global: snapshot part 12

2026-05-30 02:19:28 -07:00 · 2026-03-21 12:20:55 +01:00
parent 573336ed80
commit 485f118a5f
6 changed files with 11964 additions and 822 deletions
--- a/crates/brk_client/src/lib.rs
+++ b/crates/brk_client/src/lib.rs
--- a/crates/brk_computer/src/distribution/metrics/realized/full.rs
+++ b/crates/brk_computer/src/distribution/metrics/realized/full.rs
@@ -24,19 +24,8 @@ use crate::distribution::metrics::ImportConfig;

 use super::RealizedCore;

-#[derive(Traversable)]
-pub struct RealizedProfitFull<M: StorageMode = Rw> {
-    pub to_rcap: PercentPerBlock<BasisPoints32, M>,
-}
-
-#[derive(Traversable)]
-pub struct RealizedLossFull<M: StorageMode = Rw> {
-    pub to_rcap: PercentPerBlock<BasisPoints32, M>,
-}
-
 #[derive(Traversable)]
 pub struct RealizedNetPnl<M: StorageMode = Rw> {
-    pub to_rcap: PercentPerBlock<BasisPointsSigned32, M>,
    #[traversable(wrap = "change_1m", rename = "to_rcap")]
    pub change_1m_to_rcap: PercentPerBlock<BasisPointsSigned32, M>,
    #[traversable(wrap = "change_1m", rename = "to_mcap")]
@@ -53,7 +42,6 @@ pub struct RealizedSopr<M: StorageMode = Rw> {
 pub struct RealizedPeakRegret<M: StorageMode = Rw> {
    #[traversable(flatten)]
    pub value: FiatPerBlockCumulativeWithSums<Cents, M>,
-    pub to_rcap: PercentPerBlock<BasisPoints32, M>,
 }

 #[derive(Traversable)]
@@ -70,8 +58,6 @@ pub struct RealizedFull<M: StorageMode = Rw> {
    #[traversable(flatten)]
    pub core: RealizedCore<M>,

-    pub profit: RealizedProfitFull<M>,
-    pub loss: RealizedLossFull<M>,
    pub gross_pnl: FiatPerBlockCumulativeWithSums<Cents, M>,
    pub sell_side_risk_ratio: PercentRollingWindows<BasisPoints32, M>,
    pub net_pnl: RealizedNetPnl<M>,
@@ -101,13 +87,6 @@ impl RealizedFull {

        let core = RealizedCore::forced_import(cfg)?;

-        let profit = RealizedProfitFull {
-            to_rcap: cfg.import("realized_profit_to_rcap", Version::new(2))?,
-        };
-        let loss = RealizedLossFull {
-            to_rcap: cfg.import("realized_loss_to_rcap", Version::new(2))?,
-        };
-
        // Gross PnL
        let gross_pnl: FiatPerBlockCumulativeWithSums<Cents> =
            cfg.import("realized_gross_pnl", v1)?;
@@ -115,7 +94,6 @@ impl RealizedFull {

        // Net PnL
        let net_pnl = RealizedNetPnl {
-            to_rcap: cfg.import("net_realized_pnl_to_rcap", Version::new(2))?,
            change_1m_to_rcap: cfg.import("net_pnl_change_1m_to_rcap", Version::new(4))?,
            change_1m_to_mcap: cfg.import("net_pnl_change_1m_to_mcap", Version::new(4))?,
        };
@@ -128,7 +106,6 @@ impl RealizedFull {
        // Peak regret
        let peak_regret = RealizedPeakRegret {
            value: cfg.import("realized_peak_regret", Version::new(3))?,
-            to_rcap: cfg.import("realized_peak_regret_to_rcap", Version::new(2))?,
        };

        // Investor
@@ -143,8 +120,6 @@ impl RealizedFull {

        Ok(Self {
            core,
-            profit,
-            loss,
            gross_pnl,
            sell_side_risk_ratio,
            net_pnl,
@@ -298,32 +273,6 @@ impl RealizedFull {
            )?;
        }

