mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-06-17 10:19:44 -07:00
global: snapshot
This commit is contained in:
nym21
@@ -550,7 +550,7 @@ export function createCointimeSection() {
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unit: Unit.ratio,
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}),
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line({
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metric: adjusted.txVelocityBtc,
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metric: adjusted.txVelocityNative,
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name: "Cointime-Adjusted",
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color: colors.adjusted,
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unit: Unit.ratio,
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@@ -568,7 +568,7 @@ export function createCointimeSection() {
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unit: Unit.ratio,
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}),
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line({
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metric: adjusted.txVelocityUsd,
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metric: adjusted.txVelocityFiat,
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name: "Cointime-Adjusted",
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color: colors.vaulted,
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unit: Unit.ratio,
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@@ -9,7 +9,7 @@
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*/
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import { Unit } from "../../utils/units.js";
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import { line, baseline, dotsBaseline, dots } from "../series.js";
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import { line, baseline, dotsBaseline, percentRatio, percentRatioDots } from "../series.js";
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import {
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mapCohortsWithAll,
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flatMapCohortsWithAll,
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@@ -35,31 +35,18 @@ function volumeAndCoinsTree(activity, color, title) {
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name: "Sum",
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title: title("Sent Volume"),
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bottom: [
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line({
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metric: activity.sent.sum._24h,
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name: "24h",
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color: colors.indicator.main,
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unit: Unit.sats,
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defaultActive: false,
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}),
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line({
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metric: activity.sent.base,
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name: "Sum",
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color,
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unit: Unit.sats,
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}),
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line({ metric: activity.sent.base, name: "Sum", color, unit: Unit.sats }),
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line({ metric: activity.sent.sum._24h, name: "24h", color: colors.time._24h, unit: Unit.sats, defaultActive: false }),
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line({ metric: activity.sent.sum._1w, name: "1w", color: colors.time._1w, unit: Unit.sats, defaultActive: false }),
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line({ metric: activity.sent.sum._1m, name: "1m", color: colors.time._1m, unit: Unit.sats, defaultActive: false }),
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line({ metric: activity.sent.sum._1y, name: "1y", color: colors.time._1y, unit: Unit.sats, defaultActive: false }),
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],
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},
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{
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name: "Cumulative",
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title: title("Sent Volume (Total)"),
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bottom: [
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line({
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metric: activity.sent.cumulative,
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name: "All-time",
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color,
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unit: Unit.sats,
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}),
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line({ metric: activity.sent.cumulative, name: "All-time", color, unit: Unit.sats }),
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],
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},
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],
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@@ -68,27 +55,21 @@ function volumeAndCoinsTree(activity, color, title) {
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name: "Coins Destroyed",
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tree: [
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{
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name: "Sum",
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name: "Base",
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title: title("Coindays Destroyed"),
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bottom: [
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line({
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metric: activity.coindaysDestroyed.sum._24h,
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name: "24h",
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color,
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unit: Unit.coindays,
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}),
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line({ metric: activity.coindaysDestroyed.base, name: "Base", color, unit: Unit.coindays }),
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line({ metric: activity.coindaysDestroyed.sum._24h, name: "24h", color: colors.time._24h, unit: Unit.coindays, defaultActive: false }),
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line({ metric: activity.coindaysDestroyed.sum._1w, name: "1w", color: colors.time._1w, unit: Unit.coindays, defaultActive: false }),
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line({ metric: activity.coindaysDestroyed.sum._1m, name: "1m", color: colors.time._1m, unit: Unit.coindays, defaultActive: false }),
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line({ metric: activity.coindaysDestroyed.sum._1y, name: "1y", color: colors.time._1y, unit: Unit.coindays, defaultActive: false }),
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],
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},
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{
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name: "Cumulative",
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title: title("Cumulative Coindays Destroyed"),
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bottom: [
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line({
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metric: activity.coindaysDestroyed.cumulative,
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name: "All-time",
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color,
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unit: Unit.coindays,
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}),
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line({ metric: activity.coindaysDestroyed.cumulative, name: "All-time", color, unit: Unit.coindays }),
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],
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},
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],
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@@ -156,31 +137,31 @@ function singleSellSideRiskTree(sellSideRisk, title) {
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name: "Compare",
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title: title("Rolling Sell Side Risk"),
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bottom: [
