price: snapshot

This commit is contained in:
nym21
2026-01-16 00:41:25 +01:00
parent 967d2c7f35
commit f39681bb2b
5 changed files with 3471 additions and 5654 deletions
+274 -274
View File
@@ -1268,56 +1268,6 @@ impl Price111dSmaPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct PercentilesPattern {
pub pct05: MetricPattern4<Dollars>,
pub pct10: MetricPattern4<Dollars>,
pub pct15: MetricPattern4<Dollars>,
pub pct20: MetricPattern4<Dollars>,
pub pct25: MetricPattern4<Dollars>,
pub pct30: MetricPattern4<Dollars>,
pub pct35: MetricPattern4<Dollars>,
pub pct40: MetricPattern4<Dollars>,
pub pct45: MetricPattern4<Dollars>,
pub pct50: MetricPattern4<Dollars>,
pub pct55: MetricPattern4<Dollars>,
pub pct60: MetricPattern4<Dollars>,
pub pct65: MetricPattern4<Dollars>,
pub pct70: MetricPattern4<Dollars>,
pub pct75: MetricPattern4<Dollars>,
pub pct80: MetricPattern4<Dollars>,
pub pct85: MetricPattern4<Dollars>,
pub pct90: MetricPattern4<Dollars>,
pub pct95: MetricPattern4<Dollars>,
}
impl PercentilesPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
pct05: MetricPattern4::new(client.clone(), _m(&acc, "pct05")),
pct10: MetricPattern4::new(client.clone(), _m(&acc, "pct10")),
pct15: MetricPattern4::new(client.clone(), _m(&acc, "pct15")),
pct20: MetricPattern4::new(client.clone(), _m(&acc, "pct20")),
pct25: MetricPattern4::new(client.clone(), _m(&acc, "pct25")),
pct30: MetricPattern4::new(client.clone(), _m(&acc, "pct30")),
pct35: MetricPattern4::new(client.clone(), _m(&acc, "pct35")),
pct40: MetricPattern4::new(client.clone(), _m(&acc, "pct40")),
pct45: MetricPattern4::new(client.clone(), _m(&acc, "pct45")),
pct50: MetricPattern4::new(client.clone(), _m(&acc, "pct50")),
pct55: MetricPattern4::new(client.clone(), _m(&acc, "pct55")),
pct60: MetricPattern4::new(client.clone(), _m(&acc, "pct60")),
pct65: MetricPattern4::new(client.clone(), _m(&acc, "pct65")),
pct70: MetricPattern4::new(client.clone(), _m(&acc, "pct70")),
pct75: MetricPattern4::new(client.clone(), _m(&acc, "pct75")),
pct80: MetricPattern4::new(client.clone(), _m(&acc, "pct80")),
pct85: MetricPattern4::new(client.clone(), _m(&acc, "pct85")),
pct90: MetricPattern4::new(client.clone(), _m(&acc, "pct90")),
pct95: MetricPattern4::new(client.clone(), _m(&acc, "pct95")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct ActivePriceRatioPattern {
pub ratio: MetricPattern4<StoredF32>,
@@ -1368,6 +1318,56 @@ impl ActivePriceRatioPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct PercentilesPattern {
pub pct05: MetricPattern4<Dollars>,
pub pct10: MetricPattern4<Dollars>,
pub pct15: MetricPattern4<Dollars>,
pub pct20: MetricPattern4<Dollars>,
pub pct25: MetricPattern4<Dollars>,
pub pct30: MetricPattern4<Dollars>,
pub pct35: MetricPattern4<Dollars>,
pub pct40: MetricPattern4<Dollars>,
pub pct45: MetricPattern4<Dollars>,
pub pct50: MetricPattern4<Dollars>,
pub pct55: MetricPattern4<Dollars>,
pub pct60: MetricPattern4<Dollars>,
pub pct65: MetricPattern4<Dollars>,
pub pct70: MetricPattern4<Dollars>,
pub pct75: MetricPattern4<Dollars>,
pub pct80: MetricPattern4<Dollars>,
pub pct85: MetricPattern4<Dollars>,
pub pct90: MetricPattern4<Dollars>,
pub pct95: MetricPattern4<Dollars>,
}
impl PercentilesPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
pct05: MetricPattern4::new(client.clone(), _m(&acc, "pct05")),
pct10: MetricPattern4::new(client.clone(), _m(&acc, "pct10")),
pct15: MetricPattern4::new(client.clone(), _m(&acc, "pct15")),
