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541 lines
14 KiB
JavaScript
541 lines
14 KiB
JavaScript
/** Investing section - Investment strategy tools and analysis */
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import { colors } from "../utils/colors.js";
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import { brk } from "../client.js";
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import { percentRatioBaseline, price } from "./series.js";
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import { satsBtcUsd } from "./shared.js";
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import { periodIdToName } from "./utils.js";
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const SHORT_PERIODS = /** @type {const} */ ([
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"_1w",
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"_1m",
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"_3m",
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"_6m",
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"_1y",
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]);
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const LONG_PERIODS = /** @type {const} */ ([
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"_2y",
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"_3y",
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"_4y",
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"_5y",
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"_6y",
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"_8y",
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"_10y",
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]);
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/** @typedef {typeof SHORT_PERIODS[number]} ShortPeriodKey */
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/** @typedef {typeof LONG_PERIODS[number]} LongPeriodKey */
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/** @typedef {ShortPeriodKey | LongPeriodKey} AllPeriodKey */
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/**
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* Add CAGR to a base entry item
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* @param {BaseEntryItem} entry
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* @param {PercentRatioPattern} cagr
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* @returns {LongEntryItem}
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*/
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const withCagr = (entry, cagr) => ({ ...entry, cagr });
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const YEARS_2020S = /** @type {const} */ ([
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2026, 2025, 2024, 2023, 2022, 2021, 2020,
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]);
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const YEARS_2010S = /** @type {const} */ ([2019, 2018, 2017, 2016, 2015]);
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/** @typedef {typeof YEARS_2020S[number] | typeof YEARS_2010S[number]} DcaYear */
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/** @typedef {`from${DcaYear}`} DcaYearKey */
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/** @param {AllPeriodKey} key */
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const periodName = (key) => periodIdToName(key.slice(1), true);
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/**
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* @typedef {{ percent: AnySeriesPattern, ratio: AnySeriesPattern }} PercentRatioPattern
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*/
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/**
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* Base entry item for compare and single-entry charts
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* @typedef {Object} BaseEntryItem
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* @property {string} name - Display name
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* @property {Color} color - Item color
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* @property {AnyPricePattern} costBasis - Cost basis series
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* @property {PercentRatioPattern} returns - Returns series
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* @property {AnyValuePattern} stack - Stack pattern
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*/
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/**
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* Long-term entry item with CAGR
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* @typedef {BaseEntryItem & { cagr: PercentRatioPattern }} LongEntryItem
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*/
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const ALL_YEARS = /** @type {const} */ ([...YEARS_2020S, ...YEARS_2010S]);
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/**
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* Build DCA class entry from year
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* @param {Investing} investing
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* @param {DcaYear} year
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* @param {number} i
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* @returns {BaseEntryItem}
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*/
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function buildYearEntry(investing, year, i) {
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const key = /** @type {DcaYearKey} */ (`from${year}`);
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return {
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name: `${year}`,
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color: colors.at(i, ALL_YEARS.length),
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costBasis: investing.class.dcaCostBasis[key],
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returns: investing.class.dcaReturn[key],
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stack: investing.class.dcaStack[key],
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};
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}
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/**
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* Create Investing section
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* @returns {PartialOptionsGroup}
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*/
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export function createInvestingSection() {
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const { market, investing } = brk.series;
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const { lookback, returns } = market;
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return {
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name: "Investing",
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tree: [
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createDcaVsLumpSumSection({ investing, lookback, returns }),
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createDcaByPeriodSection({ investing, returns }),
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createLumpSumByPeriodSection({ investing, lookback, returns }),
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createDcaByStartYearSection({ investing }),
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],
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};
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}
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/**
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* Create compare folder from items
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* @param {string} context
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* @param {Pick<BaseEntryItem, 'name' | 'color' | 'costBasis' | 'returns' | 'stack'>[]} items
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*/
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function createCompareFolder(context, items) {
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const topPane = items.map(({ name, color, costBasis }) =>
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price({ series: costBasis, name, color }),
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);
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return {
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name: "Compare",
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tree: [
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{
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name: "Cost Basis",
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title: `Cost Basis: ${context}`,
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top: topPane,
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},
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{
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name: "Returns",
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title: `Returns: ${context}`,
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top: topPane,
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bottom: items.flatMap(({ name, color, returns }) =>
