global: snapshot

This commit is contained in:
nym21
2026-03-07 01:23:16 +01:00
parent a29ae29487
commit 7b60a5b060
5 changed files with 65 additions and 98 deletions
-13
View File
@@ -1009,7 +1009,6 @@ impl CapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealizedSellSentSo
investor_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "investor_price")), investor_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "investor_price")),
investor_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")), investor_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")),
investor_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")), investor_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "investor_price_ratio")),
investor_price_ratio_std_dev: RatioPattern2::new(client.clone(), _m(&acc, "investor_price_ratio")),
loss_value_created: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_created")), loss_value_created: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_created")),
loss_value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_destroyed")), loss_value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "loss_value_destroyed")),
lower_price_band: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "lower_price_band")), lower_price_band: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "lower_price_band")),
@@ -1134,26 +1133,20 @@ pub struct GrossMvrvNegNetRealizedSentSoprValuePattern {
pub mvrv: MetricPattern1<StoredF32>, pub mvrv: MetricPattern1<StoredF32>,
pub neg_realized_loss: MetricPattern1<Dollars>, pub neg_realized_loss: MetricPattern1<Dollars>,
pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>, pub net_realized_pnl: CumulativeHeightPattern<CentsSigned>,
pub net_realized_pnl_ema_1w: MetricPattern1<CentsSigned>,
pub net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern, pub net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern,
pub realized_cap: MetricPattern1<Dollars>, pub realized_cap: MetricPattern1<Dollars>,
pub realized_cap_cents: MetricPattern1<Cents>, pub realized_cap_cents: MetricPattern1<Cents>,
pub realized_cap_change_1m: MetricPattern1<CentsSigned>, pub realized_cap_change_1m: MetricPattern1<CentsSigned>,
pub realized_loss: CumulativeHeightPattern<Cents>, pub realized_loss: CumulativeHeightPattern<Cents>,
pub realized_loss_ema_1w: MetricPattern1<Cents>,
pub realized_loss_rel_to_realized_cap: BpsPercentRatioPattern, pub realized_loss_rel_to_realized_cap: BpsPercentRatioPattern,
pub realized_price: CentsSatsUsdPattern, pub realized_price: CentsSatsUsdPattern,
pub realized_price_ratio: BpsRatioPattern, pub realized_price_ratio: BpsRatioPattern,
pub realized_price_ratio_percentiles: RatioPattern, pub realized_price_ratio_percentiles: RatioPattern,
pub realized_profit: CumulativeHeightPattern<Cents>, pub realized_profit: CumulativeHeightPattern<Cents>,
pub realized_profit_ema_1w: MetricPattern1<Cents>,
pub realized_profit_rel_to_realized_cap: BpsPercentRatioPattern, pub realized_profit_rel_to_realized_cap: BpsPercentRatioPattern,
pub sent_in_loss: BaseCumulativePattern, pub sent_in_loss: BaseCumulativePattern,
pub sent_in_loss_ema: _2wPattern,
pub sent_in_profit: BaseCumulativePattern, pub sent_in_profit: BaseCumulativePattern,
pub sent_in_profit_ema: _2wPattern,
pub sopr: _1m1w1y24hPattern<StoredF64>, pub sopr: _1m1w1y24hPattern<StoredF64>,
pub sopr_24h_ema: _1m1wPattern,
pub value_created: MetricPattern1<Cents>, pub value_created: MetricPattern1<Cents>,
pub value_created_sum: _1m1w1y24hPattern<Cents>, pub value_created_sum: _1m1w1y24hPattern<Cents>,
pub value_destroyed: MetricPattern1<Cents>, pub value_destroyed: MetricPattern1<Cents>,
@@ -1168,26 +1161,20 @@ impl GrossMvrvNegNetRealizedSentSoprValuePattern {
mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")), mvrv: MetricPattern1::new(client.clone(), _m(&acc, "mvrv")),
