Commit Graph

21 Commits

Author SHA1 Message Date
nym21 f683adba13 global: snapshot part 6 2026-03-20 17:02:58 +01:00
nym21 3709ceff8e global: snapshot 2026-03-13 16:27:10 +01:00
nym21 984122f394 global: snapshot 2026-03-11 13:43:46 +01:00
nym21 6a728a3357 global: snapshot 2026-03-10 19:33:50 +01:00
nym21 5ede3dc416 global: snapshot 2026-03-10 11:22:17 +01:00
nym21 64ef63a056 global: snapshot 2026-03-10 10:49:17 +01:00
nym21 cba3b7dc38 computer: snapshot 2026-03-09 14:27:35 +01:00
nym21 3e8cf4a975 computer: snapshot 2026-03-09 11:16:50 +01:00
nym21 9e23de4ba1 global: snapshot 2026-03-04 17:10:15 +01:00
nym21 91b7f86225 global: snapshot 2026-03-04 12:36:23 +01:00
nym21 269c1d5fdf global: snapshot 2026-03-03 22:10:05 +01:00
nym21 7cb1bfa667 global: snapshot 2026-03-01 22:41:25 +01:00
nym21 a2bd7ca299 global: snapshot 2026-02-28 00:22:55 +01:00
nym21 e7a5ab9450 computer: snapshot 2026-02-27 11:17:06 +01:00
nym21 3b7aa8242a global: MASSIVE snapshot 2026-02-23 17:22:12 +01:00
nym21 0d5d7da70f website: snapshot 2026-02-03 23:43:52 +01:00
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
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