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global: snapshot

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This commit is contained in:
nym21
2026-03-07 11:42:11 +01:00
parent 5a73f1a88e
commit bf07570848
31 changed files with 1151 additions and 1009 deletions
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34
crates/brk_computer/src/distribution/metrics/realized/full.rs
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@@ -14,7 +14,7 @@ use crate::{
blocks,
distribution::state::RealizedState,
internal::{
CentsUnsignedToDollars, ComputedFromHeight, ComputedFromHeightCumulative,
CentsUnsignedToDollars, ComputedFromHeight, ComputedFromHeightCumulative, FiatFromHeight,
ComputedFromHeightRatio, ComputedFromHeightRatioPercentiles,
ComputedFromHeightRatioStdDevBands, LazyFromHeight, PercentFromHeight,
PercentRollingEmas1w1m, PercentRollingWindows, Price, RatioCents64, RatioCentsBp32,
@@ -35,6 +35,8 @@ pub struct RealizedFull<M: StorageMode = Rw> {
#[traversable(flatten)]
pub core: RealizedBase<M>,
pub gross_pnl: FiatFromHeight<Cents, M>,
pub realized_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub realized_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
@@ -83,6 +85,7 @@ pub struct RealizedFull<M: StorageMode = Rw> {
pub sent_in_profit_ema: RollingEmas2w<M>,
pub sent_in_loss_ema: RollingEmas2w<M>,
pub realized_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
pub realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands<M>,
pub investor_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
}
@@ -94,6 +97,8 @@ impl RealizedFull {
let core = RealizedBase::forced_import(cfg)?;
let gross_pnl = cfg.import("realized_gross_pnl", v0)?;
let profit_value_created = cfg.import("profit_value_created", v0)?;
let profit_value_destroyed: ComputedFromHeight<Cents> =
cfg.import("profit_value_destroyed", v0)?;
@@ -154,6 +159,7 @@ impl RealizedFull {
Ok(Self {
core,
gross_pnl,
realized_profit_rel_to_realized_cap,
realized_loss_rel_to_realized_cap,
net_realized_pnl_rel_to_realized_cap,
@@ -191,6 +197,12 @@ impl RealizedFull {
sopr_24h_ema,
sent_in_profit_ema,
sent_in_loss_ema,
realized_price_ratio_percentiles: ComputedFromHeightRatioPercentiles::forced_import(
cfg.db,
&realized_price_name,
realized_price_version,
cfg.indexes,
)?,
realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands::forced_import(
cfg.db,
&realized_price_name,
@@ -366,12 +378,19 @@ impl RealizedFull {
exit,
)?;
// Gross PnL rolling sum
// Gross PnL
self.gross_pnl.cents.height.compute_add(
starting_indexes.height,
&self.core.minimal.realized_profit.height,
&self.core.minimal.realized_loss.height,
exit,
)?;
let window_starts = blocks.count.window_starts();
self.gross_pnl_sum.compute_rolling_sum(
starting_indexes.height,
&window_starts,
&self.core.gross_pnl.cents.height,
&self.gross_pnl.cents.height,
exit,
)?;
@@ -510,7 +529,14 @@ impl RealizedFull {
)?;
}
// Realized price stddev bands
self.realized_price_ratio_percentiles.compute(
blocks,
starting_indexes,
exit,
&self.core.minimal.realized_price_ratio.ratio.height,
&self.core.minimal.realized_price.cents.height,
)?;
self.realized_price_ratio_std_dev.compute(
blocks,
starting_indexes,