neg_realized_loss: MetricPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")), neg_realized_loss: MetricPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")), net_realized_pnl: CumulativeHeightPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
net_realized_pnl_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "net_realized_pnl_ema_1w")),
net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "net_realized_pnl_rel_to_realized_cap")), net_realized_pnl_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "net_realized_pnl_rel_to_realized_cap")),
realized_cap: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap")), realized_cap: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap")),
realized_cap_cents: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_cents")), realized_cap_cents: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_cents")),
realized_cap_change_1m: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_change_1m")), realized_cap_change_1m: MetricPattern1::new(client.clone(), _m(&acc, "realized_cap_change_1m")),
realized_loss: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_loss")), realized_loss: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_loss")),
realized_loss_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "realized_loss_ema_1w")),
realized_loss_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_loss_rel_to_realized_cap")), realized_loss_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_loss_rel_to_realized_cap")),
realized_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "realized_price")), realized_price: CentsSatsUsdPattern::new(client.clone(), _m(&acc, "realized_price")),
realized_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")), realized_price_ratio: BpsRatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")),
realized_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")), realized_price_ratio_percentiles: RatioPattern::new(client.clone(), _m(&acc, "realized_price_ratio")),
realized_profit: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_profit")), realized_profit: CumulativeHeightPattern::new(client.clone(), _m(&acc, "realized_profit")),
realized_profit_ema_1w: MetricPattern1::new(client.clone(), _m(&acc, "realized_profit_ema_1w")),
realized_profit_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_profit_rel_to_realized_cap")), realized_profit_rel_to_realized_cap: BpsPercentRatioPattern::new(client.clone(), _m(&acc, "realized_profit_rel_to_realized_cap")),
sent_in_loss: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_loss")), sent_in_loss: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_loss")),
sent_in_loss_ema: _2wPattern::new(client.clone(), _m(&acc, "sent_in_loss_ema_2w")),
sent_in_profit: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_profit")), sent_in_profit: BaseCumulativePattern::new(client.clone(), _m(&acc, "sent_in_profit")),
sent_in_profit_ema: _2wPattern::new(client.clone(), _m(&acc, "sent_in_profit_ema_2w")),
sopr: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "sopr")), sopr: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "sopr")),
sopr_24h_ema: _1m1wPattern::new(client.clone(), _m(&acc, "sopr_24h_ema")),
value_created: MetricPattern1::new(client.clone(), _m(&acc, "value_created")), value_created: MetricPattern1::new(client.clone(), _m(&acc, "value_created")),
value_created_sum: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "value_created")), value_created_sum: _1m1w1y24hPattern::new(client.clone(), _m(&acc, "value_created")),
value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "value_destroyed")), value_destroyed: MetricPattern1::new(client.clone(), _m(&acc, "value_destroyed")),
@@ -16,8 +16,7 @@ use crate::{
ComputedFromHeight, ComputedFromHeightCumulative, ComputedFromHeight, ComputedFromHeightCumulative,
ComputedFromHeightRatioPercentiles, FiatFromHeight, ComputedFromHeightRatioPercentiles, FiatFromHeight,
LazyFromHeight, NegCentsUnsignedToDollars, PercentFromHeight, RatioCents64, LazyFromHeight, NegCentsUnsignedToDollars, PercentFromHeight, RatioCents64,
