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nym21
2026-03-04 12:36:23 +01:00
parent 0d63724903
commit 91b7f86225
115 changed files with 5342 additions and 6124 deletions
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crates/brk_computer/src/internal/distribution_stats.rs
+17
View File
@@ -17,6 +17,23 @@ pub struct DistributionStats<A, B = A, C = A, D = A, E = A, F = A, G = A, H = A>
}
impl<A> DistributionStats<A> {
pub const SUFFIXES: [&'static str; 8] = ["average", "min", "max", "p10", "p25", "median", "p75", "p90"];
pub fn try_from_fn<E>(
mut f: impl FnMut(&str) -> std::result::Result<A, E>,
) -> std::result::Result<Self, E> {
Ok(Self {
average: f(Self::SUFFIXES[0])?,
min: f(Self::SUFFIXES[1])?,
max: f(Self::SUFFIXES[2])?,
pct10: f(Self::SUFFIXES[3])?,
pct25: f(Self::SUFFIXES[4])?,
median: f(Self::SUFFIXES[5])?,
pct75: f(Self::SUFFIXES[6])?,
pct90: f(Self::SUFFIXES[7])?,
})
}
/// Apply a fallible operation to each of the 8 fields.
pub fn try_for_each_mut(&mut self, mut f: impl FnMut(&mut A) -> brk_error::Result<()>) -> brk_error::Result<()> {
f(&mut self.average)?;
crates/brk_computer/src/internal/eager_indexes.rs
+15 -11
View File
@@ -1,4 +1,4 @@
//! EagerIndexes - newtype on Indexes with EagerVec<PcoVec<I, T>> per field.
//! EagerIndexes - newtype on PerPeriod with EagerVec<PcoVec<I, T>> per field.
//!
//! Used for data eagerly computed and stored per period during indexing,
//! such as timestamp (first value per period) and OHLC (first/min/max per period).
@@ -8,7 +8,7 @@ use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
Day1, Day3, DifficultyEpoch, HalvingEpoch, Height, Hour1, Hour4, Hour12,
Minute10, Minute30, Month1, Month3, Month6, Version, Week1, Year1, Year10,
Indexes, Minute10, Minute30, Month1, Month3, Month6, Version, Week1, Year1, Year10,
};
use derive_more::{Deref, DerefMut};
use schemars::JsonSchema;
@@ -18,15 +18,15 @@ use vecdb::{
};
use crate::{
ComputeIndexes, indexes, indexes_apply, indexes_from,
internal::{ComputedVecValue, Indexes, NumericValue},
indexes, indexes_apply, indexes_from,
internal::{ComputedVecValue, NumericValue, PerPeriod},
};
#[derive(Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct EagerIndexes<T, M: StorageMode = Rw>(
#[allow(clippy::type_complexity)]
pub Indexes<
pub PerPeriod<
<M as StorageMode>::Stored<EagerVec<PcoVec<Minute10, T>>>,
<M as StorageMode>::Stored<EagerVec<PcoVec<Minute30, T>>>,
<M as StorageMode>::Stored<EagerVec<PcoVec<Hour1, T>>>,
@@ -68,15 +68,17 @@ where
/// Compute "first value per period" — for each period, looks up `source[first_height[period]]`.
pub(crate) fn compute_first(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
height_source: &impl ReadableVec<Height, T>,
indexes: &indexes::Vecs,
exit: &Exit,
) -> Result<()> {
let prev_height = starting_indexes.height.decremented().unwrap_or_default();
macro_rules! period {
($field:ident) => {
self.0.$field.compute_indirect_sequential(
starting_indexes.$field,
indexes.height.$field.collect_one(prev_height).unwrap_or_default(),
&indexes.$field.first_height,
height_source,
exit,
@@ -92,18 +94,19 @@ where
/// Compute "max value per period" — for each period, finds `max(source[first_height[period]..first_height[period+1]])`.
