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https://github.com/bitcoinresearchkit/brk.git
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global: snapshot
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@@ -1,7 +1,7 @@
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/** Moving averages section */
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import { price } from "../series.js";
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import { createRatioChart, createZScoresFolder, formatCohortTitle } from "../shared.js";
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import { createPriceRatioCharts } from "../shared.js";
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import { periodIdToName } from "./utils.js";
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/**
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@@ -66,39 +66,6 @@ function buildEmaAverages(colors, ma) {
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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 pricePattern = ratio.price;
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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: [price({ metric: pricePattern, name: legend, color })],
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},
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createRatioChart(ctx, { title: formatCohortTitle(title), pricePattern, ratio, color }),
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createZScoresFolder(ctx, {
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title,
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legend,
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pricePattern,
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ratio,
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color,
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}),
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];
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}
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/** Common period IDs to show at top level */
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const COMMON_PERIODS = ["1w", "1m", "200d", "1y", "200w", "4y"];
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@@ -176,10 +143,11 @@ export function createAveragesSection(ctx, movingAverage) {
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// Common periods at top level
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...commonAverages.map(({ name, color, ratio }) => ({
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name,
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tree: createPriceWithRatioOptions(ctx, {
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ratio,
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title: `${name} ${label}`,
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tree: createPriceRatioCharts(ctx, {
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context: `${name} ${label}`,
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legend: "average",
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pricePattern: ratio.price,
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ratio,
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color,
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}),
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})),
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@@ -188,10 +156,11 @@ export function createAveragesSection(ctx, movingAverage) {
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name: "More...",
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tree: moreAverages.map(({ name, color, ratio }) => ({
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name,
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tree: createPriceWithRatioOptions(ctx, {
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ratio,
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title: `${name} ${label}`,
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tree: createPriceRatioCharts(ctx, {
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context: `${name} ${label}`,
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legend: "average",
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pricePattern: ratio.price,
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ratio,
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color,
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}),
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})),
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@@ -1,8 +1,7 @@
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/** Market section - Main entry point */
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import { localhost } from "../../utils/env.js";
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import { Unit } from "../../utils/units.js";
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import { candlestick, line, price } from "../series.js";
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import { line, price } from "../series.js";
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import { createAveragesSection } from "./averages.js";
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import { createReturnsSection } from "./performance.js";
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import { createMomentumSection } from "./momentum.js";
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@@ -21,7 +20,7 @@ import {
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*/
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export function createMarketSection(ctx) {
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const { colors, brk } = ctx;
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const { market, supply, price: priceMetrics } = brk.metrics;
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const { market, supply } = brk.metrics;
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const {
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movingAverage,
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ath,
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@@ -52,7 +52,7 @@ export function createDcaVsLumpSumSection(ctx, { dca, lookback, returns }) {
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/**
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* @param {string} name
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* @param {ShortPeriodKey | LongPeriodKey} key
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* @param {AllPeriodKey} key
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*/
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const costBasisChart = (name, key) => ({
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name: "Cost Basis",
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@@ -71,7 +71,10 @@ export function createDcaVsLumpSumSection(ctx, { dca, lookback, returns }) {
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],
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});
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/** @param {string} name @param {ShortPeriodKey | LongPeriodKey} key */
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/**
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* @param {string} name
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* @param {AllPeriodKey} key
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*/
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const daysInProfitChart = (name, key) => ({
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name: "Days in Profit",
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title: `${name} Days in Profit`,
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@@ -85,7 +88,10 @@ export function createDcaVsLumpSumSection(ctx, { dca, lookback, returns }) {
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],
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});
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/** @param {string} name @param {ShortPeriodKey | LongPeriodKey} key */
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/**
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* @param {string} name
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* @param {AllPeriodKey} key
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*/
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const daysInLossChart = (name, key) => ({
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name: "Days in Loss",
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title: `${name} Days in Loss`,
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@@ -99,7 +105,10 @@ export function createDcaVsLumpSumSection(ctx, { dca, lookback, returns }) {
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],
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});
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/** @param {string} name @param {ShortPeriodKey | LongPeriodKey} key */
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/**
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* @param {string} name
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* @param {AllPeriodKey} key
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*/
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const maxDrawdownChart = (name, key) => ({
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name: "Max Drawdown",
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title: `${name} Max Drawdown`,
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@@ -113,7 +122,10 @@ export function createDcaVsLumpSumSection(ctx, { dca, lookback, returns }) {
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],
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});
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/** @param {string} name @param {ShortPeriodKey | LongPeriodKey} key */
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/**
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* @param {string} name
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* @param {AllPeriodKey} key
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*/
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const maxReturnChart = (name, key) => ({
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name: "Max Return",
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title: `${name} Max Return`,
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@@ -129,7 +141,7 @@ export function createDcaVsLumpSumSection(ctx, { dca, lookback, returns }) {
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/**
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* @param {string} name
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* @param {ShortPeriodKey | LongPeriodKey} key
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* @param {AllPeriodKey} key
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*/
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const stackChart = (name, key) => ({
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name: "Stack",
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