Commit Graph

994 Commits

Author SHA1 Message Date
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
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9613fce919 global: snapshot 2026-01-20 15:04:00 +01:00
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486871379c global: snapshot 2026-01-19 16:54:47 +01:00
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c90953adbe global: snapshot 2026-01-18 16:04:24 +01:00
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4031bf3e79 clients: released 2026-01-18 00:42:14 +01:00
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9adaff488a release: v0.1.0-alpha.6 v0.1.0-alpha.6 2026-01-18 00:19:59 +01:00
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9f6168915f docs: update generated docs 2026-01-18 00:19:09 +01:00
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64b90dd678 release: auto accept version 2026-01-18 00:08:20 +01:00
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93e02aed44 client: fix minreq feat + publish: add full workspace check 2026-01-17 23:40:18 +01:00
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8302660d88 release: v0.1.0-alpha.5 v0.1.0-alpha.5 2026-01-17 23:26:43 +01:00
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2c0e3d1119 docs: update generated docs 2026-01-17 23:21:35 +01:00
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7bbf03766e query: fix features 2026-01-17 23:07:47 +01:00
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7a2ba17d20 release: v0.1.0-alpha.4 v0.1.0-alpha.4 2026-01-17 22:48:29 +01:00
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ac30f0e512 docs: update generated docs 2026-01-17 22:48:00 +01:00
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626c52044d js: readme 2026-01-17 12:49:38 +01:00
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f7ee4e487a server: snapshot 2026-01-17 11:23:04 +01:00
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6bb1a2a311 global: snapshot 2026-01-16 23:49:49 +01:00
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f39681bb2b price: snapshot 2026-01-16 00:41:25 +01:00
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967d2c7f35 global: snapshot 2026-01-15 23:34:43 +01:00
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b0d933a7ab publish: snapshot 2026-01-14 23:14:28 +01:00
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96e0df110e server: add symlink to website 2026-01-14 23:00:31 +01:00
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91a6129e8d release: v0.1.0-alpha.3 v0.1.0-alpha.3 2026-01-14 22:47:25 +01:00
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d9c829c3c6 docs: update generated docs 2026-01-14 22:46:51 +01:00
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467dfcc4b8 global: snapshot 2026-01-14 22:20:23 +01:00
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8a938c00f6 readme: updated 2026-01-14 20:40:42 +01:00
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5661735f3e readme: updated 2026-01-14 20:35:07 +01:00
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0c442b4a71 computer: shorten percentiles path in tree 2026-01-13 01:49:13 +01:00
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1484eae53c server: endpoint description 2026-01-12 12:38:34 +01:00
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1b9e18f98b global: snapshot 2026-01-12 11:39:44 +01:00
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8fe0af349d clients: snapshot 2026-01-12 08:48:12 +01:00