import pandas as pd try: from utils import ROOT_DIR, TMP_DIR except ImportError: from scripts.utils import ROOT_DIR, TMP_DIR from datetime import datetime, timezone from tqdm import tqdm def transform_to_datetime(x): return datetime.fromtimestamp(int(x), tz=timezone.utc) def compute_weekly_total_mech_calls( trader: str, week: str, weekly_trades: pd.DataFrame, weekly_tools: pd.DataFrame ) -> dict: weekly_total_mech_calls_dict = {} weekly_total_mech_calls_dict["trader_address"] = trader weekly_total_mech_calls_dict["month_year_week"] = week weekly_total_mech_calls_dict["total_trades"] = len(weekly_trades) weekly_total_mech_calls_dict["total_mech_calls"] = len(weekly_tools) return weekly_total_mech_calls_dict def compute_total_mech_calls(): """Function to compute the total number of mech calls for all traders and all markets at a weekly level""" try: print("Reading tools file") tools = pd.read_parquet(TMP_DIR / "tools.parquet") tools["request_time"] = pd.to_datetime(tools["request_time"], utc=True) tools["request_date"] = tools["request_time"].dt.date tools = tools.sort_values(by="request_time", ascending=True) tools["month_year_week"] = ( tools["request_time"] .dt.to_period("W") .dt.start_time.dt.strftime("%b-%d-%Y") ) except Exception as e: print(f"Error updating the invalid trades parquet {e}") print("Reading trades weekly info file") fpmmTrades = pd.read_parquet(TMP_DIR / "fpmmTrades.parquet") try: fpmmTrades["creationTimestamp"] = fpmmTrades["creationTimestamp"].apply( lambda x: transform_to_datetime(x) ) except Exception as e: print(f"Transformation not needed") fpmmTrades["creation_timestamp"] = pd.to_datetime(fpmmTrades["creationTimestamp"]) fpmmTrades["creation_date"] = fpmmTrades["creation_timestamp"].dt.date fpmmTrades = fpmmTrades.sort_values(by="creation_timestamp", ascending=True) fpmmTrades["month_year_week"] = ( fpmmTrades["creation_timestamp"] .dt.to_period("W") .dt.start_time.dt.strftime("%b-%d-%Y") ) nr_traders = len(fpmmTrades["trader_address"].unique()) all_mech_calls = [] for trader in tqdm( fpmmTrades["trader_address"].unique(), total=nr_traders, desc="creating weekly mech calls dataframe", ): # compute the mech calls estimations for each trader all_trades = fpmmTrades[fpmmTrades["trader_address"] == trader] all_tools = tools[tools["trader_address"] == trader] weeks = fpmmTrades.month_year_week.unique() for week in weeks: weekly_trades = all_trades.loc[all_trades["month_year_week"] == week] weekly_tools = all_tools.loc[all_tools["month_year_week"] == week] weekly_mech_calls_dict = compute_weekly_total_mech_calls( trader, week, weekly_trades, weekly_tools ) all_mech_calls.append(weekly_mech_calls_dict) all_mech_calls_df: pd.DataFrame = pd.DataFrame.from_dict( all_mech_calls, orient="columns" ) print("Saving weekly_mech_calls.parquet file") print(all_mech_calls_df.total_mech_calls.describe()) all_mech_calls_df.to_parquet(ROOT_DIR / "weekly_mech_calls.parquet", index=False) if __name__ == "__main__": compute_total_mech_calls()