global: snapshot

crates/brk_client/src/lib.rs

@@ -960,8 +960,11 @@ pub struct CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSell
     pub net_pnl_change_1m_rel_to_realized_cap: BpsPercentRatioPattern,
     pub net_pnl_delta: ChangeRatePattern<CentsSigned>,
     pub net_pnl_delta_extended: _24hChangeRatePattern<CentsSigned>,
-    pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>,
+    pub net_realized_pnl: MetricPattern1<CentsSigned>,
+    pub net_realized_pnl_cumulative: MetricPattern1<CentsSigned>,
     pub net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern,
+    pub net_realized_pnl_sum: _24hPattern<CentsSigned>,
+    pub net_realized_pnl_sum_extended: _1m1w1yPattern<CentsSigned>,
     pub peak_regret: CumulativeHeightPattern<Cents>,
     pub peak_regret_rel_to_realized_cap: BpsPercentRatioPattern,
     pub profit_flow: MetricPattern1<Dollars>,
@@ -1028,8 +1031,11 @@ impl CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSo
             net_pnl_change_1m_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "net_pnl_change_1m_rel_to_realized_cap")),
             net_pnl_delta: ChangeRatePattern::new(client.clone(), _m(&acc, "net_pnl_delta")),
             net_pnl_delta_extended: _24hChangeRatePattern::new(client.clone(), _m(&acc, "net_pnl_delta")),
-            net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
+            net_realized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl")),
+            net_realized_pnl_cumulative: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl_cumulative")),
             net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "net_realized_pnl_rel_to_realized_cap")),
+            net_realized_pnl_sum: _24hPattern::new(client.clone(), _m(&acc, "net_realized_pnl_24h")),
+            net_realized_pnl_sum_extended: _1m1w1yPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
             peak_regret: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_peak_regret")),
             peak_regret_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_peak_regret_rel_to_realized_cap")),
             profit_flow: MetricPattern1::new(client.clone(), _m(&acc, "profit_flow")),
@@ -1147,7 +1153,8 @@ impl _0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern {
 pub struct MvrvNegNetRealizedSentSoprValuePattern {
     pub mvrv: MetricPattern1<StoredF32>,
     pub neg_realized_loss: MetricPattern1<Dollars>,
-    pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>,
+    pub net_realized_pnl: MetricPattern1<CentsSigned>,
+    pub net_realized_pnl_sum: _24hPattern<CentsSigned>,
     pub realized_cap: MetricPattern1<Dollars>,
     pub realized_cap_cents: MetricPattern1<Cents>,
     pub realized_cap_delta: ChangeRatePattern<CentsSigned>,
@@ -1174,7 +1181,8 @@ impl MvrvNegNetRealizedSentSoprValuePattern {
         Self {
             mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")),
             neg_realized_loss: MetricPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
-            net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
+            net_realized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl")),
+            net_realized_pnl_sum: _24hPattern::new(client.clone(), _m(&acc, "net_realized_pnl_24h")),
             realized_cap: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap")),
             realized_cap_cents: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_cents")),
             realized_cap_delta: ChangeRatePattern::new(client.clone(), _m(&acc, "realized_cap_delta")),
@@ -1251,7 +1259,8 @@ impl Pct05Pct10Pct15Pct20Pct25Pct30Pct35Pct40Pct45Pct50Pct55Pct60Pct65Pct70Pct75
 pub struct MvrvNegNetRealizedSoprValuePattern {
     pub mvrv: MetricPattern1<StoredF32>,
     pub neg_realized_loss: MetricPattern1<Dollars>,
-    pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>,
+    pub net_realized_pnl: MetricPattern1<CentsSigned>,
+    pub net_realized_pnl_sum: _24hPattern<CentsSigned>,
     pub realized_cap: MetricPattern1<Dollars>,
     pub realized_cap_cents: MetricPattern1<Cents>,
     pub realized_cap_delta: ChangeRatePattern<CentsSigned>,
@@ -1274,7 +1283,8 @@ impl MvrvNegNetRealizedSoprValuePattern {
         Self {
             mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")),
             neg_realized_loss: MetricPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
-            net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
+            net_realized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl")),
+            net_realized_pnl_sum: _24hPattern::new(client.clone(), _m(&acc, "net_realized_pnl_24h")),
             realized_cap: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap")),
             realized_cap_cents: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_cents")),
             realized_cap_delta: ChangeRatePattern::new(client.clone(), _m(&acc, "realized_cap_delta")),

