global: snapshot

crates/brk_client/src/lib.rs

@@ -1009,7 +1009,6 @@ impl CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSo
             investor_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "investor_price")),
             investor_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")),
             investor_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")),
-            investor_price_ratio_std_dev: RatioPattern2::new(client.clone(), _m(&acc, "investor_price_ratio")),
             loss_value_created: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_created")),
             loss_value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_destroyed")),
             lower_price_band: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "lower_price_band")),
@@ -1134,26 +1133,20 @@ pub struct GrossMvrvNegNetRealizedSentSoprValuePattern {
     pub mvrv: MetricPattern1<StoredF32>,
     pub neg_realized_loss: MetricPattern1<Dollars>,
     pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>,
-    pub net_realized_pnl_ema_1w: MetricPattern1<CentsSigned>,
     pub net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern,
     pub realized_cap: MetricPattern1<Dollars>,
     pub realized_cap_cents: MetricPattern1<Cents>,
     pub realized_cap_change_1m: MetricPattern1<CentsSigned>,
     pub realized_loss: CumulativeHeightPattern<Cents>,
-    pub realized_loss_ema_1w: MetricPattern1<Cents>,
     pub realized_loss_rel_to_realized_cap: BpsPercentRatioPattern,
     pub realized_price: CentsSatsUsdPattern,
     pub realized_price_ratio: BpsRatioPattern,
     pub realized_price_ratio_percentiles: RatioPattern,
     pub realized_profit: CumulativeHeightPattern<Cents>,
-    pub realized_profit_ema_1w: MetricPattern1<Cents>,
     pub realized_profit_rel_to_realized_cap: BpsPercentRatioPattern,
     pub sent_in_loss: BaseCumulativePattern,
-    pub sent_in_loss_ema: _2wPattern,
     pub sent_in_profit: BaseCumulativePattern,
-    pub sent_in_profit_ema: _2wPattern,
     pub sopr: _1m1w1y24hPattern<StoredF64>,
-    pub sopr_24h_ema: _1m1wPattern,
     pub value_created: MetricPattern1<Cents>,
     pub value_created_sum: _1m1w1y24hPattern<Cents>,
     pub value_destroyed: MetricPattern1<Cents>,
@@ -1168,26 +1161,20 @@ impl GrossMvrvNegNetRealizedSentSoprValuePattern {
             mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")),
             neg_realized_loss: MetricPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
             net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
-            net_realized_pnl_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl_ema_1w")),
             net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "net_realized_pnl_rel_to_realized_cap")),
             realized_cap: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap")),
             realized_cap_cents: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_cents")),
             realized_cap_change_1m: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_change_1m")),
             realized_loss: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_loss")),
-            realized_loss_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "realized_loss_ema_1w")),
             realized_loss_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_loss_rel_to_realized_cap")),
             realized_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "realized_price")),
             realized_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")),
             realized_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")),
             realized_profit: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_profit")),
-            realized_profit_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "realized_profit_ema_1w")),
             realized_profit_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_profit_rel_to_realized_cap")),
             sent_in_loss: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_loss")),
-            sent_in_loss_ema: _2wPattern::new(client.clone(), _m(&acc, "sent_in_loss_ema_2w")),
             sent_in_profit: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_profit")),
-            sent_in_profit_ema: _2wPattern::new(client.clone(), _m(&acc, "sent_in_profit_ema_2w")),
             sopr: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "sopr")),
-            sopr_24h_ema: _1m1wPattern::new(client.clone(), _m(&acc, "sopr_24h_ema")),
             value_created: MetricPattern1::new(client.clone(), _m(&acc, "value_created")),
             value_created_sum: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "value_created")),
             value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "value_destroyed")),

crates/brk_computer/src/distribution/metrics/realized/base.rs

@@ -16,8 +16,7 @@ use crate::{
         ComputedFromHeight, ComputedFromHeightCumulative,
         ComputedFromHeightRatioPercentiles, FiatFromHeight,
         LazyFromHeight, NegCentsUnsignedToDollars, PercentFromHeight, RatioCents64,
-        RatioCentsBp32, RatioCentsSignedCentsBps32, RollingEmas1w1m, RollingEmas2w,
-        RollingWindows, ValueFromHeightCumulative,
+        RatioCentsBp32, RatioCentsSignedCentsBps32, RollingWindows, ValueFromHeightCumulative,
     },
     prices,
 };
@@ -37,12 +36,8 @@ pub struct RealizedBase<M: StorageMode = Rw> {
 
     pub neg_realized_loss: LazyFromHeight<Dollars, Cents>,
     pub net_realized_pnl: ComputedFromHeightCumulative<CentsSigned, M>,
-    pub net_realized_pnl_ema_1w: ComputedFromHeight<CentsSigned, M>,
     pub gross_pnl: FiatFromHeight<Cents, M>,
 
