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nym21
2026-03-14 14:17:19 +01:00
parent 7bcc32fea1
commit f705cc04a9
11 changed files with 140 additions and 266 deletions
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crates/brk_client/src/lib.rs
+4 -4
View File
@@ -5182,9 +5182,9 @@ pub struct MetricsTree_Market_Ath {
pub high: CentsSatsUsdPattern,
pub drawdown: BpsPercentRatioPattern5,
pub days_since: MetricPattern1<StoredF32>,
pub years_since: MetricPattern2<StoredF32>,
pub years_since: MetricPattern1<StoredF32>,
pub max_days_between: MetricPattern1<StoredF32>,
pub max_years_between: MetricPattern2<StoredF32>,
pub max_years_between: MetricPattern1<StoredF32>,
}
impl MetricsTree_Market_Ath {
@@ -5193,9 +5193,9 @@ impl MetricsTree_Market_Ath {
high: CentsSatsUsdPattern::new(client.clone(), "price_ath".to_string()),
drawdown: BpsPercentRatioPattern5::new(client.clone(), "price_drawdown".to_string()),
days_since: MetricPattern1::new(client.clone(), "days_since_price_ath".to_string()),
years_since: MetricPattern2::new(client.clone(), "years_since_price_ath".to_string()),
years_since: MetricPattern1::new(client.clone(), "years_since_price_ath".to_string()),
max_days_between: MetricPattern1::new(client.clone(), "max_days_between_price_ath".to_string()),
max_years_between: MetricPattern2::new(client.clone(), "max_years_between_price_ath".to_string()),
max_years_between: MetricPattern1::new(client.clone(), "max_years_between_price_ath".to_string()),
}
}
}
crates/brk_computer/src/distribution/metrics/realized/full.rs
+35 -15
View File
@@ -313,22 +313,22 @@ impl RealizedFull {
.value_created
.base
.height
.truncate_push(height, accum.profit_value_created)?;
.truncate_push(height, accum.profit_value_created())?;
self.profit
.value_destroyed
.base
.height
.truncate_push(height, accum.profit_value_destroyed)?;
.truncate_push(height, accum.profit_value_destroyed())?;
self.loss
.value_created
.base
.height
.truncate_push(height, accum.loss_value_created)?;
.truncate_push(height, accum.loss_value_created())?;
self.loss
.value_destroyed
.base
.height
.truncate_push(height, accum.loss_value_destroyed)?;
.truncate_push(height, accum.loss_value_destroyed())?;
self.cap_raw
.truncate_push(height, accum.cap_raw)?;
self.investor
@@ -353,7 +353,7 @@ impl RealizedFull {
.value
.base
.height
.truncate_push(height, accum.peak_regret)?;
.truncate_push(height, accum.peak_regret())?;
Ok(())
}
@@ -600,23 +600,43 @@ impl RealizedFull {
#[derive(Default)]
pub struct RealizedFullAccum {
pub(crate) profit_value_created: Cents,
pub(crate) profit_value_destroyed: Cents,
pub(crate) loss_value_created: Cents,
pub(crate) loss_value_destroyed: Cents,
profit_value_created: CentsSats,
profit_value_destroyed: CentsSats,
loss_value_created: CentsSats,
loss_value_destroyed: CentsSats,
pub(crate) cap_raw: CentsSats,
pub(crate) investor_cap_raw: CentsSquaredSats,
pub(crate) peak_regret: Cents,
peak_regret: CentsSats,
}
impl RealizedFullAccum {
pub(crate) fn add(&mut self, state: &RealizedState) {
self.profit_value_created += state.profit_value_created();
self.profit_value_destroyed += state.profit_value_destroyed();
self.loss_value_created += state.loss_value_created();
self.loss_value_destroyed += state.loss_value_destroyed();
self.profit_value_created += CentsSats::new(state.profit_value_created_raw());
self.profit_value_destroyed += CentsSats::new(state.profit_value_destroyed_raw());
self.loss_value_created += CentsSats::new(state.loss_value_created_raw());
self.loss_value_destroyed += CentsSats::new(state.loss_value_destroyed_raw());
self.cap_raw += state.cap_raw();
self.investor_cap_raw += state.investor_cap_raw();
self.peak_regret += state.peak_regret();
self.peak_regret += CentsSats::new(state.peak_regret_raw());
}
pub(crate) fn profit_value_created(&self) -> Cents {
self.profit_value_created.to_cents()
}
pub(crate) fn profit_value_destroyed(&self) -> Cents {
self.profit_value_destroyed.to_cents()
}
pub(crate) fn loss_value_created(&self) -> Cents {
self.loss_value_created.to_cents()
}
pub(crate) fn loss_value_destroyed(&self) -> Cents {
