Mirror/brk
1
0
Fork 0
mirror of https://github.com/bitcoinresearchkit/brk.git synced 2026-07-28 11:18:17 -07:00
Code Issues Packages Projects Releases Wiki Activity

global: added unrealized relative datasets

Browse Source
This commit is contained in:
nym21
2025-08-28 12:43:28 +02:00
parent 4efd98b758
commit 745717ea49
3 changed files with 735 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crates/brk_computer/src/stateful/common.rs
+604
View File
@@ -79,6 +79,8 @@ pub struct Vecs {
pub indexes_to_value_destroyed: Option<ComputedVecsFromHeight<Dollars>>,
pub indexes_to_unrealized_profit: Option<ComputedVecsFromDateIndex<Dollars>>,
pub indexes_to_unrealized_loss: Option<ComputedVecsFromDateIndex<Dollars>>,
pub height_to_unrealized_profit_plus_loss: Option<EagerVec<Height, Dollars>>,
pub indexes_to_unrealized_profit_plus_loss: Option<ComputedVecsFromDateIndex<Dollars>>,
pub indexes_to_min_price_paid: Option<ComputedVecsFromHeight<Dollars>>,
pub indexes_to_max_price_paid: Option<ComputedVecsFromHeight<Dollars>>,
pub height_to_halved_supply_value: ComputedHeightValueVecs,
@@ -101,6 +103,36 @@ pub struct Vecs {
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_net_unrealized_profit_and_loss_relative_to_market_cap:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub height_to_unrealized_profit_relative_to_own_market_cap: Option<EagerVec<Height, StoredF32>>,
pub height_to_unrealized_loss_relative_to_own_market_cap: Option<EagerVec<Height, StoredF32>>,
pub height_to_negative_unrealized_loss_relative_to_own_market_cap:
Option<EagerVec<Height, StoredF32>>,
pub height_to_net_unrealized_profit_and_loss_relative_to_own_market_cap:
Option<EagerVec<Height, StoredF32>>,
pub indexes_to_unrealized_profit_relative_to_own_market_cap:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_unrealized_loss_relative_to_own_market_cap:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_negative_unrealized_loss_relative_to_own_market_cap:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_net_unrealized_profit_and_loss_relative_to_own_market_cap:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub height_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss:
Option<EagerVec<Height, StoredF32>>,
pub height_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss:
Option<EagerVec<Height, StoredF32>>,
pub height_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss:
Option<EagerVec<Height, StoredF32>>,
pub height_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss:
Option<EagerVec<Height, StoredF32>>,
pub indexes_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_realized_profit_relative_to_realized_cap:
Option<ComputedVecsFromHeight<StoredF32>>,
pub indexes_to_realized_loss_relative_to_realized_cap:
@@ -336,6 +368,25 @@ impl Vecs {
)
.unwrap()
}),
height_to_unrealized_profit_plus_loss: compute_dollars.then(|| {
EagerVec::forced_import_compressed(
db,
&suffix("unrealized_profit_plus_loss"),
version + VERSION + Version::ZERO,
)
.unwrap()
}),
indexes_to_unrealized_profit_plus_loss: compute_dollars.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_profit_plus_loss"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
}),
dateindex_to_unrealized_loss,
height_to_realized_cap: compute_dollars.then(|| {
EagerVec::forced_import(
@@ -842,6 +893,198 @@ impl Vecs {
.unwrap()
},
),
height_to_unrealized_profit_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
EagerVec::forced_import(
db,
&suffix("unrealized_profit_relative_to_own_market_cap"),
version + VERSION + Version::ONE,
format,
)
.unwrap()
},
),
height_to_unrealized_loss_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
EagerVec::forced_import(
db,
&suffix("unrealized_loss_relative_to_own_market_cap"),
version + VERSION + Version::ONE,
format,
)
.unwrap()
},
),
height_to_negative_unrealized_loss_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
EagerVec::forced_import(
db,
&suffix("negative_unrealized_loss_relative_to_own_market_cap"),
version + VERSION + Version::ONE,
format,
)
.unwrap()
},
),
height_to_net_unrealized_profit_and_loss_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
EagerVec::forced_import(
db,
&suffix("net_unrealized_profit_and_loss_relative_to_own_market_cap"),
version + VERSION + Version::TWO,
format,
)
.unwrap()
},
),
indexes_to_unrealized_profit_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_profit_relative_to_own_market_cap"),
Source::Compute,
version + VERSION + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_unrealized_loss_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_loss_relative_to_own_market_cap"),
Source::Compute,
version + VERSION + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_negative_unrealized_loss_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("negative_unrealized_loss_relative_to_own_market_cap"),
Source::Compute,
version + VERSION + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_net_unrealized_profit_and_loss_relative_to_own_market_cap: (compute_dollars && extended && compute_relative_to_all).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("net_unrealized_profit_and_loss_relative_to_own_market_cap"),
Source::Compute,
version + VERSION + Version::TWO,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
height_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
EagerVec::forced_import(
db,
&suffix("unrealized_profit_relative_to_own_unrealized_profit_plus_loss"),
version + VERSION + Version::ZERO,
format,
)
.unwrap()
},
),
height_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
EagerVec::forced_import(
db,
&suffix("unrealized_loss_relative_to_own_unrealized_profit_plus_loss"),
version + VERSION + Version::ZERO,
format,
)
.unwrap()
},
),
height_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
EagerVec::forced_import(
db,
&suffix("negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss"),
version + VERSION + Version::ZERO,
format,
)
.unwrap()
},
),
height_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
EagerVec::forced_import(
db,
&suffix("net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss"),
version + VERSION + Version::ONE,
format,
)
.unwrap()
},
),
