global: snapshot

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