-    pub realized_profit_ema_1w: ComputedFromHeight<Cents, M>,
-    pub realized_loss_ema_1w: ComputedFromHeight<Cents, 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>,
@@ -52,14 +47,11 @@ pub struct RealizedBase<M: StorageMode = Rw> {
     pub value_created_sum: RollingWindows<Cents, M>,
     pub value_destroyed_sum: RollingWindows<Cents, M>,
     pub sopr: RollingWindows<StoredF64, M>,
-    pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
 
     pub realized_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
 
     pub sent_in_profit: ValueFromHeightCumulative<M>,
     pub sent_in_loss: ValueFromHeightCumulative<M>,
-    pub sent_in_profit_ema: RollingEmas2w<M>,
-    pub sent_in_loss_ema: RollingEmas2w<M>,
 }
 
 impl RealizedBase {
@@ -76,11 +68,7 @@ impl RealizedBase {
             cfg.indexes,
         );
 
-        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 = cfg.import("net_realized_pnl", v0)?;
-        let net_realized_pnl_ema_1w = cfg.import("net_realized_pnl_ema_1w", v0)?;
         let gross_pnl = cfg.import("realized_gross_pnl", v0)?;
 
         let realized_profit_rel_to_realized_cap =
@@ -95,7 +83,6 @@ impl RealizedBase {
         let value_created_sum = cfg.import("value_created", v1)?;
         let value_destroyed_sum = cfg.import("value_destroyed", v1)?;
         let sopr = cfg.import("sopr", v1)?;
-        let sopr_24h_ema = cfg.import("sopr_24h", v1)?;
 
         let realized_price_ratio_percentiles =
             ComputedFromHeightRatioPercentiles::forced_import(
@@ -110,10 +97,7 @@ impl RealizedBase {
             realized_cap_change_1m: cfg.import("realized_cap_change_1m", v0)?,
             neg_realized_loss,
             net_realized_pnl,
-            net_realized_pnl_ema_1w,
             gross_pnl,
-            realized_profit_ema_1w,
-            realized_loss_ema_1w,
             realized_profit_rel_to_realized_cap,
             realized_loss_rel_to_realized_cap,
             net_realized_pnl_rel_to_realized_cap,
@@ -122,12 +106,9 @@ impl RealizedBase {
             value_created_sum,
             value_destroyed_sum,
             sopr,
-            sopr_24h_ema,
             realized_price_ratio_percentiles,
             sent_in_profit: cfg.import("sent_in_profit", v0)?,
             sent_in_loss: cfg.import("sent_in_loss", v0)?,
-            sent_in_profit_ema: cfg.import("sent_in_profit", v0)?,
-            sent_in_loss_ema: cfg.import("sent_in_loss", v0)?,
         })
     }
 
@@ -240,25 +221,6 @@ impl RealizedBase {
             exit,
         )?;
 
-        self.realized_profit_ema_1w.height.compute_rolling_ema(
-            starting_indexes.height,
-            &blocks.count.height_1w_ago,
-            &self.minimal.realized_profit.height,
-            exit,
-        )?;
-        self.realized_loss_ema_1w.height.compute_rolling_ema(
-            starting_indexes.height,
-            &blocks.count.height_1w_ago,
-            &self.minimal.realized_loss.height,
-            exit,
-        )?;
-        self.net_realized_pnl_ema_1w.height.compute_rolling_ema(
-            starting_indexes.height,
-            &blocks.count.height_1w_ago,
-            &self.net_realized_pnl.height,
-            exit,
-        )?;
-
         self.realized_profit_rel_to_realized_cap
             .compute_binary::<Cents, Cents, RatioCentsBp32>(
                 starting_indexes.height,
@@ -311,14 +273,6 @@ impl RealizedBase {
             )?;
         }
 
-        self.sopr_24h_ema.compute_from_24h(
-            starting_indexes.height,
-            &blocks.count.height_1w_ago,
-            &blocks.count.height_1m_ago,
-            &self.sopr._24h.height,
-            exit,
-        )?;
-
         // Realized price ratio percentiles
         self.realized_price_ratio_percentiles.compute(
             blocks,
@@ -328,22 +282,6 @@ impl RealizedBase {
             &self.minimal.realized_price.cents.height,
         )?;
 
