global: snapshot

This commit is contained in:
nym21
2026-03-07 22:28:39 +01:00
parent a0efe491e5
commit 90f2d64019
23 changed files with 808 additions and 365 deletions
@@ -1,4 +1,9 @@
//! RollingDelta - raw change + growth rate (%) across 4 time windows.
//! RollingDelta - raw change + growth rate (%) across time windows.
//!
//! Three tiers:
//! - `RollingDelta1m` — 1m window only (2 stored vecs: change + rate). Default for all cohorts.
//! - `RollingDeltaExcept1m` — 24h + 1w + 1y windows (6 stored vecs). Extended tier only.
//! - `RollingDelta` — all 4 windows (8 stored vecs). Used for standalone global metrics.
//!
//! For a monotonic source (e.g., cumulative address count):
//! - `change._24h` = count_now - count_24h_ago
@@ -6,15 +11,76 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints32, Height, Version};
use brk_types::{BasisPoints32, BasisPointsSigned32, Height, Version};
use schemars::JsonSchema;
use vecdb::{AnyVec, Database, Exit, ReadableVec, Rw, StorageMode, VecIndex};
use vecdb::{AnyVec, Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode, VecIndex};
use crate::{
indexes,
internal::{NumericValue, PercentRollingWindows, RollingWindows, WindowStarts},
internal::{
ComputedFromHeight, NumericValue, PercentFromHeight, PercentRollingWindows,
RollingWindows, WindowStarts,
},
};
/// Pre-collect source data from the earliest needed offset.
/// Returns (source_data, offset) for use in compute_delta_window.
fn collect_source<S: NumericValue>(
source: &impl ReadableVec<Height, S>,
skip: usize,
earliest_starts: &impl ReadableVec<Height, Height>,
) -> (Vec<S>, usize) {
let source_len = source.len();
let offset = if skip > 0 && skip < earliest_starts.len() {
earliest_starts.collect_one_at(skip).unwrap().to_usize()
} else {
0
};
(source.collect_range_at(offset, source_len), offset)
}
/// Shared computation: change = current - ago, rate = change / ago.
fn compute_delta_window<S, C, B>(
change_h: &mut EagerVec<PcoVec<Height, C>>,
rate_bps_h: &mut EagerVec<PcoVec<Height, B>>,
max_from: Height,
starts: &impl ReadableVec<Height, Height>,
source_data: &[S],
offset: usize,
exit: &Exit,
) -> Result<()>
where
S: NumericValue,
C: NumericValue,
B: NumericValue,
{
change_h.compute_transform(
max_from,
starts,
|(h, ago_h, ..)| {
let current: f64 = source_data[h.to_usize() - offset].into();
let ago: f64 = source_data[ago_h.to_usize() - offset].into();
(h, C::from(current - ago))
},
exit,
)?;
rate_bps_h.compute_transform(
max_from,
&*change_h,
|(h, change, ..)| {
let current_f: f64 = source_data[h.to_usize() - offset].into();
let change_f: f64 = change.into();
let ago = current_f - change_f;
let rate = if ago == 0.0 { 0.0 } else { change_f / ago };
(h, B::from(rate))
},
exit,
)?;
Ok(())
}
#[derive(Traversable)]
pub struct RollingDelta<S, C = S, M: StorageMode = Rw>
where
@@ -60,58 +126,193 @@ where
windows: &WindowStarts<'_>,
source: &impl ReadableVec<Height, S>,
exit: &Exit,
) -> Result<()>
where
S: Default,
{
