mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-27 16:19:59 -07:00
global: snapshot
This commit is contained in:
nym21
@@ -32,7 +32,7 @@ function volumeAndCoinsTree(activity, color, title) {
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name: "Volume",
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tree: [
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{
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name: "Sum",
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name: "Per Block",
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title: title("Sent Volume"),
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bottom: [
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line({ series: activity.transferVolume.base.sats, name: "Sum", color, unit: Unit.sats }),
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@@ -52,10 +52,10 @@ function volumeAndCoinsTree(activity, color, title) {
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],
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},
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{
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name: "Coins Destroyed",
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name: "Coindays Destroyed",
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tree: [
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{
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name: "Base",
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name: "Per Block",
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title: title("Coindays Destroyed"),
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bottom: [
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line({ series: activity.coindaysDestroyed.base, name: "Base", color, unit: Unit.coindays }),
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@@ -675,7 +675,7 @@ function groupedRollingSoprCharts(list, all, get24h, get7d, get30d, get1y, title
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* @template {{ color: Color, name: string }} A
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* @param {readonly T[]} list
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* @param {A} all
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* @param {readonly { name: string, getCreated: (item: T | A) => AnySeriesPattern, getDestroyed: (item: T | A) => AnySeriesPattern }[]} windows
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* @param {readonly { name: string, title: string, getCreated: (item: T | A) => AnySeriesPattern, getDestroyed: (item: T | A) => AnySeriesPattern }[]} windows
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* @param {(name: string) => string} title
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* @param {string} [prefix]
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* @returns {PartialOptionsTree}
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@@ -686,7 +686,7 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
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name: "Created",
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tree: windows.map((w) => ({
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name: w.name,
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title: title(`${prefix}Value Created (${w.name})`),
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title: title(`${prefix}Value Created (${w.title})`),
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bottom: mapCohortsWithAll(list, all, (item) =>
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line({ series: w.getCreated(item), name: item.name, color: item.color, unit: Unit.usd }),
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),
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@@ -696,7 +696,7 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
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name: "Destroyed",
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tree: windows.map((w) => ({
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name: w.name,
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title: title(`${prefix}Value Destroyed (${w.name})`),
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title: title(`${prefix}Value Destroyed (${w.title})`),
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bottom: mapCohortsWithAll(list, all, (item) =>
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line({ series: w.getDestroyed(item), name: item.name, color: item.color, unit: Unit.usd }),
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),
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@@ -711,10 +711,10 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
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*/
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function valueWindows(list, all) {
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return [
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{ name: "24h", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._24h, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._24h },
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{ name: "7d", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1w, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1w },
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{ name: "30d", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1m, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1m },
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{ name: "1y", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1y, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1y },
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{ name: "24h", title: "Daily", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._24h, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._24h },
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{ name: "7d", title: "Weekly", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1w, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1w },
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{ name: "30d", title: "Monthly", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1m, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1m },
