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https://github.com/bitcoinresearchkit/brk.git
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global: snapshot
This commit is contained in:
@@ -1009,7 +1009,6 @@ impl CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSo
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investor_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "investor_price")),
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investor_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")),
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investor_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")),
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investor_price_ratio_std_dev: RatioPattern2::new(client.clone(), _m(&acc, "investor_price_ratio")),
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loss_value_created: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_created")),
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loss_value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_destroyed")),
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lower_price_band: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "lower_price_band")),
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@@ -1134,26 +1133,20 @@ pub struct GrossMvrvNegNetRealizedSentSoprValuePattern {
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pub mvrv: MetricPattern1<StoredF32>,
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pub neg_realized_loss: MetricPattern1<Dollars>,
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pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>,
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pub net_realized_pnl_ema_1w: MetricPattern1<CentsSigned>,
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pub net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern,
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pub realized_cap: MetricPattern1<Dollars>,
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pub realized_cap_cents: MetricPattern1<Cents>,
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pub realized_cap_change_1m: MetricPattern1<CentsSigned>,
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pub realized_loss: CumulativeHeightPattern<Cents>,
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pub realized_loss_ema_1w: MetricPattern1<Cents>,
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pub realized_loss_rel_to_realized_cap: BpsPercentRatioPattern,
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pub realized_price: CentsSatsUsdPattern,
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pub realized_price_ratio: BpsRatioPattern,
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pub realized_price_ratio_percentiles: RatioPattern,
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pub realized_profit: CumulativeHeightPattern<Cents>,
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pub realized_profit_ema_1w: MetricPattern1<Cents>,
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pub realized_profit_rel_to_realized_cap: BpsPercentRatioPattern,
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pub sent_in_loss: BaseCumulativePattern,
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pub sent_in_loss_ema: _2wPattern,
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pub sent_in_profit: BaseCumulativePattern,
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pub sent_in_profit_ema: _2wPattern,
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pub sopr: _1m1w1y24hPattern<StoredF64>,
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pub sopr_24h_ema: _1m1wPattern,
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pub value_created: MetricPattern1<Cents>,
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pub value_created_sum: _1m1w1y24hPattern<Cents>,
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pub value_destroyed: MetricPattern1<Cents>,
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@@ -1168,26 +1161,20 @@ impl GrossMvrvNegNetRealizedSentSoprValuePattern {
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mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")),
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neg_realized_loss: MetricPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
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net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
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net_realized_pnl_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl_ema_1w")),
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net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "net_realized_pnl_rel_to_realized_cap")),
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realized_cap: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap")),
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realized_cap_cents: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_cents")),
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realized_cap_change_1m: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_change_1m")),
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realized_loss: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_loss")),
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realized_loss_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "realized_loss_ema_1w")),
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realized_loss_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_loss_rel_to_realized_cap")),
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realized_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "realized_price")),
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realized_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")),
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realized_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")),
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realized_profit: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_profit")),
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realized_profit_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "realized_profit_ema_1w")),
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realized_profit_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_profit_rel_to_realized_cap")),
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sent_in_loss: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_loss")),
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sent_in_loss_ema: _2wPattern::new(client.clone(), _m(&acc, "sent_in_loss_ema_2w")),