// Step 1: change = current - ago
for (change_w, starts) in self.change.0.as_mut_array().into_iter().zip(windows.as_array())
{
// Pre-collect source from earliest ago_h to end for fast array indexing
let skip = change_w.height.len();
let source_len = source.len();
let offset = if skip > 0 && skip < starts.len() {
starts.collect_one_at(skip).unwrap().to_usize()
} else {
0
};
let source_data = source.collect_range_at(offset, source_len);
) -> Result<()> {
// Pre-collect once using the widest window (1y has earliest ago heights)
let skip = self.change.0._24h.height.len();
let (source_data, offset) = collect_source(source, skip, windows._1y);
change_w.height.compute_transform(
max_from,
*starts,
|(h, ago_h, ..)| {
let current: f64 = source_data[h.to_usize() - offset].into();
let ago: f64 = source_data[ago_h.to_usize() - offset].into();
(h, C::from(current - ago))
},
exit,
)?;
}
// Step 2: rate = change / ago = change / (current - change)
for (growth_w, change_w) in self
.rate
for ((change_w, rate_w), starts) in self
.change
.0
.as_mut_array()
.into_iter()
.zip(self.change.0.as_array())
.zip(self.rate.0.as_mut_array())
.zip(windows.as_array())
{
growth_w.bps.height.compute_transform2(
compute_delta_window(
&mut change_w.height,
&mut rate_w.bps.height,
max_from,
source,
&change_w.height,
|(h, current, change, ..)| {
let current_f: f64 = current.into();
let change_f: f64 = change.into();
let ago = current_f - change_f;
let rate = if ago == 0.0 { 0.0 } else { change_f / ago };
(h, BasisPoints32::from(rate))
},
*starts,
&source_data,
offset,
exit,
)?;
}
Ok(())
}
}
/// 1m-only delta: change + growth rate for the 1-month window.
/// Default tier for all cohorts (2 stored vecs).
#[derive(Traversable)]
pub struct RollingDelta1m<S, C = S, M: StorageMode = Rw>
where
S: NumericValue + JsonSchema,
C: NumericValue + JsonSchema,
{
pub change_1m: ComputedFromHeight<C, M>,
pub rate_1m: PercentFromHeight<BasisPointsSigned32, M>,
_phantom: std::marker::PhantomData<S>,
}
impl<S, C> RollingDelta1m<S, C>
where
S: NumericValue + JsonSchema,
C: NumericValue + JsonSchema,
{
pub(crate) fn forced_import(
db: &Database,
name: &str,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
Ok(Self {
change_1m: ComputedFromHeight::forced_import(
db,
&format!("{name}_change_1m"),
version,
indexes,
)?,
rate_1m: PercentFromHeight::forced_import(
db,
&format!("{name}_rate_1m"),
version,
indexes,
)?,
_phantom: std::marker::PhantomData,
})
}
pub(crate) fn compute(
&mut self,
max_from: Height,
height_1m_ago: &impl ReadableVec<Height, Height>,
source: &impl ReadableVec<Height, S>,
exit: &Exit,
) -> Result<()> {
let skip = self.change_1m.height.len();
let (source_data, offset) = collect_source(source, skip, height_1m_ago);
compute_delta_window(
&mut self.change_1m.height,
&mut self.rate_1m.bps.height,
max_from,
height_1m_ago,
&source_data,
offset,
exit,
)
}
}
/// Extended delta: 24h + 1w + 1y windows (6 stored vecs).
/// Only for All/LTH/STH cohorts (Extended tier).
