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nym21
2026-03-16 11:47:40 +01:00
parent b74319bf10
commit bdb0c0878e
8 changed files with 325 additions and 386 deletions
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crates/brk_computer/src/distribution/metrics/profitability.rs
+16 -58
View File
@@ -1,17 +1,12 @@
use brk_cohort::{Loss, Profit, ProfitabilityRange};
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
BasisPoints32, BasisPointsSigned32, Cents, Dollars, Indexes, Sats, StoredF32, Version,
};
use brk_types::{BasisPointsSigned32, Cents, Dollars, Indexes, Sats, Version};
use vecdb::{AnyStoredVec, AnyVec, Database, Exit, Rw, StorageMode, WritableVec};
use crate::{
indexes,
internal::{
AmountPerBlock, AmountPerBlockWithDeltas, CachedWindowStarts, Identity, LazyPerBlock,
PerBlock, PriceWithRatioPerBlock, RatioPerBlock,
},
internal::{AmountPerBlock, AmountPerBlockWithDeltas, CachedWindowStarts, PerBlock, RatioPerBlock},
prices,
};
@@ -25,8 +20,6 @@ pub struct WithSth<All, Sth = All> {
pub struct ProfitabilityBucket<M: StorageMode = Rw> {
pub supply: WithSth<AmountPerBlockWithDeltas<M>, AmountPerBlock<M>>,
pub realized_cap: WithSth<PerBlock<Dollars, M>>,
pub realized_price: PriceWithRatioPerBlock<M>,
pub mvrv: LazyPerBlock<StoredF32>,
pub nupl: RatioPerBlock<BasisPointsSigned32, M>,
}
@@ -49,19 +42,6 @@ impl ProfitabilityBucket {
indexes: &indexes::Vecs,
cached_starts: &CachedWindowStarts,
) -> Result<Self> {
let realized_price = PriceWithRatioPerBlock::forced_import(
db,
&format!("{name}_realized_price"),
version,
indexes,
)?;
let mvrv = LazyPerBlock::from_lazy::<Identity<StoredF32>, BasisPoints32>(
&format!("{name}_mvrv"),
version,
&realized_price.ratio,
);
Ok(Self {
supply: WithSth {
all: AmountPerBlockWithDeltas::forced_import(
@@ -92,8 +72,6 @@ impl ProfitabilityBucket {
indexes,
)?,
},
realized_price,
mvrv,
nupl: RatioPerBlock::forced_import_raw(
db,
&format!("{name}_nupl"),
@@ -128,38 +106,20 @@ impl ProfitabilityBucket {
self.supply.all.compute(prices, max_from, exit)?;
self.supply.sth.compute(prices, max_from, exit)?;
// Realized price cents = realized_cap_cents × ONE_BTC / supply_sats
self.realized_price.cents.height.compute_transform2(
max_from,
&self.realized_cap.all.height,
&self.supply.all.sats.height,
|(i, cap_dollars, supply_sats, ..)| {
let cap_cents = Cents::from(cap_dollars).as_u128();
let supply = supply_sats.as_u128();
if supply == 0 {
(i, Cents::ZERO)
} else {
(i, Cents::from(cap_cents * Sats::ONE_BTC_U128 / supply))
}
},
exit,
)?;
// Ratio (spot / realized_price) → feeds MVRV lazily
self.realized_price
.compute_ratio(starting_indexes, &prices.spot.cents.height, exit)?;
// NUPL = (spot - realized_price) / spot
self.nupl.bps.height.compute_transform2(
// where realized_price = realized_cap_cents × ONE_BTC / supply_sats
self.nupl.bps.height.compute_transform3(
max_from,
&prices.spot.cents.height,
&self.realized_price.cents.height,
|(i, spot, realized, ..)| {
&self.realized_cap.all.height,
&self.supply.all.sats.height,
|(i, spot, cap_dollars, supply_sats, ..)| {
let p = spot.as_u128();
if p == 0 {
let supply = supply_sats.as_u128();
if p == 0 || supply == 0 {
(i, BasisPointsSigned32::ZERO)
} else {
let rp = realized.as_u128();
let rp = Cents::from(cap_dollars).as_u128() * Sats::ONE_BTC_U128 / supply;
let bps = ((p as i128 - rp as i128) * 10000) / p as i128;
(i, BasisPointsSigned32::from(bps as i32))
}
@@ -173,14 +133,12 @@ impl ProfitabilityBucket {
pub(crate) fn collect_all_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
vec![
&mut self.supply.all.inner.sats.height as &mut dyn AnyStoredVec,
&mut self.supply.all.inner.cents.height as &mut dyn AnyStoredVec,
&mut self.supply.sth.sats.height as &mut dyn AnyStoredVec,
&mut self.supply.sth.cents.height as &mut dyn AnyStoredVec,
&mut self.realized_cap.all.height as &mut dyn AnyStoredVec,
&mut self.realized_cap.sth.height as &mut dyn AnyStoredVec,
&mut self.realized_price.cents.height as &mut dyn AnyStoredVec,
&mut self.realized_price.bps.height as &mut dyn AnyStoredVec,
&mut self.nupl.bps.height as &mut dyn AnyStoredVec,
&mut self.supply.all.inner.cents.height,
&mut self.supply.sth.sats.height,
&mut self.supply.sth.cents.height,
&mut self.realized_cap.all.height,
&mut self.realized_cap.sth.height,
&mut self.nupl.bps.height,
]
}
}