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{ name: "1y", title: "Yearly", getCreated: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueCreated.sum._1y, getDestroyed: (/** @type {typeof list[number] | typeof all} */ c) => c.tree.realized.sopr.valueDestroyed.sum._1y },
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];
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}
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@@ -823,10 +823,10 @@ export function createGroupedActivitySectionWithAdjusted({ list, all, title }) {
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tree: groupedRollingValueCharts(
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list, all,
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[
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{ name: "24h", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._24h, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._24h },
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{ name: "7d", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1w, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1w },
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{ name: "30d", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1m, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1m },
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{ name: "1y", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1y, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1y },
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{ name: "24h", title: "Daily", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._24h, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._24h },
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{ name: "7d", title: "Weekly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1w, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1w },
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{ name: "30d", title: "Monthly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1m, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1m },
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{ name: "1y", title: "Yearly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1y, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1y },
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],
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title,
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"Adjusted ",
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@@ -837,7 +837,7 @@ export function createGroupedActivitySectionWithAdjusted({ list, all, title }) {
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],
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},
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{
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name: "Coins Destroyed",
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name: "Coindays Destroyed",
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title: title("Coindays Destroyed"),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
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line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
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@@ -914,7 +914,7 @@ export function createGroupedActivitySection({ list, all, title }) {
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],
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},
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{
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name: "Coins Destroyed",
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name: "Coindays Destroyed",
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title: title("Coindays Destroyed"),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
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line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
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@@ -955,7 +955,7 @@ export function createGroupedActivitySectionWithActivity({ list, all, title }) {
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],
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},
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{
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name: "Coins Destroyed",
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name: "Coindays Destroyed",
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title: title("Coindays Destroyed"),
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bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
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line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
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@@ -199,7 +199,7 @@ function groupedDeltaTree(list, all, getDelta, unit, title, name) {
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name: "Absolute",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`${name} Change (${w.name})`),
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title: title(`${name} Change (${w.title})`),
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bottom: mapCohortsWithAll(list, all, (c) =>
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baseline({ series: getDelta(c).absolute[w.key], name: c.name, color: c.color, unit }),
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),
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@@ -209,7 +209,7 @@ function groupedDeltaTree(list, all, getDelta, unit, title, name) {
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name: "Rate",
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tree: ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`${name} Rate (${w.name})`),
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title: title(`${name} Rate (${w.title})`),
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bottom: flatMapCohortsWithAll(list, all, (c) =>
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percentRatio({ pattern: getDelta(c).rate[w.key], name: c.name, color: c.color }),