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sent_in_profit: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_profit")),
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sent_in_profit_ema: _2wPattern::new(client.clone(), _m(&acc, "sent_in_profit_ema_2w")),
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sopr: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "sopr")),
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sopr_24h_ema: _1m1wPattern::new(client.clone(), _m(&acc, "sopr_24h_ema")),
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value_created: MetricPattern1::new(client.clone(), _m(&acc, "value_created")),
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value_created_sum: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "value_created")),
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value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "value_destroyed")),
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@@ -16,8 +16,7 @@ use crate::{
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ComputedFromHeight, ComputedFromHeightCumulative,
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ComputedFromHeightRatioPercentiles, FiatFromHeight,
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LazyFromHeight, NegCentsUnsignedToDollars, PercentFromHeight, RatioCents64,
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RatioCentsBp32, RatioCentsSignedCentsBps32, RollingEmas1w1m, RollingEmas2w,
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RollingWindows, ValueFromHeightCumulative,
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RatioCentsBp32, RatioCentsSignedCentsBps32, RollingWindows, ValueFromHeightCumulative,
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},
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prices,
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};
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@@ -37,12 +36,8 @@ pub struct RealizedBase<M: StorageMode = Rw> {
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pub neg_realized_loss: LazyFromHeight<Dollars, Cents>,
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pub net_realized_pnl: ComputedFromHeightCumulative<CentsSigned, M>,
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pub net_realized_pnl_ema_1w: ComputedFromHeight<CentsSigned, M>,
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pub gross_pnl: FiatFromHeight<Cents, M>,
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pub realized_profit_ema_1w: ComputedFromHeight<Cents, M>,
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pub realized_loss_ema_1w: ComputedFromHeight<Cents, M>,
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pub realized_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
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pub realized_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
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pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
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@@ -52,14 +47,11 @@ pub struct RealizedBase<M: StorageMode = Rw> {
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pub value_created_sum: RollingWindows<Cents, M>,
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pub value_destroyed_sum: RollingWindows<Cents, M>,
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pub sopr: RollingWindows<StoredF64, M>,
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pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
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pub realized_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
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pub sent_in_profit: ValueFromHeightCumulative<M>,
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pub sent_in_loss: ValueFromHeightCumulative<M>,
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pub sent_in_profit_ema: RollingEmas2w<M>,
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pub sent_in_loss_ema: RollingEmas2w<M>,
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}
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impl RealizedBase {
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@@ -76,11 +68,7 @@ impl RealizedBase {
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cfg.indexes,
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);
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let realized_profit_ema_1w = cfg.import("realized_profit_ema_1w", v0)?;
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let realized_loss_ema_1w = cfg.import("realized_loss_ema_1w", v0)?;
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let net_realized_pnl = cfg.import("net_realized_pnl", v0)?;
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let net_realized_pnl_ema_1w = cfg.import("net_realized_pnl_ema_1w", v0)?;
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let gross_pnl = cfg.import("realized_gross_pnl", v0)?;
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let realized_profit_rel_to_realized_cap =
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@@ -95,7 +83,6 @@ impl RealizedBase {
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let value_created_sum = cfg.import("value_created", v1)?;
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let value_destroyed_sum = cfg.import("value_destroyed", v1)?;
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let sopr = cfg.import("sopr", v1)?;
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let sopr_24h_ema = cfg.import("sopr_24h", v1)?;
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let realized_price_ratio_percentiles =
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ComputedFromHeightRatioPercentiles::forced_import(
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@@ -110,10 +97,7 @@ impl RealizedBase {
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realized_cap_change_1m: cfg.import("realized_cap_change_1m", v0)?,
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neg_realized_loss,
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net_realized_pnl,
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net_realized_pnl_ema_1w,
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gross_pnl,
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realized_profit_ema_1w,
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realized_loss_ema_1w,
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realized_profit_rel_to_realized_cap,
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realized_loss_rel_to_realized_cap,
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net_realized_pnl_rel_to_realized_cap,
