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nym21
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website/scripts/options/market/averages.js
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237
website/scripts/options/market/averages.js
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/** Moving averages section */
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import { Unit } from "../../utils/units.js";
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import { periodIdToName } from "./utils.js";
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/**
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* Build averages data array from market patterns
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* @param {Colors} colors
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* @param {MarketMovingAverage} ma
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*/
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export function buildAverages(colors, ma) {
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return /** @type {const} */ ([
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["1w", 7, "red", ma.price1wSma, ma.price1wEma],
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["8d", 8, "orange", ma.price8dSma, ma.price8dEma],
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["13d", 13, "amber", ma.price13dSma, ma.price13dEma],
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["21d", 21, "yellow", ma.price21dSma, ma.price21dEma],
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["1m", 30, "lime", ma.price1mSma, ma.price1mEma],
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["34d", 34, "green", ma.price34dSma, ma.price34dEma],
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["55d", 55, "emerald", ma.price55dSma, ma.price55dEma],
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["89d", 89, "teal", ma.price89dSma, ma.price89dEma],
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["144d", 144, "cyan", ma.price144dSma, ma.price144dEma],
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["200d", 200, "sky", ma.price200dSma, ma.price200dEma],
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["1y", 365, "blue", ma.price1ySma, ma.price1yEma],
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["2y", 730, "indigo", ma.price2ySma, ma.price2yEma],
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["200w", 1400, "violet", ma.price200wSma, ma.price200wEma],
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["4y", 1460, "purple", ma.price4ySma, ma.price4yEma],
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]).map(([id, days, colorKey, sma, ema]) => ({
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id,
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name: periodIdToName(id, true),
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days,
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color: colors[colorKey],
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sma,
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ema,
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}));
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}
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/**
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* Create price with ratio options (for moving averages)
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {string} args.title
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* @param {string} args.legend
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* @param {EmaRatioPattern} args.ratio
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* @param {Color} [args.color]
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* @returns {PartialOptionsTree}
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*/
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export function createPriceWithRatioOptions(
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ctx,
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{ title, legend, ratio, color },
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) {
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const { line, colors, createPriceLine } = ctx;
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const priceMetric = ratio.price;
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const percentileUsdMap = [
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{ name: "pct99", prop: ratio.ratioPct99Usd, color: colors.rose },
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{ name: "pct98", prop: ratio.ratioPct98Usd, color: colors.pink },
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{ name: "pct95", prop: ratio.ratioPct95Usd, color: colors.fuchsia },
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{ name: "pct5", prop: ratio.ratioPct5Usd, color: colors.cyan },
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{ name: "pct2", prop: ratio.ratioPct2Usd, color: colors.sky },
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{ name: "pct1", prop: ratio.ratioPct1Usd, color: colors.blue },
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];
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const percentileMap = [
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{ name: "pct99", prop: ratio.ratioPct99, color: colors.rose },
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{ name: "pct98", prop: ratio.ratioPct98, color: colors.pink },
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{ name: "pct95", prop: ratio.ratioPct95, color: colors.fuchsia },
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{ name: "pct5", prop: ratio.ratioPct5, color: colors.cyan },
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{ name: "pct2", prop: ratio.ratioPct2, color: colors.sky },
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{ name: "pct1", prop: ratio.ratioPct1, color: colors.blue },
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];
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const sdPatterns = [
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{ nameAddon: "all", titleAddon: "", sd: ratio.ratioSd },
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{ nameAddon: "4y", titleAddon: "4y", sd: ratio.ratio4ySd },
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{ nameAddon: "2y", titleAddon: "2y", sd: ratio.ratio2ySd },
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{ nameAddon: "1y", titleAddon: "1y", sd: ratio.ratio1ySd },
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];
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/** @param {Ratio1ySdPattern} sd */
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const getSdBands = (sd) => [
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{ name: "0σ", prop: sd._0sdUsd, color: colors.lime },
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{ name: "+0.5σ", prop: sd.p05sdUsd, color: colors.yellow },
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{ name: "+1σ", prop: sd.p1sdUsd, color: colors.amber },
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{ name: "+1.5σ", prop: sd.p15sdUsd, color: colors.orange },
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{ name: "+2σ", prop: sd.p2sdUsd, color: colors.red },
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{ name: "+2.5σ", prop: sd.p25sdUsd, color: colors.rose },
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{ name: "+3σ", prop: sd.p3sd, color: colors.pink },
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{ name: "−0.5σ", prop: sd.m05sdUsd, color: colors.teal },
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{ name: "−1σ", prop: sd.m1sdUsd, color: colors.cyan },
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{ name: "−1.5σ", prop: sd.m15sdUsd, color: colors.sky },
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{ name: "−2σ", prop: sd.m2sdUsd, color: colors.blue },
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{ name: "−2.5σ", prop: sd.m25sdUsd, color: colors.indigo },
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{ name: "−3σ", prop: sd.m3sd, color: colors.violet },
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];
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return [
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{
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name: "price",
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title,
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top: [line({ metric: priceMetric, name: legend, color, unit: Unit.usd })],
