mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-24 06:39:58 -07:00
global: snapshot part 6
This commit is contained in:
@@ -13,7 +13,7 @@ impl Vecs {
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exit: &Exit,
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exit: &Exit,
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) -> Result<()> {
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) -> Result<()> {
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// Block count raw + cumulative
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// Block count raw + cumulative
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self.total.base.height.compute_range(
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self.total.block.height.compute_range(
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starting_indexes.height,
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starting_indexes.height,
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&indexer.vecs.blocks.weight,
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&indexer.vecs.blocks.weight,
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|h| (h, StoredU32::from(1_u32)),
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|h| (h, StoredU32::from(1_u32)),
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@@ -30,8 +30,8 @@ impl Vecs {
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.compute(starting_indexes.height, exit, |vec| {
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.compute(starting_indexes.height, exit, |vec| {
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vec.compute_subtract(
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vec.compute_subtract(
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starting_indexes.height,
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starting_indexes.height,
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&self.coinblocks_created.base.height,
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&self.coinblocks_created.block.height,
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&distribution.coinblocks_destroyed.base.height,
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&distribution.coinblocks_destroyed.block.height,
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exit,
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exit,
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)?;
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)?;
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Ok(())
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Ok(())
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@@ -17,7 +17,7 @@ impl Vecs {
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self.vocdd_median_1y.compute_rolling_median_from_starts(
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self.vocdd_median_1y.compute_rolling_median_from_starts(
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starting_indexes.height,
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starting_indexes.height,
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&blocks.lookback._1y,
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&blocks.lookback._1y,
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&value.vocdd.base.height,
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&value.vocdd.block.height,
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exit,
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exit,
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)?;
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)?;
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@@ -25,7 +25,7 @@ impl Vecs {
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vec.compute_multiply(
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vec.compute_multiply(
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starting_indexes.height,
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starting_indexes.height,
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&prices.spot.usd.height,
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&prices.spot.usd.height,
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&coinblocks_destroyed.base.height,
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&coinblocks_destroyed.block.height,
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exit,
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exit,
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)?;
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)?;
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Ok(())
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Ok(())
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@@ -36,7 +36,7 @@ impl Vecs {
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vec.compute_multiply(
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vec.compute_multiply(
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starting_indexes.height,
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starting_indexes.height,
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&prices.spot.usd.height,
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&prices.spot.usd.height,
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&activity.coinblocks_created.base.height,
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&activity.coinblocks_created.block.height,
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exit,
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exit,
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)?;
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)?;
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Ok(())
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Ok(())
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@@ -47,7 +47,7 @@ impl Vecs {
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vec.compute_multiply(
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vec.compute_multiply(
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starting_indexes.height,
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starting_indexes.height,
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&prices.spot.usd.height,
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&prices.spot.usd.height,
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&activity.coinblocks_stored.base.height,
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&activity.coinblocks_stored.block.height,
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exit,
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exit,
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)?;
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)?;
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Ok(())
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Ok(())
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@@ -61,7 +61,7 @@ impl Vecs {
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vec.compute_transform3(
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vec.compute_transform3(
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starting_indexes.height,
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starting_indexes.height,
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&prices.spot.usd.height,
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&prices.spot.usd.height,
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&coindays_destroyed.base.height,
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&coindays_destroyed.block.height,
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circulating_supply,
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circulating_supply,
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|(i, price, cdd, supply, _): (_, Dollars, StoredF64, Bitcoin, _)| {
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|(i, price, cdd, supply, _): (_, Dollars, StoredF64, Bitcoin, _)| {
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let supply_f64 = f64::from(supply);
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let supply_f64 = f64::from(supply);
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@@ -113,39 +113,39 @@ impl ActivityCountVecs {
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pub(crate) fn min_stateful_len(&self) -> usize {
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pub(crate) fn min_stateful_len(&self) -> usize {
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self.reactivated
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self.reactivated
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.base
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.block
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.len()
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.len()
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.min(self.sending.base.len())
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.min(self.sending.block.len())
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.min(self.receiving.base.len())
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.min(self.receiving.block.len())