crates/brk_computer/src/distribution/metrics/realized/core.rs

@@ -10,8 +10,8 @@ use crate::{
     blocks,
     distribution::state::RealizedOps,
     internal::{
-        ComputedFromHeight, ComputedFromHeightCumulative, LazyFromHeight,
-        NegCentsUnsignedToDollars, RatioCents64, RollingDelta1m, RollingWindow24h,
+        ComputedFromHeight, LazyFromHeight, NegCentsUnsignedToDollars, RatioCents64,
+        RollingDelta1m, RollingWindow24h,
     },
     prices,
 };
@@ -30,7 +30,8 @@ pub struct RealizedCore<M: StorageMode = Rw> {
     pub realized_cap_delta: RollingDelta1m<Cents, CentsSigned, M>,
 
     pub neg_realized_loss: LazyFromHeight<Dollars, Cents>,
-    pub net_realized_pnl: ComputedFromHeightCumulative<CentsSigned, M>,
+    pub net_realized_pnl: ComputedFromHeight<CentsSigned, M>,
+    pub net_realized_pnl_sum: RollingWindow24h<CentsSigned, M>,
 
     pub value_created: ComputedFromHeight<Cents, M>,
     pub value_destroyed: ComputedFromHeight<Cents, M>,
@@ -53,7 +54,8 @@ impl RealizedCore {
             cfg.indexes,
         );
 
-        let net_realized_pnl = cfg.import("net_realized_pnl", v0)?;
+        let net_realized_pnl = cfg.import("net_realized_pnl", v1)?;
+        let net_realized_pnl_sum = cfg.import("net_realized_pnl", v1)?;
 
         let value_created = cfg.import("value_created", v0)?;
         let value_destroyed = cfg.import("value_destroyed", v0)?;
@@ -66,6 +68,7 @@ impl RealizedCore {
             realized_cap_delta: cfg.import("realized_cap_delta", v1)?,
             neg_realized_loss,
             net_realized_pnl,
+            net_realized_pnl_sum,
             value_created,
             value_destroyed,
             value_created_sum,
@@ -123,22 +126,18 @@ impl RealizedCore {
     ) -> Result<()> {
         self.minimal.compute_rest_part1(blocks, starting_indexes, exit)?;
 
-        self.net_realized_pnl
-            .compute(starting_indexes.height, exit, |vec| {
-                vec.compute_transform2(
-                    starting_indexes.height,
-                    &self.minimal.realized_profit.height,
-                    &self.minimal.realized_loss.height,
-                    |(i, profit, loss, ..)| {
-                        (
-                            i,
-                            CentsSigned::new(profit.inner() as i64 - loss.inner() as i64),
-                        )
-                    },
-                    exit,
-                )?;
-                Ok(())
-            })?;
+        self.net_realized_pnl.height.compute_transform2(
+            starting_indexes.height,
+            &self.minimal.realized_profit.height,
+            &self.minimal.realized_loss.height,
+            |(i, profit, loss, ..)| {
+                (
+                    i,
+                    CentsSigned::new(profit.inner() as i64 - loss.inner() as i64),
+                )
+            },
+            exit,
+        )?;
 
         Ok(())
     }
@@ -161,6 +160,13 @@ impl RealizedCore {
             exit,
         )?;
 
