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https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-24 06:39:58 -07:00
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This commit is contained in:
@@ -1369,32 +1369,6 @@ pub struct BaseCumulativeDistributionSumToValuePattern {
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pub value_destroyed: BaseCumulativeSumPattern<Cents>,
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}
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/// Pattern struct for repeated tree structure.
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pub struct BaseCumulativeNegativeSumToPattern2 {
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pub base: CentsUsdPattern2,
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pub cumulative: CentsUsdPattern2,
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pub negative: SeriesPattern1<Dollars>,
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pub sum: _1m1w1y24hPattern4,
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pub to_mcap: BpsPercentRatioPattern3,
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pub to_own_gross_pnl: BpsPercentRatioPattern3,
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pub to_own_mcap: BpsPercentRatioPattern4,
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}
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impl BaseCumulativeNegativeSumToPattern2 {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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base: CentsUsdPattern2::new(client.clone(), _m(&acc, "unrealized_loss")),
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cumulative: CentsUsdPattern2::new(client.clone(), _m(&acc, "unrealized_loss_cumulative")),
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negative: SeriesPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss")),
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sum: _1m1w1y24hPattern4::new(client.clone(), _m(&acc, "unrealized_loss_sum")),
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to_mcap: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "unrealized_loss_to_mcap")),
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to_own_gross_pnl: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "unrealized_loss_to_own_gross_pnl")),
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to_own_mcap: BpsPercentRatioPattern4::new(client.clone(), _m(&acc, "unrealized_loss_to_own_mcap")),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct CapLossMvrvNetPriceProfitSoprPattern {
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pub cap: CentsDeltaUsdPattern,
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@@ -1411,7 +1385,7 @@ impl CapLossMvrvNetPriceProfitSoprPattern {
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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cap: CentsDeltaUsdPattern::new(client.clone(), _m(&acc, "realized_cap")),
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loss: BaseCumulativeNegativeSumPattern::new(client.clone(), acc.clone(), "realized_loss".to_string()),
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loss: BaseCumulativeNegativeSumPattern::new(client.clone(), acc.clone()),
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mvrv: SeriesPattern1::new(client.clone(), _m(&acc, "mvrv")),
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net_pnl: BaseCumulativeDeltaSumPattern::new(client.clone(), _m(&acc, "net_realized_pnl")),
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price: BpsCentsRatioSatsUsdPattern::new(client.clone(), _m(&acc, "realized_price")),
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@@ -1425,10 +1399,10 @@ impl CapLossMvrvNetPriceProfitSoprPattern {
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pub struct GrossInvestedLossNetNuplProfitSentimentPattern2 {
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pub gross_pnl: CentsUsdPattern2,
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pub invested_capital: InPattern,
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pub loss: BaseCumulativeNegativeSumToPattern2,
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pub net_pnl: CentsToUsdPattern2,
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pub loss: CentsNegativeToUsdPattern2,
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pub net_pnl: CentsToUsdPattern3,
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pub nupl: BpsRatioPattern,
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pub profit: BaseCumulativeSumToPattern2,
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pub profit: CentsToUsdPattern4,
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pub sentiment: GreedNetPainPattern,
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}
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@@ -1480,30 +1454,6 @@ impl BaseChangeCumulativeDeltaSumToPattern {
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct BaseCumulativeSumToPattern2 {
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pub base: CentsUsdPattern2,
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pub cumulative: CentsUsdPattern2,
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pub sum: _1m1w1y24hPattern4,
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pub to_mcap: BpsPercentRatioPattern3,
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pub to_own_gross_pnl: BpsPercentRatioPattern3,
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pub to_own_mcap: BpsPercentRatioPattern3,
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}
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impl BaseCumulativeSumToPattern2 {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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base: CentsUsdPattern2::new(client.clone(), acc.clone()),
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cumulative: CentsUsdPattern2::new(client.clone(), _m(&acc, "cumulative")),
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sum: _1m1w1y24hPattern4::new(client.clone(), _m(&acc, "sum")),
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to_mcap: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "to_mcap")),
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to_own_gross_pnl: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "to_own_gross_pnl")),
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to_own_mcap: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "to_own_mcap")),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct BpsCentsPercentilesRatioSatsUsdPattern {
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pub bps: SeriesPattern1<BasisPoints32>,
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@@ -1576,6 +1526,30 @@ impl CapLossMvrvPriceProfitSoprPattern {
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct CentsNegativeToUsdPattern2 {
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pub cents: SeriesPattern1<Cents>,
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pub negative: SeriesPattern1<Dollars>,
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pub to_mcap: BpsPercentRatioPattern3,
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pub to_own_gross_pnl: BpsPercentRatioPattern3,
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pub to_own_mcap: BpsPercentRatioPattern4,
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pub usd: SeriesPattern1<Dollars>,
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}
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impl CentsNegativeToUsdPattern2 {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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cents: SeriesPattern1::new(client.clone(), _m(&acc, "unrealized_loss_cents")),
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negative: SeriesPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss")),
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to_mcap: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "unrealized_loss_to_mcap")),
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to_own_gross_pnl: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "unrealized_loss_to_own_gross_pnl")),
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to_own_mcap: BpsPercentRatioPattern4::new(client.clone(), _m(&acc, "unrealized_loss_to_own_mcap")),
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usd: SeriesPattern1::new(client.clone(), _m(&acc, "unrealized_loss")),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct DeltaHalfInToTotalPattern {
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pub delta: AbsoluteRatePattern,
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@@ -1802,6 +1776,28 @@ impl BtcCentsSatsToUsdPattern2 {
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct CentsToUsdPattern4 {
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pub cents: SeriesPattern1<Cents>,
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pub to_mcap: BpsPercentRatioPattern3,
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pub to_own_gross_pnl: BpsPercentRatioPattern3,
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pub to_own_mcap: BpsPercentRatioPattern3,
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pub usd: SeriesPattern1<Dollars>,
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}
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impl CentsToUsdPattern4 {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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cents: SeriesPattern1::new(client.clone(), _m(&acc, "cents")),
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to_mcap: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "to_mcap")),
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to_own_gross_pnl: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "to_own_gross_pnl")),
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to_own_mcap: BpsPercentRatioPattern3::new(client.clone(), _m(&acc, "to_own_mcap")),
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usd: SeriesPattern1::new(client.clone(), acc.clone()),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct DeltaHalfInTotalPattern2 {
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pub delta: AbsoluteRatePattern,
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@@ -2052,12 +2048,12 @@ pub struct BaseCumulativeNegativeSumPattern {
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impl BaseCumulativeNegativeSumPattern {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String, disc: String) -> Self {
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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base: CentsUsdPattern2::new(client.clone(), _m(&acc, &disc)),
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cumulative: CentsUsdPattern2::new(client.clone(), _m(&acc, &format!("{disc}_cumulative", disc=disc))),
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negative: SeriesPattern1::new(client.clone(), _m(&acc, &format!("neg_{disc}", disc=disc))),
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sum: _1m1w1y24hPattern4::new(client.clone(), _m(&acc, &format!("{disc}_sum", disc=disc))),
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base: CentsUsdPattern2::new(client.clone(), _m(&acc, "realized_loss")),
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cumulative: CentsUsdPattern2::new(client.clone(), _m(&acc, "realized_loss_cumulative")),
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negative: SeriesPattern1::new(client.clone(), _m(&acc, "neg_realized_loss")),
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sum: _1m1w1y24hPattern4::new(client.clone(), _m(&acc, "realized_loss_sum")),
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}
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}
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}
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@@ -2123,14 +2119,14 @@ impl CentsDeltaToUsdPattern {
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}
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/// Pattern struct for repeated tree structure.
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pub struct CentsToUsdPattern2 {
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pub struct CentsToUsdPattern3 {
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pub cents: SeriesPattern1<CentsSigned>,
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pub to_own_gross_pnl: BpsPercentRatioPattern,
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pub to_own_mcap: BpsPercentRatioPattern,
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pub usd: SeriesPattern1<Dollars>,
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}
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impl CentsToUsdPattern2 {
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impl CentsToUsdPattern3 {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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@@ -2152,20 +2148,20 @@ pub struct CoindaysCoinyearsDormancyTransferPattern {
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/// Pattern struct for repeated tree structure.
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pub struct LossNetNuplProfitPattern {
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pub loss: BaseCumulativeNegativeSumPattern,
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pub loss: CentsNegativeUsdPattern,
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pub net_pnl: CentsUsdPattern,
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pub nupl: BpsRatioPattern,
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pub profit: BaseCumulativeSumPattern3,
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pub profit: CentsUsdPattern2,
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}
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impl LossNetNuplProfitPattern {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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loss: BaseCumulativeNegativeSumPattern::new(client.clone(), acc.clone(), "unrealized_loss".to_string()),
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loss: CentsNegativeUsdPattern::new(client.clone(), acc.clone()),
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net_pnl: CentsUsdPattern::new(client.clone(), _m(&acc, "net_unrealized_pnl")),
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nupl: BpsRatioPattern::new(client.clone(), _m(&acc, "nupl")),
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profit: BaseCumulativeSumPattern3::new(client.clone(), _m(&acc, "unrealized_profit")),
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profit: CentsUsdPattern2::new(client.clone(), _m(&acc, "unrealized_profit")),
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}
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}
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}
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@@ -2446,6 +2442,24 @@ impl CentsDeltaUsdPattern {
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct CentsNegativeUsdPattern {
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pub cents: SeriesPattern1<Cents>,
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pub negative: SeriesPattern1<Dollars>,
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pub usd: SeriesPattern1<Dollars>,
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}
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impl CentsNegativeUsdPattern {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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cents: SeriesPattern1::new(client.clone(), _m(&acc, "unrealized_loss_cents")),
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negative: SeriesPattern1::new(client.clone(), _m(&acc, "neg_unrealized_loss")),
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usd: SeriesPattern1::new(client.clone(), _m(&acc, "unrealized_loss")),
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}
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}
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}
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/// Pattern struct for repeated tree structure.
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pub struct CentsSatsUsdPattern {
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pub cents: SeriesPattern1<Cents>,
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@@ -2509,18 +2523,18 @@ pub struct GreedNetPainPattern {
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/// Pattern struct for repeated tree structure.
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pub struct LossNuplProfitPattern {
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pub loss: BaseCumulativeNegativeSumPattern,
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pub loss: CentsNegativeUsdPattern,
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pub nupl: BpsRatioPattern,
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pub profit: BaseCumulativeSumPattern3,
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pub profit: CentsUsdPattern2,
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}
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impl LossNuplProfitPattern {
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/// Create a new pattern node with accumulated series name.
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pub fn new(client: Arc<BrkClientBase>, acc: String) -> Self {
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Self {
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loss: BaseCumulativeNegativeSumPattern::new(client.clone(), acc.clone(), "unrealized_loss".to_string()),
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loss: CentsNegativeUsdPattern::new(client.clone(), acc.clone()),
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nupl: BpsRatioPattern::new(client.clone(), _m(&acc, "nupl")),
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profit: BaseCumulativeSumPattern3::new(client.clone(), _m(&acc, "unrealized_profit")),
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profit: CentsUsdPattern2::new(client.clone(), _m(&acc, "unrealized_profit")),
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}
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}
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}
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@@ -6678,9 +6692,8 @@ impl SeriesTree_Cohorts_Utxo_All_Unrealized {
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/// Series tree node.
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pub struct SeriesTree_Cohorts_Utxo_All_Unrealized_Profit {
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pub base: CentsUsdPattern2,
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pub cumulative: CentsUsdPattern2,
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pub sum: _1m1w1y24hPattern4,
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pub usd: SeriesPattern1<Dollars>,
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pub cents: SeriesPattern1<Cents>,
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pub to_mcap: BpsPercentRatioPattern3,
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pub to_own_gross_pnl: BpsPercentRatioPattern3,
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}
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@@ -6688,9 +6701,8 @@ pub struct SeriesTree_Cohorts_Utxo_All_Unrealized_Profit {
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impl SeriesTree_Cohorts_Utxo_All_Unrealized_Profit {
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pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
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Self {
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base: CentsUsdPattern2::new(client.clone(), "unrealized_profit".to_string()),
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cumulative: CentsUsdPattern2::new(client.clone(), "unrealized_profit_cumulative".to_string()),
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sum: _1m1w1y24hPattern4::new(client.clone(), "unrealized_profit_sum".to_string()),
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usd: SeriesPattern1::new(client.clone(), "unrealized_profit".to_string()),
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cents: SeriesPattern1::new(client.clone(), "unrealized_profit_cents".to_string()),
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to_mcap: BpsPercentRatioPattern3::new(client.clone(), "unrealized_profit_to_mcap".to_string()),
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to_own_gross_pnl: BpsPercentRatioPattern3::new(client.clone(), "unrealized_profit_to_own_gross_pnl".to_string()),
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}
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@@ -6699,9 +6711,8 @@ impl SeriesTree_Cohorts_Utxo_All_Unrealized_Profit {
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/// Series tree node.
