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https://github.com/bitcoinresearchkit/brk.git
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global: snapshot
This commit is contained in:
+207
-192
@@ -1584,7 +1584,8 @@ function createMetricPattern35(client, name) { return /** @type {MetricPattern35
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* @property {MetricPattern18<CentsSquaredSats>} investorCapRaw
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* @property {CentsSatsUsdPattern} investorPrice
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* @property {BpsRatioPattern} investorPriceRatio
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* @property {RatioPattern} investorPriceRatioExt
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* @property {RatioPattern} investorPriceRatioPercentiles
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* @property {RatioPattern2} investorPriceRatioStdDev
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* @property {MetricPattern1<Cents>} lossValueCreated
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* @property {MetricPattern1<Cents>} lossValueDestroyed
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* @property {CentsSatsUsdPattern} lowerPriceBand
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@@ -1611,7 +1612,8 @@ function createMetricPattern35(client, name) { return /** @type {MetricPattern35
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* @property {_1m1w1y24hPattern<Cents>} realizedLossSum
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* @property {CentsSatsUsdPattern} realizedPrice
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* @property {BpsRatioPattern} realizedPriceRatio
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* @property {RatioPattern} realizedPriceRatioExt
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* @property {RatioPattern} realizedPriceRatioPercentiles
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* @property {RatioPattern2} realizedPriceRatioStdDev
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* @property {CumulativeHeightPattern<Cents>} realizedProfit
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* @property {MetricPattern1<Cents>} realizedProfitEma1w
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* @property {BpsPercentRatioPattern} realizedProfitRelToRealizedCap
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@@ -1653,7 +1655,8 @@ function createAdjustedCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfit
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investorCapRaw: createMetricPattern18(client, _m(acc, 'investor_cap_raw')),
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investorPrice: createCentsSatsUsdPattern(client, _m(acc, 'investor_price')),
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investorPriceRatio: createBpsRatioPattern(client, _m(acc, 'investor_price_ratio')),
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investorPriceRatioExt: createRatioPattern(client, _m(acc, 'investor_price_ratio')),
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investorPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'investor_price_ratio')),
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investorPriceRatioStdDev: createRatioPattern2(client, _m(acc, 'investor_price_ratio')),
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lossValueCreated: createMetricPattern1(client, _m(acc, 'loss_value_created')),
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lossValueDestroyed: createMetricPattern1(client, _m(acc, 'loss_value_destroyed')),
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lowerPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'lower_price_band')),
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@@ -1680,7 +1683,133 @@ function createAdjustedCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfit
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realizedLossSum: create_1m1w1y24hPattern(client, _m(acc, 'realized_loss')),
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realizedPrice: createCentsSatsUsdPattern(client, _m(acc, 'realized_price')),
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realizedPriceRatio: createBpsRatioPattern(client, _m(acc, 'realized_price_ratio')),
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realizedPriceRatioExt: createRatioPattern(client, _m(acc, 'realized_price_ratio')),
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realizedPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'realized_price_ratio')),
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realizedPriceRatioStdDev: createRatioPattern2(client, _m(acc, 'realized_price_ratio')),
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realizedProfit: createCumulativeHeightPattern(client, _m(acc, 'realized_profit')),
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realizedProfitEma1w: createMetricPattern1(client, _m(acc, 'realized_profit_ema_1w')),
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realizedProfitRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_profit_rel_to_realized_cap')),
