mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-24 14:49:58 -07:00
global: 4y zscore + 200d sma + mayer's multiple
This commit is contained in:
nym21
@@ -162,15 +162,16 @@ function createPartialOptions(colors) {
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*/
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const averages = /** @type {const} */ ([
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{ name: "1 Week", key: "1w", days: 7, color: colors.orange },
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{ name: "8 Day", key: "8d", days: 8, color: colors.amber },
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{ name: "13 Day", key: "13d", days: 13, color: colors.yellow },
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{ name: "21 Day", key: "21d", days: 21, color: colors.lime },
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{ name: "1 Month", key: "1m", days: 30, color: colors.green },
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{ name: "34 Day", key: "34d", days: 34, color: colors.emerald },
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{ name: "55 Day", key: "55d", days: 55, color: colors.teal },
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{ name: "89 Day", key: "89d", days: 89, color: colors.cyan },
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{ name: "144 Day", key: "144d", days: 144, color: colors.sky },
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{ name: "1 Week", key: "1w", days: 7, color: colors.red },
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{ name: "8 Day", key: "8d", days: 8, color: colors.orange },
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{ name: "13 Day", key: "13d", days: 13, color: colors.amber },
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{ name: "21 Day", key: "21d", days: 21, color: colors.yellow },
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{ name: "1 Month", key: "1m", days: 30, color: colors.lime },
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{ name: "34 Day", key: "34d", days: 34, color: colors.green },
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{ name: "55 Day", key: "55d", days: 55, color: colors.emerald },
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{ name: "89 Day", key: "89d", days: 89, color: colors.teal },
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{ name: "144 Day", key: "144d", days: 144, color: colors.cyan },
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{ name: "200 Day", key: "200d", days: 200, color: colors.sky },
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{ name: "1 Year", key: "1y", days: 365, color: colors.blue },
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{ name: "2 Year", key: "2y", days: 2 * 365, color: colors.indigo },
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{ name: "200 Week", key: "200w", days: 200 * 7, color: colors.violet },
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@@ -1057,12 +1058,6 @@ function createPartialOptions(colors) {
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},
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},
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}),
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createBaseSeries({
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key: `${key}-ratio-sma`,
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name: "sma",
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color: colors.yellow,
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defaultActive: false,
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}),
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createBaseSeries({
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key: `${key}-ratio-p1sd`,
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name: "+1σ",
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@@ -1153,6 +1148,18 @@ function createPartialOptions(colors) {
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color: colors.rose,
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defaultActive: false,
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}),
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createBaseSeries({
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key: `${key}-ratio-4y-sma`,
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name: "4y-sma",
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color: colors.violet,
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defaultActive: false,
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}),
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createBaseSeries({
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key: `${key}-ratio-sma`,
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name: "sma",
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color: colors.yellow,
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defaultActive: false,
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}),
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/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
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key: `${key}-ratio-1y-sma-momentum-oscillator`,
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title: "1Y Momentum",
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@@ -1165,7 +1172,7 @@ function createPartialOptions(colors) {
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}),
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/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
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key: `${key}-ratio-zscore`,
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title: "Score",
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title: "All time",
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type: "Baseline",
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options: {
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createPriceLine: {
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@@ -1173,6 +1180,17 @@ function createPartialOptions(colors) {
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},
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},
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}),
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/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
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key: `${key}-ratio-4y-zscore`,
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title: "4y",
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type: "Baseline",
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colors: [colors.yellow, colors.pink],
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options: {
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createPriceLine: {
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value: 0,
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},
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},
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}),
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],
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};
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}
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@@ -1413,7 +1431,7 @@ function createPartialOptions(colors) {
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key: `${fixKey(key)}realized-price`,
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name,
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color,
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})
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}),
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),
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}
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: createPriceWithRatio({
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@@ -1496,7 +1514,7 @@ function createPartialOptions(colors) {
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/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
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type: "Baseline",
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key: `${fixKey(
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key
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key,
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)}net-realized-profit-and-loss-relative-to-realized-cap`,
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title: useGroupName ? name : "Net",
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color: useGroupName ? color : undefined,
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@@ -1530,6 +1548,9 @@ function createPartialOptions(colors) {
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key: `${fixKey(key)}adjusted-spent-output-profit-ratio`,
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title: useGroupName ? name : "asopr",
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color: useGroupName ? color : undefined,
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colors: useGroupName
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? undefined
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: [colors.yellow, colors.pink],
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options: {
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createPriceLine: {
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value: 1,
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@@ -1567,7 +1588,7 @@ function createPartialOptions(colors) {
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/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
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type: "Baseline",
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key: `${fixKey(
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key
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key,
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)}adjusted-spent-output-profit-ratio`,
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title: useGroupName ? name : "asopr",
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color: useGroupName ? color : undefined,
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@@ -1590,7 +1611,7 @@ function createPartialOptions(colors) {
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key: `${fixKey(key)}sell-side-risk-ratio`,
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name: useGroupName ? name : "Risk",
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color: color,
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})
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}),
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),
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},
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],
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@@ -1679,7 +1700,7 @@ function createPartialOptions(colors) {
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/** @satisfies {FetchedBaselineSeriesBlueprint} */ ({
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type: "Baseline",
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key: `${fixKey(
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key
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key,
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)}net-unrealized-profit-and-loss-relative-to-market-cap`,
