global: add min max choppiness datasets + fixes

This commit is contained in:
nym21
2025-09-09 17:52:45 +02:00
parent 16abce1f2d
commit a610fd53e2
12 changed files with 606 additions and 205 deletions
Generated
+27 -27
View File
@@ -750,7 +750,7 @@ dependencies = [
"css-module-lexer",
"dunce",
"futures",
"indexmap 2.11.0",
"indexmap 2.11.1",
"itertools",
"itoa",
"memchr",
@@ -1020,7 +1020,7 @@ dependencies = [
"fast-glob",
"form_urlencoded",
"futures",
"indexmap 2.11.0",
"indexmap 2.11.1",
"infer",
"itoa",
"memchr",
@@ -1772,12 +1772,12 @@ checksum = "877a4ace8713b0bcf2a4e7eec82529c029f1d0619886d18145fea96c3ffe5c0f"
[[package]]
name = "errno"
version = "0.3.13"
version = "0.3.14"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "778e2ac28f6c47af28e4907f13ffd1e1ddbd400980a9abd7c8df189bf578a5ad"
checksum = "39cab71617ae0d63f51a36d69f866391735b51691dbda63cf6f96d042b63efeb"
dependencies = [
"libc",
"windows-sys 0.60.2",
"windows-sys 0.61.0",
]
[[package]]
@@ -2349,9 +2349,9 @@ dependencies = [
[[package]]
name = "indexmap"
version = "2.11.0"
version = "2.11.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f2481980430f9f78649238835720ddccc57e52df14ffce1c6f37391d61b563e9"
checksum = "206a8042aec68fa4a62e8d3f7aa4ceb508177d9324faf261e1959e495b7a1921"
dependencies = [
"equivalent",
"hashbrown 0.15.5",
@@ -2379,7 +2379,7 @@ dependencies = [
"crossbeam-utils",
"dashmap",
"env_logger",
"indexmap 2.11.0",
"indexmap 2.11.1",
"itoa",
"log",
"num-format",
@@ -2595,9 +2595,9 @@ dependencies = [
[[package]]
name = "linux-raw-sys"
version = "0.9.4"
version = "0.11.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cd945864f07fe9f5371a27ad7b52a172b4b499999f1d97574c9fa68373937e12"
checksum = "df1d3c3b53da64cf5760482273a98e575c651a67eec7f77df96b5b642de8f039"
[[package]]
name = "litemap"
@@ -3218,7 +3218,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "0784392356fa78dd4c9047fce7c9046c141f8990736792d00310bf40935b1870"
dependencies = [
"cfg-if",
"indexmap 2.11.0",
"indexmap 2.11.1",
"json-strip-comments",
"once_cell",
"papaya",
@@ -3311,7 +3311,7 @@ dependencies = [
"base64 0.22.1",
"compact_str",
"cow-utils",
"indexmap 2.11.0",
"indexmap 2.11.1",
"itoa",
"memchr",
"oxc-browserslist",
@@ -3504,7 +3504,7 @@ checksum = "54acf3a685220b533e437e264e4d932cfbdc4cc7ec0cd232ed73c08d03b8a7ca"
dependencies = [
"fixedbitset",
"hashbrown 0.15.5",
"indexmap 2.11.0",
"indexmap 2.11.1",
"serde",
]
@@ -3965,15 +3965,15 @@ checksum = "357703d41365b4b27c590e3ed91eabb1b663f07c4c084095e60cbed4362dff0d"
[[package]]
name = "rustix"
version = "1.0.8"
version = "1.1.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "11181fbabf243db407ef8df94a6ce0b2f9a733bd8be4ad02b4eda9602296cac8"
checksum = "cd15f8a2c5551a84d56efdc1cd049089e409ac19a3072d5037a17fd70719ff3e"
dependencies = [
"bitflags 2.9.4",
"errno",
"libc",
"linux-raw-sys",
"windows-sys 0.60.2",
"windows-sys 0.61.0",
]
[[package]]
@@ -4118,9 +4118,9 @@ checksum = "1bc711410fbe7399f390ca1c3b60ad0f53f80e95c5eb935e52268a0e2cd49acc"
[[package]]
name = "seqdb"
version = "0.2.11"
version = "0.2.12"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "3078349d3b0b862848f518737b1228fdbaa725819688036db54363aa6c960ead"
checksum = "c97f1528725c4bb77e7f804440e353ef2c55dd73dceffc0ef856873b01a5216b"
dependencies = [
"allocative",
"allocative_derive",
@@ -4179,7 +4179,7 @@ version = "1.0.143"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d401abef1d108fbd9cbaebc3e46611f4b1021f714a0597a71f41ee463f5f4a5a"
dependencies = [
"indexmap 2.11.0",
"indexmap 2.11.1",
"itoa",
"memchr",
"ryu",
@@ -4227,7 +4227,7 @@ dependencies = [
"chrono",
"hex",
"indexmap 1.9.3",
"indexmap 2.11.0",
"indexmap 2.11.1",
"schemars 0.9.0",
"schemars 1.0.4",
"serde",
@@ -4629,7 +4629,7 @@ version = "0.9.5"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "75129e1dc5000bfbaa9fee9d1b21f974f9fbad9daec557a521ee6e080825f6e8"
dependencies = [
"indexmap 2.11.0",
"indexmap 2.11.1",
"serde",
"serde_spanned",
"toml_datetime 0.7.0",
@@ -4659,7 +4659,7 @@ version = "0.22.27"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "41fe8c660ae4257887cf66394862d21dbca4a6ddd26f04a3560410406a2f819a"
dependencies = [
"indexmap 2.11.0",
"indexmap 2.11.1",
