File size: 19,859 Bytes
cae437f
 
 
 
3780496
cae437f
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
c471f42
cae437f
 
 
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
 
c471f42
cae437f
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
3780496
cae437f
 
c471f42
cae437f
c471f42
 
 
 
cae437f
 
 
 
 
 
 
 
c471f42
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
cae437f
 
c471f42
cae437f
 
 
 
 
c471f42
cae437f
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
c471f42
 
 
 
 
 
 
 
 
 
 
cae437f
 
c471f42
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
cae437f
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419

import os
import sys
import argparse

import datetime
import torch
import json
import math
from pathlib import Path
from tqdm import tqdm
from dotenv import load_dotenv
import huggingface_hub
import logging
from concurrent.futures import ProcessPoolExecutor, as_completed
import multiprocessing as mp

logging.getLogger("httpx").setLevel(logging.WARNING)
logging.getLogger("transformers").setLevel(logging.ERROR)
logging.getLogger("huggingface_hub").setLevel(logging.WARNING)

sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))

from scripts.analyze_distribution import get_return_class_map
from scripts.compute_quality_score import get_token_quality_scores, fetch_token_metrics, _bucket_id, _midrank_percentiles, EPS
from data.data_loader import summarize_context_window

from clickhouse_driver import Client as ClickHouseClient
from neo4j import GraphDatabase

_worker_dataset = None
_worker_return_class_map = None
_worker_quality_scores_map = None


def _build_context_quota_plan(
    class_ids,
    target_contexts_per_class,
    target_contexts_total,
    good_ratio_nonzero,
    good_ratio_class0,
):
    unique_class_ids = sorted(set(int(cid) for cid in class_ids))
    if not unique_class_ids:
        return {}

    if target_contexts_per_class is not None:
        per_class_target = int(target_contexts_per_class)
    elif target_contexts_total is not None:
        per_class_target = max(1, int(target_contexts_total) // len(unique_class_ids))
    else:
        return {}

    if per_class_target <= 0:
        raise RuntimeError("Context quota target must be positive.")

    plan = {}
    for class_id in unique_class_ids:
        ratio = float(good_ratio_class0 if class_id == 0 else good_ratio_nonzero)
        ratio = max(0.0, min(1.0, ratio))
        good_target = int(round(per_class_target * ratio))
        bad_target = per_class_target - good_target
        plan[class_id] = {
            "total_target": per_class_target,
            "good_target": good_target,
            "bad_target": bad_target,
        }
    return plan


def _should_accept_context(class_id, context_bucket, accepted_counts, quota_plan):
    if not quota_plan:
        return True

    if class_id not in quota_plan:
        return False

    class_plan = quota_plan[class_id]
    class_counts = accepted_counts[class_id]
    if class_counts["total"] >= class_plan["total_target"]:
        return False

    bucket_key = "good" if context_bucket == "good" else "bad"
    target_key = f"{bucket_key}_target"
    if class_counts[bucket_key] >= class_plan[target_key]:
        return False

    return True


def _init_worker(db_config, dataset_config, return_class_map, quality_scores_map):
    global _worker_dataset, _worker_return_class_map, _worker_quality_scores_map
    from data.data_loader import OracleDataset
    from data.data_fetcher import DataFetcher

    clickhouse_client = ClickHouseClient(host=db_config['clickhouse_host'], port=db_config['clickhouse_port'])
    neo4j_driver = GraphDatabase.driver(db_config['neo4j_uri'], auth=(db_config['neo4j_user'], db_config['neo4j_password']))
    data_fetcher = DataFetcher(clickhouse_client=clickhouse_client, neo4j_driver=neo4j_driver)

    _worker_dataset = OracleDataset(
        data_fetcher=data_fetcher,
        min_trades=dataset_config['min_trades'],
        start_date=dataset_config['start_date'],
        horizons_seconds=dataset_config['horizons_seconds'],
        quantiles=dataset_config['quantiles'],
        min_trade_usd=dataset_config['min_trade_usd'],
        max_seq_len=dataset_config['max_seq_len']
    )
    _worker_dataset.sampled_mints = dataset_config['sampled_mints']
    _worker_return_class_map = return_class_map
    _worker_quality_scores_map = quality_scores_map


