rosacastillo
commited on
Commit
·
a8f865e
1
Parent(s):
2309882
updating the metrics graph
Browse files- app.py +11 -11
- tabs/metrics.py +92 -20
app.py
CHANGED
@@ -22,6 +22,7 @@ from tabs.metrics import (
|
|
22 |
default_metric,
|
23 |
plot_trade_details,
|
24 |
plot2_trade_details,
|
|
|
25 |
)
|
26 |
|
27 |
from tabs.tool_win import (
|
@@ -192,15 +193,15 @@ with demo:
|
|
192 |
with gr.Row():
|
193 |
gr.Markdown("# Trend of weekly trades")
|
194 |
with gr.Row():
|
195 |
-
with gr.Column():
|
196 |
qs_trades_by_week = plot_trades_per_market_by_week(
|
197 |
trades_df=trades_by_market, market_type="quickstart"
|
198 |
)
|
199 |
-
with gr.Column():
|
200 |
pearl_trades_by_week = plot_trades_per_market_by_week(
|
201 |
trades_df=trades_by_market, market_type="pearl"
|
202 |
)
|
203 |
-
with gr.Column():
|
204 |
all_trades_by_week = plot_trades_per_market_by_week(
|
205 |
trades_df=trades_by_market, market_type="all"
|
206 |
)
|
@@ -208,15 +209,15 @@ with demo:
|
|
208 |
with gr.Row():
|
209 |
gr.Markdown("# Percentage of winning trades per week")
|
210 |
with gr.Row():
|
211 |
-
with gr.Column():
|
212 |
qs_wtrades_by_week = plot_winning_trades_per_market_by_week(
|
213 |
trades_df=winning_trades_by_market, market_type="quickstart"
|
214 |
)
|
215 |
-
with gr.Column():
|
216 |
pearl_wtrades_by_week = plot_winning_trades_per_market_by_week(
|
217 |
trades_df=winning_trades_by_market, market_type="pearl"
|
218 |
)
|
219 |
-
with gr.Column():
|
220 |
all_wtrades_by_week = plot_winning_trades_per_market_by_week(
|
221 |
trades_df=winning_trades_by_market, market_type="all"
|
222 |
)
|
@@ -230,14 +231,13 @@ with demo:
|
|
230 |
value=default_metric,
|
231 |
)
|
232 |
with gr.Row():
|
233 |
-
trade_details_plot =
|
234 |
-
metric_name=default_metric,
|
|
|
235 |
)
|
236 |
|
237 |
def update_trade_details(trade_detail):
|
238 |
-
return
|
239 |
-
metric_name=trade_detail, trades_df=trades_df
|
240 |
-
)
|
241 |
|
242 |
trade_details_selector.change(
|
243 |
update_trade_details,
|
|
|
22 |
default_metric,
|
23 |
plot_trade_details,
|
24 |
plot2_trade_details,
|
25 |
+
plot_trade_metrics,
|
26 |
)
|
27 |
|
28 |
from tabs.tool_win import (
|
|
|
193 |
with gr.Row():
|
194 |
gr.Markdown("# Trend of weekly trades")
|
195 |
with gr.Row():
|
196 |
+
with gr.Column(min_width=400):
|
197 |
qs_trades_by_week = plot_trades_per_market_by_week(
|
198 |
trades_df=trades_by_market, market_type="quickstart"
|
199 |
)
|
200 |
+
with gr.Column(min_width=400):
|
201 |
pearl_trades_by_week = plot_trades_per_market_by_week(
|
202 |
trades_df=trades_by_market, market_type="pearl"
|
203 |
)
|
204 |
+
with gr.Column(min_width=400):
|
205 |
all_trades_by_week = plot_trades_per_market_by_week(
|
206 |
trades_df=trades_by_market, market_type="all"
|
207 |
)
|
|
|
209 |
with gr.Row():
|
210 |
gr.Markdown("# Percentage of winning trades per week")
|
211 |
with gr.Row():
|
212 |
+
with gr.Column(min_width=400):
|
213 |
qs_wtrades_by_week = plot_winning_trades_per_market_by_week(
|
214 |
trades_df=winning_trades_by_market, market_type="quickstart"
|
215 |
)
|
216 |
+
with gr.Column(min_width=400):
|
217 |
pearl_wtrades_by_week = plot_winning_trades_per_market_by_week(
|
218 |
trades_df=winning_trades_by_market, market_type="pearl"
|
219 |
)
|
220 |
+
with gr.Column(min_width=400):
|
221 |
all_wtrades_by_week = plot_winning_trades_per_market_by_week(
|
222 |
trades_df=winning_trades_by_market, market_type="all"
|
223 |
)
|
|
|
231 |
value=default_metric,
|
232 |
)
|
233 |
with gr.Row():
