cyberosa
corrections due to week format issues
1c9dfec
raw
history blame
26.1 kB
import gradio as gr
import pandas as pd
import seaborn as sns
import duckdb
import logging
from scripts.metrics import (
compute_weekly_metrics_by_market_creator,
compute_daily_metrics_by_market_creator,
compute_winning_metrics_by_trader,
)
from scripts.retention_metrics import (
prepare_retention_dataset,
calculate_wow_retention_by_type,
calculate_cohort_retention,
)
from tabs.trader_plots import (
plot_trader_metrics_by_market_creator,
default_trader_metric,
trader_metric_choices,
get_metrics_text,
plot_winning_metric_per_trader,
get_interpretation_text,
plot_total_bet_amount,
plot_active_traders,
)
from tabs.daily_graphs import (
get_current_week_data,
plot_daily_metrics,
trader_daily_metric_choices,
default_daily_metric,
)
from scripts.utils import get_traders_family
from tabs.market_plots import (
plot_kl_div_per_market,
plot_total_bet_amount_per_trader_per_market,
)
from tabs.retention_plots import (
plot_wow_retention_by_type,
plot_cohort_retention_heatmap,
)
def get_logger():
logger = logging.getLogger(__name__)
logger.setLevel(logging.DEBUG)
# stream handler and formatter
stream_handler = logging.StreamHandler()
stream_handler.setLevel(logging.DEBUG)
formatter = logging.Formatter(
"%(asctime)s - %(name)s - %(levelname)s - %(message)s"
)
stream_handler.setFormatter(formatter)
logger.addHandler(stream_handler)
return logger
logger = get_logger()
def get_all_data():
"""
Get parquet files from weekly stats and new generated
"""
logger.info("Getting traders data")
con = duckdb.connect(":memory:")
# Query to fetch data from all_trades_profitability.parquet
query1 = f"""
SELECT *
FROM read_parquet('./data/all_trades_profitability.parquet')
"""
df1 = con.execute(query1).fetchdf()
logger.info("Got all data from all_trades_profitability.parquet")
# Query to fetch data from closed_markets_div.parquet
query2 = f"""
SELECT *
FROM read_parquet('./data/closed_markets_div.parquet')
"""
df2 = con.execute(query2).fetchdf()
logger.info("Got all data from closed_markets_div.parquet")
# Query to fetch daily live data
query3 = f"""
SELECT *
FROM read_parquet('./data/daily_info.parquet')
"""
df3 = con.execute(query3).fetchdf()
# Query to fetch daily live data of unknown daily traders
query4 = f"""
SELECT *
FROM read_parquet('./data/unknown_traders.parquet')
"""
df4 = con.execute(query4).fetchdf()
# Query to fetch retention activity data
query5 = f"""
SELECT *
FROM read_parquet('./data/retention_activity.parquet')
"""
df5 = con.execute(query5).fetchdf()
con.close()
return df1, df2, df3, df4, df5
def prepare_data():
all_trades, closed_markets, daily_info, unknown_traders, retention_df = (
get_all_data()
)
all_trades["creation_date"] = all_trades["creation_timestamp"].dt.date
# nr-trades variable
volume_trades_per_trader_and_market = (
all_trades.groupby(["trader_address", "title"])["roi"]
.count()
.reset_index(name="nr_trades_per_market")
)
traders_data = pd.merge(
all_trades, volume_trades_per_trader_and_market, on=["trader_address", "title"]
)
daily_info["creation_date"] = daily_info["creation_timestamp"].dt.date
unknown_traders["creation_date"] = unknown_traders["creation_timestamp"].dt.date
# adding the trader family column
traders_data["trader_family"] = traders_data.apply(
lambda x: get_traders_family(x), axis=1
)
# print(traders_data.head())
traders_data = traders_data.sort_values(by="creation_timestamp", ascending=True)
unknown_traders = unknown_traders.sort_values(
by="creation_timestamp", ascending=True
)
traders_data["month_year_week"] = (
traders_data["creation_timestamp"]
.dt.to_period("W")
.dt.start_time.dt.strftime("%b-%d-%Y")
)
unknown_traders["month_year_week"] = (
unknown_traders["creation_timestamp"]
.dt.to_period("W")
.dt.start_time.dt.strftime("%b-%d-%Y")
)
closed_markets["month_year_week"] = (
closed_markets["opening_datetime"]
.dt.to_period("W")
.dt.start_time.dt.strftime("%b-%d-%Y")
)
return traders_data, closed_markets, daily_info, unknown_traders, retention_df
traders_data, closed_markets, daily_info, unknown_traders, raw_retention_df = (
prepare_data()
)
retention_df = prepare_retention_dataset(
retention_df=raw_retention_df, unknown_df=unknown_traders
)
print("max date of retention df")
print(max(retention_df.creation_timestamp))
demo = gr.Blocks()