+        self.net_realized_pnl_sum.compute_rolling_sum(
+            starting_indexes.height,
+            &blocks.count.height_24h_ago,
+            &self.net_realized_pnl.height,
+            exit,
+        )?;
+
         self.value_created_sum.compute_rolling_sum(
             starting_indexes.height,
             &blocks.count.height_24h_ago,

crates/brk_computer/src/distribution/metrics/realized/full.rs

@@ -56,6 +56,9 @@ pub struct RealizedFull<M: StorageMode = Rw> {
 
     pub gross_pnl_sum: RollingWindows<Cents, M>,
 
+    pub net_realized_pnl_cumulative: ComputedFromHeight<CentsSigned, M>,
+    pub net_realized_pnl_sum_extended: RollingWindowsFrom1w<CentsSigned, M>,
+
     pub net_pnl_delta: RollingDelta1m<CentsSigned, CentsSigned, M>,
     pub net_pnl_delta_extended: RollingDeltaExcept1m<CentsSigned, CentsSigned, M>,
     pub net_pnl_change_1m_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
@@ -179,6 +182,8 @@ impl RealizedFull {
             capitulation_flow,
             profit_flow,
             gross_pnl_sum,
+            net_realized_pnl_cumulative: cfg.import("net_realized_pnl_cumulative", Version::ONE)?,
+            net_realized_pnl_sum_extended: cfg.import("net_realized_pnl", Version::ONE)?,
             net_pnl_delta: cfg.import("net_pnl_delta", Version::new(5))?,
             net_pnl_delta_extended: cfg.import("net_pnl_delta", Version::new(5))?,
             net_pnl_change_1m_rel_to_realized_cap: cfg
@@ -300,6 +305,15 @@ impl RealizedFull {
         exit: &Exit,
     ) -> Result<()> {
         self.base.compute_rest_part1(blocks, starting_indexes, exit)?;
+
+        self.net_realized_pnl_cumulative
+            .height
+            .compute_cumulative(
+                starting_indexes.height,
+                &self.base.core.net_realized_pnl.height,
+                exit,
+            )?;
+
         self.peak_regret
             .compute_rest(starting_indexes.height, exit)?;
         Ok(())
@@ -324,6 +338,14 @@ impl RealizedFull {
 
         let window_starts = blocks.count.window_starts();
 
+        // Extended rolling sum (1w, 1m, 1y) for net_realized_pnl
+        self.net_realized_pnl_sum_extended.compute_rolling_sum(
+            starting_indexes.height,
+            &window_starts,
+            &self.base.core.net_realized_pnl.height,
+            exit,
+        )?;
+
         // Extended rolling windows (1w, 1m, 1y) for value_created/destroyed/sopr
         self.value_created_sum_extended.compute_rolling_sum(
             starting_indexes.height,
@@ -434,13 +456,13 @@ impl RealizedFull {
         self.net_pnl_delta.compute(
             starting_indexes.height,
             &blocks.count.height_1m_ago,
-            &self.base.core.net_realized_pnl.cumulative.height,
+            &self.net_realized_pnl_cumulative.height,
             exit,
         )?;
         self.net_pnl_delta_extended.compute(
             starting_indexes.height,
             &window_starts,
-            &self.base.core.net_realized_pnl.cumulative.height,
+            &self.net_realized_pnl_cumulative.height,
             exit,
         )?;
         self.net_pnl_change_1m_rel_to_realized_cap

