computer: snapshot

crates/brk_computer/src/market/indicators/compute.rs

@@ -104,14 +104,14 @@ impl Vecs {
         self.nvt.compute_binary::<Dollars, Dollars, Ratio32>(
             starting_indexes.height,
             &distribution.utxo_cohorts.all.metrics.supply.total.usd.height,
-            &transactions.volume.sent_sum.usd.height,
+            &transactions.volume.sent_sum.usd,
             exit,
         )?;
 
         // Pi Cycle: sma_111d / sma_350d_x2
         self.pi_cycle.compute_binary::<Dollars, Dollars, Ratio32>(
             starting_indexes.height,
-            &moving_average.price_111d_sma.price.as_ref().unwrap().usd.height,
+            &moving_average.price_111d_sma.price.usd.height,
             &moving_average.price_350d_sma_x2.usd.height,
             exit,
         )?;

crates/brk_computer/src/market/moving_average/import.rs

@@ -5,7 +5,7 @@ use vecdb::Database;
 use super::Vecs;
 use crate::{
     indexes,
-    internal::{ComputedFromHeightRatio, DollarsTimesTenths, Price},
+    internal::{ComputedFromHeightPriceWithRatioExtended, DollarsTimesTenths, Price},
 };
 
 impl Vecs {
@@ -14,265 +14,21 @@ impl Vecs {
         version: Version,
         indexes: &indexes::Vecs,
     ) -> Result<Self> {
-        let price_1w_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_1w_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_8d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_8d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_13d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_13d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_21d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_21d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_1m_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_1m_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_34d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_34d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_55d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_55d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_89d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_89d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_111d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_111d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_144d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_144d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_200d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_200d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_350d_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_350d_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_1y_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_1y_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_2y_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_2y_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_200w_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_200w_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_4y_sma = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_4y_sma",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
+        macro_rules! import {
+            ($name:expr) => {
+                ComputedFromHeightPriceWithRatioExtended::forced_import(
+                    db,
+                    $name,
+                    version,
+                    indexes,
+                )?
+            };
+        }
 
-        let price_1w_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_1w_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_8d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_8d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_12d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_12d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_13d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_13d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_21d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_21d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_26d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_26d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_1m_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_1m_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_34d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_34d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_55d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_55d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_89d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_89d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_144d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_144d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_200d_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_200d_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_1y_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_1y_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_2y_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_2y_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_200w_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_200w_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
-        let price_4y_ema = ComputedFromHeightRatio::forced_import(
-            db,
-            "price_4y_ema",
-            None,
-            version,
-            indexes,
-            true,
-        )?;
+        let price_200d_sma = import!("price_200d_sma");
+        let price_350d_sma = import!("price_350d_sma");
 
-        let price_200d_sma_source = &price_200d_sma.price.as_ref().unwrap().usd;
+        let price_200d_sma_source = &price_200d_sma.price.usd;
         let price_200d_sma_x2_4 = Price::from_computed::<DollarsTimesTenths<24>>(
             "price_200d_sma_x2_4",
             version,
@@ -284,7 +40,7 @@ impl Vecs {
             price_200d_sma_source,
         );
 
-        let price_350d_sma_source = &price_350d_sma.price.as_ref().unwrap().usd;
+        let price_350d_sma_source = &price_350d_sma.price.usd;
         let price_350d_sma_x2 = Price::from_computed::<DollarsTimesTenths<20>>(
             "price_350d_sma_x2",
             version,
@@ -292,39 +48,39 @@ impl Vecs {
         );
 
