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https://github.com/bitcoinresearchkit/brk.git
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@@ -0,0 +1,82 @@
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//! ComputedFromHeight using Distribution aggregation (no sum/cumulative).
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//!
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//! Use for block-based metrics where sum/cumulative would be misleading
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//! (e.g., activity counts that can't be deduplicated across blocks).
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use brk_error::Result;
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use brk_traversable::Traversable;
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use brk_types::{Height, Version};
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use derive_more::{Deref, DerefMut};
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use schemars::JsonSchema;
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use vecdb::{Database, EagerVec, Exit, ImportableVec, IterableCloneableVec, PcoVec};
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use crate::{ComputeIndexes, indexes};
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use crate::internal::{ComputedHeightDerivedDistribution, ComputedVecValue, NumericValue};
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#[derive(Clone, Deref, DerefMut, Traversable)]
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#[traversable(merge)]
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pub struct ComputedFromHeightDistribution<T>
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where
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T: ComputedVecValue + PartialOrd + JsonSchema,
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{
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#[traversable(rename = "base")]
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pub height: EagerVec<PcoVec<Height, T>>,
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#[deref]
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#[deref_mut]
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pub rest: ComputedHeightDerivedDistribution<T>,
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}
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const VERSION: Version = Version::ZERO;
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impl<T> ComputedFromHeightDistribution<T>
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where
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T: NumericValue + JsonSchema,
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{
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pub fn forced_import(
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db: &Database,
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name: &str,
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version: Version,
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indexes: &indexes::Vecs,
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) -> Result<Self> {
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let v = version + VERSION;
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let height: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, v)?;
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let rest = ComputedHeightDerivedDistribution::forced_import(
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db,
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name,
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height.boxed_clone(),
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v,
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indexes,
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)?;
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Ok(Self { height, rest })
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}
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pub fn compute_all<F>(
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&mut self,
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indexes: &indexes::Vecs,
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starting_indexes: &ComputeIndexes,
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exit: &Exit,
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mut compute: F,
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) -> Result<()>
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where
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F: FnMut(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
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{
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compute(&mut self.height)?;
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self.compute_rest(indexes, starting_indexes, exit)
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}
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/// Compute rest from self.height (for stateful computation patterns).
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pub fn compute_rest(
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&mut self,
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indexes: &indexes::Vecs,
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starting_indexes: &ComputeIndexes,
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exit: &Exit,
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) -> Result<()> {
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self.rest
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.derive_from(indexes, starting_indexes, &self.height, exit)
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}
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}
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+74
@@ -0,0 +1,74 @@
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//! LazyBinaryComputedFromHeightDistribution - lazy binary transform with distribution stats.
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//!
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//! Height-level values are lazy: `transform(source1[h], source2[h])`.
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//! Uses Distribution aggregation (no sum/cumulative) - appropriate for ratios.
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use brk_error::Result;
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use brk_traversable::Traversable;
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use brk_types::{Height, Version};
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use derive_more::{Deref, DerefMut};
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use schemars::JsonSchema;
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use vecdb::{BinaryTransform, Database, Exit, IterableBoxedVec, IterableCloneableVec, LazyVecFrom2};
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use crate::{
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ComputeIndexes, indexes,
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internal::{ComputedHeightDerivedDistribution, ComputedVecValue, NumericValue},
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};
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const VERSION: Version = Version::ZERO;
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/// Lazy binary transform at height with distribution stats (no sum/cumulative).
