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nym21
2026-03-26 21:53:00 +01:00
parent 259960b80b
commit 7412373d8a
9 changed files with 100 additions and 100 deletions
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30
crates/brk_client/src/lib.rs
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@@ -5160,7 +5160,7 @@ pub struct SeriesTree_Indicators {
pub dormancy: SeriesTree_Indicators_Dormancy,
pub stock_to_flow: SeriesPattern1<StoredF32>,
pub seller_exhaustion: SeriesPattern1<StoredF32>,
pub thermometer: SeriesTree_Indicators_Thermometer,
pub realized_envelope: SeriesTree_Indicators_RealizedEnvelope,
}
impl SeriesTree_Indicators {
@@ -5176,7 +5176,7 @@ impl SeriesTree_Indicators {
dormancy: SeriesTree_Indicators_Dormancy::new(client.clone(), format!("{base_path}_dormancy")),
stock_to_flow: SeriesPattern1::new(client.clone(), "stock_to_flow".to_string()),
seller_exhaustion: SeriesPattern1::new(client.clone(), "seller_exhaustion".to_string()),
thermometer: SeriesTree_Indicators_Thermometer::new(client.clone(), format!("{base_path}_thermometer")),
realized_envelope: SeriesTree_Indicators_RealizedEnvelope::new(client.clone(), format!("{base_path}_realized_envelope")),
}
}
}
@@ -5197,7 +5197,7 @@ impl SeriesTree_Indicators_Dormancy {
}
/// Series tree node.
pub struct SeriesTree_Indicators_Thermometer {
pub struct SeriesTree_Indicators_RealizedEnvelope {
pub pct0_5: CentsSatsUsdPattern,
pub pct1: CentsSatsUsdPattern,
pub pct2: CentsSatsUsdPattern,
@@ -5206,23 +5206,23 @@ pub struct SeriesTree_Indicators_Thermometer {
pub pct98: CentsSatsUsdPattern,
pub pct99: CentsSatsUsdPattern,
pub pct99_5: CentsSatsUsdPattern,
pub zone: SeriesPattern1<StoredI8>,
pub index: SeriesPattern1<StoredI8>,
pub score: SeriesPattern1<StoredI8>,
}
impl SeriesTree_Indicators_Thermometer {
impl SeriesTree_Indicators_RealizedEnvelope {
pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
Self {
pct0_5: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct0_5".to_string()),
pct1: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct01".to_string()),
pct2: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct02".to_string()),
pct5: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct05".to_string()),
pct95: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct95".to_string()),
pct98: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct98".to_string()),
pct99: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct99".to_string()),
pct99_5: CentsSatsUsdPattern::new(client.clone(), "thermometer_pct99_5".to_string()),
zone: SeriesPattern1::new(client.clone(), "thermometer_zone".to_string()),
score: SeriesPattern1::new(client.clone(), "thermometer_score".to_string()),
pct0_5: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct0_5".to_string()),
pct1: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct01".to_string()),
pct2: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct02".to_string()),
pct5: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct05".to_string()),
pct95: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct95".to_string()),
pct98: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct98".to_string()),
pct99: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct99".to_string()),
pct99_5: CentsSatsUsdPattern::new(client.clone(), "realized_envelope_pct99_5".to_string()),
index: SeriesPattern1::new(client.clone(), "realized_envelope_index".to_string()),
score: SeriesPattern1::new(client.clone(), "realized_envelope_score".to_string()),
}
}
}

6
crates/brk_computer/src/indicators/import.rs
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@@ -3,7 +3,7 @@ use std::path::Path;
use brk_error::Result;
use brk_types::Version;
use super::{Vecs, thermometer::Thermometer};
use super::{Vecs, realized_envelope::RealizedEnvelope};
use crate::{
indexes,
internal::{PerBlock, PercentPerBlock, RatioPerBlock, db_utils::{finalize_db, open_db}},
@@ -38,7 +38,7 @@ impl Vecs {
let seller_exhaustion =
PerBlock::forced_import(&db, "seller_exhaustion", v, indexes)?;
let thermometer = Thermometer::forced_import(&db, v, indexes)?;
let realized_envelope = RealizedEnvelope::forced_import(&db, v, indexes)?;
let this = Self {
db,
@@ -52,7 +52,7 @@ impl Vecs {
dormancy,
stock_to_flow,
seller_exhaustion,
thermometer,
realized_envelope,
};
finalize_db(&this.db, &this)?;
Ok(this)