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.min(self.both.base.len())
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.min(self.both.block.len())
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}
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}
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pub(crate) fn par_iter_height_mut(
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pub(crate) fn par_iter_height_mut(
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&mut self,
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&mut self,
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) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
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) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
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[
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[
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&mut self.reactivated.base as &mut dyn AnyStoredVec,
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&mut self.reactivated.block as &mut dyn AnyStoredVec,
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&mut self.sending.base as &mut dyn AnyStoredVec,
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&mut self.sending.block as &mut dyn AnyStoredVec,
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&mut self.receiving.base as &mut dyn AnyStoredVec,
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&mut self.receiving.block as &mut dyn AnyStoredVec,
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&mut self.both.base as &mut dyn AnyStoredVec,
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&mut self.both.block as &mut dyn AnyStoredVec,
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]
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]
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.into_par_iter()
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.into_par_iter()
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}
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}
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pub(crate) fn reset_height(&mut self) -> Result<()> {
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pub(crate) fn reset_height(&mut self) -> Result<()> {
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self.reactivated.base.reset()?;
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self.reactivated.block.reset()?;
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self.sending.base.reset()?;
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self.sending.block.reset()?;
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self.receiving.base.reset()?;
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self.receiving.block.reset()?;
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self.both.base.reset()?;
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self.both.block.reset()?;
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Ok(())
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Ok(())
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}
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}
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#[inline(always)]
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#[inline(always)]
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pub(crate) fn push_height(&mut self, counts: &BlockActivityCounts) {
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pub(crate) fn push_height(&mut self, counts: &BlockActivityCounts) {
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self.reactivated.base.push(counts.reactivated.into());
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self.reactivated.block.push(counts.reactivated.into());
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self.sending.base.push(counts.sending.into());
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self.sending.block.push(counts.sending.into());
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self.receiving.base.push(counts.receiving.into());
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self.receiving.block.push(counts.receiving.into());
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self.both.base.push(counts.both.into());
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self.both.block.push(counts.both.into());
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}
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}
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pub(crate) fn compute_rest(
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pub(crate) fn compute_rest(
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@@ -206,10 +206,10 @@ impl AddrTypeToActivityCountVecs {
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) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
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) -> impl ParallelIterator<Item = &mut dyn AnyStoredVec> {
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let mut vecs: Vec<&mut dyn AnyStoredVec> = Vec::new();
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let mut vecs: Vec<&mut dyn AnyStoredVec> = Vec::new();
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for type_vecs in self.0.values_mut() {
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for type_vecs in self.0.values_mut() {
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vecs.push(&mut type_vecs.reactivated.base);
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vecs.push(&mut type_vecs.reactivated.block);
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vecs.push(&mut type_vecs.sending.base);
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vecs.push(&mut type_vecs.sending.block);
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vecs.push(&mut type_vecs.receiving.base);
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vecs.push(&mut type_vecs.receiving.block);
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vecs.push(&mut type_vecs.both.base);
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vecs.push(&mut type_vecs.both.block);
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}
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}
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vecs.into_par_iter()
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vecs.into_par_iter()
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}
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}
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@@ -342,7 +342,7 @@ impl UTXOCohorts<Rw> {
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#[inline(always)]
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#[inline(always)]
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pub(crate) fn push_maturation(&mut self, matured: &AgeRange<Sats>) {
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pub(crate) fn push_maturation(&mut self, matured: &AgeRange<Sats>) {
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for (v, &sats) in self.matured.iter_mut().zip(matured.iter()) {
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for (v, &sats) in self.matured.iter_mut().zip(matured.iter()) {
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v.base.sats.height.push(sats);
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v.block.sats.height.push(sats);
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}
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}
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}
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}
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|
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@@ -542,7 +542,7 @@ impl UTXOCohorts<Rw> {
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.metrics
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.metrics
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.activity
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.activity
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.transfer_volume
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.transfer_volume
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.base
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.block
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.cents
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.cents
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.height
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.height
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.read_only_clone();
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.read_only_clone();
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@@ -553,7 +553,7 @@ impl UTXOCohorts<Rw> {
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.realized
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.realized
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.sopr
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.sopr
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.value_destroyed
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.value_destroyed
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.base
