cyberosa
new graph about trades volume at the market level
5f0d39e
raw
history blame
12.1 kB
from datetime import datetime, timedelta
import gradio as gr
import pandas as pd
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 tabs.trader_plots import (
plot_trader_metrics_by_market_creator,
plot_trader_daily_metrics_by_market_creator,
default_trader_metric,
trader_metric_choices,
get_metrics_text,
plot_winning_metric_per_trader,
get_interpretation_text,
)
from scripts.utils import get_traders_family
from scripts.trades_volume_per_market import plot_weekly_trades_volume_by_trader_family
from tabs.market_plots import (
plot_kl_div_per_market,
)
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")
con.close()
return df1, df2
def prepare_data():
all_trades, closed_markets = 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()
)
volume_trades_per_trader_and_market.rename(
columns={"roi": "nr_trades_per_market"}, inplace=True
)
trader_agents_data = pd.merge(
all_trades, volume_trades_per_trader_and_market, on=["trader_address", "title"]
)
# adding the trader family column
trader_agents_data["trader_family"] = trader_agents_data.apply(
lambda x: get_traders_family(x), axis=1
)
print(trader_agents_data.trader_family.value_counts())
trader_agents_data = trader_agents_data.sort_values(
by="creation_timestamp", ascending=True
)
trader_agents_data["month_year_week"] = (
trader_agents_data["creation_timestamp"].dt.to_period("W").dt.strftime("%b-%d")
)
closed_markets["month_year_week"] = (
closed_markets["opening_datetime"].dt.to_period("W").dt.strftime("%b-%d")
)
return trader_agents_data, closed_markets
trader_agents_data, closed_markets = prepare_data()
# print("trader agents data before computing metrics")
# print(trader_agents_data.head())
demo = gr.Blocks()
# get weekly metrics by market creator: qs, pearl or all.
weekly_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
trader_agents_data
)
daily_metrics_by_market_creator = compute_daily_metrics_by_market_creator(
trader_agents_data
)
weekly_agent_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
trader_agents_data, trader_filter="agent"
)
weekly_non_agent_metrics_by_market_creator = compute_weekly_metrics_by_market_creator(
trader_agents_data, trader_filter="non_agent"
)
# print("weekly metrics by market creator")
# print(weekly_metrics_by_market_creator.head())
weekly_winning_metrics = compute_winning_metrics_by_trader(
trader_agents_data=trader_agents_data
)
weekly_agent_winning_metrics = compute_winning_metrics_by_trader(
trader_agents_data=trader_agents_data, trader_filter="agent"
)
weekly_non_agent_winning_metrics = compute_winning_metrics_by_trader(
trader_agents_data=trader_agents_data, trader_filter="non_agent"
)
with demo:
gr.HTML("<h1>Trader agents monitoring dashboard </h1>")
gr.Markdown(
"This app shows the weekly performance of the trader agents 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()
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,
)
# Agentic traders graph
with gr.Row():
gr.Markdown("# Weekly metrics of trader Agents")
with gr.Row():
trader_a_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):
a_trader_markets_plot = plot_trader_metrics_by_market_creator(
metric_name=default_trader_metric,
traders_df=weekly_agent_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text()
def update_a_trader_details(trader_detail):
return plot_trader_metrics_by_market_creator(
metric_name=trader_detail,
traders_df=weekly_agent_metrics_by_market_creator,
)
trader_a_details_selector.change(
update_a_trader_details,
inputs=trader_a_details_selector,
outputs=a_trader_markets_plot,
)
# Non-agentic traders graph
with gr.Row():
gr.Markdown("# Weekly metrics of Non-agent traders")
with gr.Row():
trader_na_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):
na_trader_markets_plot = plot_trader_metrics_by_market_creator(
metric_name=default_trader_metric,
traders_df=weekly_non_agent_metrics_by_market_creator,
)
with gr.Column(scale=1):
trade_details_text = get_metrics_text()
def update_na_trader_details(trader_detail):
return plot_trader_metrics_by_market_creator(
metric_name=trader_detail,
traders_df=weekly_non_agent_metrics_by_market_creator,
)
trader_na_details_selector.change(
update_na_trader_details,
inputs=trader_na_details_selector,
outputs=na_trader_markets_plot,
)
# with gr.TabItem("🔥 Daily metrics (WIP)"):
# with gr.Row():
# gr.Markdown("# Daily metrics of last week of all traders")
# with gr.Row():
# trader_daily_details_selector = gr.Dropdown(
# label="Select a daily trader metric",
# choices=trader_metric_choices,
# value=default_trader_metric,
# )
# with gr.Row():
# with gr.Column(scale=3):
# trader_daily_markets_plot = (
# plot_trader_daily_metrics_by_market_creator(
# metric_name=default_trader_metric,
# traders_df=daily_metrics_by_market_creator,
# )
# )
# with gr.Column(scale=1):
# trade_details_text = get_metrics_text()
# def update_trader_daily_details(trader_detail):
# return plot_trader_daily_metrics_by_market_creator(
# metric_name=trader_detail,
# traders_df=daily_metrics_by_market_creator,
# )
# trader_daily_details_selector.change(
# update_trader_daily_details,
# inputs=trader_daily_details_selector,
# outputs=trader_daily_markets_plot,
# )
with gr.TabItem("📉Closed 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.Row():
gr.Markdown(
"# Weekly volume of trades at each market per trader family"
)
with gr.Row():
trades_volume_plot = plot_weekly_trades_volume_by_trader_family(
trader_agents_data
)
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)
# Agentic traders
with gr.Row():
gr.Markdown("# Weekly winning trades percentage from traders Agents")
with gr.Row():
metrics_text = get_metrics_text()
with gr.Row():
winning_metric = plot_winning_metric_per_trader(
weekly_agent_winning_metrics
)
# Non_agentic traders
with gr.Row():
gr.Markdown("# Weekly winning trades percentage from Non-agent traders")
with gr.Row():
metrics_text = get_metrics_text()
with gr.Row():
winning_metric = plot_winning_metric_per_trader(
weekly_non_agent_winning_metrics
)
demo.queue(default_concurrency_limit=40).launch()