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line({ metric: sellSideRisk._24h.ratio, name: "24h", color: colors.time._24h, unit: Unit.ratio }),
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line({ metric: sellSideRisk._1w.ratio, name: "7d", color: colors.time._1w, unit: Unit.ratio }),
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line({ metric: sellSideRisk._1m.ratio, name: "30d", color: colors.time._1m, unit: Unit.ratio }),
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line({ metric: sellSideRisk._1y.ratio, name: "1y", color: colors.time._1y, unit: Unit.ratio }),
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...percentRatioDots({ pattern: sellSideRisk._24h, name: "24h", color: colors.time._24h }),
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...percentRatio({ pattern: sellSideRisk._1w, name: "7d", color: colors.time._1w }),
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...percentRatio({ pattern: sellSideRisk._1m, name: "30d", color: colors.time._1m }),
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...percentRatio({ pattern: sellSideRisk._1y, name: "1y", color: colors.time._1y }),
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],
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},
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{
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name: "24h",
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title: title("Sell Side Risk (24h)"),
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bottom: [dots({ metric: sellSideRisk._24h.ratio, name: "Raw", color: colors.bitcoin, unit: Unit.ratio })],
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bottom: percentRatioDots({ pattern: sellSideRisk._24h, name: "Raw", color: colors.bitcoin }),
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},
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{
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name: "7d",
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title: title("Sell Side Risk (7d)"),
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bottom: [line({ metric: sellSideRisk._1w.ratio, name: "Risk", unit: Unit.ratio })],
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bottom: percentRatio({ pattern: sellSideRisk._1w, name: "Risk" }),
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},
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{
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name: "30d",
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title: title("Sell Side Risk (30d)"),
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bottom: [line({ metric: sellSideRisk._1m.ratio, name: "Risk", unit: Unit.ratio })],
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bottom: percentRatio({ pattern: sellSideRisk._1m, name: "Risk" }),
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},
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{
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name: "1y",
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title: title("Sell Side Risk (1y)"),
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bottom: [line({ metric: sellSideRisk._1y.ratio, name: "Risk", unit: Unit.ratio })],
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bottom: percentRatio({ pattern: sellSideRisk._1y, name: "Risk" }),
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},
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];
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}
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@@ -255,6 +236,14 @@ function singleRollingValueTree(valueCreated, valueDestroyed, title, prefix = ""
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line({ metric: valueDestroyed.sum._1y, name: "Destroyed", color: colors.loss, unit: Unit.usd }),
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],
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},
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{
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name: "Cumulative",
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title: title(`${prefix}Value Created & Destroyed (Total)`),
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bottom: [
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line({ metric: valueCreated.cumulative, name: "Created", color: colors.usd, unit: Unit.usd }),
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line({ metric: valueDestroyed.cumulative, name: "Destroyed", color: colors.loss, unit: Unit.usd }),
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],
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},
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];
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}
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@@ -14,8 +14,8 @@ import { colors } from "../../utils/colors.js";
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import { entries } from "../../utils/array.js";
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import { Unit } from "../../utils/units.js";
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import { priceLines } from "../constants.js";
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import { line, price } from "../series.js";
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import { mapCohortsWithAll } from "../shared.js";
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import { price, percentRatio } from "../series.js";
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import { mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
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const ACTIVE_PCTS = new Set(["pct75", "pct50", "pct25"]);
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@@ -129,11 +129,10 @@ function createSingleByCapitalSeries(cohort) {
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function createSingleSupplyDensitySeries(cohort) {
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const { tree } = cohort;
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return [
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line({
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metric: tree.costBasis.supplyDensity.percent,
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...percentRatio({
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pattern: tree.costBasis.supplyDensity,
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name: "Supply Density",
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color: colors.bitcoin,
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unit: Unit.percentage,
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}),
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...priceLines({ numbers: [100, 50, 0], unit: Unit.percentage }),
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];
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@@ -269,12 +268,11 @@ export function createGroupedCostBasisSectionWithPercentiles({
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{
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name: "Supply Density",
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title: title("Cost Basis Supply Density"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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line({
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metric: tree.costBasis.supplyDensity.percent,
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
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percentRatio({
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pattern: tree.costBasis.supplyDensity,
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name,
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color,
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unit: Unit.percentage,
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}),
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),
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},
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@@ -10,7 +10,7 @@
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*/
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import { Unit } from "../../utils/units.js";
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import { line, baseline } from "../series.js";
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import { ROLLING_WINDOWS, line, baseline, rollingWindowsTree, rollingPercentRatioTree, percentRatio } from "../series.js";
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import {
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satsBtcUsd,
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mapCohorts,
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@@ -74,23 +74,15 @@ function fullSupplySeries(supply) {
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/**