modules/brk-client/index.js

@@ -1595,8 +1595,11 @@ function createMetricPattern35(client, name) { return /** @type {MetricPattern35
  * @property {BpsPercentRatioPattern} netPnlChange1mRelToRealizedCap
  * @property {ChangeRatePattern<CentsSigned>} netPnlDelta
  * @property {_24hChangeRatePattern<CentsSigned>} netPnlDeltaExtended
- * @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl
+ * @property {MetricPattern1<CentsSigned>} netRealizedPnl
+ * @property {MetricPattern1<CentsSigned>} netRealizedPnlCumulative
  * @property {BpsPercentRatioPattern} netRealizedPnlRelToRealizedCap
+ * @property {_24hPattern<CentsSigned>} netRealizedPnlSum
+ * @property {_1m1w1yPattern<CentsSigned>} netRealizedPnlSumExtended
  * @property {CumulativeHeightPattern<Cents>} peakRegret
  * @property {BpsPercentRatioPattern} peakRegretRelToRealizedCap
  * @property {MetricPattern1<Dollars>} profitFlow
@@ -1667,8 +1670,11 @@ function createCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealized
     netPnlChange1mRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_pnl_change_1m_rel_to_realized_cap')),
     netPnlDelta: createChangeRatePattern(client, _m(acc, 'net_pnl_delta')),
     netPnlDeltaExtended: create_24hChangeRatePattern(client, _m(acc, 'net_pnl_delta')),
-    netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')),
+    netRealizedPnl: createMetricPattern1(client, _m(acc, 'net_realized_pnl')),
+    netRealizedPnlCumulative: createMetricPattern1(client, _m(acc, 'net_realized_pnl_cumulative')),
     netRealizedPnlRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap')),
+    netRealizedPnlSum: create_24hPattern(client, _m(acc, 'net_realized_pnl_24h')),
+    netRealizedPnlSumExtended: create_1m1w1yPattern(client, _m(acc, 'net_realized_pnl')),
     peakRegret: createCumulativeHeightPattern(client, _m(acc, 'realized_peak_regret')),
     peakRegretRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_peak_regret_rel_to_realized_cap')),
     profitFlow: createMetricPattern1(client, _m(acc, 'profit_flow')),
@@ -1788,7 +1794,8 @@ function create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client
  * @typedef {Object} MvrvNegNetRealizedSentSoprValuePattern
  * @property {MetricPattern1<StoredF32>} mvrv
  * @property {MetricPattern1<Dollars>} negRealizedLoss
- * @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl
+ * @property {MetricPattern1<CentsSigned>} netRealizedPnl
+ * @property {_24hPattern<CentsSigned>} netRealizedPnlSum
  * @property {MetricPattern1<Dollars>} realizedCap
  * @property {MetricPattern1<Cents>} realizedCapCents
  * @property {ChangeRatePattern<CentsSigned>} realizedCapDelta
@@ -1819,7 +1826,8 @@ function createMvrvNegNetRealizedSentSoprValuePattern(client, acc) {
   return {
     mvrv: createMetricPattern1(client, _m(acc, 'mvrv')),
     negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')),
-    netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')),
+    netRealizedPnl: createMetricPattern1(client, _m(acc, 'net_realized_pnl')),
+    netRealizedPnlSum: create_24hPattern(client, _m(acc, 'net_realized_pnl_24h')),
     realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')),
     realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')),
     realizedCapDelta: createChangeRatePattern(client, _m(acc, 'realized_cap_delta')),
@@ -1898,7 +1906,8 @@ function createPct05Pct10Pct15Pct20Pct25Pct30Pct35Pct40Pct45Pct50Pct55Pct60Pct65
  * @typedef {Object} MvrvNegNetRealizedSoprValuePattern
  * @property {MetricPattern1<StoredF32>} mvrv
  * @property {MetricPattern1<Dollars>} negRealizedLoss
- * @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl
+ * @property {MetricPattern1<CentsSigned>} netRealizedPnl
+ * @property {_24hPattern<CentsSigned>} netRealizedPnlSum
  * @property {MetricPattern1<Dollars>} realizedCap
  * @property {MetricPattern1<Cents>} realizedCapCents
  * @property {ChangeRatePattern<CentsSigned>} realizedCapDelta
@@ -1925,7 +1934,8 @@ function createMvrvNegNetRealizedSoprValuePattern(client, acc) {
   return {
     mvrv: createMetricPattern1(client, _m(acc, 'mvrv')),
     negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')),
-    netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')),
+    netRealizedPnl: createMetricPattern1(client, _m(acc, 'net_realized_pnl')),
+    netRealizedPnlSum: create_24hPattern(client, _m(acc, 'net_realized_pnl_24h')),
     realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')),
     realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')),
     realizedCapDelta: createChangeRatePattern(client, _m(acc, 'realized_cap_delta')),

