relative = RelativeToAll::forced_import(cfg)?;
Ok(Self {
filter: cfg.filter.clone(),
@@ -83,7 +83,8 @@ impl BasicCohortMetrics {
self.relative.compute(
starting_indexes.height,
&self.unrealized.core,
&self.unrealized.supply_in_profit.sats.height,
&self.unrealized.supply_in_loss.sats.height,
&self.supply.total.sats.height,
all_supply_sats,
exit,

11
crates/brk_computer/src/distribution/metrics/cohort/core.rs
View File

@@ -8,7 +8,7 @@ use crate::{blocks, prices};
use crate::distribution::metrics::{
ActivityBase, CohortMetricsBase, RealizedCore, ImportConfig, OutputsMetrics,
RelativeBaseWithRelToAll, SupplyMetrics, UnrealizedCore,
RelativeToAll, SupplyMetrics, UnrealizedCore,
};
#[derive(Traversable)]
@@ -20,7 +20,7 @@ pub struct CoreCohortMetrics<M: StorageMode = Rw> {
pub activity: Box<ActivityBase<M>>,
pub realized: Box<RealizedCore<M>>,
pub unrealized: Box<UnrealizedCore<M>>,
pub relative: Box<RelativeBaseWithRelToAll<M>>,
pub relative: Box<RelativeToAll<M>>,
}
impl CoreCohortMetrics {
@@ -32,7 +32,7 @@ impl CoreCohortMetrics {
activity: Box::new(ActivityBase::forced_import(cfg)?),
realized: Box::new(RealizedCore::forced_import(cfg)?),
unrealized: Box::new(UnrealizedCore::forced_import(cfg)?),
relative: Box::new(RelativeBaseWithRelToAll::forced_import(cfg)?),
relative: Box::new(RelativeToAll::forced_import(cfg)?),
})
}
@@ -112,7 +112,7 @@ impl CoreCohortMetrics {
.compute_rest(blocks, starting_indexes, exit)?;
self.activity
.compute_rest_part1(blocks, prices, starting_indexes, exit)?;
.compute_rest_part1(blocks, starting_indexes, exit)?;
self.realized
.compute_rest_part1(starting_indexes, exit)?;
@@ -140,7 +140,8 @@ impl CoreCohortMetrics {
self.relative.compute(
starting_indexes.height,
&self.unrealized,
&self.unrealized.supply_in_profit.sats.height,
&self.unrealized.supply_in_loss.sats.height,
&self.supply.total.sats.height,
all_supply_sats,
exit,

4
crates/brk_computer/src/distribution/metrics/cohort/extended.rs
View File

@@ -105,7 +105,7 @@ impl ExtendedCohortMetrics {
self.dormancy.height.compute_transform2(
starting_indexes.height,
&self.activity.coindays_destroyed.height,
&self.activity.sent.base.sats.height,
&self.activity.sent.height,
|(i, cdd, sent_sats, ..)| {
let sent_btc = f64::from(Bitcoin::from(sent_sats));
if sent_btc == 0.0 {
@@ -119,7 +119,7 @@ impl ExtendedCohortMetrics {
self.velocity.height.compute_transform2(
starting_indexes.height,
&self.activity.sent.base.sats.height,
&self.activity.sent.height,
&self.supply.total.sats.height,
|(i, sent_sats, supply_sats, ..)| {
let supply = supply_sats.as_u128() as f64;

2
crates/brk_computer/src/distribution/metrics/cohort/minimal.rs
View File

@@ -191,7 +191,7 @@ impl MinimalCohortMetrics {
self.outputs
.compute_rest(blocks, starting_indexes, exit)?;
self.activity
.compute_rest_part1(blocks, prices, starting_indexes, exit)?;
.compute_rest_part1(blocks, starting_indexes, exit)?;
self.realized
.compute_rest_part1(starting_indexes, exit)?;
self.unrealized

