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global: add datasets and charts

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nym21
2025-09-05 10:00:29 +02:00
parent 3d8b33ae94
commit f82edb290a
10 changed files with 372 additions and 205 deletions
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180
crates/brk_computer/src/stateful/common.rs
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@@ -77,8 +77,10 @@ pub struct Vecs {
pub indexes_to_value_destroyed: Option<ComputedVecsFromHeight<Dollars>>,
pub indexes_to_unrealized_profit: Option<ComputedVecsFromDateIndex<Dollars>>,
pub indexes_to_unrealized_loss: Option<ComputedVecsFromDateIndex<Dollars>>,
pub height_to_unrealized_total_pnl: Option<EagerVec<Height, Dollars>>,
pub indexes_to_unrealized_total_pnl: Option<ComputedVecsFromDateIndex<Dollars>>,
pub height_to_total_unrealized_pnl: Option<EagerVec<Height, Dollars>>,
pub indexes_to_total_unrealized_pnl: Option<ComputedVecsFromDateIndex<Dollars>>,
pub height_to_total_realized_pnl: Option<EagerVec<Height, Dollars>>,
pub indexes_to_total_realized_pnl: Option<ComputedVecsFromDateIndex<Dollars>>,
pub indexes_to_min_price_paid: Option<ComputedVecsFromHeight<Dollars>>,
pub indexes_to_max_price_paid: Option<ComputedVecsFromHeight<Dollars>>,
pub height_to_supply_half_value: ComputedHeightValueVecs,
@@ -110,21 +112,21 @@ pub struct Vecs {
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_net_unrealized_pnl_rel_to_own_market_cap:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub height_to_unrealized_profit_rel_to_own_unrealized_total_pnl:
pub height_to_unrealized_profit_rel_to_own_total_unrealized_pnl:
Option<EagerVec<Height, StoredF32>>,
pub height_to_unrealized_loss_rel_to_own_unrealized_total_pnl:
pub height_to_unrealized_loss_rel_to_own_total_unrealized_pnl:
Option<EagerVec<Height, StoredF32>>,
pub height_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl:
pub height_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl:
Option<EagerVec<Height, StoredF32>>,
pub height_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl:
pub height_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl:
Option<EagerVec<Height, StoredF32>>,
pub indexes_to_unrealized_profit_rel_to_own_unrealized_total_pnl:
pub indexes_to_unrealized_profit_rel_to_own_total_unrealized_pnl:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_unrealized_loss_rel_to_own_unrealized_total_pnl:
pub indexes_to_unrealized_loss_rel_to_own_total_unrealized_pnl:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl:
pub indexes_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl:
pub indexes_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl:
Option<ComputedVecsFromDateIndex<StoredF32>>,
pub indexes_to_realized_cap_rel_to_own_market_cap: Option<ComputedVecsFromHeight<StoredF32>>,
pub indexes_to_realized_profit_rel_to_realized_cap: Option<ComputedVecsFromHeight<StoredF32>>,
@@ -370,18 +372,18 @@ impl Vecs {
)
.unwrap()
}),
height_to_unrealized_total_pnl: compute_dollars.then(|| {
height_to_total_unrealized_pnl: compute_dollars.then(|| {
EagerVec::forced_import_compressed(
db,
&suffix("unrealized_total_pnl"),
&suffix("total_unrealized_pnl"),
version + VERSION + Version::ZERO,
)
.unwrap()
}),
indexes_to_unrealized_total_pnl: compute_dollars.then(|| {
indexes_to_total_unrealized_pnl: compute_dollars.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_total_pnl"),
&suffix("total_unrealized_pnl"),
Source::Compute,
version + VERSION + Version::ZERO,
indexes,
@@ -389,6 +391,25 @@ impl Vecs {
)
.unwrap()
}),
height_to_total_realized_pnl: compute_dollars.then(|| {
EagerVec::forced_import_compressed(
db,
&suffix("total_realized_pnl"),
version + VERSION + Version::ZERO,
)
.unwrap()
}),
indexes_to_total_realized_pnl: compute_dollars.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("total_realized_pnl"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
VecBuilderOptions::default().add_sum(),
)
.unwrap()
}),
dateindex_to_unrealized_loss,
height_to_realized_cap: compute_dollars.then(|| {
EagerVec::forced_import(
@@ -990,56 +1011,56 @@ impl Vecs {
)
.unwrap()
}),
height_to_unrealized_profit_rel_to_own_unrealized_total_pnl: (compute_dollars
height_to_unrealized_profit_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
EagerVec::forced_import(
