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Runtime error
Runtime error
cyberosa commited on
Commit Β·
45dbef5
1
Parent(s): 5e64ef2
fixing error in agents graph
Browse files- tabs/agent_graphs.py +11 -70
tabs/agent_graphs.py
CHANGED
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@@ -24,58 +24,6 @@ def plot_rolling_average_dune(
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def plot_rolling_average(
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daa_df: pd.DataFrame,
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market_creator: str = None,
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) -> gr.Plot:
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"""Function to plot the rolling average of daily active agents"""
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if market_creator is not None:
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filtered_traders_df = daa_df.loc[daa_df["market_creator"] == market_creator]
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rolling_avg_df = get_sevenday_rolling_average(filtered_traders_df)
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else:
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rolling_avg_df = get_sevenday_rolling_average(daa_df)
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print(rolling_avg_df.head())
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# Ensure 'creation_date' is a column, not an index
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if "tx_date" not in rolling_avg_df.columns:
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rolling_avg_df = rolling_avg_df.reset_index()
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fig = px.bar(
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rolling_avg_df,
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x="tx_date",
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y="rolling_avg_traders",
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)
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fig.update_layout(
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xaxis_title="Date",
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yaxis_title="7-day rolling average of DAA",
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)
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return gr.Plot(
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value=fig,
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)
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def get_sevenday_rolling_average(daa_df: pd.DataFrame) -> pd.DataFrame:
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"""Function to get the 7-day rolling average of the number of unique
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trader_address"""
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# Create a local copy of the dataframe
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local_df = daa_df.copy()
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# Sort the dataframe by date
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local_df = local_df.sort_values(by="tx_date").set_index("tx_date")
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# Group by market_creator and calculate rolling average of unique trader_address
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rolling_avg = (
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local_df.resample("D")["trader_address"]
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.nunique()
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.rolling(window=7)
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.mean()
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.reset_index()
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)
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rolling_avg.rename(columns={"trader_address": "rolling_avg_traders"}, inplace=True)
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return rolling_avg
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def plot_rolling_average_roi(
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traders_data: pd.DataFrame, pearl_agents: pd.DataFrame
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) -> gr.Plot:
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@@ -96,20 +44,21 @@ def plot_rolling_average_roi(
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# Get the 2-week rolling average of ROI
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rolling_avg_roi_df = get_twoweeks_rolling_average_roi(filtered_traders_data)
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print(rolling_avg_roi_df.head())
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rolling_avg_roi_df,
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x="creation_date",
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y="rolling_avg_roi",
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)
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xaxis_title="Week",
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yaxis_title="2-week rolling average of ROI at the trader level",
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)
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return gr.Plot(
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value=
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)
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@@ -124,20 +73,14 @@ def get_twoweeks_rolling_average_roi(traders_data: pd.DataFrame) -> pd.DataFrame
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local_df["creation_date"] = pd.to_datetime(local_df["creation_date"])
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# Aggregate ROI at the date level
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# Set the datetime index
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# Now resample and rolling average
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rolling_avg =
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# Rename columns
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rolling_avg.rename(
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columns={"roi": "rolling_avg_roi", "date": "creation_date"},
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inplace=True,
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)
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return rolling_avg
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@@ -164,9 +107,6 @@ def get_weekly_average_roi(traders_data: pd.DataFrame) -> pd.DataFrame:
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# Remove NaN values
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weekly_avg = weekly_avg.dropna(subset=["roi"])
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# Rename columns for clarity
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weekly_avg = weekly_avg.rename(columns={"roi": "weekly_avg_roi"})
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return weekly_avg
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@@ -176,12 +116,12 @@ def plot_weekly_average_roi(
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"""Function to plot the weekly average of ROI for pearl agents"""
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# Get the list of unique addresses from the daa_pearl_df
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unique_addresses = pearl_agents["safe_address"].unique()
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# Filter the weekly_roi_df to include only those addresses
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filtered_traders_data = traders_data[
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traders_data["trader_address"].isin(unique_addresses)
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].copy()
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# create the date column
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filtered_traders_data["creation_timestamp"] = pd.to_datetime(
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filtered_traders_data["creation_timestamp"]
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@@ -192,6 +132,7 @@ def plot_weekly_average_roi(
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# Get the weekly average ROI
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weekly_avg_roi_df = get_weekly_average_roi(filtered_traders_data)
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print(weekly_avg_roi_df.head())
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# Update the plot to use the correct column name 'weekly_avg_roi'
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def plot_rolling_average_roi(
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traders_data: pd.DataFrame, pearl_agents: pd.DataFrame
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) -> gr.Plot:
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# Get the 2-week rolling average of ROI
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rolling_avg_roi_df = get_twoweeks_rolling_average_roi(filtered_traders_data)
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print("Rolling average ROI DataFrame:")
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print(rolling_avg_roi_df.head())
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fig2 = px.bar(
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rolling_avg_roi_df,
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x="creation_date",
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y="rolling_avg_roi",
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)
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fig2.update_layout(
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xaxis_title="Week",
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yaxis_title="2-week rolling average of ROI at the trader level",
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)
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return gr.Plot(
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value=fig2,
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)
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local_df["creation_date"] = pd.to_datetime(local_df["creation_date"])
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# Aggregate ROI at the date level
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daily_avg2 = local_df.groupby("creation_date")["roi"].mean().reset_index()
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# Set the datetime index
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daily_avg2 = daily_avg2.set_index("creation_date")
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# Now resample and rolling average
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weekly_avg2 = daily_avg2.resample("W").mean()
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rolling_avg = weekly_avg2.rolling(window=2).mean().reset_index()
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return rolling_avg
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# Remove NaN values
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weekly_avg = weekly_avg.dropna(subset=["roi"])
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return weekly_avg
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"""Function to plot the weekly average of ROI for pearl agents"""
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# Get the list of unique addresses from the daa_pearl_df
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unique_addresses = pearl_agents["safe_address"].unique()
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# Filter the weekly_roi_df to include only those addresses
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filtered_traders_data = traders_data[
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traders_data["trader_address"].isin(unique_addresses)
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].copy()
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# create the date column
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filtered_traders_data["creation_timestamp"] = pd.to_datetime(
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filtered_traders_data["creation_timestamp"]
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# Get the weekly average ROI
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weekly_avg_roi_df = get_weekly_average_roi(filtered_traders_data)
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print("Weekly average ROI DataFrame:")
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print(weekly_avg_roi_df.head())
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# Update the plot to use the correct column name 'weekly_avg_roi'
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