global: snapshot

This commit is contained in:
nym21
2026-03-13 16:27:10 +01:00
parent b2a1251774
commit 3709ceff8e
168 changed files with 2007 additions and 2008 deletions
@@ -7,7 +7,8 @@ use vecdb::{
};
use crate::internal::{
ComputedVecValue, DistributionStats, compute_aggregations, compute_aggregations_nblock_window,
ComputedVecValue, DistributionStats,
algo::{compute_aggregations, compute_aggregations_nblock_window},
};
#[derive(Traversable)]
@@ -6,20 +6,20 @@ use vecdb::{
VecIndex, VecValue, Version,
};
use crate::internal::{ComputedVecValue, compute_aggregations};
use crate::internal::{ComputedVecValue, algo::compute_aggregations};
use super::Distribution;
/// Full stats aggregate: distribution + sum + cumulative
#[derive(Traversable)]
pub struct Full<I: VecIndex, T: ComputedVecValue + JsonSchema, M: StorageMode = Rw> {
pub struct DistributionFull<I: VecIndex, T: ComputedVecValue + JsonSchema, M: StorageMode = Rw> {
#[traversable(flatten)]
pub distribution: Distribution<I, T, M>,
pub sum: M::Stored<EagerVec<PcoVec<I, T>>>,
pub cumulative: M::Stored<EagerVec<PcoVec<I, T>>>,
}
impl<I: VecIndex, T: ComputedVecValue + JsonSchema> Full<I, T> {
impl<I: VecIndex, T: ComputedVecValue + JsonSchema> DistributionFull<I, T> {
pub(crate) fn forced_import(db: &Database, name: &str, version: Version) -> Result<Self> {
Ok(Self {
distribution: Distribution::forced_import(db, name, version)?,
@@ -65,8 +65,8 @@ impl<I: VecIndex, T: ComputedVecValue + JsonSchema> Full<I, T> {
)
}
pub fn read_only_clone(&self) -> Full<I, T, Ro> {
Full {
pub fn read_only_clone(&self) -> DistributionFull<I, T, Ro> {
DistributionFull {
distribution: self.distribution.read_only_clone(),
sum: StoredVec::read_only_clone(&self.sum),
cumulative: StoredVec::read_only_clone(&self.cumulative),
@@ -1,7 +1,7 @@
mod distribution;
mod full;
mod distribution_full;
mod lazy_distribution;
pub use distribution::*;
pub use full::*;
pub use distribution_full::*;
pub use lazy_distribution::*;
@@ -1,3 +0,0 @@
mod lazy;
pub use lazy::*;
@@ -1,9 +1,11 @@
mod constant;
mod distribution_stats;
mod per_resolution;
mod window_24h;
mod windows;
mod windows_from_1w;
pub use constant::*;
pub use distribution_stats::*;
pub use per_resolution::*;
pub use window_24h::*;
@@ -1,11 +1,4 @@
use brk_traversable::Traversable;
use brk_types::Height;
use vecdb::CachedVec;
/// Cached window starts for lazy rolling computations.
/// Clone-cheap (all fields are Arc-backed). Shared across all metrics.
#[derive(Clone)]
pub struct CachedWindowStarts(pub Windows<CachedVec<Height, Height>>);
#[derive(Clone, Traversable)]
pub struct Windows<A> {
+2 -4
View File
@@ -1,8 +1,8 @@
mod aggregate;
mod algo;
pub(crate) mod algo;
mod amount;
mod containers;
mod db_utils;
pub(crate) mod db_utils;
mod per_block;
mod per_tx;
mod indexes;
@@ -10,10 +10,8 @@ mod traits;
mod transform;
pub(crate) use aggregate::*;
pub(crate) use algo::*;
pub(crate) use amount::*;
pub(crate) use containers::*;
pub(crate) use db_utils::*;
pub(crate) use per_block::*;
pub(crate) use per_tx::*;
pub(crate) use indexes::*;
@@ -6,16 +6,16 @@ use vecdb::{AnyVec, Database, Exit, ReadableCloneableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{
CentsUnsignedToDollars, ComputedPerBlock, LazyPerBlock, SatsToBitcoin, SatsToCents,
CentsUnsignedToDollars, PerBlock, LazyPerBlock, SatsToBitcoin, SatsToCents,
},
prices,
};
#[derive(Traversable)]
pub struct AmountPerBlock<M: StorageMode = Rw> {
pub sats: ComputedPerBlock<Sats, M>,
pub sats: PerBlock<Sats, M>,
pub btc: LazyPerBlock<Bitcoin, Sats>,
pub cents: ComputedPerBlock<Cents, M>,
pub cents: PerBlock<Cents, M>,
pub usd: LazyPerBlock<Dollars, Cents>,
}
@@ -27,7 +27,7 @@ impl AmountPerBlock {
indexes: &indexes::Vecs,
) -> Result<Self> {
let sats =
ComputedPerBlock::forced_import(db, &format!("{name}_sats"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_sats"), version, indexes)?;
let btc = LazyPerBlock::from_computed::<SatsToBitcoin>(
name,
@@ -37,7 +37,7 @@ impl AmountPerBlock {
);
let cents =
ComputedPerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
let usd = LazyPerBlock::from_computed::<CentsUnsignedToDollars>(
&format!("{name}_usd"),
@@ -11,7 +11,7 @@ use crate::{
#[derive(Traversable)]
pub struct AmountPerBlockCumulativeWithSums<M: StorageMode = Rw> {
pub raw: AmountPerBlock<M>,
pub base: AmountPerBlock<M>,
pub cumulative: AmountPerBlock<M>,
pub sum: LazyRollingSumsAmountFromHeight,
}
@@ -28,7 +28,7 @@ impl AmountPerBlockCumulativeWithSums {
) -> Result<Self> {
let v = version + VERSION;
let raw = AmountPerBlock::forced_import(db, name, v, indexes)?;
let base = AmountPerBlock::forced_import(db, name, v, indexes)?;
let cumulative =
AmountPerBlock::forced_import(db, &format!("{name}_cumulative"), v, indexes)?;
let sum = LazyRollingSumsAmountFromHeight::new(
@@ -41,7 +41,7 @@ impl AmountPerBlockCumulativeWithSums {
);
Ok(Self {
raw,
base,
cumulative,
sum,
})
@@ -54,7 +54,7 @@ impl AmountPerBlockCumulativeWithSums {
exit: &Exit,
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
) -> Result<()> {
compute_sats(&mut self.raw.sats.height)?;
compute_sats(&mut self.base.sats.height)?;
self.compute_rest(max_from, prices, exit)
}
@@ -67,14 +67,14 @@ impl AmountPerBlockCumulativeWithSums {
self.cumulative
.sats
.height
.compute_cumulative(max_from, &self.raw.sats.height, exit)?;
.compute_cumulative(max_from, &self.base.sats.height, exit)?;
self.raw
self.base
.cents
.height
.compute_binary::<Sats, Cents, SatsToCents>(
max_from,
&self.raw.sats.height,
&self.base.sats.height,
&prices.spot.cents.height,
exit,
)?;
@@ -82,7 +82,7 @@ impl AmountPerBlockCumulativeWithSums {
self.cumulative
.cents
.height
.compute_cumulative(max_from, &self.raw.cents.height, exit)?;
.compute_cumulative(max_from, &self.base.cents.height, exit)?;
Ok(())
}
@@ -8,7 +8,7 @@ use crate::{
indexes,
internal::{
AmountPerBlock, DistributionStats, WindowStarts, Windows,
compute_rolling_distribution_from_starts,
algo::compute_rolling_distribution_from_starts,
},
};
@@ -1,4 +1,4 @@
//! ComputedPerBlockAggregated - Full (distribution + sum + cumulative) + RollingFull.