2
crates/brk_computer/src/indicators/mod.rs
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@@ -1,7 +1,7 @@
mod compute;
mod gini;
mod import;
pub mod thermometer;
pub mod realized_envelope;
mod vecs;
pub use vecs::Vecs;

38
crates/brk_computer/src/indicators/thermometer.rs → crates/brk_computer/src/indicators/realized_envelope.rs
View File

@@ -12,7 +12,7 @@ use crate::{
};
#[derive(Traversable)]
pub struct Thermometer<M: StorageMode = Rw> {
pub struct RealizedEnvelope<M: StorageMode = Rw> {
pub pct0_5: Price<PerBlock<Cents, M>>,
pub pct1: Price<PerBlock<Cents, M>>,
pub pct2: Price<PerBlock<Cents, M>>,
@@ -21,13 +21,13 @@ pub struct Thermometer<M: StorageMode = Rw> {
pub pct98: Price<PerBlock<Cents, M>>,
pub pct99: Price<PerBlock<Cents, M>>,
pub pct99_5: Price<PerBlock<Cents, M>>,
pub zone: PerBlock<StoredI8, M>,
pub index: PerBlock<StoredI8, M>,
pub score: PerBlock<StoredI8, M>,
}
const VERSION: Version = Version::new(2);
const VERSION: Version = Version::new(3);
impl Thermometer {
impl RealizedEnvelope {
pub(crate) fn forced_import(
db: &Database,
version: Version,
@@ -35,16 +35,16 @@ impl Thermometer {
) -> Result<Self> {
let v = version + VERSION;
Ok(Self {
pct0_5: Price::forced_import(db, "thermometer_pct0_5", v, indexes)?,
pct1: Price::forced_import(db, "thermometer_pct01", v, indexes)?,
pct2: Price::forced_import(db, "thermometer_pct02", v, indexes)?,
pct5: Price::forced_import(db, "thermometer_pct05", v, indexes)?,
pct95: Price::forced_import(db, "thermometer_pct95", v, indexes)?,
pct98: Price::forced_import(db, "thermometer_pct98", v, indexes)?,
pct99: Price::forced_import(db, "thermometer_pct99", v, indexes)?,
pct99_5: Price::forced_import(db, "thermometer_pct99_5", v, indexes)?,
zone: PerBlock::forced_import(db, "thermometer_zone", v, indexes)?,
score: PerBlock::forced_import(db, "thermometer_score", v, indexes)?,
pct0_5: Price::forced_import(db, "realized_envelope_pct0_5", v, indexes)?,
pct1: Price::forced_import(db, "realized_envelope_pct01", v, indexes)?,
pct2: Price::forced_import(db, "realized_envelope_pct02", v, indexes)?,
pct5: Price::forced_import(db, "realized_envelope_pct05", v, indexes)?,
pct95: Price::forced_import(db, "realized_envelope_pct95", v, indexes)?,
pct98: Price::forced_import(db, "realized_envelope_pct98", v, indexes)?,
pct99: Price::forced_import(db, "realized_envelope_pct99", v, indexes)?,
pct99_5: Price::forced_import(db, "realized_envelope_pct99_5", v, indexes)?,
index: PerBlock::forced_import(db, "realized_envelope_index", v, indexes)?,
score: PerBlock::forced_import(db, "realized_envelope_score", v, indexes)?,
})
}
@@ -96,7 +96,7 @@ impl Thermometer {
let spot = &prices.spot.cents.height;
// Zone: spot vs own envelope bands (-4 to +4)
self.compute_zone(spot, starting_indexes, exit)?;
self.compute_index(spot, starting_indexes, exit)?;
// Temperature: per-model band crossings (-40 to +40)
self.compute_score(&models, spot, starting_indexes, exit)?;
@@ -104,7 +104,7 @@ impl Thermometer {
Ok(())
}
fn compute_zone(
fn compute_index(
&mut self,
spot: &EagerVec<PcoVec<Height, Cents>>,
starting_indexes: &Indexes,
@@ -123,10 +123,10 @@ impl Thermometer {
let dep_version: Version = bands.iter().map(|b| b.version()).sum::<Version>() + spot.version();
self.zone.height.validate_computed_version_or_reset(dep_version)?;
self.zone.height.truncate_if_needed(starting_indexes.height)?;
self.index.height.validate_computed_version_or_reset(dep_version)?;
self.index.height.truncate_if_needed(starting_indexes.height)?;
self.zone.height.repeat_until_complete(exit, |vec| {
self.index.height.repeat_until_complete(exit, |vec| {
let skip = vec.len();
let source_end = bands.iter().map(|b| b.len()).min().unwrap().min(spot.len());
let end = vec.batch_end(source_end);