def _process_single_token_context(args):
    idx, mint_addr, samples_per_token, output_dir = args
    global _worker_dataset, _worker_return_class_map, _worker_quality_scores_map
    try:
        class_id = _worker_return_class_map.get(mint_addr)
        if class_id is None:
            return {'status': 'skipped', 'reason': 'not in class map', 'mint': mint_addr}
        contexts = _worker_dataset.__cacheitem_context__(idx, num_samples_per_token=samples_per_token)
        if not contexts:
            return {'status': 'skipped', 'reason': 'no valid contexts', 'mint': mint_addr}
        q_score = _worker_quality_scores_map.get(mint_addr)
        if q_score is None:
            return {'status': 'skipped', 'reason': 'no quality score', 'mint': mint_addr}
        return {
            'status': 'success',
            'mint': mint_addr,
            'class_id': class_id,
            'q_score': q_score,
            'n_contexts': len(contexts),
            'n_events': len(contexts[0].get('event_sequence', [])) if contexts else 0,
            'contexts': contexts,
        }
    except Exception as e:
        import traceback
        return {'status': 'error', 'mint': mint_addr, 'error': str(e), 'traceback': traceback.format_exc()}




def main():
    load_dotenv()
    mp.set_start_method('spawn', force=True)

    hf_token = os.getenv("HF_TOKEN")
    if hf_token:
        print(f"INFO: Logging in to Hugging Face...")
        huggingface_hub.login(token=hf_token)

    parser = argparse.ArgumentParser()
    parser.add_argument("--output_dir", type=str, default="data/cache")
    parser.add_argument("--start_date", type=str, default=None)

    parser.add_argument("--min_trade_usd", type=float, default=0.0)
    parser.add_argument("--min_trades", type=int, default=10)
    parser.add_argument("--context_length", type=int, default=8192)
    parser.add_argument("--samples_per_token", type=int, default=1)
    parser.add_argument("--target_contexts_per_class", type=int, default=None)
    parser.add_argument("--target_contexts_total", type=int, default=None)
    parser.add_argument("--good_ratio_nonzero", type=float, default=0.5)
    parser.add_argument("--good_ratio_class0", type=float, default=0.0)
    parser.add_argument("--num_workers", type=int, default=1)
    parser.add_argument("--clickhouse_host", type=str, default=os.getenv("CLICKHOUSE_HOST", "localhost"))
    parser.add_argument("--clickhouse_port", type=int, default=int(os.getenv("CLICKHOUSE_PORT", 9000)))
    parser.add_argument("--neo4j_uri", type=str, default=os.getenv("NEO4J_URI", "bolt://localhost:7687"))
    parser.add_argument("--neo4j_user", type=str, default=os.getenv("NEO4J_USER", "neo4j"))
    parser.add_argument("--neo4j_password", type=str, default=os.getenv("NEO4J_PASSWORD", "password"))
    args = parser.parse_args()

    if args.target_contexts_per_class is not None and args.target_contexts_total is not None:
        raise RuntimeError(
            "Choose exactly one cache budget: either --target_contexts_per_class or --target_contexts_total."
        )

    if args.num_workers == 0:
        args.num_workers = max(1, mp.cpu_count() - 4)

    output_dir = Path(args.output_dir)
    output_dir.mkdir(parents=True, exist_ok=True)
    start_date_dt = datetime.datetime.strptime(args.start_date, "%Y-%m-%d") if args.start_date else None

    print(f"INFO: Initializing DB Connections...")
    clickhouse_client = ClickHouseClient(host=args.clickhouse_host, port=args.clickhouse_port)
    neo4j_driver = GraphDatabase.driver(args.neo4j_uri, auth=(args.neo4j_user, args.neo4j_password))

    try:

        from data.data_loader import OracleDataset
        from data.data_fetcher import DataFetcher
        data_fetcher = DataFetcher(clickhouse_client=clickhouse_client, neo4j_driver=neo4j_driver)

        print("INFO: Fetching Return Classification Map...")
        return_class_map, _ = get_return_class_map(clickhouse_client)
        print(f"INFO: Loaded {len(return_class_map)} classified tokens.")

        print("INFO: Fetching Quality Scores...")
        quality_scores_map = get_token_quality_scores(clickhouse_client)
        print(f"INFO: Loaded {len(quality_scores_map)} quality scores.")

        dataset = OracleDataset(
            data_fetcher=data_fetcher,
            min_trades=args.min_trades,
            start_date=start_date_dt,
            horizons_seconds=[60, 180, 300, 600, 1800, 3600, 7200],
            quantiles=[0.5],
            min_trade_usd=args.min_trade_usd,
            max_seq_len=args.context_length,
        )

        if len(dataset) == 0:
            print("WARNING: No samples. Exiting.")
            return