RatioCentsBp32, RatioCentsSignedCentsBps32, RollingEmas1w1m, RollingEmas2w, RatioCentsBp32, RatioCentsSignedCentsBps32, RollingWindows, ValueFromHeightCumulative,
RollingWindows, ValueFromHeightCumulative,
}, },
prices, prices,
}; };
@@ -37,12 +36,8 @@ pub struct RealizedBase<M: StorageMode = Rw> {
pub neg_realized_loss: LazyFromHeight<Dollars, Cents>, pub neg_realized_loss: LazyFromHeight<Dollars, Cents>,
pub net_realized_pnl: ComputedFromHeightCumulative<CentsSigned, M>, pub net_realized_pnl: ComputedFromHeightCumulative<CentsSigned, M>,
pub net_realized_pnl_ema_1w: ComputedFromHeight<CentsSigned, M>,
pub gross_pnl: FiatFromHeight<Cents, M>, pub gross_pnl: FiatFromHeight<Cents, M>,
pub realized_profit_ema_1w: ComputedFromHeight<Cents, M>,
pub realized_loss_ema_1w: ComputedFromHeight<Cents, M>,
pub realized_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>, pub realized_profit_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub realized_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>, pub realized_loss_rel_to_realized_cap: PercentFromHeight<BasisPoints32, M>,
pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>, pub net_realized_pnl_rel_to_realized_cap: PercentFromHeight<BasisPointsSigned32, M>,
@@ -52,14 +47,11 @@ pub struct RealizedBase<M: StorageMode = Rw> {
pub value_created_sum: RollingWindows<Cents, M>, pub value_created_sum: RollingWindows<Cents, M>,
pub value_destroyed_sum: RollingWindows<Cents, M>, pub value_destroyed_sum: RollingWindows<Cents, M>,
pub sopr: RollingWindows<StoredF64, M>, pub sopr: RollingWindows<StoredF64, M>,
pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
pub realized_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>, pub realized_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
pub sent_in_profit: ValueFromHeightCumulative<M>, pub sent_in_profit: ValueFromHeightCumulative<M>,
pub sent_in_loss: ValueFromHeightCumulative<M>, pub sent_in_loss: ValueFromHeightCumulative<M>,
pub sent_in_profit_ema: RollingEmas2w<M>,
pub sent_in_loss_ema: RollingEmas2w<M>,
} }
impl RealizedBase { impl RealizedBase {
@@ -76,11 +68,7 @@ impl RealizedBase {
cfg.indexes, cfg.indexes,
); );
let realized_profit_ema_1w = cfg.import("realized_profit_ema_1w", v0)?;
let realized_loss_ema_1w = cfg.import("realized_loss_ema_1w", v0)?;
let net_realized_pnl = cfg.import("net_realized_pnl", v0)?; let net_realized_pnl = cfg.import("net_realized_pnl", v0)?;
let net_realized_pnl_ema_1w = cfg.import("net_realized_pnl_ema_1w", v0)?;
let gross_pnl = cfg.import("realized_gross_pnl", v0)?; let gross_pnl = cfg.import("realized_gross_pnl", v0)?;
let realized_profit_rel_to_realized_cap = let realized_profit_rel_to_realized_cap =
@@ -95,7 +83,6 @@ impl RealizedBase {
let value_created_sum = cfg.import("value_created", v1)?; let value_created_sum = cfg.import("value_created", v1)?;
let value_destroyed_sum = cfg.import("value_destroyed", v1)?; let value_destroyed_sum = cfg.import("value_destroyed", v1)?;
let sopr = cfg.import("sopr", v1)?; let sopr = cfg.import("sopr", v1)?;
let sopr_24h_ema = cfg.import("sopr_24h", v1)?;
let realized_price_ratio_percentiles = let realized_price_ratio_percentiles =
ComputedFromHeightRatioPercentiles::forced_import( ComputedFromHeightRatioPercentiles::forced_import(
@@ -110,10 +97,7 @@ impl RealizedBase {
realized_cap_change_1m: cfg.import("realized_cap_change_1m", v0)?, realized_cap_change_1m: cfg.import("realized_cap_change_1m", v0)?,
neg_realized_loss, neg_realized_loss,
net_realized_pnl, net_realized_pnl,
net_realized_pnl_ema_1w,
gross_pnl, gross_pnl,
realized_profit_ema_1w,
realized_loss_ema_1w,
realized_profit_rel_to_realized_cap, realized_profit_rel_to_realized_cap,
realized_loss_rel_to_realized_cap, realized_loss_rel_to_realized_cap,
net_realized_pnl_rel_to_realized_cap, net_realized_pnl_rel_to_realized_cap,
@@ -122,12 +106,9 @@ impl RealizedBase {
