//! Sweep round-value digit filter to find optimal configuration. //! //! Tests all 512 subsets of leading digits {1,...,9} to find which //! digits to filter out for best oracle accuracy. //! //! Phase 1: single pass over indexer, precompute per-block histograms. //! Phase 2: run 512 configs in parallel across CPU cores. //! //! Run with: cargo run -p brk_oracle --example sweep_digits --release use std::path::PathBuf; use std::time::Instant; use brk_indexer::Indexer; use brk_oracle::{Config, NUM_BINS, Oracle, PRICES, START_HEIGHT, cents_to_bin, sats_to_bin}; use brk_types::{OutputType, Sats, TxIndex, TxOutIndex}; use vecdb::{AnyVec, ReadableVec, VecIndex}; const BINS_5PCT: f64 = 4.24; const BINS_10PCT: f64 = 8.28; const BINS_20PCT: f64 = 15.84; fn bins_to_pct(bins: f64) -> f64 { (10.0_f64.powf(bins / 200.0) - 1.0) * 100.0 } fn seed_bin(start_height: usize) -> f64 { let price: f64 = PRICES .lines() .nth(start_height - 1) .expect("prices.txt too short") .parse() .expect("Failed to parse seed price"); cents_to_bin(price * 100.0) } fn leading_digit(sats: u64) -> u8 { let log = (sats as f64).log10(); let magnitude = 10.0_f64.powf(log.floor()); let d = (sats as f64 / magnitude).round() as u8; if d >= 10 { 1 } else { d } } fn is_round(sats: u64) -> bool { let log = (sats as f64).log10(); let magnitude = 10.0_f64.powf(log.floor()); let leading = (sats as f64 / magnitude).round(); let round_val = leading * magnitude; (sats as f64 - round_val).abs() <= round_val * 0.001 } fn mask_label(mask: u16) -> String { let digits: String = (1..=9u8) .filter(|&d| mask & (1 << (d - 1)) != 0) .map(|d| char::from_digit(d as u32, 10).unwrap()) .collect(); if digits.is_empty() { "none".to_string() } else { digits } } struct Stats { total_sq_err: f64, total_bias: f64, max_err: f64, total_blocks: u64, gt_5pct: u64, gt_10pct: u64, gt_20pct: u64, } impl Stats { fn new() -> Self { Self { total_sq_err: 0.0, total_bias: 0.0, max_err: 0.0, total_blocks: 0, gt_5pct: 0, gt_10pct: 0, gt_20pct: 0, } } fn update(&mut self, err: f64) { self.total_sq_err += err * err; self.total_bias += err; self.total_blocks += 1; let abs_err = err.abs(); if abs_err > self.max_err { self.max_err = abs_err; } if abs_err > BINS_5PCT { self.gt_5pct += 1; } if abs_err > BINS_10PCT { self.gt_10pct += 1; } if abs_err > BINS_20PCT { self.gt_20pct += 1; } } fn rmse_pct(&self) -> f64 { bins_to_pct((self.total_sq_err / self.total_blocks as f64).sqrt()) } fn max_pct(&self) -> f64 { bins_to_pct(self.max_err) } fn bias(&self) -> f64 { self.total_bias / self.total_blocks as f64 } } struct BlockData { full_hist: Box<[u32; NUM_BINS]>, /// (bin_index, leading_digit) for outputs that are round values. round_outputs: Vec<(u16, u8)>, high_bin: f64, low_bin: f64, } fn main() { let t0 = Instant::now(); let data_dir = std::env::var("BRK_DIR") .map(PathBuf::from) .unwrap_or_else(|_| { let home = std::env::var("HOME").unwrap(); PathBuf::from(home).join(".brk") }); let indexer = Indexer::forced_import(&data_dir).expect("Failed to load indexer"); let total_heights = indexer.vecs.blocks.timestamp.len(); let manifest_dir = env!