7
crates/brk_computer/src/distribution/metrics/mod.rs
View File

@@ -55,7 +55,7 @@ pub use realized::{
RealizedAdjusted, RealizedBase, RealizedCore, RealizedFull, RealizedLike, RealizedMinimal,
};
pub use relative::{
RelativeBaseWithRelToAll, RelativeForAll, RelativeWithExtended,
RelativeForAll, RelativeToAll, RelativeWithExtended,
};
pub use supply::SupplyMetrics;
pub use unrealized::{UnrealizedBase, UnrealizedCore, UnrealizedFull, UnrealizedLike};
@@ -200,10 +200,7 @@ pub trait CohortMetricsBase: CohortMetricsState<Realized = RealizedState> + Send
self.outputs_mut()
.compute_rest(blocks, starting_indexes, exit)?;
self.activity_mut()
.sent
.compute(prices, starting_indexes.height, exit)?;
self.activity_mut()
.compute_rest_part1(blocks, prices, starting_indexes, exit)?;
.compute_rest_part1(blocks, starting_indexes, exit)?;
self.realized_mut()
.compute_rest_part1(starting_indexes, exit)?;

52
crates/brk_computer/src/distribution/metrics/relative/base.rs
View File

@@ -1,52 +0,0 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints16, Height, Sats, Version};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::internal::{PercentFromHeight, RatioSatsBp16};
use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
/// Relative metrics for the Complete tier.
#[derive(Traversable)]
pub struct RelativeBase<M: StorageMode = Rw> {
pub supply_in_profit_rel_to_own_supply: PercentFromHeight<BasisPoints16, M>,
pub supply_in_loss_rel_to_own_supply: PercentFromHeight<BasisPoints16, M>,
}
impl RelativeBase {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
let v1 = Version::ONE;
Ok(Self {
supply_in_profit_rel_to_own_supply: cfg
.import("supply_in_profit_rel_to_own_supply", v1)?,
supply_in_loss_rel_to_own_supply: cfg
.import("supply_in_loss_rel_to_own_supply", v1)?,
})
}
pub(crate) fn compute(
&mut self,
max_from: Height,
unrealized: &UnrealizedCore,
supply_total_sats: &impl ReadableVec<Height, Sats>,
exit: &Exit,
) -> Result<()> {
self.supply_in_profit_rel_to_own_supply
.compute_binary::<Sats, Sats, RatioSatsBp16>(
max_from,
&unrealized.supply_in_profit.sats.height,
supply_total_sats,
exit,
)?;
self.supply_in_loss_rel_to_own_supply
.compute_binary::<Sats, Sats, RatioSatsBp16>(
max_from,
&unrealized.supply_in_loss.sats.height,
supply_total_sats,
exit,
)?;
Ok(())
}
}