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pub struct SeriesTree_Cohorts_Utxo_All_Unrealized_Loss {
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pub base: CentsUsdPattern2,
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pub cumulative: CentsUsdPattern2,
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pub sum: _1m1w1y24hPattern4,
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pub usd: SeriesPattern1<Dollars>,
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pub cents: SeriesPattern1<Cents>,
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pub negative: SeriesPattern1<Dollars>,
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pub to_mcap: BpsPercentRatioPattern3,
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pub to_own_gross_pnl: BpsPercentRatioPattern3,
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@@ -6710,9 +6721,8 @@ pub struct SeriesTree_Cohorts_Utxo_All_Unrealized_Loss {
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impl SeriesTree_Cohorts_Utxo_All_Unrealized_Loss {
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pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
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Self {
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base: CentsUsdPattern2::new(client.clone(), "unrealized_loss".to_string()),
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cumulative: CentsUsdPattern2::new(client.clone(), "unrealized_loss_cumulative".to_string()),
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sum: _1m1w1y24hPattern4::new(client.clone(), "unrealized_loss_sum".to_string()),
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usd: SeriesPattern1::new(client.clone(), "unrealized_loss".to_string()),
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cents: SeriesPattern1::new(client.clone(), "unrealized_loss_cents".to_string()),
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negative: SeriesPattern1::new(client.clone(), "neg_unrealized_loss".to_string()),
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to_mcap: BpsPercentRatioPattern3::new(client.clone(), "unrealized_loss_to_mcap".to_string()),
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to_own_gross_pnl: BpsPercentRatioPattern3::new(client.clone(), "unrealized_loss_to_own_gross_pnl".to_string()),
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@@ -7153,9 +7163,9 @@ impl SeriesTree_Cohorts_Utxo_Sth_CostBasis {
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/// Series tree node.
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pub struct SeriesTree_Cohorts_Utxo_Sth_Unrealized {
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pub nupl: BpsRatioPattern,
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pub profit: BaseCumulativeSumToPattern2,
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pub loss: BaseCumulativeNegativeSumToPattern2,
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pub net_pnl: CentsToUsdPattern2,
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pub profit: CentsToUsdPattern4,
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pub loss: CentsNegativeToUsdPattern2,
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pub net_pnl: CentsToUsdPattern3,
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pub gross_pnl: CentsUsdPattern2,
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pub invested_capital: InPattern,
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pub sentiment: SeriesTree_Cohorts_Utxo_Sth_Unrealized_Sentiment,
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@@ -7165,9 +7175,9 @@ impl SeriesTree_Cohorts_Utxo_Sth_Unrealized {
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pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
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Self {
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nupl: BpsRatioPattern::new(client.clone(), "sth_nupl".to_string()),
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profit: BaseCumulativeSumToPattern2::new(client.clone(), "sth_unrealized_profit".to_string()),
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loss: BaseCumulativeNegativeSumToPattern2::new(client.clone(), "sth".to_string()),
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net_pnl: CentsToUsdPattern2::new(client.clone(), "sth_net_unrealized_pnl".to_string()),
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profit: CentsToUsdPattern4::new(client.clone(), "sth_unrealized_profit".to_string()),
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loss: CentsNegativeToUsdPattern2::new(client.clone(), "sth".to_string()),
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net_pnl: CentsToUsdPattern3::new(client.clone(), "sth_net_unrealized_pnl".to_string()),
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gross_pnl: CentsUsdPattern2::new(client.clone(), "sth_unrealized_gross_pnl".to_string()),
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invested_capital: InPattern::new(client.clone(), "sth_invested_capital_in".to_string()),
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sentiment: SeriesTree_Cohorts_Utxo_Sth_Unrealized_Sentiment::new(client.clone(), format!("{base_path}_sentiment")),
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@@ -7572,9 +7582,9 @@ impl SeriesTree_Cohorts_Utxo_Lth_CostBasis {
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/// Series tree node.
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pub struct SeriesTree_Cohorts_Utxo_Lth_Unrealized {
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pub nupl: BpsRatioPattern,
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pub profit: BaseCumulativeSumToPattern2,
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pub loss: BaseCumulativeNegativeSumToPattern2,
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pub net_pnl: CentsToUsdPattern2,
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pub profit: CentsToUsdPattern4,
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pub loss: CentsNegativeToUsdPattern2,
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pub net_pnl: CentsToUsdPattern3,
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pub gross_pnl: CentsUsdPattern2,
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pub invested_capital: InPattern,
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pub sentiment: SeriesTree_Cohorts_Utxo_Lth_Unrealized_Sentiment,
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@@ -7584,9 +7594,9 @@ impl SeriesTree_Cohorts_Utxo_Lth_Unrealized {
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pub fn new(client: Arc<BrkClientBase>, base_path: String) -> Self {
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Self {
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nupl: BpsRatioPattern::new(client.clone(), "lth_nupl".to_string()),
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profit: BaseCumulativeSumToPattern2::new(client.clone(), "lth_unrealized_profit".to_string()),
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||||
loss: BaseCumulativeNegativeSumToPattern2::new(client.clone(), "lth".to_string()),
|
||||
net_pnl: CentsToUsdPattern2::new(client.clone(), "lth_net_unrealized_pnl".to_string()),
|
||||
profit: CentsToUsdPattern4::new(client.clone(), "lth_unrealized_profit".to_string()),
|
||||
loss: CentsNegativeToUsdPattern2::new(client.clone(), "lth".to_string()),
|
||||
net_pnl: CentsToUsdPattern3::new(client.clone(), "lth_net_unrealized_pnl".to_string()),
|
||||
gross_pnl: CentsUsdPattern2::new(client.clone(), "lth_unrealized_gross_pnl".to_string()),
|
||||
invested_capital: InPattern::new(client.clone(), "lth_invested_capital_in".to_string()),
|
||||
sentiment: SeriesTree_Cohorts_Utxo_Lth_Unrealized_Sentiment::new(client.clone(), format!("{base_path}_sentiment")),
|
||||
|
||||
@@ -61,8 +61,6 @@ impl TypeCohortMetrics {
|
||||
self.supply.compute(prices, starting_indexes.height, exit)?;
|
||||
self.realized
|
||||
.compute_rest_part1(starting_indexes, exit)?;
|
||||
self.unrealized
|
||||
.compute_rest(starting_indexes.height, exit)?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
|
||||
@@ -42,14 +42,14 @@ impl RelativeExtendedOwnMarketCap {
|
||||
self.unrealized_profit_to_own_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
max_from,
|
||||
&unrealized.profit.base.usd.height,
|
||||
&unrealized.profit.usd.height,
|
||||
own_market_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.unrealized_loss_to_own_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp32>(
|
||||
max_from,
|
||||
&unrealized.loss.base.usd.height,
|
||||
&unrealized.loss.usd.height,
|
||||
own_market_cap,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -43,14 +43,14 @@ impl RelativeExtendedOwnPnl {
|
||||
self.unrealized_profit_to_own_gross_pnl
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
max_from,
|
||||
&unrealized.profit.base.usd.height,
|
||||
&unrealized.profit.usd.height,
|
||||
gross_pnl_usd,
|
||||
exit,
|
||||
)?;
|
||||
self.unrealized_loss_to_own_gross_pnl
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
max_from,
|
||||
&unrealized.loss.base.usd.height,
|
||||
&unrealized.loss.usd.height,
|
||||
gross_pnl_usd,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -64,14 +64,14 @@ impl RelativeFull {
|
||||
self.unrealized_profit_to_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
max_from,
|
||||
&unrealized.profit.base.usd.height,
|
||||
&unrealized.profit.usd.height,
|
||||
market_cap,
|
||||
exit,
|
||||
)?;
|
||||
self.unrealized_loss_to_mcap
|
||||
.compute_binary::<Dollars, Dollars, RatioDollarsBp16>(
|
||||
max_from,
|
||||
&unrealized.loss.base.usd.height,
|
||||
&unrealized.loss.usd.height,
|
||||
market_cap,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
@@ -1,12 +1,12 @@
|
||||
use brk_error::Result;
|
||||
use brk_traversable::Traversable;
|
||||
use brk_types::{Cents, Dollars, Height, Indexes, Version};
|
||||
use brk_types::{Cents, Dollars, Indexes, Version};
|
||||
use derive_more::{Deref, DerefMut};
|
||||
use vecdb::{AnyStoredVec, AnyVec, Exit, ReadableCloneableVec, Rw, StorageMode, WritableVec};
|
||||
|
||||
use crate::{
|
||||
distribution::{metrics::ImportConfig, state::UnrealizedState},
|
||||
internal::{FiatPerBlockCumulativeWithSums, LazyPerBlock, NegCentsUnsignedToDollars},
|
||||
internal::{FiatPerBlock, LazyPerBlock, NegCentsUnsignedToDollars},
|
||||
};
|
||||
|
||||
use super::UnrealizedMinimal;
|
||||
@@ -17,8 +17,8 @@ pub struct UnrealizedBasic<M: StorageMode = Rw> {
|
||||
#[deref_mut]
|
||||
#[traversable(flatten)]
|
||||
pub minimal: UnrealizedMinimal<M>,
|
||||
pub profit: FiatPerBlockCumulativeWithSums<Cents, M>,
|
||||
pub loss: FiatPerBlockCumulativeWithSums<Cents, M>,
|
||||
pub profit: FiatPerBlock<Cents, M>,
|
||||
pub loss: FiatPerBlock<Cents, M>,
|
||||
#[traversable(wrap = "loss", rename = "negative")]
|
||||
pub neg_loss: LazyPerBlock<Dollars, Cents>,
|
||||
}
|
||||
@@ -27,13 +27,13 @@ impl UnrealizedBasic {
|
||||
pub(crate) fn forced_import(cfg: &ImportConfig) -> Result<Self> {
|
||||
let v1 = Version::ONE;
|
||||
|
||||
let loss: FiatPerBlockCumulativeWithSums<Cents> = cfg.import("unrealized_loss", v1)?;
|
||||
let loss: FiatPerBlock<Cents> = cfg.import("unrealized_loss", v1)?;
|
||||
|
||||
let neg_loss = LazyPerBlock::from_computed::<NegCentsUnsignedToDollars>(
|
||||
&cfg.name("neg_unrealized_loss"),
|
||||
cfg.version,
|
||||
loss.base.cents.height.read_only_boxed_clone(),
|
||||
&loss.base.cents,
|
||||
loss.cents.height.read_only_boxed_clone(),
|
||||
&loss.cents,
|
||||
);
|
||||
|
||||
Ok(Self {
|
||||
@@ -46,22 +46,19 @@ impl UnrealizedBasic {
|
||||
|
||||
pub(crate) fn min_stateful_len(&self) -> usize {
|
||||
self.profit
|
||||
.base
|
||||
.cents
|
||||
.height
|
||||
.len()
|
||||
.min(self.loss.base.cents.height.len())
|
||||
.min(self.loss.cents.height.len())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub(crate) fn push_state(&mut self, state: &UnrealizedState) {
|
||||
self.profit
|
||||
.base
|
||||
.cents
|
||||
.height
|
||||
.push(state.unrealized_profit);
|
||||
self.loss
|
||||
.base
|
||||
.cents
|
||||
.height
|
||||
.push(state.unrealized_loss);
|
||||
@@ -69,8 +66,8 @@ impl UnrealizedBasic {
|
||||
|
||||
pub(crate) fn collect_vecs_mut(&mut self) -> Vec<&mut dyn AnyStoredVec> {
|
||||
vec![
|
||||
&mut self.profit.base.cents.height as &mut dyn AnyStoredVec,
|
||||
&mut self.loss.base.cents.height,
|
||||
&mut self.profit.cents.height as &mut dyn AnyStoredVec,
|
||||
&mut self.loss.cents.height,
|
||||
]
|
||||
}
|
||||
|
||||
@@ -80,18 +77,8 @@ impl UnrealizedBasic {
|
||||
others: &[&Self],
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
sum_others!(self, starting_indexes, others, exit; profit.base.cents.height);
|
||||
sum_others!(self, starting_indexes, others, exit; loss.base.cents.height);
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub(crate) fn compute_rest(
|
||||
&mut self,
|
||||
max_from: Height,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.profit.compute_rest(max_from, exit)?;
|
||||
self.loss.compute_rest(max_from, exit)?;
|
||||
sum_others!(self, starting_indexes, others, exit; profit.cents.height);
|
||||
sum_others!(self, starting_indexes, others, exit; loss.cents.height);
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -65,16 +65,13 @@ impl UnrealizedCore {
|
||||
starting_indexes: &Indexes,
|
||||
exit: &Exit,
|
||||
) -> Result<()> {
|
||||
self.basic
|
||||
.compute_rest(starting_indexes.height, exit)?;
|
||||
|
||||
self.net_pnl
|
||||
.cents
|
||||
.height
|
||||
.compute_binary::<Cents, Cents, CentsSubtractToCentsSigned>(
|
||||
starting_indexes.height,
|
||||
&self.basic.profit.base.cents.height,
|
||||
&self.basic.loss.base.cents.height,
|
||||
&self.basic.profit.cents.height,
|
||||
&self.basic.loss.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
|
||||
@@ -92,8 +92,8 @@ impl UnrealizedFull {
|
||||
|
||||
self.gross_pnl.cents.height.compute_add(
|
||||
starting_indexes.height,
|
||||
&self.inner.core.basic.profit.base.cents.height,
|
||||
&self.inner.core.basic.loss.base.cents.height,
|
||||
&self.inner.core.basic.profit.cents.height,
|
||||
&self.inner.core.basic.loss.cents.height,
|
||||
exit,
|
||||
)?;
|
||||
|
||||
|
||||
@@ -22,8 +22,8 @@ mod bulk;
|
||||
mod data;
|
||||
pub mod legacy;
|
||||
|
||||
/// Maximum allowed request weight in bytes (650KB)
|
||||
const MAX_WEIGHT: usize = 65 * 10_000;
|
||||
/// Maximum allowed request weight in bytes (320KB)
|
||||
const MAX_WEIGHT: usize = 4 * 8 * 10_000;
|
||||
/// Maximum allowed request weight for localhost (50MB)
|
||||
const MAX_WEIGHT_LOCALHOST: usize = 50 * 1_000_000;
|
||||
/// Cache control header for series data responses
|
||||
|
||||
@@ -3,13 +3,14 @@ use std::ops::{Add, AddAssign, Div};
|
||||
use derive_more::Deref;
|
||||
use schemars::JsonSchema;
|
||||
use serde::{Deserialize, Serialize};
|
||||
use vecdb::{CheckedSub, Formattable, Pco};
|
||||
use vecdb::{unlikely, CheckedSub, Formattable, Pco};
|
||||
|
||||
use super::StoredF32;
|
||||
|
||||
/// Unsigned basis points stored as u32.
