Commit Graph

13 Commits

Author SHA1 Message Date
nym21 ff5bb770d7 global: snapshot 2026-01-31 17:39:48 +01:00
nym21 3d01822d27 global: sats version of all prices 2026-01-26 15:04:45 +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
nym21 6f45ec13f3 global: snapshot 2026-01-10 18:43:18 +01:00
nym21 3a3f6b8593 computer: snapshot 2026-01-09 22:02:34 +01:00
nym21 426d7797a3 global: big snapshot 2026-01-09 20:00:20 +01:00
nym21 cb0abc324e global: MASSIVE snapshot 2026-01-07 01:16:37 +01:00
nym21 3cae817915 global: BIG snapshot 2026-01-04 01:47:03 +01:00
nym21 3e9b1cc2b2 global: MASSIVE snapshot 2026-01-02 19:08:20 +01:00