        # Filter mints by return_class_map
        original_size = len(dataset.sampled_mints)
        filtered_mints = [m for m in dataset.sampled_mints if m['mint_address'] in return_class_map]
        print(f"INFO: Filtered {original_size} -> {len(filtered_mints)} tokens")

        if len(filtered_mints) == 0:
            print("WARNING: No tokens after filtering.")
            return

        print(f"INFO: Building canonical context cache | Workers: {args.num_workers}")

        if args.num_workers != 1 and (
            args.target_contexts_per_class is not None or args.target_contexts_total is not None
        ):
            raise RuntimeError(
                "Quota-driven context caching currently requires --num_workers 1 so accepted contexts "
                "can be planned and written deterministically in one process."
            )

        db_config = {'clickhouse_host': args.clickhouse_host, 'clickhouse_port': args.clickhouse_port, 'neo4j_uri': args.neo4j_uri, 'neo4j_user': args.neo4j_user, 'neo4j_password': args.neo4j_password}
        dataset_config = {'start_date': start_date_dt, 'min_trades': args.min_trades, 'horizons_seconds': [60, 180, 300, 600, 1800, 3600, 7200], 'quantiles': [0.5], 'min_trade_usd': args.min_trade_usd, 'max_seq_len': args.context_length, 'sampled_mints': filtered_mints}

        # Build tasks from filtered_mints directly
        tasks = []
        for i, mint_record in enumerate(filtered_mints):
            mint_addr = mint_record['mint_address']
            tasks.append((i, mint_addr, args.samples_per_token, str(output_dir)))

        print(f"INFO: Starting to cache {len(tasks)} tokens...")

        success_count, skipped_count, error_count = 0, 0, 0
        class_distribution = {}
        context_distribution = defaultdict(lambda: defaultdict(int))
        file_class_map = {}
        file_context_bucket_map = {}
        file_context_summary_map = {}
        process_fn = _process_single_token_context
        quota_plan = {}
        accepted_counts = defaultdict(lambda: {"total": 0, "good": 0, "bad": 0})
        accepted_per_token = defaultdict(int)

        quota_plan = _build_context_quota_plan(
            class_ids=[return_class_map[m['mint_address']] for m in filtered_mints if m['mint_address'] in return_class_map],
            target_contexts_per_class=args.target_contexts_per_class,
            target_contexts_total=args.target_contexts_total,
            good_ratio_nonzero=args.good_ratio_nonzero,
            good_ratio_class0=args.good_ratio_class0,
        )
        if quota_plan:
            print("INFO: Context quota plan:")
            for class_id, plan in sorted(quota_plan.items()):
                print(
                    f"  Class {class_id}: total={plan['total_target']} "
                    f"(good={plan['good_target']}, bad={plan['bad_target']})"
                )

        if args.num_workers == 1:
            print("INFO: Single-threaded mode...")
            _init_worker(db_config, dataset_config, return_class_map, quality_scores_map)
            for task in tqdm(tasks, desc="Caching"):
                result = process_fn(task)
                if result['status'] == 'success':
                    if quota_plan:
                        class_id = result['class_id']
                        mint_addr = result['mint']
                        q_score = result['q_score']
                        saved_any = False
                        for ctx in result.get("contexts", []):
                            context_summary = summarize_context_window(ctx.get("labels"), ctx.get("labels_mask"))
                            context_bucket = context_summary["context_bucket"]
                            if not _should_accept_context(class_id, context_bucket, accepted_counts, quota_plan):
                                continue

                            ctx["quality_score"] = q_score
                            ctx["class_id"] = class_id
                            ctx["source_token"] = mint_addr
                            ctx["context_bucket"] = context_bucket
                            ctx["context_score"] = context_summary["context_score"]

                            file_idx = accepted_per_token[mint_addr]
                            filename = f"sample_{mint_addr[:16]}_{file_idx}.pt"
                            output_path = Path(output_dir) / filename
                            torch.save(ctx, output_path)

                            accepted_per_token[mint_addr] += 1
                            accepted_counts[class_id]["total"] += 1
                            accepted_counts[class_id][context_bucket] += 1
                            class_distribution[class_id] = class_distribution.get(class_id, 0) + 1
                            context_distribution[class_id][context_bucket] += 1
                            file_class_map[filename] = class_id
                            file_context_bucket_map[filename] = context_bucket
                            file_context_summary_map[filename] = context_summary
                            saved_any = True