//! PerBlockAggregated - DistributionFull (distribution + sum + cumulative) + RollingComplete.
//!
//! For metrics aggregated per-block from finer-grained sources (e.g., per-tx data),
//! where we want full per-block stats plus rolling window stats.
@@ -11,20 +11,20 @@ use vecdb::{Database, Exit, Rw, StorageMode};
use crate::{
indexes,
internal::{CachedWindowStarts, Full, NumericValue, RollingFull, WindowStarts},
internal::{CachedWindowStarts, DistributionFull, NumericValue, RollingComplete, WindowStarts},
};
#[derive(Traversable)]
pub struct ComputedPerBlockAggregated<T, M: StorageMode = Rw>
pub struct PerBlockAggregated<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
#[traversable(flatten)]
pub full: Full<Height, T, M>,
pub rolling: RollingFull<T, M>,
pub full: DistributionFull<Height, T, M>,
pub rolling: RollingComplete<T, M>,
}
impl<T> ComputedPerBlockAggregated<T>
impl<T> PerBlockAggregated<T>
where
T: NumericValue + JsonSchema,
{
@@ -35,8 +35,8 @@ where
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let full = Full::forced_import(db, name, version)?;
let rolling = RollingFull::forced_import(
let full = DistributionFull::forced_import(db, name, version)?;
let rolling = RollingComplete::forced_import(
db,
name,
version,
@@ -48,13 +48,13 @@ where
Ok(Self { full, rolling })
}
/// Compute Full stats via closure, then rolling distribution from the per-block sum.
/// Compute DistributionFull stats via closure, then rolling distribution from the per-block sum.
pub(crate) fn compute(
&mut self,
max_from: Height,
windows: &WindowStarts<'_>,
exit: &Exit,
compute_full: impl FnOnce(&mut Full<Height, T>) -> Result<()>,
compute_full: impl FnOnce(&mut DistributionFull<Height, T>) -> Result<()>,
) -> Result<()>
where
T: From<f64> + Default + Copy + Ord,
@@ -15,7 +15,7 @@ use crate::internal::{Resolutions, ComputedVecValue, NumericValue};
#[derive(Deref, DerefMut, Traversable)]
#[traversable(merge)]
pub struct ComputedPerBlock<T, M: StorageMode = Rw>
pub struct PerBlock<T, M: StorageMode = Rw>
where
T: ComputedVecValue + PartialOrd + JsonSchema,
{
@@ -26,7 +26,7 @@ where
pub resolutions: Box<Resolutions<T>>,
}
impl<T> ComputedPerBlock<T>
impl<T> PerBlock<T>
where
T: NumericValue + JsonSchema,
{
@@ -1,6 +1,6 @@
//! ComputedPerBlockCumulative - raw ComputedPerBlock + cumulative ComputedPerBlock.
//! PerBlockCumulative - base PerBlock + cumulative PerBlock.
//!
//! Like ComputedPerBlockCumulativeWithSums but without RollingWindows.
//! Like PerBlockCumulativeWithSums but without RollingWindows.
//! Used for distribution metrics where rolling is optional per cohort.
use brk_error::Result;
@@ -11,19 +11,19 @@ use vecdb::{Database, Exit, Rw, StorageMode};
use crate::{
indexes,
internal::{ComputedPerBlock, NumericValue},
internal::{PerBlock, NumericValue},
};
#[derive(Traversable)]
pub struct ComputedPerBlockCumulative<T, M: StorageMode = Rw>
pub struct PerBlockCumulative<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
pub raw: ComputedPerBlock<T, M>,
pub cumulative: ComputedPerBlock<T, M>,
pub base: PerBlock<T, M>,
pub cumulative: PerBlock<T, M>,
}
impl<T> ComputedPerBlockCumulative<T>
impl<T> PerBlockCumulative<T>
where
T: NumericValue + JsonSchema,
{
@@ -33,21 +33,21 @@ where
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let raw = ComputedPerBlock::forced_import(db, name, version, indexes)?;
let base = PerBlock::forced_import(db, name, version, indexes)?;
let cumulative =
ComputedPerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
Ok(Self { raw, cumulative })
Ok(Self { base, cumulative })
}
/// Compute cumulative from already-filled raw vec.
/// Compute cumulative from already-filled base vec.
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()>
where
T: Default,
{
self.cumulative
.height
.compute_cumulative(max_from, &self.raw.height, exit)?;
.compute_cumulative(max_from, &self.base.height, exit)?;
Ok(())
}
}
@@ -1,4 +1,4 @@
//! ComputedPerBlockCumulativeWithSums - raw ComputedPerBlock + cumulative ComputedPerBlock + lazy rolling sums.
//! PerBlockCumulativeWithSums - base PerBlock + cumulative PerBlock + lazy rolling sums.
//!
//! Rolling sums are derived lazily from the cumulative vec via LazyDeltaVec.
//! No rolling sum vecs are stored on disk.
@@ -17,21 +17,21 @@ use vecdb::{Database, EagerVec, Exit, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{CachedWindowStarts, ComputedPerBlock, LazyRollingSumsFromHeight, NumericValue},
internal::{CachedWindowStarts, PerBlock, LazyRollingSumsFromHeight, NumericValue},
};
#[derive(Traversable)]
pub struct ComputedPerBlockCumulativeWithSums<T, C, M: StorageMode = Rw>
pub struct PerBlockCumulativeWithSums<T, C, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
C: NumericValue + JsonSchema,
{
pub raw: ComputedPerBlock<T, M>,
pub cumulative: ComputedPerBlock<C, M>,
pub base: PerBlock<T, M>,
pub cumulative: PerBlock<C, M>,
pub sum: LazyRollingSumsFromHeight<C>,
}
impl<T, C> ComputedPerBlockCumulativeWithSums<T, C>
impl<T, C> PerBlockCumulativeWithSums<T, C>
where
T: NumericValue + JsonSchema + Into<C>,
C: NumericValue + JsonSchema,
@@ -43,9 +43,9 @@ where
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let raw = ComputedPerBlock::forced_import(db, name, version, indexes)?;
let base = PerBlock::forced_import(db, name, version, indexes)?;
let cumulative =
ComputedPerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
let sum = LazyRollingSumsFromHeight::new(
&format!("{name}_sum"),
version,
@@ -55,34 +55,34 @@ where
);
Ok(Self {
raw,
base,
cumulative,
sum,
})
}
/// Compute raw data via closure, then cumulative. Rolling sums are lazy.
