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global: snapshot part 8
This commit is contained in:
nym21
@@ -57,8 +57,8 @@ function percentileSeries(p, n = (x) => x) {
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function singleWeightFolder({ avgPrice, avgName, inProfit, inLoss, percentiles, color, weightLabel, title, min, max }) {
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return [
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{
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name: "Profitability",
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title: title(`Cost Basis Profitability (${weightLabel})`),
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name: "Average",
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title: title(`Cost Basis Average (${weightLabel})`),
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top: [
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price({ series: inProfit, name: "In Profit", color: colors.profit }),
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price({ series: avgPrice, name: avgName, color }),
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@@ -91,7 +91,7 @@ export function createCostBasisSectionWithPercentiles({ cohort, title }) {
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{
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name: "Per Coin",
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tree: singleWeightFolder({
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avgPrice: tree.realized.price, avgName: "Average",
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avgPrice: tree.realized.price, avgName: "All",
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inProfit: cb.inProfit.perCoin, inLoss: cb.inLoss.perCoin,
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percentiles: cb.perCoin, color, weightLabel: "BTC-weighted", title,
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min: cb.min, max: cb.max,
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@@ -100,32 +100,11 @@ export function createCostBasisSectionWithPercentiles({ cohort, title }) {
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{
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name: "Per Dollar",
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tree: singleWeightFolder({
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avgPrice: tree.realized.investor.price, avgName: "Average",
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avgPrice: tree.realized.investor.price, avgName: "All",
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inProfit: cb.inProfit.perDollar, inLoss: cb.inLoss.perDollar,
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percentiles: cb.perDollar, color, weightLabel: "USD-weighted", title,
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}),
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},
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{
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name: "Profitability",
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tree: [
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{
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name: "In Profit",
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title: title("Cost Basis In Profit"),
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top: [
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price({ series: cb.inProfit.perCoin, name: "Per Coin", color: colors.realized }),
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price({ series: cb.inProfit.perDollar, name: "Per Dollar", color: colors.investor }),
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],
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},
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{
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name: "In Loss",
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title: title("Cost Basis In Loss"),
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top: [
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price({ series: cb.inLoss.perCoin, name: "Per Coin", color: colors.realized }),
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price({ series: cb.inLoss.perDollar, name: "Per Dollar", color: colors.investor }),
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],
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},
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],
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},
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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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@@ -156,7 +135,7 @@ export function createCostBasisSectionWithPercentiles({ cohort, title }) {
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function groupedWeightFolder({ list, all, getAvgPrice, getInProfit, getInLoss, getPercentiles, avgTitle, weightLabel, title }) {
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return [
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{
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name: "Profitability",
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name: "Average",
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tree: [
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{
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name: "In Profit",
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@@ -230,27 +209,6 @@ export function createGroupedCostBasisSectionWithPercentiles({ list, all, title
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avgTitle: "Average", weightLabel: "USD-weighted",
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}),
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},
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{
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name: "Profitability",
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tree: [
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{
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name: "In Profit",
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title: title("Cost Basis In Profit"),