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),
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@@ -677,7 +677,7 @@ function groupedBucketCharts(list, titlePrefix) {
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},
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...ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: `${titlePrefix}: Supply Change ${w.name}`,
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title: `${titlePrefix}: Supply Change (${w.title})`,
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bottom: list.map(({ name, color, pattern }) =>
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baseline({ series: pattern.supply.all.delta.absolute[w.key], name, color, unit: Unit.sats }),
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),
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@@ -698,7 +698,7 @@ function groupedBucketCharts(list, titlePrefix) {
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},
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...ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: `${titlePrefix}: Supply Rate ${w.name}`,
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title: `${titlePrefix}: Supply Rate (${w.title})`,
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bottom: list.flatMap(({ name, color, pattern }) =>
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percentRatio({ pattern: pattern.supply.all.delta.rate[w.key], name, color }),
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),
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@@ -45,7 +45,7 @@ function pnlLines(m, unit) {
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if (m.gross) {
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series.push(line({ series: m.gross, name: "Total", color: colors.default, unit }));
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}
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series.push(line({ series: m.negLoss, name: "Negative Loss", color: colors.loss, unit, defaultActive: false }));
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series.push(line({ series: m.negLoss, name: "Loss (Inverted)", color: colors.loss, unit, defaultActive: false }));
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return series;
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}
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@@ -63,13 +63,13 @@ function netBaseline(s, unit) {
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// ============================================================================
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/**
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* @param {{ profit: { base: { usd: AnySeriesPattern } }, loss: { base: { usd: AnySeriesPattern }, negative: AnySeriesPattern }, grossPnl: { usd: AnySeriesPattern } }} u
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* @param {{ profit: { usd: AnySeriesPattern }, loss: { usd: AnySeriesPattern, negative: AnySeriesPattern }, grossPnl: { usd: AnySeriesPattern } }} u
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* @returns {AnyFetchedSeriesBlueprint[]}
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*/
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function unrealizedUsdSeries(u) {
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return [
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...pnlLines(
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{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
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{ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
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Unit.usd,
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),
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priceLine({ unit: Unit.usd, defaultActive: false }),
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@@ -105,7 +105,6 @@ function unrealizedPnlTreeAll(u, title) {
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{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
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relPnlChart(u.profit.toMcap, u.loss.toMcap, "% of Mcap", title),
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relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
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...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
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];
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}
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@@ -121,7 +120,6 @@ function unrealizedPnlTreeFull(u, title) {
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relPnlChart(u.profit.toMcap, u.loss.toMcap, "% of Mcap", title),
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relPnlChart(u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Mcap", title),
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relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
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...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
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];
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}
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@@ -141,7 +139,6 @@ function unrealizedPnlTreeLongTerm(u, title) {
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},
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relPnlChart(u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Mcap", title),
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relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
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...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
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];
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}
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@@ -158,72 +155,12 @@ function unrealizedPnlTreeMid(u, title) {
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title: title("Unrealized P&L"),
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bottom: [
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...pnlLines(
