Upload folder using huggingface_hub
Browse files- scripts/cache_dataset.py +289 -208
scripts/cache_dataset.py
CHANGED
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@@ -12,6 +12,8 @@ from tqdm import tqdm
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from dotenv import load_dotenv
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import huggingface_hub
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import logging
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# Suppress noisy libraries
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logging.getLogger("httpx").setLevel(logging.WARNING)
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@@ -21,8 +23,6 @@ logging.getLogger("huggingface_hub").setLevel(logging.WARNING)
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# Add parent directory to path to import modules
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sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from data.data_loader import OracleDataset
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from data.data_fetcher import DataFetcher
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from scripts.analyze_distribution import get_return_class_map
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# Import quality score calculator
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from scripts.compute_quality_score import get_token_quality_scores, fetch_token_metrics, _bucket_id, _midrank_percentiles, EPS
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@@ -30,18 +30,161 @@ from scripts.compute_quality_score import get_token_quality_scores, fetch_token_
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from clickhouse_driver import Client as ClickHouseClient
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from neo4j import GraphDatabase
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def compute_save_ohlc_stats(client: ClickHouseClient, output_path: str):
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"""
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Computes global mean/std for price/volume from ClickHouse and saves to .npz
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This allows the dataset loader to normalize inputs correctly.
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"""
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print(f"INFO: Computing OHLC stats (mean/std) from ClickHouse...")
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-
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# Query matching preprocess_distribution.py logic
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# We use hardcoded min_price/vol filters to avoid skewing stats with dust
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min_price = 0.0
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min_vol = 0.0
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query = """
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SELECT
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AVG(t.price_usd) AS mean_price_usd,
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@@ -53,9 +196,9 @@ def compute_save_ohlc_stats(client: ClickHouseClient, output_path: str):
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FROM trades AS t
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WHERE t.price_usd > %(min_price)s AND t.total_usd > %(min_vol)s
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"""
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-
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params = {"min_price": min_price, "min_vol": min_vol}
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-
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try:
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result = client.execute(query, params=params)
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if not result or not result[0]:
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@@ -67,10 +210,9 @@ def compute_save_ohlc_stats(client: ClickHouseClient, output_path: str):
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}
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else:
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row = result[0]
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# Handle potential None values if DB is empty
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def safe_float(x, default=0.0):
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return float(x) if x is not None else default
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-
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def safe_std(x):
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val = safe_float(x, 1.0)
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return val if val > 1e-9 else 1.0
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@@ -83,29 +225,24 @@ def compute_save_ohlc_stats(client: ClickHouseClient, output_path: str):
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"mean_trade_value_usd": safe_float(row[4]),
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"std_trade_value_usd": safe_std(row[5]),
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}
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-
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# Save to NPZ
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out_p = Path(output_path)
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out_p.parent.mkdir(parents=True, exist_ok=True)
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np.savez(out_p, **stats)
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print(f"INFO: Saved OHLC stats to {out_p}")
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for k, v in stats.items():
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print(f" {k}: {v:.4f}")
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-
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except Exception as e:
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print(f"ERROR: Failed to compute OHLC stats: {e}")
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-
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def build_quality_missing_reason_map(client: ClickHouseClient, max_ret: float = 1e9):
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"""
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Build a map: token_address -> reason string for why a quality score is missing.
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This mirrors compute_quality_scores filtering and feature availability.
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"""
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data = fetch_token_metrics(client)
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metrics_by_token = {d.get("token_address"): d for d in data if d.get("token_address")}
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# Build buckets with the same return filtering as compute_quality_scores
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buckets = {}
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for d in data:
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ret_val = d.get("ret")
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@@ -117,7 +254,6 @@ def build_quality_missing_reason_map(client: ClickHouseClient, max_ret: float =
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d["bucket_id"] = b
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buckets.setdefault(b, []).append(d)
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# Same feature definitions as compute_quality_scores
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feature_defs = [
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("fees_log", lambda d: math.log1p(d["fees_sol"]) if d.get("fees_sol") is not None else None, True),
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("volume_log", lambda d: math.log1p(d["volume_usd"]) if d.get("volume_usd") is not None else None, True),
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@@ -132,7 +268,6 @@ def build_quality_missing_reason_map(client: ClickHouseClient, max_ret: float =
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("dev_hold_pct", lambda d: d.get("dev_hold_pct"), True),
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]
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# Precompute percentiles per bucket + feature
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bucket_feature_percentiles = {}
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for b, items in buckets.items():
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feature_percentiles = {}
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@@ -149,10 +284,10 @@ def build_quality_missing_reason_map(client: ClickHouseClient, max_ret: float =
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def _reason_for(token_address: str) -> str:
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d = metrics_by_token.get(token_address)
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if not d:
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return "no metrics found
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ret_val = d.get("ret")
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if ret_val is None:
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return "ret is None
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if ret_val <= 0:
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return f"ret <= 0 ({ret_val})"
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if ret_val > max_ret:
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@@ -160,27 +295,17 @@ def build_quality_missing_reason_map(client: ClickHouseClient, max_ret: float =
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b = _bucket_id(ret_val)
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if b == -1:
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return f"ret {ret_val} not in RETURN_THRESHOLDS"
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-
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if not items:
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return f"bucket {b} empty after filtering"
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feature_percentiles = bucket_feature_percentiles.get(b, {})
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has_any = False
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missing_features = []
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for fname, _fget, _pos in feature_defs:
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if feature_percentiles.get(fname, {}).get(token_address) is None:
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missing_features.append(fname)
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else:
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has_any = True
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if not has_any:
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return "no valid feature percentiles for token (all features missing/invalid)"
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return f"unexpected: has feature percentiles but no score; missing features={','.join(missing_features)}"
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return _reason_for
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def main():
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load_dotenv()
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-
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#
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hf_token = os.getenv("HF_TOKEN")
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if hf_token:
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print(f"INFO: Logging in to Hugging Face with token starting with: {hf_token[:4]}...")
