cyberosa
commited on
Commit
·
1ed82ec
1
Parent(s):
792d9a6
new scripts and files for the mech calls computation
Browse files- .gitignore +1 -0
- app.py +8 -9
- data/daily_info.parquet +2 -2
- data/unknown_traders.parquet +2 -2
- data/weekly_mech_calls.parquet +3 -0
- notebooks/num_mech_calls.ipynb +326 -0
- notebooks/winning_perc.ipynb +31 -5
- scripts/__init__.py +0 -0
- scripts/metrics.py +42 -22
- scripts/num_mech_calls.py +124 -0
- scripts/utils.py +6 -0
.gitignore
CHANGED
@@ -21,6 +21,7 @@ lib64/
|
|
21 |
parts/
|
22 |
sdist/
|
23 |
var/
|
|
|
24 |
wheels/
|
25 |
share/python-wheels/
|
26 |
*.egg-info/
|
|
|
21 |
parts/
|
22 |
sdist/
|
23 |
var/
|
24 |
+
tmp/
|
25 |
wheels/
|
26 |
share/python-wheels/
|
27 |
*.egg-info/
|
app.py
CHANGED
@@ -136,8 +136,8 @@ demo = gr.Blocks()
|
|
136 |
weekly_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
|
137 |
traders_data
|
138 |
)
|
139 |
-
|
140 |
-
traders_data, trader_filter="
|
141 |
)
|
142 |
weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
|
143 |
traders_data, trader_filter="non_Olas"
|
@@ -145,16 +145,15 @@ weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_cre
|
|
145 |
weekly_unknown_trader_metrics_by_market_creator = None
|
146 |
if len(unknown_traders) > 0:
|
147 |
weekly_unknown_trader_metrics_by_market_creator = (
|
148 |
-
compute_weekly_metrics_by_market_creator(
|
|
|
|
|
149 |
)
|
150 |
|
151 |
weekly_winning_metrics = compute_winning_metrics_by_trader(traders_data=traders_data)
|
152 |
weekly_non_olas_winning_metrics = compute_winning_metrics_by_trader(
|
153 |
traders_data=traders_data, trader_filter="non_Olas"
|
154 |
)
|
155 |
-
weekly_non_Olas_winning_metrics = compute_winning_metrics_by_trader(
|
156 |
-
traders_data=traders_data, trader_filter="non_Olas"
|
157 |
-
)
|
158 |
|
159 |
with demo:
|
160 |
gr.HTML("<h1>Traders monitoring dashboard </h1>")
|
@@ -205,7 +204,7 @@ with demo:
|
|
205 |
with gr.Column(scale=3):
|
206 |
o_trader_markets_plot = plot_trader_metrics_by_market_creator(
|
207 |
metric_name=default_trader_metric,
|
208 |
-
traders_df=
|
209 |
)
|
210 |
with gr.Column(scale=1):
|
211 |
trade_details_text = get_metrics_text()
|
@@ -213,7 +212,7 @@ with demo:
|
|
213 |
def update_a_trader_details(trader_detail):
|
214 |
return plot_trader_metrics_by_market_creator(
|
215 |
metric_name=trader_detail,
|
216 |
-
traders_df=
|
217 |
)
|
218 |
|
219 |
trader_o_details_selector.change(
|
@@ -500,7 +499,7 @@ with demo:
|
|
500 |
metrics_text = get_metrics_text()
|
501 |
with gr.Row():
|
502 |
winning_metric = plot_winning_metric_per_trader(
|
503 |
-
|
504 |
)
|
505 |
|
506 |
demo.queue(default_concurrency_limit=40).launch()
|
|
|
136 |
weekly_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
|
137 |
traders_data
|
138 |
)
|
139 |
+
weekly_o_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
|
140 |
+
traders_data, trader_filter="Olas"
|
141 |
)
|
142 |
weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
|
143 |
traders_data, trader_filter="non_Olas"
|
|
|
145 |
weekly_unknown_trader_metrics_by_market_creator = None
|
146 |
if len(unknown_traders) > 0:
|
147 |
weekly_unknown_trader_metrics_by_market_creator = (
|
148 |
+
compute_weekly_metrics_by_market_creator(
|
149 |
+
unknown_traders, trader_filter=None, unknown_trader=True
|
150 |
+
)
|
151 |
)
|
152 |
|
153 |
weekly_winning_metrics = compute_winning_metrics_by_trader(traders_data=traders_data)
|
154 |
weekly_non_olas_winning_metrics = compute_winning_metrics_by_trader(
|
155 |
traders_data=traders_data, trader_filter="non_Olas"
|
156 |
)
|
|
|
|
|
|
|
157 |
|
158 |
with demo:
|
159 |
gr.HTML("<h1>Traders monitoring dashboard </h1>")
|
|
|
204 |
with gr.Column(scale=3):
|
205 |
o_trader_markets_plot = plot_trader_metrics_by_market_creator(
