from datetime import datetime, timedelta
import gradio as gr
import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns
import duckdb
import logging
from tabs.tokens_votes_dist import (
get_based_tokens_distribution,
get_based_votes_distribution,
)
from tabs.dist_gap import (
get_distribution_plot,
get_correlation_map,
get_kde_with_trades,
get_regplot_with_mean_trade_size,
)
def get_logger():
logger = logging.getLogger(__name__)
logger.setLevel(logging.DEBUG)
# stream handler and formatter
stream_handler = logging.StreamHandler()
stream_handler.setLevel(logging.DEBUG)
formatter = logging.Formatter(
"%(asctime)s - %(name)s - %(levelname)s - %(message)s"
)
stream_handler.setFormatter(formatter)
logger.addHandler(stream_handler)
return logger
logger = get_logger()
def prepare_data():
"""
Get all data from the parquet files
"""
logger.info("Getting all data")
con = duckdb.connect(":memory:")
# Query to fetch invalid trades data
query = f"""
SELECT *
FROM read_parquet('./live_data/markets_live_data.parquet')
"""
df = con.execute(query).fetchdf()
df["sample_datetime"] = df["sample_timestamp"].apply(
lambda x: datetime.fromtimestamp(x)
)
df["opening_datetime"] = df["openingTimestamp"].apply(
lambda x: datetime.fromtimestamp(int(x))
)
df["days_to_resolution"] = (df["opening_datetime"] - df["sample_datetime"]).dt.days
return df
def get_extreme_cases(live_fpmms: pd.DataFrame):
"""Function to return the id of the best and worst case according to the dist gap metric"""
# select markets with more than 1 sample
samples_per_market = (
live_fpmms[["id", "sample_timestamp"]].groupby("id").count().reset_index()
)
markets_with_multiple_samples = list(
samples_per_market.loc[samples_per_market["sample_timestamp"] > 1, "id"].values
)
selected_markets = live_fpmms.loc[
live_fpmms["id"].isin(markets_with_multiple_samples)
]
selected_markets.sort_values(by="dist_gap_perc", ascending=False, inplace=True)
return selected_markets.iloc[-1].id, selected_markets.iloc[0].id
demo = gr.Blocks()
markets_data = prepare_data()
with demo:
gr.HTML("
Olas Predict Live Markets
")
gr.Markdown("This app shows the distributions of predictions on the live markets.")
best_market_id, worst_market_id = get_extreme_cases(markets_data)
with gr.Tabs():
with gr.TabItem("💹 Probability distributions of live markets"):
with gr.Row():
gr.Markdown("Best case: a market with a low gap between distributions")
with gr.Row():
gr.Markdown(f"Market id = {best_market_id}")
with gr.Row():
with gr.Column(min_width=350):
gr.Markdown("# Evolution of outcomes probability based on tokens")
best_market_tokens_dist = get_based_tokens_distribution(
best_market_id, markets_data
)
with gr.Column(min_width=350):
gr.Markdown("# Evolution of outcomes probability based on votes")
best_market_votes_dist = get_based_votes_distribution(
best_market_id, markets_data
)
with gr.Row():
gr.Markdown("Worst case: a market with a high distribution gap metric")
with gr.Row():
gr.Markdown(f"Market id = {worst_market_id}")
with gr.Row():
with gr.Column(min_width=350):
# gr.Markdown("# Evolution of outcomes probability based on tokens")
worst_market_tokens_dist = get_based_tokens_distribution(
worst_market_id, markets_data
)
with gr.Column(min_width=350):
worst_market_votes_dist = get_based_votes_distribution(
worst_market_id, markets_data
)
with gr.TabItem("📏 Distribution gap metric"):
with gr.Row():
gr.Markdown(
"This metric measures the difference between the probability distribution based on the tokens distribution and the one based on the votes distribution"
)
with gr.Row():
gr.Markdown("# Density distribution")
with gr.Row():
kde_plot = get_distribution_plot(markets_data)
with gr.Row():
gr.Markdown("# Relationship with number of trades")
with gr.Row():
kde_trades_plot = get_kde_with_trades(markets_data)
with gr.Row():
gr.Markdown("# Relationship with mean trade size")
with gr.Row():
reg_plot = get_regplot_with_mean_trade_size(markets_data)
with gr.Row():
gr.Markdown(
"# Correlation analysis between the metric and market variables"
)
with gr.Row():
correlation_plot = get_correlation_map(markets_data)
demo.queue(default_concurrency_limit=40).launch()