#[derive(Traversable)]
pub struct RollingDeltaExcept1m<S, C = S, M: StorageMode = Rw>
where
S: NumericValue + JsonSchema,
C: NumericValue + JsonSchema,
{
#[traversable(rename = "24h")]
pub change_24h: ComputedFromHeight<C, M>,
pub change_1w: ComputedFromHeight<C, M>,
pub change_1y: ComputedFromHeight<C, M>,
#[traversable(rename = "24h")]
pub rate_24h: PercentFromHeight<BasisPointsSigned32, M>,
pub rate_1w: PercentFromHeight<BasisPointsSigned32, M>,
pub rate_1y: PercentFromHeight<BasisPointsSigned32, M>,
_phantom: std::marker::PhantomData<S>,
}
impl<S, C> RollingDeltaExcept1m<S, C>
where
S: NumericValue + JsonSchema,
C: NumericValue + JsonSchema,
{
pub(crate) fn forced_import(
db: &Database,
name: &str,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
Ok(Self {
change_24h: ComputedFromHeight::forced_import(
db,
&format!("{name}_change_24h"),
version,
indexes,
)?,
change_1w: ComputedFromHeight::forced_import(
db,
&format!("{name}_change_1w"),
version,
indexes,
)?,
change_1y: ComputedFromHeight::forced_import(
db,
&format!("{name}_change_1y"),
version,
indexes,
)?,
rate_24h: PercentFromHeight::forced_import(
db,
&format!("{name}_rate_24h"),
version,
indexes,
)?,
rate_1w: PercentFromHeight::forced_import(
db,
&format!("{name}_rate_1w"),
version,
indexes,
)?,
rate_1y: PercentFromHeight::forced_import(
db,
&format!("{name}_rate_1y"),
version,
indexes,
)?,
_phantom: std::marker::PhantomData,
})
}
pub(crate) fn compute(
&mut self,
max_from: Height,
windows: &WindowStarts<'_>,
source: &impl ReadableVec<Height, S>,
exit: &Exit,
) -> Result<()> {
// Pre-collect once using the widest window (1y has earliest ago heights)
let skip = self.change_24h.height.len();
let (source_data, offset) = collect_source(source, skip, windows._1y);
let changes = [&mut self.change_24h, &mut self.change_1w, &mut self.change_1y];
let rates = [&mut self.rate_24h, &mut self.rate_1w, &mut self.rate_1y];
let starts = [windows._24h, windows._1w, windows._1y];
for ((change_w, rate_w), starts) in changes.into_iter().zip(rates).zip(starts) {
compute_delta_window(
&mut change_w.height,
&mut rate_w.bps.height,
max_from,
starts,
&source_data,
offset,
exit,
)?;
}
Ok(())
}
}
@@ -1,13 +1,15 @@
mod aggregated;
mod cumulative;
mod cumulative_sum;
mod full;
mod delta;
mod full;
mod rolling_average;
mod sum;
pub use aggregated::*;
pub use cumulative::*;
pub use cumulative_sum::*;
pub use full::*;
pub use delta::*;
pub use full::*;
pub use rolling_average::*;
pub use sum::*;
@@ -0,0 +1,59 @@
//! ComputedFromHeightSum - stored height + RollingWindows (sum only).
//!
//! Like ComputedFromHeightCumulativeSum but without the cumulative vec.
use std::ops::SubAssign;
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Height, Version};
use schemars::JsonSchema;
use vecdb::{Database, EagerVec, Exit, ImportableVec, PcoVec, Rw, StorageMode};
use crate::{
indexes,
internal::{NumericValue, RollingWindows, WindowStarts},
};
#[derive(Traversable)]
pub struct ComputedFromHeightSum<T, M: StorageMode = Rw>
where
T: NumericValue + JsonSchema,
{
pub height: M::Stored<EagerVec<PcoVec<Height, T>>>,
pub sum: RollingWindows<T, M>,
}
impl<T> ComputedFromHeightSum<T>
where
T: NumericValue + JsonSchema,
{
pub(crate) fn forced_import(
db: &Database,
name: &str,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let height: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, version)?;
let sum = RollingWindows::forced_import(db, &format!("{name}_sum"), version, indexes)?;
Ok(Self { height, sum })
}
/// Compute height data via closure, then rolling sum.
pub(crate) fn compute(
&mut self,
max_from: Height,
windows: &WindowStarts<'_>,
exit: &Exit,
compute_height: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
) -> Result<()>
where
T: Default + SubAssign,
{
compute_height(&mut self.height)?;
self.sum
.compute_rolling_sum(max_from, windows, &self.height, exit)?;
Ok(())
}
}
@@ -1,79 +0,0 @@
//! Change values from Height - stores signed sats and dollars (changes can be negative).