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{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative },
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{ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative },
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Unit.usd,
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),
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priceLine({ unit: Unit.usd, defaultActive: false }),
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],
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},
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...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
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];
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}
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/**
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* Unrealized cumulative + rolling P&L tree (profit and loss have cumulative.usd + sum[w].usd)
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* @param {{ cumulative: { usd: AnySeriesPattern }, sum: { _24h: { usd: AnySeriesPattern }, _1w: { usd: AnySeriesPattern }, _1m: { usd: AnySeriesPattern }, _1y: { usd: AnySeriesPattern } } }} profit
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* @param {{ cumulative: { usd: AnySeriesPattern }, sum: { _24h: { usd: AnySeriesPattern }, _1w: { usd: AnySeriesPattern }, _1m: { usd: AnySeriesPattern }, _1y: { usd: AnySeriesPattern } } }} loss
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* @param {(name: string) => string} title
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* @returns {PartialOptionsTree}
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*/
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function unrealizedCumulativeRollingTree(profit, loss, title) {
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return [
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{
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name: "Cumulative",
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title: title("Cumulative Unrealized P&L"),
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bottom: [
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line({ series: profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
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line({ series: loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
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],
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},
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{
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name: "Rolling",
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tree: [
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{
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name: "Profit",
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tree: [
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{
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name: "Compare",
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title: title("Rolling Unrealized Profit"),
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bottom: ROLLING_WINDOWS.map((w) =>
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line({ series: profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
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),
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},
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...ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: title(`Unrealized Profit (${w.name})`),
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bottom: [line({ series: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
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||||
})),
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||||
],
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Unrealized Loss"),
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bottom: ROLLING_WINDOWS.map((w) =>
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line({ series: loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
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),
|
||||
},
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...ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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||||
title: title(`Unrealized Loss (${w.name})`),
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||||
bottom: [line({ series: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
],
|
||||
},
|
||||
];
|
||||
}
|
||||
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||||
@@ -331,12 +268,12 @@ function realizedPnlSumTreeFull(r, title) {
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title: title("Realized P&L"),
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bottom: [
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||||
dots({ series: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
dots({ series: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
dots({ series: r.loss.negative, name: "Loss (Inverted)", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
dots({ series: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "% of Rcap",
|
||||
name: "% of Realized Cap",
|
||||
title: title("Realized P&L (% of Realized Cap)"),
|
||||
bottom: [
|
||||
...percentRatioBaseline({ pattern: r.profit.toRcap, name: "Profit", color: colors.profit }),
|
||||
@@ -355,7 +292,7 @@ function realizedNetPnlSumTreeFull(r, title) {
|
||||
return [
|
||||
{ name: "USD", title: title("Net Realized P&L"), bottom: [dotsBaseline({ series: r.netPnl.base.usd, name: "Net", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Rcap",
|
||||
name: "% of Realized Cap",
|
||||
title: title("Net Realized P&L (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.toRcap, name: "Net" }),
|
||||
},
|
||||
@@ -375,11 +312,11 @@ function realizedPnlCumulativeTreeFull(r, title) {
|
||||
bottom: [
|
||||
line({ series: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
line({ series: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
|
||||