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parser.add_argument("--ohlc_stats_path", type=str, default="data/ohlc_stats.npz")
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parser.add_argument("--min_trade_usd", type=float, default=0.0)
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#
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parser.add_argument("--cache_mode", type=str, default="raw", choices=["raw", "context"],
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help="Cache mode: 'raw'
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parser.add_argument("--context_length", type=int, default=8192,
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help="Max sequence length for
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parser.add_argument("--min_trades", type=int, default=10,
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help="Minimum
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parser.add_argument("--samples_per_token", type=int, default=1,
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help="Number of
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# DB Args
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parser.add_argument("--clickhouse_host", type=str, default=os.getenv("CLICKHOUSE_HOST", "localhost"))
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parser.add_argument("--neo4j_password", type=str, default=os.getenv("NEO4J_PASSWORD", "password"))
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args = parser.parse_args()
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-
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output_dir = Path(args.output_dir)
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output_dir.mkdir(parents=True, exist_ok=True)
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-
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start_date_dt = None
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if args.start_date:
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start_date_dt = datetime.datetime.strptime(args.start_date, "%Y-%m-%d")
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-
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print(f"INFO: Initializing DB Connections...")
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clickhouse_client = ClickHouseClient(host=args.clickhouse_host, port=args.clickhouse_port)
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neo4j_driver = GraphDatabase.driver(args.neo4j_uri, auth=(args.neo4j_user, args.neo4j_password))
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-
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try:
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# --- 1. Compute OHLC Stats (Global) ---
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compute_save_ohlc_stats(clickhouse_client, args.ohlc_stats_path)
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# --- 2. Initialize DataFetcher and OracleDataset ---
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data_fetcher = DataFetcher(clickhouse_client=clickhouse_client, neo4j_driver=neo4j_driver)
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# Pre-fetch the Return Class Map
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print("INFO: Fetching Return Classification Map...")
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return_class_map, thresholds = get_return_class_map(clickhouse_client)
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print(f"INFO: Loaded {len(return_class_map)} valid classified tokens.")
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# Pre-fetch Quality Scores
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print("INFO: Fetching Token Quality Scores...")
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quality_scores_map = get_token_quality_scores(clickhouse_client)
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quality_missing_reason = build_quality_missing_reason_map(clickhouse_client, max_ret=1e9)
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print(f"INFO: Loaded {len(quality_scores_map)} quality scores.")
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-
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dataset = OracleDataset(
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data_fetcher=data_fetcher,
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max_samples=args.max_samples,
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horizons_seconds=[60, 180, 300, 600, 1800, 3600, 7200],
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quantiles=[0.5],
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min_trade_usd=args.min_trade_usd,
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max_seq_len=args.context_length
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)
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if len(dataset) == 0:
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print("WARNING: Dataset initialization resulted in 0 samples. Nothing to cache.")
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return
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#
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# Only keep mints that are classified (valid return, sufficient data)
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original_size = len(dataset)
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print(f"INFO: Filtering dataset... Original size: {original_size}")
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dataset.sampled_mints = [
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m for m in dataset.sampled_mints
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if m['mint_address'] in return_class_map
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]
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filtered_size = len(dataset)
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print("WARNING: No tokens remain after filtering by return_class_map.")
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return
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# --- 3.
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print(f"INFO: Cache mode: {args.cache_mode}")
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print(f"INFO:
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skipped_count = 0
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global_sample_idx = 0 # Global counter for unique sample filenames
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# Track class distribution for balanced sampling metadata
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class_distribution = {}
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if args.