pub(crate) fn compute_max(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
height_source: &impl ReadableVec<Height, T>,
indexes: &indexes::Vecs,
exit: &Exit,
) -> Result<()> {
let src_len = height_source.len();
let prev_height = starting_indexes.height.decremented().unwrap_or_default();
macro_rules! period {
($field:ident) => {
compute_period_extremum(
&mut self.0.$field,
starting_indexes.$field,
indexes.height.$field.collect_one(prev_height).unwrap_or_default(),
&indexes.$field.first_height,
height_source,
src_len,
@@ -121,18 +124,19 @@ where
/// Compute "min value per period" — for each period, finds `min(source[first_height[period]..first_height[period+1]])`.
pub(crate) fn compute_min(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
height_source: &impl ReadableVec<Height, T>,
indexes: &indexes::Vecs,
exit: &Exit,
) -> Result<()> {
let src_len = height_source.len();
let prev_height = starting_indexes.height.decremented().unwrap_or_default();
macro_rules! period {
($field:ident) => {
compute_period_extremum(
&mut self.0.$field,
starting_indexes.$field,
indexes.height.$field.collect_one(prev_height).unwrap_or_default(),
&indexes.$field.first_height,
height_source,
src_len,
crates/brk_computer/src/internal/emas/emas_1w_1m.rs
+32
View File
@@ -0,0 +1,32 @@
//! Generic 2-slot container for 1w + 1m EMA pairs.
use brk_traversable::Traversable;
#[derive(Clone, Traversable)]
pub struct Emas1w1m<A, B = A> {
#[traversable(rename = "1w")]
pub _1w: A,
#[traversable(rename = "1m")]
pub _1m: B,
}
impl<A> Emas1w1m<A> {
pub const SUFFIXES: [&'static str; 2] = ["ema_1w", "ema_1m"];
pub fn try_from_fn<E>(
mut f: impl FnMut(&str) -> std::result::Result<A, E>,
) -> std::result::Result<Self, E> {
Ok(Self {
_1w: f(Self::SUFFIXES[0])?,
_1m: f(Self::SUFFIXES[1])?,
})
}
pub fn as_array(&self) -> [&A; 2] {
[&self._1w, &self._1m]
}
pub fn as_mut_array(&mut self) -> [&mut A; 2] {
[&mut self._1w, &mut self._1m]
}
}
crates/brk_computer/src/internal/emas/emas_2w.rs
+29
View File
@@ -0,0 +1,29 @@
//! Generic 1-slot container for 2w EMA.
use brk_traversable::Traversable;
#[derive(Clone, Traversable)]
pub struct Emas2w<A> {
#[traversable(rename = "2w")]
pub _2w: A,
}
impl<A> Emas2w<A> {
pub const SUFFIXES: [&'static str; 1] = ["ema_2w"];
pub fn try_from_fn<E>(
mut f: impl FnMut(&str) -> std::result::Result<A, E>,
) -> std::result::Result<Self, E> {
Ok(Self {
_2w: f(Self::SUFFIXES[0])?,
})
}
pub fn as_array(&self) -> [&A; 1] {
[&self._2w]
}
pub fn as_mut_array(&mut self) -> [&mut A; 1] {
[&mut self._2w]
}
}
crates/brk_computer/src/internal/emas/mod.rs
+4 -4
View File
@@ -1,5 +1,5 @@
mod _1w_1m;
mod _2w;
mod emas_1w_1m;
mod emas_2w;
pub use _1w_1m::*;
pub use _2w::*;
pub use emas_1w_1m::*;
pub use emas_2w::*;
crates/brk_computer/src/internal/from_height/by_unit/rolling_full.rs
+16 -25
View File
@@ -29,16 +29,9 @@ impl RollingFullSlot {
) -> Result<Self> {
Ok(Self {
sum: ByUnit::forced_import(db, &format!("{name}_sum"), version, indexes)?,
distribution: DistributionStats {
average: ByUnit::forced_import(db, &format!("{name}_average"), version, indexes)?,
min: ByUnit::forced_import(db, &format!("{name}_min"), version, indexes)?,
max: ByUnit::forced_import(db, &format!("{name}_max"), version, indexes)?,