-        // Profit/loss/net_pnl rel to realized cap
-        self.profit
-            .to_rcap
-            .compute_binary::<Cents, Cents, RatioCentsBp32>(
-                starting_indexes.height,
-                &self.core.minimal.profit.block.cents,
-                &self.core.minimal.cap.cents.height,
-                exit,
-            )?;
-        self.loss
-            .to_rcap
-            .compute_binary::<Cents, Cents, RatioCentsBp32>(
-                starting_indexes.height,
-                &self.core.minimal.loss.block.cents,
-                &self.core.minimal.cap.cents.height,
-                exit,
-            )?;
-        self.net_pnl
-            .to_rcap
-            .compute_binary::<CentsSigned, Cents, RatioCentsSignedCentsBps32>(
-                starting_indexes.height,
-                &self.core.net_pnl.block.cents,
-                &self.core.minimal.cap.cents.height,
-                exit,
-            )?;
-
        // Gross PnL
        self.gross_pnl.block.cents.compute_add(
            starting_indexes.height,
@@ -351,16 +300,6 @@ impl RealizedFull {
                exit,
            )?;

-        // Peak regret rel to rcap
-        self.peak_regret
-            .to_rcap
-            .compute_binary::<Cents, Cents, RatioCentsBp32>(
-                starting_indexes.height,
-                &self.peak_regret.value.block.cents,
-                &self.core.minimal.cap.cents.height,
-                exit,
-            )?;
-
        // Investor price ratio, percentiles and bands
        self.investor
            .price
--- a/modules/brk-client/index.js
+++ b/modules/brk-client/index.js
--- a/packages/brk_client/brk_client/init.py
+++ b/packages/brk_client/brk_client/init.py
--- a/website/scripts/options/distribution/profitability.js
+++ b/website/scripts/options/distribution/profitability.js
@@ -41,7 +41,7 @@ import {
 * @returns {AnyFetchedSeriesBlueprint}
 */
 function netBaseline(s, unit) {
-  return baseline({ series: s, name: "Net P&L", unit });
+  return baseline({ series: s, name: "Net", unit });
 }

 // ============================================================================
@@ -61,7 +61,7 @@ function unrealizedOverview(profit, loss, netPnlUsd, title) {
    name: "Overview",
    title: title("Unrealized P&L"),
    bottom: [
-      baseline({ series: netPnlUsd, name: "Net P&L", unit: Unit.usd }),
+      baseline({ series: netPnlUsd, name: "Net", unit: Unit.usd }),
      dotted({
        series: profit.usd,
        name: "Profit",
@@ -119,7 +119,7 @@ function unrealizedBase(u, title) {
  return [
    unrealizedOverview(u.profit, u.loss, u.netPnl.usd, title),
    {
-      name: "Net P&L",
+      name: "Net",
      title: title("Net Unrealized P&L"),
      bottom: [netBaseline(u.netPnl.usd, Unit.usd)],
    },
@@ -227,7 +227,7 @@ function unrealizedTreeMid(u, title) {
  return [
    unrealizedOverview(u.profit, u.loss, u.netPnl.usd, title),
    {
-      name: "Net P&L",
+      name: "Net",
      title: title("Net Unrealized P&L"),
      bottom: [netBaseline(u.netPnl.usd, Unit.usd)],
    },
@@ -312,10 +312,9 @@ function nuplSeries(nupl) {
 * @param {string} args.metricTitle
 * @param {Color} args.color
 * @param {(name: string) => string} args.title
- * @param {{ percent: AnySeriesPattern, ratio: AnySeriesPattern }} [args.toRcap]
 * @returns {PartialOptionsTree}
 */
-function realizedMetricFolder({ pattern, metricTitle, color, title, toRcap }) {
+function realizedMetricFolder({ pattern, metricTitle, color, title }) {
  return [
    {
      name: "Compare",
@@ -353,19 +352,6 @@ function realizedMetricFolder({ pattern, metricTitle, color, title, toRcap }) {
        }),
      ],
    },
-    ...(toRcap
-      ? [
-          {
-            name: "% of Realized Cap",
-            title: title(`Realized ${metricTitle} (% of Realized Cap)`),
-            bottom: percentRatioBaseline({
-              pattern: toRcap,
-              name: metricTitle,
-              color,
-            }),
-          },
-        ]
-      : []),
  ];
 }