"toml_datetime 0.6.11",
"winnow",
]
@@ -4976,9 +4976,9 @@ checksum = "8f54a172d0620933a27a4360d3db3e2ae0dd6cceae9730751a036bbf182c4b23"
[[package]]
name = "vecdb"
version = "0.2.11"
version = "0.2.12"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9f3b3745eeee3b56f0db302a3ccaa2b400b5c881adf7319afde753b2fed83aae"
checksum = "f0f9d0664d3ddb92e67ecc155b748ba16bb2d0c04a92276a33be6eac1a38d533"
dependencies = [
"allocative",
"allocative_derive",
@@ -4998,9 +4998,9 @@ dependencies = [
[[package]]
name = "vecdb_derive"
version = "0.2.11"
version = "0.2.12"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cb14e5900ae8ba26112c438311b274de59e566a180d7795a584a83e3faa5cb9f"
checksum = "d263723d1fbfeed0a279d8983e6b7f58ece72a6fa2bf4772d630b72d1ba2b298"
dependencies = [
"quote",
"syn 2.0.106",
@@ -5524,7 +5524,7 @@ dependencies = [
"arbitrary",
"crc32fast",
"flate2",
"indexmap 2.11.0",
"indexmap 2.11.1",
"memchr",
"zopfli",
]
+1 -1
View File
@@ -56,7 +56,7 @@ serde_derive = "1.0.219"
serde_json = { version = "1.0.143", features = ["float_roundtrip"] }
tokio = { version = "1.47.1", features = ["rt-multi-thread"] }
# vecdb = { path = "../seqdb/crates/vecdb", features = ["derive"]}
vecdb = { version = "0.2.11", features = ["derive"]}
vecdb = { version = "0.2.12", features = ["derive"]}
zerocopy = "0.8.27"
zerocopy-derive = "0.8.27"
+45 -1
View File
@@ -2,7 +2,7 @@ use std::path::Path;
use brk_error::Result;
use brk_indexer::Indexer;
use brk_structs::{StoredI16, StoredU16, Version};
use brk_structs::{StoredF32, StoredI16, StoredU16, Version};
use vecdb::{AnyCollectableVec, AnyVec, Database, Exit};
use crate::grouped::Source;
@@ -24,7 +24,9 @@ pub struct Vecs {
pub constant_2: ComputedVecsFromHeight<StoredU16>,
pub constant_3: ComputedVecsFromHeight<StoredU16>,
pub constant_4: ComputedVecsFromHeight<StoredU16>,
pub constant_38_2: ComputedVecsFromHeight<StoredF32>,
pub constant_50: ComputedVecsFromHeight<StoredU16>,
pub constant_61_8: ComputedVecsFromHeight<StoredF32>,
pub constant_100: ComputedVecsFromHeight<StoredU16>,
pub constant_600: ComputedVecsFromHeight<StoredU16>,
pub constant_minus_1: ComputedVecsFromHeight<StoredI16>,
@@ -78,6 +80,14 @@ impl Vecs {
indexes,
VecBuilderOptions::default().add_last(),
)?,
constant_38_2: ComputedVecsFromHeight::forced_import(
&db,
"constant_38_2",
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
constant_50: ComputedVecsFromHeight::forced_import(
&db,
"constant_50",
@@ -86,6 +96,14 @@ impl Vecs {
indexes,
VecBuilderOptions::default().add_last(),
)?,
constant_61_8: ComputedVecsFromHeight::forced_import(
&db,
"constant_61_8",
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
VecBuilderOptions::default().add_last(),
)?,
constant_100: ComputedVecsFromHeight::forced_import(
&db,
"constant_100",
@@ -223,6 +241,30 @@ impl Vecs {
)
})?;
[
(&mut self.constant_38_2, 38.2),
(&mut self.constant_61_8, 61.8),
]
.into_iter()
.try_for_each(|(vec, value)| {
vec.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, indexes, starting_indexes, exit| {
vec.compute_to(
starting_indexes.height,
indexes.height_to_date.len(),
indexes.height_to_date.version(),
|i| (i, StoredF32::from(value)),
exit,
)?;
Ok(())
},
)
})?;
Ok(())
}
@@ -233,7 +275,9 @@ impl Vecs {
self.constant_2.vecs(),
self.constant_3.vecs(),
self.constant_4.vecs(),
self.constant_38_2.vecs(),
self.constant_50.vecs(),
self.constant_61_8.vecs(),
self.constant_100.vecs(),
self.constant_600.vecs(),
self.constant_minus_1.vecs(),
+100 -100
View File
@@ -20,11 +20,11 @@ where
pub average: Option<Box<EagerVec<I, T>>>,
pub sum: Option<Box<EagerVec<I, T>>>,
pub max: Option<Box<EagerVec<I, T>>>,
pub p90: Option<Box<EagerVec<I, T>>>,
pub p75: Option<Box<EagerVec<I, T>>>,
pub pct90: Option<Box<EagerVec<I, T>>>,
pub pct75: Option<Box<EagerVec<I, T>>>,
pub median: Option<Box<EagerVec<I, T>>>,
pub p25: Option<Box<EagerVec<I, T>>>,
pub p10: Option<Box<EagerVec<I, T>>>,
pub pct25: Option<Box<EagerVec<I, T>>>,
pub pct10: Option<Box<EagerVec<I, T>>>,
pub min: Option<Box<EagerVec<I, T>>>,
pub last: Option<Box<EagerVec<I, T>>>,
pub cumulative: Option<Box<EagerVec<I, T>>>,
@@ -152,44 +152,44 @@ where
.unwrap(),
)
}),
p90: options.p90.then(|| {
