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parser: percentiles

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This commit is contained in:
k
2024-07-12 18:08:27 +02:00
parent 85835ac1d3
commit 6c7bd2a63a
4 changed files with 167 additions and 152 deletions
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parser/src/datasets/cointime.rs
+2 -2
View File
@@ -86,7 +86,7 @@ impl CointimeDataset {
cointime_value_stored: BiMap::new_bin(1, &f("cointime_value_stored")), cointime_value_stored: BiMap::new_bin(1, &f("cointime_value_stored")),
concurrent_liveliness: BiMap::new_bin(1, &f("concurrent_liveliness")), concurrent_liveliness: BiMap::new_bin(1, &f("concurrent_liveliness")),
concurrent_liveliness_2w_median: BiMap::new_bin( concurrent_liveliness_2w_median: BiMap::new_bin(
1, 2,
&f("concurrent_liveliness_2w_median"), &f("concurrent_liveliness_2w_median"),
), ),
cumulative_coinblocks_created: BiMap::new_bin(1, &f("cumulative_coinblocks_created")), cumulative_coinblocks_created: BiMap::new_bin(1, &f("cumulative_coinblocks_created")),
@@ -100,7 +100,7 @@ impl CointimeDataset {
liveliness: BiMap::new_bin(1, &f("liveliness")), liveliness: BiMap::new_bin(1, &f("liveliness")),
liveliness_net_change: BiMap::new_bin(1, &f("liveliness_net_change")), liveliness_net_change: BiMap::new_bin(1, &f("liveliness_net_change")),
liveliness_net_change_2w_median: BiMap::new_bin( liveliness_net_change_2w_median: BiMap::new_bin(
2, 3,
&f("liveliness_net_change_2w_median"), &f("liveliness_net_change_2w_median"),
), ),
producerness: BiMap::new_bin(1, &f("producerness")), producerness: BiMap::new_bin(1, &f("producerness")),
parser/src/datasets/subs/ratio.rs
+12 -12
View File
@@ -46,18 +46,18 @@ impl RatioDataset {
2, 2,
&f_ratio("ratio_1y_sma_momentum_oscillator"), &f_ratio("ratio_1y_sma_momentum_oscillator"),
), ),
ratio_99p: BiMap::new_bin(1, &f_ratio("ratio_99p")), ratio_99p: BiMap::new_bin(3, &f_ratio("ratio_99p")),
ratio_99_5p: BiMap::new_bin(1, &f_ratio("ratio_99_5p")), ratio_99_5p: BiMap::new_bin(3, &f_ratio("ratio_99_5p")),
ratio_99_9p: BiMap::new_bin(1, &f_ratio("ratio_99_9p")), ratio_99_9p: BiMap::new_bin(3, &f_ratio("ratio_99_9p")),
ratio_1p: BiMap::new_bin(1, &f_ratio("ratio_1p")), ratio_1p: BiMap::new_bin(3, &f_ratio("ratio_1p")),
ratio_0_5p: BiMap::new_bin(1, &f_ratio("ratio_0_5p")), ratio_0_5p: BiMap::new_bin(3, &f_ratio("ratio_0_5p")),
ratio_0_1p: BiMap::new_bin(1, &f_ratio("ratio_0_1p")), ratio_0_1p: BiMap::new_bin(3, &f_ratio("ratio_0_1p")),
price_99p: BiMap::new_bin(1, &f_price("99p")), price_99p: BiMap::new_bin(3, &f_price("99p")),
price_99_5p: BiMap::new_bin(1, &f_price("99_5p")), price_99_5p: BiMap::new_bin(3, &f_price("99_5p")),
price_99_9p: BiMap::new_bin(1, &f_price("99_9p")), price_99_9p: BiMap::new_bin(3, &f_price("99_9p")),
price_1p: BiMap::new_bin(1, &f_price("1p")), price_1p: BiMap::new_bin(3, &f_price("1p")),
price_0_5p: BiMap::new_bin(1, &f_price("0_5p")), price_0_5p: BiMap::new_bin(3, &f_price("0_5p")),
price_0_1p: BiMap::new_bin(1, &f_price("0_1p")), price_0_1p: BiMap::new_bin(3, &f_price("0_1p")),
}; };
s.min_initial_states s.min_initial_states
parser/src/structs/date_map.rs
+76 -72
View File
@@ -4,7 +4,7 @@ use std::{
fs, fs,
iter::Sum, iter::Sum,
mem, mem,
ops::{Add, Div, Mul, Sub}, ops::{Add, ControlFlow, Div, Mul, Sub},
path::{Path, PathBuf}, path::{Path, PathBuf},
}; };
@@ -731,30 +731,37 @@ where
let min_percentile_date = chrono::NaiveDate::from_ymd_opt(2012, 1, 1).unwrap(); let min_percentile_date = chrono::NaiveDate::from_ymd_opt(2012, 1, 1).unwrap();
let min_percentile_wdate = WNaiveDate::wrap(min_percentile_date); let min_percentile_wdate = WNaiveDate::wrap(min_percentile_date);
dates dates.iter().cloned().try_for_each(|date| {
