File size: 25,463 Bytes
1cdc0af 8e3d126 1cdc0af 4dd4ab4 8e3d126 4dd4ab4 8e3d126 1cdc0af 8e3d126 1cdc0af 8e3d126 1cdc0af 8e3d126 1cdc0af 8e3d126 1cdc0af 8e3d126 4dd4ab4 8e3d126 1cdc0af 4dd4ab4 8e3d126 1cdc0af 8e3d126 1cdc0af 4dd4ab4 1cdc0af 8e3d126 4dd4ab4 8e3d126 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 7189688 1cdc0af 7189688 1cdc0af 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 7189688 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 4dd4ab4 1cdc0af 8e3d126 | 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 | import os
import sys
import json
import math
import argparse
from typing import Dict, List, Tuple
from clickhouse_driver import Client as ClickHouseClient
# Add parent to path
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from models.vocabulary import RETURN_THRESHOLDS
CLICKHOUSE_HOST = os.getenv("CLICKHOUSE_HOST", "localhost")
CLICKHOUSE_PORT = int(os.getenv("CLICKHOUSE_PORT", 9000))
CLICKHOUSE_USER = os.getenv("CLICKHOUSE_USER", "default")
CLICKHOUSE_PASSWORD = os.getenv("CLICKHOUSE_PASSWORD", "")
CLICKHOUSE_DATABASE = os.getenv("CLICKHOUSE_DATABASE", "default")
LAUNCH_PRICE_USD = 0.000004
EPS = 1e-9
def get_client():
return ClickHouseClient(
host=CLICKHOUSE_HOST,
port=CLICKHOUSE_PORT,
user=CLICKHOUSE_USER,
password=CLICKHOUSE_PASSWORD,
database=CLICKHOUSE_DATABASE,
)
def _midrank_percentiles(items: List[Tuple[str, float]]) -> Dict[str, float]:
"""
Compute midrank percentiles for a list of (token, value).
Returns p in (0,1) via (rank - 0.5) / n. Ties get the same midrank.
"""
if not items:
return {}
items_sorted = sorted(items, key=lambda x: x[1])
n = len(items_sorted)
out = {}
i = 0
while i < n:
j = i
v = items_sorted[i][1]
while j + 1 < n and items_sorted[j + 1][1] == v:
j += 1
# midrank is average of ranks i..j (1-based)
rank_lo = i + 1
rank_hi = j + 1
midrank = 0.5 * (rank_lo + rank_hi)
p = (midrank - 0.5) / n
for k in range(i, j + 1):
out[items_sorted[k][0]] = p
i = j + 1
return out
def _bucket_id(ret_val: float) -> int:
for i in range(len(RETURN_THRESHOLDS) - 1):
lower = RETURN_THRESHOLDS[i]
upper = RETURN_THRESHOLDS[i + 1]
if ret_val >= lower and ret_val < upper:
return i
return -1
def fetch_token_metrics(client) -> List[dict]:
"""
Fetches lifetime metrics needed for quality scoring.
Returns a list of dicts keyed by token_address.
"""
query = f"""
WITH
-- 1. Aggregated trade stats (unchanged)
trade_agg AS (
SELECT
base_address,
sum(priority_fee + coin_creator_fee) AS fees_sol,
sum(total_usd) AS volume_usd,
count() AS n_trades,
min(timestamp) AS t0,
argMax(timestamp, price_usd) AS t_ath
FROM trades
GROUP BY base_address
),
-- 2. "Token list derived MINTS.
token_meta_raw AS (
SELECT
mint_address AS token_address,
argMax(creator_address, timestamp) AS creator_address,
argMax(total_supply, timestamp) AS total_supply,
argMax(token_decimals, timestamp) AS decimals
FROM mints
GROUP BY mint_address
),
token_meta AS (
SELECT
token_address,
creator_address,
total_supply,
decimals,
-- Derived adjusted supply for percentage calcs
(total_supply / pow(10, decimals)) AS adj_supply
FROM token_meta_raw
WHERE adj_supply > 0
),
-- 3. Token lifetimes metrics (returns, holders)
ret_agg AS (
SELECT
token_address,
(argMax(ath_price_usd, updated_at) / {LAUNCH_PRICE_USD}) AS ret,
argMax(unique_holders, updated_at) AS unique_holders
FROM token_metrics
GROUP BY token_address
),
-- 4. WALLET PEAKS: Pre-calculate the Peak Balance (max current_balance) for every wallet
-- This handles the "User Sold" case by taking their highest ever balance.