pct90: options.pct90.then(|| {
Box::new(
EagerVec::forced_import(
db,
&maybe_suffix("p90"),
&maybe_suffix("pct90"),
version + VERSION + Version::ZERO,
format,
)
.unwrap(),
)
}),
p75: options.p75.then(|| {
pct75: options.pct75.then(|| {
Box::new(
EagerVec::forced_import(
db,
&maybe_suffix("p75"),
&maybe_suffix("pct75"),
version + VERSION + Version::ZERO,
format,
)
.unwrap(),
)
}),
p25: options.p25.then(|| {
pct25: options.pct25.then(|| {
Box::new(
EagerVec::forced_import(
db,
&maybe_suffix("p25"),
&maybe_suffix("pct25"),
version + VERSION + Version::ZERO,
format,
)
.unwrap(),
)
}),
p10: options.p10.then(|| {
pct10: options.pct10.then(|| {
Box::new(
EagerVec::forced_import(
db,
&maybe_suffix("p10"),
&maybe_suffix("pct10"),
version + VERSION + Version::ZERO,
format,
)
@@ -293,11 +293,11 @@ where
let needs_average_sum_or_cumulative =
needs_sum_or_cumulative || self.average.is_some();
let needs_sorted = self.max.is_some()
|| self.p90.is_some()
|| self.p75.is_some()
|| self.pct90.is_some()
|| self.pct75.is_some()
|| self.median.is_some()
|| self.p25.is_some()
|| self.p10.is_some()
|| self.pct25.is_some()
|| self.pct10.is_some()
|| self.min.is_some();
let needs_values = needs_sorted || needs_average_sum_or_cumulative;
@@ -334,24 +334,24 @@ where
)?;
}
if let Some(p90) = self.p90.as_mut() {
p90.forced_push_at(index, get_percentile(&values, 0.90), exit)?;
if let Some(pct90) = self.pct90.as_mut() {
pct90.forced_push_at(index, get_percentile(&values, 0.90), exit)?;
}
if let Some(p75) = self.p75.as_mut() {
p75.forced_push_at(index, get_percentile(&values, 0.75), exit)?;
if let Some(pct75) = self.pct75.as_mut() {
pct75.forced_push_at(index, get_percentile(&values, 0.75), exit)?;
}
if let Some(median) = self.median.as_mut() {
median.forced_push_at(index, get_percentile(&values, 0.50), exit)?;
}
if let Some(p25) = self.p25.as_mut() {
p25.forced_push_at(index, get_percentile(&values, 0.25), exit)?;
if let Some(pct25) = self.pct25.as_mut() {
pct25.forced_push_at(index, get_percentile(&values, 0.25), exit)?;
}
if let Some(p10) = self.p10.as_mut() {
p10.forced_push_at(index, get_percentile(&values, 0.10), exit)?;
if let Some(pct10) = self.pct10.as_mut() {
pct10.forced_push_at(index, get_percentile(&values, 0.10), exit)?;
}
if let Some(min) = self.min.as_mut() {
@@ -402,11 +402,11 @@ where
where
I2: StoredIndex + StoredRaw + CheckedSub<I2>,
{
if self.p90.is_some()
|| self.p75.is_some()
if self.pct90.is_some()
|| self.pct75.is_some()
|| self.median.is_some()
|| self.p25.is_some()
|| self.p10.is_some()
|| self.pct25.is_some()
|| self.pct10.is_some()
{
panic!("unsupported");
}
@@ -559,24 +559,24 @@ where
self.max.as_ref().unwrap()
}
#[allow(unused)]
pub fn unwrap_p90(&self) -> &EagerVec<I, T> {
self.p90.as_ref().unwrap()
pub fn unwrap_pct90(&self) -> &EagerVec<I, T> {
self.pct90.as_ref().unwrap()
}
#[allow(unused)]
pub fn unwrap_p75(&self) -> &EagerVec<I, T> {
self.p75.as_ref().unwrap()
pub fn unwrap_pct75(&self) -> &EagerVec<I, T> {
self.pct75.as_ref().unwrap()
}
#[allow(unused)]
pub fn unwrap_median(&self) -> &EagerVec<I, T> {
self.median.as_ref().unwrap()
}
#[allow(unused)]
pub fn unwrap_p25(&self) -> &EagerVec<I, T> {
self.p25.as_ref().unwrap()
pub fn unwrap_pct25(&self) -> &EagerVec<I, T> {
self.pct25.as_ref().unwrap()
}
#[allow(unused)]
pub fn unwrap_p10(&self) -> &EagerVec<I, T> {
self.p10.as_ref().unwrap()
pub fn unwrap_pct10(&self) -> &EagerVec<I, T> {
self.pct10.as_ref().unwrap()
}
pub fn unwrap_min(&self) -> &EagerVec<I, T> {
self.min.as_ref().unwrap()
@@ -616,17 +616,17 @@ where
if let Some(cumulative) = self.cumulative.as_ref() {
v.push(cumulative.as_ref());
}
if let Some(p90) = self.p90.as_ref() {
v.push(p90.as_ref());
if let Some(pct90) = self.pct90.as_ref() {
v.push(pct90.as_ref());
}
if let Some(p75) = self.p75.as_ref() {
v.push(p75.as_ref());
if let Some(pct75) = self.pct75.as_ref() {
v.push(pct75.as_ref());
}
if let Some(p25) = self.p25.as_ref() {
v.push(p25.as_ref());
if let Some(pct25) = self.pct25.as_ref() {
v.push(pct25.as_ref());
}
if let Some(p10) = self.p10.as_ref() {
v.push(p10.as_ref());
if let Some(pct10) = self.pct10.as_ref() {
v.push(pct10.as_ref());
}
v
@@ -657,17 +657,17 @@ where
if let Some(cumulative) = self.cumulative.as_mut() {
