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brk: first commit
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nym21
325
_src/parser/datasets/transaction.rs
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325
_src/parser/datasets/transaction.rs
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use allocative::Allocative;
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use struct_iterable::Iterable;
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use crate::{
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parser::datasets::InsertData,
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structs::{BiMap, Config, DateMap, HeightMap, MapKind},
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utils::{
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ONE_DAY_IN_S, ONE_MONTH_IN_DAYS, ONE_WEEK_IN_DAYS, ONE_YEAR_IN_DAYS, TARGET_BLOCKS_PER_DAY,
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},
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};
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use super::{AnyDataset, ComputeData, MinInitialStates};
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#[derive(Allocative, Iterable)]
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pub struct TransactionDataset {
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min_initial_states: MinInitialStates,
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pub count: HeightMap<usize>,
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pub count_1d_sum: DateMap<usize>,
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pub volume: HeightMap<f64>,
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pub volume_1d_sum: DateMap<f64>,
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pub volume_in_dollars: HeightMap<f32>,
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pub volume_in_dollars_1d_sum: DateMap<f32>,
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// Average sent
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// Average sent in dollars
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// Median sent
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// Median sent in dollars
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// Min
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// Max
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// 10th 25th 75th 90th percentiles
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// type
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// version
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pub count_1w_sma: HeightMap<f32>,
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pub count_1d_sum_1w_sma: DateMap<f32>,
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pub count_1m_sma: HeightMap<f32>,
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pub count_1d_sum_1m_sma: DateMap<f32>,
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pub volume_1w_sma: HeightMap<f32>,
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pub volume_1d_sum_1w_sma: DateMap<f32>,
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pub volume_1m_sma: HeightMap<f32>,
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pub volume_1d_sum_1m_sma: DateMap<f32>,
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pub volume_in_dollars_1w_sma: HeightMap<f32>,
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pub volume_in_dollars_1d_sum_1w_sma: DateMap<f32>,
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pub volume_in_dollars_1m_sma: HeightMap<f32>,
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pub volume_in_dollars_1d_sum_1m_sma: DateMap<f32>,
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pub annualized_volume: DateMap<f32>,
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pub annualized_volume_in_dollars: DateMap<f32>,
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pub velocity: DateMap<f32>,
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pub transactions_per_second: BiMap<f32>,
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pub transactions_per_second_1w_sma: BiMap<f32>,
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pub transactions_per_second_1m_sma: BiMap<f32>,
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}
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impl TransactionDataset {
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pub fn import(config: &Config) -> color_eyre::Result<Self> {
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let f = |s: &str| config.path_datasets().join(s);
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let mut s = Self {
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min_initial_states: MinInitialStates::default(),
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// ---
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// Inserted
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// ---
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count: HeightMap::new_bin(1, MapKind::Inserted, &f("transaction_count")),
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count_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("transaction_count_1d_sum")),
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volume: HeightMap::new_bin(1, MapKind::Inserted, &f("transaction_volume")),
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volume_1d_sum: DateMap::new_bin(1, MapKind::Inserted, &f("transaction_volume_1d_sum")),
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volume_in_dollars: HeightMap::new_bin(
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1,
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MapKind::Inserted,
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&f("transaction_volume_in_dollars"),
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),
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volume_in_dollars_1d_sum: DateMap::new_bin(
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1,
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MapKind::Inserted,
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&f("transaction_volume_in_dollars_1d_sum"),
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),
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// ---
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// Inserted
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// ---
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count_1w_sma: HeightMap::new_bin(1, MapKind::Computed, &f("transaction_count_1w_sma")),
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count_1d_sum_1w_sma: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_count_1d_sum_1w_sma"),
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),
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count_1m_sma: HeightMap::new_bin(1, MapKind::Computed, &f("transaction_count_1m_sma")),
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count_1d_sum_1m_sma: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_count_1d_sum_1m_sma"),
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),
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volume_1w_sma: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_1w_sma"),
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),
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volume_1d_sum_1w_sma: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_1d_sum_1w_sma"),
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),
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volume_1m_sma: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_1m_sma"),
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),
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volume_1d_sum_1m_sma: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_1d_sum_1m_sma"),
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),
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volume_in_dollars_1w_sma: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_in_dollars_1w_sma"),
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),
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volume_in_dollars_1d_sum_1w_sma: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_in_dollars_1d_sum_1w_sma"),
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),
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volume_in_dollars_1m_sma: HeightMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_in_dollars_1m_sma"),
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),
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volume_in_dollars_1d_sum_1m_sma: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("transaction_volume_in_dollars_1d_sum_1m_sma"),
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),
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annualized_volume: DateMap::new_bin(
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1,
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MapKind::Computed,
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&f("annualized_transaction_volume"),
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),
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annualized_volume_in_dollars: DateMap::new_bin(
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2,
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MapKind::Computed,
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&f("annualized_transaction_volume_in_dollars"),
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),
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velocity: DateMap::new_bin(1, MapKind::Computed, &f("transaction_velocity")),
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transactions_per_second: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("transactions_per_second"),
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),
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transactions_per_second_1w_sma: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("transactions_per_second_1w_sma"),
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),
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transactions_per_second_1m_sma: BiMap::new_bin(
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1,
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MapKind::Computed,
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&f("transactions_per_second_1m_sma"),
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),
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};
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s.min_initial_states
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.consume(MinInitialStates::compute_from_dataset(&s, config));
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Ok(s)
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}
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pub fn insert(
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&mut self,
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&InsertData {
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height,
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date,
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amount_sent,
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transaction_count,
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is_date_last_block,
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date_blocks_range,
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block_price,
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..