/// Compute base data via closure, then cumulative. Rolling sums are lazy.
pub(crate) fn compute(
&mut self,
max_from: Height,
exit: &Exit,
compute_raw: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
compute_base: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
) -> Result<()>
where
C: Default,
{
compute_raw(&mut self.raw.height)?;
compute_base(&mut self.base.height)?;
self.compute_rest(max_from, exit)
}
/// Compute cumulative from already-populated raw data. Rolling sums are lazy.
/// Compute cumulative from already-populated base data. Rolling sums are lazy.
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()>
where
C: Default,
{
self.cumulative
.height
.compute_cumulative(max_from, &self.raw.height, exit)?;
.compute_cumulative(max_from, &self.base.height, exit)?;
Ok(())
}
}
@@ -1,4 +1,4 @@
//! ComputedPerBlockFull - raw ComputedPerBlock + cumulative ComputedPerBlock + RollingFull.
//! PerBlockFull - base PerBlock + cumulative PerBlock + RollingComplete.
//!
//! For metrics with stored per-block data, cumulative sums, and rolling windows.
@@ -10,21 +10,21 @@ use vecdb::{Database, EagerVec, Exit, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{CachedWindowStarts, ComputedPerBlock, NumericValue, RollingFull, WindowStarts},
internal::{CachedWindowStarts, PerBlock, NumericValue, RollingComplete, WindowStarts},
};
#[derive(Traversable)]
pub struct ComputedPerBlockFull<T, M: StorageMode = Rw>
pub struct PerBlockFull<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
pub raw: ComputedPerBlock<T, M>,
pub cumulative: ComputedPerBlock<T, M>,
pub base: PerBlock<T, M>,
pub cumulative: PerBlock<T, M>,
#[traversable(flatten)]
pub rolling: RollingFull<T, M>,
pub rolling: RollingComplete<T, M>,
}
impl<T> ComputedPerBlockFull<T>
impl<T> PerBlockFull<T>
where
T: NumericValue + JsonSchema,
{
@@ -35,10 +35,10 @@ where
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let raw = ComputedPerBlock::forced_import(db, name, version, indexes)?;
let base = PerBlock::forced_import(db, name, version, indexes)?;
let cumulative =
ComputedPerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
let rolling = RollingFull::forced_import(
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
let rolling = RollingComplete::forced_import(
db,
name,
version,
@@ -48,30 +48,30 @@ where
)?;
Ok(Self {
raw,
base,
cumulative,
rolling,
})
}
/// Compute raw data via closure, then cumulative + rolling distribution.
/// Compute base data via closure, then cumulative + rolling distribution.
pub(crate) fn compute(
&mut self,
max_from: Height,
windows: &WindowStarts<'_>,
exit: &Exit,
compute_raw: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
compute_base: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
) -> Result<()>
where
T: From<f64> + Default + Copy + Ord,
f64: From<T>,
{
compute_raw(&mut self.raw.height)?;
compute_base(&mut self.base.height)?;
self.cumulative
.height
.compute_cumulative(max_from, &self.raw.height, exit)?;
.compute_cumulative(max_from, &self.base.height, exit)?;
self.rolling
.compute(max_from, windows, &self.raw.height, exit)?;
.compute(max_from, windows, &self.base.height, exit)?;
Ok(())
}
}
@@ -6,33 +6,33 @@ use vecdb::{ReadableCloneableVec, UnaryTransform};
use crate::{
indexes,
internal::{
CachedWindowStarts, ComputedPerBlockFull, ComputedVecValue, LazyPerBlock, LazyRollingFull,
CachedWindowStarts, PerBlockFull, ComputedVecValue, LazyPerBlock, LazyRollingComplete,
NumericValue,
},
};
/// Lazy analog of `ResolutionsFull<T>`: lazy cumulative + lazy rolling full.
/// Derived by transforming a `ComputedPerBlockFull<S1T>`. Zero stored vecs.
/// Lazy analog of `PerBlockRolling<T>`: lazy cumulative + lazy rolling complete.
/// Derived by transforming a `PerBlockFull<S1T>`. Zero stored vecs.
#[derive(Clone, Traversable)]
pub struct LazyResolutionsFull<T, S1T>
pub struct LazyPerBlockRolling<T, S1T>
where
T: NumericValue + JsonSchema,
S1T: ComputedVecValue + JsonSchema,
{
pub cumulative: LazyPerBlock<T, S1T>,
#[traversable(flatten)]
pub rolling: LazyRollingFull<T, S1T>,
pub rolling: LazyRollingComplete<T, S1T>,
}
impl<T, S1T> LazyResolutionsFull<T, S1T>
impl<T, S1T> LazyPerBlockRolling<T, S1T>
where
T: NumericValue + JsonSchema + 'static,
S1T: NumericValue + JsonSchema,
{
pub(crate) fn from_computed_per_block_full<F: UnaryTransform<S1T, T>>(
pub(crate) fn from_per_block_full<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
source: &ComputedPerBlockFull<S1T>,
source: &PerBlockFull<S1T>,
cached_starts: &CachedWindowStarts,
indexes: &indexes::Vecs,
) -> Self {
@@ -43,7 +43,7 @@ where
&source.cumulative,
);
let rolling = LazyRollingFull::from_rolling_full::<F>(
let rolling = LazyRollingComplete::from_rolling_complete::<F>(
name,
version,
&cumulative.height,
@@ -1,23 +1,21 @@
mod aggregated;
mod base;
mod constant;
mod cumulative;
mod cumulative_sum;
mod resolutions;
mod resolutions_full;
mod lazy_resolutions_full;
mod rolling;
mod lazy_rolling;
mod full;
mod rolling_average;
mod with_deltas;
pub use aggregated::*;
pub use base::*;
pub use constant::*;
pub use cumulative::*;
pub use cumulative_sum::*;
pub use resolutions::*;
pub use resolutions_full::*;
pub use lazy_resolutions_full::*;
pub use rolling::*;
pub use lazy_rolling::*;
pub use full::*;
pub use rolling_average::*;
pub use with_deltas::*;
@@ -1,7 +1,7 @@
//! ResolutionsFull - LazyAggVec index views + cumulative (from height) + RollingFull.
//! PerBlockRolling - LazyAggVec index views + cumulative (from height) + RollingComplete.