cumulative.safe_flush(exit)?;
}
if let Some(p90) = self.p90.as_mut() {
p90.safe_flush(exit)?;
if let Some(pct90) = self.pct90.as_mut() {
pct90.safe_flush(exit)?;
}
if let Some(p75) = self.p75.as_mut() {
p75.safe_flush(exit)?;
if let Some(pct75) = self.pct75.as_mut() {
pct75.safe_flush(exit)?;
}
if let Some(p25) = self.p25.as_mut() {
p25.safe_flush(exit)?;
if let Some(pct25) = self.pct25.as_mut() {
pct25.safe_flush(exit)?;
}
if let Some(p10) = self.p10.as_mut() {
p10.safe_flush(exit)?;
if let Some(pct10) = self.pct10.as_mut() {
pct10.safe_flush(exit)?;
}
Ok(())
@@ -698,17 +698,17 @@ where
if let Some(cumulative) = self.cumulative.as_mut() {
cumulative.validate_computed_version_or_reset(Version::ZERO + version)?;
}
if let Some(p90) = self.p90.as_mut() {
p90.validate_computed_version_or_reset(Version::ZERO + version)?;
if let Some(pct90) = self.pct90.as_mut() {
pct90.validate_computed_version_or_reset(Version::ZERO + version)?;
}
if let Some(p75) = self.p75.as_mut() {
p75.validate_computed_version_or_reset(Version::ZERO + version)?;
if let Some(pct75) = self.pct75.as_mut() {
pct75.validate_computed_version_or_reset(Version::ZERO + version)?;
}
if let Some(p25) = self.p25.as_mut() {
p25.validate_computed_version_or_reset(Version::ZERO + version)?;
if let Some(pct25) = self.pct25.as_mut() {
pct25.validate_computed_version_or_reset(Version::ZERO + version)?;
}
if let Some(p10) = self.p10.as_mut() {
p10.validate_computed_version_or_reset(Version::ZERO + version)?;
if let Some(pct10) = self.pct10.as_mut() {
pct10.validate_computed_version_or_reset(Version::ZERO + version)?;
}
Ok(())
@@ -720,11 +720,11 @@ pub struct VecBuilderOptions {
average: bool,
sum: bool,
max: bool,
p90: bool,
p75: bool,
pct90: bool,
pct75: bool,
median: bool,
p25: bool,
p10: bool,
pct25: bool,
pct10: bool,
min: bool,
first: bool,
last: bool,
@@ -744,24 +744,24 @@ impl VecBuilderOptions {
self.max
}
pub fn p90(&self) -> bool {
self.p90
pub fn pct90(&self) -> bool {
self.pct90
}
pub fn p75(&self) -> bool {
self.p75
pub fn pct75(&self) -> bool {
self.pct75
}
pub fn median(&self) -> bool {
self.median
}
pub fn p25(&self) -> bool {
self.p25
pub fn pct25(&self) -> bool {
self.pct25
}
pub fn p10(&self) -> bool {
self.p10
pub fn pct10(&self) -> bool {
self.pct10
}
pub fn min(&self) -> bool {
@@ -817,26 +817,26 @@ impl VecBuilderOptions {
}
#[allow(unused)]
pub fn add_p90(mut self) -> Self {
self.p90 = true;
pub fn add_pct90(mut self) -> Self {
self.pct90 = true;
self
}
#[allow(unused)]
pub fn add_p75(mut self) -> Self {
self.p75 = true;
pub fn add_pct75(mut self) -> Self {
self.pct75 = true;
self
}
#[allow(unused)]
pub fn add_p25(mut self) -> Self {
self.p25 = true;
pub fn add_pct25(mut self) -> Self {
self.pct25 = true;
self
}
#[allow(unused)]
pub fn add_p10(mut self) -> Self {
self.p10 = true;
pub fn add_pct10(mut self) -> Self {
self.pct10 = true;
self
}
@@ -876,26 +876,26 @@ impl VecBuilderOptions {
}
#[allow(unused)]
pub fn rm_p90(mut self) -> Self {
self.p90 = false;
pub fn rm_pct90(mut self) -> Self {
self.pct90 = false;
self
}
#[allow(unused)]
pub fn rm_p75(mut self) -> Self {
self.p75 = false;
pub fn rm_pct75(mut self) -> Self {
self.pct75 = false;
self
}
#[allow(unused)]
pub fn rm_p25(mut self) -> Self {
self.p25 = false;
pub fn rm_pct25(mut self) -> Self {
self.pct25 = false;
self
}
#[allow(unused)]
pub fn rm_p10(mut self) -> Self {
self.p10 = false;
pub fn rm_pct10(mut self) -> Self {
self.pct10 = false;
self
}
@@ -912,20 +912,20 @@ impl VecBuilderOptions {
}
pub fn add_percentiles(mut self) -> Self {
self.p90 = true;
self.p75 = true;
self.pct90 = true;
self.pct75 = true;
self.median = true;
self.p25 = true;
self.p10 = true;
self.pct25 = true;
self.pct10 = true;
self
}
pub fn remove_percentiles(mut self) -> Self {
self.p90 = false;
self.p75 = false;
self.pct90 = false;
self.pct75 = false;
self.median = false;
self.p25 = false;
self.p10 = false;
self.pct25 = false;
self.pct10 = false;
self
}
@@ -934,11 +934,11 @@ impl VecBuilderOptions {
self.average,
self.sum,
self.max,
self.p90,
self.p75,
self.pct90,
self.pct75,
self.median,
self.p25,
self.p10,
self.pct25,
self.pct10,
self.min,
self.first,
self.last,
+24 -24
View File