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realizedProfitSum: create_1m1w1y24hPattern(client, _m(acc, 'realized_profit')),
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realizedProfitToLossRatio: create_1m1w1y24hPattern(client, _m(acc, 'realized_profit_to_loss_ratio')),
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sellSideRiskRatio: create_1m1w1y24hPattern2(client, _m(acc, 'sell_side_risk_ratio')),
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sellSideRiskRatio24hEma: create_1m1wPattern(client, _m(acc, 'sell_side_risk_ratio_24h_ema')),
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sentInLoss: createBaseCumulativePattern(client, _m(acc, 'sent_in_loss')),
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sentInLossEma: create_2wPattern(client, _m(acc, 'sent_in_loss_ema_2w')),
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sentInProfit: createBaseCumulativePattern(client, _m(acc, 'sent_in_profit')),
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sentInProfitEma: create_2wPattern(client, _m(acc, 'sent_in_profit_ema_2w')),
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sopr: create_1m1w1y24hPattern(client, _m(acc, 'sopr')),
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sopr24hEma: create_1m1wPattern2(client, _m(acc, 'sopr_24h_ema')),
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upperPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'upper_price_band')),
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valueCreated: createMetricPattern1(client, _m(acc, 'value_created')),
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valueCreatedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_created')),
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valueDestroyed: createMetricPattern1(client, _m(acc, 'value_destroyed')),
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valueDestroyedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_destroyed')),
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};
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}
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/**
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* @typedef {Object} CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2
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* @property {MetricPattern18<CentsSats>} capRaw
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* @property {MetricPattern1<Dollars>} capitulationFlow
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* @property {CentsUsdPattern} grossPnl
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* @property {_1m1w1y24hPattern<Cents>} grossPnlSum
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* @property {MetricPattern18<CentsSquaredSats>} investorCapRaw
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* @property {CentsSatsUsdPattern} investorPrice
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* @property {BpsRatioPattern} investorPriceRatio
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* @property {RatioPattern} investorPriceRatioPercentiles
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* @property {RatioPattern2} investorPriceRatioStdDev
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* @property {MetricPattern1<Cents>} lossValueCreated
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* @property {MetricPattern1<Cents>} lossValueDestroyed
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* @property {CentsSatsUsdPattern} lowerPriceBand
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* @property {MetricPattern1<StoredF32>} mvrv
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* @property {MetricPattern1<Dollars>} negRealizedLoss
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* @property {MetricPattern1<CentsSigned>} netPnlChange1m
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* @property {BpsPercentRatioPattern} netPnlChange1mRelToMarketCap
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* @property {BpsPercentRatioPattern} netPnlChange1mRelToRealizedCap
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* @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl
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* @property {MetricPattern1<CentsSigned>} netRealizedPnlEma1w
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* @property {BpsPercentRatioPattern} netRealizedPnlRelToRealizedCap
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* @property {CumulativeHeightPattern<Cents>} peakRegret
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* @property {BpsPercentRatioPattern} peakRegretRelToRealizedCap
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* @property {MetricPattern1<Dollars>} profitFlow
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* @property {MetricPattern1<Cents>} profitValueCreated
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* @property {MetricPattern1<Cents>} profitValueDestroyed
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* @property {MetricPattern1<Dollars>} realizedCap
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* @property {MetricPattern1<Cents>} realizedCapCents