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percentRatioBaseline({
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pattern: returns,
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name,
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color: [color, color],
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}),
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),
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},
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{
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name: "Accumulated",
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title: `Accumulated Value ($100/day): ${context}`,
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top: topPane,
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bottom: items.flatMap(({ name, color, stack }) =>
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satsBtcUsd({ pattern: stack, 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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* Create compare folder from long items (includes CAGR chart)
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* @param {string} context
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* @param {LongEntryItem[]} items
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*/
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function createLongCompareFolder(context, items) {
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const topPane = items.map(({ name, color, costBasis }) =>
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price({ series: costBasis, name, color }),
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);
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return {
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name: "Compare",
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tree: [
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{
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name: "Cost Basis",
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title: `Cost Basis: ${context}`,
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top: topPane,
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},
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{
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name: "Returns",
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title: `Returns: ${context}`,
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top: topPane,
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bottom: items.flatMap(({ name, color, returns }) =>
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percentRatioBaseline({
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pattern: returns,
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name,
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color: [color, color],
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}),
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),
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},
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{
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name: "CAGR",
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title: `CAGR: ${context}`,
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top: topPane,
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bottom: items.flatMap(({ name, color, cagr }) =>
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percentRatioBaseline({
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pattern: cagr,
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name,
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color: [color, color],
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}),
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),
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},
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{
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name: "Accumulated",
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title: `Accumulated Value ($100/day): ${context}`,
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top: topPane,
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bottom: items.flatMap(({ name, color, stack }) =>
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satsBtcUsd({ pattern: stack, 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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* Create single entry tree structure
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* @param {BaseEntryItem & { titlePrefix?: string }} item
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* @param {object[]} returnsBottom - Bottom pane items for returns chart
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*/
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function createSingleEntryTree(item, returnsBottom) {
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const { name, titlePrefix = name, color, costBasis, stack } = item;
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const top = [price({ series: costBasis, name: "Cost Basis", color })];
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return {
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name,
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tree: [
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{ name: "Cost Basis", title: `Cost Basis: ${titlePrefix}`, top },
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{
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name: "Returns",
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title: `Returns: ${titlePrefix}`,
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top,
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bottom: returnsBottom,
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},
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{
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name: "Accumulated",
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title: `Accumulated Value ($100/day): ${titlePrefix}`,
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top,
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bottom: satsBtcUsd({ pattern: stack, name: "Value" }),
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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 a single entry from a base item (no CAGR)
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* @param {BaseEntryItem & { titlePrefix?: string }} item
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*/
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function createShortSingleEntry(item) {
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return createSingleEntryTree(
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item,
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percentRatioBaseline({ pattern: item.returns, name: "Return" }),
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);
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}
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/**
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* Create a single entry from a long item (with CAGR as its own chart)
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* @param {LongEntryItem & { titlePrefix?: string }} item
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*/
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function createLongSingleEntry(item) {
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const {
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name,
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titlePrefix = name,
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color,
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costBasis,
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returns,
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cagr,
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stack,
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} = item;
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const top = [price({ series: costBasis, name: "Cost Basis", color })];
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return {
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name,
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tree: [
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{ name: "Cost Basis", title: `Cost Basis: ${titlePrefix}`, top },
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{
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name: "Returns",
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title: `Returns: ${titlePrefix}`,
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top,
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bottom: percentRatioBaseline({ pattern: returns, name: "Return" }),
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},
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{
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name: "CAGR",
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title: `CAGR: ${titlePrefix}`,
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top,
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bottom: percentRatioBaseline({ pattern: cagr, name: "CAGR" }),
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},
