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https://github.com/bitcoinresearchkit/brk.git
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website: snapshot
This commit is contained in:
nym21
@@ -1,7 +1,8 @@
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/** Shared helpers for options */
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import { Unit } from "../utils/units.js";
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import { line } from "./series.js";
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import { line, baseline } from "./series.js";
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import { priceLine, priceLines } from "./constants.js";
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/**
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* Create sats/btc/usd line series from a pattern with .sats/.bitcoin/.dollars
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@@ -14,7 +15,6 @@ import { line } from "./series.js";
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export function satsBtcUsd(pattern, name, color, options) {
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const { defaultActive } = options || {};
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return [
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line({ metric: pattern.sats, name, color, unit: Unit.sats, defaultActive }),
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line({
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metric: pattern.bitcoin,
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name,
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@@ -22,6 +22,7 @@ export function satsBtcUsd(pattern, name, color, options) {
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unit: Unit.btc,
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defaultActive,
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}),
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line({ metric: pattern.sats, name, color, unit: Unit.sats, defaultActive }),
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line({
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metric: pattern.dollars,
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name,
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@@ -82,7 +83,7 @@ export function sdPatterns(ratio) {
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* @param {Colors} colors
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* @param {Ratio1ySdPattern} sd
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*/
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export function sdBands(colors, sd) {
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export function sdBandsUsd(colors, sd) {
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return /** @type {const} */ ([
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{ name: "0σ", prop: sd._0sdUsd, color: colors.lime },
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{ name: "+0.5σ", prop: sd.p05sdUsd, color: colors.yellow },
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@@ -95,7 +96,249 @@ export function sdBands(colors, sd) {
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{ name: "−2σ", prop: sd.m2sdUsd, color: colors.blue },
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{ name: "+2.5σ", prop: sd.p25sdUsd, color: colors.rose },
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{ name: "−2.5σ", prop: sd.m25sdUsd, color: colors.indigo },
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{ name: "+3σ", prop: sd.p3sdUsd, color: colors.pink },
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{ name: "−3σ", prop: sd.m3sdUsd, color: colors.violet },
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]);
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}
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/**
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* Build SD band mappings (ratio) from an SD pattern
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* @param {Colors} colors
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* @param {Ratio1ySdPattern} sd
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*/
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export function sdBandsRatio(colors, sd) {
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return /** @type {const} */ ([
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{ name: "0σ", prop: sd.sma, color: colors.lime },
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{ name: "+0.5σ", prop: sd.p05sd, color: colors.yellow },
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{ name: "−0.5σ", prop: sd.m05sd, color: colors.teal },
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{ name: "+1σ", prop: sd.p1sd, color: colors.amber },
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{ name: "−1σ", prop: sd.m1sd, color: colors.cyan },
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{ name: "+1.5σ", prop: sd.p15sd, color: colors.orange },
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{ name: "−1.5σ", prop: sd.m15sd, color: colors.sky },
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{ name: "+2σ", prop: sd.p2sd, color: colors.red },
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{ name: "−2σ", prop: sd.m2sd, color: colors.blue },
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{ name: "+2.5σ", prop: sd.p25sd, color: colors.rose },
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{ name: "−2.5σ", prop: sd.m25sd, color: colors.indigo },
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{ name: "+3σ", prop: sd.p3sd, color: colors.pink },
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{ name: "−3σ", prop: sd.m3sd, color: colors.violet },
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]);
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}
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/**
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* Build ratio SMA series from a ratio pattern
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* @param {Colors} colors
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* @param {ActivePriceRatioPattern} ratio
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*/
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export function ratioSmas(colors, ratio) {
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return /** @type {const} */ ([
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{ name: "1w SMA", metric: ratio.ratio1wSma, color: colors.lime },
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{ name: "1m SMA", metric: ratio.ratio1mSma, color: colors.teal },
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{ name: "1y SMA", metric: ratio.ratio1ySd.sma, color: colors.sky },
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{ name: "2y SMA", metric: ratio.ratio2ySd.sma, color: colors.indigo },
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{ name: "4y SMA", metric: ratio.ratio4ySd.sma, color: colors.purple },
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{ name: "All SMA", metric: ratio.ratioSd.sma, color: colors.rose },
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]);
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}
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/**
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* Create ratio chart from ActivePriceRatioPattern
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {string} args.title
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* @param {AnyMetricPattern} args.price - The price metric to show in top pane
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* @param {ActivePriceRatioPattern} args.ratio - The ratio pattern
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* @param {Color} args.color
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* @returns {PartialChartOption}
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*/
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export function createRatioChart(ctx, { title, price, ratio, color }) {
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const { colors } = ctx;
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return {
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name: "ratio",
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title: `${title} Ratio`,
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top: [
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line({ metric: price, name: "price", color, unit: Unit.usd }),
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...percentileUsdMap(colors, ratio).map(({ name, prop, color }) =>
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line({
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metric: prop,
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name,
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color,
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defaultActive: false,
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unit: Unit.usd,
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options: { lineStyle: 1 },
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}),
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),
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],
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bottom: [
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baseline({
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metric: ratio.ratio,
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name: "Ratio",
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unit: Unit.ratio,
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base: 1,
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}),
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...ratioSmas(colors, ratio).map(({ name, metric, color }) =>
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line({ metric, name, color, unit: Unit.ratio, defaultActive: false }),
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),
