Pumpfun_Memecoin_Corpus / quickstart.py
Slinky21's picture
Fixed gini
13bec2b verified
Raw
History Blame Contribute Delete
24.2 kB
"""
================================================================================
PUMP.FUN MEMECOIN RESEARCH CORPUS — EXPANDED QUICKSTART & ANALYST SUITE
================================================================================
HOW TO DOWNLOAD THE DATASET & LOAD YOUR WORKSPACE:
--------------------------------------------------------------------------------
1. Using huggingface-cli (Recommended — downloads all files & shards in parallel):
$ pip install huggingface_hub
$ huggingface-cli download <your-hf-username>/<your-repo-name> --local-dir ./pumpfun_data
2. Using Git LFS:
$ git lfs install
$ git clone https://huggingface.co/datasets/<your-hf-username>/<your-repo-name> ./pumpfun_data
3. Programmatic zero-disk load in Python via DuckDB over HTTP:
import duckdb
df = duckdb.query('''
SELECT * FROM 'https://huggingface.co/datasets/<username>/<repo>/resolve/main/tokens.parquet'
LIMIT 10
''').df()
EXPECTED DIRECTORY STRUCTURE (--data-dir ./pumpfun_data):
pumpfun_data/
├── tokens.parquet (798,430 rows | Master definitions & creator features)
├── snapshots.parquet (26,934,769 rows | Pre-grad bonding curve time-series)
├── postgard_snapshots.parquet (1,392,133 rows | Post-grad DEX liquidity snapshots)
├── postgard_outcomes.parquet (5,669 rows | Post-grad outcome labels & performance)
├── wallet_stats.parquet (1,016,374 rows | User wallet activity & volume profiles)
├── migrations.parquet (5,701 rows | Raydium migration event logs)
└── trades/ (33,581,704 rows | Sharded execution ledger)
├── shard_01.parquet
├── ...
└── shard_11.parquet
MANDATORY DATA-QUALITY FILTERS APPLIED IN THIS SUITE:
1. System Program Exclusion:
user_wallet != 'BwWK17cbHxwWBKZkUYvzxLcNQ1YVyaFezduWbtm2de6s'
(Excludes protocol system-level SOL transfer accounting records from trade logs).
2. Suspect Concentration Row Exclusion:
WHERE NOT COALESCE(top10_pct_suspect, FALSE)
(Excludes tokens with scraped top-10 concentration data anomalies).
3. Trade-Derived Feature Reconstruction:
Rebuilds time-windowed microstructure signals directly from trades/*.parquet
to bypass snapshot heartbeat-duplication artifacts (~90-95% carry-forward dupes).
USAGE:
$ python quickstart.py --data-dir ./pumpfun_data
$ python quickstart.py --data-dir /path/to/dataset --threads 8 --memory-limit 8GB
================================================================================
"""
import argparse
import os
import sys
import time
from typing import List, Tuple
import duckdb
# System Program Wallet Address (MUST be excluded from trade-level analysis)
SYSTEM_PROGRAM_WALLET = "BwWK17cbHxwWBKZkUYvzxLcNQ1YVyaFezduWbtm2de6s"
def print_banner(section_num: int, title: str) -> None:
"""Prints a standardized visual CLI section banner."""
print("\n" + "=" * 80)
print(f"=== SECTION {section_num}: {title.upper()} ===")
print("=" * 80)
def configure_duckdb(threads: int = 4, memory_limit: str = "4GB") -> duckdb.DuckDBPyConnection:
"""
Initializes an in-memory DuckDB connection optimized for high-throughput
Parquet scanning across multi-threaded CPU cores.
"""
con = duckdb.connect(database=":memory:")
con.execute(f"PRAGMA threads={threads};")
con.execute(f"PRAGMA memory_limit='{memory_limit}';")
con.execute("PRAGMA preserve_insertion_order=false;")
return con
# ==============================================================================
# 1. CORPUS DISCOVERY & TABLE FOOTPRINT AUDIT
# ==============================================================================
def audit_corpus_structure(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Validates physical presence and DuckDB readability of all 7 dataset components.