4
crates/brk_computer/src/indicators/vecs.rs
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@@ -2,7 +2,7 @@ use brk_traversable::Traversable;
use brk_types::{BasisPoints16, BasisPoints32, StoredF32};
use vecdb::{Database, Rw, StorageMode};
use super::thermometer::Thermometer;
use super::realized_envelope::RealizedEnvelope;
use crate::internal::{PerBlock, PercentPerBlock, RatioPerBlock};
#[derive(Traversable)]
@@ -25,5 +25,5 @@ pub struct Vecs<M: StorageMode = Rw> {
pub dormancy: DormancyVecs<M>,
pub stock_to_flow: PerBlock<StoredF32, M>,
pub seller_exhaustion: PerBlock<StoredF32, M>,
pub thermometer: Thermometer<M>,
pub realized_envelope: RealizedEnvelope<M>,
}

2
crates/brk_computer/src/lib.rs
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@@ -512,7 +512,7 @@ impl Computer {
Ok(())
})?;
self.indicators.thermometer.compute(
self.indicators.realized_envelope.compute(
&self.distribution,
&self.cointime,
&self.prices,

28
modules/brk-client/index.js
View File

@@ -5014,7 +5014,7 @@ function createTransferPattern(client, acc) {
* @property {SeriesTree_Indicators_Dormancy} dormancy
* @property {SeriesPattern1<StoredF32>} stockToFlow
* @property {SeriesPattern1<StoredF32>} sellerExhaustion
* @property {SeriesTree_Indicators_Thermometer} thermometer
* @property {SeriesTree_Indicators_RealizedEnvelope} realizedEnvelope
*/
/**
@@ -5024,7 +5024,7 @@ function createTransferPattern(client, acc) {
*/
/**
* @typedef {Object} SeriesTree_Indicators_Thermometer
* @typedef {Object} SeriesTree_Indicators_RealizedEnvelope
* @property {CentsSatsUsdPattern} pct05
* @property {CentsSatsUsdPattern} pct1
* @property {CentsSatsUsdPattern} pct2
@@ -5033,7 +5033,7 @@ function createTransferPattern(client, acc) {
* @property {CentsSatsUsdPattern} pct98
* @property {CentsSatsUsdPattern} pct99
* @property {CentsSatsUsdPattern} pct995
* @property {SeriesPattern1<StoredI8>} zone
* @property {SeriesPattern1<StoredI8>} index
* @property {SeriesPattern1<StoredI8>} score
*/
@@ -8142,17 +8142,17 @@ class BrkClient extends BrkClientBase {
},
stockToFlow: createSeriesPattern1(this, 'stock_to_flow'),
sellerExhaustion: createSeriesPattern1(this, 'seller_exhaustion'),
thermometer: {
pct05: createCentsSatsUsdPattern(this, 'thermometer_pct0_5'),
pct1: createCentsSatsUsdPattern(this, 'thermometer_pct01'),
pct2: createCentsSatsUsdPattern(this, 'thermometer_pct02'),
pct5: createCentsSatsUsdPattern(this, 'thermometer_pct05'),
pct95: createCentsSatsUsdPattern(this, 'thermometer_pct95'),
pct98: createCentsSatsUsdPattern(this, 'thermometer_pct98'),
pct99: createCentsSatsUsdPattern(this, 'thermometer_pct99'),
pct995: createCentsSatsUsdPattern(this, 'thermometer_pct99_5'),
zone: createSeriesPattern1(this, 'thermometer_zone'),
score: createSeriesPattern1(this, 'thermometer_score'),
realizedEnvelope: {
pct05: createCentsSatsUsdPattern(this, 'realized_envelope_pct0_5'),
pct1: createCentsSatsUsdPattern(this, 'realized_envelope_pct01'),
pct2: createCentsSatsUsdPattern(this, 'realized_envelope_pct02'),
pct5: createCentsSatsUsdPattern(this, 'realized_envelope_pct05'),
pct95: createCentsSatsUsdPattern(this, 'realized_envelope_pct95'),
pct98: createCentsSatsUsdPattern(this, 'realized_envelope_pct98'),
pct99: createCentsSatsUsdPattern(this, 'realized_envelope_pct99'),
pct995: createCentsSatsUsdPattern(this, 'realized_envelope_pct99_5'),
index: createSeriesPattern1(this, 'realized_envelope_index'),
score: createSeriesPattern1(this, 'realized_envelope_score'),
},
},
investing: {