|
||||
/// 1 bp = 0.0001. Range: 0–429,496.7295.
|
||||
/// Use for unbounded unsigned ratios (MVRV, NVT, SOPR, etc.).
|
||||
/// `u32::MAX` is reserved as a NaN sentinel.
|
||||
#[derive(
|
||||
Debug,
|
||||
Deref,
|
||||
@@ -30,9 +31,12 @@ pub struct BasisPoints32(u32);
|
||||
|
||||
impl BasisPoints32 {
|
||||
pub const ZERO: Self = Self(0);
|
||||
/// NaN sentinel — uses u32::MAX which is outside the practical range.
|
||||
pub const NAN: Self = Self(u32::MAX);
|
||||
|
||||
#[inline]
|
||||
pub const fn new(value: u32) -> Self {
|
||||
debug_assert!(value != u32::MAX, "u32::MAX is reserved as NaN sentinel");
|
||||
Self(value)
|
||||
}
|
||||
|
||||
@@ -41,10 +45,19 @@ impl BasisPoints32 {
|
||||
self.0
|
||||
}
|
||||
|
||||
/// Convert to f32: divide by 10000.
|
||||
#[inline]
|
||||
pub fn is_nan(self) -> bool {
|
||||
self.0 == u32::MAX
|
||||
}
|
||||
|
||||
/// Convert to f32: divide by 10000. Returns NaN for sentinel value.
|
||||
#[inline]
|
||||
pub fn to_f32(self) -> f32 {
|
||||
self.0 as f32 / 10000.0
|
||||
if unlikely(self.0 == u32::MAX) {
|
||||
f32::NAN
|
||||
} else {
|
||||
self.0 as f32 / 10000.0
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -52,7 +65,7 @@ impl From<usize> for BasisPoints32 {
|
||||
#[inline]
|
||||
fn from(value: usize) -> Self {
|
||||
debug_assert!(
|
||||
value <= u32::MAX as usize,
|
||||
value < u32::MAX as usize,
|
||||
"usize out of BasisPoints32 range: {value}"
|
||||
);
|
||||
Self(value as u32)
|
||||
@@ -62,6 +75,7 @@ impl From<usize> for BasisPoints32 {
|
||||
impl From<u32> for BasisPoints32 {
|
||||
#[inline]
|
||||
fn from(value: u32) -> Self {
|
||||
debug_assert!(value != u32::MAX, "u32::MAX is reserved as NaN sentinel");
|
||||
Self(value)
|
||||
}
|
||||
}
|
||||
@@ -75,10 +89,14 @@ impl From<BasisPoints32> for u32 {
|
||||
|
||||
/// Convert from float: multiply by 10000 and round.
|
||||
/// Input is in ratio form (e.g., 2.5 for MVRV of 2.5).
|
||||
/// NaN/Inf → NaN sentinel.
|
||||
impl From<f64> for BasisPoints32 {
|
||||
#[inline]
|
||||
fn from(value: f64) -> Self {
|
||||
let scaled = (value * 10000.0).round().clamp(0.0, u32::MAX as f64);
|
||||
if unlikely(!value.is_finite()) {
|
||||
return Self::NAN;
|
||||
}
|
||||
let scaled = (value * 10000.0).round().clamp(0.0, u32::MAX as f64 - 1.0);
|
||||
Self(scaled as u32)
|
||||
}
|
||||
}
|
||||
@@ -86,13 +104,20 @@ impl From<f64> for BasisPoints32 {
|
||||
impl From<BasisPoints32> for f64 {
|
||||
#[inline]
|
||||
fn from(value: BasisPoints32) -> Self {
|
||||
value.0 as f64 / 10000.0
|
||||
if unlikely(value.0 == u32::MAX) {
|
||||
f64::NAN
|
||||
} else {
|
||||
value.0 as f64 / 10000.0
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl From<f32> for BasisPoints32 {
|
||||
#[inline]
|
||||
fn from(value: f32) -> Self {
|
||||
if unlikely(!value.is_finite()) {
|
||||
return Self::NAN;
|
||||
}
|
||||
Self::from(value as f64)
|
||||
}
|
||||
}
|
||||
@@ -107,7 +132,11 @@ impl From<StoredF32> for BasisPoints32 {
|
||||
impl From<BasisPoints32> for f32 {
|
||||
#[inline]
|
||||
fn from(value: BasisPoints32) -> Self {
|
||||
value.0 as f32 / 10000.0
|
||||
if unlikely(value.0 == u32::MAX) {
|
||||
f32::NAN
|
||||
} else {
|
||||
value.0 as f32 / 10000.0
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -122,14 +151,18 @@ impl Add for BasisPoints32 {
|
||||
type Output = Self;
|
||||
#[inline]
|
||||
fn add(self, rhs: Self) -> Self::Output {
|
||||
Self(self.0 + rhs.0)
|
||||
if unlikely(self.0 == u32::MAX || rhs.0 == u32::MAX) {
|
||||
Self::NAN
|
||||
} else {
|
||||
Self(self.0 + rhs.0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl AddAssign for BasisPoints32 {
|
||||
#[inline]
|
||||
fn add_assign(&mut self, rhs: Self) {
|
||||
self.0 += rhs.0;
|
||||
*self = *self + rhs;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -137,14 +170,22 @@ impl Div<usize> for BasisPoints32 {
|
||||
type Output = Self;
|
||||
#[inline]
|
||||
fn div(self, rhs: usize) -> Self::Output {
|
||||
debug_assert!(rhs <= u32::MAX as usize, "divisor out of u32 range: {rhs}");
|
||||
Self(self.0 / rhs as u32)
|
||||
if unlikely(self.0 == u32::MAX) {
|
||||
Self::NAN
|
||||
} else {
|
||||
debug_assert!(rhs <= u32::MAX as usize, "divisor out of u32 range: {rhs}");
|
||||
Self(self.0 / rhs as u32)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl CheckedSub for BasisPoints32 {
|
||||
fn checked_sub(self, rhs: Self) -> Option<Self> {
|
||||
self.0.checked_sub(rhs.0).map(Self)
|
||||
if unlikely(self.0 == u32::MAX || rhs.0 == u32::MAX) {
|
||||
Some(Self::NAN)
|
||||
} else {
|
||||
self.0.checked_sub(rhs.0).map(Self)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -162,4 +203,13 @@ impl Formattable for BasisPoints32 {
|
||||
let mut b = itoa::Buffer::new();
|
||||
buf.extend_from_slice(b.format(self.0).as_bytes());
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn fmt_json(&self, buf: &mut Vec<u8>) {
|
||||
if unlikely(self.0 == u32::MAX) {
|
||||
buf.extend_from_slice(b"null");
|
||||
} else {
|
||||
self.write_to(buf);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -3,13 +3,14 @@ use std::ops::{Add, AddAssign, Div, Sub, SubAssign};
|
||||
use derive_more::Deref;
|
||||
use schemars::JsonSchema;
|
||||
use serde::{Deserialize, Serialize};
|
||||
use vecdb::{CheckedSub, Formattable, Pco};
|
||||
use vecdb::{unlikely, CheckedSub, Formattable, Pco};
|
||||
|
||||
use super::StoredF32;
|
||||
|
||||
/// Signed basis points stored as i32.
|
||||
/// 1 bp = 0.0001. Range: -214,748.3647 to +214,748.3647.
|
||||
/// Use for unbounded signed values (returns, growth rates, volatility, z-scores, etc.).
|
||||
/// `i32::MIN` is reserved as a NaN sentinel.
|
||||
#[derive(
|
||||
Debug,
|
||||
Deref,
|
||||
@@ -30,9 +31,12 @@ pub struct BasisPointsSigned32(i32);
|
||||
|
||||
impl BasisPointsSigned32 {
|
||||
pub const ZERO: Self = Self(0);
|
||||
/// NaN sentinel — uses i32::MIN which is outside the documented range.
|
||||
pub const NAN: Self = Self(i32::MIN);
|
||||
|
||||
#[inline]
|
||||
pub const fn new(value: i32) -> Self {
|
||||
debug_assert!(value != i32::MIN, "i32::MIN is reserved as NaN sentinel");
|
||||
Self(value)
|
||||
}
|
||||
|
||||
@@ -42,14 +46,23 @@ impl BasisPointsSigned32 {
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub fn is_negative(self) -> bool {
|
||||
self.0 < 0
|
||||
pub fn is_nan(self) -> bool {
|
||||
self.0 == i32::MIN
|
||||
}
|
||||
|
||||
/// Convert to f32: divide by 10000.
|
||||
#[inline]
|
||||
pub fn is_negative(self) -> bool {
|
||||
self.0 < 0 && self.0 != i32::MIN
|
||||
}
|
||||
|
||||
/// Convert to f32: divide by 10000. Returns NaN for sentinel value.
|
||||
#[inline]
|
||||
pub fn to_f32(self) -> f32 {
|
||||
self.0 as f32 / 10000.0
|
||||
if unlikely(self.0 == i32::MIN) {
|
||||
f32::NAN
|
||||
} else {
|
||||
self.0 as f32 / 10000.0
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -67,6 +80,7 @@ impl From<usize> for BasisPointsSigned32 {
|
||||
impl From<i32> for BasisPointsSigned32 {
|
||||
#[inline]
|
||||
fn from(value: i32) -> Self {
|
||||
debug_assert!(value != i32::MIN, "i32::MIN is reserved as NaN sentinel");
|
||||
Self(value)
|
||||
}
|
||||
}
|
||||
@@ -80,24 +94,32 @@ impl From<BasisPointsSigned32> for i32 {
|
||||
|
||||
/// Convert from float: multiply by 10000 and round.
|
||||
/// Input is in ratio form (e.g., 50.0 for +5000%).
|
||||
/// NaN/Inf → NaN sentinel.
|
||||
impl From<f64> for BasisPointsSigned32 {
|
||||
#[inline]
|
||||
fn from(value: f64) -> Self {
|
||||
if unlikely(!value.is_finite()) {
|
||||
return Self::NAN;
|
||||
}
|
||||
let scaled = (value * 10000.0)
|
||||
.round()
|
||||
.clamp(i32::MIN as f64, i32::MAX as f64);
|
||||
.clamp(i32::MIN as f64 + 1.0, i32::MAX as f64);
|
||||
Self(scaled as i32)
|
||||
}
|
||||
}
|
||||
|
||||
/// Convert from f32 ratio form: multiply by 10000 and round.
|
||||
/// Input is in ratio form (e.g., 0.5 for +50% → 5000 bps).
|
||||
/// NaN/Inf → NaN sentinel.
|
||||
impl From<f32> for BasisPointsSigned32 {
|
||||
#[inline]
|
||||
fn from(value: f32) -> Self {
|
||||
if unlikely(!value.is_finite()) {
|
||||
return Self::NAN;
|
||||
}
|
||||
let scaled = (value * 10000.0)
|
||||
.round()
|
||||
.clamp(i32::MIN as f32, i32::MAX as f32);
|
||||
.clamp(i32::MIN as f32 + 1.0, i32::MAX as f32);
|
||||
Self(scaled as i32)
|
||||
}
|
||||
}
|
||||
@@ -105,7 +127,11 @@ impl From<f32> for BasisPointsSigned32 {
|
||||
impl From<BasisPointsSigned32> for f64 {
|
||||
#[inline]
|
||||
fn from(value: BasisPointsSigned32) -> Self {
|
||||
value.0 as f64 / 10000.0
|
||||
if unlikely(value.0 == i32::MIN) {
|
||||
f64::NAN
|
||||
} else {
|
||||
value.0 as f64 / 10000.0
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -120,14 +146,18 @@ impl Add for BasisPointsSigned32 {
|
||||
type Output = Self;
|
||||
#[inline]
|
||||
fn add(self, rhs: Self) -> Self::Output {
|
||||
Self(self.0 + rhs.0)
|
||||
if unlikely(self.0 == i32::MIN || rhs.0 == i32::MIN) {
|
||||
Self::NAN
|
||||
} else {
|
||||
Self(self.0 + rhs.0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl AddAssign for BasisPointsSigned32 {
|
||||
#[inline]
|
||||
fn add_assign(&mut self, rhs: Self) {
|
||||
self.0 += rhs.0;
|
||||
*self = *self + rhs;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -135,14 +165,18 @@ impl Sub for BasisPointsSigned32 {
|
||||
type Output = Self;
|
||||
#[inline]
|
||||
fn sub(self, rhs: Self) -> Self::Output {
|
||||
Self(self.0 - rhs.0)
|
||||
if unlikely(self.0 == i32::MIN || rhs.0 == i32::MIN) {
|
||||
Self::NAN
|
||||
} else {
|
||||
Self(self.0 - rhs.0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl SubAssign for BasisPointsSigned32 {
|
||||
#[inline]
|
||||
fn sub_assign(&mut self, rhs: Self) {
|
||||
self.0 -= rhs.0;
|
||||
*self = *self - rhs;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -150,14 +184,22 @@ impl Div<usize> for BasisPointsSigned32 {
|
||||
type Output = Self;
|
||||
#[inline]
|
||||
fn div(self, rhs: usize) -> Self::Output {
|
||||
debug_assert!(rhs <= i32::MAX as usize, "divisor out of i32 range: {rhs}");
|
||||
Self(self.0 / rhs as i32)
|
||||
if unlikely(self.0 == i32::MIN) {
|
||||
Self::NAN
|
||||
} else {
|
||||
debug_assert!(rhs <= i32::MAX as usize, "divisor out of i32 range: {rhs}");
|
||||
Self(self.0 / rhs as i32)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl CheckedSub for BasisPointsSigned32 {
|
||||
fn checked_sub(self, rhs: Self) -> Option<Self> {
|
||||
self.0.checked_sub(rhs.0).map(Self)
|
||||
if unlikely(self.0 == i32::MIN || rhs.0 == i32::MIN) {
|
||||
Some(Self::NAN)
|
||||
} else {
|
||||
self.0.checked_sub(rhs.0).map(Self)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -175,4 +217,13 @@ impl Formattable for BasisPointsSigned32 {
|
||||
let mut b = itoa::Buffer::new();
|
||||
buf.extend_from_slice(b.format(self.0).as_bytes());
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn fmt_json(&self, buf: &mut Vec<u8>) {
|
||||
if unlikely(self.0 == i32::MIN) {
|
||||
buf.extend_from_slice(b"null");
|
||||
} else {
|
||||
self.write_to(buf);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -77,6 +77,7 @@
|
||||
* Unsigned basis points stored as u32.