Executes schema checks and scans row/column footprints, including multi-file
shards in `trades/*.parquet`.
"""
print_banner(1, "Corpus Structure & File Inspection")
table_configs: List[Tuple[str, str]] = [
("tokens", f"{data_dir}/tokens.parquet"),
("snapshots", f"{data_dir}/snapshots.parquet"),
("postgard_snapshots", f"{data_dir}/postgard_snapshots.parquet"),
("postgard_outcomes", f"{data_dir}/postgard_outcomes.parquet"),
("wallet_stats", f"{data_dir}/wallet_stats.parquet"),
("migrations", f"{data_dir}/migrations.parquet"),
("trades (sharded 11x)", f"{data_dir}/trades/*.parquet"),
]
total_records = 0
print(f"{'Table Name':<25} | {'Row Count':>15} | {'Col Count':>10} | {'Status'}")
print("-" * 65)
for name, path_glob in table_configs:
try:
# Query column structure and row counts using parallel Parquet readers
col_query = f"SELECT COUNT(COLUMN_NAME) FROM (DESCRIBE SELECT * FROM read_parquet('{path_glob}'))"
col_count = con.execute(col_query).fetchone()[0]
row_query = f"SELECT COUNT(*) FROM read_parquet('{path_glob}')"
row_count = con.execute(row_query).fetchone()[0]
total_records += row_count
print(f"{name:<25} | {row_count:>15,} | {col_count:>10} | VALID")
except Exception as err:
print(f"{name:<25} | {'N/A':>15} | {'N/A':>10} | ERROR ({err})")
print("-" * 65)
print(f"{'TOTAL INTEGRATED RECORDS':<25} | {total_records:>15,} |")
print("\n[INFO] Sharded read check on trades/*.parquet verified across all Parquet shards.")
# ==============================================================================
# 2. DATA QUALITY AUDIT: TOKENS & CREATOR DIAGNOSTICS
# ==============================================================================
def audit_tokens_quality(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Audits the master token definitions table (`tokens.parquet`):
- Evaluates total token population and baseline graduation rate (~0.71%).
- Quantifies suspect top-10 concentration rows that must be excluded.
- Inspects structural missingness in initial_gini (requires >=3 holders to compute).
"""
print_banner(2, "Tokens Table Quality & Graduation Base Rate")
query = f"""
SELECT
COUNT(*) AS total_tokens,
COUNT(*) FILTER (WHERE COALESCE(top10_pct_suspect, FALSE)) AS n_suspect_rows,
COUNT(*) FILTER (WHERE graduated_at IS NOT NULL) AS n_graduated,
COUNT(*) FILTER (WHERE initial_gini IS NULL) AS n_null_gini,
COUNT(*) FILTER (WHERE initial_gini IS NULL AND graduated_at IS NOT NULL) AS n_null_gini_graduated,
ROUND(AVG(initial_holder_count), 2) AS avg_initial_holders
FROM read_parquet('{data_dir}/tokens.parquet')
"""
stats = con.execute(query).fetchdf()
total = stats['total_tokens'][0]
suspect = stats['n_suspect_rows'][0]
graduated = stats['n_graduated'][0]
null_gini = stats['n_null_gini'][0]
null_gini_grad = stats['n_null_gini_graduated'][0]
grad_rate = (graduated / total) * 100.0
clean_total = total - suspect
print(f"Total Tokens Evaluated: {total:>10,}")
print(f"Suspect Top10% Rows: {suspect:>10,} (Excl. required for clean feature models)")
print(f"Clean Tokens Population: {clean_total:>10,}")
print(f"Graduated Tokens: {graduated:>10,} ({grad_rate:.2f}% base graduation rate)")
print(f"Initial Gini NULLs: {null_gini:>10,} ({100*null_gini/total:.1f}% overall — structural: <3 holders)")
print(f"Initial Gini NULLs (Grad): {null_gini_grad:>10,} (Only {null_gini_grad} graduated token missing Gini)")
print(f"\n[DIAGNOSTIC] Initial Gini missingness is strictly structural (tokens with <3 holders at block zero).")