42
crates/brk_computer/src/distribution/metrics/relative/full.rs
View File

@@ -3,24 +3,20 @@ use brk_traversable::Traversable;
use brk_types::{
BasisPoints16, BasisPointsSigned32, Dollars, Height, Sats, StoredF32, Version,
};
use derive_more::{Deref, DerefMut};
use vecdb::{Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::internal::{
Bps32ToFloat, LazyFromHeight, PercentFromHeight, RatioDollarsBp16, RatioDollarsBps32,
RatioSatsBp16,
};
use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
use super::RelativeBase;
/// Full relative metrics (Source/Extended tier).
#[derive(Deref, DerefMut, Traversable)]
/// Full relative metrics (sth/lth/all tier).
#[derive(Traversable)]
pub struct RelativeFull<M: StorageMode = Rw> {
#[deref]
#[deref_mut]
#[traversable(flatten)]
pub base: RelativeBase<M>,
pub supply_in_profit_rel_to_own_supply: PercentFromHeight<BasisPoints16, M>,
pub supply_in_loss_rel_to_own_supply: PercentFromHeight<BasisPoints16, M>,
pub unrealized_profit_rel_to_market_cap: PercentFromHeight<BasisPoints16, M>,
pub unrealized_loss_rel_to_market_cap: PercentFromHeight<BasisPoints16, M>,
@@ -30,8 +26,7 @@ pub struct RelativeFull<M: StorageMode = Rw> {
impl RelativeFull {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
let base = RelativeBase::forced_import(cfg)?;
let v1 = Version::ONE;
let v2 = Version::new(2);
let v3 = Version::new(3);
@@ -49,7 +44,10 @@ impl RelativeFull {
);
Ok(Self {
base,
supply_in_profit_rel_to_own_supply: cfg
.import("supply_in_profit_rel_to_own_supply", v1)?,
supply_in_loss_rel_to_own_supply: cfg
.import("supply_in_loss_rel_to_own_supply", v1)?,
unrealized_profit_rel_to_market_cap: cfg
.import("unrealized_profit_rel_to_market_cap", v2)?,
unrealized_loss_rel_to_market_cap: cfg
@@ -67,12 +65,20 @@ impl RelativeFull {
market_cap: &impl ReadableVec<Height, Dollars>,
exit: &Exit,
) -> Result<()> {
self.base.compute(
max_from,
unrealized,
supply_total_sats,
exit,
)?;
self.supply_in_profit_rel_to_own_supply
.compute_binary::<Sats, Sats, RatioSatsBp16>(
max_from,
&unrealized.supply_in_profit.sats.height,
supply_total_sats,
exit,
)?;
self.supply_in_loss_rel_to_own_supply
.compute_binary::<Sats, Sats, RatioSatsBp16>(
max_from,
&unrealized.supply_in_loss.sats.height,
supply_total_sats,
exit,
)?;
self.unrealized_profit_rel_to_market_cap
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(

4
crates/brk_computer/src/distribution/metrics/relative/mod.rs
View File

@@ -1,17 +1,13 @@
mod base;
mod extended_own_market_cap;
mod extended_own_pnl;
mod for_all;
mod full;
mod to_all;
mod with_extended;
mod with_rel_to_all;
pub use base::RelativeBase;
pub use extended_own_market_cap::RelativeExtendedOwnMarketCap;
pub use extended_own_pnl::RelativeExtendedOwnPnl;
pub use for_all::RelativeForAll;
pub use full::RelativeFull;
pub use to_all::RelativeToAll;
pub use with_extended::RelativeWithExtended;
pub use with_rel_to_all::RelativeBaseWithRelToAll;

55
crates/brk_computer/src/distribution/metrics/relative/with_rel_to_all.rs
View File

@@ -1,55 +0,0 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Height, Sats};
use derive_more::{Deref, DerefMut};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::distribution::metrics::{ImportConfig, UnrealizedCore};
use super::{RelativeBase, RelativeToAll};
/// Base relative metrics with rel_to_all.
/// Used by: age_range, epoch, class, min_age, max_age cohorts.
#[derive(Deref, DerefMut, Traversable)]
pub struct RelativeBaseWithRelToAll<M: StorageMode = Rw> {
#[deref]
#[deref_mut]
#[traversable(flatten)]
pub base: RelativeBase<M>,
#[traversable(flatten)]
pub rel_to_all: RelativeToAll<M>,
}
impl RelativeBaseWithRelToAll {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
Ok(Self {
base: RelativeBase::forced_import(cfg)?,
rel_to_all: RelativeToAll::forced_import(cfg)?,
})
}
pub(crate) fn compute(
&mut self,
max_from: Height,
unrealized: &UnrealizedCore,
supply_total_sats: &impl ReadableVec<Height, Sats>,
all_supply_sats: &impl ReadableVec<Height, Sats>,
exit: &Exit,
) -> Result<()> {
self.base.compute(
max_from,
unrealized,
supply_total_sats,
exit,
)?;
self.rel_to_all.compute(
max_from,
&unrealized.supply_in_profit.sats.height,
&unrealized.supply_in_loss.sats.height,
supply_total_sats,
all_supply_sats,
exit,
)?;
Ok(())
}
}