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bindgen: snapshot

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This commit is contained in:
nym21
2026-03-15 21:26:05 +01:00
parent 6e5b2c0e63
commit fdf8661a4b
23 changed files with 1151 additions and 810 deletions
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crates/brk_computer/src/internal/per_block/price.rs
+3 -8
View File
@@ -10,7 +10,7 @@ use brk_types::{Cents, Dollars, SatsFract, Version};
use schemars::JsonSchema;
use vecdb::{Database, ReadableCloneableVec, UnaryTransform};
use super::{PerBlock, LazyPerBlock};
use super::{LazyPerBlock, PerBlock};
use crate::{
indexes,
internal::{CentsUnsignedToDollars, ComputedVecValue, DollarsToSatsFract, NumericValue},
@@ -32,8 +32,7 @@ impl Price<PerBlock<Cents>> {
version: Version,
indexes: &indexes::Vecs,
) -> Result<Self> {
let cents =
PerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
let cents = PerBlock::forced_import(db, &format!("{name}_cents"), version, indexes)?;
let usd = LazyPerBlock::from_computed::<CentsUnsignedToDollars>(
name,
version,
@@ -65,11 +64,7 @@ where
source.height.read_only_boxed_clone(),
source,
);
let usd = LazyPerBlock::from_lazy::<CentsUnsignedToDollars, ST>(
&format!("{name}_usd"),
version,
&cents,
);
let usd = LazyPerBlock::from_lazy::<CentsUnsignedToDollars, ST>(name, version, &cents);
let sats = LazyPerBlock::from_lazy::<DollarsToSatsFract, Cents>(
&format!("{name}_sats"),
version,
crates/brk_computer/src/internal/per_block/ratio/std_dev_bands.rs
+6 -6
View File
@@ -27,10 +27,10 @@ impl RatioPerBlockStdDevBands {
let v = version + VERSION;
macro_rules! import_sd {
($suffix:expr, $period:expr, $days:expr) => {
($period:expr, $days:expr) => {
StdDevPerBlockExtended::forced_import(
db,
&format!("{name}_{}", $suffix),
name,
$period,
$days,
v,
@@ -40,10 +40,10 @@ impl RatioPerBlockStdDevBands {
}
Ok(Self {
all: import_sd!("ratio", "", usize::MAX),
_1y: import_sd!("ratio", "1y", 365),
_2y: import_sd!("ratio", "2y", 2 * 365),
_4y: import_sd!("ratio", "4y", 4 * 365),
all: import_sd!("", usize::MAX),
_1y: import_sd!("1y", 365),
_2y: import_sd!("2y", 2 * 365),
_4y: import_sd!("4y", 4 * 365),
})
}
crates/brk_computer/src/internal/per_block/stddev/extended.rs
+37 -48
View File
@@ -8,13 +8,13 @@ use vecdb::{
use crate::{
blocks, indexes,
internal::{PerBlock, Price, PriceTimesRatioCents},
internal::{PerBlock, Price, PriceTimesRatioCents, per_block::stddev::period_suffix},
};
#[derive(Traversable)]
pub struct StdDevBand<M: StorageMode = Rw> {
#[traversable(flatten)]
pub value: PerBlock<StoredF32, M>,
pub ratio: PerBlock<StoredF32, M>,
pub price: Price<PerBlock<Cents, M>>,
}
@@ -49,16 +49,11 @@ impl StdDevPerBlockExtended {
indexes: &indexes::Vecs,
) -> Result<Self> {
let version = parent_version + Version::TWO;
let p = super::period_suffix(period);
let p = period_suffix(period);
macro_rules! import {
($suffix:expr) => {
PerBlock::forced_import(
db,
&format!("{name}_{}{p}", $suffix),
version,
indexes,
)?
PerBlock::forced_import(db, &format!("{name}_{}{p}", $suffix), version, indexes)?