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* % of Own Supply series (profit/loss relative to own supply)
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* @param {{ inProfit: { relToOwn: { percent: AnyMetricPattern } }, inLoss: { relToOwn: { percent: AnyMetricPattern } } }} supply
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* @param {{ inProfit: { relToOwn: { percent: AnyMetricPattern, ratio: AnyMetricPattern } }, inLoss: { relToOwn: { percent: AnyMetricPattern, ratio: AnyMetricPattern } } }} supply
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* @returns {AnyFetchedSeriesBlueprint[]}
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*/
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function ownSupplyPctSeries(supply) {
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return [
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line({
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metric: supply.inProfit.relToOwn.percent,
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name: "In Profit",
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color: colors.profit,
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unit: Unit.pctOwn,
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}),
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line({
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metric: supply.inLoss.relToOwn.percent,
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name: "In Loss",
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color: colors.loss,
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unit: Unit.pctOwn,
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}),
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line({ metric: supply.inProfit.relToOwn.percent, name: "In Profit", color: colors.profit, unit: Unit.pctOwn }),
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line({ metric: supply.inLoss.relToOwn.percent, name: "In Loss", color: colors.loss, unit: Unit.pctOwn }),
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line({ metric: supply.inProfit.relToOwn.ratio, name: "In Profit", color: colors.profit, unit: Unit.ratio }),
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line({ metric: supply.inLoss.relToOwn.ratio, name: "In Loss", color: colors.loss, unit: Unit.ratio }),
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...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwn }),
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];
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}
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@@ -144,42 +136,58 @@ function groupedUtxoCountChart(list, all, title) {
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}
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/**
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* @param {readonly (UtxoCohortObject | CohortWithoutRelative)[]} list
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* @param {CohortAll} all
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* @param {{ absolute: { _24h: AnyMetricPattern, _1w: AnyMetricPattern, _1m: AnyMetricPattern, _1y: AnyMetricPattern }, rate: { _24h: { percent: AnyMetricPattern, ratio: AnyMetricPattern }, _1w: { percent: AnyMetricPattern, ratio: AnyMetricPattern }, _1m: { percent: AnyMetricPattern, ratio: AnyMetricPattern }, _1y: { percent: AnyMetricPattern, ratio: AnyMetricPattern } } }} delta
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* @param {Unit} unit
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* @param {(metric: string) => string} title
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* @param {string} name
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* @returns {PartialOptionsGroup}
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*/
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function grouped30dSupplyChangeChart(list, all, title) {
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function singleDeltaTree(delta, unit, title, name) {
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return {
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name: "Supply",
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title: title("Supply 30d Change"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({
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metric: tree.supply.delta.change._1m,
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name,
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color,
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unit: Unit.sats,
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}),
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),
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name,
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tree: [
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{ ...rollingWindowsTree({ windows: delta.absolute, title: title(`${name} Change`), unit, series: baseline }), name: "Absolute" },
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{ ...rollingPercentRatioTree({ windows: delta.rate, title: title(`${name} Rate`) }), name: "Rate" },
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],
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};
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}
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/**
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* @param {readonly (UtxoCohortObject | CohortWithoutRelative)[]} list
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* @param {CohortAll} all
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* @template {{ name: string, color: Color }} T
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* @template {{ name: string, color: Color }} A
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* @param {readonly T[]} list
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* @param {A} all
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* @param {(c: T | A) => ChangeRatePattern | ChangeRatePattern2} getDelta
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* @param {Unit} unit
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||||
* @param {(metric: string) => string} title
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* @param {string} name
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* @returns {PartialOptionsGroup}
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*/
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function grouped30dUtxoCountChangeChart(list, all, title) {
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function groupedDeltaTree(list, all, getDelta, unit, title, name) {
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return {
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name: "UTXO Count",
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title: title("UTXO Count 30d Change"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({
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metric: tree.outputs.unspentCount.delta.change._1m,
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||||
name,
|
||||
unit: Unit.count,
|
||||
color,
|
||||
}),
|
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),
|
||||
name,
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||||
tree: [
|
||||
{
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
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title: title(`${name} Change (${w.name})`),
|
||||
bottom: mapCohortsWithAll(list, all, (c) =>
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||||
baseline({ metric: getDelta(c).absolute[w.key], name: c.name, color: c.color, unit }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
{
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||||
name: "Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`${name} Rate (${w.name})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, (c) =>
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||||
percentRatio({ pattern: getDelta(c).rate[w.key], name: c.name, color: c.color }),
|
||||
),
|
||||
})),
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||||
},
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
@@ -203,43 +211,6 @@ function singleUtxoCountChart(cohort, title) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
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||||
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialChartOption}
|
||||
*/
|
||||
function single30dSupplyChangeChart(cohort, title) {
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||||
return {
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||||
name: "Supply",
|
||||
title: title("Supply 30d Change"),
|
||||
bottom: [
|
||||
baseline({
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||||
