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https://github.com/bitcoinresearchkit/brk.git
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global: snapshot
This commit is contained in:
nym21
@@ -7,7 +7,7 @@
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import { Unit } from "../../utils/units.js";
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import { priceLine } from "../constants.js";
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import { line, baseline, price } from "../series.js";
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import { formatCohortTitle } from "../shared.js";
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import { formatCohortTitle, satsBtcUsd } from "../shared.js";
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import {
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createSingleSupplySeries,
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createGroupedSupplySection,
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@@ -19,9 +19,6 @@ import {
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createGroupedCoinblocksDestroyedSeries,
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createGroupedCoindaysDestroyedSeries,
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createSingleSentSeries,
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createGroupedSentSatsSeries,
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createGroupedSentBitcoinSeries,
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createGroupedSentDollarsSeries,
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groupedSupplyRelativeGenerators,
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createSingleSupplyRelativeOptions,
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createSingleSellSideRiskSeries,
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@@ -139,13 +136,13 @@ export function createAddressCohortFolder(ctx, args) {
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}),
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),
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},
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...(!useGroupName
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? createRealizedPnlSection(
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...(useGroupName
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? createGroupedRealizedPnlSection(ctx, list, title)
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: createRealizedPnlSection(
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ctx,
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/** @type {AddressCohortObject} */ (args),
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title,
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)
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: []),
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)),
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],
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},
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@@ -255,6 +252,12 @@ function createRealizedPnlSection(ctx, args, title) {
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color: colors.green,
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unit: Unit.usd,
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}),
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line({
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metric: realized.realizedProfit7dEma,
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name: "Profit 7d EMA",
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color: colors.green,
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unit: Unit.usd,
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}),
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line({
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metric: realized.realizedProfit.cumulative,
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name: "Profit Cumulative",
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@@ -268,6 +271,12 @@ function createRealizedPnlSection(ctx, args, title) {
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color: colors.red,
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unit: Unit.usd,
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}),
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line({
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metric: realized.realizedLoss7dEma,
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name: "Loss 7d EMA",
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color: colors.red,
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unit: Unit.usd,
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}),
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line({
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metric: realized.realizedLoss.cumulative,
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name: "Loss Cumulative",
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@@ -333,6 +342,11 @@ function createRealizedPnlSection(ctx, args, title) {
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name: "Net",
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unit: Unit.usd,
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}),
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baseline({
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metric: realized.netRealizedPnl7dEma,
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name: "Net 7d EMA",
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unit: Unit.usd,
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}),
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baseline({
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metric: realized.netRealizedPnl.cumulative,
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name: "Net Cumulative",
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@@ -419,6 +433,179 @@ function createRealizedPnlSection(ctx, args, title) {
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},
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],
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},
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{
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name: "Peak Regret",
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title: title("Peak Regret"),
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bottom: [
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line({ metric: realized.peakRegret.sum, name: "Sum", color: colors.red, unit: Unit.usd }),
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line({ metric: realized.peakRegret.cumulative, name: "Cumulative", color: colors.red, unit: Unit.usd, defaultActive: false }),
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baseline({ metric: realized.peakRegretRelToRealizedCap, name: "Rel. to Realized Cap", color: colors.orange, unit: Unit.pctRcap }),
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],
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},
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{
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name: "Sent In P/L",
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tree: [
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{
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name: "In Profit",
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title: title("Sent In Profit"),
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bottom: [
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line({ metric: realized.sentInProfit.bitcoin.sum, name: "Sum", color: colors.green, unit: Unit.btc }),
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line({ metric: realized.sentInProfit.bitcoin.cumulative, name: "Cumulative", color: colors.green, unit: Unit.btc, defaultActive: false }),
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line({ metric: realized.sentInProfit.sats.sum, name: "Sum", color: colors.green, unit: Unit.sats }),
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line({ metric: realized.sentInProfit.sats.cumulative, name: "Cumulative", color: colors.green, unit: Unit.sats, defaultActive: false }),
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line({ metric: realized.sentInProfit.dollars.sum, name: "Sum", color: colors.green, unit: Unit.usd }),