value_created_sum, value_created_sum,
value_destroyed_sum, value_destroyed_sum,
sopr, sopr,
sopr_24h_ema,
realized_price_ratio_percentiles, realized_price_ratio_percentiles,
sent_in_profit: cfg.import("sent_in_profit", v0)?, sent_in_profit: cfg.import("sent_in_profit", v0)?,
sent_in_loss: cfg.import("sent_in_loss", v0)?, sent_in_loss: cfg.import("sent_in_loss", v0)?,
sent_in_profit_ema: cfg.import("sent_in_profit", v0)?,
sent_in_loss_ema: cfg.import("sent_in_loss", v0)?,
}) })
} }
@@ -240,25 +221,6 @@ impl RealizedBase {
exit, exit,
)?; )?;
self.realized_profit_ema_1w.height.compute_rolling_ema(
starting_indexes.height,
&blocks.count.height_1w_ago,
&self.minimal.realized_profit.height,
exit,
)?;
self.realized_loss_ema_1w.height.compute_rolling_ema(
starting_indexes.height,
&blocks.count.height_1w_ago,
&self.minimal.realized_loss.height,
exit,
)?;
self.net_realized_pnl_ema_1w.height.compute_rolling_ema(
starting_indexes.height,
&blocks.count.height_1w_ago,
&self.net_realized_pnl.height,
exit,
)?;
self.realized_profit_rel_to_realized_cap self.realized_profit_rel_to_realized_cap
.compute_binary::<Cents, Cents, RatioCentsBp32>( .compute_binary::<Cents, Cents, RatioCentsBp32>(
starting_indexes.height, starting_indexes.height,
@@ -311,14 +273,6 @@ impl RealizedBase {
)?; )?;
} }
self.sopr_24h_ema.compute_from_24h(
starting_indexes.height,
&blocks.count.height_1w_ago,
&blocks.count.height_1m_ago,
&self.sopr._24h.height,
exit,
)?;
// Realized price ratio percentiles // Realized price ratio percentiles
self.realized_price_ratio_percentiles.compute( self.realized_price_ratio_percentiles.compute(
blocks, blocks,
@@ -328,22 +282,6 @@ impl RealizedBase {
&self.minimal.realized_price.cents.height, &self.minimal.realized_price.cents.height,
)?; )?;
// Sent in profit/loss EMAs
self.sent_in_profit_ema.compute(
starting_indexes.height,
&blocks.count.height_2w_ago,
&self.sent_in_profit.base.sats.height,
&self.sent_in_profit.base.cents.height,
exit,
)?;
self.sent_in_loss_ema.compute(
starting_indexes.height,
&blocks.count.height_2w_ago,
&self.sent_in_loss.base.sats.height,
&self.sent_in_loss.base.cents.height,
exit,
)?;
Ok(()) Ok(())
} }
} }
@@ -19,7 +19,7 @@ use crate::{
ComputedFromHeightRatioStdDevBands, LazyFromHeight, PercentFromHeight, ComputedFromHeightRatioStdDevBands, LazyFromHeight, PercentFromHeight,
PercentRollingEmas1w1m, PercentRollingWindows, Price, RatioCents64, RatioCentsBp32, PercentRollingEmas1w1m, PercentRollingWindows, Price, RatioCents64, RatioCentsBp32,
RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32, RatioDollarsBp32, RatioCentsSignedCentsBps32, RatioCentsSignedDollarsBps32, RatioDollarsBp32,
RollingWindows, RollingEmas1w1m, RollingEmas2w, RollingWindows,
}, },
prices, prices,
}; };
@@ -70,6 +70,15 @@ pub struct RealizedFull<M: StorageMode = Rw> {
pub realized_loss_sum: RollingWindows<Cents, M>, pub realized_loss_sum: RollingWindows<Cents, M>,
pub realized_profit_to_loss_ratio: RollingWindows<StoredF64, M>, pub realized_profit_to_loss_ratio: RollingWindows<StoredF64, M>,
pub realized_profit_ema_1w: ComputedFromHeight<Cents, M>,
pub realized_loss_ema_1w: ComputedFromHeight<Cents, M>,
pub net_realized_pnl_ema_1w: ComputedFromHeight<CentsSigned, M>,
pub sopr_24h_ema: RollingEmas1w1m<StoredF64, M>,
pub sent_in_profit_ema: RollingEmas2w<M>,
pub sent_in_loss_ema: RollingEmas2w<M>,
pub realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands<M>, pub realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands<M>,
pub investor_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>, pub investor_price_ratio_percentiles: ComputedFromHeightRatioPercentiles<M>,
} }
@@ -125,6 +134,13 @@ impl RealizedFull {
let investor_price_name = cfg.name("investor_price"); let investor_price_name = cfg.name("investor_price");
let investor_price_version = cfg.version; let investor_price_version = cfg.version;
let realized_profit_ema_1w = cfg.import("realized_profit_ema_1w", v0)?;