metric: cohort.tree.supply.delta.change._1m,
|
||||
name: "30d Change",
|
||||
unit: Unit.sats,
|
||||
}),
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialChartOption}
|
||||
*/
|
||||
function single30dUtxoCountChangeChart(cohort, title) {
|
||||
return {
|
||||
name: "UTXO Count",
|
||||
title: title("UTXO Count 30d Change"),
|
||||
bottom: [
|
||||
baseline({
|
||||
metric: cohort.tree.outputs.unspentCount.delta.change._1m,
|
||||
name: "30d Change",
|
||||
unit: Unit.count,
|
||||
}),
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {CohortAll | CohortAddress | AddressCohortObject} cohort
|
||||
@@ -261,24 +232,6 @@ function singleAddressCountChart(cohort, title) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {CohortAll | CohortAddress | AddressCohortObject} cohort
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialChartOption}
|
||||
*/
|
||||
function single30dAddressCountChangeChart(cohort, title) {
|
||||
return {
|
||||
name: "Address Count",
|
||||
title: title("Address Count 30d Change"),
|
||||
bottom: [
|
||||
baseline({
|
||||
metric: cohort.addressCount.delta.change._1m,
|
||||
name: "30d Change",
|
||||
unit: Unit.count,
|
||||
}),
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Single Cohort Holdings Sections
|
||||
@@ -301,10 +254,10 @@ export function createHoldingsSection({ cohort, title }) {
|
||||
},
|
||||
singleUtxoCountChart(cohort, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
single30dSupplyChangeChart(cohort, title),
|
||||
single30dUtxoCountChangeChart(cohort, title),
|
||||
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -332,11 +285,11 @@ export function createHoldingsSectionAll({ cohort, title }) {
|
||||
singleUtxoCountChart(cohort, title),
|
||||
singleAddressCountChart(cohort, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
single30dSupplyChangeChart(cohort, title),
|
||||
single30dUtxoCountChangeChart(cohort, title),
|
||||
single30dAddressCountChangeChart(cohort, title),
|
||||
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
singleDeltaTree(cohort.addressCount.delta, Unit.count, title, "Address Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -365,10 +318,10 @@ export function createHoldingsSectionWithRelative({ cohort, title }) {
|
||||
},
|
||||
singleUtxoCountChart(cohort, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
single30dSupplyChangeChart(cohort, title),
|
||||
single30dUtxoCountChangeChart(cohort, title),
|
||||
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -396,10 +349,10 @@ export function createHoldingsSectionWithOwnSupply({ cohort, title }) {
|
||||
},
|
||||
singleUtxoCountChart(cohort, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
single30dSupplyChangeChart(cohort, title),
|
||||
single30dUtxoCountChangeChart(cohort, title),
|
||||
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -423,11 +376,11 @@ export function createHoldingsSectionAddress({ cohort, title }) {
|
||||
singleUtxoCountChart(cohort, title),
|
||||
singleAddressCountChart(cohort, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
single30dSupplyChangeChart(cohort, title),
|
||||
single30dUtxoCountChangeChart(cohort, title),
|
||||
single30dAddressCountChangeChart(cohort, title),
|
||||
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
singleDeltaTree(cohort.addressCount.delta, Unit.count, title, "Address Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -451,11 +404,11 @@ export function createHoldingsSectionAddressAmount({ cohort, title }) {
|
||||
singleUtxoCountChart(cohort, title),
|
||||
singleAddressCountChart(cohort, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
single30dSupplyChangeChart(cohort, title),
|
||||
single30dUtxoCountChangeChart(cohort, title),
|
||||
single30dAddressCountChangeChart(cohort, title),
|
||||
singleDeltaTree(cohort.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
singleDeltaTree(cohort.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
singleDeltaTree(cohort.addressCount.delta, Unit.count, title, "Address Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -517,22 +470,11 @@ export function createGroupedHoldingsSectionAddress({ list, all, title }) {
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
grouped30dSupplyChangeChart(list, all, title),
|
||||
grouped30dUtxoCountChangeChart(list, all, title),
|
||||
{
|
||||
name: "Address Count",
|
||||
title: title("Address Count 30d Change"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, addressCount }) =>
|
||||
baseline({
|
||||
metric: addressCount.delta.change._1m,
|
||||
name,
|
||||
unit: Unit.count,
|
||||
color,
|
||||
}),
|
||||
),
|
||||
},
|
||||
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
groupedDeltaTree(list, all, (c) => c.addressCount.delta, Unit.count, title, "Address Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -573,22 +515,11 @@ export function createGroupedHoldingsSectionAddressAmount({
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
grouped30dSupplyChangeChart(list, all, title),
|
||||
grouped30dUtxoCountChangeChart(list, all, title),
|
||||
{
|
||||
name: "Address Count",
|
||||
title: title("Address Count 30d Change"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, addressCount }) =>
|
||||
baseline({
|
||||
metric: addressCount.delta.change._1m,
|
||||
name,
|
||||
unit: Unit.count,
|
||||
color,
|
||||
}),
|
||||
),
|
||||
},
|
||||
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
groupedDeltaTree(list, all, (c) => c.addressCount.delta, Unit.count, title, "Address Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -618,10 +549,10 @@ export function createGroupedHoldingsSection({ list, all, title }) {
|
||||
},
|
||||
groupedUtxoCountChart(list, all, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
grouped30dSupplyChangeChart(list, all, title),
|
||||
grouped30dUtxoCountChangeChart(list, all, title),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -708,10 +639,10 @@ export function createGroupedHoldingsSectionWithOwnSupply({
|
||||
},
|
||||
groupedUtxoCountChart(list, all, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
grouped30dSupplyChangeChart(list, all, title),
|
||||
grouped30dUtxoCountChangeChart(list, all, title),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -812,10 +743,10 @@ export function createGroupedHoldingsSectionWithRelative({ list, all, title }) {
|
||||
},
|
||||
groupedUtxoCountChart(list, all, title),
|
||||
{
|
||||
name: "30d Changes",
|
||||
name: "Change",
|
||||
tree: [
|
||||
grouped30dSupplyChangeChart(list, all, title),
|
||||
grouped30dUtxoCountChangeChart(list, all, title),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.supply.delta, Unit.sats, title, "Supply"),
|
||||
groupedDeltaTree(list, all, (c) => c.tree.outputs.unspentCount.delta, Unit.count, title, "UTXO Count"),
|
||||
],
|
||||
},
|
||||
],
|
||||
|
||||
@@ -11,12 +11,13 @@
|
||||
*/
|
||||
|
||||
import { Unit } from "../../utils/units.js";
|
||||
import { line, baseline, dots, dotsBaseline } from "../series.js";
|
||||
import { ROLLING_WINDOWS, line, baseline, dots, dotsBaseline, percentRatio, percentRatioBaseline } from "../series.js";
|
||||
import { colors } from "../../utils/colors.js";
|
||||
import { priceLine, priceLines } from "../constants.js";
|
||||
import { priceLine } from "../constants.js";
|
||||
import {
|
||||
mapCohorts,
|
||||
mapCohortsWithAll,
|
||||
flatMapCohorts,
|
||||
flatMapCohortsWithAll,
|
||||
} from "../shared.js";
|
||||
|
||||
// ============================================================================
|
||||
@@ -62,69 +63,82 @@ function netBaseline(metric, unit) {
|
||||
// ============================================================================
|
||||
|
||||
/**
|
||||
* Unrealized P&L (USD + relToMcap) for All cohort
|
||||
* @param {{ profit: { base: { usd: AnyMetricPattern } }, loss: { base: { usd: AnyMetricPattern }, negative: AnyMetricPattern }, grossPnl: { usd: AnyMetricPattern } }} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
*/
|
||||
function unrealizedUsdSeries(u) {
|
||||
return [
|
||||
...pnlLines(
|
||||
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
|
||||
Unit.usd,
|
||||
),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {{ percent: AnyMetricPattern, ratio: AnyMetricPattern }} profit
|
||||
* @param {{ percent: AnyMetricPattern, ratio: AnyMetricPattern }} loss
|
||||
* @param {string} name
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {AnyPartialOption}
|
||||
*/
|
||||
function relPnlChart(profit, loss, name, title) {
|
||||
return {
|
||||
name,
|
||||
title: title(`Unrealized P&L (${name})`),
|
||||
bottom: [
|
||||
...percentRatio({ pattern: profit, name: "Profit", color: colors.profit }),
|
||||
...percentRatio({ pattern: loss, name: "Loss", color: colors.loss }),