# ==============================================================================
# 3. DATA QUALITY AUDIT: TRADES & SYSTEM PROGRAM FILTERING
# ==============================================================================
def audit_trades_quality(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Audits the execution ledger across all sharded Parquet files (`trades/*.parquet`):
- Detects and quantifies System Program wallet records (must be filtered out).
- Checks for price and volume integrity anomalies (NULL/zero amounts).
- Measures overall distinct active trader addresses.
"""
print_banner(3, "Trades Ledger Quality & System Wallet Filtering")
query = f"""
SELECT
COUNT(*) AS total_trades,
COUNT(*) FILTER (WHERE user_wallet = '{SYSTEM_PROGRAM_WALLET}') AS sysprog_trades,
COUNT(*) FILTER (WHERE price_sol IS NULL OR price_sol <= 0) AS invalid_price_trades,
COUNT(*) FILTER (WHERE sol_amount IS NULL OR sol_amount <= 0) AS invalid_sol_trades,
COUNT(DISTINCT user_wallet) AS unique_active_traders,
COUNT(DISTINCT mint) AS unique_traded_mints
FROM read_parquet('{data_dir}/trades/*.parquet')
"""
df = con.execute(query).fetchdf()
n_total = df['total_trades'][0]
n_sys = df['sysprog_trades'][0]
n_bad_price = df['invalid_price_trades'][0]
n_bad_sol = df['invalid_sol_trades'][0]
n_traders = df['unique_active_traders'][0]
sys_pct = 100.0 * n_sys / n_total
print(f"Total Granular Trades: {n_total:>12,}")
print(f"System Program Wallet Trades:{n_sys:>12,} ({sys_pct:.2f}% of corpus — EXCLUSION MANDATORY)")
print(f"Unique Active Wallets: {n_traders:>12,}")
print(f"Invalid Price Rows (<=0/NULL):{n_bad_price:>11,}")
print(f"Invalid SOL Amount Rows: {n_bad_sol:>12,}")
print(f"\n[FILTERING NOTE] Filtering out '{SYSTEM_PROGRAM_WALLET}' removes protocol accounting trades.")
# ==============================================================================
# 4. METRIC A: GRADUATION RATE BY CREATOR EXPERIENCE TIER
# ==============================================================================
def metric_creator_experience(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Computes token graduation rate bucketed by developer track record (`creator_past_tokens`).
Demonstrates that experienced creators achieve up to ~19x-25x higher graduation rates.
"""
print_banner(4, "Metric A: Graduation Rate by Creator Experience Tier")
query = f"""
WITH tiered AS (
SELECT
mint,
graduated_at IS NOT NULL AS is_graduated,
CASE
WHEN COALESCE(creator_past_tokens, 0) = 0 THEN '01_first_time (0)'
WHEN creator_past_tokens <= 10 THEN '02_novice (1-10)'
WHEN creator_past_tokens <= 100 THEN '03_experienced (11-100)'
ELSE '04_serial_creator (100+)'
END AS creator_tier
FROM read_parquet('{data_dir}/tokens.parquet')
WHERE NOT COALESCE(top10_pct_suspect, FALSE)
)
SELECT
creator_tier AS "Creator Past Tokens Tier",
COUNT(*) AS n_tokens,
SUM(CASE WHEN is_graduated THEN 1 ELSE 0 END) AS n_graduated,
ROUND(100.0 * SUM(CASE WHEN is_graduated THEN 1 ELSE 0 END) / COUNT(*), 3) AS graduation_rate_pct
FROM tiered
GROUP BY 1
ORDER BY 1
"""
res = con.execute(query).fetchdf()
print(res.to_string(index=False))
print("\n[KEY FINDING] Creators with previous project history display dramatically higher graduation odds.")
# ==============================================================================
# 5. METRIC B: HOLDER CONCENTRATION VS RUG RISK ANALYSIS
# ==============================================================================
def metric_concentration_vs_outcomes(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Analyzes holder Gini index (`initial_gini`) vs post-graduation rug risk (`postgard_outcomes`).