wallet_peaks AS (
SELECT
mint_address,
wallet_address,
max(current_balance) AS peak_balance,
max(history_transfer_in) AS max_transfer_in
FROM wallet_holdings
GROUP BY mint_address, wallet_address
),
-- 5. SNIPERS: Identify sniper addresses (rank <= 70), then sum their PEAK balances
snipers_list AS (
SELECT
base_address,
maker
FROM (
SELECT
base_address,
maker,
dense_rank() OVER (PARTITION BY base_address ORDER BY min_slot, min_idx) AS buyer_rank
FROM (
SELECT
base_address,
maker,
min(slot) AS min_slot,
min(transaction_index) AS min_idx
FROM trades
WHERE trade_type = 0 -- buy
GROUP BY base_address, maker
)
)
WHERE buyer_rank <= 70
),
snipers_agg AS (
SELECT
s.base_address AS token_address,
sum(wp.peak_balance) AS snipers_total_peak
FROM snipers_list s
JOIN wallet_peaks wp ON s.base_address = wp.mint_address AND s.maker = wp.wallet_address
GROUP BY s.base_address
),
-- 6. BUNDLED: Sum the base_amount of ALL trades that happened in a slot with multiple buys
bundled_agg AS (
SELECT
t.base_address AS token_address,
sum(t.base_amount) AS bundled_total_peak
FROM trades t
WHERE (t.base_address, t.slot) IN (
SELECT base_address, slot
FROM trades
WHERE trade_type = 0 -- buy
GROUP BY base_address, slot
HAVING count() > 1
)
AND t.trade_type = 0 -- buy
GROUP BY t.base_address
),
-- 7. DEV HOLD: Creator's Peak Balance
dev_hold_agg AS (
SELECT
t.token_address,
max(wp.peak_balance) AS dev_peak -- max in case of dupe, but should be 1:1
FROM token_meta t
JOIN wallet_peaks wp ON t.token_address = wp.mint_address AND t.creator_address = wp.wallet_address
GROUP BY t.token_address
)
SELECT
t.token_address,
r.ret,
r.unique_holders,
f.fees_sol,
f.volume_usd,
f.n_trades,
(f.t_ath - f.t0) AS time_to_ath_sec,
-- Calculate Percentages using Peak Sums / Total Supply
(COALESCE(s.snipers_total_peak, 0) / t.adj_supply * 100) AS snipers_pct,
(COALESCE(b.bundled_total_peak, 0) / t.total_supply * 100) AS bundled_pct,
(COALESCE(d.dev_peak, 0) / t.adj_supply * 100) AS dev_hold_pct
FROM token_meta t
LEFT JOIN ret_agg r ON t.token_address = r.token_address
LEFT JOIN trade_agg f ON t.token_address = f.base_address
LEFT JOIN snipers_agg s ON t.token_address = s.token_address
LEFT JOIN bundled_agg b ON t.token_address = b.token_address
LEFT JOIN dev_hold_agg d ON t.token_address = d.token_address
"""
rows = client.execute(query)
cols = [
"token_address",
"ret",
"unique_holders",
"fees_sol",
"volume_usd",
"n_trades",
"time_to_ath_sec",
"snipers_pct",
"bundled_pct",
"dev_hold_pct",
]
out = []
for r in rows:
out.append(dict(zip(cols, r)))
return out
def compute_quality_scores(
client,
max_ret: float = 10000.0,
rerank: bool = True,
with_debug: bool = False,
):
data = fetch_token_metrics(client)
# feature spec: (name, getter, positive_when_high)
feature_defs = [
("fees_log", lambda d: math.log1p(d["fees_sol"]) if d["fees_sol"] is not None else None, True),
("volume_log", lambda d: math.log1p(d["volume_usd"]) if d["volume_usd"] is not None else None, True),
("holders_log", lambda d: math.log1p(d["unique_holders"]) if d["unique_holders"] is not None else None, True),
("time_to_ath_log", lambda d: math.log1p(d["time_to_ath_sec"]) if d["time_to_ath_sec"] is not None else None, True),