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.block
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.height
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.height
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.read_only_clone();
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.read_only_clone();
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|
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@@ -714,8 +714,8 @@ impl UTXOCohorts<Rw> {
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vecs.extend(self.profitability.collect_all_vecs_mut());
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vecs.extend(self.profitability.collect_all_vecs_mut());
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for v in self.matured.iter_mut() {
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for v in self.matured.iter_mut() {
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let inner = &mut v.inner;
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let inner = &mut v.inner;
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vecs.push(&mut inner.base.sats.height);
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vecs.push(&mut inner.block.sats.height);
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vecs.push(&mut inner.base.cents.height);
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vecs.push(&mut inner.block.cents.height);
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vecs.push(&mut inner.cumulative.sats.height);
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vecs.push(&mut inner.cumulative.sats.height);
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vecs.push(&mut inner.cumulative.cents.height);
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vecs.push(&mut inner.cumulative.cents.height);
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}
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}
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@@ -734,7 +734,7 @@ impl UTXOCohorts<Rw> {
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.chain(
|
.chain(
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self.matured
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self.matured
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.iter()
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.iter()
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.map(|v| Height::from(v.base.min_stateful_len())),
|
.map(|v| Height::from(v.block.min_stateful_len())),
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)
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)
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.min()
|
.min()
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.unwrap_or_default()
|
.unwrap_or_default()
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@@ -66,7 +66,7 @@ pub(crate) fn process_blocks(
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let height_to_first_tx_index = &indexer.vecs.transactions.first_tx_index;
|
let height_to_first_tx_index = &indexer.vecs.transactions.first_tx_index;
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let height_to_first_txout_index = &indexer.vecs.outputs.first_txout_index;
|
let height_to_first_txout_index = &indexer.vecs.outputs.first_txout_index;
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let height_to_first_txin_index = &indexer.vecs.inputs.first_txin_index;
|
let height_to_first_txin_index = &indexer.vecs.inputs.first_txin_index;
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let height_to_tx_count = &transactions.count.total.base.height;
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let height_to_tx_count = &transactions.count.total.block.height;
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let height_to_output_count = &outputs.count.total.sum.height;
|
let height_to_output_count = &outputs.count.total.sum.height;
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let height_to_input_count = &inputs.count.sum.height;
|
let height_to_input_count = &inputs.count.sum.height;
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let tx_index_to_output_count = &indexes.tx_index.output_count;
|
let tx_index_to_output_count = &indexes.tx_index.output_count;
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@@ -221,7 +221,7 @@ pub(crate) fn process_blocks(
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.chain(vecs.addrs.empty.par_iter_height_mut())
|
.chain(vecs.addrs.empty.par_iter_height_mut())
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.chain(vecs.addrs.activity.par_iter_height_mut())
|
.chain(vecs.addrs.activity.par_iter_height_mut())
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.chain(rayon::iter::once(
|
.chain(rayon::iter::once(
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&mut vecs.coinblocks_destroyed.base.height as &mut dyn AnyStoredVec,
|
&mut vecs.coinblocks_destroyed.block.height as &mut dyn AnyStoredVec,
|
||||||
))
|
))
|
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.try_for_each(|v| v.any_truncate_if_needed_at(start))?;
|
.try_for_each(|v| v.any_truncate_if_needed_at(start))?;
|
||||||
}
|
}
|
||||||
@@ -380,7 +380,7 @@ pub(crate) fn process_blocks(
|
|||||||
blocks_old as u128 * u64::from(sent.spendable_supply.value) as u128
|
blocks_old as u128 * u64::from(sent.spendable_supply.value) as u128
|
||||||
})
|
})
|
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.sum();
|
.sum();
|
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vecs.coinblocks_destroyed.base.height.push(
|
vecs.coinblocks_destroyed.block.height.push(
|
||||||
StoredF64::from(total_satblocks as f64 / Sats::ONE_BTC_U128 as f64),
|
StoredF64::from(total_satblocks as f64 / Sats::ONE_BTC_U128 as f64),
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -82,7 +82,7 @@ pub(crate) fn write(
|
|||||||
.chain(
|
.chain(
|
||||||
[
|
[
|
||||||
&mut vecs.supply_state as &mut dyn AnyStoredVec,
|
&mut vecs.supply_state as &mut dyn AnyStoredVec,
|
||||||
&mut vecs.coinblocks_destroyed.base.height,
|
&mut vecs.coinblocks_destroyed.block.height,
|
||||||
]
|
]
|
||||||
.into_par_iter(),
|
.into_par_iter(),
|
||||||
)
|
)
|
||||||
|
|||||||
@@ -40,9 +40,9 @@ impl ActivityCore {
|
|||||||
pub(crate) fn min_len(&self) -> usize {
|
pub(crate) fn min_len(&self) -> usize {
|
||||||
self.minimal
|
self.minimal
|
||||||
.min_len()
|
.min_len()
|
||||||
.min(self.coindays_destroyed.base.height.len())
|
.min(self.coindays_destroyed.block.height.len())
|
||||||
.min(self.transfer_volume_in_profit.base.sats.height.len())
|
.min(self.transfer_volume_in_profit.block.sats.height.len())
|
||||||
.min(self.transfer_volume_in_loss.base.sats.height.len())
|
.min(self.transfer_volume_in_loss.block.sats.height.len())
|
||||||
}
|
}
|
||||||
|
|
||||||
#[inline(always)]
|
#[inline(always)]
|
||||||
@@ -51,16 +51,16 @@ impl ActivityCore {
|
|||||||
state: &CohortState<impl RealizedOps, impl CostBasisOps>,
|
state: &CohortState<impl RealizedOps, impl CostBasisOps>,
|
||||||
) {
|
) {
|
||||||
self.minimal.push_state(state);
|
self.minimal.push_state(state);
|
||||||
self.coindays_destroyed.base.height.push(
|
self.coindays_destroyed.block.height.push(
|
||||||
StoredF64::from(Bitcoin::from(state.satdays_destroyed)),
|
StoredF64::from(Bitcoin::from(state.satdays_destroyed)),
|
||||||
);
|
);
|
||||||
self.transfer_volume_in_profit
|
self.transfer_volume_in_profit
|
||||||
.base
|
.block
|
||||||
.sats
|
.sats
|
||||||
.height
|
.height
|
||||||
.push(state.realized.sent_in_profit());
|
.push(state.realized.sent_in_profit());
|
||||||
self.transfer_volume_in_loss
|
self.transfer_volume_in_loss
|
||||||
.base
|
.block
|
||||||
.sats
|
.sats
|
||||||
.height
|
.height
|
||||||
.push(state.realized.sent_in_loss());
|
.push(state.realized.sent_in_loss());
|
||||||
@@ -68,11 +68,11 @@ impl ActivityCore {
|
|||||||
|
|
||||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||||
let mut vecs = self.minimal.collect_vecs_mut();
|
let mut vecs = self.minimal.collect_vecs_mut();
|
||||||
vecs.push(&mut self.coindays_destroyed.base.height);
|
vecs.push(&mut self.coindays_destroyed.block.height);
|
||||||
vecs.push(&mut self.transfer_volume_in_profit.inner.base.sats.height);
|
vecs.push(&mut self.transfer_volume_in_profit.inner.block.sats.height);
|
||||||
vecs.push(&mut self.transfer_volume_in_profit.inner.base.cents.height);
|
vecs.push(&mut self.transfer_volume_in_profit.inner.block.cents.height);
|
||||||
vecs.push(&mut self.transfer_volume_in_loss.inner.base.sats.height);
|
vecs.push(&mut self.transfer_volume_in_loss.inner.block.sats.height);
|
||||||
vecs.push(&mut self.transfer_volume_in_loss.inner.base.cents.height);
|
vecs.push(&mut self.transfer_volume_in_loss.inner.block.cents.height);
|
||||||
vecs
|
vecs
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -90,9 +90,9 @@ impl ActivityCore {
|
|||||||
self.minimal
|
self.minimal
|
||||||
.compute_from_stateful(starting_indexes, &minimal_refs, exit)?;
|
.compute_from_stateful(starting_indexes, &minimal_refs, exit)?;
|
||||||
|
|
||||||
sum_others!(self, starting_indexes, others, exit; coindays_destroyed.base.height);
|
sum_others!(self, starting_indexes, others, exit; coindays_destroyed.block.height);