pct10: ByUnit::forced_import(db, &format!("{name}_p10"), version, indexes)?,
pct25: ByUnit::forced_import(db, &format!("{name}_p25"), version, indexes)?,
median: ByUnit::forced_import(db, &format!("{name}_median"), version, indexes)?,
pct75: ByUnit::forced_import(db, &format!("{name}_p75"), version, indexes)?,
pct90: ByUnit::forced_import(db, &format!("{name}_p90"), version, indexes)?,
},
distribution: DistributionStats::try_from_fn(|suffix| {
ByUnit::forced_import(db, &format!("{name}_{suffix}"), version, indexes)
})?,
})
}
@@ -55,21 +48,19 @@ impl RollingFullSlot {
let d = &mut self.distribution;
compute_rolling_distribution_from_starts(
max_from, starts, sats_source,
&mut d.average.sats.height, &mut d.min.sats.height,
&mut d.max.sats.height, &mut d.pct10.sats.height,
&mut d.pct25.sats.height, &mut d.median.sats.height,
&mut d.pct75.sats.height, &mut d.pct90.sats.height, exit,
)?;
compute_rolling_distribution_from_starts(
max_from, starts, cents_source,
&mut d.average.cents.height, &mut d.min.cents.height,
&mut d.max.cents.height, &mut d.pct10.cents.height,
&mut d.pct25.cents.height, &mut d.median.cents.height,
&mut d.pct75.cents.height, &mut d.pct90.cents.height, exit,
)?;
macro_rules! compute_unit {
($unit:ident, $source:expr) => {
compute_rolling_distribution_from_starts(
max_from, starts, $source,
&mut d.average.$unit.height, &mut d.min.$unit.height,
&mut d.max.$unit.height, &mut d.pct10.$unit.height,
&mut d.pct25.$unit.height, &mut d.median.$unit.height,
&mut d.pct75.$unit.height, &mut d.pct90.$unit.height, exit,
)?
};
}
compute_unit!(sats, sats_source);
compute_unit!(cents, cents_source);
Ok(())
}
crates/brk_computer/src/internal/from_height/ratio/extended.rs
+3 -3
View File
@@ -1,10 +1,10 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Height, Version};
use brk_types::{Cents, Height, Indexes, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
use crate::{ComputeIndexes, blocks, indexes, prices};
use crate::{blocks, indexes, prices};
use super::{ComputedFromHeightRatio, ComputedFromHeightRatioExtension};
@@ -36,7 +36,7 @@ impl ComputedFromHeightRatioExtended {
&mut self,
blocks: &blocks::Vecs,
prices: &prices::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
metric_price: &impl ReadableVec<Height, Cents>,
) -> Result<()> {
crates/brk_computer/src/internal/from_height/ratio/extension.rs
+10 -20
View File
@@ -1,10 +1,10 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints32, Cents, Height, StoredF32, Version};
use brk_types::{BasisPoints32, Cents, Height, Indexes, StoredF32, Version};
use vecdb::{AnyStoredVec, AnyVec, Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode, VecIndex, WritableVec};
use crate::{
ComputeIndexes, blocks, indexes,
blocks, indexes,
internal::{ComputedFromHeightStdDevExtended, Price, TDigest},
};
@@ -104,7 +104,7 @@ impl ComputedFromHeightRatioExtension {
pub(crate) fn compute_rest(
&mut self,
blocks: &blocks::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
ratio_source: &impl ReadableVec<Height, StoredF32>,
) -> Result<()> {
@@ -182,14 +182,9 @@ impl ComputedFromHeightRatioExtension {
}
// Compute stddev at height level
self.ratio_sd
.compute_all(blocks, starting_indexes, exit, ratio_source)?;
self.ratio_sd_4y