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#[derive(Clone, Deref, DerefMut, Traversable)]
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#[traversable(merge)]
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pub struct LazyBinaryComputedFromHeightDistribution<T, S1T = T, S2T = T>
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where
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T: ComputedVecValue + PartialOrd + JsonSchema,
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S1T: ComputedVecValue,
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S2T: ComputedVecValue,
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{
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#[traversable(rename = "base")]
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pub height: LazyVecFrom2<Height, T, Height, S1T, Height, S2T>,
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#[deref]
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#[deref_mut]
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pub rest: ComputedHeightDerivedDistribution<T>,
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}
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impl<T, S1T, S2T> LazyBinaryComputedFromHeightDistribution<T, S1T, S2T>
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where
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T: NumericValue + JsonSchema,
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S1T: ComputedVecValue + JsonSchema,
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S2T: ComputedVecValue + JsonSchema,
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{
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pub fn forced_import<F: BinaryTransform<S1T, S2T, T>>(
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db: &Database,
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name: &str,
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version: Version,
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source1: IterableBoxedVec<Height, S1T>,
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source2: IterableBoxedVec<Height, S2T>,
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indexes: &indexes::Vecs,
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) -> Result<Self> {
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let v = version + VERSION;
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let height = LazyVecFrom2::transformed::<F>(name, v, source1, source2);
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let rest = ComputedHeightDerivedDistribution::forced_import(
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db,
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name,
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height.boxed_clone(),
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v,
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indexes,
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)?;
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Ok(Self { height, rest })
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}
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pub fn derive_from(
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&mut self,
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indexes: &indexes::Vecs,
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starting_indexes: &ComputeIndexes,
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exit: &Exit,
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) -> Result<()> {
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self.rest
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.derive_from(indexes, starting_indexes, &self.height, exit)
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}
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}
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@@ -2,11 +2,13 @@ mod binary_full;
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mod binary_last;
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mod binary_sum;
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mod binary_sum_cum;
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mod distribution;
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mod full;
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mod last;
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mod lazy_distribution;
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mod lazy_full;
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mod lazy_transform_distribution;
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mod lazy_binary_computed_distribution;
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mod lazy_binary_computed_full;
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mod lazy_binary_computed_last;
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mod lazy_binary_computed_sum;
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@@ -35,11 +37,13 @@ pub use binary_full::*;
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pub use binary_last::*;
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pub use binary_sum::*;
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pub use binary_sum_cum::*;
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pub use distribution::*;
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pub use full::*;
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pub use last::*;
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pub use lazy_distribution::*;
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pub use lazy_full::*;
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pub use lazy_transform_distribution::*;
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pub use lazy_binary_computed_distribution::*;
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pub use lazy_binary_computed_full::*;
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pub use lazy_binary_computed_last::*;
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pub use lazy_binary_computed_sum::*;
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@@ -1,11 +0,0 @@
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use brk_types::{Cents, Dollars};
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use vecdb::UnaryTransform;
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pub struct CentsToDollars;
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impl UnaryTransform<Cents, Dollars> for CentsToDollars {
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#[inline(always)]
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fn apply(cents: Cents) -> Dollars {
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Dollars::from(cents)
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}
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}
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@@ -1,4 +1,3 @@
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mod cents_to_dollars;
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mod close_price_times_ratio;
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mod close_price_times_sats;
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mod difference_f32;
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@@ -21,6 +20,7 @@ mod price_times_ratio;
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mod ratio32;
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mod ratio32_neg;
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mod ratio_f32;
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mod ratio_u64_f32;
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mod return_f32_tenths;
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mod return_i8;
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mod return_u16;
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@@ -34,12 +34,12 @@ mod sat_plus_to_bitcoin;
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mod sat_to_bitcoin;
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mod sats_times_close_price;
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mod u16_to_years;
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mod u64_plus;
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mod volatility_sqrt30;
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mod volatility_sqrt365;
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mod volatility_sqrt7;
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mod weight_to_fullness;
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pub use cents_to_dollars::*;
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pub use close_price_times_ratio::*;
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pub use close_price_times_sats::*;
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pub use difference_f32::*;
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@@ -62,6 +62,7 @@ pub use price_times_ratio::*;
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pub use ratio32::*;
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pub use ratio32_neg::*;
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pub use ratio_f32::*;
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pub use ratio_u64_f32::*;
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pub use return_f32_tenths::*;
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pub use return_i8::*;
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pub use return_u16::*;
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@@ -75,6 +76,7 @@ pub use sat_plus_to_bitcoin::*;
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pub use sat_to_bitcoin::*;
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pub use sats_times_close_price::*;
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pub use u16_to_years::*;
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pub use u64_plus::*;
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pub use volatility_sqrt30::*;
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pub use volatility_sqrt365::*;
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pub use volatility_sqrt7::*;
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@@ -0,0 +1,20 @@
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//! (StoredU64, StoredU64) -> StoredF32 ratio
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use brk_types::{StoredF32, StoredU64};
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use vecdb::BinaryTransform;
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/// (StoredU64, StoredU64) -> StoredF32 ratio (a/b)
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pub struct RatioU64F32;
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impl BinaryTransform<StoredU64, StoredU64, StoredF32> for RatioU64F32 {
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#[inline(always)]
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fn apply(numerator: StoredU64, denominator: StoredU64) -> StoredF32 {
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let num: f64 = (*numerator) as f64;
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let den: f64 = (*denominator) as f64;
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if den == 0.0 {
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StoredF32::from(0.0)
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} else {
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StoredF32::from(num / den)
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}
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}
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}
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@@ -0,0 +1,13 @@
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use brk_types::StoredU64;
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use vecdb::BinaryTransform;
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/// (StoredU64, StoredU64) -> StoredU64 addition
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/// Used for computing total_addr_count = addr_count + empty_addr_count
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pub struct U64Plus;
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impl BinaryTransform<StoredU64, StoredU64, StoredU64> for U64Plus {
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#[inline(always)]
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fn apply(lhs: StoredU64, rhs: StoredU64) -> StoredU64 {
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StoredU64::from(u64::from(lhs) + u64::from(rhs))
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}
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}
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