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top: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
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price({ series: tree.costBasis.inProfit.perCoin, name: `${name} (coin)`, color }),
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price({ series: tree.costBasis.inProfit.perDollar, name: `${name} (dollar)`, color }),
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]),
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},
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{
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name: "In Loss",
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title: title("Cost Basis In Loss"),
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top: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
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price({ series: tree.costBasis.inLoss.perCoin, name: `${name} (coin)`, color }),
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price({ series: tree.costBasis.inLoss.perDollar, name: `${name} (dollar)`, color }),
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]),
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},
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],
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},
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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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File diff suppressed because it is too large
Load Diff
@@ -20,7 +20,7 @@ import {
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line,
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baseline,
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percentRatio,
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sumsTree,
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sumsTreeBaseline,
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rollingPercentRatioTree,
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} from "../series.js";
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import { Unit } from "../../utils/units.js";
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@@ -101,7 +101,7 @@ export function createCohortFolderAll(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionAll({ cohort, title }),
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...createHoldingsSectionAll({ cohort, title }),
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createValuationSectionFull({ cohort, title }),
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createPricesSectionFull({ cohort, title }),
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createCostBasisSectionWithPercentiles({ cohort, title }),
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@@ -121,7 +121,7 @@ export function createCohortFolderFull(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionWithRelative({ cohort, title }),
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...createHoldingsSectionWithRelative({ cohort, title }),
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createValuationSectionFull({ cohort, title }),
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createPricesSectionFull({ cohort, title }),
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createCostBasisSectionWithPercentiles({ cohort, title }),
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@@ -141,7 +141,7 @@ export function createCohortFolderWithAdjusted(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionWithOwnSupply({ cohort, title }),
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...createHoldingsSectionWithOwnSupply({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionWithInvestedCapitalPct({ cohort, title }),
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@@ -160,7 +160,7 @@ export function createCohortFolderWithNupl(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionWithRelative({ cohort, title }),
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...createHoldingsSectionWithRelative({ cohort, title }),
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createValuationSectionFull({ cohort, title }),
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createPricesSectionFull({ cohort, title }),
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createCostBasisSectionWithPercentiles({ cohort, title }),
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@@ -180,7 +180,7 @@ export function createCohortFolderLongTerm(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionWithRelative({ cohort, title }),
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...createHoldingsSectionWithRelative({ cohort, title }),
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createValuationSectionFull({ cohort, title }),
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createPricesSectionFull({ cohort, title }),
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createCostBasisSectionWithPercentiles({ cohort, title }),
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@@ -200,7 +200,7 @@ export function createCohortFolderAgeRange(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionWithOwnSupply({ cohort, title }),
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...createHoldingsSectionWithOwnSupply({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionWithInvestedCapitalPct({ cohort, title }),
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@@ -237,7 +237,7 @@ export function createCohortFolderBasicWithMarketCap(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSection({ cohort, title }),
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...createHoldingsSection({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionWithNupl({ cohort, title }),
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@@ -256,7 +256,7 @@ export function createCohortFolderBasicWithoutMarketCap(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSection({ cohort, title }),
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...createHoldingsSection({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionBasicWithInvestedCapitalPct({ cohort, title }),
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@@ -275,7 +275,7 @@ export function createCohortFolderAddress(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionAddress({ cohort, title }),
