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This commit is contained in:
nym21
2026-03-19 12:15:03 +01:00
parent d8b55340f7
commit b18cca92ab
24 changed files with 571 additions and 575 deletions
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2
crates/brk_computer/src/distribution/metrics/cohort/type.rs
View File

@@ -61,8 +61,6 @@ impl TypeCohortMetrics {
self.supply.compute(prices, starting_indexes.height, exit)?;
self.realized
.compute_rest_part1(starting_indexes, exit)?;
self.unrealized
.compute_rest(starting_indexes.height, exit)?;
Ok(())
}

4
crates/brk_computer/src/distribution/metrics/relative/extended_own_market_cap.rs
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@@ -42,14 +42,14 @@ impl RelativeExtendedOwnMarketCap {
self.unrealized_profit_to_own_mcap
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
max_from,
&unrealized.profit.base.usd.height,
&unrealized.profit.usd.height,
own_market_cap,
exit,
)?;
self.unrealized_loss_to_own_mcap
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
max_from,
&unrealized.loss.base.usd.height,
&unrealized.loss.usd.height,
own_market_cap,
exit,
)?;

4
crates/brk_computer/src/distribution/metrics/relative/extended_own_pnl.rs
View File

@@ -43,14 +43,14 @@ impl RelativeExtendedOwnPnl {
self.unrealized_profit_to_own_gross_pnl
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
max_from,
&unrealized.profit.base.usd.height,
&unrealized.profit.usd.height,
gross_pnl_usd,
exit,
)?;
self.unrealized_loss_to_own_gross_pnl
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
max_from,
&unrealized.loss.base.usd.height,
&unrealized.loss.usd.height,
gross_pnl_usd,
exit,
)?;

4
crates/brk_computer/src/distribution/metrics/relative/full.rs
View File

@@ -64,14 +64,14 @@ impl RelativeFull {
self.unrealized_profit_to_mcap
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
max_from,
&unrealized.profit.base.usd.height,
&unrealized.profit.usd.height,
market_cap,
exit,
)?;
self.unrealized_loss_to_mcap
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
max_from,
&unrealized.loss.base.usd.height,
&unrealized.loss.usd.height,
market_cap,
exit,
)?;

37
crates/brk_computer/src/distribution/metrics/unrealized/basic.rs
View File

@@ -1,12 +1,12 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Dollars, Height, Indexes, Version};
use brk_types::{Cents, Dollars, Indexes, Version};
use derive_more::{Deref, DerefMut};
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableCloneableVec, Rw, StorageMode, WritableVec};
use crate::{
distribution::{metrics::ImportConfig, state::UnrealizedState},
internal::{FiatPerBlockCumulativeWithSums, LazyPerBlock, NegCentsUnsignedToDollars},
internal::{FiatPerBlock, LazyPerBlock, NegCentsUnsignedToDollars},
};
use super::UnrealizedMinimal;
@@ -17,8 +17,8 @@ pub struct UnrealizedBasic<M: StorageMode = Rw> {
#[deref_mut]
#[traversable(flatten)]
pub minimal: UnrealizedMinimal<M>,
pub profit: FiatPerBlockCumulativeWithSums<Cents, M>,
pub loss: FiatPerBlockCumulativeWithSums<Cents, M>,
pub profit: FiatPerBlock<Cents, M>,
pub loss: FiatPerBlock<Cents, M>,
#[traversable(wrap = "loss", rename = "negative")]
pub neg_loss: LazyPerBlock<Dollars, Cents>,
}
@@ -27,13 +27,13 @@ impl UnrealizedBasic {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
let v1 = Version::ONE;
let loss: FiatPerBlockCumulativeWithSums<Cents> = cfg.import("unrealized_loss", v1)?;
let loss: FiatPerBlock<Cents> = cfg.import("unrealized_loss", v1)?;
let neg_loss = LazyPerBlock::from_computed::<NegCentsUnsignedToDollars>(
&cfg.name("neg_unrealized_loss"),
cfg.version,
loss.base.cents.height.read_only_boxed_clone(),
&loss.base.cents,
loss.cents.height.read_only_boxed_clone(),
&loss.cents,
);
Ok(Self {
@@ -46,22 +46,19 @@ impl UnrealizedBasic {
pub(crate) fn min_stateful_len(&self) -> usize {
self.profit
.base
.cents
.height
.len()
.min(self.loss.base.cents.height.len())
.min(self.loss.cents.height.len())
}
#[inline(always)]
pub(crate) fn push_state(&mut self, state: &UnrealizedState) {
self.profit
.base
.cents
.height
.push(state.unrealized_profit);
self.loss
.base
.cents
.height
.push(state.unrealized_loss);
@@ -69,8 +66,8 @@ impl UnrealizedBasic {
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
vec![
&mut self.profit.base.cents.height as &mut dyn AnyStoredVec,
&mut self.loss.base.cents.height,
&mut self.profit.cents.height as &mut dyn AnyStoredVec,
&mut self.loss.cents.height,
]
}
@@ -80,18 +77,8 @@ impl UnrealizedBasic {
others: &[&Self],
exit: &Exit,
) -> Result<()> {
sum_others!(self, starting_indexes, others, exit; profit.base.cents.height);
sum_others!(self, starting_indexes, others, exit; loss.base.cents.height);
Ok(())
}
pub(crate) fn compute_rest(
&mut self,
max_from: Height,
exit: &Exit,
) -> Result<()> {
self.profit.compute_rest(max_from, exit)?;
self.loss.compute_rest(max_from, exit)?;
sum_others!(self, starting_indexes, others, exit; profit.cents.height);
sum_others!(self, starting_indexes, others, exit; loss.cents.height);
Ok(())
}
}

7
crates/brk_computer/src/distribution/metrics/unrealized/core.rs
View File

@@ -65,16 +65,13 @@ impl UnrealizedCore {
starting_indexes: &Indexes,
exit: &Exit,
) -> Result<()> {
self.basic
.compute_rest(starting_indexes.height, exit)?;
self.net_pnl
.cents
.height
.compute_binary::<Cents, Cents, CentsSubtractToCentsSigned>(
starting_indexes.height,
&self.basic.profit.base.cents.height,
&self.basic.loss.base.cents.height,
&self.basic.profit.cents.height,
&self.basic.loss.cents.height,
exit,
)?;

4
crates/brk_computer/src/distribution/metrics/unrealized/full.rs
View File

@@ -92,8 +92,8 @@ impl UnrealizedFull {
self.gross_pnl.cents.height.compute_add(
starting_indexes.height,
&self.inner.core.basic.profit.base.cents.height,
&self.inner.core.basic.loss.base.cents.height,
&self.inner.core.basic.profit.cents.height,
&self.inner.core.basic.loss.cents.height,
exit,
)?;