@@ -320,24 +320,24 @@ impl ComputedVecsFromTxindex<Bitcoin> {
exit,
)?;
}
if let Some(_90p) = self.height.p90.as_mut() {
_90p.forced_push_at(
if let Some(pct90) = self.height.pct90.as_mut() {
pct90.forced_push_at(
height,
Bitcoin::from(
sats.height
.unwrap_p90()
.unwrap_pct90()
.into_iter()
.unwrap_get_inner(height),
),
exit,
)?;
}
if let Some(_75p) = self.height.p75.as_mut() {
_75p.forced_push_at(
if let Some(pct75) = self.height.pct75.as_mut() {
pct75.forced_push_at(
height,
Bitcoin::from(
sats.height
.unwrap_p75()
.unwrap_pct75()
.into_iter()
.unwrap_get_inner(height),
),
@@ -356,24 +356,24 @@ impl ComputedVecsFromTxindex<Bitcoin> {
exit,
)?;
}
if let Some(_25p) = self.height.p25.as_mut() {
_25p.forced_push_at(
if let Some(pct25) = self.height.pct25.as_mut() {
pct25.forced_push_at(
height,
Bitcoin::from(
sats.height
.unwrap_p25()
.unwrap_pct25()
.into_iter()
.unwrap_get_inner(height),
),
exit,
)?;
}
if let Some(_10p) = self.height.p10.as_mut() {
_10p.forced_push_at(
if let Some(pct10) = self.height.pct10.as_mut() {
pct10.forced_push_at(
height,
Bitcoin::from(
sats.height
.unwrap_p10()
.unwrap_pct10()
.into_iter()
.unwrap_get_inner(height),
),
@@ -503,25 +503,25 @@ impl ComputedVecsFromTxindex<Dollars> {
exit,
)?;
}
if let Some(_90p) = self.height.p90.as_mut() {
_90p.forced_push_at(
if let Some(pct90) = self.height.pct90.as_mut() {
pct90.forced_push_at(
height,
price
* bitcoin
.height
.unwrap_p90()
.unwrap_pct90()
.into_iter()
.unwrap_get_inner(height),
exit,
)?;
}
if let Some(_75p) = self.height.p75.as_mut() {
_75p.forced_push_at(
if let Some(pct75) = self.height.pct75.as_mut() {
pct75.forced_push_at(
height,
price
* bitcoin
.height
.unwrap_p75()
.unwrap_pct75()
.into_iter()
.unwrap_get_inner(height),
exit,
@@ -539,25 +539,25 @@ impl ComputedVecsFromTxindex<Dollars> {
exit,
)?;
}
if let Some(_25p) = self.height.p25.as_mut() {
_25p.forced_push_at(
if let Some(pct25) = self.height.pct25.as_mut() {
pct25.forced_push_at(
height,
price
* bitcoin
.height
.unwrap_p25()
.unwrap_pct25()
.into_iter()
.unwrap_get_inner(height),
exit,
)?;
}
if let Some(_10p) = self.height.p10.as_mut() {
_10p.forced_push_at(
if let Some(pct10) = self.height.pct10.as_mut() {
pct10.forced_push_at(
height,
price
* bitcoin
.height
.unwrap_p10()
.unwrap_pct10()
.into_iter()
.unwrap_get_inner(height),
exit,
+289 -22
View File
@@ -35,9 +35,20 @@ pub struct Vecs {
pub indexes_to_price_1w_volatility: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1m_volatility: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1y_volatility: ComputedVecsFromDateIndex<StoredF32>,
// pub indexes_to_price_true_range: ComputedVecsFromDateIndex<StoredF32>,
// pub indexes_to_price_2w_choppiness_index: ComputedVecsFromDateIndex<StoredF32>,
//
pub indexes_to_price_1w_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1w_max: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_2w_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_2w_max: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1m_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1m_max: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1y_min: ComputedVecsFromDateIndex<Dollars>,
pub indexes_to_price_1y_max: ComputedVecsFromDateIndex<Dollars>,
pub dateindex_to_price_true_range: EagerVec<DateIndex, StoredF32>,
pub dateindex_to_price_true_range_2w_sum: EagerVec<DateIndex, StoredF32>,
pub indexes_to_price_2w_choppiness_index: ComputedVecsFromDateIndex<StoredF32>,
pub indexes_to_price_1w_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_8d_sma: ComputedRatioVecsFromDateIndex,
pub indexes_to_price_13d_sma: ComputedRatioVecsFromDateIndex,
@@ -1420,22 +1431,88 @@ impl Vecs {
indexes,
VecBuilderOptions::default().add_last(),
)?,
// indexes_to_price_true_range: ComputedVecsFromDateIndex::forced_import(
// &db,
// "price_true_range",
// Source::Compute,
// version + Version::ZERO,
// indexes,
// VecBuilderOptions::default().add_last(),
// )?,
// indexes_to_price_2w_choppiness_index: ComputedVecsFromDateIndex::forced_import(
// &db,
// "price_2w_choppiness_index",
// Source::Compute,
// version + Version::ZERO,
// indexes,
// VecBuilderOptions::default().add_last(),
// )?,
