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global: snapshot part 3
This commit is contained in:
nym21
@@ -2,18 +2,16 @@
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* Cost Basis section builders
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*
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* Structure:
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* - Summary: Key stats (avg + median active, quartiles/extremes available)
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* - By Coin: BTC-weighted percentiles (IQR active: p25, p50, p75)
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* - By Capital: USD-weighted percentiles (IQR active: p25, p50, p75)
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* - Supply Density: Cost basis supply density percentage
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* - Per Coin: sats-weighted (profitability + distribution)
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* - Per Dollar: value-weighted (profitability + distribution)
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* - Profitability: cross-cutting (per coin + per dollar on same chart)
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* - Supply Density: cost basis supply density percentage
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*
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* Only for cohorts WITH costBasis (All, STH, LTH)
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*/
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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 { price, percentRatio } from "../series.js";
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import { mapCohortsWithAll, flatMapCohortsWithAll } from "../shared.js";
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@@ -24,7 +22,7 @@ const ACTIVE_PCTS = new Set(["pct75", "pct50", "pct25"]);
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* @param {(name: string) => string} [n]
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* @returns {FetchedPriceSeriesBlueprint[]}
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*/
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function createCorePercentileSeries(p, n = (x) => x) {
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function percentileSeries(p, n = (x) => x) {
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return entries(p)
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.reverse()
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.map(([key, s], i, arr) =>
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@@ -37,104 +35,46 @@ function createCorePercentileSeries(p, n = (x) => x) {
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);
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}
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/**
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* @param {CohortAll | CohortFull | CohortLongTerm} cohort
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* @returns {FetchedPriceSeriesBlueprint[]}
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*/
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function createSingleSummarySeries(cohort) {
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const { color, tree } = cohort;
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const p = tree.costBasis.percentiles;
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return [
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price({ series: tree.realized.price, name: "Average", color }),
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price({
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series: tree.costBasis.max,
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name: "Max (p100)",
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color: colors.stat.max,
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defaultActive: false,
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}),
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price({
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series: p.pct75,
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name: "Q3 (p75)",
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color: colors.stat.pct75,
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defaultActive: false,
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}),
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price({ series: p.pct50, name: "Median (p50)", color: colors.stat.median }),
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price({
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series: p.pct25,
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name: "Q1 (p25)",
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color: colors.stat.pct25,
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defaultActive: false,
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}),
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price({
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series: tree.costBasis.min,
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name: "Min (p0)",
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color: colors.stat.min,
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defaultActive: false,
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}),
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];
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}
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// ============================================================================
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// Single cohort helpers
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// ============================================================================
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/**
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* @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} list
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* @param {CohortAll} all
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* @returns {FetchedPriceSeriesBlueprint[]}
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* Per Coin or Per Dollar folder for a single cohort
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* @param {Object} args
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* @param {AnyPricePattern} args.avgPrice - realized price (per coin) or investor price (per dollar)
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* @param {string} args.avgName
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* @param {AnyPricePattern} args.inProfit
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* @param {AnyPricePattern} args.inLoss
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* @param {PercentilesPattern} args.percentiles
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* @param {Color} args.color
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* @param {string} args.weightLabel
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* @param {(name: string) => string} args.title
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* @param {AnyPricePattern} [args.min]
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* @param {AnyPricePattern} [args.max]
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* @returns {PartialOptionsTree}
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*/
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function createGroupedSummarySeries(list, all) {
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return mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({ series: tree.realized.price, name, color }),
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);
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}
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/**
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* @param {CohortAll | CohortFull | CohortLongTerm} cohort
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* @returns {FetchedPriceSeriesBlueprint[]}
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*/
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function createSingleByCoinSeries(cohort) {
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const { color, tree } = cohort;
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const cb = tree.costBasis;
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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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price({ series: tree.realized.price, name: "Average", color }),
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price({
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series: cb.max,
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name: "p100",
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color: colors.stat.max,
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defaultActive: false,
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}),
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...createCorePercentileSeries(cb.percentiles),
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price({
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series: cb.min,
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name: "p0",
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color: colors.stat.min,
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defaultActive: false,
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}),
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];