|
234 |
+
trade_details_plot = plot_trade_metrics(
|
235 |
+
metric_name=default_metric,
|
236 |
+
trades_df=trades_df,
|
237 |
)
|
238 |
|
239 |
def update_trade_details(trade_detail):
|
240 |
+
return plot_trade_metrics(metric_name=trade_detail, trades_df=trades_df)
|
|
|
|
|
241 |
|
242 |
trade_details_selector.change(
|
243 |
update_trade_details,
|
tabs/metrics.py
CHANGED
@@ -59,7 +59,53 @@ def plot_trade_details(metric_name: str, trades_df: pd.DataFrame) -> gr.LinePlot
|
|
59 |
)
|
60 |
|
61 |
|
62 |
-
def
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63 |
"""Plots the trade details for the given trade detail."""
|
64 |
|
65 |
if metric_name == "mech calls":
|
@@ -81,29 +127,55 @@ def plot2_trade_details(metric_name: str, trades_df: pd.DataFrame) -> gr.Plot:
|
|
81 |
column_name = metric_name
|
82 |
yaxis_title = "Gross profit per trade (xDAI)"
|
83 |
|
84 |
-
|
85 |
-
|
86 |
-
|
87 |
-
trades_filtered.groupby("month_year_week", sort=False)[column_name]
|
88 |
-
.quantile([0.25, 0.5, 0.75])
|
89 |
-
.unstack()
|
90 |
)
|
91 |
-
|
92 |
-
|
93 |
-
|
94 |
-
"
|
95 |
-
|
96 |
-
|
97 |
-
|
98 |
-
|
99 |
-
# reformat the data as percentile, date, value
|
100 |
-
trades_filtered = trades_filtered.melt(
|
101 |
-
id_vars=["month_year_week"], var_name="percentile", value_name=metric_name
|
102 |
)
|
103 |
|
104 |
-
|
105 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
106 |
)
|
|
|
107 |
fig.update_layout(
|
108 |
xaxis_title="Week",
|
109 |
yaxis_title=yaxis_title,
|
|
|
59 |
)
|
60 |
|
61 |
|
62 |
+
def get_metrics(
|
63 |
+
metric_name: str, column_name: str, market_creator: str, trades_df: pd.DataFrame
|
64 |
+
) -> pd.DataFrame:
|
65 |
+
# this is to filter out the data before 2023-09-01
|
66 |
+
trades_filtered = trades_df[trades_df["creation_timestamp"] > "2023-09-01"]
|
67 |
+
if market_creator != "all":
|
68 |
+
trades_filtered = trades_filtered.loc[
|
69 |
+
trades_filtered["market_creator"] == market_creator
|
70 |
+
]
|
71 |
+
|
72 |
+
trades_filtered = (
|
73 |
+
trades_filtered.groupby("month_year_week", sort=False)[column_name]
|
74 |
+
.quantile([0.25, 0.5, 0.75])
|
75 |
+
.unstack()
|
76 |
+
)
|
77 |
+
# reformat the data as percentile, date, value
|
78 |
+
trades_filtered = trades_filtered.melt(
|
79 |
+
id_vars=["month_year_week"], var_name="percentile", value_name=metric_name
|
80 |
+
)
|
81 |
+
trades_filtered.columns = trades_filtered.columns.astype(str)
|
82 |
+
trades_filtered.reset_index(inplace=True)
|
83 |
+
trades_filtered.columns = [
|
84 |
+
"month_year_week",
|
85 |
+
"25th_percentile",
|
86 |
+
"50th_percentile",
|
87 |
+
"75th_percentile",
|
88 |
+
]
|
89 |
+
# reformat the data as percentile, date, value
|
90 |
+
trades_filtered = trades_filtered.melt(
|
91 |
+
id_vars=["month_year_week"], var_name="percentile", value_name=metric_name
|
92 |
+
)
|
93 |
+
return trades_filtered
|
94 |
+
|
95 |
+
|
96 |
+
def get_boxplot_metrics(
|
97 |
+
metric_name: str, column_name: str, trades_df: pd.DataFrame
|
98 |
+
) -> pd.DataFrame:
|
99 |
+
# this is to filter out the data before 2023-09-01
|
100 |
+
trades_filtered = trades_df[trades_df["creation_timestamp"] > "2023-09-01"]
|
101 |
+
trades_filtered = trades_filtered[
|
102 |
+
["month_year_week", "market_creator", column_name]
|
103 |
+
]
|
104 |
+
|
105 |
+
|
106 |
+
def plot2_trade_details(
|
107 |
+
metric_name: str, market_creator: str, trades_df: pd.DataFrame
|
108 |
+
) -> gr.Plot:
|
109 |
"""Plots the trade details for the given trade detail."""