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Unrealized P&L tree for All cohort
|
||||
* @param {Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function unrealizedAll(u) {
|
||||
function unrealizedPnlTreeAll(u, title) {
|
||||
return [
|
||||
...pnlLines(
|
||||
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
|
||||
Unit.usd,
|
||||
),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
line({ metric: u.profit.relToMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctMcap }),
|
||||
line({ metric: u.loss.relToMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctMcap }),
|
||||
priceLine({ unit: Unit.pctMcap, defaultActive: false }),
|
||||
line({ metric: u.profit.relToOwnGross.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnPnl }),
|
||||
line({ metric: u.loss.relToOwnGross.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnPnl }),
|
||||
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwnPnl }),
|
||||
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
|
||||
relPnlChart(u.profit.relToMcap, u.loss.relToMcap, "% of Mcap", title),
|
||||
relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title),
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Unrealized P&L (USD + relToMcap + relToOwnMcap + relToOwnGross) for Full cohorts (STH/LTH)
|
||||
* Unrealized P&L tree for Full cohorts (STH)
|
||||
* @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function unrealizedFull(u) {
|
||||
function unrealizedPnlTreeFull(u, title) {
|
||||
return [
|
||||
...pnlLines(
|
||||
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
|
||||
Unit.usd,
|
||||
),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
line({ metric: u.profit.relToMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctMcap }),
|
||||
line({ metric: u.loss.relToMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctMcap }),
|
||||
priceLine({ unit: Unit.pctMcap, defaultActive: false }),
|
||||
line({ metric: u.profit.relToOwnMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnMcap }),
|
||||
line({ metric: u.loss.relToOwnMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnMcap }),
|
||||
priceLine({ unit: Unit.pctOwnMcap, defaultActive: false }),
|
||||
line({ metric: u.profit.relToOwnGross.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnPnl }),
|
||||
line({ metric: u.loss.relToOwnGross.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnPnl }),
|
||||
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwnPnl }),
|
||||
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
|
||||
relPnlChart(u.profit.relToMcap, u.loss.relToMcap, "% of Mcap", title),
|
||||
relPnlChart(u.profit.relToOwnMcap, u.loss.relToOwnMcap, "% of Own Mcap", title),
|
||||
relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title),
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Unrealized P&L for LTH (loss relToMcap only + relToOwnMcap + relToOwnGross)
|
||||
* Unrealized P&L tree for LTH (loss relToMcap only)
|
||||
* @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function unrealizedLongTerm(u) {
|
||||
function unrealizedPnlTreeLongTerm(u, title) {
|
||||
return [
|
||||
...pnlLines(
|
||||
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
|
||||
Unit.usd,
|
||||
),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
line({ metric: u.loss.relToMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctMcap }),
|
||||
line({ metric: u.profit.relToOwnMcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnMcap }),
|
||||
line({ metric: u.loss.relToOwnMcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnMcap }),
|
||||
priceLine({ unit: Unit.pctOwnMcap, defaultActive: false }),
|
||||
line({ metric: u.profit.relToOwnGross.ratio, name: "Profit", color: colors.profit, unit: Unit.pctOwnPnl }),
|
||||
line({ metric: u.loss.relToOwnGross.ratio, name: "Loss", color: colors.loss, unit: Unit.pctOwnPnl }),
|
||||
...priceLines({ numbers: [100, 50, 0], unit: Unit.pctOwnPnl }),
|
||||
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
|
||||
{
|
||||
name: "% of Mcap",
|
||||
title: title("Unrealized Loss (% of Mcap)"),
|
||||
bottom: percentRatio({ pattern: u.loss.relToMcap, name: "Loss", color: colors.loss }),
|
||||
},
|
||||
relPnlChart(u.profit.relToOwnMcap, u.loss.relToOwnMcap, "% of Own Mcap", title),
|
||||
relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title),
|
||||
];
|
||||
}
|
||||
|
||||
@@ -148,27 +162,39 @@ function unrealizedMid(u) {
|
||||
// ============================================================================
|
||||
|
||||
/**
|
||||
* Net P&L for All cohort
|
||||
* @param {Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function netUnrealizedAll(u) {
|
||||
function netUnrealizedTreeAll(u, title) {
|
||||
return [
|
||||
netBaseline(u.netPnl.usd, Unit.usd),
|
||||
netBaseline(u.netPnl.relToOwnGross.ratio, Unit.pctOwnPnl),
|
||||
{ name: "USD", title: title("Net Unrealized P&L"), bottom: [netBaseline(u.netPnl.usd, Unit.usd)] },
|
||||
{
|
||||
name: "% of Own P&L",
|
||||
title: title("Net Unrealized P&L (% of Own P&L)"),
|
||||
bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnGross, name: "Net P&L" }),
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Net P&L for Full cohorts (STH/LTH)
|
||||
* @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function netUnrealizedFull(u) {
|
||||
function netUnrealizedTreeFull(u, title) {
|
||||
return [
|
||||
netBaseline(u.netPnl.usd, Unit.usd),
|
||||
netBaseline(u.netPnl.relToOwnMcap.ratio, Unit.pctOwnMcap),
|
||||
netBaseline(u.netPnl.relToOwnGross.ratio, Unit.pctOwnPnl),
|
||||
{ name: "USD", title: title("Net Unrealized P&L"), bottom: [netBaseline(u.netPnl.usd, Unit.usd)] },
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Net Unrealized P&L (% of Own Mcap)"),
|
||||
bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnMcap, name: "Net P&L" }),
|
||||
},
|
||||
{
|
||||
name: "% of Own P&L",
|
||||
title: title("Net Unrealized P&L (% of Own P&L)"),
|
||||
bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnGross, name: "Net P&L" }),
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
@@ -225,52 +251,92 @@ function nuplSeries(nupl) {
|
||||
|
||||
/**
|
||||
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function realizedPnlSumFull(r) {
|
||||
function realizedPnlSumTreeFull(r, title) {
|
||||
return [
|
||||
dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
dots({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
baseline({ metric: r.profit.relToRcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctRcap }),
|
||||
baseline({ metric: r.loss.relToRcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctRcap }),
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Realized P&L"),
|
||||
bottom: [
|
||||
dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
dots({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Realized P&L (% of Realized Cap)"),
|
||||
bottom: [
|
||||
...percentRatioBaseline({ pattern: r.profit.relToRcap, name: "Profit", color: colors.profit }),
|
||||
...percentRatioBaseline({ pattern: r.loss.relToRcap, name: "Loss", color: colors.loss }),
|
||||
],
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function realizedNetPnlSumFull(r) {
|
||||
function realizedNetPnlSumTreeFull(r, title) {
|
||||
return [
|
||||
dotsBaseline({ metric: r.netPnl.base.usd, name: "Net", unit: Unit.usd, defaultActive: false }),
|
||||
baseline({ metric: r.netPnl.relToRcap.ratio, name: "Net", unit: Unit.pctRcap }),
|
||||
{ name: "USD", title: title("Net Realized P&L"), bottom: [dotsBaseline({ metric: r.netPnl.base.usd, name: "Net", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Net Realized P&L (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.relToRcap, name: "Net" }),
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function realizedPnlCumulativeFull(r) {
|
||||
function realizedPnlCumulativeTreeFull(r, title) {
|
||||
return [
|
||||
line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
|
||||
line({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
baseline({ metric: r.profit.relToRcap.ratio, name: "Profit", color: colors.profit, unit: Unit.pctRcap }),
|
||||
baseline({ metric: r.loss.relToRcap.ratio, name: "Loss", color: colors.loss, unit: Unit.pctRcap }),
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Cumulative Realized P&L"),
|
||||
bottom: [
|
||||
line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
|
||||
line({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Cumulative Realized P&L (% of Realized Cap)"),
|
||||
bottom: [
|
||||
...percentRatioBaseline({ pattern: r.profit.relToRcap, name: "Profit", color: colors.profit }),
|
||||
...percentRatioBaseline({ pattern: r.loss.relToRcap, name: "Loss", color: colors.loss }),
|
||||
],