|
206 |
metric_name=default_trader_metric,
|
207 |
+
traders_df=weekly_o_metrics_by_market_creator,
|
208 |
)
|
209 |
with gr.Column(scale=1):
|
210 |
trade_details_text = get_metrics_text()
|
|
|
212 |
def update_a_trader_details(trader_detail):
|
213 |
return plot_trader_metrics_by_market_creator(
|
214 |
metric_name=trader_detail,
|
215 |
+
traders_df=weekly_o_metrics_by_market_creator,
|
216 |
)
|
217 |
|
218 |
trader_o_details_selector.change(
|
|
|
499 |
metrics_text = get_metrics_text()
|
500 |
with gr.Row():
|
501 |
winning_metric = plot_winning_metric_per_trader(
|
502 |
+
weekly_non_olas_winning_metrics
|
503 |
)
|
504 |
|
505 |
demo.queue(default_concurrency_limit=40).launch()
|
data/daily_info.parquet
CHANGED
@@ -1,3 +1,3 @@
|
|
1 |
version https://git-lfs.github.com/spec/v1
|
2 |
-
oid sha256:
|
3 |
-
size
|
|
|
1 |
version https://git-lfs.github.com/spec/v1
|
2 |
+
oid sha256:fed76273653048f900faca2d612b07f42be43d076238f0dac7f30e8882a1ec1b
|
3 |
+
size 374565
|
data/unknown_traders.parquet
CHANGED
@@ -1,3 +1,3 @@
|
|
1 |
version https://git-lfs.github.com/spec/v1
|
2 |
-
oid sha256:
|
3 |
-
size
|
|
|
1 |
version https://git-lfs.github.com/spec/v1
|
2 |
+
oid sha256:0ab41a7a35d8bf5c588b95849ec650e048578ddcbb18bc62df0e7a3c96902ea5
|
3 |
+
size 368142
|
data/weekly_mech_calls.parquet
ADDED
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
1 |
+
version https://git-lfs.github.com/spec/v1
|
2 |
+
oid sha256:b7ae188cdae0c99e21307bddca6df7f914f376ec1d940929d7f8c2f2626aab6b
|
3 |
+
size 59309
|
notebooks/num_mech_calls.ipynb
ADDED
@@ -0,0 +1,326 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
{
|
2 |
+
"cells": [
|
3 |
+
{
|
4 |
+
"cell_type": "code",
|
5 |
+
"execution_count": 2,
|
6 |
+
"metadata": {},
|
7 |
+
"outputs": [],
|
8 |
+
"source": [
|
9 |
+
"import pandas as pd\n",
|
10 |
+
"import matplotlib.pyplot as plt\n",
|
11 |
+
"import seaborn as sns\n",
|
12 |
+
"import gc"
|
13 |
+
]
|
14 |
+
},
|
15 |
+
{
|
16 |
+
"cell_type": "code",
|
17 |
+
"execution_count": 3,
|
18 |
+
"metadata": {},
|
19 |
+
"outputs": [],
|
20 |
+
"source": [
|
21 |
+
"weekly_mech_calls = pd.read_parquet(\"../data/weekly_mech_calls.parquet\")"
|
22 |
+
]
|
23 |
+
},
|
24 |
+
{
|
25 |
+
"cell_type": "code",
|
26 |
+
"execution_count": 7,
|
27 |
+
"metadata": {},
|
28 |
+
"outputs": [],
|
29 |
+
"source": [
|
30 |
+
"tools = pd.read_parquet(\"../tmp/tools.parquet\")"
|
31 |
+
]
|
32 |
+
},
|
33 |
+
{
|
34 |
+
"cell_type": "code",
|
35 |
+
"execution_count": 5,
|
36 |
+
"metadata": {},
|
37 |
+
"outputs": [],
|
38 |
+
"source": [
|
39 |
+
"fpmmTrades = pd.read_parquet(\"../data/fpmmTrades.parquet\")"
|
40 |
+
]
|
41 |
+
},
|
42 |
+
{
|
43 |
+
"cell_type": "code",
|
44 |
+
"execution_count": null,
|
45 |
+
"metadata": {},
|
46 |
+
"outputs": [],
|
47 |
+
"source": []
|
48 |
+
},
|
49 |
+
{
|
50 |
+
"cell_type": "code",
|
51 |
+
"execution_count": 8,
|
52 |
+
"metadata": {},
|
53 |
+
"outputs": [
|
54 |
+
{
|
55 |
+
"data": {
|
56 |
+
"text/plain": [
|
57 |
+
"Index(['request_id', 'request_block', 'prompt_request', 'tool', 'nonce',\n",
|
58 |
+
" 'trader_address', 'deliver_block', 'error', 'error_message',\n",
|
59 |
+
" 'prompt_response', 'mech_address', 'p_yes', 'p_no', 'confidence',\n",
|
60 |
+
" 'info_utility', 'vote', 'win_probability', 'market_creator', 'title',\n",
|
61 |
+
" 'currentAnswer', 'request_time', 'request_month_year',\n",
|
62 |
+
" 'request_month_year_week'],\n",
|
63 |
+
" dtype='object')"
|
64 |
+
]
|
65 |
+
},
|
66 |
+
"execution_count": 8,
|
67 |
+
"metadata": {},
|
68 |
+
"output_type": "execute_result"
|
69 |
+
}
|
70 |
+
],
|
71 |
+
"source": [
|
72 |
+
"tools.columns"
|
73 |
+
]
|
74 |
+
},
|
75 |
+
{
|
76 |
+
"cell_type": "code",
|
77 |
+
"execution_count": null,