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@@ -122,12 +106,9 @@ impl RealizedBase {
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value_created_sum,
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value_destroyed_sum,
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sopr,
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sopr_24h_ema,
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realized_price_ratio_percentiles,
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sent_in_profit: cfg.import("sent_in_profit", v0)?,
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sent_in_loss: cfg.import("sent_in_loss", v0)?,
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sent_in_profit_ema: cfg.import("sent_in_profit", v0)?,
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sent_in_loss_ema: cfg.import("sent_in_loss", v0)?,
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})
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}
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@@ -240,25 +221,6 @@ impl RealizedBase {
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exit,
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)?;
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self.realized_profit_ema_1w.height.compute_rolling_ema(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&self.minimal.realized_profit.height,
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exit,
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)?;
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self.realized_loss_ema_1w.height.compute_rolling_ema(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&self.minimal.realized_loss.height,
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exit,
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)?;
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self.net_realized_pnl_ema_1w.height.compute_rolling_ema(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&self.net_realized_pnl.height,
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exit,
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)?;
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self.realized_profit_rel_to_realized_cap
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.compute_binary::<Cents, Cents, RatioCentsBp32>(
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starting_indexes.height,
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@@ -311,14 +273,6 @@ impl RealizedBase {
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)?;
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}
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self.sopr_24h_ema.compute_from_24h(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&blocks.count.height_1m_ago,
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&self.sopr._24h.height,
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exit,
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)?;
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// Realized price ratio percentiles
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self.realized_price_ratio_percentiles.compute(
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blocks,
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@@ -328,22 +282,6 @@ impl RealizedBase {
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&self.minimal.realized_price.cents.height,
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)?;
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// Sent in profit/loss EMAs
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self.sent_in_profit_ema.compute(
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starting_indexes.height,
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&blocks.count.height_2w_ago,
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&self.sent_in_profit.base.sats.height,
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&self.sent_in_profit.base.cents.height,
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exit,
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)?;
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self.sent_in_loss_ema.compute(
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starting_indexes.height,
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&blocks.count.height_2w_ago,
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&self.sent_in_loss.base.sats.height,
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&self.sent_in_loss.base.cents.height,
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exit,
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)?;
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Ok(())
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}
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}
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@@ -19,7 +19,7 @@ use crate::{
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ComputedFromHeightRatioStdDevBands, LazyFromHeight, PercentFromHeight,
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PercentRollingEmas1w1m, PercentRollingWindows, Price, RatioCents64, RatioCentsBp32,
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RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32, RatioDollarsBp32,
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RollingWindows,
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RollingEmas1w1m, RollingEmas2w, RollingWindows,
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},
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prices,
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};
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@@ -70,6 +70,15 @@ pub struct RealizedFull<M: StorageMode = Rw> {
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pub realized_loss_sum: RollingWindows<Cents, M>,
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pub realized_profit_to_loss_ratio: RollingWindows<StoredF64, M>,
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pub realized_profit_ema_1w: ComputedFromHeight<Cents, M>,
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pub realized_loss_ema_1w: ComputedFromHeight<Cents, M>,
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pub net_realized_pnl_ema_1w: ComputedFromHeight<CentsSigned, M>,
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pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
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pub sent_in_profit_ema: RollingEmas2w<M>,
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pub sent_in_loss_ema: RollingEmas2w<M>,
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pub realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands<M>,