dateindex_to_price_true_range: EagerVec::forced_import_compressed(
&db,
"price_true_range",
version + Version::ZERO,
)?,
dateindex_to_price_true_range_2w_sum: EagerVec::forced_import_compressed(
&db,
"price_true_range_2w_sum",
version + Version::ZERO,
)?,
indexes_to_price_1w_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1w_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1w_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1w_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_2w_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2w_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_2w_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2w_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1m_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1m_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1m_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1m_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1y_min: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1y_min",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_1y_max: ComputedVecsFromDateIndex::forced_import(
&db,
"price_1y_max",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
indexes_to_price_2w_choppiness_index: ComputedVecsFromDateIndex::forced_import(
&db,
"price_2w_choppiness_index",
Source::Compute,
version + Version::ONE,
indexes,
VecBuilderOptions::default().add_last(),
)?,
db,
};
@@ -1470,7 +1547,7 @@ impl Vecs {
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
self.height_to_price_ath.compute_max(
self.height_to_price_ath.compute_all_time_high(
starting_indexes.height,
&price.chainindexes_to_price_high.height,
exit,
@@ -1488,7 +1565,7 @@ impl Vecs {
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_max(
v.compute_all_time_high(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
exit,
@@ -2251,6 +2328,182 @@ impl Vecs {
},
)?;
self.dateindex_to_price_true_range.compute_transform3(
starting_indexes.dateindex,
price.timeindexes_to_price_open.dateindex.as_ref().unwrap(),
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
|(i, open, high, low, ..)| {
let high_min_low = **high - **low;
let high_min_open = (**high - **open).abs();
let low_min_open = (**low - **open).abs();
(i, high_min_low.max(high_min_open).max(low_min_open).into())
},
exit,
)?;
self.dateindex_to_price_true_range_2w_sum.compute_sum(
starting_indexes.dateindex,
&self.dateindex_to_price_true_range,
14,
exit,
)?;
self.indexes_to_price_1w_max.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
7,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_1w_min.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
7,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_2w_max.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
14,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_2w_min.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
14,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_1m_max.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
30,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_1m_min.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
30,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_1y_max.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_max(
starting_indexes.dateindex,
price.timeindexes_to_price_high.dateindex.as_ref().unwrap(),
365,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_1y_min.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
v.compute_min(
starting_indexes.dateindex,
price.timeindexes_to_price_low.dateindex.as_ref().unwrap(),
365,
exit,
)?;
Ok(())
},
)?;
self.indexes_to_price_2w_choppiness_index.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|v, _, _, starting_indexes, exit| {
let n = 14;
let log10n = (n as f32).log10();
v.compute_transform3(
starting_indexes.dateindex,
&self.dateindex_to_price_true_range_2w_sum,
self.indexes_to_price_2w_max.dateindex.as_ref().unwrap(),
self.indexes_to_price_2w_min.dateindex.as_ref().unwrap(),
|(i, tr_sum, max, min, ..)| {
(
i,
StoredF32::from(
100.0 * (*tr_sum / (*max - *min) as f32).log10() / log10n,
),
)
},
exit,
)?;
Ok(())
},
)?;
Ok(())
}
@@ -2406,7 +2659,21 @@ impl Vecs {
self.indexes_to_price_1w_volatility.vecs(),
self.indexes_to_price_1m_volatility.vecs(),