};
}
@@ -69,18 +64,18 @@ impl StdDevPerBlockExtended {
}
macro_rules! import_band {
($suffix:expr) => {
($suffix:expr) => {{
StdDevBand {
value: import!(concat!("ratio_", $suffix)),
ratio: import!(concat!("ratio_", $suffix)),
price: import_price!($suffix),
}
};
}};
}
Ok(Self {
days,
sd: import!("sd"),
zscore: import!("zscore"),
sd: import!("ratio_sd"),
zscore: import!("ratio_zscore"),
_0sd: import_price!("0sd"),
p0_5sd: import_band!("p0_5sd"),
p1sd: import_band!("p1sd"),
@@ -106,12 +101,9 @@ impl StdDevPerBlockExtended {
sma: &impl ReadableVec<Height, StoredF32>,
) -> Result<()> {
if self.days == usize::MAX {
self.sd.height.compute_expanding_sd(
starting_indexes.height,
source,
sma,
exit,
)?;
self.sd
.height
.compute_expanding_sd(starting_indexes.height, source, sma, exit)?;
} else {
let window_starts = blocks.lookback.start_vec(self.days);
self.sd.height.compute_rolling_sd(
@@ -154,10 +146,7 @@ impl StdDevPerBlockExtended {
let source_data = source.collect_range_at(start, source_len);
let sma_data = sma.collect_range_at(start, sma.len());
let sd_data = self
.sd
.height
.collect_range_at(start, self.sd.height.len());
let sd_data = self.sd.height.collect_range_at(start, self.sd.height.len());
const MULTIPLIERS: [f32; 12] = [
0.5, 1.0, 1.5, 2.0, 2.5, 3.0, -0.5, -1.0, -1.5, -2.0, -2.5, -3.0,
@@ -208,18 +197,18 @@ impl StdDevPerBlockExtended {
}
compute_band_price!(&mut self._0sd, sma);
compute_band_price!(&mut self.p0_5sd.price, &self.p0_5sd.value.height);
compute_band_price!(&mut self.p1sd.price, &self.p1sd.value.height);
compute_band_price!(&mut self.p1_5sd.price, &self.p1_5sd.value.height);
compute_band_price!(&mut self.p2sd.price, &self.p2sd.value.height);
compute_band_price!(&mut self.p2_5sd.price, &self.p2_5sd.value.height);
compute_band_price!(&mut self.p3sd.price, &self.p3sd.value.height);
compute_band_price!(&mut self.m0_5sd.price, &self.m0_5sd.value.height);
compute_band_price!(&mut self.m1sd.price, &self.m1sd.value.height);
compute_band_price!(&mut self.m1_5sd.price, &self.m1_5sd.value.height);
compute_band_price!(&mut self.m2sd.price, &self.m2sd.value.height);
compute_band_price!(&mut self.m2_5sd.price, &self.m2_5sd.value.height);
compute_band_price!(&mut self.m3sd.price, &self.m3sd.value.height);
compute_band_price!(&mut self.p0_5sd.price, &self.p0_5sd.ratio.height);
compute_band_price!(&mut self.p1sd.price, &self.p1sd.ratio.height);
compute_band_price!(&mut self.p1_5sd.price, &self.p1_5sd.ratio.height);
compute_band_price!(&mut self.p2sd.price, &self.p2sd.ratio.height);
compute_band_price!(&mut self.p2_5sd.price, &self.p2_5sd.ratio.height);
compute_band_price!(&mut self.p3sd.price, &self.p3sd.ratio.height);
compute_band_price!(&mut self.m0_5sd.price, &self.m0_5sd.ratio.height);
compute_band_price!(&mut self.m1sd.price, &self.m1sd.ratio.height);
compute_band_price!(&mut self.m1_5sd.price, &self.m1_5sd.ratio.height);
compute_band_price!(&mut self.m2sd.price, &self.m2sd.ratio.height);
compute_band_price!(&mut self.m2_5sd.price, &self.m2_5sd.ratio.height);
compute_band_price!(&mut self.m3sd.price, &self.m3sd.ratio.height);
Ok(())
}
@@ -228,18 +217,18 @@ impl StdDevPerBlockExtended {
&mut self,
) -> impl Iterator<Item = &mut EagerVec<PcoVec<Height, StoredF32>>> {
[
&mut self.p0_5sd.value.height,
&mut self.p1sd.value.height,
&mut self.p1_5sd.value.height,
&mut self.p2sd.value.height,
&mut self.p2_5sd.value.height,
&mut self.p3sd.value.height,
&mut self.m0_5sd.value.height,
&mut self.m1sd.value.height,
&mut self.m1_5sd.value.height,
&mut self.m2sd.value.height,
&mut self.m2_5sd.value.height,
&mut self.m3sd.value.height,
&mut self.p0_5sd.ratio.height,
&mut self.p1sd.ratio.height,
&mut self.p1_5sd.ratio.height,
&mut self.p2sd.ratio.height,
&mut self.p2_5sd.ratio.height,
&mut self.p3sd.ratio.height,
&mut self.m0_5sd.ratio.height,
&mut self.m1sd.ratio.height,
&mut self.m1_5sd.ratio.height,
&mut self.m2sd.ratio.height,
&mut self.m2_5sd.ratio.height,
&mut self.m3sd.ratio.height,
]
.into_iter()
}