|
||||
* 1 bp = 0.0001. Range: 0–429,496.7295.
|
||||
* Use for unbounded unsigned ratios (MVRV, NVT, SOPR, etc.).
|
||||
* `u32::MAX` is reserved as a NaN sentinel.
|
||||
*
|
||||
* @typedef {number} BasisPoints32
|
||||
*/
|
||||
@@ -91,6 +92,7 @@
|
||||
* Signed basis points stored as i32.
|
||||
* 1 bp = 0.0001. Range: -214,748.3647 to +214,748.3647.
|
||||
* Use for unbounded signed values (returns, growth rates, volatility, z-scores, etc.).
|
||||
* `i32::MIN` is reserved as a NaN sentinel.
|
||||
*
|
||||
* @typedef {number} BasisPointsSigned32
|
||||
*/
|
||||
@@ -2107,35 +2109,6 @@ function create_1m1w1y24hBpsPercentRatioPattern(client, acc) {
|
||||
* @property {BaseCumulativeSumPattern<Cents>} valueDestroyed
|
||||
*/
|
||||
|
||||
/**
|
||||
* @typedef {Object} BaseCumulativeNegativeSumToPattern2
|
||||
* @property {CentsUsdPattern2} base
|
||||
* @property {CentsUsdPattern2} cumulative
|
||||
* @property {SeriesPattern1<Dollars>} negative
|
||||
* @property {_1m1w1y24hPattern4} sum
|
||||
* @property {BpsPercentRatioPattern3} toMcap
|
||||
* @property {BpsPercentRatioPattern3} toOwnGrossPnl
|
||||
* @property {BpsPercentRatioPattern4} toOwnMcap
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a BaseCumulativeNegativeSumToPattern2 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @returns {BaseCumulativeNegativeSumToPattern2}
|
||||
*/
|
||||
function createBaseCumulativeNegativeSumToPattern2(client, acc) {
|
||||
return {
|
||||
base: createCentsUsdPattern2(client, _m(acc, 'unrealized_loss')),
|
||||
cumulative: createCentsUsdPattern2(client, _m(acc, 'unrealized_loss_cumulative')),
|
||||
negative: createSeriesPattern1(client, _m(acc, 'neg_unrealized_loss')),
|
||||
sum: create_1m1w1y24hPattern4(client, _m(acc, 'unrealized_loss_sum')),
|
||||
toMcap: createBpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_mcap')),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_own_gross_pnl')),
|
||||
toOwnMcap: createBpsPercentRatioPattern4(client, _m(acc, 'unrealized_loss_to_own_mcap')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CapLossMvrvNetPriceProfitSoprPattern
|
||||
* @property {CentsDeltaUsdPattern} cap
|
||||
@@ -2156,7 +2129,7 @@ function createBaseCumulativeNegativeSumToPattern2(client, acc) {
|
||||
function createCapLossMvrvNetPriceProfitSoprPattern(client, acc) {
|
||||
return {
|
||||
cap: createCentsDeltaUsdPattern(client, _m(acc, 'realized_cap')),
|
||||
loss: createBaseCumulativeNegativeSumPattern(client, acc, 'realized_loss'),
|
||||
loss: createBaseCumulativeNegativeSumPattern(client, acc),
|
||||
mvrv: createSeriesPattern1(client, _m(acc, 'mvrv')),
|
||||
netPnl: createBaseCumulativeDeltaSumPattern(client, _m(acc, 'net_realized_pnl')),
|
||||
price: createBpsCentsRatioSatsUsdPattern(client, _m(acc, 'realized_price')),
|
||||
@@ -2169,10 +2142,10 @@ function createCapLossMvrvNetPriceProfitSoprPattern(client, acc) {
|
||||
* @typedef {Object} GrossInvestedLossNetNuplProfitSentimentPattern2
|
||||
* @property {CentsUsdPattern2} grossPnl
|
||||
* @property {InPattern} investedCapital
|
||||
* @property {BaseCumulativeNegativeSumToPattern2} loss
|
||||
* @property {CentsToUsdPattern2} netPnl
|
||||
* @property {CentsNegativeToUsdPattern2} loss
|
||||
* @property {CentsToUsdPattern3} netPnl
|
||||
* @property {BpsRatioPattern} nupl
|
||||
* @property {BaseCumulativeSumToPattern2} profit
|
||||
* @property {CentsToUsdPattern4} profit
|
||||
* @property {GreedNetPainPattern} sentiment
|
||||
*/
|
||||
|
||||
@@ -2230,33 +2203,6 @@ function createBaseChangeCumulativeDeltaSumToPattern(client, acc) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} BaseCumulativeSumToPattern2
|
||||
* @property {CentsUsdPattern2} base
|
||||
* @property {CentsUsdPattern2} cumulative
|
||||
* @property {_1m1w1y24hPattern4} sum
|
||||
* @property {BpsPercentRatioPattern3} toMcap
|
||||
* @property {BpsPercentRatioPattern3} toOwnGrossPnl
|
||||
* @property {BpsPercentRatioPattern3} toOwnMcap
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a BaseCumulativeSumToPattern2 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @returns {BaseCumulativeSumToPattern2}
|
||||
*/
|
||||
function createBaseCumulativeSumToPattern2(client, acc) {
|
||||
return {
|
||||
base: createCentsUsdPattern2(client, acc),
|
||||
cumulative: createCentsUsdPattern2(client, _m(acc, 'cumulative')),
|
||||
sum: create_1m1w1y24hPattern4(client, _m(acc, 'sum')),
|
||||
toMcap: createBpsPercentRatioPattern3(client, _m(acc, 'to_mcap')),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern3(client, _m(acc, 'to_own_gross_pnl')),
|
||||
toOwnMcap: createBpsPercentRatioPattern3(client, _m(acc, 'to_own_mcap')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} BpsCentsPercentilesRatioSatsUsdPattern
|
||||
* @property {SeriesPattern1<BasisPoints32>} bps
|
||||
@@ -2338,6 +2284,33 @@ function createCapLossMvrvPriceProfitSoprPattern(client, acc) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CentsNegativeToUsdPattern2
|
||||
* @property {SeriesPattern1<Cents>} cents
|
||||
* @property {SeriesPattern1<Dollars>} negative
|
||||
* @property {BpsPercentRatioPattern3} toMcap
|
||||
* @property {BpsPercentRatioPattern3} toOwnGrossPnl
|
||||
* @property {BpsPercentRatioPattern4} toOwnMcap
|
||||
* @property {SeriesPattern1<Dollars>} usd
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a CentsNegativeToUsdPattern2 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @returns {CentsNegativeToUsdPattern2}
|
||||
*/
|
||||
function createCentsNegativeToUsdPattern2(client, acc) {
|
||||
return {
|
||||
cents: createSeriesPattern1(client, _m(acc, 'unrealized_loss_cents')),
|
||||
negative: createSeriesPattern1(client, _m(acc, 'neg_unrealized_loss')),
|
||||
toMcap: createBpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_mcap')),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_own_gross_pnl')),
|
||||
toOwnMcap: createBpsPercentRatioPattern4(client, _m(acc, 'unrealized_loss_to_own_mcap')),
|
||||
usd: createSeriesPattern1(client, _m(acc, 'unrealized_loss')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} DeltaHalfInToTotalPattern
|
||||
* @property {AbsoluteRatePattern} delta
|
||||
@@ -2594,6 +2567,31 @@ function createBtcCentsSatsToUsdPattern2(client, acc) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CentsToUsdPattern4
|
||||
* @property {SeriesPattern1<Cents>} cents
|
||||
* @property {BpsPercentRatioPattern3} toMcap
|
||||
* @property {BpsPercentRatioPattern3} toOwnGrossPnl
|
||||
* @property {BpsPercentRatioPattern3} toOwnMcap
|
||||
* @property {SeriesPattern1<Dollars>} usd
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a CentsToUsdPattern4 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @returns {CentsToUsdPattern4}
|
||||
*/
|
||||
function createCentsToUsdPattern4(client, acc) {
|
||||
return {
|
||||
cents: createSeriesPattern1(client, _m(acc, 'cents')),
|
||||
toMcap: createBpsPercentRatioPattern3(client, _m(acc, 'to_mcap')),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern3(client, _m(acc, 'to_own_gross_pnl')),
|
||||
toOwnMcap: createBpsPercentRatioPattern3(client, _m(acc, 'to_own_mcap')),
|
||||
usd: createSeriesPattern1(client, acc),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} DeltaHalfInTotalPattern2
|
||||
* @property {AbsoluteRatePattern} delta
|
||||
@@ -2878,15 +2876,14 @@ function createBaseCumulativeDeltaSumPattern(client, acc) {
|
||||
* Create a BaseCumulativeNegativeSumPattern pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @param {string} disc - Discriminator suffix
|
||||
* @returns {BaseCumulativeNegativeSumPattern}
|
||||
*/
|
||||
function createBaseCumulativeNegativeSumPattern(client, acc, disc) {
|
||||
function createBaseCumulativeNegativeSumPattern(client, acc) {
|
||||
return {
|
||||
base: createCentsUsdPattern2(client, _m(acc, disc)),
|
||||
cumulative: createCentsUsdPattern2(client, _m(acc, `${disc}_cumulative`)),
|
||||
negative: createSeriesPattern1(client, _m(_m(acc, 'neg'), disc)),
|
||||
sum: create_1m1w1y24hPattern4(client, _m(acc, `${disc}_sum`)),
|
||||
base: createCentsUsdPattern2(client, _m(acc, 'realized_loss')),
|
||||
cumulative: createCentsUsdPattern2(client, _m(acc, 'realized_loss_cumulative')),
|
||||
negative: createSeriesPattern1(client, _m(acc, 'neg_realized_loss')),
|
||||
sum: create_1m1w1y24hPattern4(client, _m(acc, 'realized_loss_sum')),
|
||||
};
|
||||
}
|
||||
|
||||
@@ -2960,7 +2957,7 @@ function createCentsDeltaToUsdPattern(client, acc) {
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CentsToUsdPattern2
|
||||
* @typedef {Object} CentsToUsdPattern3
|
||||
* @property {SeriesPattern1<CentsSigned>} cents
|
||||
* @property {BpsPercentRatioPattern} toOwnGrossPnl
|
||||
* @property {BpsPercentRatioPattern} toOwnMcap
|
||||
@@ -2968,12 +2965,12 @@ function createCentsDeltaToUsdPattern(client, acc) {
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a CentsToUsdPattern2 pattern node
|
||||
* Create a CentsToUsdPattern3 pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @returns {CentsToUsdPattern2}
|
||||
* @returns {CentsToUsdPattern3}
|
||||
*/
|
||||
function createCentsToUsdPattern2(client, acc) {
|
||||
function createCentsToUsdPattern3(client, acc) {
|
||||
return {
|
||||
cents: createSeriesPattern1(client, _m(acc, 'cents')),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern(client, _m(acc, 'to_own_gross_pnl')),
|
||||
@@ -2992,10 +2989,10 @@ function createCentsToUsdPattern2(client, acc) {
|
||||
|
||||
/**
|
||||
* @typedef {Object} LossNetNuplProfitPattern
|
||||
* @property {BaseCumulativeNegativeSumPattern} loss
|
||||
* @property {CentsNegativeUsdPattern} loss
|
||||
* @property {CentsUsdPattern} netPnl
|
||||
* @property {BpsRatioPattern} nupl
|
||||
* @property {BaseCumulativeSumPattern3} profit
|
||||
* @property {CentsUsdPattern2} profit
|
||||
*/
|
||||
|
||||
/**
|
||||
@@ -3006,10 +3003,10 @@ function createCentsToUsdPattern2(client, acc) {
|
||||
*/
|
||||
function createLossNetNuplProfitPattern(client, acc) {
|
||||
return {
|
||||
loss: createBaseCumulativeNegativeSumPattern(client, acc, 'unrealized_loss'),
|
||||
loss: createCentsNegativeUsdPattern(client, acc),
|
||||
netPnl: createCentsUsdPattern(client, _m(acc, 'net_unrealized_pnl')),
|
||||
nupl: createBpsRatioPattern(client, _m(acc, 'nupl')),
|
||||
profit: createBaseCumulativeSumPattern3(client, _m(acc, 'unrealized_profit')),
|
||||
profit: createCentsUsdPattern2(client, _m(acc, 'unrealized_profit')),
|
||||
};
|
||||
}
|
||||
|
||||
@@ -3337,6 +3334,27 @@ function createCentsDeltaUsdPattern(client, acc) {
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CentsNegativeUsdPattern
|
||||
* @property {SeriesPattern1<Cents>} cents
|
||||
* @property {SeriesPattern1<Dollars>} negative
|
||||
* @property {SeriesPattern1<Dollars>} usd
|
||||
*/
|
||||
|
||||
/**
|
||||
* Create a CentsNegativeUsdPattern pattern node
|
||||
* @param {BrkClientBase} client
|
||||
* @param {string} acc - Accumulated series name
|
||||
* @returns {CentsNegativeUsdPattern}
|
||||
*/
|
||||
function createCentsNegativeUsdPattern(client, acc) {
|
||||
return {
|
||||
cents: createSeriesPattern1(client, _m(acc, 'unrealized_loss_cents')),
|
||||
negative: createSeriesPattern1(client, _m(acc, 'neg_unrealized_loss')),
|
||||
usd: createSeriesPattern1(client, _m(acc, 'unrealized_loss')),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @typedef {Object} CentsSatsUsdPattern
|
||||
* @property {SeriesPattern1<Cents>} cents
|
||||
@@ -3409,9 +3427,9 @@ function createDeltaHalfTotalPattern(client, acc) {
|
||||
|
||||
/**
|
||||
* @typedef {Object} LossNuplProfitPattern
|
||||
* @property {BaseCumulativeNegativeSumPattern} loss
|
||||
* @property {CentsNegativeUsdPattern} loss
|
||||
* @property {BpsRatioPattern} nupl
|
||||
* @property {BaseCumulativeSumPattern3} profit
|
||||
* @property {CentsUsdPattern2} profit
|
||||
*/
|
||||
|
||||
/**
|
||||
@@ -3422,9 +3440,9 @@ function createDeltaHalfTotalPattern(client, acc) {
|
||||
*/
|
||||
function createLossNuplProfitPattern(client, acc) {
|
||||
return {
|
||||
loss: createBaseCumulativeNegativeSumPattern(client, acc, 'unrealized_loss'),
|
||||
loss: createCentsNegativeUsdPattern(client, acc),
|
||||
nupl: createBpsRatioPattern(client, _m(acc, 'nupl')),
|
||||
profit: createBaseCumulativeSumPattern3(client, _m(acc, 'unrealized_profit')),
|
||||
profit: createCentsUsdPattern2(client, _m(acc, 'unrealized_profit')),
|
||||
};
|
||||
}
|
||||
|
||||
@@ -5534,18 +5552,16 @@ function createUnspentPattern(client, acc) {
|
||||
|
||||
/**
|
||||
* @typedef {Object} SeriesTree_Cohorts_Utxo_All_Unrealized_Profit
|
||||
* @property {CentsUsdPattern2} base
|
||||
* @property {CentsUsdPattern2} cumulative
|
||||
* @property {_1m1w1y24hPattern4} sum
|
||||
* @property {SeriesPattern1<Dollars>} usd
|
||||
* @property {SeriesPattern1<Cents>} cents
|
||||
* @property {BpsPercentRatioPattern3} toMcap
|
||||
* @property {BpsPercentRatioPattern3} toOwnGrossPnl
|
||||
*/
|
||||
|
||||
/**
|
||||
* @typedef {Object} SeriesTree_Cohorts_Utxo_All_Unrealized_Loss
|
||||
* @property {CentsUsdPattern2} base
|
||||
* @property {CentsUsdPattern2} cumulative
|
||||
* @property {_1m1w1y24hPattern4} sum
|
||||
* @property {SeriesPattern1<Dollars>} usd
|
||||
* @property {SeriesPattern1<Cents>} cents
|
||||
* @property {SeriesPattern1<Dollars>} negative
|
||||
* @property {BpsPercentRatioPattern3} toMcap
|
||||
* @property {BpsPercentRatioPattern3} toOwnGrossPnl
|
||||
@@ -5745,9 +5761,9 @@ function createUnspentPattern(client, acc) {
|
||||
/**
|
||||
* @typedef {Object} SeriesTree_Cohorts_Utxo_Sth_Unrealized
|
||||
* @property {BpsRatioPattern} nupl
|
||||
* @property {BaseCumulativeSumToPattern2} profit
|
||||
* @property {BaseCumulativeNegativeSumToPattern2} loss
|
||||
* @property {CentsToUsdPattern2} netPnl
|
||||
* @property {CentsToUsdPattern4} profit
|
||||
* @property {CentsNegativeToUsdPattern2} loss
|
||||
* @property {CentsToUsdPattern3} netPnl
|
||||
* @property {CentsUsdPattern2} grossPnl
|
||||
* @property {InPattern} investedCapital
|
||||
* @property {SeriesTree_Cohorts_Utxo_Sth_Unrealized_Sentiment} sentiment
|
||||
@@ -5932,9 +5948,9 @@ function createUnspentPattern(client, acc) {
|
||||
/**
|
||||
* @typedef {Object} SeriesTree_Cohorts_Utxo_Lth_Unrealized
|
||||
* @property {BpsRatioPattern} nupl
|
||||
* @property {BaseCumulativeSumToPattern2} profit
|
||||
* @property {BaseCumulativeNegativeSumToPattern2} loss
|
||||
* @property {CentsToUsdPattern2} netPnl
|
||||
* @property {CentsToUsdPattern4} profit
|
||||
* @property {CentsNegativeToUsdPattern2} loss
|
||||
* @property {CentsToUsdPattern3} netPnl
|
||||
* @property {CentsUsdPattern2} grossPnl
|
||||
* @property {InPattern} investedCapital
|
||||
* @property {SeriesTree_Cohorts_Utxo_Lth_Unrealized_Sentiment} sentiment
|
||||
@@ -8610,16 +8626,14 @@ class BrkClient extends BrkClientBase {
|
||||
unrealized: {
|
||||
nupl: createBpsRatioPattern(this, 'nupl'),
|
||||
profit: {
|
||||
base: createCentsUsdPattern2(this, 'unrealized_profit'),
|
||||
cumulative: createCentsUsdPattern2(this, 'unrealized_profit_cumulative'),
|
||||
sum: create_1m1w1y24hPattern4(this, 'unrealized_profit_sum'),
|
||||
usd: createSeriesPattern1(this, 'unrealized_profit'),
|
||||
cents: createSeriesPattern1(this, 'unrealized_profit_cents'),
|
||||
toMcap: createBpsPercentRatioPattern3(this, 'unrealized_profit_to_mcap'),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern3(this, 'unrealized_profit_to_own_gross_pnl'),
|
||||
},
|
||||
loss: {
|
||||
base: createCentsUsdPattern2(this, 'unrealized_loss'),
|
||||
cumulative: createCentsUsdPattern2(this, 'unrealized_loss_cumulative'),
|
||||
sum: create_1m1w1y24hPattern4(this, 'unrealized_loss_sum'),
|
||||
usd: createSeriesPattern1(this, 'unrealized_loss'),
|
||||
cents: createSeriesPattern1(this, 'unrealized_loss_cents'),
|
||||
negative: createSeriesPattern1(this, 'neg_unrealized_loss'),
|
||||
toMcap: createBpsPercentRatioPattern3(this, 'unrealized_loss_to_mcap'),
|
||||
toOwnGrossPnl: createBpsPercentRatioPattern3(this, 'unrealized_loss_to_own_gross_pnl'),