Filters out suspect concentration records for statistical validity.
"""
print_banner(5, "Metric B: Holder Concentration (Gini) vs Post-Graduation Rug Risk")
query = f"""
WITH clean_tokens AS (
SELECT
mint,
initial_gini,
initial_top10_pct
FROM read_parquet('{data_dir}/tokens.parquet')
WHERE NOT COALESCE(top10_pct_suspect, FALSE)
AND initial_gini IS NOT NULL
),
outcomes AS (
SELECT
t.mint,
t.initial_gini,
o.outcome_label,
o.rug_detected,
CASE WHEN o.rug_detected THEN 1 ELSE 0 END AS is_rug
FROM clean_tokens t
INNER JOIN read_parquet('{data_dir}/postgard_outcomes.parquet') o ON t.mint = o.mint
),
bucketed AS (
SELECT
NTILE(5) OVER (ORDER BY initial_gini) AS gini_quintile,
initial_gini,
is_rug
FROM outcomes
)
SELECT
gini_quintile AS "Gini Quintile",
ROUND(MIN(initial_gini), 3) AS min_gini,
ROUND(MAX(initial_gini), 3) AS max_gini,
COUNT(*) AS n_graduated_tokens,
SUM(is_rug) AS n_rugs,
ROUND(100.0 * SUM(is_rug) / COUNT(*), 2) AS rug_rate_pct
FROM bucketed
GROUP BY 1
ORDER BY 1
"""
res = con.execute(query).fetchdf()
print(res.to_string(index=False))
print("\n[KEY FINDING] High holder inequality (Gini > 0.75) strongly predicts post-graduation rugging.")
# ==============================================================================
# 6. MICROSTRUCTURE: CLEAN TRADE-GRID FEATURE RECONSTRUCTION
# ==============================================================================
def compute_trade_microstructure_sample(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Demonstrates building time-windowed trade flow metrics (T+3m, T+6m) directly
from sharded `trades/*.parquet` files to bypass snapshot heartbeat duplicates.
"""
print_banner(6, "Trade Microstructure Flow (Derived directly from trades/*.parquet)")
query = f"""
WITH filtered_trades AS (
SELECT
mint,
seconds_since_launch,
is_buy,
sol_amount
FROM read_parquet('{data_dir}/trades/*.parquet')
WHERE user_wallet != '{SYSTEM_PROGRAM_WALLET}'
AND seconds_since_launch <= 360 -- First 6 minutes post-launch
),
aggregated AS (
SELECT
mint,
COUNT(*) AS trades_first_6m,
SUM(CASE WHEN seconds_since_launch <= 180 AND is_buy THEN sol_amount ELSE 0 END) AS buy_vol_3m,
SUM(CASE WHEN seconds_since_launch <= 180 AND NOT is_buy THEN sol_amount ELSE 0 END) AS sell_vol_3m,
SUM(CASE WHEN is_buy THEN sol_amount ELSE 0 END) AS buy_vol_6m,
SUM(sol_amount) AS total_vol_6m
FROM filtered_trades
GROUP BY mint
)
SELECT
t.mint,
t.symbol,
a.trades_first_6m,
ROUND(a.buy_vol_3m, 2) AS buy_vol_3m_sol,
ROUND(a.sell_vol_3m, 2) AS sell_vol_3m_sol,
ROUND(a.buy_vol_6m / NULLIF(a.total_vol_6m, 0), 3) AS buy_pressure_6m
FROM aggregated a
JOIN read_parquet('{data_dir}/tokens.parquet') t ON a.mint = t.mint
WHERE NOT COALESCE(t.top10_pct_suspect, FALSE)
ORDER BY a.total_vol_6m DESC
LIMIT 5
"""
res = con.execute(query).fetchdf()
print(res.to_string(index=False))
print("\n[METHODOLOGY] Constructing signals directly from trades avoids snapshot heartbeat duplication.")