self.indexes_to_price_1y_volatility.vecs(),
vec![&self.height_to_price_ath, &self.height_to_price_drawdown],
self.indexes_to_price_2w_choppiness_index.vecs(),
self.indexes_to_price_1w_min.vecs(),
self.indexes_to_price_1w_max.vecs(),
self.indexes_to_price_2w_min.vecs(),
self.indexes_to_price_2w_max.vecs(),
self.indexes_to_price_1m_min.vecs(),
self.indexes_to_price_1m_max.vecs(),
self.indexes_to_price_1y_min.vecs(),
self.indexes_to_price_1y_max.vecs(),
vec![
&self.height_to_price_ath,
&self.height_to_price_drawdown,
&self.dateindex_to_price_true_range,
&self.dateindex_to_price_true_range_2w_sum,
],
]
.into_iter()
.flatten()
+16 -2
View File
@@ -10,6 +10,8 @@ use serde::{Deserialize, Serialize};
use vecdb::{CheckedSub, StoredCompressed};
use zerocopy_derive::{FromBytes, Immutable, IntoBytes, KnownLayout};
use crate::{Low, Open};
use super::{Bitcoin, Cents, Close, High, Sats, StoredF32, StoredF64};
#[derive(
@@ -80,8 +82,8 @@ impl From<Dollars> for f64 {
}
}
impl From<Close<Dollars>> for Dollars {
fn from(value: Close<Dollars>) -> Self {
impl From<Open<Dollars>> for Dollars {
fn from(value: Open<Dollars>) -> Self {
Self(value.0)
}
}
@@ -92,6 +94,18 @@ impl From<High<Dollars>> for Dollars {
}
}
impl From<Low<Dollars>> for Dollars {
fn from(value: Low<Dollars>) -> Self {
Self(value.0)
}
}
impl From<Close<Dollars>> for Dollars {
fn from(value: Close<Dollars>) -> Self {
Self(value.0)
}
}
impl From<usize> for Dollars {
fn from(value: usize) -> Self {
Self(value as f64)
+2
View File
@@ -0,0 +1,2 @@
[toolchain]
channel = "1.89.0"
+2 -2
View File
@@ -367,7 +367,7 @@ export function init({
case null:
case CANDLE: {
series = chart.addCandlestickSeries({
vecId: "ohlc_in_sats",
vecId: "price_ohlc_in_sats",
name: "Price",
unit: topUnit,
inverse: true,
@@ -378,7 +378,7 @@ export function init({
}
case LINE: {
series = chart.addLineSeries({
vecId: "close_in_sats",
vecId: "price_close_in_sats",
name: "Price",
unit: topUnit,
color: colors.default,
+3
View File
@@ -783,11 +783,14 @@ function createUtils() {
id === "price_open" ||
id === "price_ath" ||
id === "market_cap" ||
id.startsWith("price_true_range") ||
id.includes("_usd") ||
id.includes("cointime_value") ||
id.endsWith("_ago") ||
id.endsWith("price_paid") ||
id.endsWith("_price") ||
(id.startsWith("price") &&
(id.endsWith("min") || id.endsWith("max"))) ||
(id.endsWith("_cap") && !id.includes("rel_to")) ||
id.endsWith("value_created") ||
id.endsWith("value_destroyed") ||
+94 -25
View File
@@ -163,18 +163,18 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
* @typedef {"_median"} MedianSuffix
* @typedef {EndsWith<MedianSuffix>} VecIdMedian
* @typedef {WithoutSuffix<VecIdMedian, MedianSuffix>} VecIdMedianBase
* @typedef {"_p90"} _p90Suffix
* @typedef {EndsWith<_p90Suffix>} VecIdp90
* @typedef {WithoutSuffix<VecIdp90, _p90Suffix>} VecIdp90Base
* @typedef {"_p75"} _p75Suffix
* @typedef {EndsWith<_p75Suffix>} VecIdp75
* @typedef {WithoutSuffix<VecIdp75, _p75Suffix>} VecIdp75Base
* @typedef {"_p25"} _p25Suffix
* @typedef {EndsWith<_p25Suffix>} VecIdp25
* @typedef {WithoutSuffix<VecIdp25, _p25Suffix>} VecIdp25Base
* @typedef {"_p10"} _p10Suffix
* @typedef {EndsWith<_p10Suffix>} VecIdp10
* @typedef {WithoutSuffix<VecIdp10, _p10Suffix>} VecIdp10Base
* @typedef {"_pct90"} _pct90Suffix
* @typedef {EndsWith<_pct90Suffix>} VecIdpct90
* @typedef {WithoutSuffix<VecIdpct90, _pct90Suffix>} VecIdpct90Base
* @typedef {"_pct75"} _pct75Suffix
* @typedef {EndsWith<_pct75Suffix>} VecIdpct75
* @typedef {WithoutSuffix<VecIdpct75, _pct75Suffix>} VecIdpct75Base
* @typedef {"_pct25"} _pct25Suffix
* @typedef {EndsWith<_pct25Suffix>} VecIdpct25
* @typedef {WithoutSuffix<VecIdpct25, _pct25Suffix>} VecIdpct25Base
* @typedef {"_pct10"} _pct10Suffix
* @typedef {EndsWith<_pct10Suffix>} VecIdpct10
* @typedef {WithoutSuffix<VecIdpct10, _pct10Suffix>} VecIdpct10Base
* @typedef {"_max"} MaxSuffix
* @typedef {EndsWith<MaxSuffix>} VecIdMax
* @typedef {WithoutSuffix<VecIdMax, MaxSuffix>} VecIdMaxBase
@@ -1094,7 +1094,10 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
lineStyle,
}) {
return /** @satisfies {FetchedLineSeriesBlueprint} */ ({
key: `constant_${number >= 0 ? number : `minus_${Math.abs(number)}`}`,
