Commit Graph

472 Commits

Author SHA1 Message Date
nym21
72c17096ea computer: snapshot 2026-02-27 01:23:36 +01:00
nym21
78fc5ffcf7 computer: snapshot 2026-02-26 23:01:51 +01:00
nym21
cccaf6b206 computer: simplified a bunch of things 2026-02-26 19:37:22 +01:00
nym21
9e4fe62de2 computer: distribution: replace Option but distinct structs 2026-02-25 14:57:20 +01:00
nym21
f74115c6e2 computer: indexes + rolling 2026-02-24 17:07:35 +01:00
nym21
3b7aa8242a global: MASSIVE snapshot 2026-02-23 17:22:12 +01:00
nym21
dfcb04484b global: snapshot 2026-02-13 16:54:09 +01:00
nym21
80b2c636b0 global: snapshot 2026-02-13 13:54:09 +01:00
nym21
b779edc0d6 global: snapshot 2026-02-12 22:52:57 +01:00
nym21
ba60b7e4f6 computer: fixes 2026-02-07 22:38:25 +01:00
nym21
9cba9bfec4 computer: snapshot 2026-02-06 21:40:34 +01:00
nym21
afe4123a17 computer: distribution: feat cost basis distribution 2026-02-05 23:10:02 +01:00
nym21
0433e3b256 global: snapshot 2026-02-04 22:27:44 +01:00
nym21
0437ce1bb4 website: snapshot 2026-02-04 17:26:35 +01:00
nym21
0d5d7da70f website: snapshot 2026-02-03 23:43:52 +01:00
nym21
b23d20ea05 website: snapshot 2026-02-02 18:39:42 +01:00
nym21
da923e409a website: snapshot 2026-02-02 12:44:16 +01:00
nym21
f7d7c5704a global: snapshot 2026-02-01 22:38:01 +01:00
nym21
ff5bb770d7 global: snapshot 2026-01-31 17:39:48 +01:00
nym21
6709ded66c global: reorg fixes + clients improved 2026-01-28 23:35:51 +01:00
nym21
ec1f2de5cf global: snapshot 2026-01-27 00:30:58 +01:00
nym21
3d01822d27 global: sats version of all prices 2026-01-26 15:04:45 +01:00
nym21
616a97d242 docs: update generated docs 2026-01-26 10:54:26 +01:00
nym21
371fb2cb17 investing: more data + charts 2026-01-26 10:28:26 +01:00
nym21
5c824e50b8 website: snapshot 2026-01-25 21:55:55 +01:00
nym21
c6f63fd4a2 website: snapshot 2026-01-25 12:42:16 +01:00
nym21
7cdf47a9e4 website: snapshot 2026-01-24 19:22:03 +01:00
nym21
9b706dfaee website: snapshot 2026-01-23 22:03:01 +01:00
Brandon Collins
95686ae858 merge: resolve Cargo.toml conflict with upstream/main
Keep vecdb = 0.6.1 without commented path dependency.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-21 14:27:09 -05:00
Brandon Collins
fd4cf5d414 refactor: remove verbose comments from vecs.rs files 2026-01-21 14:08:27 -05:00
Brandon Collins
49794c5e04 refactor: remove verbose comments from tests 2026-01-21 14:07:20 -05:00
Brandon Collins
581a800612 refactor: reduce verbosity and use vecdb cumulative function
- Remove verbose inline comments from compute.rs
- Update vecdb to 0.6.1
- Refactor HODL Bank to use compute_cumulative_transformed_binary
2026-01-21 12:20:53 -05:00
nym21
6c67dc4a98 global: fixes 2026-01-21 00:26:35 +01:00
nym21
2edd9ed2d7 global: snapshot 2026-01-20 23:05:21 +01:00
Brandon Collins
5ecfd6cd42 fix: address vecdb compatibility and add unit tests
- Switch to vecdb 0.6.0 for compatibility with brk_types u8/i8
- Add proper trait imports (VecIndex, AnyVec, IterableVec, etc.)
- Add unit tests for Reserve Risk formula validation:
  - test_hodl_bank_formula: Verifies cumulative calculation
  - test_reserve_risk_formula: Verifies division formula
  - test_reserve_risk_interpretation: Documents metric semantics
  - test_hodl_bank_negative_contribution: Tests edge case

All 16 tests pass (12 existing + 4 new).

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-20 11:15:30 -05:00
Brandon Collins
f494486e12 feat(cointime): add Reserve Risk metric
Implements Reserve Risk as a new market indicator for Bitcoin.

## Formula
- Reserve Risk = Price / HODL Bank
- HODL Bank = cumulative Σ(Price - avg_VOCDD) over time
- VOCDD = CDD × Price (Value-weighted Coin Days Destroyed)

## Changes
- Added `vocdd` (Value-weighted CDD) to `cointime/value` module
- Created new `cointime/reserve_risk` module containing:
  - `vocdd_365d_sma`: 365-day moving average of VOCDD
  - `hodl_bank`: Cumulative opportunity cost of holding
  - `reserve_risk`: Final ratio metric for timing accumulation
- Wired into cointime compute pipeline (price-dependent)

## Use Case
Reserve Risk measures long-term holder confidence.
Low values indicate high confidence and potential buying opportunity.
High values suggest overheated market conditions.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-20 10:53:20 -05:00
nym21
9613fce919 global: snapshot 2026-01-20 15:04:00 +01:00
nym21
371ff86287 global: snapshot 2026-01-19 16:52:17 +01:00
nym21
c90953adbe global: snapshot 2026-01-18 16:04:24 +01:00
nym21
7b3e172948 global: snapshot 2026-01-17 02:34:08 +01:00
nym21
6bb1a2a311 global: snapshot 2026-01-16 23:49:49 +01:00
nym21
3b00a92fa4 global: snapshot 2026-01-16 15:17:42 +01:00
nym21
f39681bb2b price: snapshot 2026-01-16 00:41:25 +01:00
nym21
967d2c7f35 global: snapshot 2026-01-15 23:34:43 +01:00
nym21
d75c2a881b global: snapshot 2026-01-14 16:38:53 +01:00
nym21
ddb1db7a8e clients: snapshot 2026-01-14 11:12:31 +01:00
nym21
3a836ab0f4 clients: snapshot 2026-01-14 00:39:28 +01:00
nym21
524ab3de05 clients: snapshot 2026-01-13 23:14:26 +01:00
nym21
e77993fb76 global: snapshot 2026-01-13 22:32:29 +01:00
nym21
0c442b4a71 computer: shorten percentiles path in tree 2026-01-13 01:49:13 +01:00