|
||||
@@ -8774,9 +8788,9 @@ class BrkClient extends BrkClientBase {
|
||||
},
|
||||
unrealized: {
|
||||
nupl: createBpsRatioPattern(this, 'sth_nupl'),
|
||||
profit: createBaseCumulativeSumToPattern2(this, 'sth_unrealized_profit'),
|
||||
loss: createBaseCumulativeNegativeSumToPattern2(this, 'sth'),
|
||||
netPnl: createCentsToUsdPattern2(this, 'sth_net_unrealized_pnl'),
|
||||
profit: createCentsToUsdPattern4(this, 'sth_unrealized_profit'),
|
||||
loss: createCentsNegativeToUsdPattern2(this, 'sth'),
|
||||
netPnl: createCentsToUsdPattern3(this, 'sth_net_unrealized_pnl'),
|
||||
grossPnl: createCentsUsdPattern2(this, 'sth_unrealized_gross_pnl'),
|
||||
investedCapital: createInPattern(this, 'sth_invested_capital_in'),
|
||||
sentiment: {
|
||||
@@ -8917,9 +8931,9 @@ class BrkClient extends BrkClientBase {
|
||||
},
|
||||
unrealized: {
|
||||
nupl: createBpsRatioPattern(this, 'lth_nupl'),
|
||||
profit: createBaseCumulativeSumToPattern2(this, 'lth_unrealized_profit'),
|
||||
loss: createBaseCumulativeNegativeSumToPattern2(this, 'lth'),
|
||||
netPnl: createCentsToUsdPattern2(this, 'lth_net_unrealized_pnl'),
|
||||
profit: createCentsToUsdPattern4(this, 'lth_unrealized_profit'),
|
||||
loss: createCentsNegativeToUsdPattern2(this, 'lth'),
|
||||
netPnl: createCentsToUsdPattern3(this, 'lth_net_unrealized_pnl'),
|
||||
grossPnl: createCentsUsdPattern2(this, 'lth_unrealized_gross_pnl'),
|
||||
investedCapital: createInPattern(this, 'lth_invested_capital_in'),
|
||||
sentiment: {
|
||||
|
||||
@@ -34,6 +34,7 @@ BasisPoints16 = int
|
||||
# Unsigned basis points stored as u32.
|
||||
# 1 bp = 0.0001. Range: 0–429,496.7295.
|
||||
# Use for unbounded unsigned ratios (MVRV, NVT, SOPR, etc.).
|
||||
# `u32::MAX` is reserved as a NaN sentinel.
|
||||
BasisPoints32 = int
|
||||
# Signed basis points stored as i16.
|
||||
# 1 bp = 0.0001. Range: -3.2767 to +3.2767.
|
||||
@@ -42,6 +43,7 @@ BasisPointsSigned16 = int
|
||||
# Signed basis points stored as i32.
|
||||
# 1 bp = 0.0001. Range: -214,748.3647 to +214,748.3647.
|
||||
# Use for unbounded signed values (returns, growth rates, volatility, z-scores, etc.).
|
||||
# `i32::MIN` is reserved as a NaN sentinel.
|
||||
BasisPointsSigned32 = int
|
||||
# Bitcoin amount as floating point (1 BTC = 100,000,000 satoshis)
|
||||
Bitcoin = float
|
||||
@@ -2354,26 +2356,13 @@ class BaseCumulativeDistributionSumToValuePattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
pass
|
||||
|
||||
class BaseCumulativeNegativeSumToPattern2:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.base: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'unrealized_loss'))
|
||||
self.cumulative: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'unrealized_loss_cumulative'))
|
||||
self.negative: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'neg_unrealized_loss'))
|
||||
self.sum: _1m1w1y24hPattern4 = _1m1w1y24hPattern4(client, _m(acc, 'unrealized_loss_sum'))
|
||||
self.to_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_mcap'))
|
||||
self.to_own_gross_pnl: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_own_gross_pnl'))
|
||||
self.to_own_mcap: BpsPercentRatioPattern4 = BpsPercentRatioPattern4(client, _m(acc, 'unrealized_loss_to_own_mcap'))
|
||||
|
||||
class CapLossMvrvNetPriceProfitSoprPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.cap: CentsDeltaUsdPattern = CentsDeltaUsdPattern(client, _m(acc, 'realized_cap'))
|
||||
self.loss: BaseCumulativeNegativeSumPattern = BaseCumulativeNegativeSumPattern(client, acc, 'realized_loss')
|
||||
self.loss: BaseCumulativeNegativeSumPattern = BaseCumulativeNegativeSumPattern(client, acc)
|
||||
self.mvrv: SeriesPattern1[StoredF32] = SeriesPattern1(client, _m(acc, 'mvrv'))
|
||||
self.net_pnl: BaseCumulativeDeltaSumPattern = BaseCumulativeDeltaSumPattern(client, _m(acc, 'net_realized_pnl'))
|
||||
self.price: BpsCentsRatioSatsUsdPattern = BpsCentsRatioSatsUsdPattern(client, _m(acc, 'realized_price'))
|
||||
@@ -2408,18 +2397,6 @@ class BaseChangeCumulativeDeltaSumToPattern:
|
||||
self.sum: _1m1w1y24hPattern3 = _1m1w1y24hPattern3(client, _m(acc, 'realized_pnl_sum'))
|
||||
self.to_rcap: BpsPercentRatioPattern = BpsPercentRatioPattern(client, _m(acc, 'realized_pnl_to_rcap'))
|
||||
|
||||
class BaseCumulativeSumToPattern2:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.base: CentsUsdPattern2 = CentsUsdPattern2(client, acc)
|
||||
self.cumulative: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'cumulative'))
|
||||
self.sum: _1m1w1y24hPattern4 = _1m1w1y24hPattern4(client, _m(acc, 'sum'))
|
||||
self.to_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_mcap'))
|
||||
self.to_own_gross_pnl: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_own_gross_pnl'))
|
||||
self.to_own_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_own_mcap'))
|
||||
|
||||
class BpsCentsPercentilesRatioSatsUsdPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
@@ -2456,6 +2433,18 @@ class CapLossMvrvPriceProfitSoprPattern:
|
||||
self.profit: BaseCumulativeSumPattern3 = BaseCumulativeSumPattern3(client, _m(acc, 'realized_profit'))
|
||||
self.sopr: ValuePattern = ValuePattern(client, _m(acc, 'value'))
|
||||
|
||||
class CentsNegativeToUsdPattern2:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.cents: SeriesPattern1[Cents] = SeriesPattern1(client, _m(acc, 'unrealized_loss_cents'))
|
||||
self.negative: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'neg_unrealized_loss'))
|
||||
self.to_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_mcap'))
|
||||
self.to_own_gross_pnl: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'unrealized_loss_to_own_gross_pnl'))
|
||||
self.to_own_mcap: BpsPercentRatioPattern4 = BpsPercentRatioPattern4(client, _m(acc, 'unrealized_loss_to_own_mcap'))
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'unrealized_loss'))
|
||||
|
||||
class DeltaHalfInToTotalPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
@@ -2569,6 +2558,17 @@ class BtcCentsSatsToUsdPattern2:
|
||||
self.to_own: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_own'))
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'usd'))
|
||||
|
||||
class CentsToUsdPattern4:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.cents: SeriesPattern1[Cents] = SeriesPattern1(client, _m(acc, 'cents'))
|
||||
self.to_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_mcap'))
|
||||
self.to_own_gross_pnl: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_own_gross_pnl'))
|
||||
self.to_own_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, _m(acc, 'to_own_mcap'))
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, acc)
|
||||
|
||||
class DeltaHalfInTotalPattern2:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
@@ -2691,12 +2691,12 @@ class BaseCumulativeDeltaSumPattern:
|
||||
class BaseCumulativeNegativeSumPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str, disc: str):
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.base: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, disc))
|
||||
self.cumulative: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, f'{disc}_cumulative'))
|
||||
self.negative: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, f'neg_{disc}'))
|
||||
self.sum: _1m1w1y24hPattern4 = _1m1w1y24hPattern4(client, _m(acc, f'{disc}_sum'))
|
||||
self.base: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'realized_loss'))
|
||||
self.cumulative: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'realized_loss_cumulative'))
|
||||
self.negative: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'neg_realized_loss'))
|
||||
self.sum: _1m1w1y24hPattern4 = _1m1w1y24hPattern4(client, _m(acc, 'realized_loss_sum'))
|
||||
|
||||
class BothReactivatedReceivingSendingPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
@@ -2728,7 +2728,7 @@ class CentsDeltaToUsdPattern:
|
||||
self.to_own_mcap: BpsPercentRatioPattern4 = BpsPercentRatioPattern4(client, _m(acc, 'to_own_mcap'))
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, acc)
|
||||
|
||||
class CentsToUsdPattern2:
|
||||
class CentsToUsdPattern3:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
@@ -2747,10 +2747,10 @@ class LossNetNuplProfitPattern:
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.loss: BaseCumulativeNegativeSumPattern = BaseCumulativeNegativeSumPattern(client, acc, 'unrealized_loss')
|
||||
self.loss: CentsNegativeUsdPattern = CentsNegativeUsdPattern(client, acc)
|
||||
self.net_pnl: CentsUsdPattern = CentsUsdPattern(client, _m(acc, 'net_unrealized_pnl'))
|
||||
self.nupl: BpsRatioPattern = BpsRatioPattern(client, _m(acc, 'nupl'))
|
||||
self.profit: BaseCumulativeSumPattern3 = BaseCumulativeSumPattern3(client, _m(acc, 'unrealized_profit'))
|
||||
self.profit: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'unrealized_profit'))
|
||||
|
||||
class OutputsRealizedSupplyUnrealizedPattern2:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
@@ -2890,6 +2890,15 @@ class CentsDeltaUsdPattern:
|
||||
self.delta: AbsoluteRatePattern2 = AbsoluteRatePattern2(client, _m(acc, 'delta'))
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, acc)
|
||||
|
||||
class CentsNegativeUsdPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.cents: SeriesPattern1[Cents] = SeriesPattern1(client, _m(acc, 'unrealized_loss_cents'))
|
||||
self.negative: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'neg_unrealized_loss'))
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, _m(acc, 'unrealized_loss'))
|
||||
|
||||
class CentsSatsUsdPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
|
||||
@@ -2926,9 +2935,9 @@ class LossNuplProfitPattern:
|
||||
|
||||
def __init__(self, client: BrkClientBase, acc: str):
|
||||
"""Create pattern node with accumulated series name."""
|
||||
self.loss: BaseCumulativeNegativeSumPattern = BaseCumulativeNegativeSumPattern(client, acc, 'unrealized_loss')
|
||||
self.loss: CentsNegativeUsdPattern = CentsNegativeUsdPattern(client, acc)
|
||||
self.nupl: BpsRatioPattern = BpsRatioPattern(client, _m(acc, 'nupl'))
|
||||
self.profit: BaseCumulativeSumPattern3 = BaseCumulativeSumPattern3(client, _m(acc, 'unrealized_profit'))
|
||||
self.profit: CentsUsdPattern2 = CentsUsdPattern2(client, _m(acc, 'unrealized_profit'))
|
||||
|
||||
class NuplRealizedSupplyPattern:
|
||||
"""Pattern struct for repeated tree structure."""
|
||||
@@ -4862,9 +4871,8 @@ class SeriesTree_Cohorts_Utxo_All_Unrealized_Profit:
|
||||