pct20: MetricPattern4::new(client.clone(), _m(&acc, "pct20")),
pct25: MetricPattern4::new(client.clone(), _m(&acc, "pct25")),
pct30: MetricPattern4::new(client.clone(), _m(&acc, "pct30")),
pct35: MetricPattern4::new(client.clone(), _m(&acc, "pct35")),
pct40: MetricPattern4::new(client.clone(), _m(&acc, "pct40")),
pct45: MetricPattern4::new(client.clone(), _m(&acc, "pct45")),
pct50: MetricPattern4::new(client.clone(), _m(&acc, "pct50")),
pct55: MetricPattern4::new(client.clone(), _m(&acc, "pct55")),
pct60: MetricPattern4::new(client.clone(), _m(&acc, "pct60")),
pct65: MetricPattern4::new(client.clone(), _m(&acc, "pct65")),
pct70: MetricPattern4::new(client.clone(), _m(&acc, "pct70")),
pct75: MetricPattern4::new(client.clone(), _m(&acc, "pct75")),
pct80: MetricPattern4::new(client.clone(), _m(&acc, "pct80")),
pct85: MetricPattern4::new(client.clone(), _m(&acc, "pct85")),
pct90: MetricPattern4::new(client.clone(), _m(&acc, "pct90")),
pct95: MetricPattern4::new(client.clone(), _m(&acc, "pct95")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern5 {
pub neg_unrealized_loss_rel_to_market_cap: MetricPattern1<StoredF32>,
@@ -1600,40 +1600,6 @@ impl BitcoinPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct ClassAveragePricePattern<T> {
pub _2015: MetricPattern4<T>,
pub _2016: MetricPattern4<T>,
pub _2017: MetricPattern4<T>,
pub _2018: MetricPattern4<T>,
pub _2019: MetricPattern4<T>,
pub _2020: MetricPattern4<T>,
pub _2021: MetricPattern4<T>,
pub _2022: MetricPattern4<T>,
pub _2023: MetricPattern4<T>,
pub _2024: MetricPattern4<T>,
pub _2025: MetricPattern4<T>,
}
impl<T: DeserializeOwned> ClassAveragePricePattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
_2015: MetricPattern4::new(client.clone(), _m(&acc, "2015_returns")),
_2016: MetricPattern4::new(client.clone(), _m(&acc, "2016_returns")),
_2017: MetricPattern4::new(client.clone(), _m(&acc, "2017_returns")),
_2018: MetricPattern4::new(client.clone(), _m(&acc, "2018_returns")),
_2019: MetricPattern4::new(client.clone(), _m(&acc, "2019_returns")),
_2020: MetricPattern4::new(client.clone(), _m(&acc, "2020_returns")),
_2021: MetricPattern4::new(client.clone(), _m(&acc, "2021_returns")),
_2022: MetricPattern4::new(client.clone(), _m(&acc, "2022_returns")),
_2023: MetricPattern4::new(client.clone(), _m(&acc, "2023_returns")),
_2024: MetricPattern4::new(client.clone(), _m(&acc, "2024_returns")),
_2025: MetricPattern4::new(client.clone(), _m(&acc, "2025_returns")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct DollarsPattern<T> {
pub average: MetricPattern2<T>,
@@ -1669,33 +1635,35 @@ impl<T: DeserializeOwned> DollarsPattern<T> {
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern2 {
pub neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub supply_in_loss_rel_to_own_supply: MetricPattern1<StoredF64>,
pub supply_in_profit_rel_to_own_supply: MetricPattern1<StoredF64>,
pub unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub struct ClassAveragePricePattern<T> {
pub _2015: MetricPattern4<T>,
pub _2016: MetricPattern4<T>,
pub _2017: MetricPattern4<T>,
pub _2018: MetricPattern4<T>,
pub _2019: MetricPattern4<T>,
pub _2020: MetricPattern4<T>,
pub _2021: MetricPattern4<T>,
pub _2022: MetricPattern4<T>,
pub _2023: MetricPattern4<T>,
pub _2024: MetricPattern4<T>,
pub _2025: MetricPattern4<T>,
}
impl RelativePattern2 {
impl<T: DeserializeOwned> ClassAveragePricePattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_market_cap")),
neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_total_unrealized_pnl")),
net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_market_cap")),
net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_total_unrealized_pnl")),
supply_in_loss_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_loss_rel_to_own_supply")),
supply_in_profit_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_profit_rel_to_own_supply")),
unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_market_cap")),
unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_total_unrealized_pnl")),
unrealized_profit_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_market_cap")),
unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_total_unrealized_pnl")),
_2015: MetricPattern4::new(client.clone(), _m(&acc, "2015_average_price")),
_2016: MetricPattern4::new(client.clone(), _m(&acc, "2016_average_price")),
_2017: MetricPattern4::new(client.clone(), _m(&acc, "2017_average_price")),
_2018: MetricPattern4::new(client.clone(), _m(&acc, "2018_average_price")),
_2019: MetricPattern4::new(client.clone(), _m(&acc, "2019_average_price")),
_2020: MetricPattern4::new(client.clone(), _m(&acc, "2020_average_price")),
_2021: MetricPattern4::new(client.clone(), _m(&acc, "2021_average_price")),
_2022: MetricPattern4::new(client.clone(), _m(&acc, "2022_average_price")),
_2023: MetricPattern4::new(client.clone(), _m(&acc, "2023_average_price")),
_2024: MetricPattern4::new(client.clone(), _m(&acc, "2024_average_price")),
_2025: MetricPattern4::new(client.clone(), _m(&acc, "2025_average_price")),
}
}
}
@@ -1732,6 +1700,38 @@ impl RelativePattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern2 {
pub neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub supply_in_loss_rel_to_own_supply: MetricPattern1<StoredF64>,
pub supply_in_profit_rel_to_own_supply: MetricPattern1<StoredF64>,
pub unrealized_loss_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_market_cap: MetricPattern1<StoredF32>,
pub unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1<StoredF32>,
}
impl RelativePattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
neg_unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_market_cap")),
neg_unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss_rel_to_own_total_unrealized_pnl")),
net_unrealized_pnl_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_market_cap")),
net_unrealized_pnl_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "net_unrealized_pnl_rel_to_own_total_unrealized_pnl")),
supply_in_loss_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_loss_rel_to_own_supply")),
supply_in_profit_rel_to_own_supply: MetricPattern1::new(client.clone(), _m(&acc, "supply_in_profit_rel_to_own_supply")),
unrealized_loss_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_market_cap")),
unrealized_loss_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_loss_rel_to_own_total_unrealized_pnl")),
unrealized_profit_rel_to_own_market_cap: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_market_cap")),
unrealized_profit_rel_to_own_total_unrealized_pnl: MetricPattern1::new(client.clone(), _m(&acc, "unrealized_profit_rel_to_own_total_unrealized_pnl")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct CountPattern2<T> {
pub average: MetricPattern1<T>,
@@ -1911,51 +1911,25 @@ impl<T: DeserializeOwned> PhaseDailyCentsPattern<T> {
}
/// Pattern struct for repeated tree structure.
