Mirror/brk
1
0
Fork 0
mirror of https://github.com/bitcoinresearchkit/brk.git synced 2026-07-17 14:08:10 -07:00
Code Issues Packages Projects Releases Wiki Activity

global: snapshot

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
crates/brk_computer/src/internal/algo/expanding_percentiles.rs
+1
View File
@@ -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
+13 -7
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));