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global: snapshot

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nym21
2026-03-12 14:26:08 +01:00
parent c2135a7066
commit c83955eea7
12 changed files with 65 additions and 28 deletions
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27
crates/brk_computer/src/distribution/metrics/realized/minimal.rs
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@@ -1,7 +1,7 @@
use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{
BasisPoints32, BasisPointsSigned32, Bitcoin, Cents, Height, Indexes, Sats, StoredF32,
BasisPoints32, Bitcoin, Cents, Height, Indexes, Sats, StoredF32,
Version,
};
use vecdb::{
@@ -13,7 +13,7 @@ use crate::{
distribution::state::{CohortState, CostBasisOps, RealizedOps},
internal::{
FiatPerBlock, FiatPerBlockWithSum24h, Identity, LazyPerBlock,
PerBlockWithSum24h, PriceWithRatioPerBlock, RatioPerBlock,
PerBlockWithSum24h, PriceWithRatioPerBlock,
},
prices,
};
@@ -27,7 +27,7 @@ pub struct RealizedSoprMinimal<M: StorageMode = Rw> {
}
/// Minimal realized metrics: cap (fiat), profit/loss (fiat + 24h sum),
/// price, mvrv, nupl, sopr (value_created/destroyed with 24h sums).
/// price, mvrv, sopr (value_created/destroyed with 24h sums).
#[derive(Traversable)]
pub struct RealizedMinimal<M: StorageMode = Rw> {
pub cap: FiatPerBlock<Cents, M>,
@@ -35,7 +35,6 @@ pub struct RealizedMinimal<M: StorageMode = Rw> {
pub loss: FiatPerBlockWithSum24h<Cents, M>,
pub price: PriceWithRatioPerBlock<M>,
pub mvrv: LazyPerBlock<StoredF32>,
pub nupl: RatioPerBlock<BasisPointsSigned32, M>,
pub sopr: RealizedSoprMinimal<M>,
}
@@ -53,15 +52,12 @@ impl RealizedMinimal {
&price.ratio,
);
let nupl = cfg.import("nupl", v1)?;
Ok(Self {
cap,
profit: cfg.import("realized_profit", v1)?,
loss: cfg.import("realized_loss", v1)?,
price,
mvrv,
nupl,
sopr: RealizedSoprMinimal {
value_created: cfg.import("value_created", v1)?,
value_destroyed: cfg.import("value_destroyed", v1)?,
@@ -180,23 +176,6 @@ impl RealizedMinimal {
)?)
})?;
self.nupl.bps.height.compute_transform2(
starting_indexes.height,
&prices.spot.cents.height,
&self.price.cents.height,
|(i, price, realized_price, ..)| {
let p = price.as_u128();
if p == 0 {
(i, BasisPointsSigned32::ZERO)
} else {
let rp = realized_price.as_u128();
let nupl_bps = ((p as i128 - rp as i128) * 10000) / p as i128;
(i, BasisPointsSigned32::from(nupl_bps as i32))
}
},
exit,
)?;
Ok(())
}
}