pub struct PeriodCagrPattern {
pub _10y: MetricPattern4<StoredF32>,
pub _2y: MetricPattern4<StoredF32>,
pub _3y: MetricPattern4<StoredF32>,
pub _4y: MetricPattern4<StoredF32>,
pub _5y: MetricPattern4<StoredF32>,
pub _6y: MetricPattern4<StoredF32>,
pub _8y: MetricPattern4<StoredF32>,
}
impl PeriodCagrPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
_10y: MetricPattern4::new(client.clone(), _p("10y", &acc)),
_2y: MetricPattern4::new(client.clone(), _p("2y", &acc)),
_3y: MetricPattern4::new(client.clone(), _p("3y", &acc)),
_4y: MetricPattern4::new(client.clone(), _p("4y", &acc)),
_5y: MetricPattern4::new(client.clone(), _p("5y", &acc)),
_6y: MetricPattern4::new(client.clone(), _p("6y", &acc)),
_8y: MetricPattern4::new(client.clone(), _p("8y", &acc)),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _10yTo12yPattern {
pub struct _10yPattern {
pub activity: ActivityPattern2,
pub cost_basis: CostBasisPattern2,
pub cost_basis: CostBasisPattern,
pub outputs: OutputsPattern,
pub realized: RealizedPattern2,
pub relative: RelativePattern2,
pub realized: RealizedPattern4,
pub relative: RelativePattern,
pub supply: SupplyPattern2,
pub unrealized: UnrealizedPattern,
}
impl _10yTo12yPattern {
impl _10yPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
activity: ActivityPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern::new(client.clone(), acc.clone()),
outputs: OutputsPattern::new(client.clone(), _m(&acc, "utxo_count")),
realized: RealizedPattern2::new(client.clone(), acc.clone()),
relative: RelativePattern2::new(client.clone(), acc.clone()),
realized: RealizedPattern4::new(client.clone(), acc.clone()),
relative: RelativePattern::new(client.clone(), acc.clone()),
supply: SupplyPattern2::new(client.clone(), _m(&acc, "supply")),
unrealized: UnrealizedPattern::new(client.clone(), acc.clone()),
}
@@ -2014,6 +1988,32 @@ impl _0satsPattern2 {
}
}
/// Pattern struct for repeated tree structure.
pub struct PeriodCagrPattern {
pub _10y: MetricPattern4<StoredF32>,
pub _2y: MetricPattern4<StoredF32>,
pub _3y: MetricPattern4<StoredF32>,
pub _4y: MetricPattern4<StoredF32>,
pub _5y: MetricPattern4<StoredF32>,
pub _6y: MetricPattern4<StoredF32>,
pub _8y: MetricPattern4<StoredF32>,
}
impl PeriodCagrPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
_10y: MetricPattern4::new(client.clone(), _p("10y", &acc)),
_2y: MetricPattern4::new(client.clone(), _p("2y", &acc)),
_3y: MetricPattern4::new(client.clone(), _p("3y", &acc)),
_4y: MetricPattern4::new(client.clone(), _p("4y", &acc)),
_5y: MetricPattern4::new(client.clone(), _p("5y", &acc)),
_6y: MetricPattern4::new(client.clone(), _p("6y", &acc)),
_8y: MetricPattern4::new(client.clone(), _p("8y", &acc)),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _100btcPattern {
pub activity: ActivityPattern2,
@@ -2041,25 +2041,25 @@ impl _100btcPattern {
}
/// Pattern struct for repeated tree structure.
pub struct _10yPattern {
pub struct _10yTo12yPattern {
pub activity: ActivityPattern2,
pub cost_basis: CostBasisPattern,
pub cost_basis: CostBasisPattern2,
pub outputs: OutputsPattern,
pub realized: RealizedPattern4,
pub relative: RelativePattern,
pub realized: RealizedPattern2,
pub relative: RelativePattern2,
pub supply: SupplyPattern2,
pub unrealized: UnrealizedPattern,
}
impl _10yPattern {
impl _10yTo12yPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
activity: ActivityPattern2::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern::new(client.clone(), acc.clone()),
cost_basis: CostBasisPattern2::new(client.clone(), acc.clone()),
outputs: OutputsPattern::new(client.clone(), _m(&acc, "utxo_count")),
realized: RealizedPattern4::new(client.clone(), acc.clone()),
relative: RelativePattern::new(client.clone(), acc.clone()),
realized: RealizedPattern2::new(client.clone(), acc.clone()),
relative: RelativePattern2::new(client.clone(), acc.clone()),
supply: SupplyPattern2::new(client.clone(), _m(&acc, "supply")),
unrealized: UnrealizedPattern::new(client.clone(), acc.clone()),
}
@@ -2109,37 +2109,19 @@ impl<T: DeserializeOwned> SplitPattern2<T> {
}
/// Pattern struct for repeated tree structure.