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line({ metric: realized.sentInProfit.dollars.cumulative, name: "Cumulative", color: colors.green, unit: Unit.usd, defaultActive: false }),
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],
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},
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{
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name: "In Loss",
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title: title("Sent In Loss"),
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bottom: [
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line({ metric: realized.sentInLoss.bitcoin.sum, name: "Sum", color: colors.red, unit: Unit.btc }),
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line({ metric: realized.sentInLoss.bitcoin.cumulative, name: "Cumulative", color: colors.red, unit: Unit.btc, defaultActive: false }),
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line({ metric: realized.sentInLoss.sats.sum, name: "Sum", color: colors.red, unit: Unit.sats }),
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line({ metric: realized.sentInLoss.sats.cumulative, name: "Cumulative", color: colors.red, unit: Unit.sats, defaultActive: false }),
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line({ metric: realized.sentInLoss.dollars.sum, name: "Sum", color: colors.red, unit: Unit.usd }),
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line({ metric: realized.sentInLoss.dollars.cumulative, name: "Cumulative", color: colors.red, unit: Unit.usd, defaultActive: false }),
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],
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},
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{
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name: "In Profit 14d EMA",
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title: title("Sent In Profit 14d EMA"),
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bottom: satsBtcUsd({ pattern: realized.sentInProfit14dEma, name: "14d EMA", color: colors.green }),
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},
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{
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name: "In Loss 14d EMA",
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title: title("Sent In Loss 14d EMA"),
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bottom: satsBtcUsd({ pattern: realized.sentInLoss14dEma, name: "14d EMA", 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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* Create grouped realized P&L section for address cohorts (for compare view)
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* @param {PartialContext} ctx
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* @param {readonly AddressCohortObject[]} list
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* @param {(metric: string) => string} title
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* @returns {PartialOptionsTree}
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*/
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function createGroupedRealizedPnlSection(ctx, list, title) {
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const pnlConfigs = /** @type {const} */ ([
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{ name: "Profit", sum: "realizedProfit", ema: "realizedProfit7dEma", rel: "realizedProfitRelToRealizedCap", isNet: false },
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{ name: "Loss", sum: "realizedLoss", ema: "realizedLoss7dEma", rel: "realizedLossRelToRealizedCap", isNet: false },
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{ name: "Net P&L", sum: "netRealizedPnl", ema: "netRealizedPnl7dEma", rel: "netRealizedPnlRelToRealizedCap", isNet: true },
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]);
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return [
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...pnlConfigs.map(({ name, sum, ema, rel, isNet }) => ({
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name,
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tree: [
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{
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name: "Sum",
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title: title(`Realized ${name}`),
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bottom: [
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...list.flatMap(({ color, name, tree }) => [
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(isNet ? baseline : line)({ metric: tree.realized[sum].sum, name, color, unit: Unit.usd }),
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baseline({ metric: tree.realized[rel].sum, name, color, unit: Unit.pctRcap }),
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]),
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priceLine({ ctx, unit: Unit.usd }),
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],
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},
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{
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name: "7d EMA",
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title: title(`Realized ${name} 7d EMA`),
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bottom: [
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...list.map(({ color, name, tree }) =>
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(isNet ? baseline : line)({ metric: tree.realized[ema], name, color, unit: Unit.usd }),
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),
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priceLine({ ctx, unit: Unit.usd }),
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],
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},
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],
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})),
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{
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name: "Peak Regret",
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tree: [
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{
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name: "Sum",
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title: title("Peak Regret"),
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bottom: list.flatMap(({ color, name, tree }) => [
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line({ metric: tree.realized.peakRegret.sum, name, color, unit: Unit.usd }),
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]),
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},
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{
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name: "Cumulative",
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title: title("Peak Regret Cumulative"),
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bottom: list.flatMap(({ color, name, tree }) => [
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line({ metric: tree.realized.peakRegret.cumulative, name, color, unit: Unit.usd }),
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]),
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},
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{
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name: "Rel. to Realized Cap",
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title: title("Peak Regret Rel. to Realized Cap"),
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bottom: list.flatMap(({ color, name, tree }) => [
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baseline({ metric: tree.realized.peakRegretRelToRealizedCap, name, color, unit: Unit.pctRcap }),
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]),
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},
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],
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},
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{
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name: "Sent In P/L",
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tree: [
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{
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name: "In Profit",