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* @property {MetricPattern1<CentsSigned>} realizedCapChange1m
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* @property {BpsPercentRatioPattern} realizedCapRelToOwnMarketCap
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* @property {CumulativeHeightPattern<Cents>} realizedLoss
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* @property {MetricPattern1<Cents>} realizedLossEma1w
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* @property {BpsPercentRatioPattern} realizedLossRelToRealizedCap
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* @property {_1m1w1y24hPattern<Cents>} realizedLossSum
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* @property {CentsSatsUsdPattern} realizedPrice
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* @property {BpsRatioPattern} realizedPriceRatio
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* @property {RatioPattern} realizedPriceRatioPercentiles
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* @property {RatioPattern2} realizedPriceRatioStdDev
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* @property {CumulativeHeightPattern<Cents>} realizedProfit
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* @property {MetricPattern1<Cents>} realizedProfitEma1w
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* @property {BpsPercentRatioPattern} realizedProfitRelToRealizedCap
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* @property {_1m1w1y24hPattern<Cents>} realizedProfitSum
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* @property {_1m1w1y24hPattern<StoredF64>} realizedProfitToLossRatio
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* @property {_1m1w1y24hPattern2} sellSideRiskRatio
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* @property {_1m1wPattern} sellSideRiskRatio24hEma
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* @property {BaseCumulativePattern} sentInLoss
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* @property {_2wPattern} sentInLossEma
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* @property {BaseCumulativePattern} sentInProfit
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* @property {_2wPattern} sentInProfitEma
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* @property {_1m1w1y24hPattern<StoredF64>} sopr
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* @property {_1m1wPattern2} sopr24hEma
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* @property {CentsSatsUsdPattern} upperPriceBand
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* @property {MetricPattern1<Cents>} valueCreated
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* @property {_1m1w1y24hPattern<Cents>} valueCreatedSum
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* @property {MetricPattern1<Cents>} valueDestroyed
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* @property {_1m1w1y24hPattern<Cents>} valueDestroyedSum
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*/
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/**
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* Create a CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2 pattern node
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* @param {BrkClientBase} client
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* @param {string} acc - Accumulated metric name
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* @returns {CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2}
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*/
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function createCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2(client, acc) {
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return {
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capRaw: createMetricPattern18(client, _m(acc, 'cap_raw')),
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capitulationFlow: createMetricPattern1(client, _m(acc, 'capitulation_flow')),
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grossPnl: createCentsUsdPattern(client, _m(acc, 'realized_gross_pnl')),
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grossPnlSum: create_1m1w1y24hPattern(client, _m(acc, 'gross_pnl_sum')),
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investorCapRaw: createMetricPattern18(client, _m(acc, 'investor_cap_raw')),
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investorPrice: createCentsSatsUsdPattern(client, _m(acc, 'investor_price')),
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investorPriceRatio: createBpsRatioPattern(client, _m(acc, 'investor_price_ratio')),
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investorPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'investor_price_ratio')),
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investorPriceRatioStdDev: createRatioPattern2(client, _m(acc, 'investor_price_ratio')),
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lossValueCreated: createMetricPattern1(client, _m(acc, 'loss_value_created')),