pub struct CoinbasePattern2 {
pub bitcoin: BlockCountPattern<Bitcoin>,
pub dollars: BlockCountPattern<Dollars>,
pub sats: BlockCountPattern<Sats>,
pub struct CostBasisPattern2 {
pub max: MetricPattern1<Dollars>,
pub min: MetricPattern1<Dollars>,
pub percentiles: PercentilesPattern,
}
impl CoinbasePattern2 {
impl CostBasisPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
bitcoin: BlockCountPattern::new(client.clone(), _m(&acc, "btc")),
dollars: BlockCountPattern::new(client.clone(), _m(&acc, "usd")),
sats: BlockCountPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct CoinbasePattern {
pub bitcoin: BitcoinPattern,
pub dollars: DollarsPattern<Dollars>,
pub sats: DollarsPattern<Sats>,
}
impl CoinbasePattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
bitcoin: BitcoinPattern::new(client.clone(), _m(&acc, "btc")),
dollars: DollarsPattern::new(client.clone(), _m(&acc, "usd")),
sats: DollarsPattern::new(client.clone(), acc.clone()),
max: MetricPattern1::new(client.clone(), _m(&acc, "max_cost_basis")),
min: MetricPattern1::new(client.clone(), _m(&acc, "min_cost_basis")),
percentiles: PercentilesPattern::new(client.clone(), _m(&acc, "cost_basis")),
}
}
}
@@ -2162,6 +2144,24 @@ impl SegwitAdoptionPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct CoinbasePattern {
pub bitcoin: BitcoinPattern,
pub dollars: DollarsPattern<Dollars>,
pub sats: DollarsPattern<Sats>,
}
impl CoinbasePattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
bitcoin: BitcoinPattern::new(client.clone(), _m(&acc, "btc")),
dollars: DollarsPattern::new(client.clone(), _m(&acc, "usd")),
sats: DollarsPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _2015Pattern {
pub bitcoin: MetricPattern4<Bitcoin>,
@@ -2180,6 +2180,24 @@ impl _2015Pattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct CoinbasePattern2 {
pub bitcoin: BlockCountPattern<Bitcoin>,
pub dollars: BlockCountPattern<Dollars>,
pub sats: BlockCountPattern<Sats>,
}
impl CoinbasePattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
bitcoin: BlockCountPattern::new(client.clone(), _m(&acc, "btc")),
dollars: BlockCountPattern::new(client.clone(), _m(&acc, "usd")),
sats: BlockCountPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct ActiveSupplyPattern {
pub bitcoin: MetricPattern1<Bitcoin>,
@@ -2198,24 +2216,6 @@ impl ActiveSupplyPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct CostBasisPattern2 {
pub max: MetricPattern1<Dollars>,
pub min: MetricPattern1<Dollars>,
pub percentiles: PercentilesPattern,
}
impl CostBasisPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
max: MetricPattern1::new(client.clone(), _m(&acc, "max_cost_basis")),
min: MetricPattern1::new(client.clone(), _m(&acc, "min_cost_basis")),
percentiles: PercentilesPattern::new(client.clone(), _m(&acc, "cost_basis")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct UnclaimedRewardsPattern {
pub bitcoin: BitcoinPattern2<Bitcoin>,
@@ -2234,6 +2234,38 @@ impl UnclaimedRewardsPattern {
}
}
/// Pattern struct for repeated tree structure.
pub struct _1dReturns1mSdPattern {
pub sd: MetricPattern4<StoredF32>,
pub sma: MetricPattern4<StoredF32>,
}
impl _1dReturns1mSdPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
sd: MetricPattern4::new(client.clone(), _m(&acc, "sd")),
sma: MetricPattern4::new(client.clone(), _m(&acc, "sma")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct SupplyPattern2 {
pub halved: ActiveSupplyPattern,
pub total: ActiveSupplyPattern,
}
impl SupplyPattern2 {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
halved: ActiveSupplyPattern::new(client.clone(), _m(&acc, "halved")),
total: ActiveSupplyPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct RelativePattern4 {
pub supply_in_loss_rel_to_own_supply: MetricPattern1<StoredF64>,
@@ -2267,49 +2299,17 @@ impl CostBasisPattern {
}
/// Pattern struct for repeated tree structure.
