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global: snapshot part 8
This commit is contained in:
nym21
@@ -1,176 +1,144 @@
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/**
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* Valuation section builders
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* Capitalization section builders
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*
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* Structure:
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* - Realized Cap: Total value at cost basis (USD)
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* - 30d Change: Recent realized cap changes
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* - Total: Realized Cap (USD)
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* - Profitability: Invested Capital (Total + In Profit + In Loss) [full only]
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* - MVRV: Market Value to Realized Value ratio
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*
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* For cohorts WITH full ratio patterns: MVRV uses createRatioChart (price + percentiles)
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* For cohorts WITHOUT full ratio patterns: MVRV is simple baseline
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* - % of Own Market Cap [full only]
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* - Change: Rolling window absolute changes
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* - Growth Rate: Rolling window rate of change
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*/
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import { Unit } from "../../utils/units.js";
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import { ROLLING_WINDOWS, line, baseline, mapWindows, sumsTree, rollingPercentRatioTree, percentRatio, percentRatioBaseline } from "../series.js";
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import { colors } from "../../utils/colors.js";
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import { ROLLING_WINDOWS, line, baseline, mapWindows, sumsTreeBaseline, rollingPercentRatioTree, percentRatio, percentRatioBaseline } from "../series.js";
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import { createRatioChart, mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
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// ============================================================================
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// Shared building blocks
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// ============================================================================
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/**
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* @param {UtxoCohortObject | CohortWithoutRelative} cohort
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* @returns {AnyFetchedSeriesBlueprint[]}
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* Single cohort: Change + Growth Rate items (flat)
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* @param {UtxoCohortObject["tree"]} tree
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* @param {(name: string) => string} title
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* @returns {PartialOptionsTree}
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*/
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function createSingleRealizedCapSeries(cohort) {
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const { color, tree } = cohort;
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function singleDeltaItems(tree, title) {
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return [
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line({
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series: tree.realized.cap.usd,
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name: "Realized Cap",
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color,
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unit: Unit.usd,
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}),
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{ ...sumsTreeBaseline({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd }), name: "Change" },
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{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Growth Rate" },
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];
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}
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/**
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* Create valuation section for cohorts with full ratio patterns
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* (CohortAll, CohortFull, CohortWithPercentiles)
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* Grouped: Change + Growth Rate + MVRV items (flat)
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* @param {readonly (UtxoCohortObject | CohortWithoutRelative)[]} list
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* @param {CohortAll} all
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* @param {(name: string) => string} title
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* @returns {PartialOptionsTree}
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*/
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function groupedDeltaAndMvrv(list, all, title) {
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return [
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{
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name: "Change",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Realized Cap Change (${w.title})`),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
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),
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})),
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},
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{
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name: "Growth Rate",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Realized Cap Rate (${w.title})`),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
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percentRatioBaseline({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
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),
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})),
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},
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{
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name: "MVRV",
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title: title("MVRV"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({ series: tree.realized.mvrv, name, color, unit: Unit.ratio, base: 1 }),
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),
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},
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];
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}
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// ============================================================================
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// Single Cohort Sections
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// ============================================================================
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/**
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* Full capitalization (has invested capital, own market cap ratio, full MVRV)
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* @param {{ cohort: CohortAll | CohortFull | CohortLongTerm, title: (name: string) => string }} args
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* @returns {PartialOptionsGroup}
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*/
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export function createValuationSectionFull({ cohort, title }) {
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const { tree, color } = cohort;
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return {
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name: "Valuation",
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name: "Capitalization",
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tree: [
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{ name: "Total", title: title("Realized Cap"), bottom: [line({ series: tree.realized.cap.usd, name: "Realized Cap", color, unit: Unit.usd })] },
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{
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name: "Realized Cap",
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tree: [
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{
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name: "USD",
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title: title("Realized Cap"),
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bottom: createSingleRealizedCapSeries(cohort),
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},
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{
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name: "% of Own Market Cap",
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title: title("Realized Cap (% of Own Market Cap)"),
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bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own Market Cap", color }),
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},
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name: "Profitability",
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title: title("Invested Capital"),
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bottom: [
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line({ series: tree.realized.cap.usd, name: "Total", color: colors.default, unit: Unit.usd }),
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line({ series: tree.unrealized.investedCapital.inProfit.usd, name: "In Profit", color: colors.profit, unit: Unit.usd }),
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line({ series: tree.unrealized.investedCapital.inLoss.usd, name: "In Loss", color: colors.loss, unit: Unit.usd }),
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],
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},
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{
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name: "Change",
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tree: [
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{ ...sumsTree({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd, series: baseline }), name: "Absolute" },
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{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Rate" },
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],
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},
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createRatioChart({
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title,
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pricePattern: tree.realized.price,
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ratio: tree.realized.price,
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color,
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name: "MVRV",
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}),
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createRatioChart({ title, pricePattern: tree.realized.price, ratio: tree.realized.price, color, name: "MVRV" }),
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{ 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 }) },
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...singleDeltaItems(tree, title),
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],
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};
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}
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/**
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* Create valuation section for cohorts with basic ratio patterns
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* (CohortWithAdjusted, CohortBasic, CohortAddr, CohortWithoutRelative)
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* Basic capitalization (no invested capital, simple MVRV)
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* @param {{ cohort: CohortWithAdjusted | CohortBasic | CohortAddr | CohortWithoutRelative, title: (name: string) => string }} args