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Bitcoin, Cents, CentsSigned, Dollars, Height, Sats, SatsSigned, Version};
use vecdb::{Database, Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::{
indexes,
internal::{CentsSignedToDollars, ComputedFromHeight, LazyFromHeight, SatsSignedToBitcoin},
};
/// Change values indexed by height - sats (stored), btc (lazy), cents (stored), usd (lazy).
#[derive(Traversable)]
pub struct ValueFromHeightChange<M: StorageMode = Rw> {
pub sats: ComputedFromHeight<SatsSigned, M>,
pub btc: LazyFromHeight<Bitcoin, SatsSigned>,
pub cents: ComputedFromHeight<CentsSigned, M>,
pub usd: LazyFromHeight<Dollars, CentsSigned>,
}
impl ValueFromHeightChange {
pub(crate) fn forced_import(
db: &Database,
name: &str,
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let sats = ComputedFromHeight::forced_import(db, name, version, indexes)?;
let btc = LazyFromHeight::from_computed::<SatsSignedToBitcoin>(
&format!("{name}_btc"),
version,
sats.height.read_only_boxed_clone(),
&sats,
);
let cents =
ComputedFromHeight::forced_import(db, &format!("{name}_cents"), version, indexes)?;
let usd = LazyFromHeight::from_computed::<CentsSignedToDollars>(
&format!("{name}_usd"),
version,
cents.height.read_only_boxed_clone(),
&cents,
);
Ok(Self {
sats,
btc,
cents,
usd,
})
}
/// Compute rolling change for both sats and cents in one call.
pub(crate) fn compute_rolling(
&mut self,
starting_height: Height,
window_starts: &impl ReadableVec<Height, Height>,
sats_source: &impl ReadableVec<Height, Sats>,
cents_source: &(impl ReadableVec<Height, Cents> + Sync),
exit: &Exit,
) -> Result<()> {
self.sats.height.compute_rolling_change(
starting_height,
window_starts,
sats_source,
exit,
)?;
self.cents.height.compute_rolling_change(
starting_height,
window_starts,
cents_source,
exit,
)?;
Ok(())
}
}
@@ -1,5 +1,4 @@
mod base;
mod change;
mod cumulative;
mod cumulative_sum;
mod full;
@@ -7,7 +6,6 @@ mod lazy;
mod rolling;
pub use base::*;
pub use change::*;
pub use cumulative::*;
pub use cumulative_sum::*;
pub use full::*;
@@ -1,4 +1,4 @@
use brk_types::{Bitcoin, Cents, CentsSigned, Dollars, Sats, SatsFract, SatsSigned};
use brk_types::{Bitcoin, Cents, CentsSigned, Dollars, Sats, SatsFract};
use vecdb::{BinaryTransform, UnaryTransform};
pub struct SatsToBitcoin;
@@ -10,15 +10,6 @@ impl UnaryTransform<Sats, Bitcoin> for SatsToBitcoin {
}
}
pub struct SatsSignedToBitcoin;
impl UnaryTransform<SatsSigned, Bitcoin> for SatsSignedToBitcoin {
#[inline(always)]
fn apply(sats: SatsSigned) -> Bitcoin {
Bitcoin::from(sats)
}
}
pub struct SatsToCents;
impl BinaryTransform<Sats, Cents, Cents> for SatsToCents {
@@ -16,7 +16,7 @@ pub use bps::{
pub use currency::{
CentsSignedToDollars, CentsSubtractToCentsSigned, CentsTimesTenths,
CentsUnsignedToDollars, CentsUnsignedToSats, DollarsToSatsFract, NegCentsUnsignedToDollars,
SatsSignedToBitcoin, SatsToBitcoin, SatsToCents,
SatsToBitcoin, SatsToCents,
};
pub use derived::{
Days7, Days30, Days365, DaysToYears, PerSec, PriceTimesRatioBp32Cents, PriceTimesRatioCents,