//!
//! For metrics derived from indexer sources (no stored height vec).
//! Cumulative gets its own ComputedPerBlock so it has LazyAggVec index views too.
//! Cumulative gets its own PerBlock so it has LazyAggVec index views too.
use brk_error::Result;
use brk_traversable::Traversable;
@@ -11,20 +11,20 @@ use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{CachedWindowStarts, ComputedPerBlock, NumericValue, RollingFull, WindowStarts},
internal::{CachedWindowStarts, PerBlock, NumericValue, RollingComplete, WindowStarts},
};
#[derive(Traversable)]
pub struct ResolutionsFull<T, M: StorageMode = Rw>
pub struct PerBlockRolling<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
pub cumulative: ComputedPerBlock<T, M>,
pub cumulative: PerBlock<T, M>,
#[traversable(flatten)]
pub rolling: RollingFull<T, M>,
pub rolling: RollingComplete<T, M>,
}
impl<T> ResolutionsFull<T>
impl<T> PerBlockRolling<T>
where
T: NumericValue + JsonSchema,
{
@@ -36,8 +36,8 @@ where
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let cumulative =
ComputedPerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
let rolling = RollingFull::forced_import(
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
let rolling = RollingComplete::forced_import(
db,
name,
version,
@@ -1,4 +1,4 @@
//! ComputedPerBlock with rolling average (no distribution stats).
//! PerBlock with rolling average (no distribution stats).
//!
//! Stored height data + f64 cumulative + lazy 4-window rolling averages.
//! Rolling averages are computed on-the-fly from the cumulative via DeltaAvg.
@@ -15,7 +15,7 @@ use crate::indexes;
use crate::internal::{CachedWindowStarts, LazyRollingAvgsFromHeight, NumericValue};
#[derive(Traversable)]
pub struct ComputedPerBlockRollingAverage<T, M: StorageMode = Rw>
pub struct PerBlockRollingAverage<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
@@ -26,7 +26,7 @@ where
pub average: LazyRollingAvgsFromHeight<T>,
}
impl<T> ComputedPerBlockRollingAverage<T>
impl<T> PerBlockRollingAverage<T>
where
T: NumericValue + JsonSchema,
{
@@ -8,12 +8,12 @@ use vecdb::{Rw, StorageMode};
use crate::{
indexes,
internal::{
BpsType, CachedWindowStarts, ComputedPerBlock, LazyRollingDeltasFromHeight, NumericValue,
BpsType, CachedWindowStarts, PerBlock, LazyRollingDeltasFromHeight, NumericValue,
},
};
#[derive(Deref, DerefMut, Traversable)]
pub struct ComputedPerBlockWithDeltas<S, C, B, M: StorageMode = Rw>
pub struct PerBlockWithDeltas<S, C, B, M: StorageMode = Rw>
where
S: NumericValue + JsonSchema + Into<f64>,
C: NumericValue + JsonSchema + From<f64>,
@@ -22,11 +22,11 @@ where
#[deref]
#[deref_mut]
#[traversable(flatten)]
pub inner: ComputedPerBlock<S, M>,
pub inner: PerBlock<S, M>,
pub delta: LazyRollingDeltasFromHeight<S, C, B>,
}
impl<S, C, B> ComputedPerBlockWithDeltas<S, C, B>
impl<S, C, B> PerBlockWithDeltas<S, C, B>
where
S: NumericValue + JsonSchema + Into<f64>,
C: NumericValue + JsonSchema + From<f64>,
@@ -40,7 +40,7 @@ where
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let inner = ComputedPerBlock::forced_import(db, name, version, indexes)?;
let inner = PerBlock::forced_import(db, name, version, indexes)?;
let delta = LazyRollingDeltasFromHeight::new(
&format!("{name}_delta"),
@@ -7,7 +7,7 @@ use vecdb::{Database, ReadableCloneableVec, Rw, StorageMode, UnaryTransform};
use crate::{
indexes,
internal::{
CentsSignedToDollars, CentsUnsignedToDollars, ComputedPerBlock, LazyPerBlock,
CentsSignedToDollars, CentsUnsignedToDollars, PerBlock, LazyPerBlock,
NumericValue,
},
};
@@ -29,7 +29,7 @@ impl CentsType for CentsSigned {
/// Generic over `C` to support both `Cents` (unsigned) and `CentsSigned` (signed).
#[derive(Traversable)]
pub struct FiatPerBlock<C: CentsType, M: StorageMode = Rw> {
pub cents: ComputedPerBlock<C, M>,
pub cents: PerBlock<C, M>,
pub usd: LazyPerBlock<Dollars, C>,
}
@@ -41,7 +41,7 @@ impl<C: CentsType> FiatPerBlock<C> {
indexes: &indexes::Vecs,
) -> Result<Self> {
let cents =
ComputedPerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
let usd = LazyPerBlock::from_computed::<C::ToDollars>(
name,
version,
@@ -10,7 +10,7 @@ use crate::{
#[derive(Traversable)]
pub struct FiatPerBlockCumulativeWithSums<C: CentsType, M: StorageMode = Rw> {
pub raw: FiatPerBlock<C, M>,
pub base: FiatPerBlock<C, M>,
pub cumulative: FiatPerBlock<C, M>,
pub sum: LazyRollingSumsFiatFromHeight<C>,
}
@@ -23,7 +23,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let raw = FiatPerBlock::forced_import(db, name, version, indexes)?;
let base = FiatPerBlock::forced_import(db, name, version, indexes)?;
let cumulative = FiatPerBlock::forced_import(
db,
&format!("{name}_cumulative"),
@@ -37,7 +37,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
cached_starts,
indexes,
);
Ok(Self { raw, cumulative, sum })
Ok(Self { base, cumulative, sum })
}
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()>
@@ -47,7 +47,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
self.cumulative
.cents
.height
.compute_cumulative(max_from, &self.raw.cents.height, exit)?;
.compute_cumulative(max_from, &self.base.cents.height, exit)?;
Ok(())
}
}
@@ -2,7 +2,7 @@ use brk_traversable::Traversable;
use brk_types::{Dollars, Version};
use vecdb::ReadableCloneableVec;
use crate::internal::{CentsType, ComputedPerBlock, Identity, LazyPerBlock, NumericValue};
use crate::internal::{CentsType, PerBlock, Identity, LazyPerBlock, NumericValue};
/// Lazy fiat: both cents and usd are lazy views of a stored source.
/// Zero extra stored vecs.