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* @param {(metric: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function realized30dChangeFull(r) {
|
||||
function realized30dChangeTreeFull(r, title) {
|
||||
return [
|
||||
baseline({ metric: r.netPnl.delta.change._1m.usd, name: "30d Change", unit: Unit.usd }),
|
||||
baseline({ metric: r.netPnl.change1m.relToMcap.ratio, name: "30d Change", unit: Unit.pctMcap }),
|
||||
baseline({ metric: r.netPnl.change1m.relToRcap.ratio, name: "30d Change", unit: Unit.pctRcap }),
|
||||
{ name: "USD", title: title("Realized P&L 30d Change"), bottom: [baseline({ metric: r.netPnl.delta.absolute._1m.usd, name: "30d Change", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Mcap",
|
||||
title: title("Realized 30d Change (% of Mcap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.relToMcap, name: "30d Change" }),
|
||||
},
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Realized 30d Change (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.relToRcap, name: "30d Change" }),
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
@@ -288,17 +354,15 @@ function singleRollingRealizedTreeFull(r, title) {
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Realized Profit"),
|
||||
bottom: [
|
||||
line({ metric: r.profit.sum._24h.usd, name: "24h", color: colors.time._24h, unit: Unit.usd }),
|
||||
line({ metric: r.profit.sum._1w.usd, name: "7d", color: colors.time._1w, unit: Unit.usd }),
|
||||
line({ metric: r.profit.sum._1m.usd, name: "30d", color: colors.time._1m, unit: Unit.usd }),
|
||||
line({ metric: r.profit.sum._1y.usd, name: "1y", color: colors.time._1y, unit: Unit.usd }),
|
||||
],
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
line({ metric: r.profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{ name: "24h", title: title("Realized Profit (24h)"), bottom: [line({ metric: r.profit.sum._24h.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
{ name: "7d", title: title("Realized Profit (7d)"), bottom: [line({ metric: r.profit.sum._1w.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
{ name: "30d", title: title("Realized Profit (30d)"), bottom: [line({ metric: r.profit.sum._1m.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
{ name: "1y", title: title("Realized Profit (1y)"), bottom: [line({ metric: r.profit.sum._1y.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.name})`),
|
||||
bottom: [line({ metric: r.profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
{
|
||||
@@ -307,17 +371,32 @@ function singleRollingRealizedTreeFull(r, title) {
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Realized Loss"),
|
||||
bottom: [
|
||||
line({ metric: r.loss.sum._24h.usd, name: "24h", color: colors.time._24h, unit: Unit.usd }),
|
||||
line({ metric: r.loss.sum._1w.usd, name: "7d", color: colors.time._1w, unit: Unit.usd }),
|
||||
line({ metric: r.loss.sum._1m.usd, name: "30d", color: colors.time._1m, unit: Unit.usd }),
|
||||
line({ metric: r.loss.sum._1y.usd, name: "1y", color: colors.time._1y, unit: Unit.usd }),
|
||||
],
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
line({ metric: r.loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{ name: "24h", title: title("Realized Loss (24h)"), bottom: [line({ metric: r.loss.sum._24h.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
{ name: "7d", title: title("Realized Loss (7d)"), bottom: [line({ metric: r.loss.sum._1w.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
{ name: "30d", title: title("Realized Loss (30d)"), bottom: [line({ metric: r.loss.sum._1m.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
{ name: "1y", title: title("Realized Loss (1y)"), bottom: [line({ metric: r.loss.sum._1y.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.name})`),
|
||||
bottom: [line({ metric: r.loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Net",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Net Realized P&L"),
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
baseline({ metric: r.netPnl.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L (${w.name})`),
|
||||
bottom: [baseline({ metric: r.netPnl.sum[w.key].usd, name: "Net", unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
{
|
||||
@@ -326,17 +405,15 @@ function singleRollingRealizedTreeFull(r, title) {
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Realized P/L Ratio"),
|
||||
bottom: [
|
||||
baseline({ metric: r.profitToLossRatio._24h, name: "24h", color: colors.time._24h, unit: Unit.ratio, base: 1 }),
|
||||
baseline({ metric: r.profitToLossRatio._1w, name: "7d", color: colors.time._1w, unit: Unit.ratio, base: 1 }),
|
||||
baseline({ metric: r.profitToLossRatio._1m, name: "30d", color: colors.time._1m, unit: Unit.ratio, base: 1 }),
|
||||
baseline({ metric: r.profitToLossRatio._1y, name: "1y", color: colors.time._1y, unit: Unit.ratio, base: 1 }),
|
||||
],
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
baseline({ metric: r.profitToLossRatio[w.key], name: w.name, color: w.color, unit: Unit.ratio, base: 1 }),
|
||||
),
|
||||
},
|
||||
{ name: "24h", title: title("Realized P/L Ratio (24h)"), bottom: [baseline({ metric: r.profitToLossRatio._24h, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
|
||||
{ name: "7d", title: title("Realized P/L Ratio (7d)"), bottom: [baseline({ metric: r.profitToLossRatio._1w, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
|
||||
{ name: "30d", title: title("Realized P/L Ratio (30d)"), bottom: [baseline({ metric: r.profitToLossRatio._1m, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
|
||||
{ name: "1y", title: title("Realized P/L Ratio (1y)"), bottom: [baseline({ metric: r.profitToLossRatio._1y, name: "P/L Ratio", unit: Unit.ratio, base: 1 })] },
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized P/L Ratio (${w.name})`),
|
||||
bottom: [baseline({ metric: r.profitToLossRatio[w.key], name: "P/L Ratio", unit: Unit.ratio, base: 1 })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
];
|
||||
@@ -353,21 +430,19 @@ function singleRollingRealizedTreeBasic(profit, loss, title) {
|
||||
return [
|
||||
{
|
||||
name: "Profit",
|
||||
tree: [
|
||||
{ name: "24h", title: title("Realized Profit (24h)"), bottom: [line({ metric: profit.sum._24h.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
{ name: "7d", title: title("Realized Profit (7d)"), bottom: [line({ metric: profit.sum._1w.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
{ name: "30d", title: title("Realized Profit (30d)"), bottom: [line({ metric: profit.sum._1m.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
{ name: "1y", title: title("Realized Profit (1y)"), bottom: [line({ metric: profit.sum._1y.usd, name: "Profit", color: colors.profit, unit: Unit.usd })] },
|
||||
],
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.name})`),
|
||||
bottom: [line({ metric: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
tree: [
|
||||
{ name: "24h", title: title("Realized Loss (24h)"), bottom: [line({ metric: loss.sum._24h.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
{ name: "7d", title: title("Realized Loss (7d)"), bottom: [line({ metric: loss.sum._1w.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
{ name: "30d", title: title("Realized Loss (30d)"), bottom: [line({ metric: loss.sum._1m.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
{ name: "1y", title: title("Realized Loss (1y)"), bottom: [line({ metric: loss.sum._1y.usd, name: "Loss", color: colors.loss, unit: Unit.usd })] },
|
||||
],
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.name})`),
|
||||
bottom: [line({ metric: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
|
||||
})),
|
||||
},
|
||||
];
|
||||
}
|
||||
@@ -386,13 +461,32 @@ function realizedSubfolderFull(r, title) {
|
||||
return {
|
||||
name: "Realized",
|
||||
tree: [
|
||||
{ name: "P&L", title: title("Realized P&L"), bottom: realizedPnlSumFull(r) },
|
||||
{ name: "Net", title: title("Net Realized P&L"), bottom: realizedNetPnlSumFull(r) },
|
||||
{ name: "30d Change", title: title("Realized P&L 30d Change"), bottom: realized30dChangeFull(r) },
|
||||
{ name: "P&L", tree: realizedPnlSumTreeFull(r, title) },
|
||||
{ name: "Net", tree: realizedNetPnlSumTreeFull(r, title) },
|
||||
{ name: "30d Change", tree: realized30dChangeTreeFull(r, title) },
|
||||
{
|
||||
name: "Total",
|
||||
title: title("Total Realized P&L"),
|
||||
bottom: [line({ metric: r.grossPnl.cumulative.usd, name: "Total", unit: Unit.usd, color: colors.bitcoin })],
|
||||
name: "Gross P&L",
|
||||
tree: [
|
||||
{ name: "Base", title: title("Gross Realized P&L"), bottom: [dots({ metric: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] },
|
||||
{
|
||||
name: "Rolling",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Gross Realized P&L"),
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