"""Series tree node."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, base_path: str = ''):
|
||||
self.base: CentsUsdPattern2 = CentsUsdPattern2(client, 'unrealized_profit')
|
||||
self.cumulative: CentsUsdPattern2 = CentsUsdPattern2(client, 'unrealized_profit_cumulative')
|
||||
self.sum: _1m1w1y24hPattern4 = _1m1w1y24hPattern4(client, 'unrealized_profit_sum')
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, 'unrealized_profit')
|
||||
self.cents: SeriesPattern1[Cents] = SeriesPattern1(client, 'unrealized_profit_cents')
|
||||
self.to_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, 'unrealized_profit_to_mcap')
|
||||
self.to_own_gross_pnl: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, 'unrealized_profit_to_own_gross_pnl')
|
||||
|
||||
@@ -4872,9 +4880,8 @@ class SeriesTree_Cohorts_Utxo_All_Unrealized_Loss:
|
||||
"""Series tree node."""
|
||||
|
||||
def __init__(self, client: BrkClientBase, base_path: str = ''):
|
||||
self.base: CentsUsdPattern2 = CentsUsdPattern2(client, 'unrealized_loss')
|
||||
self.cumulative: CentsUsdPattern2 = CentsUsdPattern2(client, 'unrealized_loss_cumulative')
|
||||
self.sum: _1m1w1y24hPattern4 = _1m1w1y24hPattern4(client, 'unrealized_loss_sum')
|
||||
self.usd: SeriesPattern1[Dollars] = SeriesPattern1(client, 'unrealized_loss')
|
||||
self.cents: SeriesPattern1[Cents] = SeriesPattern1(client, 'unrealized_loss_cents')
|
||||
self.negative: SeriesPattern1[Dollars] = SeriesPattern1(client, 'neg_unrealized_loss')
|
||||
self.to_mcap: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, 'unrealized_loss_to_mcap')
|
||||
self.to_own_gross_pnl: BpsPercentRatioPattern3 = BpsPercentRatioPattern3(client, 'unrealized_loss_to_own_gross_pnl')
|
||||
@@ -5111,9 +5118,9 @@ class SeriesTree_Cohorts_Utxo_Sth_Unrealized:
|
||||
|
||||
def __init__(self, client: BrkClientBase, base_path: str = ''):
|
||||
self.nupl: BpsRatioPattern = BpsRatioPattern(client, 'sth_nupl')
|
||||
self.profit: BaseCumulativeSumToPattern2 = BaseCumulativeSumToPattern2(client, 'sth_unrealized_profit')
|
||||
self.loss: BaseCumulativeNegativeSumToPattern2 = BaseCumulativeNegativeSumToPattern2(client, 'sth')
|
||||
self.net_pnl: CentsToUsdPattern2 = CentsToUsdPattern2(client, 'sth_net_unrealized_pnl')
|
||||
self.profit: CentsToUsdPattern4 = CentsToUsdPattern4(client, 'sth_unrealized_profit')
|
||||
self.loss: CentsNegativeToUsdPattern2 = CentsNegativeToUsdPattern2(client, 'sth')
|
||||
self.net_pnl: CentsToUsdPattern3 = CentsToUsdPattern3(client, 'sth_net_unrealized_pnl')
|
||||
self.gross_pnl: CentsUsdPattern2 = CentsUsdPattern2(client, 'sth_unrealized_gross_pnl')
|
||||
self.invested_capital: InPattern = InPattern(client, 'sth_invested_capital_in')
|
||||
self.sentiment: SeriesTree_Cohorts_Utxo_Sth_Unrealized_Sentiment = SeriesTree_Cohorts_Utxo_Sth_Unrealized_Sentiment(client)
|
||||
@@ -5313,9 +5320,9 @@ class SeriesTree_Cohorts_Utxo_Lth_Unrealized:
|
||||
|
||||
def __init__(self, client: BrkClientBase, base_path: str = ''):
|
||||
self.nupl: BpsRatioPattern = BpsRatioPattern(client, 'lth_nupl')
|
||||
self.profit: BaseCumulativeSumToPattern2 = BaseCumulativeSumToPattern2(client, 'lth_unrealized_profit')
|
||||
self.loss: BaseCumulativeNegativeSumToPattern2 = BaseCumulativeNegativeSumToPattern2(client, 'lth')
|
||||
self.net_pnl: CentsToUsdPattern2 = CentsToUsdPattern2(client, 'lth_net_unrealized_pnl')
|
||||
self.profit: CentsToUsdPattern4 = CentsToUsdPattern4(client, 'lth_unrealized_profit')
|
||||
self.loss: CentsNegativeToUsdPattern2 = CentsNegativeToUsdPattern2(client, 'lth')
|
||||
self.net_pnl: CentsToUsdPattern3 = CentsToUsdPattern3(client, 'lth_net_unrealized_pnl')
|
||||
self.gross_pnl: CentsUsdPattern2 = CentsUsdPattern2(client, 'lth_unrealized_gross_pnl')
|
||||
self.invested_capital: InPattern = InPattern(client, 'lth_invested_capital_in')
|
||||
self.sentiment: SeriesTree_Cohorts_Utxo_Lth_Unrealized_Sentiment = SeriesTree_Cohorts_Utxo_Lth_Unrealized_Sentiment(client)
|
||||
|
||||
@@ -71,7 +71,7 @@ import { Unit } from "../utils/units.js";
|
||||
|
||||
const lineWidth = /** @type {any} */ (1.5);
|
||||
|
||||
const MAX_SIZE = 100_000;
|
||||
const MAX_SIZE = 10_000;
|
||||
|
||||
/**
|
||||
* @param {Object} args
|
||||
|
||||
@@ -165,7 +165,6 @@ export function createCointimeSection() {
|
||||
return {
|
||||
name: "Cointime",
|
||||
tree: [
|
||||
// Prices - the core pricing models
|
||||
{
|
||||
name: "Prices",
|
||||
tree: [
|
||||
@@ -208,7 +207,6 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
|
||||
// Caps - market capitalizations from different models
|
||||
{
|
||||
name: "Caps",
|
||||
tree: [
|
||||
@@ -242,7 +240,6 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
|
||||
// Supply - active vs vaulted breakdown
|
||||
{
|
||||
name: "Supply",
|
||||
title: "Active vs Vaulted Supply",
|
||||
@@ -251,7 +248,6 @@ export function createCointimeSection() {
|
||||
),
|
||||
},
|
||||
|
||||
// Liveliness - the foundational cointime ratios
|
||||
{
|
||||
name: "Activity",
|
||||
title: "Liveliness & Vaultedness",
|
||||
@@ -278,7 +274,6 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
|
||||
// Coinblocks - created, destroyed, stored
|
||||
{
|
||||
name: "Coinblocks",
|
||||
tree: [
|
||||
@@ -300,7 +295,7 @@ export function createCointimeSection() {
|
||||
name,
|
||||
tree: [
|
||||
{
|
||||
name: "Base",
|
||||
name: "Per Block",
|
||||
title,
|
||||
bottom: [
|
||||
line({
|
||||
@@ -329,7 +324,6 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
|
||||
// Value - cointime value flows
|
||||
{
|
||||
name: "Value",
|
||||
tree: [
|
||||
@@ -360,7 +354,7 @@ export function createCointimeSection() {
|
||||
name,
|
||||
tree: [
|
||||
{
|
||||
name: "Base",
|
||||
name: "Per Block",
|
||||
title,
|
||||
bottom: [
|
||||
line({ series: pattern.base, name, color, unit: Unit.usd }),
|
||||
@@ -385,7 +379,7 @@ export function createCointimeSection() {
|
||||
name: vocdd.name,
|
||||
tree: [
|
||||
{
|
||||
name: "Base",
|
||||
name: "Per Block",
|
||||
title: vocdd.title,
|
||||
bottom: [
|
||||
line({
|
||||
@@ -424,7 +418,6 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
|
||||
// Indicators - derived decision series
|
||||
{
|
||||
name: "Indicators",
|
||||
tree: [
|
||||
@@ -446,7 +439,7 @@ export function createCointimeSection() {
|
||||
bottom: [
|
||||
line({
|
||||
series: cap.aviv.ratio,
|
||||
name: "aviv",
|
||||
name: "AVIV",
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
],
|
||||
@@ -454,7 +447,6 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
|
||||
// Cointime-Adjusted - comparing base vs adjusted series
|
||||
{
|
||||
name: "Cointime-Adjusted",
|
||||
tree: [
|
||||
@@ -476,44 +468,39 @@ export function createCointimeSection() {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Velocity",
|
||||
tree: [
|
||||
{
|
||||
name: "BTC",
|
||||
title: "Cointime-Adjusted BTC Velocity",
|
||||
bottom: [
|
||||
line({
|
||||
series: supply.velocity.native,
|
||||
name: "Base",
|
||||
color: colors.base,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
line({
|
||||
series: adjusted.txVelocityNative,
|
||||
name: "Cointime-Adjusted",
|
||||
color: colors.adjusted,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "USD",
|
||||
title: "Cointime-Adjusted USD Velocity",
|
||||
bottom: [
|
||||
line({
|
||||
series: supply.velocity.fiat,
|
||||
name: "Base",
|
||||
color: colors.thermo,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
line({
|
||||
series: adjusted.txVelocityFiat,
|
||||
name: "Cointime-Adjusted",
|
||||
color: colors.vaulted,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
],
|
||||
},
|
||||
name: "BTC Velocity",
|
||||
title: "Cointime-Adjusted BTC Velocity",
|
||||
bottom: [
|
||||
line({
|
||||
series: supply.velocity.native,
|
||||
name: "Base",
|
||||
color: colors.base,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
line({
|
||||
series: adjusted.txVelocityNative,
|
||||
name: "Cointime-Adjusted",
|
||||
color: colors.adjusted,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "USD Velocity",
|
||||
title: "Cointime-Adjusted USD Velocity",
|
||||
bottom: [
|
||||
line({
|
||||
series: supply.velocity.fiat,
|
||||
name: "Base",
|
||||
color: colors.thermo,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
line({
|
||||
series: adjusted.txVelocityFiat,
|
||||
name: "Cointime-Adjusted",
|
||||
color: colors.vaulted,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
],
|
||||
},
|
||||
],
|
||||
|
||||
@@ -32,7 +32,7 @@ function volumeAndCoinsTree(activity, color, title) {
|
||||
name: "Volume",
|
||||
tree: [
|
||||
{
|
||||
name: "Sum",
|
||||
name: "Per Block",
|
||||
title: title("Sent Volume"),
|
||||
bottom: [
|
||||
line({ series: activity.transferVolume.base.sats, name: "Sum", color, unit: Unit.sats }),
|
||||
@@ -52,10 +52,10 @@ function volumeAndCoinsTree(activity, color, title) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Coins Destroyed",
|
||||
name: "Coindays Destroyed",
|
||||
tree: [
|
||||
{
|
||||
name: "Base",
|
||||
name: "Per Block",
|
||||
title: title("Coindays Destroyed"),
|
||||
bottom: [
|
||||
line({ series: activity.coindaysDestroyed.base, name: "Base", color, unit: Unit.coindays }),
|
||||
@@ -675,7 +675,7 @@ function groupedRollingSoprCharts(list, all, get24h, get7d, get30d, get1y, title
|
||||
* @template {{ color: Color, name: string }} A
|
||||
* @param {readonly T[]} list
|
||||
* @param {A} all
|
||||
* @param {readonly { name: string, getCreated: (item: T | A) => AnySeriesPattern, getDestroyed: (item: T | A) => AnySeriesPattern }[]} windows
|
||||
* @param {readonly { name: string, title: string, getCreated: (item: T | A) => AnySeriesPattern, getDestroyed: (item: T | A) => AnySeriesPattern }[]} windows
|
||||
* @param {(name: string) => string} title
|
||||
* @param {string} [prefix]
|
||||
* @returns {PartialOptionsTree}
|
||||
@@ -686,7 +686,7 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
|
||||
name: "Created",
|
||||
tree: windows.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`${prefix}Value Created (${w.name})`),
|
||||
title: title(`${prefix}Value Created (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, (item) =>
|
||||
line({ series: w.getCreated(item), name: item.name, color: item.color, unit: Unit.usd }),
|
||||
),
|
||||
@@ -696,7 +696,7 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
|
||||
name: "Destroyed",
|
||||
