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global: snapshot

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nym21
2026-03-07 02:13:51 +01:00
parent 7b60a5b060
commit 5a73f1a88e
15 changed files with 1672 additions and 1325 deletions
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37
crates/brk_computer/src/distribution/metrics/realized/full.rs
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@@ -35,6 +35,10 @@ pub struct RealizedFull<M: StorageMode = Rw> {
#[traversable(flatten)]
pub core: RealizedBase<M>,
pub realized_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub realized_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
pub profit_value_created: ComputedFromHeight<Cents, M>,
pub profit_value_destroyed: ComputedFromHeight<Cents, M>,
pub loss_value_created: ComputedFromHeight<Cents, M>,
@@ -134,6 +138,13 @@ impl RealizedFull {
let investor_price_name = cfg.name("investor_price");
let investor_price_version = cfg.version;
let realized_profit_rel_to_realized_cap =
cfg.import("realized_profit_rel_to_realized_cap", Version::new(2))?;
let realized_loss_rel_to_realized_cap =
cfg.import("realized_loss_rel_to_realized_cap", Version::new(2))?;
let net_realized_pnl_rel_to_realized_cap =
cfg.import("net_realized_pnl_rel_to_realized_cap", Version::new(2))?;
let realized_profit_ema_1w = cfg.import("realized_profit_ema_1w", v0)?;
let realized_loss_ema_1w = cfg.import("realized_loss_ema_1w", v0)?;
let net_realized_pnl_ema_1w = cfg.import("net_realized_pnl_ema_1w", v0)?;
@@ -143,6 +154,9 @@ impl RealizedFull {
Ok(Self {
core,
realized_profit_rel_to_realized_cap,
realized_loss_rel_to_realized_cap,
net_realized_pnl_rel_to_realized_cap,
profit_value_created,
profit_value_destroyed,
loss_value_created,
@@ -288,6 +302,29 @@ impl RealizedFull {
exit,
)?;
// Realized P/L rel to realized cap
self.realized_profit_rel_to_realized_cap
.compute_binary::<Cents, Cents, RatioCentsBp32>(
starting_indexes.height,
&self.core.minimal.realized_profit.height,
&self.core.minimal.realized_cap_cents.height,
exit,
)?;
self.realized_loss_rel_to_realized_cap
.compute_binary::<Cents, Cents, RatioCentsBp32>(
starting_indexes.height,
&self.core.minimal.realized_loss.height,
&self.core.minimal.realized_cap_cents.height,
exit,
)?;
self.net_realized_pnl_rel_to_realized_cap
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
starting_indexes.height,
&self.core.net_realized_pnl.height,
&self.core.minimal.realized_cap_cents.height,
exit,
)?;
// EMAs
self.realized_profit_ema_1w.height.compute_rolling_ema(
starting_indexes.height,