line({ metric: r.grossPnl.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Gross Realized P&L (${w.name})`),
|
||||
bottom: [line({ metric: r.grossPnl.sum[w.key].usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
{ name: "Cumulative", title: title("Total Realized P&L"), bottom: [line({ metric: r.grossPnl.cumulative.usd, name: "Total", unit: Unit.usd, color: colors.bitcoin })] },
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "P/L Ratio",
|
||||
@@ -402,29 +496,33 @@ function realizedSubfolderFull(r, title) {
|
||||
{
|
||||
name: "Peak Regret",
|
||||
title: title("Realized Peak Regret"),
|
||||
bottom: [
|
||||
line({ metric: r.peakRegret.base, name: "Peak Regret", unit: Unit.usd }),
|
||||
],
|
||||
bottom: [line({ metric: r.peakRegret.base, name: "Peak Regret", unit: Unit.usd })],
|
||||
},
|
||||
{ name: "Rolling", tree: singleRollingRealizedTreeFull(r, title) },
|
||||
{
|
||||
name: "Cumulative",
|
||||
tree: [
|
||||
{ name: "P&L", title: title("Cumulative Realized P&L"), bottom: realizedPnlCumulativeFull(r) },
|
||||
{ name: "P&L", tree: realizedPnlCumulativeTreeFull(r, title) },
|
||||
{
|
||||
name: "Net",
|
||||
title: title("Cumulative Net Realized P&L"),
|
||||
bottom: [
|
||||
baseline({ metric: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd }),
|
||||
baseline({ metric: r.netPnl.relToRcap.ratio, name: "Net", unit: Unit.pctRcap }),
|
||||
tree: [
|
||||
{ name: "USD", title: title("Cumulative Net Realized P&L"), bottom: [baseline({ metric: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Cumulative Net P&L (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.relToRcap, name: "Net" }),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Peak Regret",
|
||||
title: title("Cumulative Realized Peak Regret"),
|
||||
bottom: [
|
||||
line({ metric: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd }),
|
||||
line({ metric: r.peakRegret.relToRcap.ratio, name: "Peak Regret", unit: Unit.pctRcap }),
|
||||
tree: [
|
||||
{ name: "USD", title: title("Cumulative Peak Regret"), bottom: [line({ metric: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Cumulative Peak Regret (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.peakRegret.relToRcap, name: "Peak Regret" }),
|
||||
},
|
||||
],
|
||||
},
|
||||
],
|
||||
@@ -460,7 +558,7 @@ function realizedSubfolderMid(r, title) {
|
||||
{
|
||||
name: "30d Change",
|
||||
title: title("Realized P&L 30d Change"),
|
||||
bottom: [baseline({ metric: r.netPnl.delta.change._1m.usd, name: "30d Change", unit: Unit.usd })],
|
||||
bottom: [baseline({ metric: r.netPnl.delta.absolute._1m.usd, name: "30d Change", unit: Unit.usd })],
|
||||
},
|
||||
{ name: "Rolling", tree: singleRollingRealizedTreeBasic(r.profit, r.loss, title) },
|
||||
{
|
||||
@@ -555,8 +653,8 @@ export function createProfitabilitySectionAll({ cohort, title }) {
|
||||
{
|
||||
name: "Unrealized",
|
||||
tree: [
|
||||
{ name: "P&L", title: title("Unrealized P&L"), bottom: unrealizedAll(u) },
|
||||
{ name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedAll(u) },
|
||||
{ name: "P&L", tree: unrealizedPnlTreeAll(u, title) },
|
||||
{ name: "Net P&L", tree: netUnrealizedTreeAll(u, title) },
|
||||
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
|
||||
],
|
||||
},
|
||||
@@ -585,8 +683,8 @@ export function createProfitabilitySectionFull({ cohort, title }) {
|
||||
{
|
||||
name: "Unrealized",
|
||||
tree: [
|
||||
{ name: "P&L", title: title("Unrealized P&L"), bottom: unrealizedFull(u) },
|
||||
{ name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedFull(u) },
|
||||
{ name: "P&L", tree: unrealizedPnlTreeFull(u, title) },
|
||||
{ name: "Net P&L", tree: netUnrealizedTreeFull(u, title) },
|
||||
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
|
||||
],
|
||||
},
|
||||
@@ -636,8 +734,8 @@ export function createProfitabilitySectionLongTerm({ cohort, title }) {
|
||||
{
|
||||
name: "Unrealized",
|
||||
tree: [
|
||||
{ name: "P&L", title: title("Unrealized P&L"), bottom: unrealizedLongTerm(u) },
|
||||
{ name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedFull(u) },
|
||||
{ name: "P&L", tree: unrealizedPnlTreeLongTerm(u, title) },
|
||||
{ name: "Net P&L", tree: netUnrealizedTreeFull(u, title) },
|
||||
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
|
||||
],
|
||||
},
|
||||
@@ -769,21 +867,19 @@ function groupedRollingRealizedCharts(list, all, title) {
|
||||
return [
|
||||
{
|
||||
name: "Profit",
|
||||
tree: [
|
||||
{ name: "24h", title: title("Realized Profit (24h)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._24h.usd, name, color, unit: Unit.usd })) },
|
||||
{ name: "7d", title: title("Realized Profit (7d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._1w.usd, name, color, unit: Unit.usd })) },
|
||||
{ name: "30d", title: title("Realized Profit (30d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._1m.usd, name, color, unit: Unit.usd })) },
|
||||
{ name: "1y", title: title("Realized Profit (1y)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum._1y.usd, name, color, unit: Unit.usd })) },
|
||||
],
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.name})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum[w.key].usd, name, color, unit: Unit.usd })),
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
tree: [
|
||||
{ name: "24h", title: title("Realized Loss (24h)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._24h.usd, name, color, unit: Unit.usd })) },
|
||||
{ name: "7d", title: title("Realized Loss (7d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._1w.usd, name, color, unit: Unit.usd })) },
|
||||
{ name: "30d", title: title("Realized Loss (30d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._1m.usd, name, color, unit: Unit.usd })) },
|
||||
{ name: "1y", title: title("Realized Loss (1y)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum._1y.usd, name, color, unit: Unit.usd })) },
|
||||
],
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.name})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum[w.key].usd, name, color, unit: Unit.usd })),
|
||||
})),
|
||||
},
|
||||
];
|
||||
}
|
||||
@@ -800,12 +896,13 @@ function groupedRollingRealizedChartsFull(list, all, title) {
|
||||
...groupedRollingRealizedCharts(list, all, title),
|
||||
{
|
||||
name: "P/L Ratio",
|
||||
tree: [
|
||||
{ name: "24h", title: title("Realized P/L Ratio (24h)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._24h, name, color, unit: Unit.ratio, base: 1 })) },
|
||||
{ name: "7d", title: title("Realized P/L Ratio (7d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1w, name, color, unit: Unit.ratio, base: 1 })) },
|
||||
{ name: "30d", title: title("Realized P/L Ratio (30d)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1m, name, color, unit: Unit.ratio, base: 1 })) },
|
||||
{ name: "1y", title: title("Realized P/L Ratio (1y)"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1y, name, color, unit: Unit.ratio, base: 1 })) },
|
||||
],
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized P/L Ratio (${w.name})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.realized.profitToLossRatio[w.key], name, color, unit: Unit.ratio, base: 1 }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
];
|
||||
}
|
||||
@@ -871,7 +968,7 @@ function groupedRealizedSubfolderFull(list, all, title) {
|
||||
name: "30d Change",
|
||||
title: title("Realized P&L 30d Change"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.realized.netPnl.delta.change._1m.usd, name, color, unit: Unit.usd }),
|
||||
baseline({ metric: tree.realized.netPnl.delta.absolute._1m.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{ name: "Rolling", tree: groupedRollingRealizedChartsFull(list, all, title) },
|
||||
@@ -937,26 +1034,40 @@ function groupedPnlChartsWithMarketCap(list, all, title) {
|
||||
return [
|
||||
{
|
||||
name: "Profit",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: [
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.unrealized.profit.relToMcap.ratio, name, color, unit: Unit.pctMcap }),
|
||||
),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Mcap",
|
||||
title: title("Unrealized Profit (% of Mcap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.profit.relToMcap, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: [
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.unrealized.loss.relToMcap.ratio, name, color, unit: Unit.pctMcap }),
|
||||
),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Mcap",
|
||||
title: title("Unrealized Loss (% of Mcap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.loss.relToMcap, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
@@ -1013,50 +1124,87 @@ function groupedPnlChartsLongTerm(list, all, title) {
|
||||
return [
|
||||
{
|
||||
name: "Profit",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: [