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* @returns {PartialOptionsGroup}
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*/
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export function createValuationSection({ cohort, title }) {
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const { tree } = cohort;
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return {
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name: "Valuation",
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name: "Capitalization",
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tree: [
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{
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name: "Realized Cap",
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title: title("Realized Cap"),
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bottom: createSingleRealizedCapSeries(cohort),
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},
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{
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name: "Change",
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tree: [
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{ ...sumsTree({ windows: mapWindows(tree.realized.cap.delta.absolute, (c) => c.usd), title: title("Realized Cap Change"), unit: Unit.usd, series: baseline }), name: "Absolute" },
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{ ...rollingPercentRatioTree({ windows: tree.realized.cap.delta.rate, title: title("Realized Cap Rate") }), name: "Rate" },
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],
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},
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{
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name: "MVRV",
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title: title("MVRV"),
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bottom: [
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baseline({
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series: tree.realized.mvrv,
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name: "MVRV",
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unit: Unit.ratio,
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base: 1,
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}),
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],
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},
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{ name: "Total", title: title("Realized Cap"), bottom: [line({ series: tree.realized.cap.usd, name: "Realized Cap", color: cohort.color, unit: Unit.usd })] },
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...singleDeltaItems(tree, title),
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{ name: "MVRV", title: title("MVRV"), bottom: [baseline({ series: tree.realized.mvrv, name: "MVRV", unit: Unit.ratio, base: 1 })] },
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],
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};
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}
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// ============================================================================
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// Grouped Cohort Sections
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// ============================================================================
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/**
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* @param {{ list: readonly (UtxoCohortObject | CohortWithoutRelative)[], all: CohortAll, title: (name: string) => string }} args
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* @returns {PartialOptionsGroup}
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*/
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export function createGroupedValuationSection({ list, all, title }) {
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return {
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name: "Valuation",
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name: "Capitalization",
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tree: [
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{
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name: "Realized Cap",
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name: "Total",
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title: title("Realized Cap"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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line({
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series: tree.realized.cap.usd,
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name,
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color,
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unit: Unit.usd,
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}),
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),
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},
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{
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name: "Change",
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tree: [
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{
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name: "Absolute",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Realized Cap Change (${w.title})`),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
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),
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})),
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},
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{
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name: "Rate",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Realized Cap Rate (${w.title})`),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
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percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, 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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{
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name: "MVRV",
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title: title("MVRV"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({
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series: tree.realized.mvrv,
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name,
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color,
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unit: Unit.ratio,
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base: 1,
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}),
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line({ series: tree.realized.cap.usd, name, color, unit: Unit.usd }),
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),
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},
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...groupedDeltaAndMvrv(list, all, title),
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],
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};
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}
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@@ -179,71 +147,25 @@ export function createGroupedValuationSection({ list, all, title }) {
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* @param {{ list: readonly (CohortAll | CohortFull | CohortLongTerm)[], all: CohortAll, title: (name: string) => string }} args
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* @returns {PartialOptionsGroup}
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*/
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export function createGroupedValuationSectionWithOwnMarketCap({
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list,
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all,
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title,
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}) {
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export function createGroupedValuationSectionWithOwnMarketCap({ list, all, title }) {
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return {
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name: "Valuation",
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name: "Capitalization",
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tree: [
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{
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name: "Realized Cap",
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tree: [
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{
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name: "USD",
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title: title("Realized Cap"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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line({ series: tree.realized.cap.usd, name, color, unit: Unit.usd }),
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),
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},
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{
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name: "% of Own Market Cap",
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title: title("Realized Cap (% of Own Market Cap)"),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
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percentRatio({ pattern: tree.realized.cap.toOwnMcap, name, 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: "Change",
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tree: [
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{
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name: "Absolute",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Realized Cap Change (${w.title})`),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
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),
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})),
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},
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{
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name: "Rate",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Realized Cap Rate (${w.title})`),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
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percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, 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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{
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name: "MVRV",
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title: title("MVRV"),
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name: "Total",
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title: title("Realized Cap"),
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bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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baseline({
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series: tree.realized.mvrv,
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name,
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color,
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unit: Unit.ratio,
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base: 1,
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}),
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line({ series: tree.realized.cap.usd, name, color, unit: Unit.usd }),
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),
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},
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{
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name: "% of Own Market Cap",
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title: title("Realized Cap (% of Own Market Cap)"),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
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percentRatio({ pattern: tree.realized.cap.toOwnMcap, name, color }),
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),
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},
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...groupedDeltaAndMvrv(list, all, title),
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],
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};
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}
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