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https://github.com/bitcoinresearchkit/brk.git
synced 2026-07-28 11:18:17 -07:00
global: snapshot
This commit is contained in:
nym21
@@ -67,7 +67,7 @@ impl Vecs {
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let cents = CentsVecs::forced_import(db, version)?;
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let usd = UsdVecs::forced_import(db, version, indexes)?;
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let sats = SatsVecs::forced_import(db, version, indexes)?;
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let oracle = OracleVecs::forced_import(db, version)?;
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let oracle = OracleVecs::forced_import(db, version, indexes)?;
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Ok(Self {
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db: db.clone(),
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@@ -4,8 +4,8 @@ use brk_error::Result;
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use brk_indexer::Indexer;
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use brk_oracle::{Config, Oracle, START_HEIGHT, bin_to_cents, cents_to_bin};
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use brk_types::{
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CentsUnsigned, Close, DateIndex, Height, High, Low, OHLCCentsUnsigned, Open, OutputType, Sats,
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TxIndex, TxOutIndex,
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CentsUnsigned, Close, DateIndex, Height, High, Low, OHLCCentsUnsigned, OHLCDollars, Open,
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OutputType, Sats, TxIndex, TxOutIndex,
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};
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use tracing::info;
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use vecdb::{
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@@ -26,6 +26,224 @@ impl Vecs {
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) -> Result<()> {
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self.compute_prices(indexer, starting_indexes, exit)?;
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self.compute_daily_ohlc(indexes, starting_indexes, exit)?;
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self.compute_split_and_ohlc(starting_indexes, exit)?;
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Ok(())
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}
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fn compute_split_and_ohlc(
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&mut self,
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starting_indexes: &ComputeIndexes,
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exit: &Exit,
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) -> Result<()> {
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// Destructure to allow simultaneous borrows of different fields
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let Self {
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price_cents,
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ohlc_cents,
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split,
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ohlc,
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ohlc_dollars,
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} = self;
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// Open: first-value aggregation
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split.open.height.compute_transform(
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starting_indexes.height,
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&*price_cents,
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|(h, price, ..)| (h, Open::new(price)),
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exit,
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)?;
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split.open.compute_rest(starting_indexes, exit, |v| {
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v.compute_transform(
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starting_indexes.dateindex,
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&*ohlc_cents,
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|(di, ohlc_val, ..)| (di, ohlc_val.open),
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exit,
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)?;
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Ok(())
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})?;
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// High: max-value aggregation
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split.high.height.compute_transform(
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starting_indexes.height,
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&*price_cents,
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|(h, price, ..)| (h, High::new(price)),
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exit,
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)?;
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split.high.compute_rest(starting_indexes, exit, |v| {
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v.compute_transform(
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starting_indexes.dateindex,
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&*ohlc_cents,
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|(di, ohlc_val, ..)| (di, ohlc_val.high),
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exit,
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)?;
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Ok(())
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})?;
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// Low: min-value aggregation
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split.low.height.compute_transform(
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starting_indexes.height,
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&*price_cents,
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|(h, price, ..)| (h, Low::new(price)),
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exit,
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)?;
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split.low.compute_rest(starting_indexes, exit, |v| {
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v.compute_transform(
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starting_indexes.dateindex,
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&*ohlc_cents,
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|(di, ohlc_val, ..)| (di, ohlc_val.low),
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exit,
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)?;
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Ok(())
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})?;
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// Close: last-value aggregation
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split.close.height.compute_transform(
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starting_indexes.height,
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&*price_cents,
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|(h, price, ..)| (h, Close::new(price)),
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exit,
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)?;
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split.close.compute_rest(starting_indexes, exit, |v| {
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v.compute_transform(
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starting_indexes.dateindex,
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&*ohlc_cents,
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|(di, ohlc_val, ..)| (di, ohlc_val.close),
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exit,
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)?;
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Ok(())
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})?;
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// Period OHLC aggregates - time based
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ohlc.dateindex.compute_transform4(
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starting_indexes.dateindex,
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&split.open.dateindex,
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&split.high.dateindex,
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&split.low.dateindex,
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&split.close.dateindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.week.compute_transform4(
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starting_indexes.weekindex,
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&*split.open.weekindex,
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&*split.high.weekindex,
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&*split.low.weekindex,
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&*split.close.weekindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.month.compute_transform4(
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starting_indexes.monthindex,
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&*split.open.monthindex,
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&*split.high.monthindex,
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&*split.low.monthindex,
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&*split.close.monthindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.quarter.compute_transform4(
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starting_indexes.quarterindex,
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&*split.open.quarterindex,
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&*split.high.quarterindex,
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&*split.low.quarterindex,
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&*split.close.quarterindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.semester.compute_transform4(
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starting_indexes.semesterindex,
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&*split.open.semesterindex,
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&*split.high.semesterindex,
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&*split.low.semesterindex,
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&*split.close.semesterindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.year.compute_transform4(
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starting_indexes.yearindex,
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&*split.open.yearindex,
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&*split.high.yearindex,
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&*split.low.yearindex,