tree: windows.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`${prefix}Value Destroyed (${w.name})`),
|
||||
title: title(`${prefix}Value Destroyed (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, (item) =>
|
||||
line({ series: w.getDestroyed(item), name: item.name, color: item.color, unit: Unit.usd }),
|
||||
),
|
||||
@@ -711,10 +711,10 @@ function groupedRollingValueCharts(list, all, windows, title, prefix = "") {
|
||||
*/
|
||||
function valueWindows(list, all) {
|
||||
return [
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
{ 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 },
|
||||
];
|
||||
}
|
||||
|
||||
@@ -823,10 +823,10 @@ export function createGroupedActivitySectionWithAdjusted({ list, all, title }) {
|
||||
tree: groupedRollingValueCharts(
|
||||
list, all,
|
||||
[
|
||||
{ name: "24h", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._24h, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._24h },
|
||||
{ name: "7d", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1w, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1w },
|
||||
{ name: "30d", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1m, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1m },
|
||||
{ name: "1y", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1y, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1y },
|
||||
{ name: "24h", title: "Daily", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._24h, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._24h },
|
||||
{ name: "7d", title: "Weekly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1w, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1w },
|
||||
{ name: "30d", title: "Monthly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1m, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1m },
|
||||
{ name: "1y", title: "Yearly", getCreated: (c) => c.tree.realized.sopr.adjusted.valueCreated.sum._1y, getDestroyed: (c) => c.tree.realized.sopr.adjusted.valueDestroyed.sum._1y },
|
||||
],
|
||||
title,
|
||||
"Adjusted ",
|
||||
@@ -837,7 +837,7 @@ export function createGroupedActivitySectionWithAdjusted({ list, all, title }) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Coins Destroyed",
|
||||
name: "Coindays Destroyed",
|
||||
title: title("Coindays Destroyed"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
|
||||
line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
|
||||
@@ -914,7 +914,7 @@ export function createGroupedActivitySection({ list, all, title }) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Coins Destroyed",
|
||||
name: "Coindays Destroyed",
|
||||
title: title("Coindays Destroyed"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
|
||||
line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
|
||||
@@ -955,7 +955,7 @@ export function createGroupedActivitySectionWithActivity({ list, all, title }) {
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Coins Destroyed",
|
||||
name: "Coindays Destroyed",
|
||||
title: title("Coindays Destroyed"),
|
||||
bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => [
|
||||
line({ series: tree.activity.coindaysDestroyed.sum._24h, name, color, unit: Unit.coindays }),
|
||||
|
||||
@@ -199,7 +199,7 @@ function groupedDeltaTree(list, all, getDelta, unit, title, name) {
|
||||
name: "Absolute",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`${name} Change (${w.name})`),
|
||||
title: title(`${name} Change (${w.title})`),
|
||||
bottom: mapCohortsWithAll(list, all, (c) =>
|
||||
baseline({ series: getDelta(c).absolute[w.key], name: c.name, color: c.color, unit }),
|
||||
),
|
||||
@@ -209,7 +209,7 @@ function groupedDeltaTree(list, all, getDelta, unit, title, name) {
|
||||
name: "Rate",
|
||||
tree: ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`${name} Rate (${w.name})`),
|
||||
title: title(`${name} Rate (${w.title})`),
|
||||
bottom: flatMapCohortsWithAll(list, all, (c) =>
|
||||
percentRatio({ pattern: getDelta(c).rate[w.key], name: c.name, color: c.color }),
|
||||
),
|
||||
|
||||
@@ -677,7 +677,7 @@ function groupedBucketCharts(list, titlePrefix) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `${titlePrefix}: Supply Change ${w.name}`,
|
||||
title: `${titlePrefix}: Supply Change (${w.title})`,
|
||||
bottom: list.map(({ name, color, pattern }) =>
|
||||
baseline({ series: pattern.supply.all.delta.absolute[w.key], name, color, unit: Unit.sats }),
|
||||
),
|
||||
@@ -698,7 +698,7 @@ function groupedBucketCharts(list, titlePrefix) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `${titlePrefix}: Supply Rate ${w.name}`,
|
||||
title: `${titlePrefix}: Supply Rate (${w.title})`,
|
||||
bottom: list.flatMap(({ name, color, pattern }) =>
|
||||
percentRatio({ pattern: pattern.supply.all.delta.rate[w.key], name, color }),
|
||||
),
|
||||
|
||||
@@ -45,7 +45,7 @@ function pnlLines(m, unit) {
|
||||
if (m.gross) {
|
||||
series.push(line({ series: m.gross, name: "Total", color: colors.default, unit }));
|
||||
}
|
||||
series.push(line({ series: m.negLoss, name: "Negative Loss", color: colors.loss, unit, defaultActive: false }));
|
||||
series.push(line({ series: m.negLoss, name: "Loss (Inverted)", color: colors.loss, unit, defaultActive: false }));
|
||||
return series;
|
||||
}
|
||||
|
||||
@@ -63,13 +63,13 @@ function netBaseline(s, unit) {
|
||||
// ============================================================================
|
||||
|
||||
/**
|
||||
* @param {{ profit: { base: { usd: AnySeriesPattern } }, loss: { base: { usd: AnySeriesPattern }, negative: AnySeriesPattern }, grossPnl: { usd: AnySeriesPattern } }} u
|
||||
* @param {{ profit: { usd: AnySeriesPattern }, loss: { usd: AnySeriesPattern, negative: AnySeriesPattern }, grossPnl: { usd: AnySeriesPattern } }} u
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
*/
|
||||
function unrealizedUsdSeries(u) {
|
||||
return [
|
||||
...pnlLines(
|
||||
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
|
||||
{ profit: u.profit.usd, loss: u.loss.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd },
|
||||
Unit.usd,
|
||||
),
|
||||
priceLine({ unit: Unit.usd, defaultActive: false }),
|
||||
@@ -105,7 +105,6 @@ function unrealizedPnlTreeAll(u, title) {
|
||||
{ name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) },
|
||||
relPnlChart(u.profit.toMcap, u.loss.toMcap, "% of Mcap", title),
|
||||
relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
|
||||
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
|
||||
];
|
||||
}
|
||||
|
||||
@@ -121,7 +120,6 @@ function unrealizedPnlTreeFull(u, title) {
|
||||
relPnlChart(u.profit.toMcap, u.loss.toMcap, "% of Mcap", title),
|
||||
relPnlChart(u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Mcap", title),
|
||||
relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
|
||||
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
|
||||
];
|
||||
}
|
||||
|
||||
@@ -141,7 +139,6 @@ function unrealizedPnlTreeLongTerm(u, title) {
|
||||
},
|
||||
relPnlChart(u.profit.toOwnMcap, u.loss.toOwnMcap, "% of Own Mcap", title),
|
||||
relPnlChart(u.profit.toOwnGrossPnl, u.loss.toOwnGrossPnl, "% of Own P&L", title),
|
||||
...unrealizedCumulativeRollingTree(u.profit, u.loss, title),
|
||||
];
|
||||
}
|
||||
|
||||
@@ -158,72 +155,12 @@ function unrealizedPnlTreeMid(u, title) {
|
||||
title: title("Unrealized P&L"),
|
||||
bottom: [
|
||||
...pnlLines(
|
||||
{ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative },
|
||||
{ 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),
|
||||
];
|
||||
}
|
||||
|
||||
/**
|
||||
* Unrealized cumulative + rolling P&L tree (profit and loss have cumulative.usd + sum[w].usd)
|
||||
* @param {{ cumulative: { usd: AnySeriesPattern }, sum: { _24h: { usd: AnySeriesPattern }, _1w: { usd: AnySeriesPattern }, _1m: { usd: AnySeriesPattern }, _1y: { usd: AnySeriesPattern } } }} profit
|
||||
* @param {{ cumulative: { usd: AnySeriesPattern }, sum: { _24h: { usd: AnySeriesPattern }, _1w: { usd: AnySeriesPattern }, _1m: { usd: AnySeriesPattern }, _1y: { usd: AnySeriesPattern } } }} loss
|
||||
* @param {(name: string) => string} title
|
||||
* @returns {PartialOptionsTree}
|
||||
*/
|
||||
function unrealizedCumulativeRollingTree(profit, loss, title) {
|
||||
return [
|
||||
{
|
||||
name: "Cumulative",
|
||||
title: title("Cumulative Unrealized P&L"),
|
||||
bottom: [
|
||||
line({ series: profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }),
|
||||
line({ series: loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Rolling",
|
||||
tree: [
|
||||
{
|
||||
name: "Profit",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Unrealized Profit"),
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
line({ series: profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Unrealized Profit (${w.name})`),
|
||||
bottom: [line({ series: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
{
|
||||
name: "Loss",
|
||||
tree: [
|
||||
{
|
||||
name: "Compare",
|
||||
title: title("Rolling Unrealized Loss"),
|
||||
bottom: ROLLING_WINDOWS.map((w) =>
|
||||
line({ series: loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }),
|
||||
),
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: title(`Unrealized Loss (${w.name})`),
|
||||
bottom: [line({ series: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })],
|
||||
})),
|
||||
],
|
||||
},
|
||||
],
|
||||
},
|
||||
];
|
||||
}
|
||||
|
||||
@@ -331,12 +268,12 @@ function realizedPnlSumTreeFull(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 }),
|
||||
],
|
||||
},
|
||||
{
|
||||
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 }),
|
||||
),
|
||||
|
||||
@@ -292,26 +292,8 @@ export function createDcaVsLumpSumSection({ dca, lookback, returns }) {
|
||||
top: topPane(key),
|
||||
});
|
||||
|
||||
/** @param {string} name @param {ShortPeriodKey} key */
|
||||
const shortReturnsChart = (name, key) => ({
|
||||
name: "Returns",
|
||||
title: `Returns: ${name} DCA vs Lump Sum`,
|
||||
top: topPane(key),
|
||||
bottom: [
|
||||
...percentRatioBaseline({
|
||||
pattern: dca.period.return[key],
|
||||
name: "DCA",
|
||||
}),
|
||||
...percentRatioBaseline({
|
||||
pattern: dca.period.lumpSumReturn[key],
|
||||
name: "Lump Sum",
|
||||
color: colors.bi.p2,
|
||||
}),
|
||||
],
|
||||
});
|
||||
|
||||
/** @param {string} name @param {LongPeriodKey} key */
|
||||
const longReturnsChart = (name, key) => ({
|
||||
/** @param {string} name @param {AllPeriodKey} key */
|
||||