-        // Sent in profit/loss EMAs
-        self.sent_in_profit_ema.compute(
-            starting_indexes.height,
-            &blocks.count.height_2w_ago,
-            &self.sent_in_profit.base.sats.height,
-            &self.sent_in_profit.base.cents.height,
-            exit,
-        )?;
-        self.sent_in_loss_ema.compute(
-            starting_indexes.height,
-            &blocks.count.height_2w_ago,
-            &self.sent_in_loss.base.sats.height,
-            &self.sent_in_loss.base.cents.height,
-            exit,
-        )?;
-
         Ok(())
     }
 }

crates/brk_computer/src/distribution/metrics/realized/full.rs

@@ -19,7 +19,7 @@ use crate::{
         ComputedFromHeightRatioStdDevBands, LazyFromHeight, PercentFromHeight,
         PercentRollingEmas1w1m, PercentRollingWindows, Price, RatioCents64, RatioCentsBp32,
         RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32, RatioDollarsBp32,
-        RollingWindows,
+        RollingEmas1w1m, RollingEmas2w, RollingWindows,
     },
     prices,
 };
@@ -70,6 +70,15 @@ pub struct RealizedFull<M: StorageMode = Rw> {
     pub realized_loss_sum: RollingWindows<Cents, M>,
     pub realized_profit_to_loss_ratio: RollingWindows<StoredF64, M>,
 
+    pub realized_profit_ema_1w: ComputedFromHeight<Cents, M>,
+    pub realized_loss_ema_1w: ComputedFromHeight<Cents, M>,
+    pub net_realized_pnl_ema_1w: ComputedFromHeight<CentsSigned, M>,
+
+    pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
+
+    pub sent_in_profit_ema: RollingEmas2w<M>,
+    pub sent_in_loss_ema: RollingEmas2w<M>,
+
     pub realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands<M>,
     pub investor_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
 }
@@ -125,6 +134,13 @@ impl RealizedFull {
         let investor_price_name = cfg.name("investor_price");
         let investor_price_version = cfg.version;
 
+        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)?;
+        let sopr_24h_ema = cfg.import("sopr_24h", v1)?;
+        let sent_in_profit_ema = cfg.import("sent_in_profit", v0)?;
+        let sent_in_loss_ema = cfg.import("sent_in_loss", v0)?;
+
         Ok(Self {
             core,
             profit_value_created,
@@ -155,6 +171,12 @@ impl RealizedFull {
             realized_loss_sum: cfg.import("realized_loss", v1)?,
             realized_profit_to_loss_ratio: cfg
                 .import("realized_profit_to_loss_ratio", v1)?,
+            realized_profit_ema_1w,
+            realized_loss_ema_1w,
+            net_realized_pnl_ema_1w,
+            sopr_24h_ema,
+            sent_in_profit_ema,
+            sent_in_loss_ema,
             realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands::forced_import(
                 cfg.db,
                 &realized_price_name,
@@ -266,6 +288,47 @@ impl RealizedFull {
             exit,
         )?;
 
+        // EMAs
+        self.realized_profit_ema_1w.height.compute_rolling_ema(
+            starting_indexes.height,
+            &blocks.count.height_1w_ago,
+            &self.core.minimal.realized_profit.height,
+            exit,
+        )?;
+        self.realized_loss_ema_1w.height.compute_rolling_ema(
+            starting_indexes.height,
+            &blocks.count.height_1w_ago,
+            &self.core.minimal.realized_loss.height,
+            exit,
+        )?;
+        self.net_realized_pnl_ema_1w.height.compute_rolling_ema(
+            starting_indexes.height,
+            &blocks.count.height_1w_ago,
+            &self.core.net_realized_pnl.height,
+            exit,
+        )?;
+        self.sopr_24h_ema.compute_from_24h(
+            starting_indexes.height,
+            &blocks.count.height_1w_ago,
+            &blocks.count.height_1m_ago,
+            &self.core.sopr._24h.height,
+            exit,
+        )?;
+        self.sent_in_profit_ema.compute(
+            starting_indexes.height,
+            &blocks.count.height_2w_ago,
+            &self.core.sent_in_profit.base.sats.height,
+            &self.core.sent_in_profit.base.cents.height,
+            exit,
+        )?;
+        self.sent_in_loss_ema.compute(
+            starting_indexes.height,
+            &blocks.count.height_2w_ago,
+            &self.core.sent_in_loss.base.sats.height,
+            &self.core.sent_in_loss.base.cents.height,
+            exit,
+        )?;
+
         // Gross PnL rolling sum
         let window_starts = blocks.count.window_starts();
         self.gross_pnl_sum.compute_rolling_sum(