Files
brk/crates/brk_computer/src/distribution/metrics/realized/adjusted.rs
T
2026-03-06 16:30:37 +01:00

107 lines
3.7 KiB
Rust

use brk_error::Result;
use brk_traversable::Traversable;
use brk_types::{Cents, Height, Indexes, StoredF64, Version};
use vecdb::{Exit, ReadableVec, Rw, StorageMode};
use crate::{
blocks,
internal::{ComputedFromHeight, RatioCents64, RollingEmas1w1m, RollingWindows},
};
use crate::distribution::metrics::ImportConfig;
#[derive(Traversable)]
pub struct RealizedAdjusted<M: StorageMode = Rw> {
pub adjusted_value_created: ComputedFromHeight<Cents, M>,
pub adjusted_value_destroyed: ComputedFromHeight<Cents, M>,
pub adjusted_value_created_sum: RollingWindows<Cents, M>,
pub adjusted_value_destroyed_sum: RollingWindows<Cents, M>,
pub adjusted_sopr: RollingWindows<StoredF64, M>,
pub adjusted_sopr_ema: RollingEmas1w1m<StoredF64, M>,
}
impl RealizedAdjusted {
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
Ok(RealizedAdjusted {
adjusted_value_created: cfg.import_computed("adjusted_value_created", Version::ZERO)?,
adjusted_value_destroyed: cfg
.import_computed("adjusted_value_destroyed", Version::ZERO)?,
adjusted_value_created_sum: cfg
.import_rolling("adjusted_value_created", Version::ONE)?,
adjusted_value_destroyed_sum: cfg
.import_rolling("adjusted_value_destroyed", Version::ONE)?,
adjusted_sopr: cfg.import_rolling("adjusted_sopr", Version::ONE)?,
adjusted_sopr_ema: cfg.import_emas_1w_1m("adjusted_sopr_24h", Version::ONE)?,
})
}
pub(crate) fn compute_rest_part2(
&mut self,
blocks: &blocks::Vecs,
starting_indexes: &Indexes,
base_value_created: &impl ReadableVec<Height, Cents>,
base_value_destroyed: &impl ReadableVec<Height, Cents>,
up_to_1h_value_created: &impl ReadableVec<Height, Cents>,
up_to_1h_value_destroyed: &impl ReadableVec<Height, Cents>,
exit: &Exit,
) -> Result<()> {
// Compute adjusted_value_created = base.value_created - up_to_1h.value_created
self.adjusted_value_created.height.compute_subtract(
starting_indexes.height,
base_value_created,
up_to_1h_value_created,
exit,
)?;
self.adjusted_value_destroyed.height.compute_subtract(
starting_indexes.height,
base_value_destroyed,
up_to_1h_value_destroyed,
exit,
)?;
// Adjusted value created/destroyed rolling sums
let window_starts = blocks.count.window_starts();
self.adjusted_value_created_sum.compute_rolling_sum(
starting_indexes.height,
&window_starts,
&self.adjusted_value_created.height,
exit,
)?;
self.adjusted_value_destroyed_sum.compute_rolling_sum(
starting_indexes.height,
&window_starts,
&self.adjusted_value_destroyed.height,
exit,
)?;
// SOPR ratios from rolling sums
for ((sopr, vc), vd) in self
.adjusted_sopr
.as_mut_array()
.into_iter()
.zip(self.adjusted_value_created_sum.as_array())
.zip(self.adjusted_value_destroyed_sum.as_array())
{
sopr.compute_binary::<Cents, Cents, RatioCents64>(
starting_indexes.height,
&vc.height,
&vd.height,
exit,
)?;
}
// Adjusted SOPR EMAs (based on 24h window)
self.adjusted_sopr_ema.compute_from_24h(
starting_indexes.height,
&blocks.count.height_1w_ago,
&blocks.count.height_1m_ago,
&self.adjusted_sopr._24h.height,
exit,
)?;
Ok(())
}
}