.compute_all(blocks, starting_indexes, exit, ratio_source)?;
self.ratio_sd_2y
.compute_all(blocks, starting_indexes, exit, ratio_source)?;
self.ratio_sd_1y
.compute_all(blocks, starting_indexes, exit, ratio_source)?;
for sd in [&mut self.ratio_sd, &mut self.ratio_sd_4y, &mut self.ratio_sd_2y, &mut self.ratio_sd_1y] {
sd.compute_all(blocks, starting_indexes, exit, ratio_source)?;
}
Ok(())
}
@@ -197,7 +192,7 @@ impl ComputedFromHeightRatioExtension {
/// Compute cents ratio bands: cents_band = metric_price_cents * ratio_percentile
pub(crate) fn compute_cents_bands(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
metric_price: &impl ReadableVec<Height, Cents>,
exit: &Exit,
) -> Result<()> {
@@ -224,14 +219,9 @@ impl ComputedFromHeightRatioExtension {
compute_band!(ratio_pct1_price, &self.ratio_pct1.bps.height);
// Stddev cents bands
self.ratio_sd
.compute_cents_bands(starting_indexes, metric_price, exit)?;
self.ratio_sd_4y
.compute_cents_bands(starting_indexes, metric_price, exit)?;
self.ratio_sd_2y
.compute_cents_bands(starting_indexes, metric_price, exit)?;
self.ratio_sd_1y
.compute_cents_bands(starting_indexes, metric_price, exit)?;
for sd in [&mut self.ratio_sd, &mut self.ratio_sd_4y, &mut self.ratio_sd_2y, &mut self.ratio_sd_1y] {
sd.compute_cents_bands(starting_indexes, metric_price, exit)?;
}
Ok(())
}
crates/brk_computer/src/internal/from_height/ratio/mod.rs
+3 -3
View File
@@ -8,10 +8,10 @@ pub use price_extended::*;
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{BasisPoints32, Cents, Height, StoredF32, Version};
use brk_types::{BasisPoints32, Cents, Height, Indexes, StoredF32, Version};
use vecdb::{Database, Exit, ReadableCloneableVec, ReadableVec, Rw, StorageMode};
use crate::{ComputeIndexes, indexes, internal::Bp32ToFloat};
use crate::{indexes, internal::Bp32ToFloat};
use super::{ComputedFromHeight, LazyFromHeight};
@@ -56,7 +56,7 @@ impl ComputedFromHeightRatio {
/// Compute ratio = close_price / metric_price at height level (both in cents)
pub(crate) fn compute_ratio(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
close_price: &impl ReadableVec<Height, Cents>,
metric_price: &impl ReadableVec<Height, Cents>,
exit: &Exit,
crates/brk_computer/src/internal/from_height/ratio/price_extended.rs
+3 -3
View File
@@ -1,11 +1,11 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Height, Version};
use brk_types::{Cents, Height, Indexes, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{Database, EagerVec, Exit, PcoVec, Rw, StorageMode};
use crate::internal::{ComputedFromHeight, Price};
use crate::{ComputeIndexes, blocks, indexes, prices};
use crate::{blocks, indexes, prices};
use super::ComputedFromHeightRatioExtended;
@@ -37,7 +37,7 @@ impl ComputedFromHeightPriceWithRatioExtended {
&mut self,
blocks: &blocks::Vecs,
prices: &prices::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
mut compute_price: F,
) -> Result<()>
crates/brk_computer/src/internal/from_height/stddev/extended.rs
+5 -5
View File
@@ -1,12 +1,12 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Height, StoredF32, Version};
use brk_types::{Cents, Height, Indexes, StoredF32, Version};
use vecdb::{
AnyStoredVec, AnyVec, Database, EagerVec, Exit, PcoVec, ReadableVec, Rw, StorageMode, VecIndex,
WritableVec,
