global: snapshot

crates/brk_client/src/lib.rs

@@ -1073,7 +1073,7 @@ impl _10y1m1w1y2y3m3y4y5y6m6y8yPattern3 {
 pub struct CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern {
     pub cap: CentsDeltaToUsdPattern,
     pub gross_pnl: BaseCumulativeSumPattern3,
-    pub investor: InvestorPricePattern,
+    pub investor: PricePattern,
     pub loss: BaseCapitulationCumulativeNegativeSumToValuePattern,
     pub mvrv: SeriesPattern1<StoredF32>,
     pub net_pnl: BaseChangeCumulativeDeltaSumToPattern,
@@ -2507,24 +2507,6 @@ pub struct GreedNetPainPattern {
     pub pain_index: CentsUsdPattern2,
 }
 
-/// Pattern struct for repeated tree structure.
-pub struct InvestorPricePattern {
-    pub investor_lower_band: CentsSatsUsdPattern,
-    pub investor_upper_band: CentsSatsUsdPattern,
-    pub price: BpsCentsPercentilesRatioSatsUsdPattern,
-}
-
-impl InvestorPricePattern {
-    /// Create a new pattern node with accumulated series name.
-    pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
-        Self {
-            investor_lower_band: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "lower_band")),
-            investor_upper_band: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "upper_band")),
-            price: BpsCentsPercentilesRatioSatsUsdPattern::new(client.clone(), _m(&acc, "price")),
-        }
-    }
-}
-
 /// Pattern struct for repeated tree structure.
 pub struct LossNuplProfitPattern {
     pub loss: BaseCumulativeNegativeSumPattern,
@@ -2896,6 +2878,20 @@ impl NuplPattern {
     }
 }
 
+/// Pattern struct for repeated tree structure.
+pub struct PricePattern {
+    pub price: BpsCentsPercentilesRatioSatsUsdPattern,
+}
+
+impl PricePattern {
+    /// Create a new pattern node with accumulated series name.
+    pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
+        Self {
+            price: BpsCentsPercentilesRatioSatsUsdPattern::new(client.clone(), acc.clone()),
+        }
+    }
+}
+
 /// Pattern struct for repeated tree structure.
 pub struct UnspentPattern {
     pub unspent_count: BaseDeltaPattern,
@@ -6313,7 +6309,7 @@ pub struct SeriesTree_Cohorts_Utxo_All_Realized {
     pub gross_pnl: BaseCumulativeSumPattern3,
     pub sell_side_risk_ratio: _1m1w1y24hPattern6,
     pub peak_regret: BaseCumulativeToPattern,
-    pub investor: InvestorPricePattern,
+    pub investor: PricePattern,
     pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
 }
 
@@ -6330,7 +6326,7 @@ impl SeriesTree_Cohorts_Utxo_All_Realized {
             gross_pnl: BaseCumulativeSumPattern3::new(client.clone(), "realized_gross_pnl".to_string()),
             sell_side_risk_ratio: _1m1w1y24hPattern6::new(client.clone(), "sell_side_risk_ratio".to_string()),
             peak_regret: BaseCumulativeToPattern::new(client.clone(), "realized_peak_regret".to_string()),
-            investor: InvestorPricePattern::new(client.clone(), "investor".to_string()),
+            investor: PricePattern::new(client.clone(), "investor_price".to_string()),
             profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "realized_profit_to_loss_ratio".to_string()),
         }
     }
@@ -6812,7 +6808,7 @@ pub struct SeriesTree_Cohorts_Utxo_Sth_Realized {
     pub gross_pnl: BaseCumulativeSumPattern3,
     pub sell_side_risk_ratio: _1m1w1y24hPattern6,
     pub peak_regret: BaseCumulativeToPattern,
-    pub investor: InvestorPricePattern,
+    pub investor: PricePattern,
     pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
 }
 
@@ -6829,7 +6825,7 @@ impl SeriesTree_Cohorts_Utxo_Sth_Realized {
             gross_pnl: BaseCumulativeSumPattern3::new(client.clone(), "sth_realized_gross_pnl".to_string()),
             sell_side_risk_ratio: _1m1w1y24hPattern6::new(client.clone(), "sth_sell_side_risk_ratio".to_string()),
             peak_regret: BaseCumulativeToPattern::new(client.clone(), "sth_realized_peak_regret".to_string()),
-            investor: InvestorPricePattern::new(client.clone(), "sth_investor".to_string()),
+            investor: PricePattern::new(client.clone(), "sth_investor_price".to_string()),
             profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "sth_realized_profit_to_loss_ratio".to_string()),
         }
     }
@@ -7250,7 +7246,7 @@ pub struct SeriesTree_Cohorts_Utxo_Lth_Realized {
     pub gross_pnl: BaseCumulativeSumPattern3,
     pub sell_side_risk_ratio: _1m1w1y24hPattern6,
     pub peak_regret: BaseCumulativeToPattern,
-    pub investor: InvestorPricePattern,
+    pub investor: PricePattern,
     pub profit_to_loss_ratio: _1m1w1y24hPattern<StoredF64>,
 }
 