pub struct SupplyPattern2 {
pub halved: ActiveSupplyPattern,
pub total: ActiveSupplyPattern,
pub struct BitcoinPattern2<T> {
pub cumulative: MetricPattern2<T>,
pub sum: MetricPattern1<T>,
}
impl SupplyPattern2 {
impl<T: DeserializeOwned> BitcoinPattern2<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
halved: ActiveSupplyPattern::new(client.clone(), _m(&acc, "halved")),
total: ActiveSupplyPattern::new(client.clone(), acc.clone()),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct _1dReturns1mSdPattern {
pub sd: MetricPattern4<StoredF32>,
pub sma: MetricPattern4<StoredF32>,
}
impl _1dReturns1mSdPattern {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
sd: MetricPattern4::new(client.clone(), _m(&acc, "sd")),
sma: MetricPattern4::new(client.clone(), _m(&acc, "sma")),
}
}
}
/// Pattern struct for repeated tree structure.
pub struct SatsPattern<T> {
pub ohlc: MetricPattern1<T>,
pub split: SplitPattern2<T>,
}
impl<T: DeserializeOwned> SatsPattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
ohlc: MetricPattern1::new(client.clone(), _m(&acc, "ohlc")),
split: SplitPattern2::new(client.clone(), acc.clone()),
cumulative: MetricPattern2::new(client.clone(), _m(&acc, "cumulative")),
sum: MetricPattern1::new(client.clone(), acc.clone()),
}
}
}
@@ -2331,17 +2331,17 @@ impl<T: DeserializeOwned> BlockCountPattern<T> {
}
/// Pattern struct for repeated tree structure.
pub struct BitcoinPattern2<T> {
pub cumulative: MetricPattern2<T>,
pub sum: MetricPattern1<T>,
pub struct SatsPattern<T> {
pub ohlc: MetricPattern1<T>,
pub split: SplitPattern2<T>,
}
impl<T: DeserializeOwned> BitcoinPattern2<T> {
impl<T: DeserializeOwned> SatsPattern<T> {
/// Create a new pattern node with accumulated metric name.
pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
Self {
cumulative: MetricPattern2::new(client.clone(), _m(&acc, "cumulative")),
sum: MetricPattern1::new(client.clone(), acc.clone()),
ohlc: MetricPattern1::new(client.clone(), _m(&acc, "ohlc_sats")),
split: SplitPattern2::new(client.clone(), _m(&acc, "sats")),
}
}
}
@@ -4179,8 +4179,8 @@ impl MetricsTree_Market_Ath {
/// Metrics tree node.
pub struct MetricsTree_Market_Dca {
pub class_average_price: MetricsTree_Market_Dca_ClassAveragePrice,
pub class_returns: ClassAveragePricePattern<StoredF32>,
pub class_average_price: ClassAveragePricePattern<Dollars>,
pub class_returns: MetricsTree_Market_Dca_ClassReturns,
pub class_stack: MetricsTree_Market_Dca_ClassStack,
pub period_average_price: PeriodAveragePricePattern<Dollars>,
pub period_cagr: PeriodCagrPattern,
@@ -4192,8 +4192,8 @@ pub struct MetricsTree_Market_Dca {
impl MetricsTree_Market_Dca {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
class_average_price: MetricsTree_Market_Dca_ClassAveragePrice::new(client.clone(), format!("{base_path}_class_average_price")),
class_returns: ClassAveragePricePattern::new(client.clone(), "dca_class".to_string()),
class_average_price: ClassAveragePricePattern::new(client.clone(), "dca_class".to_string()),
class_returns: MetricsTree_Market_Dca_ClassReturns::new(client.clone(), format!("{base_path}_class_returns")),
class_stack: MetricsTree_Market_Dca_ClassStack::new(client.clone(), format!("{base_path}_class_stack")),
period_average_price: PeriodAveragePricePattern::new(client.clone(), "dca_average_price".to_string()),
period_cagr: PeriodCagrPattern::new(client.clone(), "dca_cagr".to_string()),
@@ -4205,34 +4205,34 @@ impl MetricsTree_Market_Dca {
}
/// Metrics tree node.