db,
&suffix("unrealized_profit_rel_to_own_unrealized_total_pnl"),
&suffix("unrealized_profit_rel_to_own_total_unrealized_pnl"),
version + VERSION + Version::ZERO,
format,
)
.unwrap()
}),
height_to_unrealized_loss_rel_to_own_unrealized_total_pnl: (compute_dollars
height_to_unrealized_loss_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
EagerVec::forced_import(
db,
&suffix("unrealized_loss_rel_to_own_unrealized_total_pnl"),
&suffix("unrealized_loss_rel_to_own_total_unrealized_pnl"),
version + VERSION + Version::ZERO,
format,
)
.unwrap()
}),
height_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl: (compute_dollars
height_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
EagerVec::forced_import(
db,
&suffix("neg_unrealized_loss_rel_to_own_unrealized_total_pnl"),
&suffix("neg_unrealized_loss_rel_to_own_total_unrealized_pnl"),
version + VERSION + Version::ZERO,
format,
)
.unwrap()
}),
height_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl: (compute_dollars
height_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
EagerVec::forced_import(
db,
&suffix("net_unrealized_pnl_rel_to_own_unrealized_total_pnl"),
&suffix("net_unrealized_pnl_rel_to_own_total_unrealized_pnl"),
version + VERSION + Version::ONE,
format,
)
.unwrap()
}),
indexes_to_unrealized_profit_rel_to_own_unrealized_total_pnl: (compute_dollars
indexes_to_unrealized_profit_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_profit_rel_to_own_unrealized_total_pnl"),
&suffix("unrealized_profit_rel_to_own_total_unrealized_pnl"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
@@ -1047,12 +1068,12 @@ impl Vecs {
)
.unwrap()
}),
indexes_to_unrealized_loss_rel_to_own_unrealized_total_pnl: (compute_dollars
indexes_to_unrealized_loss_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("unrealized_loss_rel_to_own_unrealized_total_pnl"),
&suffix("unrealized_loss_rel_to_own_total_unrealized_pnl"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
@@ -1060,12 +1081,12 @@ impl Vecs {
)
.unwrap()
}),
indexes_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl: (compute_dollars
indexes_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("neg_unrealized_loss_rel_to_own_unrealized_total_pnl"),
&suffix("neg_unrealized_loss_rel_to_own_total_unrealized_pnl"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
@@ -1073,12 +1094,12 @@ impl Vecs {
)
.unwrap()
}),
indexes_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl: (compute_dollars
indexes_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl: (compute_dollars
&& extended)
.then(|| {
ComputedVecsFromDateIndex::forced_import(
db,
&suffix("net_unrealized_pnl_rel_to_own_unrealized_total_pnl"),
&suffix("net_unrealized_pnl_rel_to_own_total_unrealized_pnl"),
Source::Compute,
version + VERSION + Version::ONE,
indexes,
@@ -2673,7 +2694,7 @@ impl Vecs {
exit,
Some(self.dateindex_to_unrealized_loss.as_ref().unwrap()),
)?;
self.height_to_unrealized_total_pnl
self.height_to_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_add(
@@ -2682,7 +2703,7 @@ impl Vecs {
self.height_to_unrealized_loss.as_ref().unwrap(),
exit,
)?;
self.indexes_to_unrealized_total_pnl
self.indexes_to_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_all(
@@ -2700,6 +2721,41 @@ impl Vecs {
Ok(())
},
)?;
self.height_to_total_realized_pnl
.as_mut()
.unwrap()
.compute_add(
starting_indexes.height,
self.height_to_realized_profit.as_ref().unwrap(),
self.height_to_realized_loss.as_ref().unwrap(),
exit,
)?;
self.indexes_to_total_realized_pnl
.as_mut()
.unwrap()
.compute_all(
indexer,
indexes,
starting_indexes,
exit,
|vec, _, _, starting_indexes, exit| {
vec.compute_add(
starting_indexes.dateindex,
self.indexes_to_realized_profit
.as_ref()
.unwrap()
.dateindex
.unwrap_sum(),
self.indexes_to_realized_loss
.as_ref()
.unwrap()
.dateindex
.unwrap_sum(),
exit,
)?;
Ok(())
},
)?;
self.indexes_to_min_price_paid
.as_mut()
@@ -3043,46 +3099,46 @@ impl Vecs {
}
if self
.height_to_unrealized_profit_rel_to_own_unrealized_total_pnl
.height_to_unrealized_profit_rel_to_own_total_unrealized_pnl
.is_some()
{
self.height_to_unrealized_profit_rel_to_own_unrealized_total_pnl
self.height_to_unrealized_profit_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_unrealized_profit.as_ref().unwrap(),
self.height_to_unrealized_total_pnl.as_ref().unwrap(),
