global: snapshot

This commit is contained in:
nym21
2026-01-20 23:05:21 +01:00
parent 9613fce919
commit 2edd9ed2d7
33 changed files with 1020 additions and 1108 deletions

View File

@@ -70,7 +70,9 @@ where
}};
}
let index = validate_vec!(first, last, min, max, average, sum, cumulative, median, pct10, pct25, pct75, pct90);
let index = validate_vec!(
first, last, min, max, average, sum, cumulative, median, pct10, pct25, pct75, pct90
);
let needs_first = first.is_some();
let needs_last = last.is_some();
@@ -298,7 +300,9 @@ where
};
}
write_vec!(first, last, min, max, average, sum, cumulative, median, pct10, pct25, pct75, pct90);
write_vec!(
first, last, min, max, average, sum, cumulative, median, pct10, pct25, pct75, pct90
);
Ok(())
}
@@ -306,7 +310,7 @@ where
/// Compute cumulative extension from a source vec.
///
/// Used when only cumulative needs to be extended from an existing source.
pub fn compute_cumulative_extend<I, T>(
pub fn compute_cumulative<I, T>(
max_from: I,
source: &impl IterableVec<I, T>,
cumulative: &mut EagerVec<PcoVec<I, T>>,
@@ -340,6 +344,47 @@ where
Ok(())
}
/// Compute cumulative from binary transform of two source vecs.
pub fn compute_cumulative_transform2<I, T, S1, S2, F>(
max_from: I,
source1: &impl IterableVec<I, S1>,
source2: &impl IterableVec<I, S2>,
cumulative: &mut EagerVec<PcoVec<I, T>>,
transform: F,
exit: &Exit,
) -> Result<()>
where
I: VecIndex,
T: ComputedVecValue + JsonSchema,
S1: VecValue,
S2: VecValue,
F: Fn(S1, S2) -> T,
{
let combined_version = source1.version() + source2.version();
cumulative.validate_computed_version_or_reset(combined_version)?;
let index = max_from.min(I::from(cumulative.len()));
let target_len = source1.len().min(source2.len());
let mut cumulative_val = index
.decremented()
.map_or(T::from(0_usize), |idx| cumulative.read_unwrap_once(idx));
let mut iter1 = source1.iter();
let mut iter2 = source2.iter();
for i in index.to_usize()..target_len {
let idx = I::from(i);
cumulative_val += transform(iter1.get_unwrap(idx), iter2.get_unwrap(idx));
cumulative.truncate_push_at(i, cumulative_val)?;
}
let _lock = exit.lock();
cumulative.write()?;
Ok(())
}
/// Compute coarser aggregations from already-aggregated source data.
///
/// This is used for dateindex → weekindex, monthindex, etc. where we derive

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@@ -12,15 +12,14 @@ use brk_types::{
};
use derive_more::{Deref, DerefMut};
use vecdb::{
AnyStoredVec, AnyVec, Database, EagerVec, Exit, GenericStoredVec, ImportableVec,
IterableBoxedVec, IterableCloneableVec, IterableVec, LazyVecFrom3,
Database, EagerVec, Exit, ImportableVec, IterableBoxedVec, IterableCloneableVec, LazyVecFrom3,
};
use crate::{
ComputeIndexes, indexes,
internal::{
CumulativeVec, Full, LazyBinaryTransformFull, LazyDateDerivedFull, LazyFull,
SatsTimesClosePrice, Stats,
SatsTimesClosePrice, Stats, compute_cumulative,
},
};
@@ -137,7 +136,12 @@ impl ValueDollarsFromTxFull {
exit: &Exit,
) -> Result<()> {
// Compute height cumulative by summing lazy height.sum values
self.compute_height_cumulative(starting_indexes.height, exit)?;
compute_cumulative(
starting_indexes.height,
&self.height.sum,
&mut self.height_cumulative.0,
exit,
)?;
// Compute dateindex stats by aggregating lazy height stats
self.dateindex.compute(
@@ -150,30 +154,6 @@ impl ValueDollarsFromTxFull {
Ok(())
}
/// Compute cumulative USD by summing `sum_sats[h] * price[h]` for all heights.
fn compute_height_cumulative(&mut self, max_from: Height, exit: &Exit) -> Result<()> {
let starting_height = max_from.min(Height::from(self.height_cumulative.0.len()));
let mut cumulative = starting_height.decremented().map_or(Dollars::ZERO, |h| {
self.height_cumulative.0.iter().get_unwrap(h)
});
let mut sum_iter = self.height.sum.iter();
let start_idx = *starting_height as usize;
let end_idx = sum_iter.len();
for h in start_idx..end_idx {
let sum_usd = sum_iter.get_unwrap(Height::from(h));
cumulative += sum_usd;
self.height_cumulative.0.truncate_push_at(h, cumulative)?;
}
let _lock = exit.lock();
self.height_cumulative.0.write()?;
Ok(())
}
}
fn create_lazy_txindex(