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lossValueDestroyed: createMetricPattern1(client, _m(acc, 'loss_value_destroyed')),
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lowerPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'lower_price_band')),
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mvrv: createMetricPattern1(client, _m(acc, 'mvrv')),
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negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')),
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netPnlChange1m: createMetricPattern1(client, _m(acc, 'net_pnl_change_1m')),
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netPnlChange1mRelToMarketCap: createBpsPercentRatioPattern(client, _m(acc, 'net_pnl_change_1m_rel_to_market_cap')),
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netPnlChange1mRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_pnl_change_1m_rel_to_realized_cap')),
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netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')),
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netRealizedPnlEma1w: createMetricPattern1(client, _m(acc, 'net_realized_pnl_ema_1w')),
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netRealizedPnlRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap')),
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peakRegret: createCumulativeHeightPattern(client, _m(acc, 'realized_peak_regret')),
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peakRegretRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_peak_regret_rel_to_realized_cap')),
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profitFlow: createMetricPattern1(client, _m(acc, 'profit_flow')),
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profitValueCreated: createMetricPattern1(client, _m(acc, 'profit_value_created')),
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profitValueDestroyed: createMetricPattern1(client, _m(acc, 'profit_value_destroyed')),
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realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')),
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realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')),
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realizedCapChange1m: createMetricPattern1(client, _m(acc, 'realized_cap_change_1m')),
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realizedCapRelToOwnMarketCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_cap_rel_to_own_market_cap')),
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realizedLoss: createCumulativeHeightPattern(client, _m(acc, 'realized_loss')),
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realizedLossEma1w: createMetricPattern1(client, _m(acc, 'realized_loss_ema_1w')),
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realizedLossRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_loss_rel_to_realized_cap')),
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realizedLossSum: create_1m1w1y24hPattern(client, _m(acc, 'realized_loss')),
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realizedPrice: createCentsSatsUsdPattern(client, _m(acc, 'realized_price')),
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realizedPriceRatio: createBpsRatioPattern(client, _m(acc, 'realized_price_ratio')),
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realizedPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'realized_price_ratio')),
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realizedPriceRatioStdDev: createRatioPattern2(client, _m(acc, 'realized_price_ratio')),
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realizedProfit: createCumulativeHeightPattern(client, _m(acc, 'realized_profit')),
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realizedProfitEma1w: createMetricPattern1(client, _m(acc, 'realized_profit_ema_1w')),
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realizedProfitRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_profit_rel_to_realized_cap')),
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@@ -1823,127 +1952,6 @@ function createAdjustedCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfit
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};
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}
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/**
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* @typedef {Object} CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2
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* @property {MetricPattern18<CentsSats>} capRaw
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* @property {MetricPattern1<Dollars>} capitulationFlow
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* @property {CentsUsdPattern} grossPnl
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* @property {_1m1w1y24hPattern<Cents>} grossPnlSum
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* @property {MetricPattern18<CentsSquaredSats>} investorCapRaw
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* @property {CentsSatsUsdPattern} investorPrice