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...createHoldingsSectionAddress({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionAddress({ cohort, title }),
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@@ -294,7 +294,7 @@ export function createCohortFolderWithoutRelative(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionWithProfitLoss({ cohort, title }),
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...createHoldingsSectionWithProfitLoss({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionWithProfitLoss({ cohort, title }),
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@@ -313,7 +313,7 @@ export function createAddressCohortFolder(cohort) {
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return {
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name: cohort.name || "all",
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tree: [
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createHoldingsSectionAddressAmount({ cohort, title }),
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...createHoldingsSectionAddressAmount({ cohort, title }),
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createValuationSection({ cohort, title }),
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createPricesSectionBasic({ cohort, title }),
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createProfitabilitySectionWithNupl({ cohort, title }),
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@@ -340,7 +340,7 @@ export function createGroupedCohortFolderFull({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionWithRelative({ list, all, title }),
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...createGroupedHoldingsSectionWithRelative({ list, all, title }),
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createGroupedValuationSectionWithOwnMarketCap({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedCostBasisSectionWithPercentiles({ list, all, title }),
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@@ -364,7 +364,7 @@ export function createGroupedCohortFolderWithAdjusted({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionWithOwnSupply({ list, all, title }),
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...createGroupedHoldingsSectionWithOwnSupply({ list, all, title }),
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySectionWithInvestedCapitalPct({
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@@ -391,7 +391,7 @@ export function createGroupedCohortFolderWithNupl({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionWithRelative({ list, all, title }),
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...createGroupedHoldingsSectionWithRelative({ list, all, title }),
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedCostBasisSectionWithPercentiles({ list, all, title }),
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@@ -415,7 +415,7 @@ export function createGroupedCohortFolderLongTerm({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionWithRelative({ list, all, title }),
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...createGroupedHoldingsSectionWithRelative({ list, all, title }),
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createGroupedValuationSectionWithOwnMarketCap({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedCostBasisSectionWithPercentiles({ list, all, title }),
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@@ -439,7 +439,7 @@ export function createGroupedCohortFolderAgeRange({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionWithOwnSupply({ list, all, title }),
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...createGroupedHoldingsSectionWithOwnSupply({ list, all, title }),
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySectionWithInvestedCapitalPct({
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@@ -471,14 +471,17 @@ export function createGroupedCohortFolderAgeRangeWithMatured({
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const title = formatCohortTitle(groupTitle);
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folder.tree.push({
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name: "Matured",
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title: title("Matured Supply"),
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bottom: list.flatMap((cohort) =>
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satsBtcUsd({
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pattern: cohort.matured.base,
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name: cohort.name,
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color: cohort.color,
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}),
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),
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Matured Supply (${w.title})`),
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bottom: list.flatMap((cohort) =>
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satsBtcUsd({
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pattern: cohort.matured.sum[w.key],
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name: cohort.name,
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color: cohort.color,
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}),
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),
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})),
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});
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return folder;
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}
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@@ -497,7 +500,7 @@ export function createGroupedCohortFolderBasicWithMarketCap({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSection({ list, all, title }),
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...createGroupedHoldingsSection({ list, all, title }),
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySection({ list, all, title }),
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@@ -520,7 +523,7 @@ export function createGroupedCohortFolderBasicWithoutMarketCap({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSection({ list, all, title }),