         Ok(Self {
-            price_1w_sma,
-            price_8d_sma,
-            price_13d_sma,
-            price_21d_sma,
-            price_1m_sma,
-            price_34d_sma,
-            price_55d_sma,
-            price_89d_sma,
-            price_111d_sma,
-            price_144d_sma,
+            price_1w_sma: import!("price_1w_sma"),
+            price_8d_sma: import!("price_8d_sma"),
+            price_13d_sma: import!("price_13d_sma"),
+            price_21d_sma: import!("price_21d_sma"),
+            price_1m_sma: import!("price_1m_sma"),
+            price_34d_sma: import!("price_34d_sma"),
+            price_55d_sma: import!("price_55d_sma"),
+            price_89d_sma: import!("price_89d_sma"),
+            price_111d_sma: import!("price_111d_sma"),
+            price_144d_sma: import!("price_144d_sma"),
             price_200d_sma,
             price_350d_sma,
-            price_1y_sma,
-            price_2y_sma,
-            price_200w_sma,
-            price_4y_sma,
+            price_1y_sma: import!("price_1y_sma"),
+            price_2y_sma: import!("price_2y_sma"),
+            price_200w_sma: import!("price_200w_sma"),
+            price_4y_sma: import!("price_4y_sma"),
 
-            price_1w_ema,
-            price_8d_ema,
-            price_12d_ema,
-            price_13d_ema,
-            price_21d_ema,
-            price_26d_ema,
-            price_1m_ema,
-            price_34d_ema,
-            price_55d_ema,
-            price_89d_ema,
-            price_144d_ema,
-            price_200d_ema,
-            price_1y_ema,
-            price_2y_ema,
-            price_200w_ema,
-            price_4y_ema,
+            price_1w_ema: import!("price_1w_ema"),
+            price_8d_ema: import!("price_8d_ema"),
+            price_12d_ema: import!("price_12d_ema"),
+            price_13d_ema: import!("price_13d_ema"),
+            price_21d_ema: import!("price_21d_ema"),
+            price_26d_ema: import!("price_26d_ema"),
+            price_1m_ema: import!("price_1m_ema"),
+            price_34d_ema: import!("price_34d_ema"),
+            price_55d_ema: import!("price_55d_ema"),
+            price_89d_ema: import!("price_89d_ema"),
+            price_144d_ema: import!("price_144d_ema"),
+            price_200d_ema: import!("price_200d_ema"),
+            price_1y_ema: import!("price_1y_ema"),
+            price_2y_ema: import!("price_2y_ema"),
+            price_200w_ema: import!("price_200w_ema"),
+            price_4y_ema: import!("price_4y_ema"),
 
             price_200d_sma_x2_4,
             price_200d_sma_x0_8,

crates/brk_computer/src/market/moving_average/vecs.rs

@@ -2,44 +2,44 @@ use brk_traversable::Traversable;
 use brk_types::Dollars;
 use vecdb::{Rw, StorageMode};
 
-use crate::internal::{ComputedFromHeightRatio, LazyFromHeightLast, Price};
+use crate::internal::{ComputedFromHeightPriceWithRatioExtended, LazyFromHeightLast, Price};
 
 /// Simple and exponential moving average metrics
 #[derive(Traversable)]
 pub struct Vecs<M: StorageMode = Rw> {
-    pub price_1w_sma: ComputedFromHeightRatio<M>,
-    pub price_8d_sma: ComputedFromHeightRatio<M>,
-    pub price_13d_sma: ComputedFromHeightRatio<M>,
-    pub price_21d_sma: ComputedFromHeightRatio<M>,
-    pub price_1m_sma: ComputedFromHeightRatio<M>,
-    pub price_34d_sma: ComputedFromHeightRatio<M>,
-    pub price_55d_sma: ComputedFromHeightRatio<M>,
-    pub price_89d_sma: ComputedFromHeightRatio<M>,
-    pub price_111d_sma: ComputedFromHeightRatio<M>,
-    pub price_144d_sma: ComputedFromHeightRatio<M>,
-    pub price_200d_sma: ComputedFromHeightRatio<M>,
-    pub price_350d_sma: ComputedFromHeightRatio<M>,
-    pub price_1y_sma: ComputedFromHeightRatio<M>,
-    pub price_2y_sma: ComputedFromHeightRatio<M>,
-    pub price_200w_sma: ComputedFromHeightRatio<M>,
-    pub price_4y_sma: ComputedFromHeightRatio<M>,
+    pub price_1w_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_8d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_13d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_21d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_1m_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_34d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_55d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_89d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_111d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_144d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_200d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_350d_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_1y_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_2y_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_200w_sma: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_4y_sma: ComputedFromHeightPriceWithRatioExtended<M>,
 