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* @property {BpsRatioPattern} investorPriceRatio
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* @property {RatioPattern} investorPriceRatioExt
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* @property {MetricPattern1<Cents>} lossValueCreated
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* @property {MetricPattern1<Cents>} lossValueDestroyed
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* @property {CentsSatsUsdPattern} lowerPriceBand
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* @property {MetricPattern1<StoredF32>} mvrv
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* @property {MetricPattern1<Dollars>} negRealizedLoss
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* @property {MetricPattern1<CentsSigned>} netPnlChange1m
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* @property {BpsPercentRatioPattern} netPnlChange1mRelToMarketCap
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* @property {BpsPercentRatioPattern} netPnlChange1mRelToRealizedCap
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* @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl
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* @property {MetricPattern1<CentsSigned>} netRealizedPnlEma1w
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* @property {BpsPercentRatioPattern} netRealizedPnlRelToRealizedCap
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* @property {CumulativeHeightPattern<Cents>} peakRegret
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* @property {BpsPercentRatioPattern} peakRegretRelToRealizedCap
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* @property {MetricPattern1<Dollars>} profitFlow
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* @property {MetricPattern1<Cents>} profitValueCreated
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* @property {MetricPattern1<Cents>} profitValueDestroyed
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* @property {MetricPattern1<Dollars>} realizedCap
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* @property {MetricPattern1<Cents>} realizedCapCents
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* @property {MetricPattern1<CentsSigned>} realizedCapChange1m
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* @property {BpsPercentRatioPattern} realizedCapRelToOwnMarketCap
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* @property {CumulativeHeightPattern<Cents>} realizedLoss
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* @property {MetricPattern1<Cents>} realizedLossEma1w
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* @property {BpsPercentRatioPattern} realizedLossRelToRealizedCap
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* @property {_1m1w1y24hPattern<Cents>} realizedLossSum
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* @property {CentsSatsUsdPattern} realizedPrice
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* @property {BpsRatioPattern} realizedPriceRatio
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* @property {RatioPattern} realizedPriceRatioExt
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* @property {CumulativeHeightPattern<Cents>} realizedProfit
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* @property {MetricPattern1<Cents>} realizedProfitEma1w
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* @property {BpsPercentRatioPattern} realizedProfitRelToRealizedCap
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* @property {_1m1w1y24hPattern<Cents>} realizedProfitSum
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* @property {_1m1w1y24hPattern<StoredF64>} realizedProfitToLossRatio
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* @property {_1m1w1y24hPattern2} sellSideRiskRatio
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* @property {_1m1wPattern} sellSideRiskRatio24hEma
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* @property {BaseCumulativePattern} sentInLoss
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* @property {_2wPattern} sentInLossEma
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* @property {BaseCumulativePattern} sentInProfit
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* @property {_2wPattern} sentInProfitEma
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* @property {_1m1w1y24hPattern<StoredF64>} sopr
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* @property {_1m1wPattern2} sopr24hEma
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* @property {CentsSatsUsdPattern} upperPriceBand
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* @property {MetricPattern1<Cents>} valueCreated
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* @property {_1m1w1y24hPattern<Cents>} valueCreatedSum
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* @property {MetricPattern1<Cents>} valueDestroyed
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* @property {_1m1w1y24hPattern<Cents>} valueDestroyedSum
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*/
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/**