|
||||||
sum_others!(self, starting_indexes, others, exit; transfer_volume_in_profit.base.sats.height);
|
sum_others!(self, starting_indexes, others, exit; transfer_volume_in_profit.block.sats.height);
|
||||||
sum_others!(self, starting_indexes, others, exit; transfer_volume_in_loss.base.sats.height);
|
sum_others!(self, starting_indexes, others, exit; transfer_volume_in_loss.block.sats.height);
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -24,7 +24,7 @@ impl ActivityMinimal {
|
|||||||
|
|
||||||
pub(crate) fn min_len(&self) -> usize {
|
pub(crate) fn min_len(&self) -> usize {
|
||||||
self.transfer_volume
|
self.transfer_volume
|
||||||
.base
|
.block
|
||||||
.sats
|
.sats
|
||||||
.height
|
.height
|
||||||
.len()
|
.len()
|
||||||
@@ -35,14 +35,14 @@ impl ActivityMinimal {
|
|||||||
&mut self,
|
&mut self,
|
||||||
state: &CohortState<impl RealizedOps, impl CostBasisOps>,
|
state: &CohortState<impl RealizedOps, impl CostBasisOps>,
|
||||||
) {
|
) {
|
||||||
self.transfer_volume.base.sats.height.push(state.sent);
|
self.transfer_volume.block.sats.height.push(state.sent);
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||||
let inner = &mut self.transfer_volume.inner;
|
let inner = &mut self.transfer_volume.inner;
|
||||||
vec![
|
vec![
|
||||||
&mut inner.base.sats.height as &mut dyn AnyStoredVec,
|
&mut inner.block.sats.height as &mut dyn AnyStoredVec,
|
||||||
&mut inner.base.cents.height,
|
&mut inner.block.cents.height,
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -52,11 +52,11 @@ impl ActivityMinimal {
|
|||||||
others: &[&Self],
|
others: &[&Self],
|
||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
self.transfer_volume.base.sats.height.compute_sum_of_others(
|
self.transfer_volume.block.sats.height.compute_sum_of_others(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&others
|
&others
|
||||||
.iter()
|
.iter()
|
||||||
.map(|v| &v.transfer_volume.base.sats.height)
|
.map(|v| &v.transfer_volume.block.sats.height)
|
||||||
.collect::<Vec<_>>(),
|
.collect::<Vec<_>>(),
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
|
|||||||
@@ -128,8 +128,8 @@ impl AllCohortMetrics {
|
|||||||
|
|
||||||
self.asopr.compute_rest_part2(
|
self.asopr.compute_rest_part2(
|
||||||
starting_indexes,
|
starting_indexes,
|
||||||
&self.activity.transfer_volume.base.cents.height,
|
&self.activity.transfer_volume.block.cents.height,
|
||||||
&self.realized.core.sopr.value_destroyed.base.height,
|
&self.realized.core.sopr.value_destroyed.block.height,
|
||||||
under_1h_value_created,
|
under_1h_value_created,
|
||||||
under_1h_value_destroyed,
|
under_1h_value_destroyed,
|
||||||
exit,
|
exit,
|
||||||
|
|||||||
@@ -80,8 +80,8 @@ impl ExtendedAdjustedCohortMetrics {
|
|||||||
|
|
||||||
self.asopr.compute_rest_part2(
|
self.asopr.compute_rest_part2(
|
||||||
starting_indexes,
|
starting_indexes,
|
||||||
&self.inner.activity.transfer_volume.base.cents.height,
|
&self.inner.activity.transfer_volume.block.cents.height,
|
||||||
&self.inner.realized.core.sopr.value_destroyed.base.height,
|
&self.inner.realized.core.sopr.value_destroyed.block.height,
|
||||||
under_1h_value_created,
|
under_1h_value_created,
|
||||||
under_1h_value_destroyed,
|
under_1h_value_destroyed,
|
||||||
exit,
|
exit,
|
||||||
|
|||||||
@@ -34,13 +34,13 @@ impl AdjustedSopr {
|
|||||||
under_1h_value_destroyed: &impl ReadableVec<Height, Cents>,
|
under_1h_value_destroyed: &impl ReadableVec<Height, Cents>,
|
||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
self.transfer_volume.base.height.compute_subtract(
|
self.transfer_volume.block.height.compute_subtract(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
base_transfer_volume,
|
base_transfer_volume,
|
||||||
under_1h_transfer_volume,
|
under_1h_transfer_volume,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
self.value_destroyed.base.height.compute_subtract(
|
self.value_destroyed.block.height.compute_subtract(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
base_value_destroyed,
|
base_value_destroyed,
|
||||||
under_1h_value_destroyed,
|
under_1h_value_destroyed,
|
||||||
|
|||||||
@@ -54,7 +54,7 @@ impl RealizedCore {
|
|||||||
let neg_loss_base = LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars>(
|
let neg_loss_base = LazyPerBlock::from_height_source::<NegCentsUnsignedToDollars>(
|
||||||
&cfg.name("neg_realized_loss"),
|
&cfg.name("neg_realized_loss"),
|
||||||
cfg.version + Version::ONE,
|
cfg.version + Version::ONE,
|
||||||
minimal.loss.base.cents.height.read_only_boxed_clone(),
|
minimal.loss.block.cents.height.read_only_boxed_clone(),
|
||||||
cfg.indexes,
|
cfg.indexes,
|
||||||
);
|
);
|
||||||
|
|
||||||
@@ -107,12 +107,12 @@ impl RealizedCore {
|
|||||||
#[inline(always)]
|
#[inline(always)]
|
||||||
pub(crate) fn push_state(&mut self, state: &CohortState<impl RealizedOps, impl CostBasisOps>) {
|
pub(crate) fn push_state(&mut self, state: &CohortState<impl RealizedOps, impl CostBasisOps>) {
|
||||||
self.minimal.push_state(state);
|
self.minimal.push_state(state);
|
||||||
self.sopr.value_destroyed.base.height.push(state.realized.value_destroyed());
|
self.sopr.value_destroyed.block.height.push(state.realized.value_destroyed());
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||||
let mut vecs = self.minimal.collect_vecs_mut();
|
let mut vecs = self.minimal.collect_vecs_mut();
|
||||||
vecs.push(&mut self.sopr.value_destroyed.base.height);
|
vecs.push(&mut self.sopr.value_destroyed.block.height);
|
||||||
vecs
|
vecs
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -126,7 +126,7 @@ impl RealizedCore {
|
|||||||
self.minimal
|
self.minimal
|
||||||
.compute_from_stateful(starting_indexes, &minimal_refs, exit)?;
|
.compute_from_stateful(starting_indexes, &minimal_refs, exit)?;
|
||||||
|
|
||||||
sum_others!(self, starting_indexes, others, exit; sopr.value_destroyed.base.height);
|
sum_others!(self, starting_indexes, others, exit; sopr.value_destroyed.block.height);
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -142,10 +142,10 @@ impl RealizedCore {
|
|||||||
.value_destroyed
|
.value_destroyed
|
||||||
.compute_rest(starting_indexes.height, exit)?;
|
.compute_rest(starting_indexes.height, exit)?;
|
||||||
|
|
||||||
self.net_pnl.base.cents.height.compute_transform2(
|
self.net_pnl.block.cents.height.compute_transform2(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.minimal.profit.base.cents.height,
|
&self.minimal.profit.block.cents.height,
|
||||||
&self.minimal.loss.base.cents.height,
|
&self.minimal.loss.block.cents.height,
|
||||||
|(i, profit, loss, ..)| {
|
|(i, profit, loss, ..)| {
|
||||||
(
|
(
|
||||||
i,
|
i,
|
||||||
|
|||||||
@@ -183,7 +183,7 @@ impl RealizedFull {
|
|||||||
.len()
|
.len()
|
||||||
.min(self.cap_raw.len())
|
.min(self.cap_raw.len())
|
||||||
.min(self.investor.cap_raw.len())
|
.min(self.investor.cap_raw.len())
|
||||||
.min(self.peak_regret.value.base.cents.height.len())
|
.min(self.peak_regret.value.block.cents.height.len())
|
||||||
}
|
}
|
||||||
|
|
||||||
#[inline(always)]
|
#[inline(always)]
|
||||||
@@ -203,7 +203,7 @@ impl RealizedFull {
|
|||||||
.push(state.realized.investor_cap_raw());
|
.push(state.realized.investor_cap_raw());
|
||||||
self.peak_regret
|
self.peak_regret
|
||||||
.value
|
.value
|
||||||
.base
|
.block
|
||||||
.cents
|
.cents
|
||||||
.height
|
.height
|
||||||
.push(state.realized.peak_regret());
|
.push(state.realized.peak_regret());
|
||||||
@@ -214,7 +214,7 @@ impl RealizedFull {
|
|||||||
vecs.push(&mut self.investor.price.cents.height);
|
vecs.push(&mut self.investor.price.cents.height);
|
||||||
vecs.push(&mut self.cap_raw as &mut dyn AnyStoredVec);
|
vecs.push(&mut self.cap_raw as &mut dyn AnyStoredVec);
|
||||||
vecs.push(&mut self.investor.cap_raw as &mut dyn AnyStoredVec);
|
vecs.push(&mut self.investor.cap_raw as &mut dyn AnyStoredVec);
|
||||||
vecs.push(&mut self.peak_regret.value.base.cents.height);
|
vecs.push(&mut self.peak_regret.value.block.cents.height);
|
||||||
vecs
|
vecs
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -247,7 +247,7 @@ impl RealizedFull {
|
|||||||
|
|
||||||
self.peak_regret
|
self.peak_regret
|
||||||
.value
|
.value
|
||||||
.base
|
.block
|
||||||
.cents
|
.cents
|
||||||
.height
|
.height
|
||||||
.push(accum.peak_regret());
|
.push(accum.peak_regret());
|
||||||
@@ -307,7 +307,7 @@ impl RealizedFull {
|
|||||||
.to_rcap
|
.to_rcap
|
||||||
.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.core.minimal.profit.base.cents.height,
|
&self.core.minimal.profit.block.cents.height,
|
||||||
&self.core.minimal.cap.cents.height,
|
&self.core.minimal.cap.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
@@ -315,7 +315,7 @@ impl RealizedFull {
|
|||||||
.to_rcap
|
.to_rcap
|
||||||
.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.core.minimal.loss.base.cents.height,
|
&self.core.minimal.loss.block.cents.height,
|
||||||
&self.core.minimal.cap.cents.height,
|
&self.core.minimal.cap.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
@@ -323,16 +323,16 @@ impl RealizedFull {
|
|||||||
.to_rcap
|
.to_rcap
|
||||||
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