|
78 |
+
"metadata": {},
|
79 |
+
"outputs": [],
|
80 |
+
"source": []
|
81 |
+
},
|
82 |
+
{
|
83 |
+
"cell_type": "code",
|
84 |
+
"execution_count": 4,
|
85 |
+
"metadata": {},
|
86 |
+
"outputs": [
|
87 |
+
{
|
88 |
+
"data": {
|
89 |
+
"text/html": [
|
90 |
+
"<div>\n",
|
91 |
+
"<style scoped>\n",
|
92 |
+
" .dataframe tbody tr th:only-of-type {\n",
|
93 |
+
" vertical-align: middle;\n",
|
94 |
+
" }\n",
|
95 |
+
"\n",
|
96 |
+
" .dataframe tbody tr th {\n",
|
97 |
+
" vertical-align: top;\n",
|
98 |
+
" }\n",
|
99 |
+
"\n",
|
100 |
+
" .dataframe thead th {\n",
|
101 |
+
" text-align: right;\n",
|
102 |
+
" }\n",
|
103 |
+
"</style>\n",
|
104 |
+
"<table border=\"1\" class=\"dataframe\">\n",
|
105 |
+
" <thead>\n",
|
106 |
+
" <tr style=\"text-align: right;\">\n",
|
107 |
+
" <th></th>\n",
|
108 |
+
" <th>trader_address</th>\n",
|
109 |
+
" <th>month_year_week</th>\n",
|
110 |
+
" <th>total_trades</th>\n",
|
111 |
+
" <th>total_mech_calls</th>\n",
|
112 |
+
" </tr>\n",
|
113 |
+
" </thead>\n",
|
114 |
+
" <tbody>\n",
|
115 |
+
" <tr>\n",
|
116 |
+
" <th>0</th>\n",
|
117 |
+
" <td>0x75c0366bd0cbc3db434fd117267e32f26c5ed857</td>\n",
|
118 |
+
" <td>Sep-08</td>\n",
|
119 |
+
" <td>2</td>\n",
|
120 |
+
" <td>0</td>\n",
|
121 |
+
" </tr>\n",
|
122 |
+
" <tr>\n",
|
123 |
+
" <th>1</th>\n",
|
124 |
+
" <td>0x75c0366bd0cbc3db434fd117267e32f26c5ed857</td>\n",
|
125 |
+
" <td>Sep-15</td>\n",
|
126 |
+
" <td>103</td>\n",
|
127 |
+
" <td>0</td>\n",
|
128 |
+
" </tr>\n",
|
129 |
+
" <tr>\n",
|
130 |
+
" <th>2</th>\n",
|
131 |
+
" <td>0x75c0366bd0cbc3db434fd117267e32f26c5ed857</td>\n",
|
132 |
+
" <td>Sep-22</td>\n",
|
133 |
+
" <td>136</td>\n",
|
134 |
+
" <td>0</td>\n",
|
135 |
+
" </tr>\n",
|
136 |
+
" <tr>\n",
|
137 |
+
" <th>3</th>\n",
|
138 |
+
" <td>0x75c0366bd0cbc3db434fd117267e32f26c5ed857</td>\n",
|
139 |
+
" <td>Sep-29</td>\n",
|
140 |
+
" <td>165</td>\n",
|
141 |
+
" <td>0</td>\n",
|
142 |
+
" </tr>\n",
|
143 |
+
" <tr>\n",
|
144 |
+
" <th>4</th>\n",
|
145 |
+
" <td>0x75c0366bd0cbc3db434fd117267e32f26c5ed857</td>\n",
|
146 |
+
" <td>Oct-06</td>\n",
|
147 |
+
" <td>51</td>\n",
|
148 |
+
" <td>0</td>\n",
|
149 |
+
" </tr>\n",
|
150 |
+
" </tbody>\n",
|
151 |
+
"</table>\n",
|
152 |
+
"</div>"
|
153 |
+
],
|
154 |
+
"text/plain": [
|
155 |
+
" trader_address month_year_week total_trades \\\n",
|
156 |
+
"0 0x75c0366bd0cbc3db434fd117267e32f26c5ed857 Sep-08 2 \n",
|
157 |
+
"1 0x75c0366bd0cbc3db434fd117267e32f26c5ed857 Sep-15 103 \n",
|
158 |
+
"2 0x75c0366bd0cbc3db434fd117267e32f26c5ed857 Sep-22 136 \n",
|
159 |
+
"3 0x75c0366bd0cbc3db434fd117267e32f26c5ed857 Sep-29 165 \n",
|
160 |
+
"4 0x75c0366bd0cbc3db434fd117267e32f26c5ed857 Oct-06 51 \n",
|
161 |
+
"\n",
|
162 |
+
" total_mech_calls \n",
|
163 |
+
"0 0 \n",
|
164 |
+
"1 0 \n",
|
165 |
+
"2 0 \n",
|
166 |
+
"3 0 \n",
|
167 |
+
"4 0 "
|
168 |
+
]
|
169 |
+
},
|
170 |
+
"execution_count": 4,
|
171 |
+
"metadata": {},
|
172 |
+
"output_type": "execute_result"
|
173 |
+
}
|
174 |
+
],
|
175 |
+
"source": [
|
176 |
+
"weekly_mech_calls.head()"
|
177 |
+
]
|
178 |
+
},
|
179 |
+
{
|
180 |
+
"cell_type": "code",
|
181 |
+
"execution_count": 5,
|
182 |
+
"metadata": {},
|
183 |
+
"outputs": [
|
184 |
+
{
|
185 |
+
"data": {
|
186 |
+
"text/html": [
|
187 |
+
"<div>\n",
|
188 |
+
"<style scoped>\n",
|
189 |
+
" .dataframe tbody tr th:only-of-type {\n",
|
190 |
+
" vertical-align: middle;\n",
|
191 |
+
" }\n",
|
192 |
+
"\n",
|
193 |
+
" .dataframe tbody tr th {\n",
|
194 |
+
" vertical-align: top;\n",
|
195 |
+
" }\n",
|
196 |
+
"\n",
|
197 |
+
" .dataframe thead th {\n",
|
198 |
+
" text-align: right;\n",
|
199 |
+
" }\n",
|
200 |
+
"</style>\n",
|
201 |
+
"<table border=\"1\" class=\"dataframe\">\n",
|
202 |
+
" <thead>\n",
|
203 |
+