|
110 |
|
111 |
if metric_name == "mech calls":
|
|
|
127 |
column_name = metric_name
|
128 |
yaxis_title = "Gross profit per trade (xDAI)"
|
129 |
|
130 |
+
trades_filtered = get_metrics(metric_name, column_name, market_creator, trades_df)
|
131 |
+
fig = px.line(
|
132 |
+
trades_filtered, x="month_year_week", y=metric_name, color="percentile"
|
|
|
|
|
|
|
133 |
)
|
134 |
+
fig.update_layout(
|
135 |
+
xaxis_title="Week",
|
136 |
+
yaxis_title=yaxis_title,
|
137 |
+
legend=dict(yanchor="top", y=0.5),
|
138 |
+
)
|
139 |
+
fig.update_xaxes(tickformat="%b %d\n%Y")
|
140 |
+
return gr.Plot(
|
141 |
+
value=fig,
|
|
|
|
|
|
|
142 |
)
|
143 |
|
144 |
+
|
145 |
+
def plot_trade_metrics(metric_name: str, trades_df: pd.DataFrame) -> gr.Plot:
|
146 |
+
"""Plots the trade metrics."""
|
147 |
+
|
148 |
+
if metric_name == "mech calls":
|
149 |
+
metric_name = "mech_calls"
|
150 |
+
column_name = "num_mech_calls"
|
151 |
+
yaxis_title = "Nr of mech calls per trade"
|
152 |
+
elif metric_name == "ROI":
|
153 |
+
column_name = "roi"
|
154 |
+
yaxis_title = "ROI (net profit/cost)"
|
155 |
+
elif metric_name == "collateral amount":
|
156 |
+
metric_name = "collateral_amount"
|
157 |
+
column_name = metric_name
|
158 |
+
yaxis_title = "Collateral amount per trade (xDAI)"
|
159 |
+
elif metric_name == "net earnings":
|
160 |
+
metric_name = "net_earnings"
|
161 |
+
column_name = metric_name
|
162 |
+
yaxis_title = "Net profit per trade (xDAI)"
|
163 |
+
else: # earnings
|
164 |
+
column_name = metric_name
|
165 |
+
yaxis_title = "Gross profit per trade (xDAI)"
|
166 |
+
|
167 |
+
trades_filtered = trades_df[trades_df["creation_timestamp"] > "2023-09-01"]
|
168 |
+
trades_filtered = trades_filtered[
|
169 |
+
["month_year_week", "market_creator", column_name]
|
170 |
+
]
|
171 |
+
fig = px.box(
|
172 |
+
trades_filtered,
|
173 |
+
x="month_year_week",
|
174 |
+
y=column_name,
|
175 |
+
color="market_creator",
|
176 |
+
color_discrete_sequence=["goldenrod", "purple"],
|
177 |
)
|
178 |
+
fig.update_traces(boxmean=True)
|
179 |
fig.update_layout(
|
180 |
xaxis_title="Week",
|
181 |
yaxis_title=yaxis_title,
|