View File

@@ -11,8 +11,8 @@ use vecdb::{Database, Exit, IterableBoxedVec, IterableCloneableVec, IterableVec}
use crate::{
ComputeIndexes, indexes,
internal::{
ComputedVecValue, CumulativeVec, LazyDateDerivedFull, Full, LazyFull, NumericValue,
compute_cumulative_extend,
ComputedVecValue, CumulativeVec, Full, LazyDateDerivedFull, LazyFull, NumericValue,
compute_cumulative,
},
};
@@ -102,6 +102,6 @@ where
height_source: &impl IterableVec<Height, T>,
exit: &Exit,
) -> Result<()> {
compute_cumulative_extend(max_from, height_source, &mut self.height_cumulative.0, exit)
compute_cumulative(max_from, height_source, &mut self.height_cumulative.0, exit)
}
}

View File

@@ -15,7 +15,7 @@ use crate::{
ComputeIndexes, indexes,
internal::{
ComputedVecValue, CumulativeVec, LazyDateDerivedSumCum, LazySumCum, NumericValue, SumCum,
compute_cumulative_extend,
compute_cumulative,
},
};
@@ -99,7 +99,7 @@ where
source: &impl IterableVec<Height, T>,
exit: &Exit,
) -> Result<()> {
compute_cumulative_extend(max_from, source, &mut self.height_cumulative.0, exit)
compute_cumulative(max_from, source, &mut self.height_cumulative.0, exit)
}
fn compute_dateindex_sum_cum(

View File

@@ -1,7 +1,10 @@
use brk_error::Result;
use brk_traversable::Traversable;
use schemars::JsonSchema;
use vecdb::{AnyVec, Database, Exit, IterableBoxedVec, IterableCloneableVec, IterableVec, VecIndex, VecValue, Version};
use vecdb::{
AnyVec, Database, Exit, IterableBoxedVec, IterableCloneableVec, IterableVec, VecIndex,
VecValue, Version,
};
use crate::internal::{ComputedVecValue, CumulativeVec, SumVec};
@@ -48,7 +51,7 @@ impl<I: VecIndex, T: ComputedVecValue + JsonSchema> SumCum<I, T> {
first_indexes,
count_indexes,
exit,
0, // min_skip_count
0, // min_skip_count
None, // first
None, // last
None, // min
@@ -64,16 +67,6 @@ impl<I: VecIndex, T: ComputedVecValue + JsonSchema> SumCum<I, T> {
)
}
/// Extend cumulative from an existing source vec.
pub fn extend_cumulative(
&mut self,
max_from: I,
source: &impl IterableVec<I, T>,
exit: &Exit,
) -> Result<()> {
crate::internal::compute_cumulative_extend(max_from, source, &mut self.cumulative.0, exit)
}
pub fn len(&self) -> usize {
self.sum.0.len().min(self.cumulative.0.len())
}