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},
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{
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name: "Ratio",
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title: `${title} Ratio`,
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top: [
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line({ metric: priceMetric, name: legend, color, unit: Unit.usd }),
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...percentileUsdMap.map(({ name: pctName, prop, color: pctColor }) =>
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line({
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metric: prop,
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name: pctName,
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color: pctColor,
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defaultActive: false,
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unit: Unit.usd,
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options: { lineStyle: 1 },
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}),
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),
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],
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bottom: [
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line({ metric: ratio.ratio, name: "Ratio", color, unit: Unit.ratio }),
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line({
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metric: ratio.ratio1wSma,
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name: "1w SMA",
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color: colors.lime,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio1mSma,
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name: "1m SMA",
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color: colors.teal,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio1ySd.sma,
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name: "1y SMA",
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color: colors.sky,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio2ySd.sma,
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name: "2y SMA",
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color: colors.indigo,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratio4ySd.sma,
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name: "4y SMA",
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color: colors.purple,
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unit: Unit.ratio,
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}),
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line({
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metric: ratio.ratioSd.sma,
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name: "All SMA",
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color: colors.rose,
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unit: Unit.ratio,
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}),
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...percentileMap.map(({ name: pctName, prop, color: pctColor }) =>
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line({
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metric: prop,
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name: pctName,
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color: pctColor,
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defaultActive: false,
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unit: Unit.ratio,
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options: { lineStyle: 1 },
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}),
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),
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createPriceLine({ unit: Unit.ratio, number: 1 }),
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],
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},
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{
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name: "ZScores",
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tree: sdPatterns.map(({ nameAddon, titleAddon, sd }) => ({
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name: nameAddon,
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title: `${title} ${titleAddon} Z-Score`,
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top: getSdBands(sd).map(({ name: bandName, prop, color: bandColor }) =>
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line({
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metric: prop,
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name: bandName,
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color: bandColor,
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unit: Unit.usd,
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}),
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),
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bottom: [
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line({ metric: sd.zscore, name: "Z-Score", color, unit: Unit.sd }),
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createPriceLine({ unit: Unit.sd, number: 3 }),
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createPriceLine({ unit: Unit.sd, number: 2 }),
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createPriceLine({ unit: Unit.sd, number: 1 }),
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createPriceLine({ unit: Unit.sd, number: 0 }),
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createPriceLine({ unit: Unit.sd, number: -1 }),
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createPriceLine({ unit: Unit.sd, number: -2 }),
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createPriceLine({ unit: Unit.sd, number: -3 }),
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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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* Create Averages section
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* @param {PartialContext} ctx
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* @param {ReturnType<typeof buildAverages>} averages
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*/
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export function createAveragesSection(ctx, averages) {
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const { line } = ctx;
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return {
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name: "Averages",
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tree: [
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{ nameAddon: "Simple", metricAddon: /** @type {const} */ ("sma") },
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{ nameAddon: "Exponential", metricAddon: /** @type {const} */ ("ema") },
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].map(({ nameAddon, metricAddon }) => ({
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name: nameAddon,
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tree: [
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{
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name: "Compare",
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title: `Market Price ${nameAddon} Moving Averages`,
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top: averages.map(({ id, color, sma, ema }) =>
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line({
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metric: (metricAddon === "sma" ? sma : ema).price,
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name: id,
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color,
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unit: Unit.usd,
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}),
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),
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},
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...averages.map(({ name, color, sma, ema }) => ({
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name,
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tree: createPriceWithRatioOptions(ctx, {
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ratio: metricAddon === "sma" ? sma : ema,
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title: `${name} Market Price ${nameAddon} 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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}
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