@@ -16,7 +16,7 @@ impl<C: CentsType> LazyFiatPerBlock<C> {
pub(crate) fn from_computed(
name: &str,
version: Version,
source: &ComputedPerBlock<C>,
source: &PerBlock<C>,
) -> Self
where
C: NumericValue,
@@ -6,7 +6,7 @@ use vecdb::{LazyVecFrom1, ReadableBoxedVec, ReadableCloneableVec, UnaryTransform
use crate::{
indexes,
internal::{ComputedPerBlock, ComputedVecValue, DerivedResolutions, NumericValue},
internal::{PerBlock, ComputedVecValue, DerivedResolutions, NumericValue},
};
#[derive(Clone, Deref, DerefMut, Traversable)]
#[traversable(merge)]
@@ -31,7 +31,7 @@ where
name: &str,
version: Version,
height_source: ReadableBoxedVec<Height, S1T>,
source: &ComputedPerBlock<S1T>,
source: &PerBlock<S1T>,
) -> Self
where
S1T: NumericValue,
@@ -10,7 +10,7 @@ use vecdb::{ReadableBoxedVec, ReadableCloneableVec, UnaryTransform, VecValue};
use crate::{
indexes,
internal::{
ComputedPerBlock, Resolutions, ComputedVecValue, NumericValue, PerResolution,
PerBlock, Resolutions, ComputedVecValue, NumericValue, PerResolution,
},
};
@@ -50,7 +50,7 @@ where
pub(crate) fn from_computed<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
source: &ComputedPerBlock<S1T>,
source: &PerBlock<S1T>,
) -> Self
where
S1T: NumericValue,
@@ -7,10 +7,10 @@ use vecdb::{
use crate::{
indexes,
internal::{BpsType, ComputeDrawdown},
internal::{BpsType, algo::ComputeDrawdown},
};
use crate::internal::{ComputedPerBlock, LazyPerBlock};
use crate::internal::{PerBlock, LazyPerBlock};
/// Basis-point storage with both ratio and percentage float views.
///
@@ -20,7 +20,7 @@ use crate::internal::{ComputedPerBlock, LazyPerBlock};
/// - `percent`: bps / 100 (e.g., 4523 bps -> 45.23%)
#[derive(Traversable)]
pub struct PercentPerBlock<B: BpsType, M: StorageMode = Rw> {
pub bps: ComputedPerBlock<B, M>,
pub bps: PerBlock<B, M>,
pub ratio: LazyPerBlock<StoredF32, B>,
pub percent: LazyPerBlock<StoredF32, B>,
}
@@ -32,7 +32,7 @@ impl<B: BpsType> PercentPerBlock<B> {
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let bps = ComputedPerBlock::forced_import(db, &format!("{name}_bps"), version, indexes)?;
let bps = PerBlock::forced_import(db, &format!("{name}_bps"), version, indexes)?;
let bps_clone = bps.height.read_only_boxed_clone();
let ratio = LazyPerBlock::from_computed::<B::ToRatio>(
@@ -0,0 +1,46 @@
use brk_traversable::Traversable;
use brk_types::{StoredF32, Version};
use vecdb::{ReadableCloneableVec, UnaryTransform};
use crate::internal::{BpsType, LazyPerBlock, PercentPerBlock};
/// Fully lazy variant of `PercentPerBlock` — no stored vecs.
///
/// BPS values are lazily derived from a source `PercentPerBlock` via a unary transform,
/// and ratio/percent float views are chained from the lazy BPS.
#[derive(Clone, Traversable)]
pub struct LazyPercentPerBlock<B: BpsType> {
pub bps: LazyPerBlock<B, B>,
pub ratio: LazyPerBlock<StoredF32, B>,
pub percent: LazyPerBlock<StoredF32, B>,
}
impl<B: BpsType> LazyPercentPerBlock<B> {
/// Create from a stored `PercentPerBlock` source via a BPS-to-BPS unary transform.
pub(crate) fn from_percent<F: UnaryTransform<B, B>>(
name: &str,
version: Version,
source: &PercentPerBlock<B>,
) -> Self {
let bps = LazyPerBlock::from_computed::<F>(
&format!("{name}_bps"),
version,
source.bps.height.read_only_boxed_clone(),
&source.bps,
);
let ratio = LazyPerBlock::from_lazy::<B::ToRatio, B>(
&format!("{name}_ratio"),
version,
&bps,
);
let percent = LazyPerBlock::from_lazy::<B::ToPercent, B>(name, version, &bps);
Self {
bps,
ratio,
percent,
}
}
}
@@ -0,0 +1,33 @@
use brk_traversable::Traversable;
use brk_types::Version;
use derive_more::{Deref, DerefMut};
use vecdb::UnaryTransform;
use crate::internal::{BpsType, PercentRollingWindows, Windows};
use super::LazyPercentPerBlock;
/// Fully lazy rolling percent windows — 4 windows (24h, 1w, 1m, 1y),
/// each with lazy BPS + lazy ratio/percent float views.
///
/// No stored vecs. All values derived from a source `PercentRollingWindows`.
#[derive(Clone, Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct LazyPercentRollingWindows<B: BpsType>(pub Windows<LazyPercentPerBlock<B>>);
impl<B: BpsType> LazyPercentRollingWindows<B> {
/// Create from a stored `PercentRollingWindows` source via a BPS-to-BPS unary transform.
pub(crate) fn from_rolling<F: UnaryTransform<B, B>>(
name: &str,
version: Version,
source: &PercentRollingWindows<B>,
) -> Self {
Self(source.0.map_with_suffix(|suffix, source_window| {
LazyPercentPerBlock::from_percent::<F>(
&format!("{name}_{suffix}"),
version,
source_window,
)
}))
}
}
@@ -1,7 +1,11 @@
mod base;
mod lazy;
mod lazy_windows;
mod rolling_average;
mod windows;
pub use base::*;
pub use lazy::*;
pub use lazy_windows::*;
pub use rolling_average::*;
pub use windows::*;
@@ -8,12 +8,12 @@ use crate::{
internal::{BpsType, CachedWindowStarts},
};
use crate::internal::{ComputedPerBlockRollingAverage, LazyPerBlock};
use crate::internal::{PerBlockRollingAverage, LazyPerBlock};
/// Like PercentPerBlock but with rolling average stats on the bps data.