key: `constant_${number >= 0 ? number : `minus_${Math.abs(number)}`}`.replace(
".",
"_",
),
title: name ?? `${number}`,
unit,
defaultActive,
@@ -1229,7 +1232,7 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
/**
* @param {Object} args
* @param {VecIdMinBase & VecIdMaxBase & VecIdp90Base & VecIdp75Base & VecIdMedianBase & VecIdp25Base & VecIdp10Base} args.concat
* @param {VecIdMinBase & VecIdMaxBase & VecIdpct90Base & VecIdpct75Base & VecIdMedianBase & VecIdpct25Base & VecIdpct10Base} args.concat
* @param {string} [args.title]
*/
function createMinMaxPercentilesSeries({ concat, title = "" }) {
@@ -1253,26 +1256,26 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
defaultActive: false,
},
{
key: `${concat}_p75`,
title: `p75 ${title}`,
key: `${concat}_pct75`,
title: `pct75 ${title}`,
color: colors.red,
defaultActive: false,
},
{
key: `${concat}_p25`,
title: `p25 ${title}`,
key: `${concat}_pct25`,
title: `pct25 ${title}`,
color: colors.yellow,
defaultActive: false,
},
{
key: `${concat}_p90`,
title: `p90 ${title}`,
key: `${concat}_pct90`,
title: `pct90 ${title}`,
color: colors.rose,
defaultActive: false,
},
{
key: `${concat}_p10`,
title: `p10 ${title}`,
key: `${concat}_pct10`,
title: `pct10 ${title}`,
color: colors.lime,
defaultActive: false,
},
@@ -1280,7 +1283,7 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
}
/**
* @param {VecIdAverageBase & CumulativeVecIdBase & VecIdMinBase & VecIdMaxBase & VecIdp90Base & VecIdp75Base & VecIdMedianBase & VecIdp25Base & VecIdp10Base} key
* @param {VecIdAverageBase & CumulativeVecIdBase & VecIdMinBase & VecIdMaxBase & VecIdpct90Base & VecIdpct75Base & VecIdMedianBase & VecIdpct25Base & VecIdpct10Base} key
*/
function createSumCumulativeMinMaxPercentilesSeries(key) {
return [
@@ -1290,7 +1293,7 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
}
/**
* @param {VecIdAverageBase & CumulativeVecIdBase & VecIdMinBase & VecIdMaxBase & VecIdp90Base & VecIdp75Base & VecIdMedianBase & VecIdp25Base & VecIdp10Base} key
* @param {VecIdAverageBase & CumulativeVecIdBase & VecIdMinBase & VecIdMaxBase & VecIdpct90Base & VecIdpct75Base & VecIdMedianBase & VecIdpct25Base & VecIdpct10Base} key
*/
function createAverageSumCumulativeMinMaxPercentilesSeries(key) {
return [
@@ -1301,7 +1304,7 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
/**
* @param {Object} args
* @param {VecId & VecIdAverageBase & CumulativeVecIdBase & VecIdMinBase & VecIdMaxBase & VecIdp90Base & VecIdp75Base & VecIdMedianBase & VecIdp25Base & VecIdp10Base} args.key
* @param {VecId & VecIdAverageBase & CumulativeVecIdBase & VecIdMinBase & VecIdMaxBase & VecIdpct90Base & VecIdpct75Base & VecIdMedianBase & VecIdpct25Base & VecIdpct10Base} args.key
* @param {string} args.name
*/
function createBaseAverageSumCumulativeMinMaxPercentilesSeries({
@@ -3170,6 +3173,72 @@ function createPartialOptions({ env, colors, vecIdToIndexes, pools }) {
}),
],
},
{
name: "MinMax",
tree: [
{
key: "1w",
title: "1 Week",
},
{
key: "2w",
title: "2 Week",
},
{
key: "1m",
title: "1 Month",
},
{
key: "1y",
title: "1 Year",
},
].map(({ key, title }) => ({
name: key,
title: `Bitcoin Price ${title} MinMax Bands`,
top: [
createBaseSeries({
key: `price_${key}_min`,
name: "min",
color: colors.red,
}),
createBaseSeries({
key: `price_${key}_max`,
name: "max",
color: colors.green,
}),
],
})),
},
{
name: "True range",
title: "Bitcoin Price True Range",
bottom: [
createBaseSeries({
key: "price_true_range",
name: "value",
color: colors.yellow,
}),
],
},
{
name: "Choppiness",
title: "Bitcoin Price Choppiness Index",
bottom: [
createBaseSeries({
key: "price_2w_choppiness_index",
name: "2w",
color: colors.red,
}),
createPriceLine({
unit: "Index",
number: 61.8,
}),
createPriceLine({
unit: "Index",
number: 38.2,
}),
],
},
{
name: "Mayer multiple",
title: "Mayer multiple",
+3 -1
View File
@@ -520,7 +520,9 @@ function createIndexToVecIds(vecIdToIndexes) {
*/
function serializeValue({ value, unit }) {
const t = typeof value;
if (typeof value === "string") {
if (value === null) {
return "null";
} else if (typeof value === "string") {
return value;
} else if (t !== "number") {
return JSON.stringify(value).replaceAll('"', "").slice(1, -1);