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...createGroupedHoldingsSection({ list, all, title }),
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySectionBasicWithInvestedCapitalPct({
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@@ -547,7 +550,7 @@ export function createGroupedCohortFolderAddress({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionAddress({ list, all, title }),
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...createGroupedHoldingsSectionAddress({ list, all, title }),
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySectionBasicWithInvestedCapitalPct({
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@@ -574,7 +577,7 @@ export function createGroupedCohortFolderWithoutRelative({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionWithProfitLoss({ list, all, title }),
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...createGroupedHoldingsSectionWithProfitLoss({ list, all, title }),
|
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySectionWithProfitLoss({ list, all, title }),
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@@ -597,7 +600,7 @@ export function createGroupedAddressCohortFolder({
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return {
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name: name || "all",
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tree: [
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createGroupedHoldingsSectionAddressAmount({ list, all, title }),
|
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...createGroupedHoldingsSectionAddressAmount({ list, all, title }),
|
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createGroupedValuationSection({ list, all, title }),
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createGroupedPricesSection({ list, all, title }),
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createGroupedProfitabilitySection({ list, all, title }),
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@@ -637,11 +640,10 @@ function singleBucketFolder({ name, color, pattern }) {
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name: "Change",
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tree: [
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{
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...sumsTree({
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...sumsTreeBaseline({
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windows: pattern.supply.all.delta.absolute,
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title: `${name}: Supply Change`,
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unit: Unit.sats,
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series: baseline,
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}),
|
||||
name: "Absolute",
|
||||
},
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||||
@@ -650,7 +652,7 @@ function singleBucketFolder({ name, color, pattern }) {
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windows: pattern.supply.all.delta.rate,
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title: `${name}: Supply Rate`,
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}),
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name: "Rate",
|
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name: "Growth Rate",
|
||||
},
|
||||
],
|
||||
},
|
||||
@@ -743,7 +745,7 @@ function groupedBucketCharts(list, titlePrefix) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Rate",
|
||||
name: "Growth Rate",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
|
||||
@@ -197,17 +197,6 @@ function unrealizedTreeMid(u, title) {
|
||||
// Invested Capital, Sentiment, NUPL
|
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// ============================================================================
|
||||
|
||||
/**
|
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* Invested capital (Full unrealized only)
|
||||
* @param {FullRelativePattern | AllRelativePattern} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
*/
|
||||
function investedCapitalSeries(u) {
|
||||
return [
|
||||
line({ series: u.investedCapital.inProfit.usd, name: "In Profit", color: colors.profit, unit: Unit.usd }),
|
||||
line({ series: u.investedCapital.inLoss.usd, name: "In Loss", color: colors.loss, unit: Unit.usd }),
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Sentiment (Full unrealized only)
|
||||
@@ -238,7 +227,7 @@ function nuplSeries(nupl) {
|
||||
/**
|
||||
* Flat metric folder: Compare + windows + Cumulative + optional % of Realized Cap
|
||||
* @param {Object} args
|
||||
* @param {{ sum: Record<string, { usd: AnySeriesPattern }>, cumulative: { usd: AnySeriesPattern }, base: { usd: AnySeriesPattern } }} args.pattern
|
||||
* @param {{ sum: Record<string, { usd: AnySeriesPattern }>, cumulative: { usd: AnySeriesPattern } }} args.pattern
|
||||
* @param {string} args.metricTitle
|
||||
* @param {Color} args.color
|
||||
* @param {(name: string) => string} args.title
|
||||
@@ -328,7 +317,7 @@ function realizedNetFolder({ netPnl, title, toRcap, extraChange = [] }) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Rate",
|
||||
name: "Growth Rate",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
@@ -340,7 +329,7 @@ function realizedNetFolder({ netPnl, title, toRcap, extraChange = [] }) {
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L Rate (${w.title})`),
|
||||
bottom: percentRatioBaseline({ pattern: netPnl.delta.rate[w.key], name: "Rate" }),
|
||||
bottom: percentRatioBaseline({ pattern: netPnl.delta.rate[w.key], name: "Growth Rate" }),
|
||||
})),
|
||||
],
|
||||
},
|
||||
@@ -561,11 +550,6 @@ export function createProfitabilitySectionAll({ cohort, title }) {
|
||||
tree: [
|
||||
{ name: "Unrealized", tree: unrealizedTreeAll(u, title) },
|
||||
realizedSubfolderFull(r, title),
|
||||
{
|
||||
name: "Invested Capital",
|
||||
title: title("Invested Capital In Profit & Loss"),
|
||||
bottom: investedCapitalSeries(u),
|
||||
},
|
||||
{ name: "Sentiment", title: title("Market Sentiment"), bottom: sentimentSeries(u) },
|
||||
],
|
||||
};
|
||||
@@ -584,11 +568,6 @@ export function createProfitabilitySectionFull({ cohort, title }) {