#[derive(Traversable)]
pub struct PercentPerBlockRollingAverage<B: BpsType, M: StorageMode = Rw> {
pub bps: ComputedPerBlockRollingAverage<B, M>,
pub bps: PerBlockRollingAverage<B, M>,
pub ratio: LazyPerBlock<StoredF32, B>,
pub percent: LazyPerBlock<StoredF32, B>,
}
@@ -26,7 +26,7 @@ impl<B: BpsType> PercentPerBlockRollingAverage<B> {
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let bps = ComputedPerBlockRollingAverage::forced_import(
let bps = PerBlockRollingAverage::forced_import(
db,
&format!("{name}_bps"),
version,
@@ -4,7 +4,7 @@ use brk_types::{Cents, Height, Version};
use vecdb::{AnyExportableVec, Database, ReadOnlyClone, Ro, Rw, StorageMode, WritableVec};
use crate::indexes;
use crate::internal::{ComputedPerBlock, Price};
use crate::internal::{PerBlock, Price};
pub const PERCENTILES: [u8; 19] = [
5, 10, 15, 20, 25, 30, 35, 40, 45, 50, 55, 60, 65, 70, 75, 80, 85, 90, 95,
@@ -12,7 +12,7 @@ pub const PERCENTILES: [u8; 19] = [
pub const PERCENTILES_LEN: usize = PERCENTILES.len();
pub struct PercentilesVecs<M: StorageMode = Rw> {
pub vecs: [Price<ComputedPerBlock<Cents, M>>; PERCENTILES_LEN],
pub vecs: [Price<PerBlock<Cents, M>>; PERCENTILES_LEN],
}
const VERSION: Version = Version::ONE;
@@ -73,7 +73,7 @@ impl ReadOnlyClone for PercentilesVecs {
impl<M: StorageMode> Traversable for PercentilesVecs<M>
where
Price<ComputedPerBlock<Cents, M>>: Traversable,
Price<PerBlock<Cents, M>>: Traversable,
{
fn to_tree_node(&self) -> TreeNode {
TreeNode::Branch(
@@ -10,7 +10,7 @@ use brk_types::{Cents, Dollars, SatsFract, Version};
use schemars::JsonSchema;
use vecdb::{Database, ReadableCloneableVec, UnaryTransform};
use super::{ComputedPerBlock, LazyPerBlock};
use super::{PerBlock, LazyPerBlock};
use crate::{
indexes,
internal::{CentsUnsignedToDollars, ComputedVecValue, DollarsToSatsFract, NumericValue},
@@ -24,7 +24,7 @@ pub struct Price<C> {
pub sats: LazyPerBlock<SatsFract, Dollars>,
}
impl Price<ComputedPerBlock<Cents>> {
impl Price<PerBlock<Cents>> {
/// Import from database: stored cents, lazy USD + sats.
pub(crate) fn forced_import(
db: &Database,
@@ -33,7 +33,7 @@ impl Price<ComputedPerBlock<Cents>> {
indexes: &indexes::Vecs,
) -> Result<Self> {
let cents =
ComputedPerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
let usd = LazyPerBlock::from_computed::<CentsUnsignedToDollars>(
name,
version,
@@ -57,7 +57,7 @@ where
pub(crate) fn from_cents_source<F: UnaryTransform<ST, Cents>>(
name: &str,
version: Version,
source: &ComputedPerBlock<ST>,
source: &PerBlock<ST>,
) -> Self {
let cents = LazyPerBlock::from_computed::<F>(
&format!("{name}_cents"),
@@ -5,12 +5,12 @@ use vecdb::{Database, Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{BpsType, ComputedPerBlock, LazyPerBlock},
internal::{BpsType, PerBlock, LazyPerBlock},
};
#[derive(Traversable)]
pub struct RatioPerBlock<B: BpsType = BasisPoints32, M: StorageMode = Rw> {
pub bps: ComputedPerBlock<B, M>,
pub bps: PerBlock<B, M>,
pub ratio: LazyPerBlock<StoredF32, B>,
}
@@ -34,7 +34,7 @@ impl<B: BpsType> RatioPerBlock<B> {
) -> Result<Self> {
let v = version + VERSION;
let bps = ComputedPerBlock::forced_import(db, &format!("{name}_bps"), v, indexes)?;
let bps = PerBlock::forced_import(db, &format!("{name}_bps"), v, indexes)?;
let ratio = LazyPerBlock::from_computed::<B::ToRatio>(
name,
@@ -8,16 +8,16 @@ use vecdb::{
use crate::{
indexes,
internal::{ExpandingPercentiles, Price, PriceTimesRatioBp32Cents},
internal::{Price, PriceTimesRatioBp32Cents, algo::ExpandingPercentiles},
};
use super::{super::ComputedPerBlock, RatioPerBlock};
use super::{super::PerBlock, RatioPerBlock};
#[derive(Traversable)]
pub struct RatioBand<M: StorageMode = Rw> {
#[traversable(flatten)]
pub ratio: RatioPerBlock<BasisPoints32, M>,
pub price: Price<ComputedPerBlock<Cents, M>>,
pub price: Price<PerBlock<Cents, M>>,
}
#[derive(Traversable)]
@@ -4,17 +4,17 @@ use brk_types::{BasisPoints32, Cents, Dollars, Height, Indexes, SatsFract, Store
use derive_more::{Deref, DerefMut};
use vecdb::{Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode};
use crate::internal::{ComputedPerBlock, LazyPerBlock, Price};
use crate::internal::{PerBlock, LazyPerBlock, Price};
use crate::{indexes, prices};
use super::{RatioPerBlock, RatioPerBlockPercentiles};
#[derive(Traversable)]
pub struct PriceWithRatioPerBlock<M: StorageMode = Rw> {
pub cents: ComputedPerBlock<Cents, M>,
pub cents: PerBlock<Cents, M>,
pub usd: LazyPerBlock<Dollars, Cents>,
pub sats: LazyPerBlock<SatsFract, Dollars>,
pub bps: ComputedPerBlock<BasisPoints32, M>,
pub bps: PerBlock<BasisPoints32, M>,
pub ratio: LazyPerBlock<StoredF32, BasisPoints32>,
}
@@ -1,4 +1,4 @@
//! RollingFull - Lazy rolling sums + stored rolling distribution per window.
//! RollingComplete - Lazy rolling sums + stored rolling distribution per window.
use brk_error::Result;
@@ -17,7 +17,7 @@ use crate::{
/// Lazy rolling sums + stored rolling distribution (8 stats × 4 windows).
#[derive(Traversable)]
pub struct RollingFull<T, M: StorageMode = Rw>
pub struct RollingComplete<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
@@ -26,7 +26,7 @@ where
pub distribution: RollingDistribution<T, M>,
}
impl<T> RollingFull<T>
impl<T> RollingComplete<T>
where
T: NumericValue + JsonSchema,
{
@@ -10,7 +10,7 @@ use crate::{
indexes,
internal::{
ComputedVecValue, DistributionStats, NumericValue, RollingWindows, WindowStarts,
compute_rolling_distribution_from_starts,
algo::compute_rolling_distribution_from_starts,
},
};
@@ -1,22 +1,20 @@
use brk_traversable::Traversable;
use brk_types::Version;
use brk_types::{Height, Version};
use schemars::JsonSchema;
use vecdb::{ReadableCloneableVec, UnaryTransform};
use brk_types::Height;
use crate::{
indexes,
internal::{
CachedWindowStarts, ComputedVecValue, LazyRollingDistribution, LazyRollingSumsFromHeight,
NumericValue, RollingFull,
NumericValue, RollingComplete,
},
};
/// Lazy analog of `RollingFull<T>`: lazy rolling sums + lazy rolling distribution.