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title: title("Sent In Profit"),
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bottom: list.flatMap(({ color, name, tree }) => [
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line({ metric: tree.realized.sentInProfit.bitcoin.sum, name, color, unit: Unit.btc }),
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line({ metric: tree.realized.sentInProfit.sats.sum, name, color, unit: Unit.sats }),
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line({ metric: tree.realized.sentInProfit.dollars.sum, name, color, unit: Unit.usd }),
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]),
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},
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{
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name: "In Profit Cumulative",
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title: title("Sent In Profit Cumulative"),
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bottom: list.flatMap(({ color, name, tree }) => [
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line({ metric: tree.realized.sentInProfit.bitcoin.cumulative, name, color, unit: Unit.btc }),
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line({ metric: tree.realized.sentInProfit.sats.cumulative, name, color, unit: Unit.sats }),
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line({ metric: tree.realized.sentInProfit.dollars.cumulative, name, color, unit: Unit.usd }),
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]),
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},
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{
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name: "In Loss",
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title: title("Sent In Loss"),
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bottom: list.flatMap(({ color, name, tree }) => [
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line({ metric: tree.realized.sentInLoss.bitcoin.sum, name, color, unit: Unit.btc }),
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line({ metric: tree.realized.sentInLoss.sats.sum, name, color, unit: Unit.sats }),
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line({ metric: tree.realized.sentInLoss.dollars.sum, name, color, unit: Unit.usd }),
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]),
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},
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{
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name: "In Loss Cumulative",
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title: title("Sent In Loss Cumulative"),
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bottom: list.flatMap(({ color, name, tree }) => [
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line({ metric: tree.realized.sentInLoss.bitcoin.cumulative, name, color, unit: Unit.btc }),
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line({ metric: tree.realized.sentInLoss.sats.cumulative, name, color, unit: Unit.sats }),
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line({ metric: tree.realized.sentInLoss.dollars.cumulative, name, color, unit: Unit.usd }),
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]),
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},
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{
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name: "In Profit 14d EMA",
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title: title("Sent In Profit 14d EMA"),
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bottom: list.flatMap(({ color, name, tree }) =>
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satsBtcUsd({ pattern: tree.realized.sentInProfit14dEma, name, color }),
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),
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},
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{
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name: "In Loss 14d EMA",
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title: title("Sent In Loss 14d EMA"),
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bottom: list.flatMap(({ color, name, tree }) =>
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satsBtcUsd({ pattern: tree.realized.sentInLoss14dEma, name, 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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@@ -620,6 +807,22 @@ function createUnrealizedSection(ctx, list, useGroupName, title) {
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}),
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]),
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},
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{
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name: "Net Sentiment",
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title: title("Net Sentiment"),
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bottom: list.flatMap(({ color, name, tree }) => [
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baseline({
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metric: tree.unrealized.netSentiment,
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name: useGroupName ? name : "Net Sentiment",
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color: useGroupName ? color : undefined,
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unit: Unit.usd,
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}),
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priceLine({
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ctx,
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unit: Unit.usd,
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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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@@ -715,19 +918,26 @@ function createActivitySection(args, title) {
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name: "Sent",
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tree: [
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{
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name: "Sats",
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title: title("Sent (Sats)"),
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bottom: createGroupedSentSatsSeries(list),
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name: "Sum",
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title: title("Sent"),
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bottom: list.flatMap(({ color, name, tree }) =>
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satsBtcUsd({
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pattern: {
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sats: tree.activity.sent.sats.sum,
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bitcoin: tree.activity.sent.bitcoin.sum,
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dollars: tree.activity.sent.dollars.sum,
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},
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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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name: "Bitcoin",
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title: title("Sent (BTC)"),
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bottom: createGroupedSentBitcoinSeries(list),
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},
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{
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name: "Dollars",
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title: title("Sent ($)"),
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bottom: createGroupedSentDollarsSeries(list),
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name: "14d EMA",
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title: title("Sent 14d EMA"),
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bottom: list.flatMap(({ color, name, tree }) =>
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satsBtcUsd({ pattern: tree.activity.sent14dEma, name, color }),
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),
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},
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],
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},
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