self.height_to_total_unrealized_pnl.as_ref().unwrap(),
exit,
)?;
self.height_to_unrealized_loss_rel_to_own_unrealized_total_pnl
self.height_to_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_unrealized_loss.as_ref().unwrap(),
self.height_to_unrealized_total_pnl.as_ref().unwrap(),
self.height_to_total_unrealized_pnl.as_ref().unwrap(),
exit,
)?;
self.height_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl
self.height_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_neg_unrealized_loss.as_ref().unwrap(),
self.height_to_unrealized_total_pnl.as_ref().unwrap(),
self.height_to_total_unrealized_pnl.as_ref().unwrap(),
exit,
)?;
self.height_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl
self.height_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_percentage(
starting_indexes.height,
self.height_to_net_unrealized_pnl.as_ref().unwrap(),
self.height_to_unrealized_total_pnl.as_ref().unwrap(),
self.height_to_total_unrealized_pnl.as_ref().unwrap(),
exit,
)?;
self.indexes_to_unrealized_profit_rel_to_own_unrealized_total_pnl
self.indexes_to_unrealized_profit_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_all(
@@ -3094,7 +3150,7 @@ impl Vecs {
vec.compute_percentage(
starting_indexes.dateindex,
self.dateindex_to_unrealized_profit.as_ref().unwrap(),
self.indexes_to_unrealized_total_pnl
self.indexes_to_total_unrealized_pnl
.as_ref()
.unwrap()
.dateindex
@@ -3105,7 +3161,7 @@ impl Vecs {
Ok(())
},
)?;
self.indexes_to_unrealized_loss_rel_to_own_unrealized_total_pnl
self.indexes_to_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_all(
@@ -3117,7 +3173,7 @@ impl Vecs {
vec.compute_percentage(
starting_indexes.dateindex,
self.dateindex_to_unrealized_loss.as_ref().unwrap(),
self.indexes_to_unrealized_total_pnl
self.indexes_to_total_unrealized_pnl
.as_ref()
.unwrap()
.dateindex
@@ -3128,7 +3184,7 @@ impl Vecs {
Ok(())
},
)?;
self.indexes_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl
self.indexes_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_all(
@@ -3145,7 +3201,7 @@ impl Vecs {
.dateindex
.as_ref()
.unwrap(),
self.indexes_to_unrealized_total_pnl
self.indexes_to_total_unrealized_pnl
.as_ref()
.unwrap()
.dateindex
@@ -3156,7 +3212,7 @@ impl Vecs {
Ok(())
},
)?;
self.indexes_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl
self.indexes_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl
.as_mut()
.unwrap()
.compute_all(
@@ -3173,7 +3229,7 @@ impl Vecs {
.dateindex
.as_ref()
.unwrap(),
self.indexes_to_unrealized_total_pnl
self.indexes_to_total_unrealized_pnl
.as_ref()
.unwrap()
.dateindex
@@ -3806,10 +3862,16 @@ impl Vecs {
self.indexes_to_unrealized_loss
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_unrealized_total_pnl
self.height_to_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| vec![v]),
self.indexes_to_unrealized_total_pnl
self.indexes_to_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_total_realized_pnl
.as_ref()
.map_or(vec![], |v| vec![v]),
self.indexes_to_total_realized_pnl
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_min_price_paid
@@ -3843,28 +3905,28 @@ impl Vecs {
self.indexes_to_net_unrealized_pnl_rel_to_own_market_cap
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_unrealized_profit_rel_to_own_unrealized_total_pnl
self.height_to_unrealized_profit_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_unrealized_loss_rel_to_own_unrealized_total_pnl
self.height_to_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl
self.height_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| vec![v]),
self.height_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl
self.height_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| vec![v]),
self.indexes_to_unrealized_profit_rel_to_own_unrealized_total_pnl
self.indexes_to_unrealized_profit_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_unrealized_loss_rel_to_own_unrealized_total_pnl
self.indexes_to_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_neg_unrealized_loss_rel_to_own_unrealized_total_pnl
self.indexes_to_neg_unrealized_loss_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.indexes_to_net_unrealized_pnl_rel_to_own_unrealized_total_pnl
self.indexes_to_net_unrealized_pnl_rel_to_own_total_unrealized_pnl
.as_ref()
.map_or(vec![], |v| v.vecs()),
self.height_to_neg_unrealized_loss