("CARGO_MANIFEST_DIR"); let height_ohlc: Vec<[f64; 4]> = serde_json::from_str( &std::fs::read_to_string(format!("{manifest_dir}/examples/height_price_ohlc.json")) .expect("Failed to read height_price_ohlc.json"), ) .expect("Failed to parse height OHLC"); let height_bands: Vec<(f64, f64)> = height_ohlc .iter() .map(|ohlc| { let high = ohlc[1]; let low = ohlc[2]; if high > 0.0 && low > 0.0 { (cents_to_bin(high * 100.0), cents_to_bin(low * 100.0)) } else { (0.0, 0.0) } }) .collect(); let sweep_start: usize = 575_000; // Phase 1: precompute per-block data in a single pass over the indexer. eprintln!("Phase 1: precomputing block data..."); let total_txs = indexer.vecs.transactions.height.len(); let total_outputs = indexer.vecs.outputs.value.len(); let first_tx_index: Vec = indexer.vecs.transactions.first_tx_index.collect(); let out_first: Vec = indexer.vecs.outputs.first_txout_index.collect(); let ref_config = Config::default(); let total_blocks = total_heights - sweep_start; let mut blocks: Vec = Vec::with_capacity(total_blocks); for h in START_HEIGHT..total_heights { let ft = first_tx_index[h]; let next_ft = first_tx_index .get(h + 1) .copied() .unwrap_or(TxIndex::from(total_txs)); let out_start = if ft.to_usize() + 1 < next_ft.to_usize() { indexer .vecs .transactions .first_txout_index .collect_one(ft + 1) .unwrap() .to_usize() } else { out_first .get(h + 1) .copied() .unwrap_or(TxOutIndex::from(total_outputs)) .to_usize() }; let out_end = out_first .get(h + 1) .copied() .unwrap_or(TxOutIndex::from(total_outputs)) .to_usize(); if h < sweep_start { continue; } let values: Vec = indexer .vecs .outputs .value .collect_range_at(out_start, out_end); let output_types: Vec = indexer .vecs .outputs .output_type .collect_range_at(out_start, out_end); let mut full_hist = Box::new([0u32; NUM_BINS]); let mut round_outputs = Vec::new(); for (sats, output_type) in values.into_iter().zip(output_types) { if ref_config.excluded_output_types.contains(&output_type) { continue; } if *sats < ref_config.min_sats { continue; } if let Some(bin) = sats_to_bin(sats) { full_hist[bin] += 1; if is_round(*sats) { let d = leading_digit(*sats); if (1..=9).contains(&d) { round_outputs.push((bin as u16, d)); } } } } let (high_bin, low_bin) = if h < height_bands.len() { height_bands[h] } else { (0.0, 0.0) }; blocks.push(BlockData { full_hist, round_outputs, high_bin, low_bin, }); if (h - sweep_start).is_multiple_of(50_000) { eprint!( "\r {}/{} ({:.0}%)", h - sweep_start, total_blocks, (h - sweep_start) as f64 / total_blocks as f64 * 100.0 ); } } let mem_hists = blocks.len() * std::mem::size_of::<[u32; NUM_BINS]>(); let mem_rounds: usize = blocks.iter().map(|b| b.round_outputs.len() * 3).sum(); eprintln!( "\r {} blocks precomputed ({:.1} GB hists + {:.0} MB rounds) in {:.1}s", blocks.len(), mem_hists as f64 / 1e9, mem_rounds as f64 / 1e6, t0.elapsed().as_secs_f64() ); // Phase 2: sweep digit masks in parallel. // Always filter digit 1 (powers of 10), sweep digits 2-9. let base_mask: u16 = 1 << 0; // digit 1 always on let num_masks: usize = 256; // 2^8 subsets of {2,...,9} let num_threads = std::thread::available_parallelism() .map(|n| n.get()) .unwrap_or(8); eprintln!