packages/brk_client/brk_client/__init__.py

@@ -2090,8 +2090,11 @@ class CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentS
         self.net_pnl_change_1m_rel_to_realized_cap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'net_pnl_change_1m_rel_to_realized_cap'))
         self.net_pnl_delta: ChangeRatePattern[CentsSigned] = ChangeRatePattern(client, _m(acc, 'net_pnl_delta'))
         self.net_pnl_delta_extended: _24hChangeRatePattern[CentsSigned] = _24hChangeRatePattern(client, _m(acc, 'net_pnl_delta'))
-        self.net_realized_pnl: CumulativeHeightPattern[CentsSigned] = CumulativeHeightPattern(client, _m(acc, 'net_realized_pnl'))
+        self.net_realized_pnl: MetricPattern1[CentsSigned] = MetricPattern1(client, _m(acc, 'net_realized_pnl'))
+        self.net_realized_pnl_cumulative: MetricPattern1[CentsSigned] = MetricPattern1(client, _m(acc, 'net_realized_pnl_cumulative'))
         self.net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap'))
+        self.net_realized_pnl_sum: _24hPattern[CentsSigned] = _24hPattern(client, _m(acc, 'net_realized_pnl_24h'))
+        self.net_realized_pnl_sum_extended: _1m1w1yPattern[CentsSigned] = _1m1w1yPattern(client, _m(acc, 'net_realized_pnl'))
         self.peak_regret: CumulativeHeightPattern[Cents] = CumulativeHeightPattern(client, _m(acc, 'realized_peak_regret'))
         self.peak_regret_rel_to_realized_cap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'realized_peak_regret_rel_to_realized_cap'))
         self.profit_flow: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'profit_flow'))
@@ -2175,7 +2178,8 @@ class MvrvNegNetRealizedSentSoprValuePattern:
         """Create pattern node with accumulated metric name."""
         self.mvrv: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'mvrv'))
         self.neg_realized_loss: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'neg_realized_loss'))
-        self.net_realized_pnl: CumulativeHeightPattern[CentsSigned] = CumulativeHeightPattern(client, _m(acc, 'net_realized_pnl'))
+        self.net_realized_pnl: MetricPattern1[CentsSigned] = MetricPattern1(client, _m(acc, 'net_realized_pnl'))
+        self.net_realized_pnl_sum: _24hPattern[CentsSigned] = _24hPattern(client, _m(acc, 'net_realized_pnl_24h'))
         self.realized_cap: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'realized_cap'))
         self.realized_cap_cents: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'realized_cap_cents'))
         self.realized_cap_delta: ChangeRatePattern[CentsSigned] = ChangeRatePattern(client, _m(acc, 'realized_cap_delta'))
@@ -2227,7 +2231,8 @@ class MvrvNegNetRealizedSoprValuePattern:
         """Create pattern node with accumulated metric name."""
         self.mvrv: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'mvrv'))
         self.neg_realized_loss: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'neg_realized_loss'))
-        self.net_realized_pnl: CumulativeHeightPattern[CentsSigned] = CumulativeHeightPattern(client, _m(acc, 'net_realized_pnl'))
+        self.net_realized_pnl: MetricPattern1[CentsSigned] = MetricPattern1(client, _m(acc, 'net_realized_pnl'))
+        self.net_realized_pnl_sum: _24hPattern[CentsSigned] = _24hPattern(client, _m(acc, 'net_realized_pnl_24h'))
         self.realized_cap: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'realized_cap'))
         self.realized_cap_cents: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'realized_cap_cents'))
         self.realized_cap_delta: ChangeRatePattern[CentsSigned] = ChangeRatePattern(client, _m(acc, 'realized_cap_delta'))