indexes_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_profit_relative_to_own_unrealized_profit_plus_loss"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_loss_relative_to_own_unrealized_profit_plus_loss"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss: (compute_dollars && extended).then(
|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)
.unwrap()
},
),
indexes_to_realized_profit_relative_to_realized_cap: compute_dollars.then(|| {
ComputedVecsFromHeight::forced_import(
db,
@@ -2429,6 +2672,33 @@ impl Vecs {
exit,
Some(self.dateindex_to_unrealized_loss.as_ref().unwrap()),
)?;
self.height_to_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_add(
starting_indexes.height,
self.height_to_unrealized_profit.as_ref().unwrap(),
self.height_to_unrealized_loss.as_ref().unwrap(),
exit,
)?;
self.indexes_to_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_add(
starting_indexes.dateindex,
self.dateindex_to_unrealized_profit.as_ref().unwrap(),
self.dateindex_to_unrealized_loss.as_ref().unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_min_price_paid
.as_mut()
@@ -2625,6 +2895,302 @@ impl Vecs {
},
)?;
if self
.height_to_unrealized_profit_relative_to_own_market_cap
.is_some()
{
self.height_to_unrealized_profit_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_unrealized_profit.as_ref().unwrap(),
self.height_to_supply_value.dollars.as_ref().unwrap(),
exit,
)?;
self.height_to_unrealized_loss_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_unrealized_loss.as_ref().unwrap(),
self.height_to_supply_value.dollars.as_ref().unwrap(),
exit,
)?;
self.height_to_negative_unrealized_loss_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_negative_unrealized_loss.as_ref().unwrap(),
self.height_to_supply_value.dollars.as_ref().unwrap(),
exit,
)?;
self.height_to_net_unrealized_profit_and_loss_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_net_unrealized_profit_and_loss
.as_ref()
.unwrap(),
self.height_to_supply_value.dollars.as_ref().unwrap(),
exit,
)?;
self.indexes_to_unrealized_profit_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.dateindex_to_unrealized_profit.as_ref().unwrap(),
self.indexes_to_supply
.dollars
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_unrealized_loss_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.dateindex_to_unrealized_loss.as_ref().unwrap(),
self.indexes_to_supply
.dollars
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_negative_unrealized_loss_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.indexes_to_negative_unrealized_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
self.indexes_to_supply
.dollars
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_net_unrealized_profit_and_loss_relative_to_own_market_cap
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.indexes_to_net_unrealized_profit_and_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
self.indexes_to_supply
.dollars
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
}
if self
.height_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss
.is_some()
{
self.height_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_unrealized_profit.as_ref().unwrap(),
self.height_to_unrealized_profit_plus_loss.as_ref().unwrap(),
exit,
)?;
self.height_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_unrealized_loss.as_ref().unwrap(),
self.height_to_unrealized_profit_plus_loss.as_ref().unwrap(),
exit,
)?;
self.height_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_negative_unrealized_loss.as_ref().unwrap(),
self.height_to_unrealized_profit_plus_loss.as_ref().unwrap(),
exit,
)?;
self.height_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_net_unrealized_profit_and_loss
.as_ref()
.unwrap(),
self.height_to_unrealized_profit_plus_loss.as_ref().unwrap(),
exit,
)?;
self.indexes_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.dateindex_to_unrealized_profit.as_ref().unwrap(),
self.indexes_to_unrealized_profit_plus_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.dateindex_to_unrealized_loss.as_ref().unwrap(),
self.indexes_to_unrealized_profit_plus_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.indexes_to_negative_unrealized_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
self.indexes_to_unrealized_profit_plus_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_percentage(
starting_indexes.dateindex,
self.indexes_to_net_unrealized_profit_and_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
self.indexes_to_unrealized_profit_plus_loss
.as_ref()
.unwrap()
.dateindex
.as_ref()
.unwrap(),
exit,
)?;
Ok(())
},
)?;
}
self.indexes_to_realized_profit_relative_to_realized_cap
.as_mut()
.unwrap()
@@ -3211,6 +3777,12 @@ impl Vecs {
self.indexes_to_unrealized_loss
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_unrealized_profit_plus_loss
.as_ref()
.map_or(vec![], |v| vec![v]),
self.indexes_to_unrealized_profit_plus_loss
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_min_price_paid
.as_ref()
.map_or(vec![], |v| v.vecs()),
@@ -3218,6 +3790,38 @@ impl Vecs {
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_halved_supply.vecs(),
self.height_to_unrealized_profit_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_unrealized_loss_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_negative_unrealized_loss_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_net_unrealized_profit_and_loss_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| vec![v]),
self.indexes_to_unrealized_profit_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_unrealized_loss_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_negative_unrealized_loss_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_net_unrealized_profit_and_loss_relative_to_own_market_cap.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| vec![v]),
self.indexes_to_unrealized_profit_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_unrealized_loss_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_negative_unrealized_loss_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_net_unrealized_profit_and_loss_relative_to_own_unrealized_profit_plus_loss.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_negative_unrealized_loss
.as_ref()
.map_or(vec![], |v| vec![v]),