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* Create a CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2 pattern node
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* @param {BrkClientBase} client
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* @param {string} acc - Accumulated metric name
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* @returns {CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2}
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*/
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function createCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern2(client, acc) {
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return {
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capRaw: createMetricPattern18(client, _m(acc, 'cap_raw')),
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capitulationFlow: createMetricPattern1(client, _m(acc, 'capitulation_flow')),
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grossPnl: createCentsUsdPattern(client, _m(acc, 'realized_gross_pnl')),
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grossPnlSum: create_1m1w1y24hPattern(client, _m(acc, 'gross_pnl_sum')),
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investorCapRaw: createMetricPattern18(client, _m(acc, 'investor_cap_raw')),
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investorPrice: createCentsSatsUsdPattern(client, _m(acc, 'investor_price')),
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investorPriceRatio: createBpsRatioPattern(client, _m(acc, 'investor_price_ratio')),
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investorPriceRatioExt: createRatioPattern(client, _m(acc, 'investor_price_ratio')),
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lossValueCreated: createMetricPattern1(client, _m(acc, 'loss_value_created')),
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lossValueDestroyed: createMetricPattern1(client, _m(acc, 'loss_value_destroyed')),
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lowerPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'lower_price_band')),
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mvrv: createMetricPattern1(client, _m(acc, 'mvrv')),
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negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')),
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netPnlChange1m: createMetricPattern1(client, _m(acc, 'net_pnl_change_1m')),
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netPnlChange1mRelToMarketCap: createBpsPercentRatioPattern(client, _m(acc, 'net_pnl_change_1m_rel_to_market_cap')),
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netPnlChange1mRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_pnl_change_1m_rel_to_realized_cap')),
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netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')),
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netRealizedPnlEma1w: createMetricPattern1(client, _m(acc, 'net_realized_pnl_ema_1w')),
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netRealizedPnlRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap')),
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peakRegret: createCumulativeHeightPattern(client, _m(acc, 'realized_peak_regret')),
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peakRegretRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_peak_regret_rel_to_realized_cap')),
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profitFlow: createMetricPattern1(client, _m(acc, 'profit_flow')),
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profitValueCreated: createMetricPattern1(client, _m(acc, 'profit_value_created')),
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profitValueDestroyed: createMetricPattern1(client, _m(acc, 'profit_value_destroyed')),
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realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')),
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realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')),
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realizedCapChange1m: createMetricPattern1(client, _m(acc, 'realized_cap_change_1m')),
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realizedCapRelToOwnMarketCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_cap_rel_to_own_market_cap')),
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realizedLoss: createCumulativeHeightPattern(client, _m(acc, 'realized_loss')),
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realizedLossEma1w: createMetricPattern1(client, _m(acc, 'realized_loss_ema_1w')),
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realizedLossRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_loss_rel_to_realized_cap')),
|
||||
realizedLossSum: create_1m1w1y24hPattern(client, _m(acc, 'realized_loss')),
|
||||
realizedPrice: createCentsSatsUsdPattern(client, _m(acc, 'realized_price')),
|
||||
realizedPriceRatio: createBpsRatioPattern(client, _m(acc, 'realized_price_ratio')),
|
||||
realizedPriceRatioExt: createRatioPattern(client, _m(acc, 'realized_price_ratio')),