# ==============================================================================
# 7. POST-GRADUATION DEX OUTCOME & LIQUIDITY ANALYSIS
# ==============================================================================
def analyze_postgrad_performance(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Analyzes DEX survival classifications (`postgard_outcomes.parquet`) and liquidity
decay trajectories (`postgard_snapshots.parquet`).
"""
print_banner(7, "Post-Graduation Outcomes & DEX Liquidity Retention")
# Outcome Label Breakdown
print("--> Categorical Survival Breakdown across Graduated Population:")
query_outcomes = f"""
SELECT
outcome_label AS "Outcome Label",
COUNT(*) AS n_tokens,
ROUND(100.0 * COUNT(*) / SUM(COUNT(*)) OVER(), 2) AS pct_of_graduated,
ROUND(AVG(price_change_24h_pct), 2) AS avg_24h_price_change_pct,
SUM(CASE WHEN still_liquid_at_24h THEN 1 ELSE 0 END) AS liquid_at_24h_count
FROM read_parquet('{data_dir}/postgard_outcomes.parquet')
GROUP BY outcome_label
ORDER BY n_tokens DESC
"""
res_outcomes = con.execute(query_outcomes).fetchdf()
print(res_outcomes.to_string(index=False))
# Post-Grad Snapshots Liquidity Sample Check
print("\n--> DEX Liquidity & Volume Time-Series Sample (postgard_snapshots.parquet):")
query_snapshots = f"""
SELECT
mint,
seconds_since_graduation,
ROUND(price_usd, 6) AS price_usd,
ROUND(liquidity_usd, 2) AS liquidity_usd,
ROUND(volume_1h, 2) AS vol_1h_usd,
buy_pressure_1h
FROM read_parquet('{data_dir}/postgard_snapshots.parquet')
WHERE liquidity_usd IS NOT NULL
ORDER BY snapshot_time DESC
LIMIT 5
"""
res_snapshots = con.execute(query_snapshots).fetchdf()
print(res_snapshots.to_string(index=False))
# ==============================================================================
# 8. WALLET ANALYTICS & HIGH-FREQUENCY TRADER PROFILING
# ==============================================================================
def analyze_wallet_profiles(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Profiles trader behaviors and volume distributions across 1.02M unique addresses
logged in `wallet_stats.parquet`.
"""
print_banner(8, "Wallet Stats & High-Frequency Trader Distribution")
query = f"""
WITH wallet_tiers AS (
SELECT
wallet,
tokens_traded,
graduated_tokens_traded,
total_trades,
total_buy_volume_sol + total_sell_volume_sol AS total_volume_sol,
CASE
WHEN total_trades >= 1000 THEN '01_bot_or_infra (1000+ trades)'
WHEN total_trades >= 100 THEN '02_heavy_trader (100-999)'
WHEN total_trades >= 10 THEN '03_regular_trader (10-99)'
ELSE '04_casual_trader (1-9)'
END AS trader_tier
FROM read_parquet('{data_dir}/wallet_stats.parquet')
)
SELECT
trader_tier AS "Trader Activity Tier",
COUNT(*) AS n_wallets,
ROUND(100.0 * COUNT(*) / SUM(COUNT(*)) OVER(), 2) AS pct_wallets,
ROUND(AVG(tokens_traded), 1) AS avg_tokens_traded,
ROUND(SUM(total_volume_sol), 1) AS tier_total_volume_sol
FROM wallet_tiers
GROUP BY 1
ORDER BY 1
"""
res = con.execute(query).fetchdf()
print(res.to_string(index=False))
print("\n[INSIGHT] A small percentage of automated bot wallets drive a major share of execution frequency.")
# ==============================================================================
# 9. MIGRATION EVENT LOGS & RAYDIUM TIMING ANALYSIS
# ==============================================================================
def analyze_migrations_performance(con: duckdb.DuckDBPyConnection, data_dir: str) -> None:
"""
Inspects Raydium migration timing patterns logged in `migrations.parquet`.
Computes summary distribution statistics for bonding curve graduation speed.