line({ series: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
line({ series: r.loss.negative, name: "Loss (Inverted)", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "% of Rcap",
|
||||
name: "% of Realized Cap",
|
||||
title: title("Cumulative Realized P&L (% of Realized Cap)"),
|
||||
bottom: [
|
||||
...percentRatioBaseline({ pattern: r.profit.toRcap, name: "Profit", color: colors.profit }),
|
||||
@@ -411,7 +348,7 @@ function realizedNetPnlDeltaTree(netPnl, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L Change (${w.name})`),
|
||||
title: title(`Net Realized P&L Change (${w.title})`),
|
||||
bottom: [baseline({ series: netPnl.delta.absolute[w.key].usd, name: "Change", unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
@@ -428,7 +365,7 @@ function realizedNetPnlDeltaTree(netPnl, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L Rate (${w.name})`),
|
||||
title: title(`Net Realized P&L Rate (${w.title})`),
|
||||
bottom: percentRatioBaseline({ pattern: netPnl.delta.rate[w.key], name: "Rate" }),
|
||||
})),
|
||||
],
|
||||
@@ -455,8 +392,8 @@ function realizedNetPnlDeltaTreeFull(r, title) {
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.toMcap, name: "30d Change" }),
|
||||
},
|
||||
{
|
||||
name: "% of Rcap",
|
||||
title: title("Net Realized P&L Change (% of Rcap)"),
|
||||
name: "% of Realized Cap",
|
||||
title: title("Net Realized P&L Change (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.toRcap, name: "30d Change" }),
|
||||
},
|
||||
],
|
||||
@@ -482,7 +419,7 @@ function rollingNetRealizedTree(netPnl, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L (${w.name})`),
|
||||
title: title(`Net Realized P&L (${w.title})`),
|
||||
bottom: [baseline({ series: netPnl.sum[w.key].usd, name: "Net", unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
@@ -509,7 +446,7 @@ function singleRollingRealizedTreeFull(r, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.name})`),
|
||||
title: title(`Realized Profit (${w.title})`),
|
||||
bottom: [line({ series: r.profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
@@ -526,7 +463,7 @@ function singleRollingRealizedTreeFull(r, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.name})`),
|
||||
title: title(`Realized Loss (${w.title})`),
|
||||
bottom: [line({ series: r.loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
@@ -544,7 +481,7 @@ function singleRollingRealizedTreeFull(r, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized P/L Ratio (${w.name})`),
|
||||
title: title(`Realized P/L Ratio (${w.title})`),
|
||||
bottom: [baseline({ series: r.profitToLossRatio[w.key], name: "P/L Ratio", unit: Unit.ratio, base: 1 })],
|
||||
})),
|
||||
],
|
||||
@@ -565,7 +502,7 @@ function singleRollingRealizedTreeBasic(profit, loss, title) {
|
||||
name: "Profit",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.name})`),
|
||||
title: title(`Realized Profit (${w.title})`),
|
||||
bottom: [line({ series: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
|
||||
})),
|
||||
},
|
||||
@@ -573,7 +510,7 @@ function singleRollingRealizedTreeBasic(profit, loss, title) {
|
||||
name: "Loss",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.name})`),
|
||||
title: title(`Realized Loss (${w.title})`),
|
||||
bottom: [line({ series: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
|
||||
})),
|
||||
},
|
||||
@@ -609,7 +546,7 @@ function realizedValueTree(valueCreated, valueDestroyed, label, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`${label} Value (${w.name})`),
|
||||
title: title(`${label} Value (${w.title})`),
|
||||
bottom: [
|
||||
line({ series: valueCreated.sum[w.key], name: "Created", color: colors.profit, unit: Unit.usd }),
|
||||
line({ series: valueDestroyed.sum[w.key], name: "Destroyed", color: colors.loss, unit: Unit.usd }),
|
||||
@@ -690,7 +627,7 @@ function realizedSubfolderFull(r, title) {
|
||||
{
|
||||
name: "Gross P&L",
|
||||
tree: [
|
||||
{ name: "Base", title: title("Gross Realized P&L"), bottom: [dots({ series: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] },
|
||||
{ name: "Per Block", title: title("Gross Realized P&L"), bottom: [dots({ series: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] },
|
||||
{
|
||||
name: "Rolling",
|
||||
tree: [
|
||||
@@ -703,7 +640,7 @@ function realizedSubfolderFull(r, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Gross Realized P&L (${w.name})`),
|
||||
title: title(`Gross Realized P&L (${w.title})`),
|
||||
bottom: [line({ series: r.grossPnl.sum[w.key].usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
@@ -744,7 +681,7 @@ function realizedSubfolderFull(r, title) {
|
||||
tree: [
|
||||
{ name: "USD", title: title("Cumulative Net Realized P&L"), bottom: [baseline({ series: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Rcap",
|
||||
name: "% of Realized Cap",
|
||||
title: title("Cumulative Net P&L (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.netPnl.toRcap, name: "Net" }),
|
||||
},
|
||||
@@ -755,7 +692,7 @@ function realizedSubfolderFull(r, title) {
|
||||
tree: [
|
||||
{ name: "USD", title: title("Cumulative Peak Regret"), bottom: [line({ series: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd })] },
|
||||
{
|
||||
name: "% of Rcap",
|
||||
name: "% of Realized Cap",
|
||||
title: title("Cumulative Peak Regret (% of Realized Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: r.peakRegret.toRcap, name: "Peak Regret" }),
|
||||
},
|
||||
@@ -782,7 +719,7 @@ function realizedSubfolderMid(r, title) {
|
||||
title: title("Realized P&L"),
|
||||
bottom: [
|
||||
dots({ series: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
dots({ series: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
dots({ series: r.loss.negative, name: "Loss (Inverted)", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
dots({ series: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
@@ -898,12 +835,11 @@ export function createProfitabilitySectionWithProfitLoss({ cohort, title }) {
|
||||
name: "USD",
|
||||
title: title("Unrealized P&L"),
|
||||
bottom: [
|
||||
...pnlLines({ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd),
|
||||