let realized_loss_ema_1w = cfg.import("realized_loss_ema_1w", v0)?;
let net_realized_pnl_ema_1w = cfg.import("net_realized_pnl_ema_1w", v0)?;
let sopr_24h_ema = cfg.import("sopr_24h", v1)?;
let sent_in_profit_ema = cfg.import("sent_in_profit", v0)?;
let sent_in_loss_ema = cfg.import("sent_in_loss", v0)?;
Ok(Self { Ok(Self {
core, core,
profit_value_created, profit_value_created,
@@ -155,6 +171,12 @@ impl RealizedFull {
realized_loss_sum: cfg.import("realized_loss", v1)?, realized_loss_sum: cfg.import("realized_loss", v1)?,
realized_profit_to_loss_ratio: cfg realized_profit_to_loss_ratio: cfg
.import("realized_profit_to_loss_ratio", v1)?, .import("realized_profit_to_loss_ratio", v1)?,
realized_profit_ema_1w,
realized_loss_ema_1w,
net_realized_pnl_ema_1w,
sopr_24h_ema,
sent_in_profit_ema,
sent_in_loss_ema,
realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands::forced_import( realized_price_ratio_std_dev: ComputedFromHeightRatioStdDevBands::forced_import(
cfg.db, cfg.db,
&realized_price_name, &realized_price_name,
@@ -266,6 +288,47 @@ impl RealizedFull {
exit, exit,
)?; )?;
// EMAs
self.realized_profit_ema_1w.height.compute_rolling_ema(
starting_indexes.height,
&blocks.count.height_1w_ago,
&self.core.minimal.realized_profit.height,
exit,
)?;
self.realized_loss_ema_1w.height.compute_rolling_ema(
starting_indexes.height,
&blocks.count.height_1w_ago,
&self.core.minimal.realized_loss.height,
exit,
)?;
self.net_realized_pnl_ema_1w.height.compute_rolling_ema(
starting_indexes.height,
&blocks.count.height_1w_ago,
&self.core.net_realized_pnl.height,
exit,
)?;
self.sopr_24h_ema.compute_from_24h(
starting_indexes.height,
&blocks.count.height_1w_ago,
&blocks.count.height_1m_ago,
&self.core.sopr._24h.height,
exit,
)?;
self.sent_in_profit_ema.compute(
starting_indexes.height,
&blocks.count.height_2w_ago,
&self.core.sent_in_profit.base.sats.height,
&self.core.sent_in_profit.base.cents.height,
exit,
)?;
self.sent_in_loss_ema.compute(
starting_indexes.height,
&blocks.count.height_2w_ago,
&self.core.sent_in_loss.base.sats.height,
&self.core.sent_in_loss.base.cents.height,
exit,
)?;
// Gross PnL rolling sum // Gross PnL rolling sum
let window_starts = blocks.count.window_starts(); let window_starts = blocks.count.window_starts();
self.gross_pnl_sum.compute_rolling_sum( self.gross_pnl_sum.compute_rolling_sum(
-14
View File
@@ -1579,7 +1579,6 @@ function createMetricPattern35(client, name) { return /** @type {MetricPattern35
* @property {CentsSatsUsdPattern} investorPrice * @property {CentsSatsUsdPattern} investorPrice
* @property {BpsRatioPattern} investorPriceRatio * @property {BpsRatioPattern} investorPriceRatio
* @property {RatioPattern} investorPriceRatioPercentiles * @property {RatioPattern} investorPriceRatioPercentiles
* @property {RatioPattern2} investorPriceRatioStdDev
* @property {MetricPattern1<Cents>} lossValueCreated * @property {MetricPattern1<Cents>} lossValueCreated
* @property {MetricPattern1<Cents>} lossValueDestroyed * @property {MetricPattern1<Cents>} lossValueDestroyed
* @property {CentsSatsUsdPattern} lowerPriceBand * @property {CentsSatsUsdPattern} lowerPriceBand
@@ -1644,7 +1643,6 @@ function createCapCapitulationGrossInvestorLossLowerMvrvNegNetPeakProfitRealized
investorPrice: createCentsSatsUsdPattern(client, _m(acc, 'investor_price')), investorPrice: createCentsSatsUsdPattern(client, _m(acc, 'investor_price')),
investorPriceRatio: createBpsRatioPattern(client, _m(acc, 'investor_price_ratio')), investorPriceRatio: createBpsRatioPattern(client, _m(acc, 'investor_price_ratio')),
investorPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'investor_price_ratio')), investorPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'investor_price_ratio')),
investorPriceRatioStdDev: createRatioPattern2(client, _m(acc, 'investor_price_ratio')),
lossValueCreated: createMetricPattern1(client, _m(acc, 'loss_value_created')), lossValueCreated: createMetricPattern1(client, _m(acc, 'loss_value_created')),