|
||||
tree: [
|
||||
{ name: "Unrealized", tree: unrealizedTreeFull(u, title) },
|
||||
realizedSubfolderFull(r, title),
|
||||
{
|
||||
name: "Invested Capital",
|
||||
title: title("Invested Capital In Profit & Loss"),
|
||||
bottom: investedCapitalSeries(u),
|
||||
},
|
||||
{ name: "Sentiment", title: title("Market Sentiment"), bottom: sentimentSeries(u) },
|
||||
],
|
||||
};
|
||||
@@ -628,11 +607,6 @@ export function createProfitabilitySectionLongTerm({ cohort, title }) {
|
||||
tree: [
|
||||
{ name: "Unrealized", tree: unrealizedTreeLongTerm(u, title) },
|
||||
realizedSubfolderFull(r, title),
|
||||
{
|
||||
name: "Invested Capital",
|
||||
title: title("Invested Capital In Profit & Loss"),
|
||||
bottom: investedCapitalSeries(u),
|
||||
},
|
||||
{ name: "Sentiment", title: title("Market Sentiment"), bottom: sentimentSeries(u) },
|
||||
],
|
||||
};
|
||||
@@ -716,17 +690,23 @@ function groupedRealizedPnlSum(list, all, title) {
|
||||
return [
|
||||
{
|
||||
name: "Profit",
|
||||
title: title("Realized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.realized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.realized.profit.sum[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
title: title("Realized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.realized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.realized.loss.sum[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
];
|
||||
}
|
||||
@@ -882,7 +862,7 @@ function groupedRealizedNetPnlDeltaTree(list, all, title) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Rate",
|
||||
name: "Growth Rate",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
@@ -920,10 +900,13 @@ function groupedRealizedSubfolderFull(list, all, title) {
|
||||
{ name: "P&L", tree: groupedRealizedPnlSumFull(list, all, title) },
|
||||
{
|
||||
name: "Net",
|
||||
title: title("Net Realized P&L"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.netPnl.base.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.netPnl.sum[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
groupedRealizedNetPnlDeltaTree(list, all, title),
|
||||
{ name: "Rolling", tree: groupedRollingRealizedChartsFull(list, all, title) },
|
||||
|
||||
@@ -1,176 +1,144 @@
|
||||
/**
|
||||
* Valuation section builders
|
||||
* Capitalization section builders
|
||||
*
|
||||
* Structure:
|
||||
* - Realized Cap: Total value at cost basis (USD)
|
||||
* - 30d Change: Recent realized cap changes
|
||||
* - Total: Realized Cap (USD)
|
||||
* - Profitability: Invested Capital (Total + In Profit + In Loss) [full only]
|
||||
* - MVRV: Market Value to Realized Value ratio
|
||||
*
|
||||
* For cohorts WITH full ratio patterns: MVRV uses createRatioChart (price + percentiles)
|
||||
* For cohorts WITHOUT full ratio patterns: MVRV is simple baseline
|
||||
* - % of Own Market Cap [full only]
|
||||
* - Change: Rolling window absolute changes
|
||||
* - Growth Rate: Rolling window rate of change
|
||||
*/
|
||||
|
||||
import { Unit } from "../../utils/units.js";
|
||||
import { ROLLING_WINDOWS, line, baseline, mapWindows, sumsTree, rollingPercentRatioTree, percentRatio, percentRatioBaseline } from "../series.js";
|
||||
import { colors } from "../../utils/colors.js";
|
||||
import { ROLLING_WINDOWS, line, baseline, mapWindows, sumsTreeBaseline, rollingPercentRatioTree, percentRatio, percentRatioBaseline } from "../series.js";
|
||||
import { createRatioChart, mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
|
||||
|
||||
// ============================================================================
|
||||
// Shared building blocks
|
||||
// ============================================================================
|
||||
|
||||
/**
|
||||
* @param {UtxoCohortObject | CohortWithoutRelative} cohort
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
* Single cohort: Change + Growth Rate items (flat)
|
||||
* @param {UtxoCohortObject["tree"]} tree
|
||||
* @param {(name: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function createSingleRealizedCapSeries(cohort) {
|
||||
const { color, tree } = cohort;
|
||||
function singleDeltaItems(tree, title) {
|
||||
return [
|
||||
line({
|
||||
series: tree.realized.cap.usd,
|
||||
name: "Realized Cap",
|
||||
color,
|
||||
unit: Unit.usd,
|
||||
}),
|
||||
{ ...sumsTreeBaseline({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd }), name: "Change" },
|
||||
{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Growth Rate" },
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Create valuation section for cohorts with full ratio patterns
|
||||
* (CohortAll, CohortFull, CohortWithPercentiles)
|
||||
* Grouped: Change + Growth Rate + MVRV items (flat)
|
||||
* @param {readonly (UtxoCohortObject | CohortWithoutRelative)[]} list
|
||||
* @param {CohortAll} all
|
||||
* @param {(name: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function groupedDeltaAndMvrv(list, all, title) {
|
||||
return [
|
||||
{
|
||||
name: "Change",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Change (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "Growth Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Rate (${w.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatioBaseline({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
{
|
||||
name: "MVRV",
|
||||
title: title("MVRV"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.mvrv, name, color, unit: Unit.ratio, base: 1 }),
|
||||
),
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Single Cohort Sections
|
||||
// ============================================================================
|
||||
|
||||
/**
|
||||
* Full capitalization (has invested capital, own market cap ratio, full MVRV)
|
||||
* @param {{ cohort: CohortAll | CohortFull | CohortLongTerm, title: (name: string) => string }} args
|
||||
* @returns {PartialOptionsGroup}
|
||||
*/
|
||||
export function createValuationSectionFull({ cohort, title }) {
|
||||
const { tree, color } = cohort;
|
||||
return {
|
||||
name: "Valuation",
|
||||
name: "Capitalization",
|
||||
tree: [
|
||||
{ name: "Total", title: title("Realized Cap"), bottom: [line({ series: tree.realized.cap.usd, name: "Realized Cap", color, unit: Unit.usd })] },
