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https://github.com/bitcoinresearchkit/brk.git
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bindgen: snapshot
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nym21
@@ -46,7 +46,10 @@ export function flatMapCohorts(list, fn) {
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* @returns {R[]}
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*/
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export function mapCohortsWithAll(list, all, fn) {
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return [...list.map(fn), { ...fn({ ...all, name: "All" }), defaultActive: false }];
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return [
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...list.map(fn),
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{ ...fn({ ...all, name: "All" }), defaultActive: false },
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];
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}
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/**
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@@ -60,7 +63,10 @@ export function mapCohortsWithAll(list, all, fn) {
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* @returns {R[]}
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*/
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export function flatMapCohortsWithAll(list, all, fn) {
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return [...list.flatMap(fn), ...fn({ ...all, name: "All" }).map((s) => ({ ...s, defaultActive: false }))];
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return [
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...list.flatMap(fn),
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...fn({ ...all, name: "All" }).map((s) => ({ ...s, defaultActive: false })),
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];
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}
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/**
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@@ -257,20 +263,32 @@ export function satsBtcUsdFullTree({ pattern, name, title, color }) {
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name: "Compare",
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title: `${title} Rolling Sum`,
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bottom: ROLLING_WINDOWS.flatMap((w) =>
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satsBtcUsd({ pattern: pattern.sum[w.key], name: w.name, color: w.color }),
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satsBtcUsd({
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pattern: pattern.sum[w.key],
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name: w.name,
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color: w.color,
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}),
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),
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},
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...ROLLING_WINDOWS.map((w) => ({
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name: w.name,
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title: `${title} ${w.name} Rolling Sum`,
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bottom: satsBtcUsd({ pattern: pattern.sum[w.key], name: w.name, color: w.color }),
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bottom: satsBtcUsd({
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pattern: pattern.sum[w.key],
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name: w.name,
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color: w.color,
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}),
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})),
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],
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},
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{
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name: "Cumulative",
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title: `${title} (Total)`,
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bottom: satsBtcUsd({ pattern: pattern.cumulative, name: "all-time", color }),
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bottom: satsBtcUsd({
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pattern: pattern.cumulative,
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name: "all-time",
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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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@@ -296,7 +314,12 @@ export function simplePriceRatioTree({ pattern, title, legend, color }) {
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title: `${title} Ratio`,
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top: [price({ metric: pattern, name: legend, color })],
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bottom: [
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baseline({ metric: pattern.ratio, name: "Ratio", unit: Unit.ratio, base: 1 }),
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baseline({
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metric: pattern.ratio,
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name: "Ratio",
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unit: Unit.ratio,
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base: 1,
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}),
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],
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},
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];
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@@ -312,7 +335,13 @@ export function simplePriceRatioTree({ pattern, title, legend, color }) {
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* @param {FetchedPriceSeriesBlueprint[]} [args.priceReferences]
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* @returns {PartialOptionsTree}
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*/
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export function priceRatioPercentilesTree({ pattern, title, legend, color, priceReferences }) {
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export function priceRatioPercentilesTree({
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pattern,
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title,
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legend,
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color,
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priceReferences,
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}) {
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const p = pattern.percentiles;
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const pctUsd = [
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{ name: "pct95", prop: p.pct95.price, color: colors.ratioPct._95 },
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@@ -338,7 +367,13 @@ export function priceRatioPercentilesTree({ pattern, title, legend, color, price
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price({ metric: pattern, name: legend, color }),
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...(priceReferences ?? []),
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...pctUsd.map(({ name, prop, color }) =>
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price({ metric: prop, name, color, defaultActive: false, options: { lineStyle: 1 } }),
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price({
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metric: prop,
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name,
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color,
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defaultActive: false,
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options: { lineStyle: 1 },
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}),
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),
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],
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},
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@@ -348,13 +383,31 @@ export function priceRatioPercentilesTree({ pattern, title, legend, color, price
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top: [
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price({ metric: pattern, name: legend, color }),
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...pctUsd.map(({ name, prop, color }) =>
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price({ metric: prop, name, color, defaultActive: false, options: { lineStyle: 1 } }),
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price({