@@ -7267,7 +7263,7 @@ impl SeriesTree_Cohorts_Utxo_Lth_Realized {
             gross_pnl: BaseCumulativeSumPattern3::new(client.clone(), "lth_realized_gross_pnl".to_string()),
             sell_side_risk_ratio: _1m1w1y24hPattern6::new(client.clone(), "lth_sell_side_risk_ratio".to_string()),
             peak_regret: BaseCumulativeToPattern::new(client.clone(), "lth_realized_peak_regret".to_string()),
-            investor: InvestorPricePattern::new(client.clone(), "lth_investor".to_string()),
+            investor: PricePattern::new(client.clone(), "lth_investor_price".to_string()),
             profit_to_loss_ratio: _1m1w1y24hPattern::new(client.clone(), "lth_realized_profit_to_loss_ratio".to_string()),
         }
     }

crates/brk_computer/src/cointime/prices/vecs.rs

@@ -1,8 +1,7 @@
 use brk_traversable::Traversable;
-use brk_types::Dollars;
 use vecdb::{Rw, StorageMode};
 
-use crate::internal::{PerBlock, PriceWithRatioExtendedPerBlock};
+use crate::internal::PriceWithRatioExtendedPerBlock;
 
 #[derive(Traversable)]
 pub struct Vecs<M: StorageMode = Rw> {

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

@@ -14,7 +14,7 @@ use crate::{
     blocks,
     distribution::state::{WithCapital, CohortState, CostBasisData, RealizedState},
     internal::{
-        CentsUnsignedToDollars, PerBlock, PerBlockCumulative,
+        CentsUnsignedToDollars, PerBlockCumulative,
         PerBlockCumulativeWithSums, FiatPerBlockCumulativeWithSums,
         LazyPerBlock, PercentPerBlock, PercentRollingWindows,
         PriceWithRatioExtendedPerBlock, RatioCents64, RatioCentsBp32,

crates/brk_computer/src/internal/algo/expanding_percentiles.rs

@@ -146,4 +146,5 @@ mod tests {
         assert_eq!(ep.count(), 0);
         assert_eq!(quantile(&ep, 0.5), 0);
     }
+
 }

crates/brk_computer/src/internal/per_block/ratio/percentiles.rs

@@ -33,7 +33,11 @@ pub struct RatioPerBlockPercentiles<M: StorageMode = Rw> {
     expanding_pct: ExpandingPercentiles,
 }
 
-const VERSION: Version = Version::new(4);
+const VERSION: Version = Version::new(5);
+
+/// First height included in ratio percentile computation (first halving).
+/// Earlier blocks lack meaningful market data and pollute the distribution.
+const MIN_HEIGHT: usize = 210_000;
 
 impl RatioPerBlockPercentiles {
     pub(crate) fn forced_import(
@@ -100,11 +104,11 @@ impl RatioPerBlockPercentiles {
         let ratio_len = ratio_source.len();
 
         if ratio_len > start {
-            let pct_count = self.expanding_pct.count() as usize;
-            if pct_count != start {
+            let expected_count = start.saturating_sub(MIN_HEIGHT);
+            if self.expanding_pct.count() as usize != expected_count {
                 self.expanding_pct.reset();
-                if start > 0 {
-                    let historical = ratio_source.collect_range_at(0, start);
+                if start > MIN_HEIGHT {
+                    let historical = ratio_source.collect_range_at(MIN_HEIGHT, start);
                     self.expanding_pct.add_bulk(&historical);
                 }
             }
@@ -125,8 +129,10 @@ impl RatioPerBlockPercentiles {
                 vec.truncate_if_needed_at(start)?;
             }
 
-            for &ratio in new_ratios.iter() {
-                self.expanding_pct.add(*ratio);
+            for (i, &ratio) in new_ratios.iter().enumerate() {
+                if start + i >= MIN_HEIGHT {
+                    self.expanding_pct.add(*ratio);
+                }
                 self.expanding_pct.quantiles(&PCTS, &mut out);
                 for (vec, &val) in pct_vecs.iter_mut().zip(out.iter()) {
                     vec.push(BasisPoints32::from(val));

crates/brk_computer/src/lib.rs

@@ -49,7 +49,7 @@ pub struct Computer<M: StorageMode = Rw> {
     pub outputs: Box<outputs::Vecs<M>>,
 }
 
-const VERSION: Version = Version::new(5);
+const VERSION: Version = Version::new(6);
 
 impl Computer {
     pub fn forced_import(outputs_path: &Path, indexer: &Indexer) -> Result<Self> {

crates/brk_computer/src/market/dca/compute.rs

@@ -165,8 +165,9 @@ impl Vecs {
         let start_days = super::ByDcaClass::<()>::start_days();
         for (stack, day1) in self.class.stack.iter_mut().zip(start_days) {
             let mut last_di: Option<Day1> = None;
-            let mut prev_value = if starting_height > 0 {
-                stack.sats.height.collect_one_at(starting_height - 1).unwrap_or_default()
+            let cls_start = stack.sats.height.len().min(starting_height);
+            let mut prev_value = if cls_start > 0 {
+                stack.sats.height.collect_one_at(cls_start - 1).unwrap_or_default()
             } else {
                 Sats::ZERO
             };

crates/brk_types/src/date.rs

@@ -16,7 +16,6 @@ pub struct Date(u32);
 impl Date {
     pub const INDEX_ZERO: Self = Self(20090101);
     pub const INDEX_ZERO_: Date_ = Date_::constant(2009, 1, 1);
-    pub const MIN_RATIO: Self = Self(20120101);
 
     pub fn new(year: u16, month: u8, day: u8) -> Self {
         Self(year as u32 * 1_00_00 + month as u32 * 1_00 + day as u32)