|
.compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.core.net_pnl.base.cents.height,
|
&self.core.net_pnl.block.cents.height,
|
||||||
&self.core.minimal.cap.cents.height,
|
&self.core.minimal.cap.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
|
|
||||||
// Gross PnL
|
// Gross PnL
|
||||||
self.gross_pnl.base.cents.height.compute_add(
|
self.gross_pnl.block.cents.height.compute_add(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.core.minimal.profit.base.cents.height,
|
&self.core.minimal.profit.block.cents.height,
|
||||||
&self.core.minimal.loss.base.cents.height,
|
&self.core.minimal.loss.block.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
self.gross_pnl.compute_rest(starting_indexes.height, exit)?;
|
self.gross_pnl.compute_rest(starting_indexes.height, exit)?;
|
||||||
@@ -360,7 +360,7 @@ impl RealizedFull {
|
|||||||
.to_rcap
|
.to_rcap
|
||||||
.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
.compute_binary::<Cents, Cents, RatioCentsBp32>(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.peak_regret.value.base.cents.height,
|
&self.peak_regret.value.block.cents.height,
|
||||||
&self.core.minimal.cap.cents.height,
|
&self.core.minimal.cap.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
|
|||||||
@@ -62,22 +62,22 @@ impl RealizedMinimal {
|
|||||||
.cents
|
.cents
|
||||||
.height
|
.height
|
||||||
.len()
|
.len()
|
||||||
.min(self.profit.base.cents.height.len())
|
.min(self.profit.block.cents.height.len())
|
||||||
.min(self.loss.base.cents.height.len())
|
.min(self.loss.block.cents.height.len())
|
||||||
}
|
}
|
||||||
|
|
||||||
#[inline(always)]
|
#[inline(always)]
|
||||||
pub(crate) fn push_state(&mut self, state: &CohortState<impl RealizedOps, impl CostBasisOps>) {
|
pub(crate) fn push_state(&mut self, state: &CohortState<impl RealizedOps, impl CostBasisOps>) {
|
||||||
self.cap.cents.height.push(state.realized.cap());
|
self.cap.cents.height.push(state.realized.cap());
|
||||||
self.profit.base.cents.height.push(state.realized.profit());
|
self.profit.block.cents.height.push(state.realized.profit());
|
||||||
self.loss.base.cents.height.push(state.realized.loss());
|
self.loss.block.cents.height.push(state.realized.loss());
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||||
vec![
|
vec![
|
||||||
&mut self.cap.cents.height as &mut dyn AnyStoredVec,
|
&mut self.cap.cents.height as &mut dyn AnyStoredVec,
|
||||||
&mut self.profit.base.cents.height,
|
&mut self.profit.block.cents.height,
|
||||||
&mut self.loss.base.cents.height,
|
&mut self.loss.block.cents.height,
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -88,8 +88,8 @@ impl RealizedMinimal {
|
|||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
sum_others!(self, starting_indexes, others, exit; cap.cents.height);
|
sum_others!(self, starting_indexes, others, exit; cap.cents.height);
|
||||||
sum_others!(self, starting_indexes, others, exit; profit.base.cents.height);
|
sum_others!(self, starting_indexes, others, exit; profit.block.cents.height);
|
||||||
sum_others!(self, starting_indexes, others, exit; loss.base.cents.height);
|
sum_others!(self, starting_indexes, others, exit; loss.block.cents.height);
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -490,6 +490,6 @@ impl Vecs {
|
|||||||
.min(Height::from(self.addrs.funded.min_stateful_len()))
|
.min(Height::from(self.addrs.funded.min_stateful_len()))
|
||||||
.min(Height::from(self.addrs.empty.min_stateful_len()))
|
.min(Height::from(self.addrs.empty.min_stateful_len()))
|
||||||
.min(Height::from(self.addrs.activity.min_stateful_len()))
|
.min(Height::from(self.addrs.activity.min_stateful_len()))
|
||||||
.min(Height::from(self.coinblocks_destroyed.base.height.len()))
|
.min(Height::from(self.coinblocks_destroyed.block.height.len()))
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -21,7 +21,7 @@ impl Vecs {
|
|||||||
.bps
|
.bps
|
||||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&mining.rewards.subsidy.base.usd.height,
|
&mining.rewards.subsidy.block.usd.height,
|
||||||
&mining.rewards.subsidy_sma_1y.usd.height,
|
&mining.rewards.subsidy_sma_1y.usd.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
@@ -146,7 +146,7 @@ impl Vecs {
|
|||||||
self.stock_to_flow.height.compute_transform2(
|
self.stock_to_flow.height.compute_transform2(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
supply_total_sats,
|
supply_total_sats,
|
||||||
&mining.rewards.subsidy.base.sats.height,
|
&mining.rewards.subsidy.block.sats.height,
|
||||||
|(i, supply_sats, subsidy_sats, ..)| {
|
|(i, supply_sats, subsidy_sats, ..)| {
|
||||||
let annual_flow = subsidy_sats.as_u128() as f64 * 52560.0;
|
let annual_flow = subsidy_sats.as_u128() as f64 * 52560.0;
|
||||||
if annual_flow == 0.0 {
|
if annual_flow == 0.0 {
|
||||||
|
|||||||
@@ -11,7 +11,7 @@ use crate::{
|
|||||||
|
|
||||||
#[derive(Traversable)]
|
#[derive(Traversable)]
|
||||||
pub struct AmountPerBlockCumulative<M: StorageMode = Rw> {
|
pub struct AmountPerBlockCumulative<M: StorageMode = Rw> {
|
||||||
pub base: AmountPerBlock<M>,
|
pub block: AmountPerBlock<M>,
|
||||||
pub cumulative: AmountPerBlock<M>,
|
pub cumulative: AmountPerBlock<M>,
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -27,7 +27,7 @@ impl AmountPerBlockCumulative {
|
|||||||
let v = version + VERSION;
|
let v = version + VERSION;
|
||||||
|
|
||||||
Ok(Self {
|
Ok(Self {
|
||||||
base: AmountPerBlock::forced_import(db, name, v, indexes)?,
|
block: AmountPerBlock::forced_import(db, name, v, indexes)?,
|
||||||
cumulative: AmountPerBlock::forced_import(
|
cumulative: AmountPerBlock::forced_import(
|
||||||
db,
|
db,
|
||||||
&format!("{name}_cumulative"),
|
&format!("{name}_cumulative"),
|
||||||
@@ -46,11 +46,11 @@ impl AmountPerBlockCumulative {
|
|||||||
self.cumulative
|
self.cumulative
|
||||||
.sats
|
.sats
|
||||||
.height
|
.height
|
||||||
.compute_cumulative(max_from, &self.base.sats.height, exit)?;
|
.compute_cumulative(max_from, &self.block.sats.height, exit)?;
|
||||||
|
|
||||||
self.base.cents.compute_binary::<Sats, Cents, SatsToCents>(
|
self.block.cents.compute_binary::<Sats, Cents, SatsToCents>(
|
||||||
max_from,
|
max_from,
|
||||||
&self.base.sats.height,
|
&self.block.sats.height,
|
||||||
&prices.spot.cents.height,
|
&prices.spot.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
@@ -58,7 +58,7 @@ impl AmountPerBlockCumulative {
|
|||||||
self.cumulative
|
self.cumulative
|
||||||
.cents
|
.cents
|
||||||
.height
|
.height
|
||||||
.compute_cumulative(max_from, &self.base.cents.height, exit)?;
|
.compute_cumulative(max_from, &self.block.cents.height, exit)?;
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -67,7 +67,7 @@ impl AmountPerBlockCumulativeRolling {
|
|||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
compute_sats(&mut self.base.sats.height)?;
|
compute_sats(&mut self.block.sats.height)?;
|
||||||
self.compute_rest(max_from, prices, exit)
|
self.compute_rest(max_from, prices, exit)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -54,15 +54,15 @@ impl AmountPerBlockFull {
|
|||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
compute_sats: impl FnOnce(&mut EagerVec<PcoVec<Height, Sats>>) -> Result<()>,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
compute_sats(&mut self.inner.base.sats.height)?;
|
compute_sats(&mut self.inner.block.sats.height)?;
|
||||||
|
|
||||||
self.inner.compute_rest(max_from, prices, exit)?;
|
self.inner.compute_rest(max_from, prices, exit)?;
|
||||||
|
|
||||||
self.distribution.compute(
|
self.distribution.compute(
|
||||||
max_from,
|
max_from,
|
||||||
windows,
|
windows,
|
||||||
&self.inner.base.sats.height,
|
&self.inner.block.sats.height,
|
||||||
&self.inner.base.cents.height,
|
&self.inner.block.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
|
|
||||||
|
|||||||
@@ -29,7 +29,7 @@ where
|
|||||||
T: NumericValue + JsonSchema,
|
T: NumericValue + JsonSchema,
|
||||||
C: NumericValue + JsonSchema,
|
C: NumericValue + JsonSchema,
|
||||||
{
|
{
|
||||||
pub base: PerBlock<T, M>,
|
pub block: PerBlock<T, M>,
|
||||||
pub cumulative: PerBlock<C, M>,
|
pub cumulative: PerBlock<C, M>,
|
||||||
pub sum: LazyRollingSumsFromHeight<C>,
|
pub sum: LazyRollingSumsFromHeight<C>,
|
||||||
pub average: LazyRollingAvgsFromHeight<C>,
|
pub average: LazyRollingAvgsFromHeight<C>,
|
||||||
@@ -47,7 +47,7 @@ where
|
|||||||
indexes: &indexes::Vecs,
|
indexes: &indexes::Vecs,
|
||||||
cached_starts: &CachedWindowStarts,
|
cached_starts: &CachedWindowStarts,
|
||||||
) -> Result<Self> {
|
) -> Result<Self> {
|
||||||
let base = PerBlock::forced_import(db, name, version, indexes)?;
|
let block = PerBlock::forced_import(db, name, version, indexes)?;
|
||||||
let cumulative =
|
let cumulative =
|
||||||
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
|
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
|
||||||
let sum = LazyRollingSumsFromHeight::new(
|
let sum = LazyRollingSumsFromHeight::new(
|
||||||
@@ -66,7 +66,7 @@ where
|
|||||||
);
|
);
|
||||||
|
|
||||||
Ok(Self {
|
Ok(Self {
|
||||||
base,
|
block,
|
||||||
cumulative,
|
cumulative,
|
||||||
sum,
|
sum,
|
||||||
average,
|
average,
|
||||||