const returnsChart = (name, key) => ({
|
||||
name: "Returns",
|
||||
title: `Returns: ${name} DCA vs Lump Sum`,
|
||||
top: topPane(key),
|
||||
@@ -372,7 +354,7 @@ export function createDcaVsLumpSumSection({ dca, lookback, returns }) {
|
||||
name,
|
||||
tree: [
|
||||
costBasisChart(name, key),
|
||||
shortReturnsChart(name, key),
|
||||
returnsChart(name, key),
|
||||
stackChart(name, key),
|
||||
],
|
||||
};
|
||||
@@ -385,7 +367,7 @@ export function createDcaVsLumpSumSection({ dca, lookback, returns }) {
|
||||
name,
|
||||
tree: [
|
||||
costBasisChart(name, key),
|
||||
longReturnsChart(name, key),
|
||||
returnsChart(name, key),
|
||||
longCagrChart(name, key),
|
||||
stackChart(name, key),
|
||||
],
|
||||
|
||||
@@ -576,7 +576,7 @@ export function createMarketSection() {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `Capitalization Growth Rate Spread ${w.name}`,
|
||||
title: `Capitalization Growth Rate Spread (${w.title})`,
|
||||
bottom: [
|
||||
baseline({
|
||||
series: supply.marketMinusRealizedCapGrowthRate[w.key],
|
||||
@@ -660,7 +660,7 @@ export function createMarketSection() {
|
||||
const rsi = technical.rsi[w.key];
|
||||
return {
|
||||
name: w.name,
|
||||
title: `RSI (${w.name})`,
|
||||
title: `RSI (${w.title})`,
|
||||
bottom: [
|
||||
...indexRatio({ pattern: rsi.rsi, name: "RSI", color: colors.indicator.main }),
|
||||
priceLine({ unit: Unit.index, number: 70 }),
|
||||
@@ -675,7 +675,7 @@ export function createMarketSection() {
|
||||
const rsi = technical.rsi[w.key];
|
||||
return {
|
||||
name: w.name,
|
||||
title: `Stochastic RSI (${w.name})`,
|
||||
title: `Stochastic RSI (${w.title})`,
|
||||
bottom: [
|
||||
...indexRatio({ pattern: rsi.stochRsiK, name: "K", color: colors.indicator.fast }),
|
||||
...indexRatio({ pattern: rsi.stochRsiD, name: "D", color: colors.indicator.slow }),
|
||||
@@ -698,7 +698,7 @@ export function createMarketSection() {
|
||||
},
|
||||
...ROLLING_WINDOWS_TO_1M.map((w) => ({
|
||||
name: w.name,
|
||||
title: `MACD (${w.name})`,
|
||||
title: `MACD (${w.title})`,
|
||||
bottom: [
|
||||
line({ series: technical.macd[w.key].line, name: "MACD", color: colors.indicator.fast, unit: Unit.usd }),
|
||||
line({ series: technical.macd[w.key].signal, name: "Signal", color: colors.indicator.slow, unit: Unit.usd }),
|
||||
@@ -726,7 +726,7 @@ export function createMarketSection() {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `Volatility Index (${w.name})`,
|
||||
title: `Volatility Index (${w.title})`,
|
||||
bottom: [line({ series: volatility[w.key], name: w.name, color: w.color, unit: Unit.percentage })],
|
||||
})),
|
||||
],
|
||||
|
||||
@@ -59,27 +59,20 @@ export function createPartialOptions() {
|
||||
} = buildCohortData();
|
||||
|
||||
return [
|
||||
// Charts section
|
||||
{
|
||||
name: "Charts",
|
||||
tree: [
|
||||
// Market section
|
||||
createMarketSection(),
|
||||
|
||||
// Network section (on-chain activity)
|
||||
createNetworkSection(),
|
||||
|
||||
// Mining section (security & economics)
|
||||
createMiningSection(),
|
||||
|
||||
// Cohorts section
|
||||
{
|
||||
name: "Distribution",
|
||||
tree: [
|
||||
// Overview - All UTXOs
|
||||
createCohortFolderAll({ ...cohortAll, name: "Overview" }),
|
||||
|
||||
// STH vs LTH - Direct comparison
|
||||
createGroupedCohortFolderWithNupl({
|
||||
name: "STH vs LTH",
|
||||
title: "STH vs LTH",
|
||||
@@ -87,17 +80,13 @@ export function createPartialOptions() {
|
||||
all: cohortAll,
|
||||
}),
|
||||
|
||||
// STH - Short term holder cohort
|
||||
createCohortFolderFull(termShort),
|
||||
|
||||
// LTH - Long term holder cohort
|
||||
createCohortFolderLongTerm(termLong),
|
||||
|
||||
// Ages cohorts
|
||||
{
|
||||
name: "UTXO Age",
|
||||
tree: [
|
||||
// Younger Than (< X old)
|
||||
{
|
||||
name: "Younger Than",
|
||||
tree: [
|
||||
@@ -110,7 +99,6 @@ export function createPartialOptions() {
|
||||
...underAge.map(createCohortFolderWithAdjusted),
|
||||
],
|
||||
},
|
||||
// Older Than (≥ X old)
|
||||
{
|
||||
name: "Older Than",
|
||||
tree: [
|
||||
@@ -123,7 +111,6 @@ export function createPartialOptions() {
|
||||
...overAge.map(createCohortFolderWithAdjusted),
|
||||
],
|
||||
},
|
||||
// Range
|
||||
{
|
||||
name: "Range",
|
||||
tree: [
|
||||
@@ -139,17 +126,15 @@ export function createPartialOptions() {
|
||||
],
|
||||
},
|
||||
|
||||
// Sizes cohorts (UTXO size)
|
||||
{
|
||||
name: "UTXO Size",
|
||||
tree: [
|
||||
// Less Than (< X sats)
|
||||
{
|
||||
name: "Less Than",
|
||||
tree: [
|
||||
createGroupedCohortFolderBasicWithMarketCap({
|
||||
name: "Compare",
|
||||
title: "Over Amount",
|
||||
title: "Under Amount",
|
||||
list: utxosUnderAmount,
|
||||
all: cohortAll,
|
||||
}),
|
||||
@@ -158,13 +143,12 @@ export function createPartialOptions() {
|
||||
),
|
||||
],
|
||||
},
|
||||
// More Than (≥ X sats)
|
||||
{
|
||||
name: "More Than",
|
||||
tree: [
|
||||
createGroupedCohortFolderBasicWithMarketCap({
|
||||
name: "Compare",
|
||||
title: "Under Amount",
|
||||
title: "Over Amount",
|
||||
list: utxosOverAmount,
|
||||
all: cohortAll,
|
||||
}),
|
||||
@@ -173,7 +157,6 @@ export function createPartialOptions() {
|
||||
),
|
||||
],
|
||||
},
|
||||
// Range
|
||||
{
|
||||
name: "Range",
|
||||
tree: [
|
||||
@@ -191,37 +174,39 @@ export function createPartialOptions() {
|
||||
],
|
||||
},
|
||||
|
||||
// Balances cohorts (Address balance)
|
||||
createUtxoProfitabilitySection({
|
||||
range: profitabilityRange,
|
||||
profit: profitabilityProfit,
|
||||
loss: profitabilityLoss,
|
||||
}),
|
||||
|
||||
{
|
||||
name: "Address Balance",
|
||||
tree: [
|
||||
// Less Than (< X sats)
|
||||
{
|
||||
name: "Less Than",
|
||||
tree: [
|
||||
createGroupedAddressCohortFolder({
|
||||
name: "Compare",
|
||||
title: "Over Balance",
|
||||
title: "Under Balance",
|
||||
list: addressesUnderAmount,
|
||||
all: cohortAll,
|
||||
}),
|
||||
...addressesUnderAmount.map(createAddressCohortFolder),
|
||||
],
|
||||
},
|
||||
// More Than (≥ X sats)
|
||||
{
|
||||
name: "More Than",
|
||||
tree: [
|
||||
createGroupedAddressCohortFolder({
|
||||
name: "Compare",
|
||||
title: "Under Balance",
|
||||
title: "Over Balance",
|
||||
list: addressesOverAmount,
|
||||
all: cohortAll,
|
||||
}),
|
||||
...addressesOverAmount.map(createAddressCohortFolder),
|
||||
],
|
||||
},
|
||||
// Range
|
||||
{
|
||||
name: "Range",
|
||||
tree: [
|
||||
@@ -237,7 +222,6 @@ export function createPartialOptions() {
|
||||
],
|
||||
},
|
||||
|
||||
// Script Types - addressable types have addrCount, others don't
|
||||
{
|
||||
name: "Script Type",
|
||||
tree: [
|
||||
@@ -252,7 +236,6 @@ export function createPartialOptions() {
|
||||
],
|
||||
},
|
||||
|
||||
// Epochs
|
||||
{
|
||||
name: "Epoch",
|
||||
tree: [
|
||||
@@ -266,7 +249,6 @@ export function createPartialOptions() {
|
||||
],
|
||||
},
|
||||
|
||||
// Classes
|
||||
{
|
||||
name: "Class",
|
||||
tree: [
|
||||
@@ -279,20 +261,11 @@ export function createPartialOptions() {
|
||||
...class_.map(createCohortFolderWithAdjusted),
|
||||
],
|
||||
},
|
||||
|
||||
// UTXO Profitability bands
|
||||
createUtxoProfitabilitySection({
|
||||
range: profitabilityRange,
|
||||
profit: profitabilityProfit,
|
||||
loss: profitabilityLoss,
|
||||
}),
|
||||
],
|
||||
},
|
||||
|
||||
// Investing section
|
||||
createInvestingSection(),
|
||||
|
||||
// Frameworks section
|
||||
{
|
||||
name: "Frameworks",
|
||||
tree: [createCointimeSection()],
|
||||
@@ -300,14 +273,12 @@ export function createPartialOptions() {
|
||||
],
|
||||
},
|
||||
|
||||
// API documentation
|
||||
{
|
||||
name: "API",
|
||||
url: () => "/api",
|
||||
title: "API documentation",
|
||||
},
|
||||
|
||||
// Project link
|
||||
{
|
||||
name: "Source",
|
||||
url: () => "https://bitcoinresearchkit.org",
|
||||
|
||||
@@ -17,11 +17,11 @@ export const ROLLING_WINDOWS = [
|
||||
{ key: "_1y", name: "1y", title: "Yearly", color: colors.time._1y },
|
||||
];
|
||||
|
||||
/** @type {ReadonlyArray<{key: '_24h' | '_1w' | '_1m', name: string, color: Color}>} */
|
||||
/** @type {ReadonlyArray<{key: '_24h' | '_1w' | '_1m', name: string, title: string, color: Color}>} */
|
||||
export const ROLLING_WINDOWS_TO_1M = [
|
||||
{ key: "_24h", name: "24h", color: colors.time._24h },
|
||||
{ key: "_1w", name: "1w", color: colors.time._1w },
|
||||
{ key: "_1m", name: "1m", color: colors.time._1m },
|
||||
{ key: "_24h", name: "24h", title: "Daily", color: colors.time._24h },
|
||||
{ key: "_1w", name: "1w", title: "Weekly", color: colors.time._1w },
|
||||
{ key: "_1m", name: "1m", title: "Monthly", color: colors.time._1m },
|
||||
];
|
||||
|
||||
/**
|
||||
@@ -604,7 +604,7 @@ export function distributionWindowsTree({ pattern, base, title, unit }) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `${title} Distribution (${w.name})`,
|
||||
title: `${title} Distribution (${w.title})`,
|
||||
bottom: [
|
||||
...(base ? [line({ series: base, name: "base", unit })] : []),
|
||||
...fromStatsPattern({
|
||||
@@ -755,15 +755,22 @@ export function percentRatioDots({ pattern, name, color, defaultActive }) {
|
||||
* @param {boolean} [args.defaultActive]
|
||||
* @returns {AnyFetchedSeriesBlueprint[]}
|
||||
*/
|
||||
export function percentRatioBaseline({ pattern, name, defaultActive }) {
|
||||
export function percentRatioBaseline({ pattern, name, color, defaultActive }) {
|
||||
return [
|
||||
baseline({
|
||||
series: pattern.percent,
|
||||
name,
|
||||
color,
|
||||
defaultActive,
|
||||
unit: Unit.percentage,
|
||||
}),
|
||||
baseline({ series: pattern.ratio, name, defaultActive, unit: Unit.ratio }),
|
||||
baseline({
|
||||
series: pattern.ratio,
|
||||
name,
|
||||
color,
|
||||
defaultActive,
|
||||
unit: Unit.ratio,
|
||||
}),
|
||||
];
|
||||
}
|
||||
|
||||
@@ -798,7 +805,7 @@ export function rollingPercentRatioTree({
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `${title} ${w.name}`,
|
||||
title: `${title} (${w.title})`,
|
||||
bottom: series({ pattern: windows[w.key], name: w.name }),
|
||||
})),
|
||||
],
|
||||
@@ -834,7 +841,7 @@ export function deltaTree({ delta, title, unit, extract }) {
|
||||
},
|
||||
...ROLLING_WINDOWS.map((w) => ({
|
||||
name: w.name,
|
||||
title: `${title} Change ${w.name}`,
|
||||
title: `${title} Change (${w.title})`,
|
||||
bottom: [
|
||||
baseline({
|
||||
series: extract(delta.absolute[w.key]),
|
||||
|
||||
Reference in New Issue
Block a user