Spaces:
Runtime error
Runtime error
cyberosa
commited on
Commit
Β·
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/
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parts/
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sdist/
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var/
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wheels/
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share/python-wheels/
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*.egg-info/
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parts/
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sdist/
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var/
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+
tmp/
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wheels/
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share/python-wheels/
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*.egg-info/
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app.py
CHANGED
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@@ -136,8 +136,8 @@ demo = gr.Blocks()
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weekly_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
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traders_data
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)
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-
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-
traders_data, trader_filter="
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)
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weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
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traders_data, trader_filter="non_Olas"
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@@ -145,16 +145,15 @@ weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_cre
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weekly_unknown_trader_metrics_by_market_creator = None
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if len(unknown_traders) > 0:
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weekly_unknown_trader_metrics_by_market_creator = (
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-
compute_weekly_metrics_by_market_creator(
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)
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weekly_winning_metrics = compute_winning_metrics_by_trader(traders_data=traders_data)
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weekly_non_olas_winning_metrics = compute_winning_metrics_by_trader(
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traders_data=traders_data, trader_filter="non_Olas"
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)
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-
weekly_non_Olas_winning_metrics = compute_winning_metrics_by_trader(
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-
traders_data=traders_data, trader_filter="non_Olas"
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-
)
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with demo:
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gr.HTML("<h1>Traders monitoring dashboard </h1>")
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@@ -205,7 +204,7 @@ with demo:
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with gr.Column(scale=3):
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o_trader_markets_plot = plot_trader_metrics_by_market_creator(
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metric_name=default_trader_metric,
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-
traders_df=
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)
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with gr.Column(scale=1):
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trade_details_text = get_metrics_text()
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@@ -213,7 +212,7 @@ with demo:
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def update_a_trader_details(trader_detail):
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return plot_trader_metrics_by_market_creator(
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metric_name=trader_detail,
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-
traders_df=
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)
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trader_o_details_selector.change(
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@@ -500,7 +499,7 @@ with demo:
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metrics_text = get_metrics_text()
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with gr.Row():
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winning_metric = plot_winning_metric_per_trader(
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-
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)
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demo.queue(default_concurrency_limit=40).launch()
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weekly_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
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traders_data
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)
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+
weekly_o_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
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+
traders_data, trader_filter="Olas"
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)
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weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
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traders_data, trader_filter="non_Olas"
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weekly_unknown_trader_metrics_by_market_creator = None
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if len(unknown_traders) > 0:
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weekly_unknown_trader_metrics_by_market_creator = (
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+
compute_weekly_metrics_by_market_creator(
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+
unknown_traders, trader_filter=None, unknown_trader=True
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+
)
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)
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weekly_winning_metrics = compute_winning_metrics_by_trader(traders_data=traders_data)
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weekly_non_olas_winning_metrics = compute_winning_metrics_by_trader(
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traders_data=traders_data, trader_filter="non_Olas"
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)
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with demo:
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gr.HTML("<h1>Traders monitoring dashboard </h1>")
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with gr.Column(scale=3):
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o_trader_markets_plot = plot_trader_metrics_by_market_creator(
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metric_name=default_trader_metric,
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+
traders_df=weekly_o_metrics_by_market_creator,
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)
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with gr.Column(scale=1):
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trade_details_text = get_metrics_text()
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def update_a_trader_details(trader_detail):
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return plot_trader_metrics_by_market_creator(
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metric_name=trader_detail,
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+
traders_df=weekly_o_metrics_by_market_creator,
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)
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trader_o_details_selector.change(
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metrics_text = get_metrics_text()
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with gr.Row():
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winning_metric = plot_winning_metric_per_trader(
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+
weekly_non_olas_winning_metrics
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)
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demo.queue(default_concurrency_limit=40).launch()
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data/daily_info.parquet
CHANGED
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@@ -1,3 +1,3 @@
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version https://git-lfs.github.com/spec/v1
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-
oid sha256:
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-
size
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version https://git-lfs.github.com/spec/v1
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+
oid sha256:fed76273653048f900faca2d612b07f42be43d076238f0dac7f30e8882a1ec1b
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+
size 374565
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data/unknown_traders.parquet
CHANGED
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@@ -1,3 +1,3 @@
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version https://git-lfs.github.com/spec/v1
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-
oid sha256:
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-
size
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version https://git-lfs.github.com/spec/v1
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+
oid sha256:0ab41a7a35d8bf5c588b95849ec650e048578ddcbb18bc62df0e7a3c96902ea5
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+
size 368142
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data/weekly_mech_calls.parquet
ADDED
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@@ -0,0 +1,3 @@
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+
version https://git-lfs.github.com/spec/v1
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+
oid sha256:b7ae188cdae0c99e21307bddca6df7f914f376ec1d940929d7f8c2f2626aab6b
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+
size 59309
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notebooks/num_mech_calls.ipynb
ADDED
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@@ -0,0 +1,326 @@
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+
{
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+
"cells": [
|
| 3 |
+
{
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| 4 |
+
"cell_type": "code",
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| 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"
|
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+
]
|
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+
},
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+
{
|
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+
"cell_type": "code",
|
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+
"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\")"
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| 31 |
+
]
|
| 32 |
+
},
|
| 33 |
+
{
|
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+
"cell_type": "code",
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| 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 |
+
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|
notebooks/winning_perc.ipynb
CHANGED
|
@@ -2,25 +2,51 @@
|
|
| 2 |
"cells": [
|
| 3 |
{
|
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"cell_type": "code",
|
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-
"execution_count":
|
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"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 |
},
|
|
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|
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|
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|
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{
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"execution_count": 6,
|
|
|
|
| 2 |
"cells": [
|
| 3 |
{
|
| 4 |
"cell_type": "code",
|
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+
"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 |
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"# from scripts.metrics import compute_weekly_metrics_by_market_creator"
|
| 13 |
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|
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|
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{
|
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"cell_type": "code",
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|
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"metadata": {},
|
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"outputs": [],
|
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"source": [
|
| 21 |
"all_trades = pd.read_parquet('../data/all_trades_profitability.parquet')"
|
| 22 |
]
|
| 23 |
},
|
| 24 |
+
{
|
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|
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"metadata": {},
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"outputs": [
|
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+
{
|
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+
"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": {},
|
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+
"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:
|