@@ -83,7 +83,7 @@ where
|
|||||||
where
|
where
|
||||||
C: Default,
|
C: Default,
|
||||||
{
|
{
|
||||||
compute_base(&mut self.base.height)?;
|
compute_base(&mut self.block.height)?;
|
||||||
self.compute_rest(max_from, exit)
|
self.compute_rest(max_from, exit)
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -94,7 +94,7 @@ where
|
|||||||
{
|
{
|
||||||
self.cumulative
|
self.cumulative
|
||||||
.height
|
.height
|
||||||
.compute_cumulative(max_from, &self.base.height, exit)?;
|
.compute_cumulative(max_from, &self.block.height, exit)?;
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -18,7 +18,7 @@ pub struct PerBlockFull<T, M: StorageMode = Rw>
|
|||||||
where
|
where
|
||||||
T: NumericValue + JsonSchema,
|
T: NumericValue + JsonSchema,
|
||||||
{
|
{
|
||||||
pub base: PerBlock<T, M>,
|
pub block: PerBlock<T, M>,
|
||||||
pub cumulative: PerBlock<T, M>,
|
pub cumulative: PerBlock<T, M>,
|
||||||
#[traversable(flatten)]
|
#[traversable(flatten)]
|
||||||
pub rolling: RollingComplete<T, M>,
|
pub rolling: RollingComplete<T, M>,
|
||||||
@@ -35,7 +35,7 @@ where
|
|||||||
indexes: &indexes::Vecs,
|
indexes: &indexes::Vecs,
|
||||||
cached_starts: &CachedWindowStarts,
|
cached_starts: &CachedWindowStarts,
|
||||||
) -> Result<Self> {
|
) -> Result<Self> {
|
||||||
let base = PerBlock::forced_import(db, name, version, indexes)?;
|
let block = PerBlock::forced_import(db, name, version, indexes)?;
|
||||||
let cumulative =
|
let cumulative =
|
||||||
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
|
PerBlock::forced_import(db, &format!("{name}_cumulative"), version, indexes)?;
|
||||||
let rolling = RollingComplete::forced_import(
|
let rolling = RollingComplete::forced_import(
|
||||||
@@ -48,7 +48,7 @@ where
|
|||||||
)?;
|
)?;
|
||||||
|
|
||||||
Ok(Self {
|
Ok(Self {
|
||||||
base,
|
block,
|
||||||
cumulative,
|
cumulative,
|
||||||
rolling,
|
rolling,
|
||||||
})
|
})
|
||||||
@@ -66,12 +66,12 @@ where
|
|||||||
T: From<f64> + Default + Copy + Ord,
|
T: From<f64> + Default + Copy + Ord,
|
||||||
f64: From<T>,
|
f64: From<T>,
|
||||||
{
|
{
|
||||||
compute_base(&mut self.base.height)?;
|
compute_base(&mut self.block.height)?;
|
||||||
self.cumulative
|
self.cumulative
|
||||||
.height
|
.height
|
||||||
.compute_cumulative(max_from, &self.base.height, exit)?;
|
.compute_cumulative(max_from, &self.block.height, exit)?;
|
||||||
self.rolling
|
self.rolling
|
||||||
.compute(max_from, windows, &self.base.height, exit)?;
|
.compute(max_from, windows, &self.block.height, exit)?;
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -19,7 +19,7 @@ pub struct PerBlockRollingAverage<T, M: StorageMode = Rw>
|
|||||||
where
|
where
|
||||||
T: NumericValue + JsonSchema,
|
T: NumericValue + JsonSchema,
|
||||||
{
|
{
|
||||||
pub base: M::Stored<EagerVec<PcoVec<Height, T>>>,
|
pub block: M::Stored<EagerVec<PcoVec<Height, T>>>,
|
||||||
#[traversable(hidden)]
|
#[traversable(hidden)]
|
||||||
pub cumulative: M::Stored<EagerVec<PcoVec<Height, T>>>,
|
pub cumulative: M::Stored<EagerVec<PcoVec<Height, T>>>,
|
||||||
#[traversable(flatten)]
|
#[traversable(flatten)]
|
||||||
@@ -37,7 +37,7 @@ where
|
|||||||
indexes: &indexes::Vecs,
|
indexes: &indexes::Vecs,
|
||||||
cached_starts: &CachedWindowStarts,
|
cached_starts: &CachedWindowStarts,
|
||||||
) -> Result<Self> {
|
) -> Result<Self> {
|
||||||
let base: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, version)?;
|
let block: EagerVec<PcoVec<Height, T>> = EagerVec::forced_import(db, name, version)?;
|
||||||
let cumulative: EagerVec<PcoVec<Height, T>> =
|
let cumulative: EagerVec<PcoVec<Height, T>> =
|
||||||
EagerVec::forced_import(db, &format!("{name}_cumulative"), version + Version::ONE)?;
|
EagerVec::forced_import(db, &format!("{name}_cumulative"), version + Version::ONE)?;
|
||||||
let average = LazyRollingAvgsFromHeight::new(
|
let average = LazyRollingAvgsFromHeight::new(
|
||||||
@@ -49,7 +49,7 @@ where
|
|||||||
);
|
);
|
||||||
|
|
||||||
Ok(Self {
|
Ok(Self {
|
||||||
base,
|
block,
|
||||||
cumulative,
|
cumulative,
|
||||||
average,
|
average,
|
||||||
})
|
})
|
||||||
@@ -62,14 +62,14 @@ where
|
|||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
compute_height: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
|
compute_height: impl FnOnce(&mut EagerVec<PcoVec<Height, T>>) -> Result<()>,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
compute_height(&mut self.base)?;
|
compute_height(&mut self.block)?;
|
||||||
self.compute_rest(max_from, exit)
|
self.compute_rest(max_from, exit)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Compute cumulative from already-populated height data. Rolling averages are lazy.
|
/// Compute cumulative from already-populated height data. Rolling averages are lazy.
|
||||||
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()> {
|
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()> {
|
||||||
self.cumulative
|
self.cumulative
|
||||||
.compute_cumulative(max_from, &self.base, exit)?;
|
.compute_cumulative(max_from, &self.block, exit)?;
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -10,7 +10,7 @@ use crate::{
|
|||||||
|
|
||||||
#[derive(Traversable)]
|
#[derive(Traversable)]
|
||||||
pub struct FiatPerBlockCumulativeWithSums<C: CentsType, M: StorageMode = Rw> {
|
pub struct FiatPerBlockCumulativeWithSums<C: CentsType, M: StorageMode = Rw> {
|
||||||
pub base: FiatPerBlock<C, M>,
|
pub block: FiatPerBlock<C, M>,
|
||||||
pub cumulative: FiatPerBlock<C, M>,
|
pub cumulative: FiatPerBlock<C, M>,
|
||||||
pub sum: LazyRollingSumsFiatFromHeight<C>,
|
pub sum: LazyRollingSumsFiatFromHeight<C>,
|
||||||
}
|
}
|
||||||
@@ -23,7 +23,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
|
|||||||
indexes: &indexes::Vecs,
|
indexes: &indexes::Vecs,
|
||||||
cached_starts: &CachedWindowStarts,
|
cached_starts: &CachedWindowStarts,
|
||||||
) -> Result<Self> {
|
) -> Result<Self> {
|
||||||
let base = FiatPerBlock::forced_import(db, name, version, indexes)?;
|
let block = FiatPerBlock::forced_import(db, name, version, indexes)?;
|
||||||
let cumulative = FiatPerBlock::forced_import(
|
let cumulative = FiatPerBlock::forced_import(
|
||||||
db,
|
db,
|
||||||
&format!("{name}_cumulative"),
|
&format!("{name}_cumulative"),
|
||||||
@@ -37,7 +37,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
|
|||||||
cached_starts,
|
cached_starts,
|
||||||
indexes,
|
indexes,
|
||||||
);
|
);
|
||||||
Ok(Self { base, cumulative, sum })
|
Ok(Self { block, cumulative, sum })
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()>
|
pub(crate) fn compute_rest(&mut self, max_from: Height, exit: &Exit) -> Result<()>
|
||||||
@@ -47,7 +47,7 @@ impl<C: CentsType> FiatPerBlockCumulativeWithSums<C> {
|
|||||||
self.cumulative
|
self.cumulative
|
||||||
.cents
|
.cents
|
||||||
.height
|
.height
|
||||||
.compute_cumulative(max_from, &self.base.cents.height, exit)?;
|
.compute_cumulative(max_from, &self.block.cents.height, exit)?;
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -81,10 +81,10 @@ impl Vecs {
|
|||||||
r_coinbase?;
|
r_coinbase?;
|
||||||
r_fees?;
|
r_fees?;
|
||||||
|
|
||||||
self.subsidy.base.sats.height.compute_transform2(
|
self.subsidy.block.sats.height.compute_transform2(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.coinbase.base.sats.height,
|
&self.coinbase.block.sats.height,
|
||||||
&self.fees.base.sats.height,
|
&self.fees.block.sats.height,
|
||||||
|(height, coinbase, fees, ..)| {
|
|(height, coinbase, fees, ..)| {
|
||||||
(
|
(
|
||||||
height,
|
height,
|
||||||
@@ -97,9 +97,9 @@ impl Vecs {
|
|||||||
)?;
|
)?;
|
||||||
self.subsidy.compute_rest(starting_indexes.height, prices, exit)?;
|
self.subsidy.compute_rest(starting_indexes.height, prices, exit)?;
|
||||||
|
|
||||||
self.unclaimed.base.sats.height.compute_transform(
|
self.unclaimed.block.sats.height.compute_transform(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.subsidy.base.sats.height,
|
&self.subsidy.block.sats.height,
|
||||||
|(height, subsidy, ..)| {
|
|(height, subsidy, ..)| {
|
||||||
let halving = Halving::from(height);
|
let halving = Halving::from(height);
|
||||||
let expected = Sats::FIFTY_BTC / 2_usize.pow(halving.to_usize() as u32);
|
let expected = Sats::FIFTY_BTC / 2_usize.pow(halving.to_usize() as u32);
|
||||||
@@ -136,7 +136,7 @@ impl Vecs {
|
|||||||
self.subsidy_sma_1y.cents.height.compute_rolling_average(
|
self.subsidy_sma_1y.cents.height.compute_rolling_average(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&lookback._1y,
|
&lookback._1y,
|
||||||
&self.subsidy.base.cents.height,
|
&self.subsidy.block.cents.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
|
|
||||||
|
|||||||
@@ -93,8 +93,8 @@ impl Vecs {
|
|||||||
|vec| {
|
|vec| {
|
||||||
Ok(vec.compute_transform2(
|
Ok(vec.compute_transform2(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&self.base.blocks_mined.base.height,
|
&self.base.blocks_mined.block.height,
|
||||||
&mining.rewards.coinbase.base.sats.height,
|
&mining.rewards.coinbase.block.sats.height,
|
||||||
|(h, mask, val, ..)| (h, MaskSats::apply(mask, val)),
|
|(h, mask, val, ..)| (h, MaskSats::apply(mask, val)),
|
||||||
exit,
|
exit,
|
||||||
)?)