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title: useGroupName ? name : "Net",
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color: useGroupName ? color : undefined,
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@@ -1857,7 +1878,7 @@ function createPartialOptions(colors) {
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key: `${key}-sma`,
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name: key,
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color,
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})
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}),
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),
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},
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...averages.map(({ key, name, color }) =>
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@@ -1867,7 +1888,7 @@ function createPartialOptions(colors) {
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title: `${name} Market Price Moving Average`,
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legend: "average",
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color,
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})
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}),
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),
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],
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},
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@@ -1904,6 +1925,32 @@ function createPartialOptions(colors) {
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],
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})),
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},
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{
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name: "Indicators",
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tree: [
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{
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name: "Mayer's multiple",
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title: "Mayer's multiple",
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top: [
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createBaseSeries({
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key: `200d-sma`,
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name: "200d sma",
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color: colors.yellow,
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}),
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createBaseSeries({
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key: `200d-sma-x2-4`,
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name: "200d sma x2.4",
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color: colors.green,
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}),
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createBaseSeries({
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key: `200d-sma-x0-8`,
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name: "200d sma x0.8",
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color: colors.red,
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}),
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],
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},
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],
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},
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],
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},
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{
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@@ -1958,7 +2005,7 @@ function createPartialOptions(colors) {
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},
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}),
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],
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})
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}),
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),
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.../** @type {const} */ ([
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{ name: "2 Year", key: "2y" },
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@@ -2029,7 +2076,7 @@ function createPartialOptions(colors) {
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},
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}),
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],
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})
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}),
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),
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],
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},
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@@ -2045,7 +2092,7 @@ function createPartialOptions(colors) {
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name: `${year}`,
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color,
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defaultActive,
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})
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}),
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),
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},
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...dcaClasses.map(
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@@ -2072,7 +2119,7 @@ function createPartialOptions(colors) {
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},
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}),
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],
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})
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}),
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),
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],
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},
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@@ -2133,10 +2180,10 @@ function createPartialOptions(colors) {
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bottom: [
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...createAverageSumCumulativeMinMaxPercentilesSeries("fee"),
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...createAverageSumCumulativeMinMaxPercentilesSeries(
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"fee-in-btc"
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"fee-in-btc",
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),
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...createAverageSumCumulativeMinMaxPercentilesSeries(
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"fee-in-usd"
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"fee-in-usd",
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),
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],
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},
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@@ -2892,7 +2939,7 @@ export function initOptions({ colors, signals, env, utils, qrcode }) {
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const detailsList = [];
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const treeElement = signals.createSignal(
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/** @type {HTMLDivElement | null} */ (null)
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/** @type {HTMLDivElement | null} */ (null),
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);
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/** @type {string[] | undefined} */
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@@ -3004,7 +3051,7 @@ export function initOptions({ colors, signals, env, utils, qrcode }) {
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return null;
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}
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},
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null
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null,
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);
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partialTree.forEach((anyPartial, partialIndex) => {
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@@ -3027,7 +3074,7 @@ export function initOptions({ colors, signals, env, utils, qrcode }) {
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if ("tree" in anyPartial) {
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const folderId = utils.stringToId(
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`${(path || []).join(" ")} ${anyPartial.name} folder`
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`${(path || []).join(" ")} ${anyPartial.name} folder`,
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);
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/** @type {Omit<OptionsGroup, keyof PartialOptionsGroup>} */
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@@ -3042,13 +3089,13 @@ export function initOptions({ colors, signals, env, utils, qrcode }) {
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const thisPath = groupAddons.id;
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const passedDetails = signals.createSignal(
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/** @type {HTMLDivElement | HTMLDetailsElement | null} */ (null)
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/** @type {HTMLDivElement | HTMLDetailsElement | null} */ (null),
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);
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const childOptionsCount = recursiveProcessPartialTree(
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anyPartial.tree,
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passedDetails,
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[...(path || []), thisPath]
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[...(path || []), thisPath],
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);
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listForSum.push(childOptionsCount);
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@@ -3180,7 +3227,7 @@ export function initOptions({ colors, signals, env, utils, qrcode }) {
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});
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return signals.createMemo(() =>
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listForSum.reduce((acc, s) => acc + s(), 0)
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listForSum.reduce((acc, s) => acc + s(), 0),
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);
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}
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recursiveProcessPartialTree(partialOptions, treeElement);
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@@ -3207,7 +3254,7 @@ export function initOptions({ colors, signals, env, utils, qrcode }) {
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console.log(
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[...m.entries()]
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.filter(([_, value]) => value > 1)
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.map(([key, _]) => key)
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.map(([key, _]) => key),
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);
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throw Error("ID duplicate");
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