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}: &InsertData,
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) {
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self.count.insert(height, transaction_count);
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self.volume.insert(height, amount_sent.to_btc());
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self.volume_in_dollars
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.insert(height, (block_price * amount_sent).to_dollar() as f32);
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if is_date_last_block {
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self.count_1d_sum
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.insert(date, self.count.sum_range(date_blocks_range));
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self.volume_1d_sum
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.insert(date, self.volume.sum_range(date_blocks_range));
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self.volume_in_dollars_1d_sum
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.insert(date, self.volume_in_dollars.sum_range(date_blocks_range));
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}
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}
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pub fn compute(
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&mut self,
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&ComputeData { heights, dates, .. }: &ComputeData,
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circulating_supply: &mut BiMap<f64>,
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block_interval: &mut HeightMap<u32>,
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) {
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self.count_1w_sma.multi_insert_simple_average(
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heights,
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&mut self.count,
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TARGET_BLOCKS_PER_DAY * ONE_WEEK_IN_DAYS,
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);
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self.count_1d_sum_1w_sma.multi_insert_simple_average(
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dates,
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&mut self.count_1d_sum,
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ONE_WEEK_IN_DAYS,
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);
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self.count_1m_sma.multi_insert_simple_average(
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heights,
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&mut self.count,
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TARGET_BLOCKS_PER_DAY * ONE_MONTH_IN_DAYS,
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);
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self.count_1d_sum_1m_sma.multi_insert_simple_average(
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dates,
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&mut self.count_1d_sum,
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ONE_MONTH_IN_DAYS,
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);
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self.volume_1w_sma.multi_insert_simple_average(
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heights,
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&mut self.volume,
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TARGET_BLOCKS_PER_DAY * ONE_WEEK_IN_DAYS,
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);
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self.volume_1d_sum_1w_sma.multi_insert_simple_average(
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dates,
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&mut self.volume_1d_sum,
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ONE_WEEK_IN_DAYS,
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);
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self.volume_1m_sma.multi_insert_simple_average(
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heights,
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&mut self.volume,
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TARGET_BLOCKS_PER_DAY * ONE_MONTH_IN_DAYS,
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);
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self.volume_1d_sum_1m_sma.multi_insert_simple_average(
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dates,
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&mut self.volume_1d_sum,
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ONE_MONTH_IN_DAYS,
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);
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self.volume_in_dollars_1w_sma.multi_insert_simple_average(
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heights,
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&mut self.volume_in_dollars,
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TARGET_BLOCKS_PER_DAY * ONE_WEEK_IN_DAYS,
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);
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self.volume_in_dollars_1d_sum_1w_sma
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.multi_insert_simple_average(
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dates,
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&mut self.volume_in_dollars_1d_sum,
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ONE_WEEK_IN_DAYS,
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);
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self.volume_in_dollars_1m_sma.multi_insert_simple_average(
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heights,
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&mut self.volume_in_dollars,
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TARGET_BLOCKS_PER_DAY * ONE_MONTH_IN_DAYS,
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);
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self.volume_in_dollars_1d_sum_1m_sma
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.multi_insert_simple_average(
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dates,
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&mut self.volume_in_dollars_1d_sum,
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ONE_MONTH_IN_DAYS,
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);
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self.annualized_volume.multi_insert_last_x_sum(
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dates,
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&mut self.volume_1d_sum,
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ONE_YEAR_IN_DAYS,
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);
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self.annualized_volume_in_dollars.multi_insert_last_x_sum(
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dates,
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&mut self.volume_in_dollars_1d_sum,
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ONE_YEAR_IN_DAYS,
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);
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self.velocity.multi_insert_divide(
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dates,
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&mut self.annualized_volume,
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&mut circulating_supply.date,
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);
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self.transactions_per_second.height.multi_insert_divide(
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heights,
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&mut self.count,
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block_interval,
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);
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self.transactions_per_second
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.date
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.multi_insert_simple_transform(dates, &mut self.count_1d_sum, |count, date| {
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count as f32 / (date.get_day_completion() as f32 * ONE_DAY_IN_S as f32)
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});
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self.transactions_per_second_1w_sma
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.multi_insert_simple_average(
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heights,
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dates,
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&mut self.transactions_per_second,
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ONE_WEEK_IN_DAYS,
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);
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self.transactions_per_second_1m_sma
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.multi_insert_simple_average(
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heights,
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dates,
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&mut self.transactions_per_second,
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ONE_MONTH_IN_DAYS,
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);
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}
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}
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impl AnyDataset for TransactionDataset {
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fn get_min_initial_states(&self) -> &MinInitialStates {
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&self.min_initial_states
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}
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}
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