|
)?)
|
||||||
|
|||||||
@@ -14,8 +14,8 @@ impl Vecs {
|
|||||||
starting_indexes: &Indexes,
|
starting_indexes: &Indexes,
|
||||||
exit: &Exit,
|
exit: &Exit,
|
||||||
) -> Result<()> {
|
) -> Result<()> {
|
||||||
let op_return_height = &scripts.value.op_return.base.sats.height;
|
let op_return_height = &scripts.value.op_return.block.sats.height;
|
||||||
let unclaimed_height = &mining.rewards.unclaimed.base.sats.height;
|
let unclaimed_height = &mining.rewards.unclaimed.block.sats.height;
|
||||||
|
|
||||||
self.total.compute(
|
self.total.compute(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
|
|||||||
@@ -21,7 +21,7 @@ impl Vecs {
|
|||||||
self.native.height.compute_rolling_ratio(
|
self.native.height.compute_rolling_ratio(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&blocks.lookback._1y,
|
&blocks.lookback._1y,
|
||||||
&transactions.volume.transfer_volume.base.sats.height,
|
&transactions.volume.transfer_volume.block.sats.height,
|
||||||
&circulating_supply.sats.height,
|
&circulating_supply.sats.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
@@ -30,7 +30,7 @@ impl Vecs {
|
|||||||
self.fiat.height.compute_rolling_ratio(
|
self.fiat.height.compute_rolling_ratio(
|
||||||
starting_indexes.height,
|
starting_indexes.height,
|
||||||
&blocks.lookback._1y,
|
&blocks.lookback._1y,
|
||||||
&transactions.volume.transfer_volume.base.usd.height,
|
&transactions.volume.transfer_volume.block.usd.height,
|
||||||
&circulating_supply.usd.height,
|
&circulating_supply.usd.height,
|
||||||
exit,
|
exit,
|
||||||
)?;
|
)?;
|
||||||
|
|||||||
@@ -17,20 +17,20 @@ impl Vecs {
|
|||||||
+ indexer.vecs.transactions.txid.version();
|
+ indexer.vecs.transactions.txid.version();
|
||||||
|
|
||||||
for vec in [
|
for vec in [
|
||||||
&mut self.v1.base.height,
|
&mut self.v1.block.height,
|
||||||
&mut self.v2.base.height,
|
&mut self.v2.block.height,
|
||||||
&mut self.v3.base.height,
|
&mut self.v3.block.height,
|
||||||
] {
|
] {
|
||||||
vec.validate_and_truncate(dep_version, starting_indexes.height)?;
|
vec.validate_and_truncate(dep_version, starting_indexes.height)?;
|
||||||
}
|
}
|
||||||
|
|
||||||
let skip = self
|
let skip = self
|
||||||
.v1
|
.v1
|
||||||
.base
|
.block
|
||||||
.height
|
.height
|
||||||
.len()
|
.len()
|
||||||
.min(self.v2.base.height.len())
|
.min(self.v2.block.height.len())
|
||||||
.min(self.v3.base.height.len());
|
.min(self.v3.block.height.len());
|
||||||
|
|
||||||
let first_tx_index = &indexer.vecs.transactions.first_tx_index;
|
let first_tx_index = &indexer.vecs.transactions.first_tx_index;
|
||||||
let end = first_tx_index.len();
|
let end = first_tx_index.len();
|
||||||
@@ -39,9 +39,9 @@ impl Vecs {
|
|||||||
}
|
}
|
||||||
|
|
||||||
// Truncate all 3 to skip, then push (no per-element bounds checks).
|
// Truncate all 3 to skip, then push (no per-element bounds checks).
|
||||||
self.v1.base.height.truncate_if_needed_at(skip)?;
|
self.v1.block.height.truncate_if_needed_at(skip)?;
|
||||||
self.v2.base.height.truncate_if_needed_at(skip)?;
|
self.v2.block.height.truncate_if_needed_at(skip)?;
|
||||||
self.v3.base.height.truncate_if_needed_at(skip)?;
|
self.v3.block.height.truncate_if_needed_at(skip)?;
|
||||||
|
|
||||||
// Single cursor over tx_version — scanned once for all 3 version counts.
|
// Single cursor over tx_version — scanned once for all 3 version counts.
|
||||||
let mut cursor = indexer.vecs.transactions.tx_version.cursor();
|
let mut cursor = indexer.vecs.transactions.tx_version.cursor();
|
||||||
@@ -69,23 +69,23 @@ impl Vecs {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
self.v1.base.height.push(StoredU64::from(c1 as u64));
|
self.v1.block.height.push(StoredU64::from(c1 as u64));
|
||||||
self.v2.base.height.push(StoredU64::from(c2 as u64));
|
self.v2.block.height.push(StoredU64::from(c2 as u64));
|
||||||
self.v3.base.height.push(StoredU64::from(c3 as u64));
|
self.v3.block.height.push(StoredU64::from(c3 as u64));
|
||||||
|
|
||||||
if self.v1.base.height.batch_limit_reached() {
|
if self.v1.block.height.batch_limit_reached() {
|
||||||
let _lock = exit.lock();
|
let _lock = exit.lock();
|
||||||
self.v1.base.height.write()?;
|
self.v1.block.height.write()?;
|
||||||
self.v2.base.height.write()?;
|
self.v2.block.height.write()?;
|
||||||
self.v3.base.height.write()?;
|
self.v3.block.height.write()?;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
{
|
{
|
||||||
let _lock = exit.lock();
|
let _lock = exit.lock();
|
||||||
self.v1.base.height.write()?;
|
self.v1.block.height.write()?;
|
||||||
self.v2.base.height.write()?;
|
self.v2.block.height.write()?;
|
||||||
self.v3.base.height.write()?;
|
self.v3.block.height.write()?;
|
||||||
}
|
}
|
||||||
|
|
||||||
// Derive cumulative + sums from base
|
// Derive cumulative + sums from base
|
||||||
|
|||||||
@@ -11,7 +11,7 @@ impl Query {
|
|||||||
let current_height = self.height().to_usize();
|
let current_height = self.height().to_usize();
|
||||||
let start = current_height.saturating_sub(time_period.block_count());
|
let start = current_height.saturating_sub(time_period.block_count());
|
||||||
|
|
||||||
let coinbase_vec = &computer.mining.rewards.coinbase.base.sats.height;
|
let coinbase_vec = &computer.mining.rewards.coinbase.block.sats.height;
|
||||||
let timestamp_vec = &indexer.vecs.blocks.timestamp;
|
let timestamp_vec = &indexer.vecs.blocks.timestamp;
|
||||||
|
|
||||||
match time_period {
|
match time_period {
|
||||||
|
|||||||
@@ -12,9 +12,9 @@ impl Query {
|
|||||||
let end_block = current_height;
|
let end_block = current_height;
|
||||||
let start_block = Height::from(current_height.to_usize().saturating_sub(block_count - 1));
|
let start_block = Height::from(current_height.to_usize().saturating_sub(block_count - 1));
|
||||||
|
|
||||||
let coinbase_vec = &computer.mining.rewards.coinbase.base.sats.height;
|
let coinbase_vec = &computer.mining.rewards.coinbase.block.sats.height;
|
||||||
let fee_vec = &computer.mining.rewards.fees.base.sats.height;
|
let fee_vec = &computer.mining.rewards.fees.block.sats.height;
|
||||||
let tx_count_vec = &computer.transactions.count.total.base.height;
|
let tx_count_vec = &computer.transactions.count.total.block.height;
|
||||||
|
|
||||||
let start = start_block.to_usize();
|
let start = start_block.to_usize();
|
||||||
let end = end_block.to_usize() + 1;
|
let end = end_block.to_usize() + 1;
