|
import pandas as pd |
|
from profitability import DATA_DIR, DEFAULT_MECH_FEE, summary_analyse |
|
from tqdm import tqdm |
|
|
|
|
|
def update_roi(row: pd.DataFrame) -> float: |
|
new_value = row.net_earnings / ( |
|
row.collateral_amount |
|
+ row.trade_fee_amount |
|
+ row.num_mech_calls * DEFAULT_MECH_FEE |
|
) |
|
return new_value |
|
|
|
|
|
def update_trade_nr_mech_calls(non_agents: bool = False): |
|
try: |
|
all_trades_df = pd.read_parquet(DATA_DIR / "all_trades_profitability.parquet") |
|
tools = pd.read_parquet(DATA_DIR / "tools.parquet") |
|
except Exception as e: |
|
print(f"Error reading the profitability and tools parquet files") |
|
|
|
traders = list(all_trades_df.trader_address.unique()) |
|
if non_agents: |
|
traders = list( |
|
all_trades_df.loc[ |
|
all_trades_df["staking"] == "non_agent" |
|
].trader_address.unique() |
|
) |
|
|
|
print("before updating") |
|
print( |
|
all_trades_df.loc[ |
|
all_trades_df["staking"] == "non_agent" |
|
].num_mech_calls.describe() |
|
) |
|
for trader in tqdm(traders, desc=f"Updating Traders mech calls", unit="traders"): |
|
tools_usage = tools[tools["trader_address"] == trader] |
|
if len(tools_usage) == 0: |
|
tqdm.write(f"trader with no tools usage found {trader}") |
|
all_trades_df.loc[ |
|
all_trades_df["trader_address"] == trader, "nr_mech_calls" |
|
] = 0 |
|
|
|
all_trades_df["roi"] = all_trades_df.apply(lambda x: update_roi(x), axis=1) |
|
print("after updating") |
|
print( |
|
all_trades_df.loc[ |
|
all_trades_df["staking"] == "non_agent" |
|
].num_mech_calls.describe() |
|
) |
|
|
|
|
|
all_trades_df.to_parquet(DATA_DIR / "all_trades_profitability.parquet", index=False) |
|
print("Summarising trades...") |
|
summary_df = summary_analyse(all_trades_df) |
|
summary_df.to_parquet(DATA_DIR / "summary_profitability.parquet", index=False) |
|
|
|
|
|
if __name__ == "__main__": |
|
update_trade_nr_mech_calls(non_agents=True) |
|
|