("fees_per_volume", lambda d: (d["fees_sol"] / (d["volume_usd"] + EPS)) if d["fees_sol"] is not None and d["volume_usd"] is not None else None, True),
("fees_per_trade", lambda d: (d["fees_sol"] / (d["n_trades"] + EPS)) if d["fees_sol"] is not None and d["n_trades"] is not None else None, True),
("holders_per_trade", lambda d: (d["unique_holders"] / (d["n_trades"] + EPS)) if d["unique_holders"] is not None and d["n_trades"] is not None else None, True),
("holders_per_volume", lambda d: (d["unique_holders"] / (d["volume_usd"] + EPS)) if d["unique_holders"] is not None and d["volume_usd"] is not None else None, True),
("snipers_pct", lambda d: d["snipers_pct"], True),
("bundled_pct", lambda d: d["bundled_pct"], True),
("dev_hold_pct", lambda d: d["dev_hold_pct"], True),
]
raw_metrics = ["snipers_pct", "bundled_pct", "dev_hold_pct", "fees_sol"] # Added fees_sol for diagnostic logging
debug = None
if with_debug:
debug = {
"q_raw": [],
"feature_pairs": {f[0]: [] for f in feature_defs},
"raw_pairs": {m: [] for m in raw_metrics},
# For checking assumptions like "higher return buckets have lower bundled_pct".
# Store raw metric distributions per return bucket and (ret, metric) pairs overall.
"bucket_raw": {}, # bucket_id -> metric -> [raw vals]
"ret_pairs": {m: [] for m in raw_metrics}, # metric -> [(ret, raw_val)]
}
# Build bucket mapping
buckets: Dict[int, List[dict]] = {}
for d in data:
ret_val = d.get("ret")
if ret_val is None or ret_val <= 0 or ret_val > max_ret:
continue
b = _bucket_id(ret_val)
if b == -1:
continue
d["bucket_id"] = b
buckets.setdefault(b, []).append(d)
# Compute percentiles per bucket + feature
token_scores = []
for b, items in buckets.items():
if with_debug:
debug["bucket_raw"].setdefault(b, {m: [] for m in raw_metrics})
for d in items:
ret_val = d.get("ret")
for metric in raw_metrics:
raw_val = d.get(metric)
if raw_val is None:
continue
debug["bucket_raw"][b][metric].append(raw_val)
if ret_val is not None:
debug["ret_pairs"][metric].append((ret_val, raw_val))
# Precompute percentiles per feature
feature_percentiles: Dict[str, Dict[str, float]] = {}
for fname, fget, _pos in feature_defs:
vals = []
for d in items:
v = fget(d)
if v is None or (isinstance(v, float) and (math.isnan(v) or math.isinf(v))):
continue
vals.append((d["token_address"], v))
feature_percentiles[fname] = _midrank_percentiles(vals)
# Compute q_raw for each token
q_raw_map = {}
for d in items:
s_vals = []
s_map = {}
for fname, _fget, pos in feature_defs:
p = feature_percentiles[fname].get(d["token_address"])
if p is None:
continue
s = 2.0 * p - 1.0
if not pos:
s = -s
# clip
if s > 0.99:
s = 0.99
elif s < -0.99:
s = -0.99
s_vals.append(s)
s_map[fname] = s
if not s_vals:
continue
q_raw = sum(s_vals) / len(s_vals)
q_raw_map[d["token_address"]] = q_raw
if with_debug:
debug["q_raw"].append(q_raw)
for fname, s in s_map.items():
debug["feature_pairs"][fname].append((q_raw, s))
for metric in raw_metrics:
raw_val = d.get(metric)
if raw_val is None:
continue
debug["raw_pairs"][metric].append((q_raw, raw_val))
# Optional re-rank within bucket
if rerank:
q_items = [(t, q) for t, q in q_raw_map.items()]
q_p = _midrank_percentiles(q_items)
for d in items:
t = d["token_address"]