pub struct MetricsTree_Market_Dca_ClassAveragePrice {
pub _2015: MetricPattern4<Dollars>,
pub _2016: MetricPattern4<Dollars>,
pub _2017: MetricPattern4<Dollars>,
pub _2018: MetricPattern4<Dollars>,
pub _2019: MetricPattern4<Dollars>,
pub _2020: MetricPattern4<Dollars>,
pub _2021: MetricPattern4<Dollars>,
pub _2022: MetricPattern4<Dollars>,
pub _2023: MetricPattern4<Dollars>,
pub _2024: MetricPattern4<Dollars>,
pub _2025: MetricPattern4<Dollars>,
pub struct MetricsTree_Market_Dca_ClassReturns {
pub _2015: MetricPattern4<StoredF32>,
pub _2016: MetricPattern4<StoredF32>,
pub _2017: MetricPattern4<StoredF32>,
pub _2018: MetricPattern4<StoredF32>,
pub _2019: MetricPattern4<StoredF32>,
pub _2020: MetricPattern4<StoredF32>,
pub _2021: MetricPattern4<StoredF32>,
pub _2022: MetricPattern4<StoredF32>,
pub _2023: MetricPattern4<StoredF32>,
pub _2024: MetricPattern4<StoredF32>,
pub _2025: MetricPattern4<StoredF32>,
}
impl MetricsTree_Market_Dca_ClassAveragePrice {
impl MetricsTree_Market_Dca_ClassReturns {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
_2015: MetricPattern4::new(client.clone(), "dca_class_2015_average_price".to_string()),
_2016: MetricPattern4::new(client.clone(), "dca_class_2016_average_price".to_string()),
_2017: MetricPattern4::new(client.clone(), "dca_class_2017_average_price".to_string()),
_2018: MetricPattern4::new(client.clone(), "dca_class_2018_average_price".to_string()),
_2019: MetricPattern4::new(client.clone(), "dca_class_2019_average_price".to_string()),
_2020: MetricPattern4::new(client.clone(), "dca_class_2020_average_price".to_string()),
_2021: MetricPattern4::new(client.clone(), "dca_class_2021_average_price".to_string()),
_2022: MetricPattern4::new(client.clone(), "dca_class_2022_average_price".to_string()),
_2023: MetricPattern4::new(client.clone(), "dca_class_2023_average_price".to_string()),
_2024: MetricPattern4::new(client.clone(), "dca_class_2024_average_price".to_string()),
_2025: MetricPattern4::new(client.clone(), "dca_class_2025_average_price".to_string()),
_2015: MetricPattern4::new(client.clone(), "dca_class_2015_returns".to_string()),
_2016: MetricPattern4::new(client.clone(), "dca_class_2016_returns".to_string()),
_2017: MetricPattern4::new(client.clone(), "dca_class_2017_returns".to_string()),
_2018: MetricPattern4::new(client.clone(), "dca_class_2018_returns".to_string()),
_2019: MetricPattern4::new(client.clone(), "dca_class_2019_returns".to_string()),
_2020: MetricPattern4::new(client.clone(), "dca_class_2020_returns".to_string()),
_2021: MetricPattern4::new(client.clone(), "dca_class_2021_returns".to_string()),
_2022: MetricPattern4::new(client.clone(), "dca_class_2022_returns".to_string()),
_2023: MetricPattern4::new(client.clone(), "dca_class_2023_returns".to_string()),
_2024: MetricPattern4::new(client.clone(), "dca_class_2024_returns".to_string()),
_2025: MetricPattern4::new(client.clone(), "dca_class_2025_returns".to_string()),
}
}
}
@@ -4942,8 +4942,8 @@ impl MetricsTree_Positions {
pub struct MetricsTree_Price {
pub cents: MetricsTree_Price_Cents,
pub oracle: MetricsTree_Price_Oracle,
pub sats: MetricsTree_Price_Sats,
pub usd: SatsPattern<OHLCDollars>,
pub sats: SatsPattern<OHLCSats>,
pub usd: MetricsTree_Price_Usd,
}
impl MetricsTree_Price {
@@ -4951,8 +4951,8 @@ impl MetricsTree_Price {
Self {
cents: MetricsTree_Price_Cents::new(client.clone(), format!("{base_path}_cents")),
oracle: MetricsTree_Price_Oracle::new(client.clone(), format!("{base_path}_oracle")),
sats: MetricsTree_Price_Sats::new(client.clone(), format!("{base_path}_sats")),
usd: SatsPattern::new(client.clone(), "price".to_string()),
sats: SatsPattern::new(client.clone(), "price".to_string()),
usd: MetricsTree_Price_Usd::new(client.clone(), format!("{base_path}_usd")),
}
}
}
@@ -5027,16 +5027,16 @@ impl MetricsTree_Price_Oracle {
}
/// Metrics tree node.