.iter() if date < min_percentile_wdate {
.cloned() map_and_percentiles.iter_mut().for_each(|(map, _)| {
.filter(|date| date < &min_percentile_wdate) (*map).insert(date, T::from(f32::NAN).unwrap());
.for_each(|date| { });
if let Some(start) = days.map_or(Some(min_percentile_date), |size| { return ControlFlow::Continue::<()>(());
date.checked_sub_days(Days::new(size as u64)) }
}) {
if sorted_vec.is_none() {
let mut vec = start
.iter_days()
.take_while(|d| *d <= *date)
.flat_map(|date| self.get_or_import(&WNaiveDate::wrap(date)))
.map(|f| OrderedFloat(f))
.collect_vec();
if days.is_some() { if let Some(start) = days.map_or(Some(min_percentile_date), |size| {
ordered_vec.replace(VecDeque::from(vec.clone())); date.checked_sub_days(Days::new(size as u64))
} }) {
if sorted_vec.is_none() {
let mut vec = start
.iter_days()
.take_while(|d| *d <= *date)
.flat_map(|date| self.get_or_import(&WNaiveDate::wrap(date)))
.filter(|f| !f.is_nan())
.map(|f| OrderedFloat(f))
.collect_vec();
vec.sort_unstable(); if days.is_some() {
sorted_vec.replace(vec); ordered_vec.replace(VecDeque::from(vec.clone()));
} else { }
let float_value = OrderedFloat(self.get_or_import(&date).unwrap());
vec.sort_unstable();
sorted_vec.replace(vec);
} else {
let float_value = self.get_or_import(&date).unwrap();
if !float_value.is_nan() {
let float_value = OrderedFloat(float_value);
if let Some(days) = days { if let Some(days) = days {
if let Some(ordered_vec) = ordered_vec.as_mut() { if let Some(ordered_vec) = ordered_vec.as_mut() {
@@ -779,29 +786,38 @@ where
sorted_vec.as_mut().unwrap().insert(pos, float_value); sorted_vec.as_mut().unwrap().insert(pos, float_value);
} }
}
let vec = sorted_vec.as_ref().unwrap(); let vec = sorted_vec.as_ref().unwrap();
let len = vec.len(); let len = vec.len();
map_and_percentiles map_and_percentiles
.iter_mut() .iter_mut()
.for_each(|(map, percentile)| { .for_each(|(map, percentile)| {
if !(0.0..=1.0).contains(percentile) { if !(0.0..=1.0).contains(percentile) {
panic!("The percentile should be between 0.0 and 1.0"); panic!("The percentile should be between 0.0 and 1.0");
} }
let value = { let value = {
if vec.is_empty() { if vec.is_empty() {
T::default() T::default()
} else { } else {
let index = (len - 1) as f32 * *percentile; let index = (len - 1) as f32 * *percentile;
let fract = index.fract(); let fract = index.fract();
let fract_t = T::from(fract).unwrap(); let fract_t = T::from(fract).unwrap();
if fract != 0.0 { if fract != 0.0 {
(vec.get(index.ceil() as usize) (vec.get(index.ceil() as usize)
.unwrap_or_else(|| {
dbg!(vec, index, &self.path_all, &self.path_all, days);
panic!()
})
.0
* fract_t
+ vec
.get(index.floor() as usize)
.unwrap_or_else(|| { .unwrap_or_else(|| {
dbg!( dbg!(
vec, vec,
@@ -812,41 +828,29 @@ where
); );
panic!() panic!()
}) })
.0 .0)
* fract_t * T::from(1.0 - fract).unwrap()
+ vec } else {
.get(index.floor() as usize) vec.get(index.floor() as usize)
.unwrap_or_else(|| { .unwrap_or_else(|| {
dbg!( dbg!(vec, index);
vec, panic!();
index, })
&self.path_all, .0
&self.path_all,
days
);
panic!()
})
.0)
* T::from(1.0 - fract).unwrap()
} else {
vec.get(index.floor() as usize)
.unwrap_or_else(|| {
dbg!(vec, index);
panic!();
})
.0
}
} }
}; }
};
(*map).insert(date, value); (*map).insert(date, value);
});
} else {
map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(date, T::default());
}); });
} } else {
}); map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(date, T::default());
});
}
ControlFlow::Continue(())
});
} }
// //
parser/src/structs/height_map.rs
+77 -66
View File
@@ -5,7 +5,7 @@ use std::{
fs, fs,
iter::Sum, iter::Sum,
mem, mem,
ops::{Add, Div, Mul, RangeInclusive, Sub}, ops::{Add, ControlFlow, Div, Mul, RangeInclusive, Sub},
path::{Path, PathBuf}, path::{Path, PathBuf},