                        if saved_any:
                            success_count += 1
                    else:
                        class_id = result['class_id']
                        mint_addr = result['mint']
                        q_score = result['q_score']
                        for ctx_idx, ctx in enumerate(result.get("contexts", [])):
                            context_summary = summarize_context_window(ctx.get("labels"), ctx.get("labels_mask"))
                            context_bucket = context_summary["context_bucket"]
                            ctx["quality_score"] = q_score
                            ctx["class_id"] = class_id
                            ctx["source_token"] = mint_addr
                            ctx["context_bucket"] = context_bucket
                            ctx["context_score"] = context_summary["context_score"]
                            filename = f"sample_{mint_addr[:16]}_{ctx_idx}.pt"
                            output_path = Path(output_dir) / filename
                            torch.save(ctx, output_path)
                            file_class_map[filename] = class_id
                            file_context_bucket_map[filename] = context_bucket
                            file_context_summary_map[filename] = context_summary
                            class_distribution[class_id] = class_distribution.get(class_id, 0) + 1
                            context_distribution[class_id][context_bucket] += 1
                        success_count += 1
                elif result['status'] == 'skipped':
                    skipped_count += 1
                else:
                    error_count += 1
                    tqdm.write(f"ERROR: {result['mint'][:16]} - {result['error']}")
        else:
            print(f"INFO: Running with {args.num_workers} workers...")
            with ProcessPoolExecutor(max_workers=args.num_workers, initializer=_init_worker, initargs=(db_config, dataset_config, return_class_map, quality_scores_map)) as executor:
                futures = {executor.submit(process_fn, task): task for task in tasks}
                for future in tqdm(as_completed(futures), total=len(futures), desc="Caching"):
                    try:
                        result = future.result(timeout=300)
                        if result['status'] == 'success':
                            class_id = result['class_id']
                            mint_addr = result['mint']
                            q_score = result['q_score']
                            for ctx_idx, ctx in enumerate(result.get("contexts", [])):
                                context_summary = summarize_context_window(ctx.get("labels"), ctx.get("labels_mask"))
                                context_bucket = context_summary["context_bucket"]
                                ctx["quality_score"] = q_score
                                ctx["class_id"] = class_id
                                ctx["source_token"] = mint_addr
                                ctx["context_bucket"] = context_bucket
                                ctx["context_score"] = context_summary["context_score"]
                                filename = f"sample_{mint_addr[:16]}_{ctx_idx}.pt"
                                output_path = Path(output_dir) / filename
                                torch.save(ctx, output_path)
                                file_class_map[filename] = class_id
                                file_context_bucket_map[filename] = context_bucket
                                file_context_summary_map[filename] = context_summary
                                class_distribution[class_id] = class_distribution.get(class_id, 0) + 1
                                context_distribution[class_id][context_bucket] += 1
                            success_count += 1
                        elif result['status'] == 'skipped':
                            skipped_count += 1
                        else:
                            error_count += 1
                    except Exception as e:
                        error_count += 1
                        tqdm.write(f"WORKER ERROR: {e}")

        print("INFO: Building metadata...")
        if not file_class_map:
            for f in sorted(output_dir.glob("sample_*.pt")):
                try:
                    cached = torch.load(f, map_location="cpu", weights_only=False)
                    file_class_map[f.name] = cached.get("class_id", 0)
                    if "labels" in cached and "labels_mask" in cached:
                        context_summary = summarize_context_window(cached.get("labels"), cached.get("labels_mask"))
                        file_context_bucket_map[f.name] = context_summary["context_bucket"]
                        file_context_summary_map[f.name] = context_summary
                except Exception:
                    pass

        with open(output_dir / "class_metadata.json", 'w') as f:
            json.dump({
                'file_class_map': file_class_map,
                'file_context_bucket_map': file_context_bucket_map,
                'file_context_summary_map': file_context_summary_map,
                'class_distribution': {str(k): v for k, v in class_distribution.items()},
                'context_distribution': {
                    str(k): {bucket: count for bucket, count in bucket_counts.items()}
                    for k, bucket_counts in context_distribution.items()
                },
                'quota_plan': {str(k): v for k, v in quota_plan.items()},
                'accepted_counts': {str(k): v for k, v in accepted_counts.items()},
                'num_workers': args.num_workers,
            }, f, indent=2)

        if quota_plan:
            print("INFO: Accepted context counts:")
            for class_id, counts in sorted(accepted_counts.items()):
                print(
                    f"  Class {class_id}: total={counts['total']} "
                    f"good={counts['good']} bad={counts['bad']}"
                )

        print(f"\n--- Done ---\nSuccess: {success_count}, Skipped: {skipped_count}, Errors: {error_count}\nFiles: {len(file_class_map)}\nLocation: {output_dir.resolve()}")

    finally:
        clickhouse_client.disconnect()
        neo4j_driver.close()


if __name__ == "__main__":
    main()