# get weekly metrics by market creator: qs, pearl or all.
weekly_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
traders_data
)
weekly_o_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
traders_data, trader_filter="Olas"
)
weekly_non_olas_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
traders_data, trader_filter="non_Olas"
)
weekly_unknown_trader_metrics_by_market_creator = None
if len(unknown_traders) > 0:
weekly_unknown_trader_metrics_by_market_creator = (
compute_weekly_metrics_by_market_creator(
unknown_traders, trader_filter=None, unknown_trader=True
)
)
weekly_winning_metrics = compute_winning_metrics_by_trader(traders_data=traders_data)
weekly_non_olas_winning_metrics = compute_winning_metrics_by_trader(
traders_data=traders_data, trader_filter="non_Olas"
)
with demo:
gr.HTML("<h1>Traders monitoring dashboard </h1>")
gr.Markdown("This app shows the weekly performance of the traders in Olas Predict.")
with gr.Tabs():
with gr.TabItem("🔥 Weekly metrics"):
with gr.Row():
gr.Markdown("# Weekly metrics of all traders")
with gr.Row():
trader_details_selector = gr.Dropdown(
label="Select a weekly trader metric",
choices=trader_metric_choices,
value=default_trader_metric,
)
with gr.Row():
with gr.Column(scale=3):
trader_markets_plot = plot_trader_metrics_by_market_creator(
metric_name=default_trader_metric,
traders_df=weekly_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(trader_type=None)
def update_trader_details(trader_detail):
return plot_trader_metrics_by_market_creator(
metric_name=trader_detail,
traders_df=weekly_metrics_by_market_creator,
)
trader_details_selector.change(
update_trader_details,
inputs=trader_details_selector,
outputs=trader_markets_plot,
)
with gr.Row():
gr.Markdown("# Weekly metrics of 🌊 Olas traders")
with gr.Row():
trader_o_details_selector = gr.Dropdown(
label="Select a weekly trader metric",
choices=trader_metric_choices,
value=default_trader_metric,
)
with gr.Row():
with gr.Column(scale=3):
o_trader_markets_plot = plot_trader_metrics_by_market_creator(
metric_name=default_trader_metric,
traders_df=weekly_o_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(trader_type="Olas")
def update_a_trader_details(trader_detail):
return plot_trader_metrics_by_market_creator(
metric_name=trader_detail,
traders_df=weekly_o_metrics_by_market_creator,
)
trader_o_details_selector.change(
update_a_trader_details,
inputs=trader_o_details_selector,
outputs=o_trader_markets_plot,
)
# Non-Olas traders graph
with gr.Row():
gr.Markdown("# Weekly metrics of Non-Olas traders")
with gr.Row():
trader_no_details_selector = gr.Dropdown(
label="Select a weekly trader metric",
choices=trader_metric_choices,
value=default_trader_metric,
)
with gr.Row():
with gr.Column(scale=3):
trader_no_markets_plot = plot_trader_metrics_by_market_creator(
metric_name=default_trader_metric,
traders_df=weekly_non_olas_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(trader_type="non_Olas")
def update_no_trader_details(trader_detail):
return plot_trader_metrics_by_market_creator(
metric_name=trader_detail,
traders_df=weekly_non_olas_metrics_by_market_creator,
)
trader_no_details_selector.change(
update_no_trader_details,
inputs=trader_no_details_selector,
outputs=trader_no_markets_plot,
)
# Unknown traders graph
if weekly_unknown_trader_metrics_by_market_creator is not None:
with gr.Row():
gr.Markdown("# Weekly metrics of Unclassified traders")
with gr.Row():
trader_u_details_selector = gr.Dropdown(