" <tr style=\"text-align: right;\">\n",
|
204 |
+
" <th></th>\n",
|
205 |
+
" <th>trader_address</th>\n",
|
206 |
+
" <th>month_year_week</th>\n",
|
207 |
+
" <th>total_trades</th>\n",
|
208 |
+
" <th>total_mech_calls</th>\n",
|
209 |
+
" </tr>\n",
|
210 |
+
" </thead>\n",
|
211 |
+
" <tbody>\n",
|
212 |
+
" <tr>\n",
|
213 |
+
" <th>14363</th>\n",
|
214 |
+
" <td>0xf278dfdb02ecddc1214a151906426b9171460ec8</td>\n",
|
215 |
+
" <td>Nov-24</td>\n",
|
216 |
+
" <td>0</td>\n",
|
217 |
+
" <td>0</td>\n",
|
218 |
+
" </tr>\n",
|
219 |
+
" <tr>\n",
|
220 |
+
" <th>14364</th>\n",
|
221 |
+
" <td>0xf278dfdb02ecddc1214a151906426b9171460ec8</td>\n",
|
222 |
+
" <td>Dec-01</td>\n",
|
223 |
+
" <td>0</td>\n",
|
224 |
+
" <td>0</td>\n",
|
225 |
+
" </tr>\n",
|
226 |
+
" <tr>\n",
|
227 |
+
" <th>14365</th>\n",
|
228 |
+
" <td>0xf278dfdb02ecddc1214a151906426b9171460ec8</td>\n",
|
229 |
+
" <td>Dec-08</td>\n",
|
230 |
+
" <td>0</td>\n",
|
231 |
+
" <td>0</td>\n",
|
232 |
+
" </tr>\n",
|
233 |
+
" <tr>\n",
|
234 |
+
" <th>14366</th>\n",
|
235 |
+
" <td>0xf278dfdb02ecddc1214a151906426b9171460ec8</td>\n",
|
236 |
+
" <td>Dec-15</td>\n",
|
237 |
+
" <td>0</td>\n",
|
238 |
+
" <td>0</td>\n",
|
239 |
+
" </tr>\n",
|
240 |
+
" <tr>\n",
|
241 |
+
" <th>14367</th>\n",
|
242 |
+
" <td>0xf278dfdb02ecddc1214a151906426b9171460ec8</td>\n",
|
243 |
+
" <td>Dec-22</td>\n",
|
244 |
+
" <td>1</td>\n",
|
245 |
+
" <td>0</td>\n",
|
246 |
+
" </tr>\n",
|
247 |
+
" </tbody>\n",
|
248 |
+
"</table>\n",
|
249 |
+
"</div>"
|
250 |
+
],
|
251 |
+
"text/plain": [
|
252 |
+
" trader_address month_year_week \\\n",
|
253 |
+
"14363 0xf278dfdb02ecddc1214a151906426b9171460ec8 Nov-24 \n",
|
254 |
+
"14364 0xf278dfdb02ecddc1214a151906426b9171460ec8 Dec-01 \n",
|
255 |
+
"14365 0xf278dfdb02ecddc1214a151906426b9171460ec8 Dec-08 \n",
|
256 |
+
"14366 0xf278dfdb02ecddc1214a151906426b9171460ec8 Dec-15 \n",
|
257 |
+
"14367 0xf278dfdb02ecddc1214a151906426b9171460ec8 Dec-22 \n",
|
258 |
+
"\n",
|
259 |
+
" total_trades total_mech_calls \n",
|
260 |
+
"14363 0 0 \n",
|
261 |
+
"14364 0 0 \n",
|
262 |
+
"14365 0 0 \n",
|
263 |
+
"14366 0 0 \n",
|
264 |
+
"14367 1 0 "
|
265 |
+
]
|
266 |
+
},
|
267 |
+
"execution_count": 5,
|
268 |
+
"metadata": {},
|
269 |
+
"output_type": "execute_result"
|
270 |
+
}
|
271 |
+
],
|
272 |
+
"source": [
|
273 |
+
"weekly_mech_calls.tail()"
|
274 |
+
]
|
275 |
+
},
|
276 |
+
{
|
277 |
+
"cell_type": "code",
|
278 |
+
"execution_count": 6,
|
279 |
+
"metadata": {},
|
280 |
+
"outputs": [
|
281 |
+
{
|
282 |
+
"data": {
|
283 |
+
"text/plain": [
|
284 |
+
"count 14368.0\n",
|
285 |
+
"mean 0.0\n",
|
286 |
+
"std 0.0\n",
|
287 |
+
"min 0.0\n",
|
288 |
+
"25% 0.0\n",
|
289 |
+
"50% 0.0\n",
|
290 |
+
"75% 0.0\n",
|
291 |
+
"max 0.0\n",
|
292 |
+
"Name: total_mech_calls, dtype: float64"
|
293 |
+
]
|
294 |
+
},
|
295 |
+
"execution_count": 6,
|
296 |
+
"metadata": {},
|
297 |
+
"output_type": "execute_result"
|
298 |
+
}
|
299 |
+
],
|
300 |
+
"source": [
|
301 |
+
"weekly_mech_calls.total_mech_calls.describe()"
|
302 |
+
]
|
303 |
+
}
|
304 |
+
],
|
305 |
+
"metadata": {
|
306 |
+
"kernelspec": {
|
307 |
+
"display_name": "hf_dashboards",
|
308 |
+
"language": "python",
|
309 |
+
"name": "python3"
|
310 |
+
},
|
311 |
+
"language_info": {
|
312 |
+
"codemirror_mode": {
|
313 |
+
"name": "ipython",
|
314 |
+
"version": 3
|
315 |
+
},
|
316 |
+
"file_extension": ".py",
|
317 |
+
"mimetype": "text/x-python",
|
318 |
+
"name": "python",
|
319 |
+
"nbconvert_exporter": "python",
|
320 |
+
"pygments_lexer": "ipython3",
|
321 |
+
"version": "3.12.2"
|
322 |
+
}
|
323 |
+
},
|
324 |
+
"nbformat": 4,
|
325 |
+
"nbformat_minor": 2
|
326 |
+
}
|
notebooks/winning_perc.ipynb
CHANGED
@@ -2,25 +2,51 @@
|
|
2 |
"cells": [
|
3 |
{
|
4 |