};
use crate::{ComputeIndexes, blocks, indexes};
use crate::{blocks, indexes};
use crate::internal::{ComputedFromHeight, Price};
@@ -110,7 +110,7 @@ impl ComputedFromHeightStdDevExtended {
pub(crate) fn compute_all(
&mut self,
blocks: &blocks::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
source: &impl ReadableVec<Height, StoredF32>,
) -> Result<()> {
@@ -123,7 +123,7 @@ impl ComputedFromHeightStdDevExtended {
pub(crate) fn compute_bands(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
sma_opt: Option<&impl ReadableVec<Height, StoredF32>>,
source: &impl ReadableVec<Height, StoredF32>,
@@ -202,7 +202,7 @@ impl ComputedFromHeightStdDevExtended {
/// Compute cents price bands: cents_band = metric_price_cents * band_ratio
pub(crate) fn compute_cents_bands(
&mut self,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
metric_price: &impl ReadableVec<Height, Cents>,
exit: &Exit,
) -> Result<()> {
crates/brk_computer/src/internal/from_height/stddev/mod.rs
+3 -3
View File
@@ -4,10 +4,10 @@ pub use extended::*;
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Height, StoredF32, Version};
use brk_types::{Height, Indexes, StoredF32, Version};
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode};
use crate::{ComputeIndexes, blocks, indexes};
use crate::{blocks, indexes};
use crate::internal::ComputedFromHeight;
@@ -57,7 +57,7 @@ impl ComputedFromHeightStdDev {
pub(crate) fn compute_all(
&mut self,
blocks: &blocks::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
source: &impl ReadableVec<Height, StoredF32>,
) -> Result<()> {
crates/brk_computer/src/internal/from_tx/distribution.rs
+3 -3
View File
@@ -6,12 +6,12 @@
use brk_error::Result;
use brk_indexer::Indexer;
use brk_traversable::Traversable;
use brk_types::TxIndex;
use brk_types::{Indexes, TxIndex};
use schemars::JsonSchema;
use vecdb::{Database, EagerVec, Exit, ImportableVec, PcoVec, Rw, StorageMode, Version};
use crate::{
ComputeIndexes, indexes,
indexes,
internal::{ComputedVecValue, NumericValue, TxDerivedDistribution},
};
@@ -43,7 +43,7 @@ where
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
skip_count: usize,
) -> Result<()>
crates/brk_computer/src/internal/from_tx/lazy_distribution.rs
+3 -3
View File
@@ -3,12 +3,12 @@
use brk_error::Result;
use brk_indexer::Indexer;
use brk_traversable::Traversable;
use brk_types::TxIndex;
use brk_types::{Indexes, TxIndex};
use schemars::JsonSchema;
use vecdb::{Database, Exit, LazyVecFrom2, ReadableVec, Rw, StorageMode, Version};
use crate::{
ComputeIndexes, indexes,
indexes,
internal::{ComputedVecValue, NumericValue, TxDerivedDistribution},
};
@@ -47,7 +47,7 @@ where
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()>
where
crates/brk_computer/src/internal/height_derived/last.rs
+2 -2
View File
@@ -13,14 +13,14 @@ use vecdb::{
use crate::{
indexes, indexes_from,
internal::{ComputedVecValue, Indexes, NumericValue},
internal::{ComputedVecValue, NumericValue, PerPeriod},
};
#[derive(Clone, Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct ComputedHeightDerived<T>(
#[allow(clippy::type_complexity)]
pub Indexes<
pub PerPeriod<
LazyAggVec<Minute10, Option<T>, Height, Height, T>,
LazyAggVec<Minute30, Option<T>, Height, Height, T>,
LazyAggVec<Hour1, Option<T>, Height, Height, T>,