label="Select a weekly trader metric",
choices=trader_metric_choices,
value=default_trader_metric,
)
with gr.Row():
with gr.Column(scale=3):
trader_u_markets_plot = plot_trader_metrics_by_market_creator(
metric_name=default_trader_metric,
traders_df=weekly_unknown_trader_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(
trader_type="unclassified"
)
def update_u_trader_details(trader_detail):
return plot_trader_metrics_by_market_creator(
metric_name=trader_detail,
traders_df=weekly_unknown_trader_metrics_by_market_creator,
)
trader_u_details_selector.change(
update_u_trader_details,
inputs=trader_u_details_selector,
outputs=trader_u_markets_plot,
)
with gr.TabItem("📅 Daily metrics"):
live_trades_current_week = get_current_week_data(trades_df=daily_info)
if len(live_trades_current_week) > 0:
live_metrics_by_market_creator = (
compute_daily_metrics_by_market_creator(
live_trades_current_week, trader_filter=None, live_metrics=True
)
)
else:
live_metrics_by_market_creator = pd.DataFrame()
with gr.Row():
gr.Markdown("# Daily live metrics for all trades")
with gr.Row():
trade_live_details_selector = gr.Dropdown(
label="Select a daily live metric",
choices=trader_daily_metric_choices,
value=default_daily_metric,
)
with gr.Row():
with gr.Column(scale=3):
trade_live_details_plot = plot_daily_metrics(
metric_name=default_daily_metric,
trades_df=live_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(daily=True)
def update_trade_live_details(trade_detail, trade_live_details_plot):
new_a_plot = plot_daily_metrics(
metric_name=trade_detail, trades_df=live_metrics_by_market_creator
)
return new_a_plot
trade_live_details_selector.change(
update_trade_live_details,
inputs=[trade_live_details_selector, trade_live_details_plot],
outputs=[trade_live_details_plot],
)
# Olas traders
with gr.Row():
gr.Markdown("# Daily live metrics for 🌊 Olas traders")
with gr.Row():
o_trader_live_details_selector = gr.Dropdown(
label="Select a daily live metric",
choices=trader_daily_metric_choices,
value=default_daily_metric,
)
with gr.Row():
with gr.Column(scale=3):
o_trader_live_details_plot = plot_daily_metrics(
metric_name=default_daily_metric,
trades_df=live_metrics_by_market_creator,
trader_filter="Olas",
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(daily=True)
def update_a_trader_live_details(trade_detail, a_trader_live_details_plot):
o_trader_plot = plot_daily_metrics(
metric_name=trade_detail,
trades_df=live_metrics_by_market_creator,
trader_filter="Olas",
)
return o_trader_plot
o_trader_live_details_selector.change(
update_a_trader_live_details,
inputs=[o_trader_live_details_selector, o_trader_live_details_plot],
outputs=[o_trader_live_details_plot],
)
with gr.Row():
gr.Markdown("# Daily live metrics for Non-Olas traders")
with gr.Row():
no_trader_live_details_selector = gr.Dropdown(
label="Select a daily live metric",
choices=trader_daily_metric_choices,
value=default_daily_metric,
)
with gr.Row():
with gr.Column(scale=3):
no_trader_live_details_plot = plot_daily_metrics(
metric_name=default_daily_metric,
trades_df=live_metrics_by_market_creator,
trader_filter="non_Olas",
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text(daily=True)
def update_na_trader_live_details(
trade_detail, no_trader_live_details_plot
):
no_trader_plot = plot_daily_metrics(
metric_name=trade_detail,
trades_df=live_metrics_by_market_creator,
trader_filter="non_Olas",
)
return no_trader_plot