"cell_type": "code",
|
5 |
-
"execution_count":
|
6 |
"metadata": {},
|
7 |
"outputs": [],
|
8 |
"source": [
|
9 |
"import pandas as pd\n",
|
10 |
-
"import sys\n",
|
11 |
-
"sys.path.append('..')\n",
|
12 |
-
"from scripts.metrics import compute_weekly_metrics_by_market_creator"
|
13 |
]
|
14 |
},
|
15 |
{
|
16 |
"cell_type": "code",
|
17 |
-
"execution_count":
|
18 |
"metadata": {},
|
19 |
"outputs": [],
|
20 |
"source": [
|
21 |
"all_trades = pd.read_parquet('../data/all_trades_profitability.parquet')"
|
22 |
]
|
23 |
},
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 |
{
|
25 |
"cell_type": "code",
|
26 |
"execution_count": 6,
|
|
|
2 |
"cells": [
|
3 |
{
|
4 |
"cell_type": "code",
|
5 |
+
"execution_count": 3,
|
6 |
"metadata": {},
|
7 |
"outputs": [],
|
8 |
"source": [
|
9 |
"import pandas as pd\n",
|
10 |
+
"# import sys\n",
|
11 |
+
"# sys.path.append('..')\n",
|
12 |
+
"# from scripts.metrics import compute_weekly_metrics_by_market_creator"
|
13 |
]
|
14 |
},
|
15 |
{
|
16 |
"cell_type": "code",
|
17 |
+
"execution_count": 4,
|
18 |
"metadata": {},
|
19 |
"outputs": [],
|
20 |
"source": [
|
21 |
"all_trades = pd.read_parquet('../data/all_trades_profitability.parquet')"
|
22 |
]
|
23 |
},
|
24 |
+
{
|
25 |
+
"cell_type": "code",
|
26 |
+
"execution_count": 5,
|
27 |
+
"metadata": {},
|
28 |
+
"outputs": [
|
29 |
+
{
|
30 |
+
"data": {
|
31 |
+
"text/plain": [
|
32 |
+
"Index(['trader_address', 'market_creator', 'trade_id', 'creation_timestamp',\n",
|
33 |
+
" 'title', 'market_status', 'collateral_amount', 'outcome_index',\n",
|
34 |
+
" 'trade_fee_amount', 'outcomes_tokens_traded', 'current_answer',\n",
|
35 |
+
" 'is_invalid', 'winning_trade', 'earnings', 'redeemed',\n",
|
36 |
+
" 'redeemed_amount', 'num_mech_calls', 'mech_fee_amount', 'net_earnings',\n",
|
37 |
+
" 'roi', 'staking', 'nr_mech_calls'],\n",
|
38 |
+
" dtype='object')"
|
39 |
+
]
|
40 |
+
},
|
41 |
+
"execution_count": 5,
|
42 |
+
"metadata": {},
|
43 |
+
"output_type": "execute_result"
|
44 |
+
}
|
45 |
+
],
|
46 |
+
"source": [
|
47 |
+
"all_trades.columns"
|
48 |
+
]
|
49 |
+
},
|
50 |
{
|
51 |
"cell_type": "code",
|
52 |
"execution_count": 6,
|
scripts/__init__.py
ADDED
File without changes
|
scripts/metrics.py
CHANGED
@@ -1,22 +1,18 @@
|
|
1 |
import pandas as pd
|
2 |
from tqdm import tqdm
|
|
|
|
|
|
|
|
|
3 |
|
4 |
DEFAULT_MECH_FEE = 0.01 # xDAI
|
5 |
|
6 |
|
7 |
-
def compute_total_nr_mech_calls_per_trader(trader_data: pd.DataFrame) -> int:
|
8 |
-
"""Function to compute the total number of mech calls for alll markets
|
9 |
-
that the trader bet upon"""
|
10 |
-
nr_mech_calls_per_market = (
|
11 |
-
trader_data.groupby("title")["num_mech_calls"]
|
12 |
-
.max()
|
13 |
-
.reset_index(name="nr_mech_calls_per_market")
|
14 |
-
)
|
15 |
-
return nr_mech_calls_per_market.nr_mech_calls_per_market.sum()
|
16 |
-
|
17 |
-
|
18 |
def compute_metrics(
|
19 |
-
trader_address: str,
|
|
|
|
|
|
|
20 |
) -> dict:
|
21 |
|
22 |
if len(trader_data) == 0:
|
@@ -26,9 +22,14 @@ def compute_metrics(
|
|
26 |
agg_metrics = {}
|
27 |
agg_metrics["trader_address"] = trader_address
|
28 |
total_bet_amounts = trader_data.collateral_amount.sum()
|
29 |
-
|
30 |
-
|
31 |
-
|
|
|
|
|
|
|
|
|
|
|
32 |
previous_total = trader_data.num_mech_calls.sum()
|
33 |
agg_metrics["bet_amount"] = total_bet_amounts
|
34 |
agg_metrics["nr_mech_calls"] = total_nr_mech_calls_all_markets
|
@@ -63,6 +64,7 @@ def compute_trader_metrics_by_market_creator(
|
|
63 |
traders_data: pd.DataFrame,
|
64 |
market_creator: str = "all",
|
65 |
live_metrics: bool = False,
|
|
|
66 |
) -> dict:
|
67 |
"""This function computes for a specific time window (week or day) the different metrics:
|
68 |
roi, net_earnings, earnings, bet_amount, nr_mech_calls and nr_trades.