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
...mapCohorts(list, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.profit.relToOwnMcap.ratio, name, color, unit: Unit.pctOwnMcap }),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.profit.relToOwnGross.ratio, name, color, unit: Unit.pctOwnPnl }),
|
||||
),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Unrealized Profit (% of Own Mcap)"),
|
||||
bottom: flatMapCohorts(list, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.profit.relToOwnMcap, name, color }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own P&L",
|
||||
title: title("Unrealized Profit (% of Own P&L)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.profit.relToOwnGross, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: [
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.relToMcap.ratio, name, color, unit: Unit.pctMcap }),
|
||||
),
|
||||
...mapCohorts(list, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.relToOwnMcap.ratio, name, color, unit: Unit.pctOwnMcap }),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.relToOwnGross.ratio, name, color, unit: Unit.pctOwnPnl }),
|
||||
),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Mcap",
|
||||
title: title("Unrealized Loss (% of Mcap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.loss.relToMcap, name, color }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Unrealized Loss (% of Own Mcap)"),
|
||||
bottom: flatMapCohorts(list, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.loss.relToOwnMcap, name, color }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own P&L",
|
||||
title: title("Unrealized Loss (% of Own P&L)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.unrealized.loss.relToOwnGross, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Net P&L",
|
||||
title: title("Net Unrealized P&L"),
|
||||
bottom: [
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
...mapCohorts(list, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.unrealized.netPnl.relToOwnMcap.ratio, name, color, unit: Unit.pctOwnMcap }),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.unrealized.netPnl.relToOwnGross.ratio, name, color, unit: Unit.pctOwnPnl }),
|
||||
),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Net Unrealized P&L"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Net Unrealized P&L (% of Own Mcap)"),
|
||||
bottom: flatMapCohorts(list, ({ name, color, tree }) =>
|
||||
percentRatioBaseline({ pattern: tree.unrealized.netPnl.relToOwnMcap, name, color }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own P&L",
|
||||
title: title("Net Unrealized P&L (% of Own P&L)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatioBaseline({ pattern: tree.unrealized.netPnl.relToOwnGross, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
];
|
||||
|
||||
@@ -11,8 +11,8 @@
|
||||
*/
|
||||
|
||||
import { Unit } from "../../utils/units.js";
|
||||
import { line, baseline } from "../series.js";
|
||||
import { createRatioChart, mapCohortsWithAll } from "../shared.js";
|
||||
import { ROLLING_WINDOWS, line, baseline, mapWindows, rollingWindowsTree, rollingPercentRatioTree, percentRatio, percentRatioBaseline } from "../series.js";
|
||||
import { createRatioChart, mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
|
||||
|
||||
/**
|
||||
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
|
||||
@@ -30,20 +30,6 @@ function createSingleRealizedCapSeries(cohort) {
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
*/
|
||||
function createSingle30dChangeSeries(cohort) {
|
||||
return [
|
||||
baseline({
|
||||
metric: cohort.tree.realized.cap.delta.change._1m.usd,
|
||||
name: "30d Change",
|
||||
unit: Unit.usd,
|
||||
}),
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Create valuation section for cohorts with full ratio patterns
|
||||
* (CohortAll, CohortFull, CohortWithPercentiles)
|
||||
@@ -57,21 +43,25 @@ export function createValuationSectionFull({ cohort, title }) {
|
||||
tree: [
|
||||
{
|
||||
name: "Realized Cap",
|
||||
title: title("Realized Cap"),
|
||||
bottom: [
|
||||
...createSingleRealizedCapSeries(cohort),
|
||||
baseline({
|
||||
metric: tree.realized.cap.relToOwnMcap.percent,
|
||||
name: "Rel. to Own M.Cap",
|
||||
color,
|
||||
unit: Unit.pctOwnMcap,
|
||||
}),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Realized Cap"),
|
||||
bottom: createSingleRealizedCapSeries(cohort),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Realized Cap (% of Own Mcap)"),
|
||||
bottom: percentRatioBaseline({ pattern: tree.realized.cap.relToOwnMcap, name: "Rel. to Own M.Cap", color }),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "30d Change",
|
||||
title: title("Realized Cap 30d Change"),
|
||||
bottom: createSingle30dChangeSeries(cohort),
|
||||
name: "Change",
|
||||
tree: [
|
||||
{ ...rollingWindowsTree({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd, series: baseline }), name: "Absolute" },
|
||||
{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Rate" },
|
||||
],
|
||||
},
|
||||
createRatioChart({
|
||||
title,
|
||||
@@ -101,9 +91,11 @@ export function createValuationSection({ cohort, title }) {
|
||||
bottom: createSingleRealizedCapSeries(cohort),
|
||||
},
|
||||
{
|
||||
name: "30d Change",
|
||||
title: title("Realized Cap 30d Change"),
|
||||
bottom: createSingle30dChangeSeries(cohort),
|
||||
name: "Change",
|
||||
tree: [
|
||||
{ ...rollingWindowsTree({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd, series: baseline }), name: "Absolute" },
|
||||
{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Rate" },
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "MVRV",
|
||||
@@ -142,16 +134,29 @@ export function createGroupedValuationSection({ list, all, title }) {
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "30d Change",
|
||||
title: title("Realized Cap 30d Change"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({
|
||||
metric: tree.realized.cap.delta.change._1m.usd,
|
||||
name,
|
||||
color,
|
||||
unit: Unit.usd,
|
||||
}),
|
||||
),
|
||||
name: "Change",
|
||||
tree: [
|
||||
{
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Change (${w.name})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Rate (${w.name})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "MVRV",
|
||||
@@ -184,37 +189,47 @@ export function createGroupedValuationSectionWithOwnMarketCap({
|
||||
tree: [
|
||||
{
|
||||
name: "Realized Cap",
|
||||
title: title("Realized Cap"),
|
||||
bottom: [
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({
|
||||
metric: tree.realized.cap.usd,
|
||||
name,
|
||||
color,
|
||||
unit: Unit.usd,
|
||||
}),
|
||||
),
|
||||
...mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({
|
||||
metric: tree.realized.cap.relToOwnMcap.percent,
|
||||
name,
|
||||
color,
|
||||
unit: Unit.pctOwnMcap,
|
||||
}),
|
||||
),
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Realized Cap"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ metric: tree.realized.cap.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Realized Cap (% of Own Mcap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.relToOwnMcap, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "30d Change",
|
||||
title: title("Realized Cap 30d Change"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({
|
||||
metric: tree.realized.cap.delta.change._1m.usd,
|
||||
name,
|
||||
color,
|
||||
unit: Unit.usd,
|
||||
}),
|
||||
),
|
||||
name: "Change",
|
||||
tree: [
|
||||
{
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Change (${w.name})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ metric: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Rate (${w.name})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "MVRV",
|
||||
|
||||
@@ -175,7 +175,7 @@ export function createNetworkSection() {
|
||||
name: "Trends",
|
||||
tree: [
|
||||
rollingWindowsTree({
|
||||
windows: addresses.delta[key].change,
|
||||
windows: addresses.delta[key].absolute,
|
||||
title: `${titlePrefix}Address Count Change`,
|
||||
unit: Unit.count,
|
||||
series: baseline,
|
||||
@@ -487,7 +487,7 @@ export function createNetworkSection() {
|
||||
},
|
||||
rollingWindowsTree({
|
||||
windows: mapWindows(
|
||||
supply.marketCap.delta.change,
|
||||
supply.marketCap.delta.absolute,
|
||||
(c) => c.usd,
|
||||
),
|
||||
title: "Market Cap Change",
|
||||
@@ -1074,7 +1074,7 @@ export function createNetworkSection() {
|
||||
title: "UTXO Count 30d Change",
|
||||
bottom: [
|
||||
baseline({
|
||||
metric: cohorts.utxo.all.outputs.unspentCount.delta.change._1m,
|
||||
metric: cohorts.utxo.all.outputs.unspentCount.delta.absolute._1m,
|
||||
name: "30d Change",
|
||||
unit: Unit.count,
|
||||
}),
|
||||
|
||||
Reference in New Issue
Block a user