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&*split.close.yearindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.decade.compute_transform4(
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starting_indexes.decadeindex,
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&*split.open.decadeindex,
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&*split.high.decadeindex,
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&*split.low.decadeindex,
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&*split.close.decadeindex,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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// Period OHLC aggregates - chain based
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ohlc.height.compute_transform4(
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starting_indexes.height,
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&split.open.height,
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&split.high.height,
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&split.low.height,
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&split.close.height,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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ohlc.difficultyepoch.compute_transform4(
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starting_indexes.difficultyepoch,
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&*split.open.difficultyepoch,
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&*split.high.difficultyepoch,
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&*split.low.difficultyepoch,
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&*split.close.difficultyepoch,
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|(i, open, high, low, close, _)| {
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(i, OHLCCentsUnsigned { open, high, low, close })
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},
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exit,
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)?;
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// OHLC dollars - transform cents to dollars at every period level
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macro_rules! cents_to_dollars {
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($field:ident, $idx:expr) => {
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ohlc_dollars.$field.compute_transform(
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$idx,
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&ohlc.$field,
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|(i, c, ..)| (i, OHLCDollars::from(c)),
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exit,
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)?;
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};
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}
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cents_to_dollars!(dateindex, starting_indexes.dateindex);
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cents_to_dollars!(week, starting_indexes.weekindex);
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cents_to_dollars!(month, starting_indexes.monthindex);
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cents_to_dollars!(quarter, starting_indexes.quarterindex);
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cents_to_dollars!(semester, starting_indexes.semesterindex);
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cents_to_dollars!(year, starting_indexes.yearindex);
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cents_to_dollars!(decade, starting_indexes.decadeindex);
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cents_to_dollars!(height, starting_indexes.height);
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cents_to_dollars!(difficultyepoch, starting_indexes.difficultyepoch);
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Ok(())
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}
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@@ -1,29 +1,53 @@
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use brk_error::Result;
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use brk_types::{DateIndex, OHLCCentsUnsigned, OHLCDollars, Version};
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use vecdb::{BytesVec, Database, ImportableVec, IterableCloneableVec, LazyVecFrom1, PcoVec};
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use brk_types::Version;
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use vecdb::{BytesVec, Database, EagerVec, ImportableVec, PcoVec};
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use super::Vecs;
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use crate::indexes;
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use crate::internal::{ComputedOHLC, LazyFromHeightAndDateOHLC};
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impl Vecs {
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pub fn forced_import(db: &Database, parent_version: Version) -> Result<Self> {
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let version = parent_version + Version::new(10);
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pub fn forced_import(
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db: &Database,
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parent_version: Version,
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indexes: &indexes::Vecs,
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) -> Result<Self> {
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let version = parent_version + Version::new(11);
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let price_cents = PcoVec::forced_import(db, "oracle_price_cents", version)?;
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let ohlc_cents = BytesVec::forced_import(db, "oracle_ohlc_cents", version)?;
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let ohlc_dollars = LazyVecFrom1::init(
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"oracle_ohlc_dollars",
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version,
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ohlc_cents.boxed_clone(),
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|di: DateIndex, iter| {
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iter.get(di)
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.map(|o: OHLCCentsUnsigned| OHLCDollars::from(o))
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},
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);
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let split = ComputedOHLC::forced_import(db, "oracle_price", version, indexes)?;
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let ohlc = LazyFromHeightAndDateOHLC {
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dateindex: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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week: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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month: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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quarter: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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semester: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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year: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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decade: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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height: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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difficultyepoch: EagerVec::forced_import(db, "oracle_price_ohlc", version)?,
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};
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let ohlc_dollars = LazyFromHeightAndDateOHLC {
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dateindex: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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week: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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month: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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quarter: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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semester: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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year: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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decade: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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height: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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difficultyepoch: EagerVec::forced_import(db, "oracle_ohlc_dollars", version)?,
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};
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Ok(Self {
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price_cents,
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ohlc_cents,
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split,
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ohlc,
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ohlc_dollars,
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})
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}
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@@ -1,10 +1,14 @@
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use brk_traversable::Traversable;
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use brk_types::{CentsUnsigned, DateIndex, Height, OHLCCentsUnsigned, OHLCDollars};
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use vecdb::{BytesVec, LazyVecFrom1, PcoVec};
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use vecdb::{BytesVec, PcoVec};
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use crate::internal::{ComputedOHLC, LazyFromHeightAndDateOHLC};
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#[derive(Clone, Traversable)]
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pub struct Vecs {
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pub price_cents: PcoVec<Height, CentsUnsigned>,
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pub ohlc_cents: BytesVec<DateIndex, OHLCCentsUnsigned>,
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pub ohlc_dollars: LazyVecFrom1<DateIndex, OHLCDollars, DateIndex, OHLCCentsUnsigned>,
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pub split: ComputedOHLC<CentsUnsigned>,
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pub ohlc: LazyFromHeightAndDateOHLC<OHLCCentsUnsigned>,
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pub ohlc_dollars: LazyFromHeightAndDateOHLC<OHLCDollars>,
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}
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