|
@@ -81,17 +83,23 @@ def compute_trader_metrics_by_market_creator(
|
|
81 |
# tqdm.write(f"No data. Skipping market creator {market_creator}")
|
82 |
return {} # No Data
|
83 |
|
84 |
-
metrics = compute_metrics(
|
|
|
|
|
85 |
return metrics
|
86 |
|
87 |
|
88 |
def merge_trader_weekly_metrics(
|
89 |
-
trader: str, weekly_data: pd.DataFrame, week: str
|
90 |
) -> pd.DataFrame:
|
91 |
trader_metrics = []
|
92 |
# computation as specification 1 for all types of markets
|
93 |
weekly_metrics_all = compute_trader_metrics_by_market_creator(
|
94 |
-
trader,
|
|
|
|
|
|
|
|
|
95 |
)
|
96 |
weekly_metrics_all["month_year_week"] = week
|
97 |
weekly_metrics_all["market_creator"] = "all"
|
@@ -99,7 +107,11 @@ def merge_trader_weekly_metrics(
|
|
99 |
|
100 |
# computation as specification 1 for quickstart markets
|
101 |
weekly_metrics_qs = compute_trader_metrics_by_market_creator(
|
102 |
-
trader,
|
|
|
|
|
|
|
|
|
103 |
)
|
104 |
if len(weekly_metrics_qs) > 0:
|
105 |
weekly_metrics_qs["month_year_week"] = week
|
@@ -107,7 +119,11 @@ def merge_trader_weekly_metrics(
|
|
107 |
trader_metrics.append(weekly_metrics_qs)
|
108 |
# computation as specification 1 for pearl markets
|
109 |
weekly_metrics_pearl = compute_trader_metrics_by_market_creator(
|
110 |
-
trader,
|
|
|
|
|
|
|
|
|
111 |
)
|
112 |
if len(weekly_metrics_pearl) > 0:
|
113 |
weekly_metrics_pearl["month_year_week"] = week
|
@@ -168,7 +184,7 @@ def win_metrics_trader_level(weekly_data):
|
|
168 |
|
169 |
|
170 |
def compute_weekly_metrics_by_market_creator(
|
171 |
-
traders_data: pd.DataFrame, trader_filter: str = None
|
172 |
) -> pd.DataFrame:
|
173 |
"""Function to compute the metrics at the trader level per week
|
174 |
and with different categories by market creator"""
|
@@ -181,7 +197,11 @@ def compute_weekly_metrics_by_market_creator(
|
|
181 |
traders = list(weekly_data.trader_address.unique())
|
182 |
for trader in tqdm(traders, desc=f"Trader' metrics", unit="metrics"):
|
183 |
if trader_filter is None:
|
184 |
-
contents.append(
|
|
|
|
|
|
|
|
|
185 |
elif trader_filter == "Olas":
|
186 |
filtered_data = weekly_data.loc[weekly_data["staking"] != "non_Olas"]
|
187 |
contents.append(
|
|
|
1 |
import pandas as pd
|
2 |
from tqdm import tqdm
|
3 |
+
from scripts.num_mech_calls import (
|
4 |
+
get_daily_total_mech_calls,
|
5 |
+
get_weekly_total_mech_calls,
|
6 |
+
)
|
7 |
|
8 |
DEFAULT_MECH_FEE = 0.01 # xDAI
|
9 |
|
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11 |
def compute_metrics(
|
12 |
+
trader_address: str,
|
13 |
+
trader_data: pd.DataFrame,
|
14 |
+
live_metrics: bool = False,
|
15 |
+
unknown_trader: bool = False,
|
16 |
) -> dict:
|
17 |
|
18 |
if len(trader_data) == 0:
|
|
|
22 |
agg_metrics = {}
|
23 |
agg_metrics["trader_address"] = trader_address
|
24 |
total_bet_amounts = trader_data.collateral_amount.sum()
|
25 |
+
if live_metrics:
|
26 |
+
# the total can be computed from daily_info.parquet
|
27 |
+
total_nr_mech_calls_all_markets = get_daily_total_mech_calls(trader_data)
|
28 |
+
elif unknown_trader:
|
29 |
+
# num of mech calls is always zero
|
30 |
+
total_nr_mech_calls_all_markets = 0
|
31 |
+
else:
|
32 |
+
total_nr_mech_calls_all_markets = get_weekly_total_mech_calls(trader_data)
|
33 |
previous_total = trader_data.num_mech_calls.sum()
|
34 |
agg_metrics["bet_amount"] = total_bet_amounts
|
35 |
agg_metrics["nr_mech_calls"] = total_nr_mech_calls_all_markets
|
|
|
64 |
traders_data: pd.DataFrame,
|
65 |
market_creator: str = "all",
|
66 |
live_metrics: bool = False,
|
67 |
+
unknown_trader: bool = False,
|
68 |
) -> dict:
|
69 |
"""This function computes for a specific time window (week or day) the different metrics:
|
70 |
roi, net_earnings, earnings, bet_amount, nr_mech_calls and nr_trades.