...pnlLines({ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative }, Unit.usd),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
|
||||
],
|
||||
],
|
||||
},
|
||||
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
|
||||
],
|
||||
@@ -1089,12 +1025,11 @@ export function createProfitabilitySectionAddress({ cohort, title }) {
|
||||
name: "USD",
|
||||
title: title("Unrealized P&L"),
|
||||
bottom: [
|
||||
...pnlLines({ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd),
|
||||
...pnlLines({ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative }, Unit.usd),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
],
|
||||
},
|
||||
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
|
||||
],
|
||||
],
|
||||
},
|
||||
{ name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) },
|
||||
],
|
||||
@@ -1178,7 +1113,7 @@ function groupedRollingRealizedCharts(list, all, title) {
|
||||
name: "Profit",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Profit (${w.name})`),
|
||||
title: title(`Realized Profit (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ series: tree.realized.profit.sum[w.key].usd, name, color, unit: Unit.usd })),
|
||||
})),
|
||||
},
|
||||
@@ -1186,7 +1121,7 @@ function groupedRollingRealizedCharts(list, all, title) {
|
||||
name: "Loss",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Loss (${w.name})`),
|
||||
title: title(`Realized Loss (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ series: tree.realized.loss.sum[w.key].usd, name, color, unit: Unit.usd })),
|
||||
})),
|
||||
},
|
||||
@@ -1207,7 +1142,7 @@ function groupedRollingRealizedChartsFull(list, all, title) {
|
||||
name: "P/L Ratio",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized P/L Ratio (${w.name})`),
|
||||
title: title(`Realized P/L Ratio (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.profitToLossRatio[w.key], name, color, unit: Unit.ratio, base: 1 }),
|
||||
),
|
||||
@@ -1279,7 +1214,7 @@ function groupedRealizedNetPnlDeltaTree(list, all, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L Change (${w.name})`),
|
||||
title: title(`Net Realized P&L Change (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.netPnl.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
@@ -1300,7 +1235,7 @@ function groupedRealizedNetPnlDeltaTree(list, all, title) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Net Realized P&L Rate (${w.name})`),
|
||||
title: title(`Net Realized P&L Rate (${w.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.netPnl.delta.rate[w.key], name, color }),
|
||||
),
|
||||
@@ -1399,7 +1334,7 @@ function groupedPnlChartsWithMarketCap(list, all, title) {
|
||||
name: "USD",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -1418,7 +1353,7 @@ function groupedPnlChartsWithMarketCap(list, all, title) {
|
||||
name: "USD",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -1453,14 +1388,14 @@ function groupedPnlChartsWithOwnMarketCap(list, all, title) {
|
||||
name: "Profit",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -1489,7 +1424,7 @@ function groupedPnlChartsLongTerm(list, all, title) {
|
||||
name: "USD",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -1515,7 +1450,7 @@ function groupedPnlChartsLongTerm(list, all, title) {
|
||||
name: "USD",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -1642,14 +1577,14 @@ export function createGroupedProfitabilitySectionWithProfitLoss({ list, all, tit
|
||||
name: "Profit",
|
||||
title: title("Unrealized Profit"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.profit.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
title: title("Unrealized Loss"),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
line({ series: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }),
|
||||
line({ series: tree.unrealized.loss.usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
...groupedNuplCharts(list, all, title),
|
||||
|
||||
@@ -50,9 +50,9 @@ export function createValuationSectionFull({ cohort, title }) {
|
||||
bottom: createSingleRealizedCapSeries(cohort),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Realized Cap (% of Own Mcap)"),
|
||||
bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own M.Cap", color }),
|
||||
name: "% of Own Market Cap",
|
||||
title: title("Realized Cap (% of Own Market Cap)"),
|
||||
bottom: percentRatioBaseline({ pattern: tree.realized.cap.toOwnMcap, name: "Rel. to Own Market Cap", color }),
|
||||
},
|
||||
],
|
||||
},
|
||||
@@ -140,7 +140,7 @@ export function createGroupedValuationSection({ list, all, title }) {
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Change (${w.name})`),
|
||||
title: title(`Realized Cap Change (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
@@ -150,7 +150,7 @@ export function createGroupedValuationSection({ list, all, title }) {
|
||||
name: "Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Rate (${w.name})`),
|
||||
title: title(`Realized Cap Rate (${w.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
@@ -198,8 +198,8 @@ export function createGroupedValuationSectionWithOwnMarketCap({
|
||||
),
|
||||
},
|
||||
{
|
||||
name: "% of Own Mcap",
|
||||
title: title("Realized Cap (% of Own Mcap)"),
|
||||
name: "% of Own Market Cap",
|
||||
title: title("Realized Cap (% of Own Market Cap)"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.toOwnMcap, name, color }),
|
||||
),
|
||||
@@ -213,7 +213,7 @@ export function createGroupedValuationSectionWithOwnMarketCap({
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Change (${w.name})`),
|
||||
title: title(`Realized Cap Change (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
baseline({ series: tree.realized.cap.delta.absolute[w.key].usd, name, color, unit: Unit.usd }),
|
||||
),
|
||||
@@ -223,7 +223,7 @@ export function createGroupedValuationSectionWithOwnMarketCap({
|
||||
name: "Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Realized Cap Rate (${w.name})`),
|
||||
title: title(`Realized Cap Rate (${w.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) =>
|
||||
percentRatio({ pattern: tree.realized.cap.delta.rate[w.key], name, color }),
|
||||
),
|
||||
|
||||
Reference in New Issue
Block a user