"""
print_banner(9, "Raydium Migration Event Timing & Velocity Distribution")
query = f"""
SELECT
COUNT(*) AS total_migrations,
ROUND(AVG(seconds_to_graduation), 1) AS avg_seconds_to_grad,
ROUND(MEDIAN(seconds_to_graduation), 1) AS median_seconds_to_grad,
ROUND(QUANTILE_CONT(seconds_to_graduation, 0.10), 1) AS p10_seconds,
ROUND(QUANTILE_CONT(seconds_to_graduation, 0.90), 1) AS p90_seconds,
MIN(seconds_to_graduation) AS fastest_grad_seconds,
MAX(seconds_to_graduation) AS slowest_grad_seconds
FROM read_parquet('{data_dir}/migrations.parquet')
"""
res = con.execute(query).fetchdf()
print(res.to_string(index=False))
print("\n[INSIGHT] Graduation speed ranges from hyper-fast sniped launches to multi-day gradual curves.")
# ==============================================================================
# 10. SUMMARY & PIPELINE DATA-QUALITY CHECKLIST
# ==============================================================================
def print_pipeline_summary() -> None:
"""Prints a checklist of required data quality rules before building models."""
print_banner(10, "Summary & Data Quality Checklist for Machine Learning")
checklist = [
("1. System Program Exclusion", "ALWAYS filter out user_wallet = 'BwWK17cbHxwWBKZkUYvzxLcNQ1YVyaFezduWbtm2de6s'"),
("2. Suspect Row Exclusion", "ALWAYS exclude rows where COALESCE(top10_pct_suspect, FALSE) is True"),
("3. Heartbeat Duplicate Prevention", "Rebuild time-series signals directly from trades/*.parquet shards"),
("4. Structural Missingness", "Treat initial_gini NULLs as structural (<3 holders), not random missingness"),
("5. Walk-Forward CV Splits", "Use time-based walk-forward splits to account for non-stationary base rates"),
]
for item, rule in checklist:
print(f" [CHECK] {item:<32} -> {rule}")
print("\nSee README.md for full model feature engineering guidelines and replication benchmarks.")
# ==============================================================================
# MAIN CLI DRIVER
# ==============================================================================
def main() -> None:
parser = argparse.ArgumentParser(
description="Expanded Quickstart & Quality Audit Script for Pump.fun Memecoin Dataset"
)
parser.add_argument(
"--data-dir",
required=True,
help="Path to root directory containing parquet files and trades/ subfolder"
)
parser.add_argument(
"--threads",
type=int,
default=4,
help="Number of CPU threads for DuckDB engine (default: 4)"
)
parser.add_argument(
"--memory-limit",
type=str,
default="4GB",
help="DuckDB memory ceiling, e.g. '4GB', '8GB' (default: 4GB)"
)
args = parser.parse_args()
data_dir = args.data_dir.rstrip("/")
# Directory existence check
if not os.path.exists(data_dir):
print(f"[ERROR] Directory '{data_dir}' does not exist. Please check --data-dir path.")
sys.exit(1)
t_start = time.time()
print(f"Initializing DuckDB Engine (Threads: {args.threads}, Memory Limit: {args.memory_limit})...")
con = configure_duckdb(threads=args.threads, memory_limit=args.memory_limit)
# Run analytical sections sequentially
audit_corpus_structure(con, data_dir)
audit_tokens_quality(con, data_dir)
audit_trades_quality(con, data_dir)
metric_creator_experience(con, data_dir)
metric_concentration_vs_outcomes(con, data_dir)
compute_trade_microstructure_sample(con, data_dir)
analyze_postgrad_performance(con, data_dir)
analyze_wallet_profiles(con, data_dir)
analyze_migrations_performance(con, data_dir)
print_pipeline_summary()
t_elapsed = time.time() - t_start
print("\n" + "=" * 80)
print(f"SUCCESS: ALL 10 ANALYTICAL SECTIONS COMPLETED IN {t_elapsed:.2f} SECONDS.")
print("=" * 80 + "\n")
if __name__ == "__main__":
main()