no_trader_live_details_selector.change(
update_na_trader_live_details,
inputs=[no_trader_live_details_selector, no_trader_live_details_plot],
outputs=[no_trader_live_details_plot],
)
with gr.TabItem("🪝 Retention metrics (WIP)"):
with gr.Row():
gr.Markdown("# Wow retention by trader type")
with gr.Row():
gr.Markdown(
"""
- Olas trader: agent using Mech, with a service ID and the corresponding safe in the registry
- Non-Olas trader: agent using Mech, with no service ID
- Unclassified trader: agent (safe/EOAs) not using Mechs
"""
)
with gr.Row():
with gr.Column(scale=1):
gr.Markdown("## Wow retention in Pearl markets")
wow_retention = calculate_wow_retention_by_type(
retention_df, market_creator="pearl"
)
wow_retention_plot = plot_wow_retention_by_type(
wow_retention=wow_retention
)
with gr.Column(scale=1):
gr.Markdown("## Wow retention in Quickstart markets")
wow_retention = calculate_wow_retention_by_type(
retention_df, market_creator="quickstart"
)
wow_retention_plot = plot_wow_retention_by_type(
wow_retention=wow_retention
)
with gr.Row():
gr.Markdown("# Cohort retention in pearl traders")
with gr.Row():
gr.Markdown(
"The Cohort groups are organized by cohort weeks. A trader is part of a cohort group/week where it was detected the FIRST activity ever of that trader."
)
with gr.Row():
with gr.Column(scale=1):
gr.Markdown("## Cohort retention of 🌊 Olas traders")
cohort_retention_olas_pearl = calculate_cohort_retention(
df=retention_df, market_creator="pearl", trader_type="Olas"
)
cohort_retention_plot1 = plot_cohort_retention_heatmap(
retention_matrix=cohort_retention_olas_pearl, cmap="Purples"
)
with gr.Column(scale=1):
gr.Markdown("## Cohort retention of Non-Olas traders")
# non_Olas
cohort_retention_non_olas_pearl = calculate_cohort_retention(
df=retention_df, market_creator="pearl", trader_type="non_Olas"
)
cohort_retention_plot2 = plot_cohort_retention_heatmap(
retention_matrix=cohort_retention_non_olas_pearl,
cmap=sns.color_palette("light:goldenrod", as_cmap=True),
)
with gr.Row():
with gr.Column(scale=1):
gr.Markdown("## Cohort retention of unclassified traders")
cohort_retention_unclassified_pearl = calculate_cohort_retention(
df=retention_df,
market_creator="pearl",
trader_type="unclassified",
)
cohort_retention_plot3 = plot_cohort_retention_heatmap(
retention_matrix=cohort_retention_unclassified_pearl,
cmap="Greens",
)
with gr.Column(scale=1):
print("Adding explanatory text")
with gr.Row():
gr.Markdown("# Cohort retention in quickstart traders")
with gr.Row():
with gr.Column(scale=1):
gr.Markdown("## Cohort retention of 🌊 Olas traders")
cohort_retention_olas_qs = calculate_cohort_retention(
df=retention_df, market_creator="quickstart", trader_type="Olas"
)
cohort_retention_plot4 = plot_cohort_retention_heatmap(
retention_matrix=cohort_retention_olas_qs,
cmap="Purples",
)
with gr.Column(scale=1):
gr.Markdown("## Cohort retention of Non-Olas traders")
# non_Olas
cohort_retention_non_olas_qs = calculate_cohort_retention(
df=retention_df,
market_creator="quickstart",
trader_type="non_Olas",
)
cohort_retention_plot5 = plot_cohort_retention_heatmap(
retention_matrix=cohort_retention_non_olas_qs,
cmap=sns.color_palette("light:goldenrod", as_cmap=True),
)
with gr.Row():
with gr.Column(scale=1):
gr.Markdown("## Cohort retention of unclassified traders")
cohort_retention_unclassified_qs = calculate_cohort_retention(
df=retention_df,
market_creator="quickstart",
trader_type="unclassified",
)
