//! Compare specific digit filter configurations across multiple start heights. //! //! Run with: cargo run -p brk_oracle --example compare_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 } 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 } } 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(); // Configs to compare. // 987654321 let masks: &[(u16, &str)] = &[ (0b0_0111_0111, "{1,2,3,5,6,7}"), (0b0_0011_0111, "{1,2,3,5,6}"), (0b0_0001_1111, "{1,2,3,4,5}"), (0b0_0001_0111, "{1,2,3,5}"), ]; let start_heights: &[usize] = &[575_000, 600_000, 630_000]; // (mask_idx, start_idx) -> (Oracle, Stats) let n = masks.len() * start_heights.len(); let mut oracles: Vec> = (0..n).map(|_| None).collect(); let mut stats: Vec = (0..n).map(|_| Stats::new()).collect(); let idx = |m: usize, s: usize| -> usize { m * start_heights.len() + s }; 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 earliest_start = *start_heights.iter().min().unwrap(); 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 < earliest_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); // Build full histogram and per-digit histograms. let mut full_hist = [0u32; NUM_BINS]; let mut digit_hist = [[0u32; NUM_BINS]; 9]; 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) { digit_hist[(d - 1) as usize][bin] += 1; } } } } // Feed each (mask, start_height) combo. for (mi, &(mask, _)) in masks.iter().enumerate() { // Build filtered histogram for this mask. let mut hist = full_hist; (0..9usize).for_each(|d| { if mask & (1 << d) != 0 { for bin in 0..NUM_BINS { hist[bin] -= digit_hist[d][bin]; } } }); for (si, &sh) in start_heights.iter().enumerate() { if h < sh { continue; } let i = idx(mi, si); if oracles[i].is_none() { oracles[i] = Some(Oracle::new( seed_bin(sh), Config { exclude_common_round_values: false, ..Default::default() }, )); } let ref_bin = oracles[i].as_mut().unwrap().process_histogram(&hist); if h < height_bands.len() { let (high_bin, low_bin) = height_bands[h]; if high_bin > 0.0 && low_bin > 0.0 { let err = if ref_bin < high_bin { ref_bin - high_bin } else if ref_bin > low_bin { ref_bin - low_bin } else { 0.0 }; stats[i].update(err); } } } } } // Print results grouped by start height. for (si, &sh) in start_heights.iter().enumerate() { println!(); println!("@ {}k:", sh / 1000); println!( " {:<16} {:>8} {:>10} {:>10} {:>6} {:>6} {:>6} {:>8}", "Digits", "Blocks", "RMSE%", "Max%", ">5%", ">10%", ">20%", "Bias" ); println!(" {}", "-".repeat(72)); for (mi, &(_, label)) in masks.iter().enumerate() { let s = &stats[idx(mi, si)]; println!( " {:<16} {:>8} {:>7.3}% {:>7.1}% {:>6} {:>6} {:>6} {:>+8.2}", label, s.total_blocks, s.rmse_pct(), s.max_pct(), s.gt_5pct, s.gt_10pct, s.gt_20pct, s.bias() ); } } println!("\nDone in {:.1}s", t0.elapsed().as_secs_f64()); }