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...percentileMap(colors, ratio).map(({ name, prop, color }) =>
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line({
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metric: prop,
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name,
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color,
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defaultActive: false,
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unit: Unit.ratio,
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options: { lineStyle: 1 },
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}),
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),
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priceLine({ ctx, unit: Unit.ratio, number: 1 }),
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],
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};
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}
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/**
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* Create ZScores folder from ActivePriceRatioPattern
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {string} args.title
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* @param {string} args.legend
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* @param {AnyMetricPattern} args.price - The price metric to show in top pane
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* @param {ActivePriceRatioPattern} args.ratio - The ratio pattern
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* @param {Color} args.color
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* @returns {PartialOptionsGroup}
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*/
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export function createZScoresFolder(
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ctx,
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{ title, legend, price, ratio, color },
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) {
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const { colors } = ctx;
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const sdPats = sdPatterns(ratio);
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return {
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name: "ZScores",
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tree: [
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{
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name: "Compare",
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title: `${title} Z-Scores`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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line({
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metric: ratio.ratio1ySd._0sdUsd,
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name: "1y 0σ",
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color: colors.orange,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratio2ySd._0sdUsd,
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name: "2y 0σ",
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color: colors.yellow,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratio4ySd._0sdUsd,
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name: "4y 0σ",
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color: colors.lime,
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defaultActive: false,
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unit: Unit.usd,
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}),
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line({
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metric: ratio.ratioSd._0sdUsd,
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name: "all 0σ",
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color: colors.blue,
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defaultActive: false,
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unit: Unit.usd,
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}),
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],
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bottom: [
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line({
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metric: ratio.ratioSd.zscore,
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name: "all",
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color: colors.blue,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio4ySd.zscore,
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name: "4y",
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color: colors.lime,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio2ySd.zscore,
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name: "2y",
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color: colors.yellow,
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unit: Unit.sd,
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}),
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line({
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metric: ratio.ratio1ySd.zscore,
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name: "1y",
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color: colors.orange,
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unit: Unit.sd,
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}),
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...priceLines({
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ctx,
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unit: Unit.sd,
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numbers: [0, 1, -1, 2, -2, 3, -3],
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defaultActive: false,
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}),
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],
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},
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...sdPats.map(({ nameAddon, titleAddon, sd }) => ({
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name: nameAddon,
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title: `${title} ${titleAddon} Z-Score`,
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top: [
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line({ metric: price, name: legend, color, unit: Unit.usd }),
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...sdBandsUsd(colors, sd).map(
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({ name: bandName, prop, color: bandColor }) =>
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line({
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metric: prop,
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name: bandName,
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color: bandColor,
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unit: Unit.usd,
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defaultActive: false,
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}),
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),
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],
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bottom: [
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baseline({
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metric: sd.zscore,
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name: "Z-Score",
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unit: Unit.sd,
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}),
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baseline({
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metric: ratio.ratio,
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name: "Ratio",
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unit: Unit.ratio,
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base: 1,
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}),
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line({
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metric: sd.sd,
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name: "Volatility",
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color: colors.gray,
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unit: Unit.percentage,
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}),
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...sdBandsRatio(colors, sd).map(
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({ name: bandName, prop, color: bandColor }) =>
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line({
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metric: prop,
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name: bandName,
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color: bandColor,
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unit: Unit.ratio,
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defaultActive: false,
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}),
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),
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priceLine({ ctx, unit: Unit.ratio, number: 1 }),
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priceLine({
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ctx,
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unit: Unit.sd,
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}),
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...priceLines({
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ctx,
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unit: Unit.sd,
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numbers: [1, -1, 2, -2, 3, -3],
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defaultActive: false,
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}),
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],
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})),
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],
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};
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}
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