crates/brk_computer/src/internal/height_derived/lazy_last.rs
+2 -2
View File
@@ -16,7 +16,7 @@ use vecdb::{
use crate::{
indexes, indexes_from,
internal::{
ComputedFromHeight, ComputedHeightDerived, ComputedVecValue, Indexes, NumericValue,
ComputedFromHeight, ComputedHeightDerived, ComputedVecValue, NumericValue, PerPeriod,
},
};
@@ -59,7 +59,7 @@ where
#[traversable(transparent)]
pub struct LazyHeightDerived<T, S1T = T>(
#[allow(clippy::type_complexity)]
pub Indexes<
pub PerPeriod<
LazyTransformLast<Minute10, Option<T>, Option<S1T>>,
LazyTransformLast<Minute30, Option<T>, Option<S1T>>,
LazyTransformLast<Hour1, Option<T>, Option<S1T>>,
crates/brk_computer/src/internal/indexes.rs
+3 -3
View File
@@ -7,7 +7,7 @@ use brk_traversable::Traversable;
#[derive(Clone, Traversable)]
#[traversable(merge)]
pub struct Indexes<M10, M30, H1, H4, H12, D1, D3, W1, Mo1, Mo3, Mo6, Y1, Y10, HE, DE> {
pub struct PerPeriod<M10, M30, H1, H4, H12, D1, D3, W1, Mo1, Mo3, Mo6, Y1, Y10, HE, DE> {
pub minute10: M10,
pub minute30: M30,
pub hour1: H1,
@@ -25,7 +25,7 @@ pub struct Indexes<M10, M30, H1, H4, H12, D1, D3, W1, Mo1, Mo3, Mo6, Y1, Y10, HE
pub difficultyepoch: DE,
}
/// Helper macro to construct an `Indexes` by applying a macro to each field.
/// Helper macro to construct a `PerPeriod` by applying a macro to each field.
///
/// Usage:
/// ```ignore
@@ -35,7 +35,7 @@ pub struct Indexes<M10, M30, H1, H4, H12, D1, D3, W1, Mo1, Mo3, Mo6, Y1, Y10, HE
#[macro_export]
macro_rules! indexes_from {
($period:ident, $epoch:ident) => {
$crate::internal::Indexes {
$crate::internal::PerPeriod {
minute10: $period!(minute10),
minute30: $period!(minute30),
hour1: $period!(hour1),
crates/brk_computer/src/internal/lazy_eager_indexes.rs
+2 -2
View File
@@ -14,14 +14,14 @@ use vecdb::{LazyVecFrom1, ReadableCloneableVec, UnaryTransform};
use crate::{
indexes_from,
internal::{ComputedVecValue, EagerIndexes, Indexes},
internal::{ComputedVecValue, EagerIndexes, PerPeriod},
};
#[derive(Clone, Deref, DerefMut, Traversable)]
#[traversable(transparent)]
pub struct LazyEagerIndexes<T, S>(
#[allow(clippy::type_complexity)]
pub Indexes<
pub PerPeriod<
LazyVecFrom1<Minute10, T, Minute10, S>,
LazyVecFrom1<Minute30, T, Minute30, S>,
LazyVecFrom1<Hour1, T, Hour1, S>,
crates/brk_computer/src/internal/rolling/distribution.rs
+18 -38
View File
@@ -37,16 +37,9 @@ where
indexes: &indexes::Vecs,
) -> Result<Self> {
let v = version + VERSION;
Ok(Self(DistributionStats {
average: RollingWindows::forced_import(db, &format!("{name}_average"), v, indexes)?,
min: RollingWindows::forced_import(db, &format!("{name}_min"), v, indexes)?,
max: RollingWindows::forced_import(db, &format!("{name}_max"), v, indexes)?,
pct10: RollingWindows::forced_import(db, &format!("{name}_p10"), v, indexes)?,
pct25: RollingWindows::forced_import(db, &format!("{name}_p25"), v, indexes)?,
median: RollingWindows::forced_import(db, &format!("{name}_median"), v, indexes)?,
pct75: RollingWindows::forced_import(db, &format!("{name}_p75"), v, indexes)?,
pct90: RollingWindows::forced_import(db, &format!("{name}_p90"), v, indexes)?,
}))
Ok(Self(DistributionStats::try_from_fn(|suffix| {
RollingWindows::forced_import(db, &format!("{name}_{suffix}"), v, indexes)
})?))