/// Lazy analog of `RollingComplete<T>`: lazy rolling sums + lazy rolling distribution.
/// Zero stored vecs.
#[derive(Clone, Traversable)]
pub struct LazyRollingFull<T, S1T>
pub struct LazyRollingComplete<T, S1T>
where
T: NumericValue + JsonSchema,
S1T: ComputedVecValue + JsonSchema,
@@ -26,16 +24,16 @@ where
pub distribution: LazyRollingDistribution<T, S1T>,
}
impl<T, S1T> LazyRollingFull<T, S1T>
impl<T, S1T> LazyRollingComplete<T, S1T>
where
T: NumericValue + JsonSchema + 'static,
S1T: NumericValue + JsonSchema,
{
pub(crate) fn from_rolling_full<F: UnaryTransform<S1T, T>>(
pub(crate) fn from_rolling_complete<F: UnaryTransform<S1T, T>>(
name: &str,
version: Version,
cumulative: &(impl ReadableCloneableVec<Height, T> + 'static),
source: &RollingFull<S1T>,
source: &RollingComplete<S1T>,
cached_starts: &CachedWindowStarts,
indexes: &indexes::Vecs,
) -> Self {
@@ -2,9 +2,9 @@ mod avg;
mod avgs;
mod delta;
mod distribution;
mod full;
mod complete;
mod lazy_complete;
mod lazy_distribution;
mod lazy_full;
mod sum;
mod sums;
mod windows;
@@ -13,9 +13,9 @@ pub use avg::*;
pub use avgs::*;
pub use delta::*;
pub use distribution::*;
pub use full::*;
pub use complete::*;
pub use lazy_complete::*;
pub use lazy_distribution::*;
pub use lazy_full::*;
pub use sum::*;
pub use sums::*;
pub use windows::*;
@@ -1,4 +1,4 @@
//! RollingWindows - newtype on Windows with ComputedPerBlock per window duration.
//! RollingWindows - newtype on Windows with PerBlock per window duration.
//!
//! Each of the 4 windows (24h, 1w, 1m, 1y) contains a height-level stored vec
//! plus all 17 LazyAggVec index views.
@@ -11,18 +11,25 @@ use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
use vecdb::{Database, EagerVec, PcoVec, Rw, StorageMode};
use vecdb::CachedVec;
use crate::{
indexes,
internal::{ComputedPerBlock, ComputedVecValue, NumericValue, RollingWindow24h, Windows, WindowsFrom1w},
internal::{PerBlock, ComputedVecValue, NumericValue, RollingWindow24h, Windows, WindowsFrom1w},
};
/// Cached window starts for lazy rolling computations.
/// Clone-cheap (all fields are Arc-backed). Shared across all metrics.
#[derive(Clone)]
pub struct CachedWindowStarts(pub Windows<CachedVec<Height, Height>>);
/// Rolling window start heights — the 4 height-ago vecs (24h, 1w, 1m, 1y).
pub type WindowStarts<'a> = Windows<&'a EagerVec<PcoVec<Height, Height>>>;
/// 4 rolling window vecs (24h, 1w, 1m, 1y), each with height data + all 17 index views.
#[derive(Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct RollingWindows<T, M: StorageMode = Rw>(pub Windows<ComputedPerBlock<T, M>>)
pub struct RollingWindows<T, M: StorageMode = Rw>(pub Windows<PerBlock<T, M>>)
where
T: ComputedVecValue + PartialOrd + JsonSchema;
@@ -37,16 +44,16 @@ where
indexes: &indexes::Vecs,
) -> Result<Self> {
Ok(Self(Windows::try_from_fn(|suffix| {
ComputedPerBlock::forced_import(db, &format!("{name}_{suffix}"), version, indexes)
PerBlock::forced_import(db, &format!("{name}_{suffix}"), version, indexes)
})?))
}
}
/// Single 24h rolling window backed by ComputedPerBlock (1 stored vec).
/// Single 24h rolling window backed by PerBlock (1 stored vec).
#[derive(Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct RollingWindow24hPerBlock<T, M: StorageMode = Rw>(
pub RollingWindow24h<ComputedPerBlock<T, M>>,
pub RollingWindow24h<PerBlock<T, M>>,
)
where
T: ComputedVecValue + PartialOrd + JsonSchema;
@@ -62,7 +69,7 @@ where
indexes: &indexes::Vecs,
) -> Result<Self> {
Ok(Self(RollingWindow24h {
_24h: ComputedPerBlock::forced_import(
_24h: PerBlock::forced_import(
db,
&format!("{name}_24h"),
version,
@@ -75,7 +82,7 @@ where
/// Extended rolling windows: 1w + 1m + 1y (3 stored vecs).
#[derive(Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct RollingWindowsFrom1w<T, M: StorageMode = Rw>(pub WindowsFrom1w<ComputedPerBlock<T, M>>)
pub struct RollingWindowsFrom1w<T, M: StorageMode = Rw>(pub WindowsFrom1w<PerBlock<T, M>>)
where
T: ComputedVecValue + PartialOrd + JsonSchema;
@@ -90,7 +97,7 @@ where
indexes: &indexes::Vecs,
) -> Result<Self> {
Ok(Self(WindowsFrom1w::try_from_fn(|suffix| {
ComputedPerBlock::forced_import(db, &format!("{name}_{suffix}"), version, indexes)
PerBlock::forced_import(db, &format!("{name}_{suffix}"), version, indexes)
})?))