}; };
@@ -723,28 +723,36 @@ where
panic!("Should be 0"); panic!("Should be 0");
} }
heights heights.iter().cloned().try_for_each(|height| {
.iter() if height < min_percentile_height {
.cloned() map_and_percentiles.iter_mut().for_each(|(map, _)| {
.filter(|height| height < &min_percentile_height) (*map).insert(height, T::from(f32::NAN).unwrap());
.for_each(|height| { });
if let Some(start) = return ControlFlow::Continue::<()>(());
block_time.map_or(Some(min_percentile_height), |size| height.checked_sub(size)) }
{
if sorted_vec.is_none() {
let mut vec = (start..=height)
.map(|height| OrderedFloat(self.get_or_import(&height)))
.collect_vec();
if block_time.is_some() { if let Some(start) =
ordered_vec.replace(VecDeque::from(vec.clone())); block_time.map_or(Some(min_percentile_height), |size| height.checked_sub(size))
} {
if sorted_vec.is_none() {
let mut vec = (start..=height)
.map(|height| self.get_or_import(&height))
.filter(|f| !f.is_nan())
.map(|f| OrderedFloat(f))
.collect_vec();
vec.sort_unstable(); if block_time.is_some() {
ordered_vec.replace(VecDeque::from(vec.clone()));
}
sorted_vec.replace(vec); vec.sort_unstable();
} else {
let float_value = OrderedFloat(self.get_or_import(&height)); sorted_vec.replace(vec);
} else {
let float_value = self.get_or_import(&height);
if !float_value.is_nan() {
let float_value = OrderedFloat(float_value);
if block_time.is_some() { if block_time.is_some() {
let first = ordered_vec.as_mut().unwrap().pop_front().unwrap(); let first = ordered_vec.as_mut().unwrap().pop_front().unwrap();
@@ -762,69 +770,72 @@ where
sorted_vec.as_mut().unwrap().insert(pos, float_value); sorted_vec.as_mut().unwrap().insert(pos, float_value);
} }
}
let vec = sorted_vec.as_ref().unwrap(); let vec = sorted_vec.as_ref().unwrap();
let len = vec.len(); let len = vec.len();
map_and_percentiles map_and_percentiles
.iter_mut() .iter_mut()
.for_each(|(map, percentile)| { .for_each(|(map, percentile)| {
if !(0.0..=1.0).contains(percentile) { if !(0.0..=1.0).contains(percentile) {
panic!("The percentile should be between 0.0 and 1.0"); panic!("The percentile should be between 0.0 and 1.0");
} }
let value = { let value = {
if vec.is_empty() { if vec.is_empty() {
T::default() T::default()
} else { } else {
let index = (len - 1) as f32 * *percentile; let index = (len - 1) as f32 * *percentile;
let fract = index.fract(); let fract = index.fract();
let fract_t = T::from(fract).unwrap(); let fract_t = T::from(fract).unwrap();
if fract != 0.0 { if fract != 0.0 {
(vec.get(index.ceil() as usize) (vec.get(index.ceil() as usize)
.unwrap_or_else(|| {
dbg!(
index,
&self.path_all,
&self.path_all,
&self.to_insert,
block_time,
vec
);
panic!()
})
.0
* fract_t
+ vec
.get(index.floor() as usize)
.unwrap_or_else(|| { .unwrap_or_else(|| {
dbg!( dbg!(
index, index,
&self.path_all, &self.path_all,
&self.path_all, &self.path_all,
&self.to_insert, block_time
block_time,
vec
); );
panic!() panic!()
}) })
.0 .0)
* fract_t * T::from(1.0 - fract).unwrap()
+ vec } else {
.get(index.floor() as usize) vec.get(index as usize).unwrap().0
.unwrap_or_else(|| {
dbg!(
index,
&self.path_all,
&self.path_all,
block_time
);
panic!()
})
.0)
* T::from(1.0 - fract).unwrap()
} else {
vec.get(index as usize).unwrap().0
}
} }
}; }
};
(*map).insert(height, value); (*map).insert(height, value);
});
} else {
map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(height, T::default());
}); });
} } else {
}); map_and_percentiles.iter_mut().for_each(|(map, _)| {
(*map).insert(height, T::default());
});
}
ControlFlow::Continue(())
});
} }
// pub fn insert_cumulative(&mut self, height: usize, source: &HeightMap<T>) -> T // pub fn insert_cumulative(&mut self, height: usize, source: &HeightMap<T>) -> T