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global: snapshot

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This commit is contained in:
nym21
2026-03-18 21:04:12 +01:00
parent 92e1a0ccaf
commit d8b55340f7
16 changed files with 215 additions and 143 deletions
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3
crates/brk_computer/src/cointime/prices/vecs.rs
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@@ -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> {

2
crates/brk_computer/src/distribution/metrics/realized/full.rs
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@@ -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,

1
crates/brk_computer/src/internal/algo/expanding_percentiles.rs
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@@ -146,4 +146,5 @@ mod tests {
assert_eq!(ep.count(), 0);
assert_eq!(quantile(&ep, 0.5), 0);
}
}

20
crates/brk_computer/src/internal/per_block/ratio/percentiles.rs
View File

@@ -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));

2
crates/brk_computer/src/lib.rs
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@@ -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> {

5
crates/brk_computer/src/market/dca/compute.rs
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@@ -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
};