}
}
@@ -3,15 +3,15 @@ use brk_traversable::Traversable;
use brk_types::{Height, Indexes, StoredF32, Version};
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
use crate::{blocks, indexes, internal::ComputedPerBlock};
use crate::{blocks, indexes, internal::PerBlock};
use super::period_suffix;
#[derive(Traversable)]
pub struct StdDevPerBlock<M: StorageMode = Rw> {
days: usize,
pub sma: ComputedPerBlock<StoredF32, M>,
pub sd: ComputedPerBlock<StoredF32, M>,
pub sma: PerBlock<StoredF32, M>,
pub sd: PerBlock<StoredF32, M>,
}
impl StdDevPerBlock {
@@ -27,8 +27,8 @@ impl StdDevPerBlock {
let p = period_suffix(period);
let sma =
ComputedPerBlock::forced_import(db, &format!("{name}_sma{p}"), version, indexes)?;
let sd = ComputedPerBlock::forced_import(db, &format!("{name}_sd{p}"), version, indexes)?;
PerBlock::forced_import(db, &format!("{name}_sma{p}"), version, indexes)?;
let sd = PerBlock::forced_import(db, &format!("{name}_sd{p}"), version, indexes)?;
Ok(Self { days, sma, sd })
}
@@ -8,23 +8,23 @@ use vecdb::{
use crate::{
blocks, indexes,
internal::{ComputedPerBlock, Price, PriceTimesRatioCents},
internal::{PerBlock, Price, PriceTimesRatioCents},
};
#[derive(Traversable)]
pub struct StdDevBand<M: StorageMode = Rw> {
#[traversable(flatten)]
pub value: ComputedPerBlock<StoredF32, M>,
pub price: Price<ComputedPerBlock<Cents, M>>,
pub value: PerBlock<StoredF32, M>,
pub price: Price<PerBlock<Cents, M>>,
}
#[derive(Traversable)]
pub struct StdDevPerBlockExtended<M: StorageMode = Rw> {
days: usize,
pub sd: ComputedPerBlock<StoredF32, M>,
pub zscore: ComputedPerBlock<StoredF32, M>,
pub sd: PerBlock<StoredF32, M>,
pub zscore: PerBlock<StoredF32, M>,
pub _0sd: Price<ComputedPerBlock<Cents, M>>,
pub _0sd: Price<PerBlock<Cents, M>>,
pub p0_5sd: StdDevBand<M>,
pub p1sd: StdDevBand<M>,
pub p1_5sd: StdDevBand<M>,
@@ -53,7 +53,7 @@ impl StdDevPerBlockExtended {
macro_rules! import {
($suffix:expr) => {
ComputedPerBlock::forced_import(
PerBlock::forced_import(
db,
&format!("{name}_{}{p}", $suffix),
version,
@@ -1,4 +1,4 @@
//! ComputedPerTxDistribution - stored per-tx EagerVec + computed distribution.
//! PerTxDistribution - stored per-tx EagerVec + computed distribution.
//!
//! Like LazyFromTxDistribution, but the per-tx source is eagerly computed
//! and stored rather than lazily derived.
@@ -16,7 +16,7 @@ use crate::{
};
#[derive(Traversable)]
pub struct ComputedPerTxDistribution<T, M: StorageMode = Rw>
pub struct PerTxDistribution<T, M: StorageMode = Rw>
where
T: ComputedVecValue + PartialOrd + JsonSchema,
{
@@ -25,7 +25,7 @@ where
pub distribution: TxDerivedDistribution<T, M>,
}
impl<T> ComputedPerTxDistribution<T>
impl<T> PerTxDistribution<T>
where
T: NumericValue + JsonSchema,
{
@@ -8,7 +8,7 @@ use crate::internal::{ComputedVecValue, LazyTxDerivedDistribution, TxDerivedDist
/// Like `LazyPerTxDistribution` but with a lazy-derived distribution
/// (transformed from another type's distribution rather than eagerly computed).
#[derive(Clone, Traversable)]
pub struct LazyPerTxDistributionDerived<T, S1, S2, DSource>
pub struct LazyPerTxDistributionTransformed<T, S1, S2, DSource>
where
T: ComputedVecValue + JsonSchema,
S1: ComputedVecValue,
@@ -20,7 +20,7 @@ where
pub distribution: LazyTxDerivedDistribution<T, DSource>,
}
impl<T, S1, S2, DSource> LazyPerTxDistributionDerived<T, S1, S2, DSource>
impl<T, S1, S2, DSource> LazyPerTxDistributionTransformed<T, S1, S2, DSource>
where
T: ComputedVecValue + JsonSchema + 'static,
S1: ComputedVecValue + JsonSchema,
@@ -2,10 +2,10 @@ mod derived;
mod distribution;
mod lazy_derived;
mod lazy_distribution;
mod lazy_distribution_derived;
mod lazy_distribution_transformed;
pub use derived::*;
pub use distribution::*;
pub use lazy_derived::*;
pub use lazy_distribution::*;
pub use lazy_distribution_derived::*;
pub use lazy_distribution_transformed::*;
@@ -1,6 +1,6 @@
use std::marker::PhantomData;
use brk_types::{Bitcoin, Cents, Dollars, Sats, StoredF32, StoredI8, StoredU16, StoredU32, StoredU64, VSize, Weight};
use brk_types::{BasisPoints16, Bitcoin, Cents, Dollars, Sats, StoredF32, StoredF64, StoredI8, StoredU16, StoredU32, StoredU64, VSize, Weight};
use vecdb::{BinaryTransform, UnaryTransform, VecValue};
pub struct Identity<T>(PhantomData<T>);
@@ -88,6 +88,52 @@ impl<S, const V: i8> UnaryTransform<S, StoredI8> for ReturnI8<V> {
}
}
pub struct ThsToPhsF32;
impl UnaryTransform<StoredF32, StoredF32> for ThsToPhsF32 {
#[inline(always)]
fn apply(ths: StoredF32) -> StoredF32 {
(*ths * 1000.0).into()
}
}
pub struct BlocksToDaysF32;
impl UnaryTransform<StoredU32, StoredF32> for BlocksToDaysF32 {
#[inline(always)]
fn apply(blocks: StoredU32) -> StoredF32 {
(*blocks as f32 / crate::blocks::TARGET_BLOCKS_PER_DAY_F32).into()
}
}
pub struct OneMinusF64;
impl UnaryTransform<StoredF64, StoredF64> for OneMinusF64 {
#[inline(always)]
fn apply(v: StoredF64) -> StoredF64 {
StoredF64::from(1.0 - *v)
}
}
pub struct DifficultyToHashF64;
impl UnaryTransform<StoredF64, StoredF64> for DifficultyToHashF64 {
#[inline(always)]
fn apply(difficulty: StoredF64) -> StoredF64 {
const MULTIPLIER: f64 = 4_294_967_296.0 / 600.0; // 2^32 / 600
StoredF64::from(*difficulty * MULTIPLIER)
}
}
pub struct OneMinusBp16;
impl UnaryTransform<BasisPoints16, BasisPoints16> for OneMinusBp16 {
#[inline(always)]
fn apply(v: BasisPoints16) -> BasisPoints16 {
BasisPoints16::ONE - v
}
}
pub struct VBytesToWeight;
impl UnaryTransform<StoredU64, Weight> for VBytesToWeight {
@@ -6,8 +6,9 @@ mod ratio;
mod specialized;
pub use arithmetic::{
HalveCents, HalveDollars, HalveSats, HalveSatsToBitcoin, Identity, MaskSats, ReturnF32Tenths,
ReturnI8, ReturnU16, VBytesToWeight, VSizeToWeight,
BlocksToDaysF32, DifficultyToHashF64, HalveCents, HalveDollars, HalveSats,
HalveSatsToBitcoin, Identity, MaskSats, OneMinusBp16, OneMinusF64, ReturnF32Tenths, ReturnI8,
ReturnU16, ThsToPhsF32, VBytesToWeight, VSizeToWeight,
};
pub use bps::{
Bp16ToFloat, Bp16ToPercent, Bp32ToFloat, Bp32ToPercent, Bps16ToFloat, Bps16ToPercent, Bps32ToFloat,