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https://github.com/bitcoinresearchkit/brk.git
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global: MASSIVE snapshot
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nym21
@@ -132,36 +132,93 @@ pub fn generate_endpoint_class(output: &mut String) {
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writeln!(
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output,
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r#"# Date conversion constants
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_GENESIS = date(2009, 1, 3) # dateindex 0, weekindex 0
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_DAY_ONE = date(2009, 1, 9) # dateindex 1 (6 day gap after genesis)
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_DATE_INDEXES = frozenset(['dateindex', 'weekindex', 'monthindex', 'yearindex', 'quarterindex', 'semesterindex', 'decadeindex'])
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_GENESIS = date(2009, 1, 3) # day1 0, week1 0
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_DAY_ONE = date(2009, 1, 9) # day1 1 (6 day gap after genesis)
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_EPOCH = datetime(2009, 1, 1, tzinfo=timezone.utc)
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_DATE_INDEXES = frozenset([
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'minute1', 'minute5', 'minute10', 'minute30',
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'hour1', 'hour4', 'hour12',
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'day1', 'day3', 'week1',
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'month1', 'month3', 'month6',
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'year1', 'year10',
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])
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def is_date_index(index: str) -> bool:
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"""Check if an index type is date-based."""
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return index in _DATE_INDEXES
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def index_to_date(index: str, i: int) -> date:
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"""Convert an index value to a date for date-based indexes."""
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if index == 'dateindex':
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def _index_to_date(index: str, i: int) -> Union[date, datetime]:
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"""Convert an index value to a date/datetime for date-based indexes."""
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if index == 'minute1':
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return _EPOCH + timedelta(minutes=i)
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elif index == 'minute5':
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return _EPOCH + timedelta(minutes=i * 5)
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elif index == 'minute10':
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return _EPOCH + timedelta(minutes=i * 10)
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elif index == 'minute30':
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return _EPOCH + timedelta(minutes=i * 30)
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elif index == 'hour1':
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return _EPOCH + timedelta(hours=i)
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elif index == 'hour4':
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return _EPOCH + timedelta(hours=i * 4)
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elif index == 'hour12':
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return _EPOCH + timedelta(hours=i * 12)
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elif index == 'day1':
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return _GENESIS if i == 0 else _DAY_ONE + timedelta(days=i - 1)
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elif index == 'weekindex':
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elif index == 'day3':
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return _EPOCH.date() + timedelta(days=i * 3)
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elif index == 'week1':
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return _GENESIS + timedelta(weeks=i)
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elif index == 'monthindex':
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elif index == 'month1':
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return date(2009 + i // 12, i % 12 + 1, 1)
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elif index == 'yearindex':
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return date(2009 + i, 1, 1)
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elif index == 'quarterindex':
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elif index == 'month3':
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m = i * 3
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return date(2009 + m // 12, m % 12 + 1, 1)
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elif index == 'semesterindex':
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elif index == 'month6':
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m = i * 6
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return date(2009 + m // 12, m % 12 + 1, 1)
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elif index == 'decadeindex':
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elif index == 'year1':
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return date(2009 + i, 1, 1)
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elif index == 'year10':
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return date(2009 + i * 10, 1, 1)
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else:
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raise ValueError(f"{{index}} is not a date-based index")
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def _date_to_index(index: str, d: Union[date, datetime]) -> int:
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"""Convert a date/datetime to an index value for date-based indexes.
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Returns the floor index (latest index whose date is <= the given date).
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For sub-day indexes (minute*, hour*), a plain date is treated as midnight UTC.