self.loss_value_destroyed.to_cents()
}
pub(crate) fn peak_regret(&self) -> Cents {
self.peak_regret.to_cents()
}
}
crates/brk_computer/src/market/ath/import.rs
+6 -4
View File
@@ -1,11 +1,11 @@
use brk_error::Result;
use brk_types::Version;
use vecdb::Database;
use vecdb::{Database, ReadableCloneableVec};
use super::Vecs;
use crate::{
indexes,
internal::{PerBlock, DaysToYears, DerivedResolutions, PercentPerBlock, Price},
internal::{DaysToYears, LazyPerBlock, PerBlock, PercentPerBlock, Price},
};
const VERSION: Version = Version::ONE;
@@ -23,18 +23,20 @@ impl Vecs {
let max_days_between =
PerBlock::forced_import(db, "max_days_between_price_ath", v, indexes)?;
let max_years_between = DerivedResolutions::from_computed::<DaysToYears>(
let max_years_between = LazyPerBlock::from_computed::<DaysToYears>(
"max_years_between_price_ath",
v,
max_days_between.height.read_only_boxed_clone(),
&max_days_between,
);
let days_since =
PerBlock::forced_import(db, "days_since_price_ath", v, indexes)?;
let years_since = DerivedResolutions::from_computed::<DaysToYears>(
let years_since = LazyPerBlock::from_computed::<DaysToYears>(
"years_since_price_ath",
v,
days_since.height.read_only_boxed_clone(),
&days_since,
);
crates/brk_computer/src/market/ath/vecs.rs
+3 -3
View File
@@ -2,14 +2,14 @@ use brk_traversable::Traversable;
use brk_types::{BasisPointsSigned16, Cents, StoredF32};
use vecdb::{Rw, StorageMode};
use crate::internal::{PerBlock, DerivedResolutions, PercentPerBlock, Price};
use crate::internal::{LazyPerBlock, PerBlock, PercentPerBlock, Price};
#[derive(Traversable)]
pub struct Vecs<M: StorageMode = Rw> {
pub high: Price<PerBlock<Cents, M>>,
pub drawdown: PercentPerBlock<BasisPointsSigned16, M>,
pub days_since: PerBlock<StoredF32, M>,
pub years_since: DerivedResolutions<StoredF32, StoredF32>,
pub years_since: LazyPerBlock<StoredF32>,
pub max_days_between: PerBlock<StoredF32, M>,
pub max_years_between: DerivedResolutions<StoredF32, StoredF32>,
pub max_years_between: LazyPerBlock<StoredF32>,
}
crates/brk_types/src/basis_points_16.rs
+6 -6
View File
@@ -79,12 +79,12 @@ impl From<BasisPoints16> for u16 {
impl From<f32> for BasisPoints16 {
#[inline]
fn from(value: f32) -> Self {
let value = value.max(0.0);
let scaled = (value * 10000.0).round();
debug_assert!(
value <= u16::MAX as f32 / 10000.0,
scaled >= 0.0 && scaled <= u16::MAX as f32,
"f32 out of BasisPoints16 range: {value}"
);
Self((value * 10000.0).round() as u16)
Self(scaled as u16)
}
}
@@ -93,12 +93,12 @@ impl From<f32> for BasisPoints16 {
impl From<f64> for BasisPoints16 {
#[inline]
fn from(value: f64) -> Self {
let value = value.max(0.0);
let scaled = (value * 10000.0).round();
debug_assert!(
value <= u16::MAX as f64 / 10000.0,
scaled >= 0.0 && scaled <= u16::MAX as f64,
"f64 out of BasisPoints16 range: {value}"
);
Self((value * 10000.0).round() as u16)
Self(scaled as u16)
}
}
crates/brk_types/src/basis_points_signed_32.rs
+4 -1
View File
@@ -95,7 +95,10 @@ impl From<f64> for BasisPointsSigned32 {
impl From<f32> for BasisPointsSigned32 {
#[inline]
fn from(value: f32) -> Self {
Self((value * 10000.0).round() as i32)
let scaled = (value * 10000.0)
.round()
.clamp(i32::MIN as f32, i32::MAX as f32);
Self(scaled as i32)
}
}
crates/brk_types/src/sats.rs
-7
View File
@@ -257,13 +257,6 @@ impl From<f32> for Sats {
}
}
impl From<Sats> for f32 {
#[inline]
fn from(value: Sats) -> Self {
value.0 as f32
}
}
impl From<f64> for Sats {
#[inline]
fn from(value: f64) -> Self {
crates/brk_types/src/stored_f32.rs
+1 -8
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@@ -11,7 +11,7 @@ use schemars::JsonSchema;
use serde::{Deserialize, Serialize};
use vecdb::{CheckedSub, Formattable, Pco, PrintableIndex};
use crate::{Close, Sats, StoredU32};
use crate::{Close, StoredU32};
use super::{Dollars, StoredF64};
@@ -143,13 +143,6 @@ impl From<Dollars> for StoredF32 {
}
}
impl From<Sats> for StoredF32 {
#[inline]
fn from(value: Sats) -> Self {
Self(f32::from(value))
}
}
impl From<Close<Dollars>> for StoredF32 {
#[inline]
fn from(value: Close<Dollars>) -> Self {