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{
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name: "Accumulated",
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title: `Accumulated Value ($100/day): ${titlePrefix}`,
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top,
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bottom: satsBtcUsd({ pattern: stack, name: "Value" }),
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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 DCA vs Lump Sum section
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* @param {Object} args
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* @param {Investing} args.investing
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* @param {Market["lookback"]} args.lookback
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* @param {Market["returns"]} args.returns
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*/
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export function createDcaVsLumpSumSection({ investing, lookback, returns }) {
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/** @param {AllPeriodKey} key */
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const topPane = (key) => [
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price({
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series: investing.period.dcaCostBasis[key],
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name: "DCA",
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color: colors.profit,
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}),
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price({ series: lookback[key], name: "Lump Sum", color: colors.bitcoin }),
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];
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/** @param {string} name @param {AllPeriodKey} key */
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const costBasisChart = (name, key) => ({
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name: "Cost Basis",
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title: `Cost Basis: ${name} DCA vs Lump Sum`,
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top: topPane(key),
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});
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/** @param {string} name @param {AllPeriodKey} key */
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const returnsChart = (name, key) => ({
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name: "Returns",
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title: `Returns: ${name} DCA vs Lump Sum`,
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top: topPane(key),
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bottom: [
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...percentRatioBaseline({
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pattern: investing.period.dcaReturn[key],
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name: "DCA",
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}),
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...percentRatioBaseline({
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pattern: investing.period.lumpSumReturn[key],
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name: "Lump Sum",
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color: colors.bi.p2,
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}),
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],
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});
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/** @param {string} name @param {LongPeriodKey} key */
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const longCagrChart = (name, key) => ({
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name: "CAGR",
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title: `CAGR: ${name} DCA vs Lump Sum`,
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top: topPane(key),
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bottom: [
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...percentRatioBaseline({
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pattern: investing.period.dcaCagr[key],
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name: "DCA",
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}),
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...percentRatioBaseline({
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pattern: returns.cagr[key],
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name: "Lump Sum",
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color: colors.bi.p2,
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}),
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],
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});
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/** @param {string} name @param {AllPeriodKey} key */
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const stackChart = (name, key) => ({
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name: "Accumulated",
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title: `Accumulated Value ($100/day): ${name} DCA vs Lump Sum`,
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top: topPane(key),
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bottom: [
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...satsBtcUsd({
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pattern: investing.period.dcaStack[key],
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name: "DCA",
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color: colors.profit,
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}),
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...satsBtcUsd({
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pattern: investing.period.lumpSumStack[key],
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name: "Lump Sum",
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color: colors.bitcoin,
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}),
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],
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});
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/** @param {ShortPeriodKey} key */
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const createShortPeriodEntry = (key) => {
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const name = periodName(key);
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return {
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name,
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tree: [
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costBasisChart(name, key),
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returnsChart(name, key),
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stackChart(name, key),
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],
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};
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};
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/** @param {LongPeriodKey} key */
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const createLongPeriodEntry = (key) => {
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const name = periodName(key);
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return {
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name,
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tree: [
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costBasisChart(name, key),
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returnsChart(name, key),
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longCagrChart(name, key),
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stackChart(name, key),
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],
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};
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};
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return {
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name: "DCA vs Lump Sum",
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title: "Compare Investment Strategies",
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tree: [
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{
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name: "Short Term",
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title: "Up to 1 Year",
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tree: SHORT_PERIODS.map(createShortPeriodEntry),
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},
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{
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name: "Long Term",
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title: "2+ Years",
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tree: LONG_PERIODS.map(createLongPeriodEntry),
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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 period-based section (DCA or Lump Sum)
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* @param {Object} args
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* @param {Investing} args.investing
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* @param {Market["lookback"]} [args.lookback]
