trader_agents_performance / tabs /daily_graphs.py
cyberosa
corrections due to week format issues
1c9dfec
raw
history blame
7.27 kB
import pandas as pd
import gradio as gr
import gc
import plotly.express as px
from plotly.subplots import make_subplots
import plotly.graph_objects as go
from datetime import datetime, timedelta
from tqdm import tqdm
trader_daily_metric_choices = ["mech calls", "collateral amount", "nr_trades"]
default_daily_metric = "collateral amount"
color_mapping = [
"darkviolet",
"purple",
"goldenrod",
"darkgoldenrod",
"green",
"darkgreen",
]
def get_current_week_data(trades_df: pd.DataFrame) -> pd.DataFrame:
# Get current date
now = datetime.now()
# Get start of the current week (Monday)
start_of_week = now - timedelta(days=now.weekday())
start_of_week = start_of_week.replace(hour=0, minute=0, second=0, microsecond=0)
# print(f"start of the week = {start_of_week}")
# Get end of the current week (Sunday)
end_of_week = start_of_week + timedelta(days=6)
end_of_week = end_of_week.replace(hour=23, minute=59, second=59, microsecond=999999)
# print(f"end of the week = {end_of_week}")
trades_df["creation_date"] = pd.to_datetime(trades_df["creation_date"])
# Filter the dataframe
return trades_df[
(trades_df["creation_date"] >= start_of_week)
& (trades_df["creation_date"] <= end_of_week)
]
def get_boxplot_daily_metrics(
column_name: str, trades_df: pd.DataFrame
) -> pd.DataFrame:
trades_filtered = trades_df[
[
"creation_timestamp",
"creation_date",
"market_creator",
"trader_address",
"staking",
column_name,
]
]
# adding the total
trades_filtered_all = trades_filtered.copy(deep=True)
trades_filtered_all["market_creator"] = "all"
# merging both dataframes
all_filtered_trades = pd.concat(
[trades_filtered, trades_filtered_all], ignore_index=True
)
all_filtered_trades = all_filtered_trades.sort_values(
by="creation_timestamp", ascending=True
)
gc.collect()
return all_filtered_trades
def plot_daily_metrics(
metric_name: str, trades_df: pd.DataFrame, trader_filter: str = None
) -> gr.Plot:
"""Plots the trade metrics."""
if metric_name == "mech calls":
metric_name = "nr_mech_calls"
column_name = "nr_mech_calls"
yaxis_title = "Total nr of mech calls per trader"
elif metric_name == "nr_trades":
column_name = metric_name
yaxis_title = "Total nr of trades per trader"
elif metric_name == "ROI":
column_name = "roi"
yaxis_title = "Total ROI (net profit/cost)"
elif metric_name == "collateral amount":
metric_name = "bet_amount"
column_name = metric_name
yaxis_title = "Total bet amount per trader (xDAI)"
elif metric_name == "net earnings":
metric_name = "net_earnings"
column_name = metric_name
yaxis_title = "Total net profit per trader (xDAI)"
else: # earnings
column_name = metric_name
yaxis_title = "Total gross profit per trader (xDAI)"
color_discrete_sequence = ["purple", "goldenrod", "darkgreen"]
if trader_filter == "agent":
color_discrete_sequence = ["darkviolet", "goldenrod", "green"]
trades_filtered = trades_df.loc[trades_df["staking"] != "non_agent"]
elif trader_filter == "non_agent":
trades_filtered = trades_df.loc[trades_df["staking"] == "non_agent"]
else:
trades_filtered = trades_df
# Create binary staking category
trades_filtered["trader_type"] = trades_filtered["staking"].apply(
lambda x: "non_agent" if x == "non_agent" else "agent"
)
trades_filtered["trader_market"] = trades_filtered.apply(
lambda x: (x["trader_type"], x["market_creator"]), axis=1
)
all_dates = sorted(trades_filtered["creation_date"].unique())
fig = px.box(
trades_filtered,
x="creation_date",
y=column_name,
color="market_creator",
color_discrete_sequence=color_discrete_sequence,
category_orders={
"market_creator": ["pearl", "quickstart", "all"],
"trader_market": [
("agent", "pearl"),
("non_agent", "pearl"),
("agent", "quickstart"),
("non_agent", "quickstart"),
("agent", "all"),
("non_agent", "all"),
],
},
# facet_col="market_creator",
)
fig.update_traces(boxmean=True)
fig.update_layout(
xaxis_title="Day",
yaxis_title=yaxis_title,
legend=dict(yanchor="top", y=0.5),
)
# for axis in fig.layout:
# if axis.startswith("xaxis"):
# fig.layout[axis].update(title="Day")
fig.update_xaxes(tickformat="%b %d")
# Update layout to force x-axis category order (hotfix for a sorting issue)
fig.update_layout(xaxis={"categoryorder": "array", "categoryarray": all_dates})
return gr.Plot(
value=fig,
)
def plot_daily_metrics_v2(
metric_name: str, trades_df: pd.DataFrame, trader_filter: str = None
) -> gr.Plot:
"""Plots the trade metrics."""
if metric_name == "mech calls":
metric_name = "mech_calls"
column_name = "num_mech_calls"
yaxis_title = "Nr of mech calls per trade"
elif metric_name == "ROI":
column_name = "roi"
yaxis_title = "ROI (net profit/cost)"
elif metric_name == "collateral amount":
metric_name = "collateral_amount"
column_name = metric_name
yaxis_title = "Collateral amount per trade (xDAI)"
elif metric_name == "net earnings":
metric_name = "net_earnings"
column_name = metric_name
yaxis_title = "Net profit per trade (xDAI)"
else: # earnings
column_name = metric_name
yaxis_title = "Gross profit per trade (xDAI)"
color_discrete = ["purple", "darkgoldenrod", "darkgreen"]
trades_filtered = get_boxplot_daily_metrics(column_name, trades_df)
fig = make_subplots(rows=1, cols=2, subplot_titles=("Agent", "Non-Agents"))
# Create first boxplot for staking=True
fig.add_trace(
go.Box(
x=trades_filtered[trades_filtered["staking"] != "non_agent"][
"creation_date"
],
y=trades_filtered[trades_filtered["staking"] != "non_agent"][column_name],
name="Trades from agents",
marker_color=color_discrete[0],
legendgroup="staking_true",
showlegend=True,
),
row=1,
col=1,
)
# Create second boxplot for staking=False
fig.add_trace(
go.Box(
x=trades_filtered[trades_filtered["staking"] == False]["creation_date"],
y=trades_filtered[trades_filtered["staking"] == False][column_name],
name="Staking False",
marker_color=color_discrete[1],
legendgroup="staking_false",
showlegend=True,
),
row=1,
col=2,
)
# Update layout
fig.update_layout(
height=600,
width=1200,
title_text=f"Box Plot of {column_name} by Staking Status",
showlegend=True,
)
# Update y-axes to have the same range
fig.update_yaxes(matches="y")