|
||||
realizedProfit: createCumulativeHeightPattern(client, _m(acc, 'realized_profit')),
|
||||
realizedProfitEma1w: createMetricPattern1(client, _m(acc, 'realized_profit_ema_1w')),
|
||||
realizedProfitRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_profit_rel_to_realized_cap')),
|
||||
realizedProfitSum: create_1m1w1y24hPattern(client, _m(acc, 'realized_profit')),
|
||||
realizedProfitToLossRatio: create_1m1w1y24hPattern(client, _m(acc, 'realized_profit_to_loss_ratio')),
|
||||
sellSideRiskRatio: create_1m1w1y24hPattern2(client, _m(acc, 'sell_side_risk_ratio')),
|
||||
sellSideRiskRatio24hEma: create_1m1wPattern(client, _m(acc, 'sell_side_risk_ratio_24h_ema')),
|
||||
sentInLoss: createBaseCumulativePattern(client, _m(acc, 'sent_in_loss')),
|
||||
sentInLossEma: create_2wPattern(client, _m(acc, 'sent_in_loss_ema_2w')),
|
||||
sentInProfit: createBaseCumulativePattern(client, _m(acc, 'sent_in_profit')),
|
||||
sentInProfitEma: create_2wPattern(client, _m(acc, 'sent_in_profit_ema_2w')),
|
||||
sopr: create_1m1w1y24hPattern(client, _m(acc, 'sopr')),
|
||||
sopr24hEma: create_1m1wPattern2(client, _m(acc, 'sopr_24h_ema')),
|
||||
upperPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'upper_price_band')),
|
||||
valueCreated: createMetricPattern1(client, _m(acc, 'value_created')),
|
||||
valueCreatedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_created')),
|
||||
valueDestroyed: createMetricPattern1(client, _m(acc, 'value_destroyed')),
|
||||
valueDestroyedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_destroyed')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSoprUpperValuePattern
|
||||
* @property {MetricPattern18<CentsSats>} capRaw
|
||||
@@ -2124,61 +2132,6 @@ function create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} BpsRatioPattern2
|
||||
* @property {MetricPattern1<BasisPoints32>} bps
|
||||
* @property {MetricPattern1<StoredF32>} ratio
|
||||
* @property {BpsRatioPattern} ratioPct1
|
||||
* @property {CentsSatsUsdPattern} ratioPct1Price
|
||||
* @property {BpsRatioPattern} ratioPct2
|
||||
* @property {CentsSatsUsdPattern} ratioPct2Price
|
||||
* @property {BpsRatioPattern} ratioPct5
|
||||
* @property {CentsSatsUsdPattern} ratioPct5Price
|
||||
* @property {BpsRatioPattern} ratioPct95
|
||||
* @property {CentsSatsUsdPattern} ratioPct95Price
|
||||
* @property {BpsRatioPattern} ratioPct98
|
||||
* @property {CentsSatsUsdPattern} ratioPct98Price
|
||||
* @property {BpsRatioPattern} ratioPct99
|
||||
* @property {CentsSatsUsdPattern} ratioPct99Price
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd1y
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd2y
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd4y
|
||||
* @property {BpsRatioPattern} ratioSma1m
|
||||
* @property {BpsRatioPattern} ratioSma1w
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a BpsRatioPattern2 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated metric name
|
||||
* @returns {BpsRatioPattern2}
|
||||
*/
|
||||
function createBpsRatioPattern2(client, acc) {
|
||||
return {
|
||||
bps: createMetricPattern1(client, _m(acc, 'bps')),
|
||||
ratio: createMetricPattern1(client, acc),
|
||||
ratioPct1: createBpsRatioPattern(client, _m(acc, 'pct1')),
|
||||
ratioPct1Price: createCentsSatsUsdPattern(client, _m(acc, 'pct1')),
|
||||
ratioPct2: createBpsRatioPattern(client, _m(acc, 'pct2')),
|
||||
ratioPct2Price: createCentsSatsUsdPattern(client, _m(acc, 'pct2')),
|
||||
ratioPct5: createBpsRatioPattern(client, _m(acc, 'pct5')),
|
||||
ratioPct5Price: createCentsSatsUsdPattern(client, _m(acc, 'pct5')),
|
||||
ratioPct95: createBpsRatioPattern(client, _m(acc, 'pct95')),
|
||||
ratioPct95Price: createCentsSatsUsdPattern(client, _m(acc, 'pct95')),
|
||||
ratioPct98: createBpsRatioPattern(client, _m(acc, 'pct98')),
|
||||
ratioPct98Price: createCentsSatsUsdPattern(client, _m(acc, 'pct98')),
|
||||
ratioPct99: createBpsRatioPattern(client, _m(acc, 'pct99')),
|
||||
ratioPct99Price: createCentsSatsUsdPattern(client, _m(acc, 'pct99')),
|
||||
ratioSd: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd1y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd2y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd4y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSma1m: createBpsRatioPattern(client, _m(acc, 'sma_1m')),
|
||||
ratioSma1w: createBpsRatioPattern(client, _m(acc, 'sma_1w')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} InvestedNegNetNuplSupplyUnrealizedPattern2
|
||||
* @property {BpsPercentRatioPattern} investedCapitalInLossRelToRealizedCap
|
||||
@@ -2288,7 +2241,9 @@ function createPct05Pct10Pct15Pct20Pct25Pct30Pct35Pct40Pct45Pct50Pct55Pct60Pct65
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} RatioPattern
|
||||
* @typedef {Object} BpsRatioPattern2
|
||||
* @property {MetricPattern1<BasisPoints32>} bps
|
||||
* @property {MetricPattern1<StoredF32>} ratio
|
||||
* @property {BpsRatioPattern} ratioPct1
|
||||
* @property {CentsSatsUsdPattern} ratioPct1Price
|
||||
* @property {BpsRatioPattern} ratioPct2
|
||||
@@ -2301,22 +2256,20 @@ function createPct05Pct10Pct15Pct20Pct25Pct30Pct35Pct40Pct45Pct50Pct55Pct60Pct65