|
|
|
83 |
# tqdm.write(f"No data. Skipping market creator {market_creator}")
|
84 |
return {} # No Data
|
85 |
|
86 |
+
metrics = compute_metrics(
|
87 |
+
trader_address, filtered_traders_data, live_metrics, unknown_trader
|
88 |
+
)
|
89 |
return metrics
|
90 |
|
91 |
|
92 |
def merge_trader_weekly_metrics(
|
93 |
+
trader: str, weekly_data: pd.DataFrame, week: str, unknown_trader: bool = False
|
94 |
) -> pd.DataFrame:
|
95 |
trader_metrics = []
|
96 |
# computation as specification 1 for all types of markets
|
97 |
weekly_metrics_all = compute_trader_metrics_by_market_creator(
|
98 |
+
trader,
|
99 |
+
weekly_data,
|
100 |
+
market_creator="all",
|
101 |
+
live_metrics=False,
|
102 |
+
unknown_trader=unknown_trader,
|
103 |
)
|
104 |
weekly_metrics_all["month_year_week"] = week
|
105 |
weekly_metrics_all["market_creator"] = "all"
|
|
|
107 |
|
108 |
# computation as specification 1 for quickstart markets
|
109 |
weekly_metrics_qs = compute_trader_metrics_by_market_creator(
|
110 |
+
trader,
|
111 |
+
weekly_data,
|
112 |
+
market_creator="quickstart",
|
113 |
+
live_metrics=False,
|
114 |
+
unknown_trader=unknown_trader,
|
115 |
)
|
116 |
if len(weekly_metrics_qs) > 0:
|
117 |
weekly_metrics_qs["month_year_week"] = week
|
|
|
119 |
trader_metrics.append(weekly_metrics_qs)
|
120 |
# computation as specification 1 for pearl markets
|
121 |
weekly_metrics_pearl = compute_trader_metrics_by_market_creator(
|
122 |
+
trader,
|
123 |
+
weekly_data,
|
124 |
+
market_creator="pearl",
|
125 |
+
live_metrics=False,
|
126 |
+
unknown_trader=unknown_trader,
|
127 |
)
|
128 |
if len(weekly_metrics_pearl) > 0:
|
129 |
weekly_metrics_pearl["month_year_week"] = week
|
|
|
184 |
|
185 |
|
186 |
def compute_weekly_metrics_by_market_creator(
|
187 |
+
traders_data: pd.DataFrame, trader_filter: str = None, unknown_trader: bool = False
|
188 |
) -> pd.DataFrame:
|
189 |
"""Function to compute the metrics at the trader level per week
|
190 |
and with different categories by market creator"""
|
|
|
197 |
traders = list(weekly_data.trader_address.unique())
|
198 |
for trader in tqdm(traders, desc=f"Trader' metrics", unit="metrics"):
|
199 |
if trader_filter is None:
|
200 |
+
contents.append(
|
201 |
+
merge_trader_weekly_metrics(
|
202 |
+
trader, weekly_data, week, unknown_trader
|
203 |
+
)
|
204 |
+
)
|
205 |
elif trader_filter == "Olas":
|
206 |
filtered_data = weekly_data.loc[weekly_data["staking"] != "non_Olas"]
|
207 |
contents.append(
|
scripts/num_mech_calls.py
ADDED
@@ -0,0 +1,124 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import pandas as pd
|
2 |
+
from scripts.utils import DATA_DIR, TMP_DIR
|
3 |
+
from datetime import datetime, timezone
|
4 |
+
from tqdm import tqdm
|
5 |
+
|
6 |
+
|
7 |
+
def transform_to_datetime(x):
|
8 |
+
return datetime.fromtimestamp(int(x), tz=timezone.utc)
|
9 |
+
|
10 |
+
|
11 |
+
def get_daily_total_mech_calls(trader_data: pd.DataFrame) -> int:
|
12 |
+
"""Function to compute the total daily number of mech calls for all markets
|
13 |
+
that the trader bet upon"""
|
14 |
+
daily_markets = trader_data.title.unique()
|
15 |
+
trading_day = trader_data.creation_date.unique()
|
16 |
+
if len(trading_day) > 1:
|
17 |
+
raise ValueError("The trader data should contain only one day information")
|
18 |
+
total_mech_calls = 0
|
19 |
+
for market in daily_markets:
|
20 |
+
# in num_mech_calls we have the total mech calls done for that market that day
|
21 |
+
total_mech_calls_on_market = trader_data.loc[
|
22 |
+
trader_data["title"] == market, "num_mech_calls"
|
23 |
+
].iloc[0]
|
24 |
+
total_mech_calls += total_mech_calls_on_market
|
25 |
+
return total_mech_calls
|
26 |
+
|
27 |
+
|
28 |
+
def get_weekly_total_mech_calls(trader_data: pd.DataFrame) -> int:
|
29 |
+
"""Function to compute the total weekly number of mech calls for all markets
|
30 |
+
that the trader bet upon"""
|
31 |
+
try:
|
32 |
+
all_mech_calls_df = pd.read_parquet(DATA_DIR / "weekly_mech_calls.parquet")
|
33 |
+
except Exception:
|
34 |
+
print("Error reading the weekly_mech_calls file")
|
35 |
+
|
36 |
+
trading_weeks = trader_data.month_year_week.unique()
|
37 |
+
trader_address = trader_data.trader_address.unique()[0]
|
38 |
+
if len(trading_weeks) > 1:
|
39 |
+
