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global: snapshot

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This commit is contained in:
nym21
2026-03-04 23:49:28 +01:00
parent ef0b77baa8
commit 6f2a87be4f
17 changed files with 460 additions and 422 deletions
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crates/brk_computer/src/internal/from_height/ratio/extension.rs
+10 -12
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@@ -8,7 +8,7 @@ use vecdb::{
use crate::{
blocks, indexes,
internal::{ComputedFromHeightStdDevExtended, Price, PriceTimesRatioBp32Cents, TDigest},
internal::{ComputedFromHeightStdDevExtended, ExpandingPercentiles, Price, PriceTimesRatioBp32Cents},
};
use super::{super::ComputedFromHeight, ComputedFromHeightRatio};
@@ -36,7 +36,7 @@ pub struct ComputedFromHeightRatioExtension<M: StorageMode = Rw> {
pub ratio_sd_1y: ComputedFromHeightStdDevExtended<M>,
#[traversable(skip)]
tdigest: TDigest,
expanding_pct: ExpandingPercentiles,
}
const VERSION: Version = Version::new(4);
@@ -99,7 +99,7 @@ impl ComputedFromHeightRatioExtension {
ratio_pct5_price: import_price!("ratio_pct5"),
ratio_pct2_price: import_price!("ratio_pct2"),
ratio_pct1_price: import_price!("ratio_pct1"),
tdigest: TDigest::default(),
expanding_pct: ExpandingPercentiles::default(),
})
}
@@ -142,14 +142,12 @@ impl ComputedFromHeightRatioExtension {
let ratio_len = ratio_source.len();
if ratio_len > start {
let tdigest_count = self.tdigest.count() as usize;
if tdigest_count != start {
self.tdigest.reset();
let pct_count = self.expanding_pct.count() as usize;
if pct_count != start {
self.expanding_pct.reset();
if start > 0 {
let historical = ratio_source.collect_range_at(0, start);
for &v in &historical {
self.tdigest.add(*v as f64);
}
self.expanding_pct.add_bulk(&historical);
}
}
@@ -164,11 +162,11 @@ impl ComputedFromHeightRatioExtension {
&mut self.ratio_pct99.bps.height,
];
const PCTS: [f64; 6] = [0.01, 0.02, 0.05, 0.95, 0.98, 0.99];
let mut out = [0.0f64; 6];
let mut out = [0u32; 6];
for (offset, &ratio) in new_ratios.iter().enumerate() {
self.tdigest.add(*ratio as f64);
self.tdigest.quantiles(&PCTS, &mut out);
self.expanding_pct.add(*ratio);
self.expanding_pct.quantiles(&PCTS, &mut out);
let idx = start + offset;
for (vec, &val) in pct_vecs.iter_mut().zip(out.iter()) {
vec.truncate_push_at(idx, BasisPoints32::from(val))?;