{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "all_trades = pd.read_parquet('../data/all_trades_profitability.parquet')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "all_trades[\"creation_date\"] = all_trades[\"creation_timestamp\"].dt.date"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/var/folders/gp/02mb1d514ng739czlxw1lhh00000gn/T/ipykernel_38171/1825242321.py:6: UserWarning: Converting to PeriodArray/Index representation will drop timezone information.\n",
      "  all_trades[\"creation_timestamp\"].dt.to_period(\"W\").dt.strftime(\"%b-%d\")\n"
     ]
    }
   ],
   "source": [
    "all_trades = all_trades.sort_values(\n",
    "    by=\"creation_timestamp\", ascending=True\n",
    ")\n",
    "\n",
    "all_trades[\"month_year_week\"] = (\n",
    "    all_trades[\"creation_timestamp\"].dt.to_period(\"W\").dt.strftime(\"%b-%d\")\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "def compute_winning_metric_per_trader_per_market_creator(\n",
    "    trader_address: str, week_traders_data: pd.DataFrame, market_creator: str = \"all\"\n",
    ") -> float:\n",
    "    assert \"market_creator\" in week_traders_data.columns\n",
    "    filtered_traders_data = week_traders_data.loc[\n",
    "        week_traders_data[\"trader_address\"] == trader_address\n",
    "    ]\n",
    "    if market_creator != \"all\":  # compute only for the specific market creator\n",
    "        filtered_traders_data = filtered_traders_data.loc[\n",
    "            filtered_traders_data[\"market_creator\"] == market_creator\n",
    "        ]\n",
    "        if len(filtered_traders_data) == 0:\n",
    "            return None  # No Data\n",
    "    winning_perc = (\n",
    "        filtered_traders_data[\"winning_trade\"].sum()\n",
    "        / filtered_traders_data[\"winning_trade\"].count()\n",
    "        * 100.0\n",
    "    )\n",
    "    return winning_perc"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "def merge_winning_metrics_by_trader(\n",
    "    trader: str, weekly_data: pd.DataFrame, week: str\n",
    ") -> pd.DataFrame:\n",
    "    trader_metrics = []\n",
    "    # computation as specification 1 for all market creators\n",
    "    winning_metrics_all = {}\n",
    "    winning_metric_all = compute_winning_metric_per_trader_per_market_creator(\n",
    "        trader, weekly_data, market_creator=\"all\"\n",
    "    )\n",
    "    winning_metrics_all[\"winning_perc\"] = winning_metric_all\n",
    "    winning_metrics_all[\"month_year_week\"] = week\n",
    "    winning_metrics_all[\"market_creator\"] = \"all\"\n",
    "    trader_metrics.append(winning_metrics_all)\n",
    "    if week == \"Jul-21\":\n",
    "        print(f\"trader = {trader}, win_perc for all ={winning_metric_all}\")\n",
    "\n",
    "    # computation as specification 1 for quickstart markets\n",
    "    winning_metrics_qs = {}\n",
    "    winning_metric = compute_winning_metric_per_trader_per_market_creator(\n",
    "        trader, weekly_data, market_creator=\"quickstart\"\n",
    "    )\n",
    "    if winning_metric:\n",
    "        winning_metrics_qs[\"winning_perc\"] = winning_metric\n",
    "        winning_metrics_qs[\"month_year_week\"] = week\n",
    "        winning_metrics_qs[\"market_creator\"] = \"quickstart\"\n",
    "        trader_metrics.append(winning_metrics_qs)\n",
    "\n",
    "    # computation as specification 1 for pearl markets\n",
    "    winning_metrics_pearl = {}\n",
    "    winning_metric = compute_winning_metric_per_trader_per_market_creator(\n",
    "        trader, weekly_data, market_creator=\"pearl\"\n",
    "    )\n",
    "    if winning_metric:\n",
    "        winning_metrics_pearl[\"winning_perc\"] = winning_metric\n",
    "        winning_metrics_pearl[\"month_year_week\"] = week\n",
    "        winning_metrics_pearl[\"market_creator\"] = \"pearl\"\n",
    "        trader_metrics.append(winning_metrics_pearl)\n",
    "\n",
    "    result = pd.DataFrame.from_dict(trader_metrics, orient=\"columns\")\n",
    "    # tqdm.write(f\"Total length of all winning metrics for this week = {len(result)}\")\n",
    "    return result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [],
   "source": [
    "def win_metrics_trader_level(weekly_data):\n",
    "    winning_trades = (\n",
    "        weekly_data.groupby([\"month_year_week\", \"market_creator\",\"trader_address\"], sort=False)[\n",
    "            \"winning_trade\"\n",
    "        ].sum()\n",
    "        / weekly_data.groupby([\"month_year_week\", \"market_creator\",\"trader_address\"], sort=False)[\n",
    "            \"winning_trade\"\n",
    "        ].count()\n",
    "        * 100\n",
    "    )\n",
    "    # winning_trades is a series, give it a dataframe\n",
    "    winning_trades = winning_trades.reset_index()\n",
    "    winning_trades.columns = winning_trades.columns.astype(str)\n",