-    pub price_1w_ema: ComputedFromHeightRatio<M>,
-    pub price_8d_ema: ComputedFromHeightRatio<M>,
-    pub price_12d_ema: ComputedFromHeightRatio<M>,
-    pub price_13d_ema: ComputedFromHeightRatio<M>,
-    pub price_21d_ema: ComputedFromHeightRatio<M>,
-    pub price_26d_ema: ComputedFromHeightRatio<M>,
-    pub price_1m_ema: ComputedFromHeightRatio<M>,
-    pub price_34d_ema: ComputedFromHeightRatio<M>,
-    pub price_55d_ema: ComputedFromHeightRatio<M>,
-    pub price_89d_ema: ComputedFromHeightRatio<M>,
-    pub price_144d_ema: ComputedFromHeightRatio<M>,
-    pub price_200d_ema: ComputedFromHeightRatio<M>,
-    pub price_1y_ema: ComputedFromHeightRatio<M>,
-    pub price_2y_ema: ComputedFromHeightRatio<M>,
-    pub price_200w_ema: ComputedFromHeightRatio<M>,
-    pub price_4y_ema: ComputedFromHeightRatio<M>,
+    pub price_1w_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_8d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_12d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_13d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_21d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_26d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_1m_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_34d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_55d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_89d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_144d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_200d_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_1y_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_2y_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_200w_ema: ComputedFromHeightPriceWithRatioExtended<M>,
+    pub price_4y_ema: ComputedFromHeightPriceWithRatioExtended<M>,
 
     pub price_200d_sma_x2_4: Price<LazyFromHeightLast<Dollars, Dollars>>,
     pub price_200d_sma_x0_8: Price<LazyFromHeightLast<Dollars, Dollars>>,

crates/brk_computer/src/market/returns/import.rs

@@ -6,10 +6,8 @@ use super::super::lookback::ByLookbackPeriod;
 use super::Vecs;
 use crate::{
     indexes,
-    internal::{
-        ComputedFromHeightLast, ComputedFromHeightStdDev,
-        StandardDeviationVecsOptions,
-    },
+    internal::ComputedFromHeightLast,
+    internal::ComputedFromHeightStdDev,
     market::dca::ByDcaCagr,
 };
 
@@ -41,7 +39,6 @@ impl Vecs {
             7,
             version + v1,
             indexes,
-            StandardDeviationVecsOptions::default(),
         )?;
         let _1d_returns_1m_sd = ComputedFromHeightStdDev::forced_import(
             db,
@@ -49,7 +46,6 @@ impl Vecs {
             30,
             version + v1,
             indexes,
-            StandardDeviationVecsOptions::default(),
         )?;
         let _1d_returns_1y_sd = ComputedFromHeightStdDev::forced_import(
             db,
@@ -57,7 +53,6 @@ impl Vecs {
             365,
             version + v1,
             indexes,
-            StandardDeviationVecsOptions::default(),
         )?;
 
         let downside_returns = EagerVec::forced_import(db, "downside_returns", version)?;
@@ -67,7 +62,6 @@ impl Vecs {
             7,
             version + v1,
             indexes,
-            StandardDeviationVecsOptions::default(),
         )?;
         let downside_1m_sd = ComputedFromHeightStdDev::forced_import(
             db,
@@ -75,7 +69,6 @@ impl Vecs {
             30,
             version + v1,
             indexes,
-            StandardDeviationVecsOptions::default(),
         )?;
         let downside_1y_sd = ComputedFromHeightStdDev::forced_import(
             db,
@@ -83,7 +76,6 @@ impl Vecs {
             365,
             version + v1,
             indexes,
-            StandardDeviationVecsOptions::default(),
         )?;
 
         Ok(Self {