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"""
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if index in ('minute1', 'minute5', 'minute10', 'minute30', 'hour1', 'hour4', 'hour12'):
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if isinstance(d, datetime):
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dt = d if d.tzinfo else d.replace(tzinfo=timezone.utc)
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else:
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dt = datetime(d.year, d.month, d.day, tzinfo=timezone.utc)
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secs = int((dt - _EPOCH).total_seconds())
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div = {{'minute1': 60, 'minute5': 300, 'minute10': 600, 'minute30': 1800,
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'hour1': 3600, 'hour4': 14400, 'hour12': 43200}}
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return secs // div[index]
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dd = d.date() if isinstance(d, datetime) else d
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if index == 'day1':
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if dd < _DAY_ONE:
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return 0
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return 1 + (dd - _DAY_ONE).days
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elif index == 'day3':
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return (dd - date(2009, 1, 1)).days // 3
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elif index == 'week1':
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return (dd - _GENESIS).days // 7
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elif index == 'month1':
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return (dd.year - 2009) * 12 + (dd.month - 1)
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elif index == 'month3':
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return (dd.year - 2009) * 4 + (dd.month - 1) // 3
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elif index == 'month6':
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return (dd.year - 2009) * 2 + (dd.month - 1) // 6
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elif index == 'year1':
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return dd.year - 2009
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elif index == 'year10':
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return (dd.year - 2009) // 10
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else:
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raise ValueError(f"{{index}} is not a date-based index")
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@dataclass
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class MetricData(Generic[T]):
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"""Metric data with range information."""
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@@ -173,71 +230,64 @@ class MetricData(Generic[T]):
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stamp: str
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data: List[T]
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def dates(self) -> List[date]:
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"""Convert index range to dates. Only works for date-based indexes."""
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return [index_to_date(self.index, i) for i in range(self.start, self.end)]
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@property
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def is_date_based(self) -> bool:
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"""Whether this metric uses a date-based index."""
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return self.index in _DATE_INDEXES
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def dates(self) -> list:
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"""Get dates for the index range. Date-based indexes only, throws otherwise."""
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return [_index_to_date(self.index, i) for i in range(self.start, self.end)]
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def indexes(self) -> List[int]:
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"""Get index range as list."""
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"""Get raw index numbers."""
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return list(range(self.start, self.end))
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def to_date_dict(self) -> dict[date, T]:
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"""Return data as {{date: value}} dict. Only works for date-based indexes."""
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return dict(zip(self.dates(), self.data))
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def keys(self) -> list:
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"""Get keys: dates for date-based indexes, index numbers otherwise."""
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return self.dates() if self.is_date_based else self.indexes()
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def to_index_dict(self) -> dict[int, T]:
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"""Return data as {{index: value}} dict."""
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return dict(zip(range(self.start, self.end), self.data))
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def items(self) -> list:
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"""Get (key, value) pairs: keys are dates for date-based, numbers otherwise."""
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return list(zip(self.keys(), self.data))
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def date_items(self) -> List[Tuple[date, T]]:
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"""Return data as [(date, value), ...] pairs. Only works for date-based indexes."""
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return list(zip(self.dates(), self.data))
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def to_dict(self) -> dict:
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"""Return {{key: value}} dict: keys are dates for date-based, numbers otherwise."""
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return dict(zip(self.keys(), self.data))
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def index_items(self) -> List[Tuple[int, T]]:
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"""Return data as [(index, value), ...] pairs."""
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return list(zip(range(self.start, self.end), self.data))
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def iter(self) -> Iterator[Tuple[int, T]]:
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"""Iterate over (index, value) pairs."""
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return iter(zip(range(self.start, self.end), self.data))
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def iter_dates(self) -> Iterator[Tuple[date, T]]:
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"""Iterate over (date, value) pairs. Date-based indexes only."""
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return iter(zip(self.dates(), self.data))
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def __iter__(self) -> Iterator[Tuple[int, T]]:
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"""Default iteration over (index, value) pairs."""
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return self.iter()
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def __iter__(self):
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"""Iterate over (key, value) pairs. Keys are dates for date-based, numbers otherwise."""
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return iter(zip(self.keys(), self.data))
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def to_polars(self, with_dates: bool = True) -> pl.DataFrame:
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"""Convert to Polars DataFrame. Requires polars to be installed.