    "    winning_trades.columns = [\"month_year_week\", \"market_creator\", \"trader_address\", \"winning_trade\"]\n",
    "    winning_trades.rename(columns={\"winning_trade\": \"winning_perc\"})\n",
    "    return winning_trades"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>month_year_week</th>\n",
       "      <th>market_creator</th>\n",
       "      <th>trader_address</th>\n",
       "      <th>winning_trade</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>all</td>\n",
       "      <td>0x95ecc70d9f4feb162ed9f41c4432d990c36c8f57</td>\n",
       "      <td>33.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>quickstart</td>\n",
       "      <td>0x95ecc70d9f4feb162ed9f41c4432d990c36c8f57</td>\n",
       "      <td>33.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>quickstart</td>\n",
       "      <td>0xf089874165be0377680683fd5187a058dea82683</td>\n",
       "      <td>100.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>all</td>\n",
       "      <td>0xf089874165be0377680683fd5187a058dea82683</td>\n",
       "      <td>100.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>quickstart</td>\n",
       "      <td>0x49f4e3d8edc85efda9b0a36d96e406a59b13fcc2</td>\n",
       "      <td>50.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  month_year_week market_creator                              trader_address  \\\n",
       "0          Jul-21            all  0x95ecc70d9f4feb162ed9f41c4432d990c36c8f57   \n",
       "1          Jul-21     quickstart  0x95ecc70d9f4feb162ed9f41c4432d990c36c8f57   \n",
       "2          Jul-21     quickstart  0xf089874165be0377680683fd5187a058dea82683   \n",
       "3          Jul-21            all  0xf089874165be0377680683fd5187a058dea82683   \n",
       "4          Jul-21     quickstart  0x49f4e3d8edc85efda9b0a36d96e406a59b13fcc2   \n",
       "\n",
       "   winning_trade  \n",
       "0      33.333333  \n",
       "1      33.333333  \n",
       "2     100.000000  \n",
       "3     100.000000  \n",
       "4      50.000000  "
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from tqdm import tqdm\n",
    "\n",
    "market_all = all_trades.copy(deep=True)\n",
    "market_all[\"market_creator\"] = \"all\"\n",
    "\n",
    "# merging both dataframes\n",
    "final_traders = pd.concat([market_all, all_trades], ignore_index=True)\n",
    "final_traders = final_traders.sort_values(\n",
    "        by=\"creation_timestamp\", ascending=True)\n",
    "\n",
    "\n",
    "winning_df = win_metrics_trader_level(final_traders)\n",
    "winning_df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "winning_df = compute_winning_metrics_by_trader(all_trades)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [],
   "source": [
    "winning_pearl = winning_df.loc[winning_df[\"market_creator\"]==\"pearl\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>month_year_week</th>\n",
       "      <th>market_creator</th>\n",
       "      <th>trader_address</th>\n",
       "      <th>winning_trade</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>pearl</td>\n",
       "      <td>0xe283e408c6017447da9fe092d52c386753699680</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>pearl</td>\n",
       "      <td>0x913dedfcfb335a49509b67acb3b1ab2612a5c0c9</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>30</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>pearl</td>\n",
       "      <td>0x1b9e28e7f817e1312636a485f31cca8a4be61fac</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>pearl</td>\n",
       "      <td>0xe0113a139f591efa8bf5e19308c7c27199682d77</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>37</th>\n",
       "      <td>Jul-21</td>\n",
       "      <td>pearl</td>\n",
       "      <td>0x66a022b113b41e08d90cfd9468b8b6565d6ea995</td>\n",
       "      <td>100.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   month_year_week market_creator                              trader_address  \\\n",
       "7           Jul-21          pearl  0xe283e408c6017447da9fe092d52c386753699680   \n",
       "29          Jul-21          pearl  0x913dedfcfb335a49509b67acb3b1ab2612a5c0c9   \n",
       "30          Jul-21          pearl  0x1b9e28e7f817e1312636a485f31cca8a4be61fac   \n",
       "33          Jul-21          pearl  0xe0113a139f591efa8bf5e19308c7c27199682d77   \n",
       "37          Jul-21          pearl  0x66a022b113b41e08d90cfd9468b8b6565d6ea995   \n",
       "\n",
       "    winning_trade  \n",
       "7             0.0  \n",
       "29          100.0  \n",
       "30            0.0  \n",
       "33            0.0  \n",
       "37          100.0  "
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "winning_pearl.head()"
   ]
  }
 ],
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   "display_name": "hf_dashboards",
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