24
packages/brk_client/brk_client/__init__.py
View File

@@ -4189,20 +4189,20 @@ class SeriesTree_Indicators_Dormancy:
self.supply_adjusted: SeriesPattern1[StoredF32] = SeriesPattern1(client, 'dormancy_supply_adjusted')
self.flow: SeriesPattern1[StoredF32] = SeriesPattern1(client, 'dormancy_flow')
class SeriesTree_Indicators_Thermometer:
class SeriesTree_Indicators_RealizedEnvelope:
"""Series tree node."""
def __init__(self, client: BrkClientBase, base_path: str = ''):
self.pct0_5: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct0_5')
self.pct1: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct01')
self.pct2: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct02')
self.pct5: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct05')
self.pct95: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct95')
self.pct98: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct98')
self.pct99: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct99')
self.pct99_5: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'thermometer_pct99_5')
self.zone: SeriesPattern1[StoredI8] = SeriesPattern1(client, 'thermometer_zone')
self.score: SeriesPattern1[StoredI8] = SeriesPattern1(client, 'thermometer_score')
self.pct0_5: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct0_5')
self.pct1: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct01')
self.pct2: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct02')
self.pct5: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct05')
self.pct95: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct95')
self.pct98: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct98')
self.pct99: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct99')
self.pct99_5: CentsSatsUsdPattern = CentsSatsUsdPattern(client, 'realized_envelope_pct99_5')
self.index: SeriesPattern1[StoredI8] = SeriesPattern1(client, 'realized_envelope_index')
self.score: SeriesPattern1[StoredI8] = SeriesPattern1(client, 'realized_envelope_score')
class SeriesTree_Indicators:
"""Series tree node."""
@@ -4218,7 +4218,7 @@ class SeriesTree_Indicators:
self.dormancy: SeriesTree_Indicators_Dormancy = SeriesTree_Indicators_Dormancy(client)
self.stock_to_flow: SeriesPattern1[StoredF32] = SeriesPattern1(client, 'stock_to_flow')
self.seller_exhaustion: SeriesPattern1[StoredF32] = SeriesPattern1(client, 'seller_exhaustion')
self.thermometer: SeriesTree_Indicators_Thermometer = SeriesTree_Indicators_Thermometer(client)
self.realized_envelope: SeriesTree_Indicators_RealizedEnvelope = SeriesTree_Indicators_RealizedEnvelope(client)
class SeriesTree_Investing_Period_CostBasis:
"""Series tree node."""

66
website/scripts/options/market.js
View File

@@ -924,6 +924,39 @@ export function createMarketSection() {
{
name: "Indicators",
tree: [
{
name: "Envelope",
title: "Realized Envelope",
top: priceBands(percentileBands(indicators.realizedEnvelope), {
defaultActive: true,
}),
bottom: [
histogram({
series: indicators.realizedEnvelope.index,
name: "Index",
unit: Unit.count,
colorFn: (v) =>
/** @type {const} */ ([
colors.ratioPct._0_5,
colors.ratioPct._1,
colors.ratioPct._2,
colors.ratioPct._5,
colors.transparent,
colors.ratioPct._95,
colors.ratioPct._98,
colors.ratioPct._99,
colors.ratioPct._99_5,
])[v + 4],
}),
baseline({
series: indicators.realizedEnvelope.score,
name: "Score",
unit: Unit.count,
color: [colors.ratioPct._99, colors.ratioPct._1],
defaultActive: false,
}),
],
},
{
name: "Valuation",
tree: [
@@ -1087,39 +1120,6 @@ export function createMarketSection() {
color: colors.loss,
}),
},
{
name: "Thermometer",
title: "Thermometer",
top: priceBands(percentileBands(indicators.thermometer), {
defaultActive: true,
}),
bottom: [
histogram({
series: indicators.thermometer.zone,
name: "Zone",
unit: Unit.count,
colorFn: (v) =>
/** @type {const} */ ([
colors.ratioPct._0_5,
colors.ratioPct._1,
colors.ratioPct._2,
colors.ratioPct._5,
colors.transparent,
colors.ratioPct._95,
colors.ratioPct._98,
colors.ratioPct._99,
colors.ratioPct._99_5,
])[v + 4],
}),
baseline({
series: indicators.thermometer.score,
name: "Score",
unit: Unit.count,
color: [colors.ratioPct._99, colors.ratioPct._1],
defaultActive: false,
}),
],
},
],
},
],