}
/// Compute all 8 distribution stats across all 4 windows from a single source.
@@ -66,34 +59,21 @@ where
T: Copy + Ord + From<f64> + Default,
f64: From<T>,
{
compute_rolling_distribution_from_starts(
max_from, windows._24h, source,
&mut self.0.average._24h.height, &mut self.0.min._24h.height,
&mut self.0.max._24h.height, &mut self.0.pct10._24h.height,
&mut self.0.pct25._24h.height, &mut self.0.median._24h.height,
&mut self.0.pct75._24h.height, &mut self.0.pct90._24h.height, exit,
)?;
compute_rolling_distribution_from_starts(
max_from, windows._1w, source,
&mut self.0.average._1w.height, &mut self.0.min._1w.height,
&mut self.0.max._1w.height, &mut self.0.pct10._1w.height,
&mut self.0.pct25._1w.height, &mut self.0.median._1w.height,
&mut self.0.pct75._1w.height, &mut self.0.pct90._1w.height, exit,
)?;
compute_rolling_distribution_from_starts(
max_from, windows._1m, source,
&mut self.0.average._1m.height, &mut self.0.min._1m.height,
&mut self.0.max._1m.height, &mut self.0.pct10._1m.height,
&mut self.0.pct25._1m.height, &mut self.0.median._1m.height,
&mut self.0.pct75._1m.height, &mut self.0.pct90._1m.height, exit,
)?;
compute_rolling_distribution_from_starts(
max_from, windows._1y, source,
&mut self.0.average._1y.height, &mut self.0.min._1y.height,
&mut self.0.max._1y.height, &mut self.0.pct10._1y.height,
&mut self.0.pct25._1y.height, &mut self.0.median._1y.height,
&mut self.0.pct75._1y.height, &mut self.0.pct90._1y.height, exit,
)?;
macro_rules! compute_window {
($w:ident) => {
compute_rolling_distribution_from_starts(
max_from, windows.$w, source,
&mut self.0.average.$w.height, &mut self.0.min.$w.height,
&mut self.0.max.$w.height, &mut self.0.pct10.$w.height,
&mut self.0.pct25.$w.height, &mut self.0.median.$w.height,
&mut self.0.pct75.$w.height, &mut self.0.pct90.$w.height, exit,
)?
};
}
compute_window!(_24h);
compute_window!(_1w);
compute_window!(_1m);
compute_window!(_1y);
Ok(())
}
crates/brk_computer/src/internal/tx_derived/distribution.rs
+4 -4
View File
@@ -7,12 +7,12 @@ use brk_error::Result;
use brk_indexer::Indexer;
use brk_traversable::Traversable;
use brk_types::{Height, TxIndex};
use brk_types::{Height, Indexes, TxIndex};
use schemars::JsonSchema;
use vecdb::{Database, Exit, ReadableVec, Rw, StorageMode, Version};
use crate::{
ComputeIndexes, indexes,
indexes,
internal::{ComputedVecValue, Distribution, NumericValue},
};
@@ -66,7 +66,7 @@ where
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
txindex_source: &impl ReadableVec<TxIndex, T>,
exit: &Exit,
) -> Result<()>
@@ -93,7 +93,7 @@ where
&mut self,
indexer: &Indexer,
indexes: &indexes::Vecs,
starting_indexes: &ComputeIndexes,
starting_indexes: &Indexes,
txindex_source: &impl ReadableVec<TxIndex, T>,
exit: &Exit,
skip_count: usize,