if t not in q_raw_map:
continue
q_final = 2.0 * q_p[t] - 1.0
token_scores.append(
{
"token_address": t,
"bucket_id": b,
"ret": d["ret"],
"q_raw": q_raw_map[t],
"q": q_final,
# Pass through raw metrics for analysis
"bundled_pct": d.get("bundled_pct"),
"snipers_pct": d.get("snipers_pct"),
"fees_sol": d.get("fees_sol"),
}
)
else:
for d in items:
t = d["token_address"]
if t not in q_raw_map:
continue
token_scores.append(
{
"token_address": t,
"bucket_id": b,
"ret": d["ret"],
"q_raw": q_raw_map[t],
"q": q_raw_map[t],
# Pass through raw metrics for analysis
"bundled_pct": d.get("bundled_pct"),
"snipers_pct": d.get("snipers_pct"),
"fees_sol": d.get("fees_sol"),
}
)
if with_debug:
return token_scores, debug
return token_scores
def write_jsonl(path: str, rows: List[dict]) -> None:
os.makedirs(os.path.dirname(path), exist_ok=True)
with open(path, "w", encoding="utf-8") as f:
for r in rows:
f.write(json.dumps(r) + "\n")
def _percentile(sorted_vals: List[float], p: float) -> float:
if not sorted_vals:
return float("nan")
n = len(sorted_vals)
if n == 1:
return sorted_vals[0]
pos = p * (n - 1)
lo = int(math.floor(pos))
hi = int(math.ceil(pos))
if lo == hi:
return sorted_vals[lo]
frac = pos - lo
return sorted_vals[lo] * (1 - frac) + sorted_vals[hi] * frac
def _summary_stats(vals: List[float]) -> Dict[str, float]:
if not vals:
return {}
vals_sorted = sorted(vals)
return {
"mean": sum(vals_sorted) / len(vals_sorted),
"min": vals_sorted[0],
"max": vals_sorted[-1],
"p10": _percentile(vals_sorted, 0.10),
"p50": _percentile(vals_sorted, 0.50),
"p90": _percentile(vals_sorted, 0.90),
"p99": _percentile(vals_sorted, 0.99),
}
def _pearson_corr(xs: List[float], ys: List[float]) -> float:
if not xs or not ys or len(xs) != len(ys) or len(xs) < 2:
return float("nan")
n = len(xs)
mean_x = sum(xs) / n
mean_y = sum(ys) / n
num = 0.0
den_x = 0.0
den_y = 0.0
for i in range(n):
dx = xs[i] - mean_x
dy = ys[i] - mean_y
num += dx * dy
den_x += dx * dx
den_y += dy * dy
denom = math.sqrt(den_x * den_y)
if denom == 0.0:
return float("nan")
return num / denom
def _bucket_label(b: int) -> str:
lower = RETURN_THRESHOLDS[b]
upper = RETURN_THRESHOLDS[b + 1] if b + 1 < len(RETURN_THRESHOLDS) else None
if upper is None:
return f">= {lower}x"
return f"{lower}x - {upper}x"
def print_summary(scores: List[dict]) -> None:
print("=== QUALITY SCORE SUMMARY ===")
print(f"Total tokens scored: {len(scores)}")
if not scores:
return
overall_q = [s["q"] for s in scores if "q" in s]
overall_q_raw = [s["q_raw"] for s in scores if "q_raw" in s]
for name, series in [("q", overall_q), ("q_raw", overall_q_raw)]:
stats = _summary_stats(series)
if not stats:
continue
print(f"\nOverall {name}:")
print(f" Mean: {stats['mean']:.4f} | Min: {stats['min']:.4f} | Max: {stats['max']:.4f}")
print(f" Q: p10={stats['p10']:.2f} p50={stats['p50']:.2f} p90={stats['p90']:.2f} p99={stats['p99']:.2f}")
# Per-bucket summaries
buckets: Dict[int, List[dict]] = {}
for s in scores:
buckets.setdefault(s["bucket_id"], []).append(s)
for b in sorted(buckets.keys()):
items = buckets[b]
q_vals = [i["q"] for i in items if "q" in i]
q_raw_vals = [i["q_raw"] for i in items if "q_raw" in i]
print(f"\nSEGMENT: {b}. {_bucket_label(b)}")