|
||||
* @property {CentsSatsUsdPattern} ratioPct98Price
|
||||
* @property {BpsRatioPattern} ratioPct99
|
||||
* @property {CentsSatsUsdPattern} ratioPct99Price
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd1y
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd2y
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd4y
|
||||
* @property {BpsRatioPattern} ratioSma1m
|
||||
* @property {BpsRatioPattern} ratioSma1w
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a RatioPattern pattern node
|
||||
* Create a BpsRatioPattern2 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated metric name
|
||||
* @returns {RatioPattern}
|
||||
* @returns {BpsRatioPattern2}
|
||||
*/
|
||||
function createRatioPattern(client, acc) {
|
||||
function createBpsRatioPattern2(client, acc) {
|
||||
return {
|
||||
bps: createMetricPattern1(client, _m(acc, 'bps')),
|
||||
ratio: createMetricPattern1(client, acc),
|
||||
ratioPct1: createBpsRatioPattern(client, _m(acc, 'pct1')),
|
||||
ratioPct1Price: createCentsSatsUsdPattern(client, _m(acc, 'pct1')),
|
||||
ratioPct2: createBpsRatioPattern(client, _m(acc, 'pct2')),
|
||||
@@ -2329,10 +2282,6 @@ function createRatioPattern(client, acc) {
|
||||
ratioPct98Price: createCentsSatsUsdPattern(client, _m(acc, 'pct98')),
|
||||
ratioPct99: createBpsRatioPattern(client, _m(acc, 'pct99')),
|
||||
ratioPct99Price: createCentsSatsUsdPattern(client, _m(acc, 'pct99')),
|
||||
ratioSd: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd1y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd2y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd4y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSma1m: createBpsRatioPattern(client, _m(acc, 'sma_1m')),
|
||||
ratioSma1w: createBpsRatioPattern(client, _m(acc, 'sma_1w')),
|
||||
};
|
||||
@@ -2385,6 +2334,49 @@ function createGreedGrossInvestedInvestorNegNetPainSupplyUnrealizedPattern(clien
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} RatioPattern
|
||||
* @property {BpsRatioPattern} ratioPct1
|
||||
* @property {CentsSatsUsdPattern} ratioPct1Price
|
||||
* @property {BpsRatioPattern} ratioPct2
|
||||
* @property {CentsSatsUsdPattern} ratioPct2Price
|
||||
* @property {BpsRatioPattern} ratioPct5
|
||||
* @property {CentsSatsUsdPattern} ratioPct5Price
|
||||
* @property {BpsRatioPattern} ratioPct95
|
||||
* @property {CentsSatsUsdPattern} ratioPct95Price
|
||||
* @property {BpsRatioPattern} ratioPct98
|
||||
* @property {CentsSatsUsdPattern} ratioPct98Price
|
||||
* @property {BpsRatioPattern} ratioPct99
|
||||
* @property {CentsSatsUsdPattern} ratioPct99Price
|
||||
* @property {BpsRatioPattern} ratioSma1m
|
||||
* @property {BpsRatioPattern} ratioSma1w
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a RatioPattern pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated metric name
|
||||
* @returns {RatioPattern}
|
||||
*/
|
||||
function createRatioPattern(client, acc) {
|
||||
return {
|
||||
ratioPct1: createBpsRatioPattern(client, _m(acc, 'pct1')),
|
||||
ratioPct1Price: createCentsSatsUsdPattern(client, _m(acc, 'pct1')),
|
||||
ratioPct2: createBpsRatioPattern(client, _m(acc, 'pct2')),
|
||||
ratioPct2Price: createCentsSatsUsdPattern(client, _m(acc, 'pct2')),
|
||||
ratioPct5: createBpsRatioPattern(client, _m(acc, 'pct5')),
|
||||
ratioPct5Price: createCentsSatsUsdPattern(client, _m(acc, 'pct5')),
|
||||
ratioPct95: createBpsRatioPattern(client, _m(acc, 'pct95')),
|
||||
ratioPct95Price: createCentsSatsUsdPattern(client, _m(acc, 'pct95')),
|
||||
ratioPct98: createBpsRatioPattern(client, _m(acc, 'pct98')),
|
||||
ratioPct98Price: createCentsSatsUsdPattern(client, _m(acc, 'pct98')),
|
||||
ratioPct99: createBpsRatioPattern(client, _m(acc, 'pct99')),
|
||||
ratioPct99Price: createCentsSatsUsdPattern(client, _m(acc, 'pct99')),
|
||||
ratioSma1m: createBpsRatioPattern(client, _m(acc, 'sma_1m')),
|
||||
ratioSma1w: createBpsRatioPattern(client, _m(acc, 'sma_1w')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} _10y1m1w1y2y3m3y4y5y6m6y8yPattern2
|
||||
* @property {BpsPercentRatioPattern} _10y
|
||||
@@ -3175,6 +3167,29 @@ function createInvestedMaxMinPercentilesPattern(client, acc) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} RatioPattern2
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd1y
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd2y
|
||||
* @property {_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern} ratioSd4y
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a RatioPattern2 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated metric name
|
||||
* @returns {RatioPattern2}
|
||||
*/
|
||||
function createRatioPattern2(client, acc) {
|
||||
return {
|
||||
ratioSd: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd1y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd2y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
ratioSd4y: create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client, acc),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @template T
|
||||
* @typedef {Object} _1m1w1y24hPattern
|
||||
|
||||
Reference in New Issue
Block a user