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metric: prop,
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name,
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color,
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defaultActive: false,
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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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baseline({ metric: pattern.ratio, name: "Ratio", unit: Unit.ratio, base: 1 }),
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baseline({
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metric: pattern.ratio,
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name: "Ratio",
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unit: Unit.ratio,
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base: 1,
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}),
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...pctRatio.map(({ name, prop, color }) =>
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line({ metric: prop, name, color, defaultActive: false, unit: Unit.ratio, options: { lineStyle: 1 } }),
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line({
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metric: prop,
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name,
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color,
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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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],
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},
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@@ -381,7 +434,13 @@ export function groupedSimplePriceRatioTree({ list, title }) {
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name: "Ratio",
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title: `${title} Ratio`,
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bottom: list.map(({ name, color, pattern }) =>
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baseline({ metric: pattern.ratio, name, color, unit: Unit.ratio, base: 1 }),
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baseline({
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metric: pattern.ratio,
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name,
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color,
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unit: Unit.ratio,
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base: 1,
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}),
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),
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},
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];
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@@ -453,10 +512,30 @@ export function percentileMap(ratio) {
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*/
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export function sdPatterns(ratio) {
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return /** @type {const} */ ([
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{ nameAddon: "All Time", titleAddon: "", sd: ratio.stdDev.all, smaRatio: ratio.sma.all.ratio },
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{ nameAddon: "4y", titleAddon: "4y", sd: ratio.stdDev._4y, smaRatio: ratio.sma._4y.ratio },
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{ nameAddon: "2y", titleAddon: "2y", sd: ratio.stdDev._2y, smaRatio: ratio.sma._2y.ratio },
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{ nameAddon: "1y", titleAddon: "1y", sd: ratio.stdDev._1y, smaRatio: ratio.sma._1y.ratio },
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{
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nameAddon: "All Time",
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titleAddon: "",
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sd: ratio.stdDev.all,
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smaRatio: ratio.sma.all.ratio,
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},
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{
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nameAddon: "4y",
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titleAddon: "4y",
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sd: ratio.stdDev._4y,
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smaRatio: ratio.sma._4y.ratio,
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},
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{
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nameAddon: "2y",
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titleAddon: "2y",
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sd: ratio.stdDev._2y,
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smaRatio: ratio.sma._2y.ratio,
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},
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{
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nameAddon: "1y",
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titleAddon: "1y",
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sd: ratio.stdDev._1y,
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smaRatio: ratio.sma._1y.ratio,
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},
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]);
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}
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@@ -490,18 +569,18 @@ export function sdBandsUsd(sd) {
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export function sdBandsRatio(sd, smaRatio) {
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return /** @type {const} */ ([
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{ name: "0σ", prop: smaRatio, color: colors.sd._0 },
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{ name: "+0.5σ", prop: sd.p05sd.value, color: colors.sd.p05 },
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{ name: "−0.5σ", prop: sd.m05sd.value, color: colors.sd.m05 },
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{ name: "+1σ", prop: sd.p1sd.value, color: colors.sd.p1 },
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{ name: "−1σ", prop: sd.m1sd.value, color: colors.sd.m1 },
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{ name: "+1.5σ", prop: sd.p15sd.value, color: colors.sd.p15 },
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{ name: "−1.5σ", prop: sd.m15sd.value, color: colors.sd.m15 },
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{ name: "+2σ", prop: sd.p2sd.value, color: colors.sd.p2 },
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{ name: "−2σ", prop: sd.m2sd.value, color: colors.sd.m2 },
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{ name: "+2.5σ", prop: sd.p25sd.value, color: colors.sd.p25 },
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{ name: "−2.5σ", prop: sd.m25sd.value, color: colors.sd.m25 },
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{ name: "+3σ", prop: sd.p3sd.value, color: colors.sd.p3 },
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{ name: "−3σ", prop: sd.m3sd.value, color: colors.sd.m3 },
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{ name: "+0.5σ", prop: sd.p05sd.ratio, color: colors.sd.p05 },
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{ name: "−0.5σ", prop: sd.m05sd.ratio, color: colors.sd.m05 },
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{ name: "+1σ", prop: sd.p1sd.ratio, color: colors.sd.p1 },
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{ name: "−1σ", prop: sd.m1sd.ratio, color: colors.sd.m1 },
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{ name: "+1.5σ", prop: sd.p15sd.ratio, color: colors.sd.p15 },
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{ name: "−1.5σ", prop: sd.m15sd.ratio, color: colors.sd.m15 },
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{ name: "+2σ", prop: sd.p2sd.ratio, color: colors.sd.p2 },
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{ name: "−2σ", prop: sd.m2sd.ratio, color: colors.sd.m2 },
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{ name: "+2.5σ", prop: sd.p25sd.ratio, color: colors.sd.p25 },
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{ name: "−2.5σ", prop: sd.m25sd.ratio, color: colors.sd.m25 },
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{ name: "+3σ", prop: sd.p3sd.ratio, color: colors.sd.p3 },
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{ name: "−3σ", prop: sd.m3sd.ratio, color: colors.sd.m3 },
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]);
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}
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