lossValueDestroyed: createMetricPattern1(client, _m(acc, 'loss_value_destroyed')), lossValueDestroyed: createMetricPattern1(client, _m(acc, 'loss_value_destroyed')),
lowerPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'lower_price_band')), lowerPriceBand: createCentsSatsUsdPattern(client, _m(acc, 'lower_price_band')),
@@ -1771,26 +1769,20 @@ function create_0sdM0M1M1sdM2M2sdM3sdP0P1P1sdP2P2sdP3sdSdSmaZscorePattern(client
* @property {MetricPattern1<StoredF32>} mvrv * @property {MetricPattern1<StoredF32>} mvrv
* @property {MetricPattern1<Dollars>} negRealizedLoss * @property {MetricPattern1<Dollars>} negRealizedLoss
* @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl * @property {CumulativeHeightPattern<CentsSigned>} netRealizedPnl
* @property {MetricPattern1<CentsSigned>} netRealizedPnlEma1w
* @property {BpsPercentRatioPattern} netRealizedPnlRelToRealizedCap * @property {BpsPercentRatioPattern} netRealizedPnlRelToRealizedCap
* @property {MetricPattern1<Dollars>} realizedCap * @property {MetricPattern1<Dollars>} realizedCap
* @property {MetricPattern1<Cents>} realizedCapCents * @property {MetricPattern1<Cents>} realizedCapCents
* @property {MetricPattern1<CentsSigned>} realizedCapChange1m * @property {MetricPattern1<CentsSigned>} realizedCapChange1m
* @property {CumulativeHeightPattern<Cents>} realizedLoss * @property {CumulativeHeightPattern<Cents>} realizedLoss
* @property {MetricPattern1<Cents>} realizedLossEma1w
* @property {BpsPercentRatioPattern} realizedLossRelToRealizedCap * @property {BpsPercentRatioPattern} realizedLossRelToRealizedCap
* @property {CentsSatsUsdPattern} realizedPrice * @property {CentsSatsUsdPattern} realizedPrice
* @property {BpsRatioPattern} realizedPriceRatio * @property {BpsRatioPattern} realizedPriceRatio
* @property {RatioPattern} realizedPriceRatioPercentiles * @property {RatioPattern} realizedPriceRatioPercentiles
* @property {CumulativeHeightPattern<Cents>} realizedProfit * @property {CumulativeHeightPattern<Cents>} realizedProfit
* @property {MetricPattern1<Cents>} realizedProfitEma1w
* @property {BpsPercentRatioPattern} realizedProfitRelToRealizedCap * @property {BpsPercentRatioPattern} realizedProfitRelToRealizedCap
* @property {BaseCumulativePattern} sentInLoss * @property {BaseCumulativePattern} sentInLoss
* @property {_2wPattern} sentInLossEma
* @property {BaseCumulativePattern} sentInProfit * @property {BaseCumulativePattern} sentInProfit
* @property {_2wPattern} sentInProfitEma
* @property {_1m1w1y24hPattern<StoredF64>} sopr * @property {_1m1w1y24hPattern<StoredF64>} sopr
* @property {_1m1wPattern} sopr24hEma
* @property {MetricPattern1<Cents>} valueCreated * @property {MetricPattern1<Cents>} valueCreated
* @property {_1m1w1y24hPattern<Cents>} valueCreatedSum * @property {_1m1w1y24hPattern<Cents>} valueCreatedSum
* @property {MetricPattern1<Cents>} valueDestroyed * @property {MetricPattern1<Cents>} valueDestroyed
@@ -1809,26 +1801,20 @@ function createGrossMvrvNegNetRealizedSentSoprValuePattern(client, acc) {
mvrv: createMetricPattern1(client, _m(acc, 'mvrv')), mvrv: createMetricPattern1(client, _m(acc, 'mvrv')),
negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')), negRealizedLoss: createMetricPattern1(client, _m(acc, 'neg_realized_loss')),
netRealizedPnl: createCumulativeHeightPattern(client, _m(acc, 'net_realized_pnl')), 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')), netRealizedPnlRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'net_realized_pnl_rel_to_realized_cap')),
realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')), realizedCap: createMetricPattern1(client, _m(acc, 'realized_cap')),
realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')), realizedCapCents: createMetricPattern1(client, _m(acc, 'realized_cap_cents')),
realizedCapChange1m: createMetricPattern1(client, _m(acc, 'realized_cap_change_1m')), realizedCapChange1m: createMetricPattern1(client, _m(acc, 'realized_cap_change_1m')),
