global: snapshot

crates/brk_computer/src/distribution/metrics/realized/core.rs

@@ -10,7 +10,7 @@ use crate::{
     distribution::state::{CohortState, CostBasisOps, RealizedOps},
     internal::{
         FiatPerBlockCumulativeWithSumsAndDeltas, LazyPerBlock, NegCentsUnsignedToDollars,
-        RatioCents64, RollingWindow24hPerBlock,
+        RatioCents64, RollingWindow24hPerBlock, Windows,
     },
     prices,
 };
@@ -19,6 +19,13 @@ use crate::distribution::metrics::ImportConfig;
 
 use super::RealizedMinimal;
 
+#[derive(Clone, Traversable)]
+pub struct NegRealizedLoss {
+    #[traversable(flatten)]
+    pub base: LazyPerBlock<Dollars, Cents>,
+    pub sum: Windows<LazyPerBlock<Dollars, Cents>>,
+}
+
 #[derive(Traversable)]
 pub struct RealizedSoprCore<M: StorageMode = Rw> {
     pub ratio: RollingWindow24hPerBlock<StoredF64, M>,
@@ -32,7 +39,7 @@ pub struct RealizedCore<M: StorageMode = Rw> {
     pub minimal: RealizedMinimal<M>,
 
     #[traversable(wrap = "loss", rename = "negative")]
-    pub neg_loss: LazyPerBlock<Dollars, Cents>,
+    pub neg_loss: NegRealizedLoss,
     pub net_pnl: FiatPerBlockCumulativeWithSumsAndDeltas<CentsSigned, CentsSigned, BasisPointsSigned32, M>,
     pub sopr: RealizedSoprCore<M>,
 }
@@ -43,13 +50,27 @@ impl RealizedCore {
 
         let minimal = RealizedMinimal::forced_import(cfg)?;
 
-        let neg_realized_loss = LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars>(
+        let neg_loss_base = LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars>(
             &cfg.name("neg_realized_loss"),
             cfg.version + Version::ONE,
             minimal.loss.base.cents.height.read_only_boxed_clone(),
             cfg.indexes,
         );
 
+        let neg_loss_sum = minimal.loss.sum.0.map_with_suffix(|suffix, slot| {
+            LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars>(
+                &cfg.name(&format!("neg_realized_loss_sum_{suffix}")),
+                cfg.version + Version::ONE,
+                slot.cents.height.read_only_boxed_clone(),
+                cfg.indexes,
+            )
+        });
+
+        let neg_loss = NegRealizedLoss {
+            base: neg_loss_base,
+            sum: neg_loss_sum,
+        };
+
         let net_pnl = FiatPerBlockCumulativeWithSumsAndDeltas::forced_import(
             cfg.db,
             &cfg.name("net_realized_pnl"),
@@ -61,7 +82,7 @@ impl RealizedCore {
 
         Ok(Self {
             minimal,
-            neg_loss: neg_realized_loss,
+            neg_loss,
             net_pnl,
             sopr: RealizedSoprCore {
                 ratio: cfg.import("sopr", v1)?,

crates/brk_computer/src/distribution/metrics/realized/full.rs

@@ -14,7 +14,7 @@ use crate::{
     blocks,
     distribution::state::{WithCapital, CohortState, CostBasisData, RealizedState},
     internal::{
-        CentsUnsignedToDollars, PerBlockCumulative,
+        CentsUnsignedToDollars,
         PerBlockCumulativeWithSums, FiatPerBlockCumulativeWithSums,
         LazyPerBlock, PercentPerBlock, PercentRollingWindows,
         PriceWithRatioExtendedPerBlock, RatioCents64, RatioCentsBp32,
@@ -63,7 +63,7 @@ pub struct RealizedSopr<M: StorageMode = Rw> {
 #[derive(Traversable)]
 pub struct RealizedPeakRegret<M: StorageMode = Rw> {
     #[traversable(flatten)]
-    pub value: PerBlockCumulative<Cents, M>,
+    pub value: FiatPerBlockCumulativeWithSums<Cents, M>,
     pub to_rcap: PercentPerBlock<BasisPoints32, M>,
 }
 
@@ -227,7 +227,7 @@ impl RealizedFull {
             .min(self.investor.price.cents.height.len())
             .min(self.cap_raw.len())
             .min(self.investor.cap_raw.len())
-            .min(self.peak_regret.value.base.height.len())
+            .min(self.peak_regret.value.base.cents.height.len())
     }
 
     #[inline(always)]
@@ -269,6 +269,7 @@ impl RealizedFull {
         self.peak_regret
             .value
             .base
+            .cents
             .height
             .push(state.realized.peak_regret());
     }
@@ -282,7 +283,7 @@ impl RealizedFull {
         vecs.push(&mut self.investor.price.cents.height);
         vecs.push(&mut self.cap_raw as &mut dyn AnyStoredVec);
         vecs.push(&mut self.investor.cap_raw as &mut dyn AnyStoredVec);
-        vecs.push(&mut self.peak_regret.value.base.height);
+        vecs.push(&mut self.peak_regret.value.base.cents.height);
         vecs
     }
 
@@ -346,6 +347,7 @@ impl RealizedFull {
         self.peak_regret
             .value
             .base
+            .cents
             .height
             .push(accum.peak_regret());
     }
@@ -470,7 +472,7 @@ impl RealizedFull {
             .to_rcap
             .compute_binary::<Cents, Cents, RatioCentsBp32>(
                 starting_indexes.height,
-                &self.peak_regret.value.base.height,
+                &self.peak_regret.value.base.cents.height,
                 &self.core.minimal.cap.cents.height,
                 exit,
             )?;