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pub investor_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
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}
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@@ -125,6 +134,13 @@ impl RealizedFull {
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let investor_price_name = cfg.name("investor_price");
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let investor_price_version = cfg.version;
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let realized_profit_ema_1w = cfg.import("realized_profit_ema_1w", v0)?;
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let realized_loss_ema_1w = cfg.import("realized_loss_ema_1w", v0)?;
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let net_realized_pnl_ema_1w = cfg.import("net_realized_pnl_ema_1w", v0)?;
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let sopr_24h_ema = cfg.import("sopr_24h", v1)?;
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let sent_in_profit_ema = cfg.import("sent_in_profit", v0)?;
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let sent_in_loss_ema = cfg.import("sent_in_loss", v0)?;
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Ok(Self {
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core,
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profit_value_created,
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@@ -155,6 +171,12 @@ impl RealizedFull {
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realized_loss_sum: cfg.import("realized_loss", v1)?,
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realized_profit_to_loss_ratio: cfg
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.import("realized_profit_to_loss_ratio", v1)?,
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realized_profit_ema_1w,
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realized_loss_ema_1w,
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net_realized_pnl_ema_1w,
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sopr_24h_ema,
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sent_in_profit_ema,
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sent_in_loss_ema,
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realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands::forced_import(
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cfg.db,
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&realized_price_name,
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@@ -266,6 +288,47 @@ impl RealizedFull {
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exit,
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)?;
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// EMAs
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self.realized_profit_ema_1w.height.compute_rolling_ema(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&self.core.minimal.realized_profit.height,
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exit,
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)?;
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self.realized_loss_ema_1w.height.compute_rolling_ema(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&self.core.minimal.realized_loss.height,
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exit,
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)?;
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self.net_realized_pnl_ema_1w.height.compute_rolling_ema(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&self.core.net_realized_pnl.height,
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exit,
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)?;
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self.sopr_24h_ema.compute_from_24h(
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starting_indexes.height,
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&blocks.count.height_1w_ago,
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&blocks.count.height_1m_ago,
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&self.core.sopr._24h.height,
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exit,
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)?;
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self.sent_in_profit_ema.compute(
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starting_indexes.height,
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&blocks.count.height_2w_ago,
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&self.core.sent_in_profit.base.sats.height,
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&self.core.sent_in_profit.base.cents.height,
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exit,
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)?;
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self.sent_in_loss_ema.compute(
|
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starting_indexes.height,
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&blocks.count.height_2w_ago,
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&self.core.sent_in_loss.base.sats.height,
|
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&self.core.sent_in_loss.base.cents.height,
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exit,
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)?;
|
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|
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// Gross PnL rolling sum
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let window_starts = blocks.count.window_starts();
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self.gross_pnl_sum.compute_rolling_sum(
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@@ -1579,7 +1579,6 @@ function createMetricPattern35(client, name) { return /** @type {MetricPattern35
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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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@@ -1644,7 +1643,6 @@ function createCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealized
|
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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')),
|
||||
lossValueDestroyed: createMetricPattern1(client, _m(acc, 'loss_value_destroyed')),
|
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lowerPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'lower_price_band')),
|
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@@ -1771,26 +1769,20 @@ function create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client
|
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* @property {MetricPattern1<StoredF32>} mvrv