( "Phase 2: sweeping {} masks across {} threads...", num_masks, num_threads ); let t1 = Instant::now(); let blocks = &blocks; // shared reference for threads let all_results: Vec<(u16, Stats)> = std::thread::scope(|s| { let masks_per_thread = num_masks.div_ceil(num_threads); let handles: Vec<_> = (0..num_threads) .map(|t| { s.spawn(move || { let mask_start = t * masks_per_thread; let mask_end = ((t + 1) * masks_per_thread).min(num_masks); let mut results = Vec::with_capacity(mask_end - mask_start); for idx in mask_start..mask_end { // Shift idx bits into positions 1-8 (digits 2-9) and add base_mask (digit 1). let mask = base_mask | ((idx as u16) << 1); let mut oracle = Oracle::new( seed_bin(sweep_start), Config { exclude_common_round_values: false, ..Default::default() }, ); let mut stats = Stats::new(); for bd in blocks.iter() { let mut hist = *bd.full_hist; for &(bin, digit) in &bd.round_outputs { if mask & (1 << (digit - 1)) != 0 { hist[bin as usize] -= 1; } } let ref_bin = oracle.process_histogram(&hist); if bd.high_bin > 0.0 && bd.low_bin > 0.0 { let err = if ref_bin < bd.high_bin { ref_bin - bd.high_bin } else if ref_bin > bd.low_bin { ref_bin - bd.low_bin } else { 0.0 }; stats.update(err); } } results.push((mask, stats)); } results }) }) .collect(); handles .into_iter() .flat_map(|h| h.join().unwrap()) .collect() }); eprintln!(" Done in {:.1}s.", t1.elapsed().as_secs_f64()); // Sort by RMSE. let mut results: Vec<&(u16, Stats)> = all_results.iter().collect(); results.sort_by(|a, b| a.1.rmse_pct().partial_cmp(&b.1.rmse_pct()).unwrap()); // Print top 20. println!(); println!("Top 20 (by RMSE):"); println!( "{:>4} {:>12} {:>10} {:>10} {:>6} {:>6} {:>6} {:>8}", "#", "Digits", "RMSE%", "Max%", ">5%", ">10%", ">20%", "Bias" ); println!("{}", "-".repeat(70)); for (rank, (mask, s)) in results.iter().take(20).enumerate() { println!( "{:>4} {:>12} {:>8.3}% {:>8.1}% {:>6} {:>6} {:>6} {:>+8.2}", rank + 1, mask_label(*mask), s.rmse_pct(), s.max_pct(), s.gt_5pct, s.gt_10pct, s.gt_20pct, s.bias() ); } // Print bottom 5. println!(); println!("Bottom 5 (worst):"); println!( "{:>4} {:>12} {:>10} {:>10} {:>6} {:>6} {:>6} {:>8}", "#", "Digits", "RMSE%", "Max%", ">5%", ">10%", ">20%", "Bias" ); println!("{}", "-".repeat(70)); for (mask, s) in results.iter().rev().take(5) { println!( "{:>4} {:>12} {:>8.3}% {:>8.1}% {:>6} {:>6} {:>6} {:>+8.2}", "", mask_label(*mask), s.rmse_pct(), s.max_pct(), s.gt_5pct, s.gt_10pct, s.gt_20pct, s.bias() ); } // Print current config {1,2,3,5} for reference. let current_mask: u16 = (1 << 0) | (1 << 1) | (1 << 2) | (1 << 4); // digits 1,2,3,5 let current_stats = all_results .iter() .find(|(m, _)| *m == current_mask) .map(|(_, s)| s) .unwrap(); let current_rank = results .iter() .position(|(m, _)| *m == current_mask) .unwrap(); println!(); println!( "Current {{1,2,3,5}} = rank {}/{}: RMSE {:.3}%, Max {:.1}%, >5%: {}, >10%: {}, >20%: {}", current_rank + 1, num_masks, current_stats.rmse_pct(), current_stats.max_pct(), current_stats.gt_5pct, current_stats.gt_10pct, current_stats.gt_20pct, ); println!("\nTotal time: {:.1}s", t0.elapsed().as_secs_f64()); }