pub struct MetricsTree_Price_Sats {
pub ohlc: MetricPattern1<OHLCSats>,
pub split: SplitPattern2<Sats>,
pub struct MetricsTree_Price_Usd {
pub ohlc: MetricPattern1<OHLCDollars>,
pub split: SplitPattern2<Dollars>,
}
impl MetricsTree_Price_Sats {
impl MetricsTree_Price_Usd {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
ohlc: MetricPattern1::new(client.clone(), "price_ohlc_sats".to_string()),
split: SplitPattern2::new(client.clone(), "price_sats".to_string()),
ohlc: MetricPattern1::new(client.clone(), "price_ohlc".to_string()),
split: SplitPattern2::new(client.clone(), "price".to_string()),
}
}
}
@@ -32,6 +32,16 @@
//! - **Top-N tie-breaking with prev_price** - caused drift
//! - **50% margin threshold for round bin avoidance** - still had issues
//! - **Transaction-level min sats filter** - Python filters per-output, not per-tx
//! - **Heel-based weighted peak** - noise also has spread, not just isolated spikes
//! - **Top-3 with non-round preference (50% threshold)** - inconsistent results
//! - **Neighbor-weighted scoring** - inconsistent, round BTC has correlated neighbors
//!
//! ## Not Yet Tried
//!
//! - **Tighter witness filter** - Python uses 500 bytes per input max, we use 2500 total
//! - **Multi-block smoothing** - aggregate histograms across N blocks
//! - **Minimum histogram count threshold** - fall back to anchor if total_count < N
//! - **Blend with UTXOracle port** - we compute both, could validate/combine
//!
//! ## Known Limitations
//!
@@ -618,8 +628,8 @@ impl Vecs {
/// Convert a bin to price using anchor for decade selection
fn bin_to_price(bin: usize, anchor_price: f64) -> f64 {
let peak = (bin as f64 + 0.5) / PHASE_BINS as f64;
let raw_price = 10.0_f64.powf(EXPONENT - peak);
let phase = (bin as f64 + 0.5) / PHASE_BINS as f64;
let raw_price = 10.0_f64.powf(EXPONENT - phase);
let decade_ratio = (anchor_price / raw_price).log10().round();
raw_price * 10.0_f64.powf(decade_ratio)
}
@@ -24,8 +24,8 @@ impl Vecs {
let phase_histogram = BytesVec::forced_import(db, "phase_histogram", version)?;
// Layer 5: Phase Oracle prices
// v20: Skip only bin 0 (reverted round bin skip)
let phase_version = version + Version::new(13);
// v32: Revert to simple anchor-based decade selection (no prev_price tracking)
let phase_version = version + Version::new(25);
let phase_price_cents = PcoVec::forced_import(db, "phase_price_cents", phase_version)?;
let phase_daily_cents = Distribution::forced_import(db, "phase_daily", phase_version)?;
let phase_daily_dollars = LazyTransformDistribution::from_distribution::<CentsToDollars>(