realizedLoss: createCumulativeHeightPattern(client, _m(acc, 'realized_loss')), 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')), realizedLossRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_loss_rel_to_realized_cap')),
realizedPrice: createCentsSatsUsdPattern(client, _m(acc, 'realized_price')), realizedPrice: createCentsSatsUsdPattern(client, _m(acc, 'realized_price')),
realizedPriceRatio: createBpsRatioPattern(client, _m(acc, 'realized_price_ratio')), realizedPriceRatio: createBpsRatioPattern(client, _m(acc, 'realized_price_ratio')),
realizedPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'realized_price_ratio')), realizedPriceRatioPercentiles: createRatioPattern(client, _m(acc, 'realized_price_ratio')),
realizedProfit: createCumulativeHeightPattern(client, _m(acc, 'realized_profit')), 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')), realizedProfitRelToRealizedCap: createBpsPercentRatioPattern(client, _m(acc, 'realized_profit_rel_to_realized_cap')),
sentInLoss: createBaseCumulativePattern(client, _m(acc, 'sent_in_loss')), 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')), 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')), sopr: create_1m1w1y24hPattern(client, _m(acc, 'sopr')),
sopr24hEma: create_1m1wPattern(client, _m(acc, 'sopr_24h_ema')),
valueCreated: createMetricPattern1(client, _m(acc, 'value_created')), valueCreated: createMetricPattern1(client, _m(acc, 'value_created')),
valueCreatedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_created')), valueCreatedSum: create_1m1w1y24hPattern(client, _m(acc, 'value_created')),
valueDestroyed: createMetricPattern1(client, _m(acc, 'value_destroyed')), 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: CentsSatsUsdPattern = CentsSatsUsdPattern(client, _m(acc, 'investor_price'))
self.investor_price_ratio: BpsRatioPattern = BpsRatioPattern(client, _m(acc, 'investor_price_ratio')) 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_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_created: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'loss_value_created'))
self.loss_value_destroyed: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'loss_value_destroyed')) 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')) 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.mvrv: MetricPattern1[StoredF32] = MetricPattern1(client, _m(acc, 'mvrv'))
self.neg_realized_loss: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'neg_realized_loss')) 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: 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.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: MetricPattern1[Dollars] = MetricPattern1(client, _m(acc, 'realized_cap'))
self.realized_cap_cents: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'realized_cap_cents')) 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_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: 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_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: CentsSatsUsdPattern = CentsSatsUsdPattern(client, _m(acc, 'realized_price'))
self.realized_price_ratio: BpsRatioPattern = BpsRatioPattern(client, _m(acc, 'realized_price_ratio')) 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_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: 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.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: 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: 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: _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: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'value_created'))
self.value_created_sum: _1m1w1y24hPattern[Cents] = _1m1w1y24hPattern(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')) self.value_destroyed: MetricPattern1[Cents] = MetricPattern1(client, _m(acc, 'value_destroyed'))