|
||||||
|
|||||||
@@ -268,7 +268,37 @@ export function simplePriceRatioTree({ pattern, title, legend, color }) {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Create Price + Ratio charts with percentile bands (no SMAs/z-scores)
|
* @template T
|
||||||
|
* @param {InvestorPercentilesPattern} p
|
||||||
|
* @param {(entry: InvestorPercentileEntry) => T} extract
|
||||||
|
*/
|
||||||
|
function percentileBands(p, extract) {
|
||||||
|
return [
|
||||||
|
{ name: "pct95", prop: extract(p.pct95), color: colors.ratioPct._95 },
|
||||||
|
{ name: "pct5", prop: extract(p.pct5), color: colors.ratioPct._5 },
|
||||||
|
{ name: "pct98", prop: extract(p.pct98), color: colors.ratioPct._98 },
|
||||||
|
{ name: "pct2", prop: extract(p.pct2), color: colors.ratioPct._2 },
|
||||||
|
{ name: "pct99", prop: extract(p.pct99), color: colors.ratioPct._99 },
|
||||||
|
{ name: "pct1", prop: extract(p.pct1), color: colors.ratioPct._1 },
|
||||||
|
];
|
||||||
|
}
|
||||||
|
|
||||||
|
/** @param {{ name: string, prop: AnyPricePattern, color: Color }[]} bands */
|
||||||
|
function priceBands(bands) {
|
||||||
|
return bands.map(({ name, prop, color }) =>
|
||||||
|
price({ series: prop, name, color, defaultActive: false, options: { lineStyle: 1 } }),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/** @param {{ name: string, prop: AnySeriesPattern, color: Color }[]} bands */
|
||||||
|
function ratioBands(bands) {
|
||||||
|
return bands.map(({ name, prop, color }) =>
|
||||||
|
line({ series: prop, name, color, defaultActive: false, unit: Unit.ratio, options: { lineStyle: 1 } }),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Price + Ratio charts with percentile bands
|
||||||
* @param {Object} args
|
* @param {Object} args
|
||||||
* @param {PriceRatioPercentilesPattern} args.pattern
|
* @param {PriceRatioPercentilesPattern} args.pattern
|
||||||
* @param {string} args.title
|
* @param {string} args.title
|
||||||
@@ -285,22 +315,8 @@ export function priceRatioPercentilesTree({
|
|||||||
priceReferences,
|
priceReferences,
|
||||||
}) {
|
}) {
|
||||||
const p = pattern.percentiles;
|
const p = pattern.percentiles;
|
||||||
const pctUsd = [
|
const pctUsd = percentileBands(p, (e) => e.price);
|
||||||
{ name: "pct95", prop: p.pct95.price, color: colors.ratioPct._95 },
|
const pctRatio = percentileBands(p, (e) => e.ratio);
|
||||||
{ name: "pct5", prop: p.pct5.price, color: colors.ratioPct._5 },
|
|
||||||
{ name: "pct98", prop: p.pct98.price, color: colors.ratioPct._98 },
|
|
||||||
{ name: "pct2", prop: p.pct2.price, color: colors.ratioPct._2 },
|
|
||||||
{ name: "pct99", prop: p.pct99.price, color: colors.ratioPct._99 },
|
|
||||||
{ name: "pct1", prop: p.pct1.price, color: colors.ratioPct._1 },
|
|
||||||
];
|
|
||||||
const pctRatio = [
|
|
||||||
{ name: "pct95", prop: p.pct95.ratio, color: colors.ratioPct._95 },
|
|
||||||
{ name: "pct5", prop: p.pct5.ratio, color: colors.ratioPct._5 },
|
|
||||||
{ name: "pct98", prop: p.pct98.ratio, color: colors.ratioPct._98 },
|
|
||||||
{ name: "pct2", prop: p.pct2.ratio, color: colors.ratioPct._2 },
|
|
||||||
{ name: "pct99", prop: p.pct99.ratio, color: colors.ratioPct._99 },
|
|
||||||
{ name: "pct1", prop: p.pct1.ratio, color: colors.ratioPct._1 },
|
|
||||||
];
|
|
||||||
return [
|
return [
|
||||||
{
|
{
|
||||||
name: "Price",
|
name: "Price",
|
||||||
@@ -308,15 +324,7 @@ export function priceRatioPercentilesTree({
|
|||||||
top: [
|
top: [
|
||||||
price({ series: pattern, name: legend, color }),
|
price({ series: pattern, name: legend, color }),
|
||||||
...(priceReferences ?? []),
|
...(priceReferences ?? []),
|
||||||
...pctUsd.map(({ name, prop, color }) =>
|
...priceBands(pctUsd),
|
||||||
price({
|
|
||||||
series: prop,
|
|
||||||
name,
|
|
||||||
color,
|
|
||||||
defaultActive: false,
|
|
||||||
options: { lineStyle: 1 },
|
|
||||||
}),
|
|
||||||
),
|
|
||||||
],
|
],
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -324,15 +332,7 @@ export function priceRatioPercentilesTree({
|
|||||||
title: `${title} Ratio`,
|
title: `${title} Ratio`,
|
||||||
top: [
|
top: [
|
||||||
price({ series: pattern, name: legend, color }),
|
price({ series: pattern, name: legend, color }),
|
||||||
...pctUsd.map(({ name, prop, color }) =>
|
...priceBands(pctUsd),
|
||||||
price({
|
|
||||||
series: prop,
|
|
||||||
name,
|
|
||||||
color,
|
|
||||||
defaultActive: false,
|
|
||||||
options: { lineStyle: 1 },
|
|
||||||
}),
|
|
||||||
),
|
|
||||||
],
|
],
|
||||||
bottom: [
|
bottom: [
|
||||||
baseline({
|
baseline({
|
||||||
@@ -341,16 +341,7 @@ export function priceRatioPercentilesTree({
|
|||||||
unit: Unit.ratio,
|
unit: Unit.ratio,
|
||||||
base: 1,
|
base: 1,
|
||||||
}),
|
}),
|
||||||
...pctRatio.map(({ name, prop, color }) =>
|
...ratioBands(pctRatio),
|
||||||
line({
|
|
||||||
series: prop,
|
|
||||||
name,
|
|
||||||
color,
|
|
||||||
defaultActive: false,
|
|
||||||
unit: Unit.ratio,
|
|
||||||
options: { lineStyle: 1 },
|
|
||||||
}),
|
|
||||||
),
|
|
||||||
],
|
],
|
||||||
},
|
},
|
||||||
];
|
];
|
||||||
@@ -723,6 +714,7 @@ export function createPriceRatioCharts({
|
|||||||
priceReferences,
|
priceReferences,
|
||||||
}) {
|
}) {
|
||||||
const titleFn = formatCohortTitle(context);
|
const titleFn = formatCohortTitle(context);
|
||||||
|
const pctUsd = percentileBands(ratio.percentiles, (e) => e.price);
|
||||||
return [
|
return [
|
||||||
{
|
{
|
||||||
name: "Price",
|
name: "Price",
|
||||||
@@ -730,6 +722,7 @@ export function createPriceRatioCharts({
|
|||||||
top: [
|
top: [
|
||||||
price({ series: pricePattern, name: legend, color }),
|
price({ series: pricePattern, name: legend, color }),
|
||||||
...(priceReferences ?? []),
|
...(priceReferences ?? []),
|
||||||
|
...priceBands(pctUsd),
|
||||||
],
|
],
|
||||||
},
|
},
|
||||||
createRatioChart({
|
createRatioChart({
|
||||||
|
|||||||
@@ -132,7 +132,7 @@
|
|||||||
*/
|
*/
|
||||||
/**
|
/**
|
||||||
* Sell side risk rolling windows pattern
|
* Sell side risk rolling windows pattern
|
||||||
* @typedef {Brk._1m1w1y24hPattern6} SellSideRiskPattern
|
* @typedef {Brk._1m1w1y24hPattern7} SellSideRiskPattern
|
||||||
*/
|
*/
|
||||||
/**
|
/**
|
||||||
* Stats pattern: average, min, max, percentiles (height-only indexes, NO base)
|
* Stats pattern: average, min, max, percentiles (height-only indexes, NO base)
|
||||||
|
|||||||
Reference in New Issue
Block a user