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* @param {Market["returns"]} args.returns
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*/
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function createPeriodSection({ investing, lookback, returns }) {
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const isLumpSum = !!lookback;
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const suffix = isLumpSum ? "Lump Sum" : "DCA";
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const allPeriods = /** @type {const} */ ([...SHORT_PERIODS, ...LONG_PERIODS]);
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/** @param {AllPeriodKey} key @param {number} i @returns {BaseEntryItem} */
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const buildBaseEntry = (key, i) => ({
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name: periodName(key),
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color: colors.at(i, allPeriods.length),
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costBasis: isLumpSum ? lookback[key] : investing.period.dcaCostBasis[key],
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returns: isLumpSum
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? investing.period.lumpSumReturn[key]
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: investing.period.dcaReturn[key],
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stack: isLumpSum
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? investing.period.lumpSumStack[key]
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: investing.period.dcaStack[key],
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});
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/** @param {LongPeriodKey} key @param {number} i @returns {LongEntryItem} */
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const buildLongEntry = (key, i) =>
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withCagr(
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buildBaseEntry(key, i),
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isLumpSum ? returns.cagr[key] : investing.period.dcaCagr[key],
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);
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/** @param {BaseEntryItem} entry */
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const createShortEntry = (entry) =>
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createShortSingleEntry({
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...entry,
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titlePrefix: `${entry.name} ${suffix}`,
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});
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/** @param {LongEntryItem} entry */
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const createLongEntry = (entry) =>
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createLongSingleEntry({
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...entry,
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titlePrefix: `${entry.name} ${suffix}`,
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});
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const shortEntries = SHORT_PERIODS.map((key, i) => buildBaseEntry(key, i));
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const longEntries = LONG_PERIODS.map((key, i) =>
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buildLongEntry(key, SHORT_PERIODS.length + i),
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);
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return {
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name: `${suffix} by Period`,
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title: `${suffix} Performance by Investment Period`,
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tree: [
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{
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name: "Short Term",
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title: "Up to 1 Year",
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tree: [
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createCompareFolder(`Short Term ${suffix}`, shortEntries),
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...shortEntries.map(createShortEntry),
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],
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},
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{
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name: "Long Term",
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title: "2+ Years",
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tree: [
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createLongCompareFolder(`Long Term ${suffix}`, longEntries),
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...longEntries.map(createLongEntry),
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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 DCA by Period section
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* @param {Object} args
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* @param {Investing} args.investing
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* @param {Market["returns"]} args.returns
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*/
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export function createDcaByPeriodSection({ investing, returns }) {
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return createPeriodSection({ investing, returns });
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}
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/**
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* Create Lump Sum by Period section
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* @param {Object} args
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* @param {Investing} args.investing
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* @param {Market["lookback"]} args.lookback
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* @param {Market["returns"]} args.returns
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*/
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export function createLumpSumByPeriodSection({ investing, lookback, returns }) {
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return createPeriodSection({ investing, lookback, returns });
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}
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/**
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* Create DCA by Start Year section
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* @param {Object} args
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* @param {Investing} args.investing
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*/
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export function createDcaByStartYearSection({ investing }) {
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/** @param {string} name @param {string} title @param {BaseEntryItem[]} entries */
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const createDecadeGroup = (name, title, entries) => ({
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name,
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title,
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tree: [
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createCompareFolder(`${name} DCA`, entries),
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...entries.map((entry) =>
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createShortSingleEntry({
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...entry,
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titlePrefix: `${entry.name} DCA`,
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}),
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),
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],
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});
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const entries2020s = YEARS_2020S.map((year, i) =>
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buildYearEntry(investing, year, i),
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);
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const entries2010s = YEARS_2010S.map((year, i) =>
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buildYearEntry(investing, year, YEARS_2020S.length + i),
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);
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return {
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name: "DCA by Start Year",
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title: "DCA Performance by When You Started",
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tree: [
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createCompareFolder("All Years DCA", [...entries2020s, ...entries2010s]),
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createDecadeGroup("2020s", "2020-2026", entries2020s),
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createDecadeGroup("2010s", "2015-2019", entries2010s),
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],
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};
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}
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