@@ -374,13 +360,12 @@ function realizedMetricFolder({ pattern, metricTitle, color, title, toRcap }) {
 * @param {Object} args
 * @param {NetPnlFullPattern | NetPnlBasicPattern} args.netPnl
 * @param {(name: string) => string} args.title
- * @param {{ percent: AnySeriesPattern, ratio: AnySeriesPattern }} [args.toRcap]
 * @param {PartialOptionsTree} [args.extraChange] - Additional change items (% of Mcap, % of Rcap)
 * @returns {PartialOptionsGroup}
 */
-function realizedNetFolder({ netPnl, title, toRcap, extraChange = [] }) {
+function realizedNetFolder({ netPnl, title, extraChange = [] }) {
  return {
-    name: "Net P&L",
+    name: "Net",
    tree: [
      {
        name: "Compare",
@@ -416,15 +401,6 @@ function realizedNetFolder({ netPnl, title, toRcap, extraChange = [] }) {
          }),
        ],
      },
-      ...(toRcap
-        ? [
-            {
-              name: "% of Realized Cap",
-              title: title("Net Realized P&L (% of Realized Cap)"),
-              bottom: percentRatioBaseline({ pattern: toRcap, name: "Net" }),
-            },
-          ]
-        : []),
      { ...sumsTreeBaseline({ windows: mapWindows(netPnl.delta.absolute, (c) => c.usd), title: title("Net Realized P&L Change"), unit: Unit.usd }), name: "Change" },
      {
        name: "Growth Rate",
@@ -464,7 +440,7 @@ function realizedOverviewFolder({
      bottom: [
        baseline({
          series: netPnl.sum[w.key].usd,
-          name: "Net P&L",
+          name: "Net",
          unit: Unit.usd,
        }),
        dotted({
@@ -491,7 +467,7 @@ function realizedOverviewFolder({
              dotted({
                series: grossPnl.sum[w.key].usd,
                name: "Gross",
-                color: colors.bitcoin,
+                color: colors.gross,
                unit: Unit.usd,
                defaultActive: false,
              }),
@@ -502,7 +478,7 @@ function realizedOverviewFolder({
              dotted({
                series: peakRegret.sum[w.key].usd,
                name: "Peak Regret",
-                color: colors.default,
+                color: colors.regret,
                unit: Unit.usd,
                defaultActive: false,
              }),
@@ -539,7 +515,6 @@ function realizedSubfolderFull(r, title) {
      realizedNetFolder({
        netPnl: r.netPnl,
        title,
-        toRcap: r.netPnl.toRcap,
        extraChange: [
          {
            name: "% of Market Cap",
@@ -566,7 +541,6 @@ function realizedSubfolderFull(r, title) {
          metricTitle: "Profit",
          color: colors.profit,
          title,
-          toRcap: r.profit.toRcap,
        }),
      },
      {
@@ -576,15 +550,14 @@ function realizedSubfolderFull(r, title) {
          metricTitle: "Loss",
          color: colors.loss,
          title,
-          toRcap: r.loss.toRcap,
        }),
      },
      {
-        name: "Gross P&L",
+        name: "Gross",
        tree: realizedMetricFolder({
          pattern: r.grossPnl,
          metricTitle: "Gross P&L",
-          color: colors.bitcoin,
+          color: colors.gross,
          title,
        }),
      },
@@ -655,14 +628,6 @@ function realizedSubfolderFull(r, title) {
              }),
            ],
          },
-          {
-            name: "% of Realized Cap",
-            title: title("Peak Regret (% of Realized Cap)"),
-            bottom: percentRatioBaseline({
-              pattern: r.peakRegret.toRcap,
-              name: "Peak Regret",
-            }),
-          },
        ],
      },
    ],
@@ -1102,7 +1067,7 @@ function groupedRealizedSubfolderFull(list, all, title) {
        }),
      },
      {
-        name: "Gross P&L",
+        name: "Gross",
        tree: groupedWindowsCumulativeUsd({
          list,
          all,
@@ -1177,7 +1142,7 @@ function groupedNuplCharts(list, all, title) {
 function groupedUnrealizedMid(list, all, title) {
  return [
    {
-      name: "Net P&L",
+      name: "Net",
      title: title("Net Unrealized P&L"),
      bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
        baseline({
--- a/website/scripts/utils/colors.js
+++ b/website/scripts/utils/colors.js
@@ -173,6 +173,10 @@ export const colors = {
  adjustedCreated: palette.lime,
  adjustedDestroyed: palette.pink,

+  // Realized P&L
+  gross: palette.yellow,
+  regret: palette.pink,
+
  // Ratios
  plRatio: palette.yellow,