|
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* @property {MetricPattern1<Dollars>} negRealizedLoss
|
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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 {MetricPattern1<Dollars>} realizedCap
|
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* @property {MetricPattern1<Cents>} realizedCapCents
|
||||
* @property {MetricPattern1<CentsSigned>} realizedCapChange1m
|
||||
* @property {CumulativeHeightPattern<Cents>} realizedLoss
|
||||
* @property {MetricPattern1<Cents>} realizedLossEma1w
|
||||
* @property {BpsPercentRatioPattern} realizedLossRelToRealizedCap
|
||||
* @property {CentsSatsUsdPattern} realizedPrice
|
||||
* @property {BpsRatioPattern} realizedPriceRatio
|
||||
* @property {RatioPattern} realizedPriceRatioPercentiles
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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 {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 {_1m1wPattern} sopr24hEma
|
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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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@@ -1809,26 +1801,20 @@ function createGrossMvrvNegNetRealizedSentSoprValuePattern(client, acc) {
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mvrv: createMetricPattern1(client, _m(acc, 'mvrv')),
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negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')),
|
||||
netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')),
|
||||
netRealizedPnlEma1w: createMetricPattern1(client, _m(acc, 'net_realized_pnl_ema_1w')),
|
||||
netRealizedPnlRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap')),
|
||||
realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')),
|
||||
realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')),
|
||||
realizedCapChange1m: createMetricPattern1(client, _m(acc, 'realized_cap_change_1m')),
|
||||
realizedLoss: createCumulativeHeightPattern(client, _m(acc, 'realized_loss')),
|
||||
realizedLossEma1w: createMetricPattern1(client, _m(acc, 'realized_loss_ema_1w')),
|
||||
realizedLossRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_loss_rel_to_realized_cap')),
|
||||
realizedPrice: createCentsSatsUsdPattern(client, _m(acc, 'realized_price')),
|
||||
realizedPriceRatio: createBpsRatioPattern(client, _m(acc, 'realized_price_ratio')),
|
||||
realizedPriceRatioPercentiles: 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')),
|
||||
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_1m1wPattern(client, _m(acc, 'sopr_24h_ema')),
|
||||
valueCreated: createMetricPattern1(client, _m(acc, 'value_created')),
|
||||
valueCreatedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_created')),
|
||||
valueDestroyed: createMetricPattern1(client, _m(acc, 'value_destroyed')),
|
||||
|
||||
@@ -2077,7 +2077,6 @@ class CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentS
|
||||
self.investor_price: CentsSatsUsdPattern = CentsSatsUsdPattern(client, _m(acc, 'investor_price'))
|
||||
self.investor_price_ratio: BpsRatioPattern = BpsRatioPattern(client, _m(acc, 'investor_price_ratio'))
|
||||
self.investor_price_ratio_percentiles: RatioPattern = RatioPattern(client, _m(acc, 'investor_price_ratio'))
|
||||
self.investor_price_ratio_std_dev: RatioPattern2 = RatioPattern2(client, _m(acc, 'investor_price_ratio'))
|
||||
self.loss_value_created: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'loss_value_created'))
|
||||
self.loss_value_destroyed: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'loss_value_destroyed'))
|
||||
self.lower_price_band: CentsSatsUsdPattern = CentsSatsUsdPattern(client, _m(acc, 'lower_price_band'))
|
||||
@@ -2168,26 +2167,20 @@ class GrossMvrvNegNetRealizedSentSoprValuePattern:
|
||||
self.mvrv: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'mvrv'))
|
||||
self.neg_realized_loss: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'neg_realized_loss'))
|
||||
self.net_realized_pnl: CumulativeHeightPattern[CentsSigned] = CumulativeHeightPattern(client, _m(acc, 'net_realized_pnl'))
|
||||
self.net_realized_pnl_ema_1w: MetricPattern1[CentsSigned] = MetricPattern1(client, _m(acc, 'net_realized_pnl_ema_1w'))
|
||||
self.net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap'))
|
||||
self.realized_cap: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'realized_cap'))
|
||||
self.realized_cap_cents: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'realized_cap_cents'))
|
||||
self.realized_cap_change_1m: MetricPattern1[CentsSigned] = MetricPattern1(client, _m(acc, 'realized_cap_change_1m'))
|
||||
self.realized_loss: CumulativeHeightPattern[Cents] = CumulativeHeightPattern(client, _m(acc, 'realized_loss'))
|
||||
self.realized_loss_ema_1w: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'realized_loss_ema_1w'))
|
||||
self.realized_loss_rel_to_realized_cap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'realized_loss_rel_to_realized_cap'))
|
||||
self.realized_price: CentsSatsUsdPattern = CentsSatsUsdPattern(client, _m(acc, 'realized_price'))
|
||||
self.realized_price_ratio: BpsRatioPattern = BpsRatioPattern(client, _m(acc, 'realized_price_ratio'))
|
||||
self.realized_price_ratio_percentiles: RatioPattern = RatioPattern(client, _m(acc, 'realized_price_ratio'))
|
||||
self.realized_profit: CumulativeHeightPattern[Cents] = CumulativeHeightPattern(client, _m(acc, 'realized_profit'))
|
||||
self.realized_profit_ema_1w: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'realized_profit_ema_1w'))
|
||||
self.realized_profit_rel_to_realized_cap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'realized_profit_rel_to_realized_cap'))
|
||||
self.sent_in_loss: BaseCumulativePattern = BaseCumulativePattern(client, _m(acc, 'sent_in_loss'))
|
||||
self.sent_in_loss_ema: _2wPattern = _2wPattern(client, _m(acc, 'sent_in_loss_ema_2w'))
|
||||
self.sent_in_profit: BaseCumulativePattern = BaseCumulativePattern(client, _m(acc, 'sent_in_profit'))
|
||||
self.sent_in_profit_ema: _2wPattern = _2wPattern(client, _m(acc, 'sent_in_profit_ema_2w'))
|
||||
self.sopr: _1m1w1y24hPattern[StoredF64] = _1m1w1y24hPattern(client, _m(acc, 'sopr'))
|
||||
self.sopr_24h_ema: _1m1wPattern = _1m1wPattern(client, _m(acc, 'sopr_24h_ema'))
|
||||
self.value_created: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'value_created'))
|
||||
self.value_created_sum: _1m1w1y24hPattern[Cents] = _1m1w1y24hPattern(client, _m(acc, 'value_created'))
|
||||
self.value_destroyed: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'value_destroyed'))
|
||||
|
||||
Reference in New Issue
Block a user