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}
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/**
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* @param {CohortAll | CohortFull | CohortLongTerm} cohort
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* @returns {FetchedPriceSeriesBlueprint[]}
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*/
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function createSingleByCapitalSeries(cohort) {
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const { color, tree } = cohort;
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return [
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price({ series: tree.realized.investor.price, name: "Average", color }),
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...createCorePercentileSeries(tree.costBasis.investedCapital),
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];
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}
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/**
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* @param {CohortAll | CohortFull | CohortLongTerm} cohort
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* @returns {AnyFetchedSeriesBlueprint[]}
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*/
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function createSingleSupplyDensitySeries(cohort) {
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const { tree } = cohort;
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return [
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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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}),
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...priceLines({ numbers: [100, 50, 0], unit: Unit.percentage }),
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{
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name: "Profitability",
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title: title(`Cost Basis Profitability (${weightLabel})`),
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top: [
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price({ series: inProfit, name: "In Profit", color: colors.profit }),
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price({ series: avgPrice, name: avgName, color }),
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price({ series: inLoss, name: "In Loss", color: colors.loss }),
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],
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},
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{
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name: "Distribution",
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title: title(`Cost Basis Distribution (${weightLabel})`),
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top: [
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price({ series: avgPrice, name: avgName, color }),
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...(max ? [price({ series: max, name: "p100", color: colors.stat.max, defaultActive: false })] : []),
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...percentileSeries(percentiles),
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...(min ? [price({ series: min, name: "p0", color: colors.stat.min, defaultActive: false })] : []),
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],
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},
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];
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}
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@@ -143,125 +83,171 @@ function createSingleSupplyDensitySeries(cohort) {
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* @returns {PartialOptionsGroup}
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*/
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export function createCostBasisSectionWithPercentiles({ cohort, title }) {
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const { tree, color } = cohort;
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const cb = tree.costBasis;
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return {
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name: "Cost Basis",
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tree: [
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{
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name: "Summary",
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title: title("Cost Basis Summary"),
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top: createSingleSummarySeries(cohort),
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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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inProfit: cb.inProfit.perCoin, inLoss: cb.inLoss.perCoin,
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percentiles: cb.percentiles, color, weightLabel: "BTC-weighted", title,
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min: cb.min, max: cb.max,
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}),
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},
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{
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name: "By Coin",
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title: title("Cost Basis Distribution (BTC-weighted)"),
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top: createSingleByCoinSeries(cohort),
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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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inProfit: cb.inProfit.perDollar, inLoss: cb.inLoss.perDollar,
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percentiles: cb.investedCapital, color, weightLabel: "USD-weighted", title,
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}),
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},
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{
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name: "By Capital",
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title: title("Cost Basis Distribution (USD-weighted)"),
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top: createSingleByCapitalSeries(cohort),
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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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bottom: createSingleSupplyDensitySeries(cohort),
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bottom: percentRatio({ pattern: cb.supplyDensity, name: "Supply Density", color: colors.bitcoin }),
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},
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],
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};
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}
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// ============================================================================
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// Grouped cohort helpers
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// ============================================================================
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/**
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* Per Coin or Per Dollar folder for grouped cohorts
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* @param {Object} args
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* @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} args.list
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* @param {CohortAll} args.all
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* @param {(c: CohortAll | CohortFull | CohortLongTerm) => AnyPricePattern} args.getAvgPrice
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* @param {(c: CohortAll | CohortFull | CohortLongTerm) => AnyPricePattern} args.getInProfit
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* @param {(c: CohortAll | CohortFull | CohortLongTerm) => AnyPricePattern} args.getInLoss
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* @param {(c: CohortAll | CohortFull | CohortLongTerm) => PercentilesPattern} args.getPercentiles
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* @param {string} args.avgTitle
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* @param {string} args.weightLabel
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* @param {(name: string) => string} args.title
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* @returns {PartialOptionsTree}
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*/
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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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tree: [
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{
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name: "In Profit",
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title: title(`Cost Basis In Profit (${weightLabel})`),
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top: mapCohortsWithAll(list, all, (c) =>
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price({ series: getInProfit(c), name: c.name, color: c.color }),
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),
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},
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{
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name: "In Loss",