cohort_retention_plot6 = plot_cohort_retention_heatmap(
retention_matrix=cohort_retention_unclassified_qs,
cmap="Greens",
)
with gr.Column(scale=1):
print("Adding explanatory text")
with gr.TabItem("⚙️ Active traders"):
with gr.Row():
gr.Markdown("# Active traders for all markets by trader categories")
with gr.Row():
active_traders_plot = plot_active_traders(traders_data, unknown_traders)
with gr.Row():
gr.Markdown("# Active traders for Pearl markets by trader categories")
with gr.Row():
active_traders_plot = plot_active_traders(
traders_data, unknown_traders, market_creator="pearl"
)
with gr.Row():
gr.Markdown(
"# Active traders for Quickstart markets by trader categories"
)
with gr.Row():
active_traders_plot = plot_active_traders(
traders_data, unknown_traders, market_creator="quickstart"
)
with gr.TabItem("📉 Markets Kullback–Leibler divergence"):
with gr.Row():
gr.Markdown(
"# Weekly Market Prediction Accuracy for Closed Markets (Kullback-Leibler Divergence)"
)
with gr.Row():
gr.Markdown(
"Aka, how much off is the market prediction’s accuracy from the real outcome of the event. Values capped at 20 for market outcomes completely opposite to the real outcome."
)
with gr.Row():
trade_details_text = get_metrics_text()
with gr.Row():
with gr.Column(scale=3):
kl_div_plot = plot_kl_div_per_market(closed_markets=closed_markets)
with gr.Column(scale=1):
interpretation = get_interpretation_text()
with gr.TabItem("💰 Money invested per trader type"):
with gr.Row():
gr.Markdown("# Weekly total bet amount per trader type for all markets")
with gr.Row():
total_bet_amount = plot_total_bet_amount(
traders_data, market_filter="all"
)
with gr.Row():
gr.Markdown(
"# Weekly total bet amount per trader type for Pearl markets"
)
with gr.Row():
o_trader_total_bet_amount = plot_total_bet_amount(
traders_data, market_filter="pearl"
)
with gr.Row():
gr.Markdown(
"# Weekly total bet amount per trader type for Quickstart markets"
)
with gr.Row():
no_trader_total_bet_amount = plot_total_bet_amount(
traders_data, market_filter="quickstart"
)
with gr.TabItem("💰 Money invested per market"):
with gr.Row():
gr.Markdown("# Weekly bet amounts per market for all traders")
with gr.Row():
bet_amounts = plot_total_bet_amount_per_trader_per_market(traders_data)
with gr.Row():
gr.Markdown("# Weekly bet amounts per market for 🌊 Olas traders")
with gr.Row():
o_trader_bet_amounts = plot_total_bet_amount_per_trader_per_market(
traders_data, trader_filter="Olas"
)
with gr.Row():
gr.Markdown("# Weekly bet amounts per market for Non-Olas traders")
with gr.Row():
no_trader_bet_amounts = plot_total_bet_amount_per_trader_per_market(
traders_data, trader_filter="non_Olas"
)
with gr.TabItem("🎖️Weekly winning trades % per trader"):
with gr.Row():
gr.Markdown("# Weekly winning trades percentage from all traders")
with gr.Row():
metrics_text = get_metrics_text()
with gr.Row():
winning_metric = plot_winning_metric_per_trader(weekly_winning_metrics)
with gr.Row():
gr.Markdown("# Weekly winning trades percentage from 🌊 Olas traders")
with gr.Row():
metrics_text = get_metrics_text()
with gr.Row():
winning_metric = plot_winning_metric_per_trader(weekly_winning_metrics)
# non_Olasic traders
with gr.Row():
gr.Markdown("# Weekly winning trades percentage from Non-Olas traders")
with gr.Row():
metrics_text = get_metrics_text()
with gr.Row():
winning_metric = plot_winning_metric_per_trader(
weekly_non_olas_winning_metrics
)
demo.queue(default_concurrency_limit=40).launch()