raise ValueError("The trader data should contain only one week information")
|
40 |
+
trading_week = trading_weeks[0]
|
41 |
+
return all_mech_calls_df.loc[
|
42 |
+
(all_mech_calls_df["trader_address"] == trader_address)
|
43 |
+
& (all_mech_calls_df["month_year_week"] == trading_week),
|
44 |
+
"total_mech_calls",
|
45 |
+
].iloc[0]
|
46 |
+
|
47 |
+
|
48 |
+
def compute_weekly_total_mech_calls(
|
49 |
+
trader: str, week: str, weekly_trades: pd.DataFrame, weekly_tools: pd.DataFrame
|
50 |
+
) -> dict:
|
51 |
+
weekly_total_mech_calls_dict = {}
|
52 |
+
weekly_total_mech_calls_dict["trader_address"] = trader
|
53 |
+
weekly_total_mech_calls_dict["month_year_week"] = week
|
54 |
+
weekly_total_mech_calls_dict["total_trades"] = len(weekly_trades)
|
55 |
+
weekly_total_mech_calls_dict["total_mech_calls"] = len(weekly_tools)
|
56 |
+
return weekly_total_mech_calls_dict
|
57 |
+
|
58 |
+
|
59 |
+
def compute_total_mech_calls():
|
60 |
+
"""Function to compute the total number of mech calls for all traders and all markets
|
61 |
+
at a weekly level"""
|
62 |
+
try:
|
63 |
+
print("Reading tools file")
|
64 |
+
tools = pd.read_parquet(TMP_DIR / "tools.parquet")
|
65 |
+
tools["request_time"] = pd.to_datetime(tools["request_time"])
|
66 |
+
tools["request_date"] = tools["request_time"].dt.date
|
67 |
+
tools = tools.sort_values(by="request_time", ascending=True)
|
68 |
+
tools["month_year_week"] = (
|
69 |
+
tools["request_time"].dt.to_period("W").dt.strftime("%b-%d")
|
70 |
+
)
|
71 |
+
|
72 |
+
except Exception as e:
|
73 |
+
print(f"Error updating the invalid trades parquet {e}")
|
74 |
+
|
75 |
+
try:
|
76 |
+
print("Reading trades weekly info file")
|
77 |
+
fpmmTrades = pd.read_parquet(DATA_DIR / "fpmmTrades.parquet")
|
78 |
+
fpmmTrades["creationTimestamp"] = fpmmTrades["creationTimestamp"].apply(
|
79 |
+
lambda x: transform_to_datetime(x)
|
80 |
+
)
|
81 |
+
fpmmTrades["creation_timestamp"] = pd.to_datetime(
|
82 |
+
fpmmTrades["creationTimestamp"]
|
83 |
+
)
|
84 |
+
fpmmTrades["creation_date"] = fpmmTrades["creation_timestamp"].dt.date
|
85 |
+
fpmmTrades = fpmmTrades.sort_values(by="creation_timestamp", ascending=True)
|
86 |
+
fpmmTrades["month_year_week"] = (
|
87 |
+
fpmmTrades["creation_timestamp"].dt.to_period("W").dt.strftime("%b-%d")
|
88 |
+
)
|
89 |
+
|
90 |
+
except Exception as e:
|
91 |
+
print(f"Error reading fpmmTrades parquet {e}")
|
92 |
+
|
93 |
+
nr_traders = len(fpmmTrades["trader_address"].unique())
|
94 |
+
all_mech_calls = []
|
95 |
+
for trader in tqdm(
|
96 |
+
fpmmTrades["trader_address"].unique(),
|
97 |
+
total=nr_traders,
|
98 |
+
desc="creating mech calls estimation dataframe",
|
99 |
+
):
|
100 |
+
# compute the mech calls estimations for each trader
|
101 |
+
all_trades = fpmmTrades[fpmmTrades["trader_address"] == trader]
|
102 |
+
all_tools = tools[tools["trader_address"] == trader]
|
103 |
+
weeks = fpmmTrades.month_year_week.unique()
|
104 |
+
|
105 |
+
for week in weeks:
|
106 |
+
weekly_trades = all_trades.loc[all_trades["month_year_week"] == week]
|
107 |
+
weekly_tools = all_tools.loc[all_tools["month_year_week"] == week]
|
108 |
+
|
109 |
+
weekly_mech_calls_dict = compute_weekly_total_mech_calls(
|
110 |
+
trader, week, weekly_trades, weekly_tools
|
111 |
+
)
|
112 |
+
all_mech_calls.append(weekly_mech_calls_dict)
|
113 |
+
|
114 |
+
all_mech_calls_df: pd.DataFrame = pd.DataFrame.from_dict(
|
115 |
+
all_mech_calls, orient="columns"
|
116 |
+
)
|
117 |
+
print("Saving weekly_mech_calls.parquet file")
|
118 |
+
print(all_mech_calls_df.total_mech_calls.describe())
|
119 |
+
|
120 |
+
all_mech_calls_df.to_parquet(DATA_DIR / "weekly_mech_calls.parquet", index=False)
|
121 |
+
|
122 |
+
|
123 |
+
if __name__ == "__main__":
|
124 |
+
compute_total_mech_calls()
|
scripts/utils.py
CHANGED
@@ -1,4 +1,10 @@
|
|
1 |
import pandas as pd
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
|
3 |
|
4 |
def get_traders_family(row: pd.DataFrame) -> str:
|
|
|
1 |
import pandas as pd
|
2 |
+
from pathlib import Path
|
3 |
+
|
4 |
+
SCRIPTS_DIR = Path(__file__).parent
|
5 |
+
ROOT_DIR = SCRIPTS_DIR.parent
|
6 |
+
DATA_DIR = ROOT_DIR / "data"
|
7 |
+
TMP_DIR = ROOT_DIR / "tmp"
|
8 |
|
9 |
|
10 |
def get_traders_family(row: pd.DataFrame) -> str:
|