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title: title(`Cost Basis In Loss (${weightLabel})`),
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top: mapCohortsWithAll(list, all, (c) =>
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price({ series: getInLoss(c), name: c.name, color: c.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: "Distribution",
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tree: [
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{
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name: "Average",
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title: title(`${avgTitle} Comparison`),
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top: mapCohortsWithAll(list, all, (c) =>
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price({ series: getAvgPrice(c), name: c.name, color: c.color }),
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),
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},
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...(/** @type {const} */ ([
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["pct50", "Median"],
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["pct75", "Q3"],
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["pct25", "Q1"],
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])).map(([pct, label]) => ({
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name: label,
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title: title(`Cost Basis ${label} (${weightLabel})`),
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top: mapCohortsWithAll(list, all, (c) =>
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price({ series: getPercentiles(c)[pct], name: c.name, color: c.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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/**
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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 createGroupedCostBasisSectionWithPercentiles({
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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 createGroupedCostBasisSectionWithPercentiles({ list, all, title }) {
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return {
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name: "Cost Basis",
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tree: [
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{
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name: "Summary",
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title: title("Cost Basis Summary"),
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top: createGroupedSummarySeries(list, all),
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name: "Per Coin",
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tree: groupedWeightFolder({
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list, all, title,
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getAvgPrice: (c) => c.tree.realized.price,
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getInProfit: (c) => c.tree.costBasis.inProfit.perCoin,
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getInLoss: (c) => c.tree.costBasis.inLoss.perCoin,
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getPercentiles: (c) => c.tree.costBasis.percentiles,
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avgTitle: "Average", weightLabel: "BTC-weighted",
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}),
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},
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{
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name: "By Coin",
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tree: [
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{
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name: "Average",
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title: title("Realized Price Comparison"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({ series: tree.realized.price, name, color }),
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),
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},
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{
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name: "Median",
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title: title("Cost Basis Median (BTC-weighted)"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({ series: tree.costBasis.percentiles.pct50, name, color }),
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),
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},
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{
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name: "Q3",
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title: title("Cost Basis Q3 (BTC-weighted)"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({ series: tree.costBasis.percentiles.pct75, name, color }),
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),
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},
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{
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name: "Q1",
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title: title("Cost Basis Q1 (BTC-weighted)"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({ series: tree.costBasis.percentiles.pct25, name, color }),
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),
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},
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],
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name: "Per Dollar",
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tree: groupedWeightFolder({
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list, all, title,
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getAvgPrice: (c) => c.tree.realized.investor.price,
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getInProfit: (c) => c.tree.costBasis.inProfit.perDollar,
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getInLoss: (c) => c.tree.costBasis.inLoss.perDollar,
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getPercentiles: (c) => c.tree.costBasis.investedCapital,
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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: "By Capital",
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name: "Profitability",
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tree: [
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{
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name: "Average",
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title: title("Investor Price Comparison"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({ series: tree.realized.investor.price, name, color }),
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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: "Median",
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title: title("Cost Basis Median (USD-weighted)"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({
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series: tree.costBasis.investedCapital.pct50,
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name,
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color,
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}),
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),
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},
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{
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name: "Q3",
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title: title("Cost Basis Q3 (USD-weighted)"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({
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series: tree.costBasis.investedCapital.pct75,
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name,
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color,
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}),
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),
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},
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{
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name: "Q1",
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title: title("Cost Basis Q1 (USD-weighted)"),
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top: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
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price({
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series: tree.costBasis.investedCapital.pct25,
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name,
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color,
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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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@@ -269,11 +255,7 @@ export function createGroupedCostBasisSectionWithPercentiles({
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name: "Supply Density",
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title: title("Cost Basis Supply Density"),
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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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}),
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percentRatio({ pattern: tree.costBasis.supplyDensity, name, color }),
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),
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},
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],
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