print(f"Tokens in segment: {len(items)}")
stats_q = _summary_stats(q_vals)
stats_q_raw = _summary_stats(q_raw_vals)
if stats_q:
print(" q:")
print(f" Mean: {stats_q['mean']:.4f} | Min: {stats_q['min']:.4f} | Max: {stats_q['max']:.4f}")
print(f" Q: p10={stats_q['p10']:.2f} p50={stats_q['p50']:.2f} p90={stats_q['p90']:.2f} p99={stats_q['p99']:.2f}")
if stats_q_raw:
print(" q_raw:")
print(f" Mean: {stats_q_raw['mean']:.4f} | Min: {stats_q_raw['min']:.4f} | Max: {stats_q_raw['max']:.4f}")
print(f" Q: p10={stats_q_raw['p10']:.2f} p50={stats_q_raw['p50']:.2f} p90={stats_q_raw['p90']:.2f} p99={stats_q_raw['p99']:.2f}")
# --- NEW: Print 3 Examples (Min, Mid, Max) ---
if items:
# Sort items by 'q' to find min/mid/max easily
items_sorted = sorted(items, key=lambda x: x.get("q", 0))
ex_min = items_sorted[0]
ex_max = items_sorted[-1]
# Find mid (closest to 0.0, or just median index? Request said "mean quality" which is 0.0)
# finding item with q closest to 0.0
ex_mid = min(items_sorted, key=lambda x: abs(x.get("q", 0) - 0.0))
print(" Examples:")
print(f" Low (-1.0): {ex_min['token_address']} (q={ex_min.get('q',0):.4f}, ret={ex_min.get('ret',0):.2f}x)")
print(f" Mid (~0.0): {ex_mid['token_address']} (q={ex_mid.get('q',0):.4f}, ret={ex_mid.get('ret',0):.2f}x)")
print(f" High ( 1.0): {ex_max['token_address']} (q={ex_max.get('q',0):.4f}, ret={ex_max.get('ret',0):.2f}x)")
def print_diagnostics(debug: dict) -> None:
if not debug:
return
q_raw_vals = debug.get("q_raw", [])
if not q_raw_vals:
return
print("\n=== QUALITY SCORE DIAGNOSTICS ===")
feature_pairs = debug.get("feature_pairs", {})
if feature_pairs:
print("Correlation with q_raw (signed features):")
for fname in sorted(feature_pairs.keys()):
pairs = feature_pairs[fname]
xs = [p[0] for p in pairs]
ys = [p[1] for p in pairs]
corr = _pearson_corr(xs, ys)
print(f" {fname}: {corr:.4f} (n={len(pairs)})")
raw_pairs = debug.get("raw_pairs", {})
if raw_pairs:
q_sorted = sorted(q_raw_vals)
p10 = _percentile(q_sorted, 0.10)
p90 = _percentile(q_sorted, 0.90)
print("\nTop/bottom decile raw means (by q_raw):")
for metric in sorted(raw_pairs.keys()):
pairs = raw_pairs[metric]
lows = [v for q, v in pairs if q <= p10]
highs = [v for q, v in pairs if q >= p90]
if not lows or not highs:
continue
low_mean = sum(lows) / len(lows)
high_mean = sum(highs) / len(highs)
print(f" {metric}: bottom_mean={low_mean:.4f} top_mean={high_mean:.4f} (n_low={len(lows)}, n_high={len(highs)})")
# Return bucket -> raw metric distributions (answers questions like "do higher-return tokens bundle less?")
bucket_raw = debug.get("bucket_raw", {})
if bucket_raw:
print("\n=== RETURN BUCKET RAW METRICS ===")
for b in sorted(bucket_raw.keys()):
print(f"\nSEGMENT: {b}. {_bucket_label(b)}")
for metric in sorted(bucket_raw[b].keys()):
vals = [v for v in bucket_raw[b][metric] if v is not None]
if not vals:
continue
stats = _summary_stats(vals)
# Also report how often the metric is > 0 (useful since many pct metrics are 0).
nz = sum(1 for v in vals if v > 0)
nz_rate = nz / len(vals)
print(
f" {metric}: mean={stats['mean']:.4f} p50={stats['p50']:.4f} "
f"p90={stats['p90']:.4f} p99={stats['p99']:.4f} nonzero_rate={nz_rate:.3f} (n={len(vals)})"
)