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Returns a DataFrame with columns:
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- 'date' (date) and 'value' (T) if with_dates=True and index is date-based
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- 'index' (int) and 'value' (T) otherwise
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- 'date' and 'value' if with_dates=True and index is date-based
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- 'index' and 'value' otherwise
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"""
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try:
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import polars as pl # type: ignore[import-not-found]
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except ImportError:
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raise ImportError("polars is required: pip install polars")
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if with_dates and self.index in _DATE_INDEXES:
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if with_dates and self.is_date_based:
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return pl.DataFrame({{"date": self.dates(), "value": self.data}})
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return pl.DataFrame({{"index": list(range(self.start, self.end)), "value": self.data}})
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return pl.DataFrame({{"index": self.indexes(), "value": self.data}})
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def to_pandas(self, with_dates: bool = True) -> pd.DataFrame:
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"""Convert to Pandas DataFrame. Requires pandas to be installed.
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Returns a DataFrame with columns:
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- 'date' (date) and 'value' (T) if with_dates=True and index is date-based
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- 'index' (int) and 'value' (T) otherwise
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- 'date' and 'value' if with_dates=True and index is date-based
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- 'index' and 'value' otherwise
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"""
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try:
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import pandas as pd # type: ignore[import-not-found]
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except ImportError:
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raise ImportError("pandas is required: pip install pandas")
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if with_dates and self.index in _DATE_INDEXES:
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if with_dates and self.is_date_based:
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return pd.DataFrame({{"date": self.dates(), "value": self.data}})
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return pd.DataFrame({{"index": list(range(self.start, self.end)), "value": self.data}})
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return pd.DataFrame({{"index": self.indexes(), "value": self.data}})
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# Type alias for non-generic usage
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@@ -369,23 +419,36 @@ class MetricEndpointBuilder(Generic[T]):
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@overload
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def __getitem__(self, key: slice) -> RangeBuilder[T]: ...
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def __getitem__(self, key: Union[int, slice]) -> Union[SingleItemBuilder[T], RangeBuilder[T]]:
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"""Access single item or slice.
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def __getitem__(self, key: Union[int, slice, date, datetime]) -> Union[SingleItemBuilder[T], RangeBuilder[T]]:
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"""Access single item or slice. Accepts dates for date-based indexes.
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Examples:
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endpoint[5] # Single item at index 5
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endpoint[:10] # First 10
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endpoint[-5:] # Last 5
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endpoint[100:110] # Range 100-109
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endpoint[5] # Single item at index 5
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endpoint[:10] # First 10
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endpoint[-5:] # Last 5
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endpoint[100:110] # Range 100-109
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endpoint[date(2020, 1, 1):date(2023, 1, 1)] # Date range
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endpoint[date(2020, 1, 1):] # Since date
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"""
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if isinstance(key, (date, datetime)):
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idx = _date_to_index(self._config.index, key)
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return SingleItemBuilder(_EndpointConfig(
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self._config.client, self._config.name, self._config.index,
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idx, idx + 1
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))
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if isinstance(key, int):
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return SingleItemBuilder(_EndpointConfig(
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self._config.client, self._config.name, self._config.index,
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key, key + 1
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))
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start, stop = key.start, key.stop
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if isinstance(start, (date, datetime)):
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start = _date_to_index(self._config.index, start)
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if isinstance(stop, (date, datetime)):
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stop = _date_to_index(self._config.index, stop)
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return RangeBuilder(_EndpointConfig(
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self._config.client, self._config.name, self._config.index,
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key.start, key.stop
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start, stop
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))
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def head(self, n: int = 10) -> RangeBuilder[T]:
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@@ -462,7 +525,7 @@ pub fn generate_index_accessors(output: &mut String, patterns: &[IndexSetPattern
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if j > 0 {
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write!(output, ", ").unwrap();
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}
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write!(output, "'{}'", index.serialize_long()).unwrap();
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write!(output, "'{}'", index.name()).unwrap();
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}
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// Single-element tuple needs trailing comma
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if pattern.indexes.len() == 1 {
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@@ -496,7 +559,7 @@ pub fn generate_index_accessors(output: &mut String, patterns: &[IndexSetPattern
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.unwrap();
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for index in &pattern.indexes {
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let method_name = index_to_field_name(index);
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let index_name = index.serialize_long();
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let index_name = index.name();
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writeln!(
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output,
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" def {}(self) -> MetricEndpointBuilder[T]: return _ep(self._c, self._n, '{}')",
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