|
||||
{
|
||||
name: "Realized Cap",
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Realized Cap"),
|
||||
bottom: createSingleRealizedCapSeries(cohort),
|
||||
},
|
||||
{
|
||||
name: "% of Own Market Cap",
|
||||
title: title("Realized Cap (% of Own Market Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own Market Cap", color }),
|
||||
},
|
||||
name: "Profitability",
|
||||
title: title("Invested Capital"),
|
||||
bottom: [
|
||||
line({ series: tree.realized.cap.usd, name: "Total", color: colors.default, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.investedCapital.inProfit.usd, name: "In Profit", color: colors.profit, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.investedCapital.inLoss.usd, name: "In Loss", color: colors.loss, unit: Unit.usd }),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Change",
|
||||
tree: [
|
||||
{ ...sumsTree({ 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,
|
||||
pricePattern: tree.realized.price,
|
||||
ratio: tree.realized.price,
|
||||
color,
|
||||
name: "MVRV",
|
||||
}),
|
||||
createRatioChart({ title, pricePattern: tree.realized.price, ratio: tree.realized.price, color, name: "MVRV" }),
|
||||
{ name: "% of Own Market Cap", title: title("Realized Cap (% of Own Market Cap)"), bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own Market Cap", color }) },
|
||||
...singleDeltaItems(tree, title),
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Create valuation section for cohorts with basic ratio patterns
|
||||
* (CohortWithAdjusted, CohortBasic, CohortAddr, CohortWithoutRelative)
|
||||
* Basic capitalization (no invested capital, simple MVRV)
|
||||
* @param {{ cohort: CohortWithAdjusted | CohortBasic | CohortAddr | CohortWithoutRelative, title: (name: string) => string }} args
|
||||
* @returns {PartialOptionsGroup}
|
||||
*/
|
||||
export function createValuationSection({ cohort, title }) {
|
||||
const { tree } = cohort;
|
||||
return {
|
||||
name: "Valuation",
|
||||
name: "Capitalization",
|
||||
tree: [
|
||||
{
|
||||
name: "Realized Cap",
|
||||
title: title("Realized Cap"),
|
||||
bottom: createSingleRealizedCapSeries(cohort),
|
||||
},
|
||||
{
|
||||
name: "Change",
|
||||
tree: [
|
||||
{ ...sumsTree({ 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",
|
||||
title: title("MVRV"),
|
||||
bottom: [
|
||||
baseline({
|
||||
series: tree.realized.mvrv,
|
||||
name: "MVRV",
|
||||
unit: Unit.ratio,
|
||||
base: 1,
|
||||
}),
|
||||
],
|
||||
},
|
||||
{ name: "Total", title: title("Realized Cap"), bottom: [line({ series: tree.realized.cap.usd, name: "Realized Cap", color: cohort.color, unit: Unit.usd })] },
|
||||
...singleDeltaItems(tree, title),
|
||||
{ name: "MVRV", title: title("MVRV"), bottom: [baseline({ series: tree.realized.mvrv, name: "MVRV", unit: Unit.ratio, base: 1 })] },
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
// ============================================================================
|
||||
// Grouped Cohort Sections
|
||||
// ============================================================================
|
||||
|
||||
/**
|
||||
* @param {{ list: readonly (UtxoCohortObject | CohortWithoutRelative)[], all: CohortAll, title: (name: string) => string }} args
|
||||
* @returns {PartialOptionsGroup}
|
||||
*/
|
||||
export function createGroupedValuationSection({ list, all, title }) {
|
||||
return {
|
||||
name: "Valuation",
|
||||
name: "Capitalization",
|
||||
tree: [
|
||||
{
|
||||
name: "Realized Cap",
|
||||
name: "Total",
|
||||
title: title("Realized Cap"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({
|
||||
series: tree.realized.cap.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.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: 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.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "MVRV",
|
||||
title: title("MVRV"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({
|
||||
series: tree.realized.mvrv,
|
||||
name,
|
||||
color,
|
||||
unit: Unit.ratio,
|
||||
base: 1,
|
||||
}),
|
||||
line({ series: tree.realized.cap.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
...groupedDeltaAndMvrv(list, all, title),
|
||||
],
|
||||
};
|
||||
}
|
||||
@@ -179,71 +147,25 @@ export function createGroupedValuationSection({ list, all, title }) {
|
||||
* @param {{ list: readonly (CohortAll | CohortFull | CohortLongTerm)[], all: CohortAll, title: (name: string) => string }} args
|
||||
* @returns {PartialOptionsGroup}
|
||||
*/
|
||||
export function createGroupedValuationSectionWithOwnMarketCap({
|
||||
list,
|
||||
all,
|
||||
title,
|
||||
}) {
|
||||
export function createGroupedValuationSectionWithOwnMarketCap({ list, all, title }) {
|
||||
return {
|
||||
name: "Valuation",
|
||||
name: "Capitalization",
|
||||
tree: [
|
||||
{
|
||||
name: "Realized Cap",
|
||||
tree: [
|
||||
{
|
||||
name: "USD",
|
||||
title: title("Realized Cap"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.realized.cap.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Market Cap",
|
||||
title: title("Realized Cap (% of Own Market Cap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.toOwnMcap, name, color }),
|
||||
),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Change",
|
||||
tree: [
|
||||
{
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Change (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: 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.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
})),
|
||||
},
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "MVRV",
|
||||
title: title("MVRV"),
|
||||
name: "Total",
|
||||
title: title("Realized Cap"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({
|
||||
series: tree.realized.mvrv,
|
||||
name,
|
||||
color,
|
||||
unit: Unit.ratio,
|
||||
base: 1,
|
||||
}),
|
||||
line({ series: tree.realized.cap.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Market Cap",
|
||||
title: title("Realized Cap (% of Own Market Cap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.toOwnMcap, name, color }),
|
||||
),
|
||||
},
|
||||
...groupedDeltaAndMvrv(list, all, title),
|
||||
],
|
||||
};
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user