# Overall return-vs-metric correlation (not bucketed). Use log(ret) to reduce tail leverage.
ret_pairs = debug.get("ret_pairs", {})
if ret_pairs:
print("\n=== RETURN VS RAW METRICS (GLOBAL) ===")
for metric in sorted(ret_pairs.keys()):
pairs = ret_pairs[metric]
xs = []
ys = []
for r, v in pairs:
if r is None or r <= 0:
continue
xs.append(math.log(r))
ys.append(v)
if len(xs) < 3:
continue
corr = _pearson_corr(xs, ys)
print(f" log(ret) vs {metric}: {corr:.4f} (n={len(xs)})")
# Removed placeholder
pass
def print_high_ret_analysis(scores: List[dict]) -> None:
print("\n=== MID-HIGH RETURN SPLIT ANALYSIS (10x - 20x) ===")
# 1. Filter for Mid-High Return Cohort (10x - 20x)
cohort = [s for s in scores if s.get("ret") is not None and s["ret"] >= 10.0 and s["ret"] < 20.0]
if not cohort:
print("No tokens 10x-20x found.")
return
print(f"Total tokens 10x-20x: {len(cohort)}")
# 2. Extract Bundled Pct
bundled_vals = [s.get("bundled_pct", 0) for s in cohort if s.get("bundled_pct") is not None]
if not bundled_vals:
print("No bundled_pct data found.")
return
median_bundled = _percentile(sorted(bundled_vals), 0.50)
print(f"Median Bundled% for Cohort: {median_bundled:.2f}%")
# 3. Split
low_group = [s for s in cohort if (s.get("bundled_pct") or 0) <= median_bundled]
high_group = [s for s in cohort if (s.get("bundled_pct") or 0) > median_bundled]
# 4. Analyze Fees
def get_mean_fees(group):
fees = [s.get("fees_sol", 0) for s in group if s.get("fees_sol") is not None]
if not fees: return 0.0
return sum(fees) / len(fees)
mean_fees_low = get_mean_fees(low_group)
mean_fees_high = get_mean_fees(high_group)
print(f"\nGroup 1: LOW Bundled (<= {median_bundled:.2f}%)")
print(f" Count: {len(low_group)}")
print(f" Mean Fees: {mean_fees_low:.4f} SOL")
print(f"\nGroup 2: HIGH Bundled (> {median_bundled:.2f}%)")
print(f" Count: {len(high_group)}")
print(f" Mean Fees: {mean_fees_high:.4f} SOL")
# Extra: Check returns too
def get_mean_ret(group):
rets = [s["ret"] for s in group]
if not rets: return 0.0
return sum(rets) / len(rets)
print(f" Mean Ret: {get_mean_ret(high_group):.2f}x (vs Low: {get_mean_ret(low_group):.2f}x)")
def get_token_quality_scores(client):
"""
Returns a dictionary mapping token_address -> q (quality score)
"""
# Force rerank=True to get final scores
results = compute_quality_scores(client, max_ret=1e9, rerank=True)
# Return mapping
# If compute_quality_scores returns (scores, debug) tuple (when with_debug=True), handle it.
# Default call rerank=True returns 'scores' list if with_debug=False?
# No, looking at main, it returns 'scores' if no_diagnostics.
# But get_token_quality_scores uses default args.
# Let's check compute_quality_score signature... it has with_debug=False default.
# So it returns 'scores'.
return {r["token_address"]: r.get("q", 0.0) for r in results}
def main():
parser = argparse.ArgumentParser(description="Compute token quality/health score.")
parser.add_argument("--max-ret", type=float, default=10000.0, help="Max return to include")
parser.add_argument("--no-rerank", action="store_true", help="Disable final rerank within bucket")
parser.add_argument("--no-summary", action="store_true", help="Disable summary logging")
parser.add_argument("--no-diagnostics", action="store_true", help="Disable diagnostics logging")
args = parser.parse_args()
client = get_client()
if args.no_diagnostics:
scores = compute_quality_scores(client, max_ret=args.max_ret, rerank=not args.no_rerank)
debug = None
else:
scores, debug = compute_quality_scores(
client,
max_ret=args.max_ret,
rerank=not args.no_rerank,
with_debug=True,
)
if not args.no_summary:
print_summary(scores)
if not args.no_diagnostics:
print_diagnostics(debug)
print_high_ret_analysis(scores) # Call the new analysis
if __name__ == "__main__":
main() |