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#
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contexts = dataset.__cacheitem_context__(i, num_samples_per_token=args.samples_per_token)
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if not contexts:
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skipped_count += 1
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continue
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# Require quality score
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if mint_addr not in quality_scores_map:
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reason = quality_missing_reason(mint_addr)
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raise RuntimeError(
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f"Missing quality score for mint {mint_addr}. Reason: {reason}."
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)
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q_score = quality_scores_map[mint_addr]
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# Save each context as a separate sample
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for ctx in contexts:
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ctx["quality_score"] = q_score
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ctx["class_id"] = class_id
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ctx["source_token"] = mint_addr # Track origin for debugging
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ctx["cache_mode"] = "context"
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filename = f"sample_{global_sample_idx}.pt"
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output_path = output_dir / filename
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torch.save(ctx, output_path)
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# Track class distribution
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class_distribution[class_id] = class_distribution.get(class_id, 0) + 1
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global_sample_idx += 1
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cached_count += 1
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n_events = len(contexts[0].get("event_sequence", [])) if contexts else 0
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tqdm.write(
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f" + Cached {len(contexts)} contexts: {mint_addr} | Class: {class_id} | Q: {q_score:.4f} | Events: {n_events}"
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)
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except Exception as e:
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error_msg = str(e)
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if "FATAL" in error_msg or "AuthenticationRateLimit" in error_msg:
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print(f"\nCRITICAL: Fatal error processing sample {i}. Stopping.\nError: {e}", file=sys.stderr)
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sys.exit(1)
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print(f"\nERROR: Failed to cache contexts for {mint_addr}. Error: {e}", file=sys.stderr)
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import traceback
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traceback.print_exc()
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skipped_count += 1
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else:
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#
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|
| 376 |
-
|
| 377 |
-
|
| 378 |
-
|
| 379 |
-
|
| 380 |
-
|
| 381 |
-
|
| 382 |
-
|
| 383 |
-
|
| 384 |
-
|
| 385 |
-
|
| 386 |
-
|
| 387 |
-
# Track class distribution
|
| 388 |
-
class_distribution[class_id] = class_distribution.get(class_id, 0) + 1
|
| 389 |
-
|
| 390 |
-
cached_count += 1
|
| 391 |
-
|
| 392 |
-
n_trades = len(item.get("trades", []))
|
| 393 |
-
n_transfers = len(item.get("transfers", []))
|
| 394 |
-
n_pool_creations = len(item.get("pool_creations", []))
|
| 395 |
-
n_liquidity_changes = len(item.get("liquidity_changes", []))
|
| 396 |
-
n_fee_collections = len(item.get("fee_collections", []))
|
| 397 |
-
n_burns = len(item.get("burns", []))
|
| 398 |
-
n_supply_locks = len(item.get("supply_locks", []))
|
| 399 |
-
n_migrations = len(item.get("migrations", []))
|
| 400 |
-
n_mints = 1 if item.get("mint_timestamp") else 0
|
| 401 |
-
n_ohlc = len(item.get("ohlc_1s", [])) if item.get("ohlc_1s") is not None else 0
|
| 402 |
-
n_snapshots_5m = len(item.get("snapshots_5m", []))
|
| 403 |
-
n_holders = len(item.get("holder_snapshots_list", []))
|
| 404 |
-
|
| 405 |
-
tqdm.write(
|
| 406 |
-
f" + Cached: {mint_addr} | Class: {class_id} | Q: {q_score:.4f} | "
|
| 407 |
-
f"Events: Mint {n_mints}, Trades {n_trades}, Transfers {n_transfers}, Pool Creations {n_pool_creations}, "
|
| 408 |
-
f"Liquidity Changes {n_liquidity_changes}, Fee Collections {n_fee_collections}, "
|
| 409 |
-
f"Burns {n_burns}, Supply Locks {n_supply_locks}, Migrations {n_migrations} | "
|
| 410 |
-
f"Derived: Ohlc 1s {n_ohlc}, Snapshots 5m {n_snapshots_5m}, Holder Snapshots {n_holders}"
|
| 411 |
-
)
|
| 412 |
-
|
| 413 |
-
except Exception as e:
|
| 414 |
-
error_msg = str(e)
|
| 415 |
-
if "FATAL" in error_msg or "AuthenticationRateLimit" in error_msg:
|
| 416 |
-
print(f"\nCRITICAL: Fatal error processing sample {i}. Stopping.\nError: {e}", file=sys.stderr)
|
| 417 |
-
sys.exit(1)
|
| 418 |
-
|
| 419 |
-
print(f"\nERROR: Failed to cache sample {i} for {mint_addr}. Error: {e}", file=sys.stderr)
|
| 420 |
-
import traceback
|
| 421 |
-
traceback.print_exc()
|
| 422 |
-
skipped_count += 1
|
| 423 |
-
continue
|
| 424 |
-
|
| 425 |
-
# --- Save class metadata for balanced sampling ---
|
| 426 |
-
# Build file_class_map for the metadata cache
|
| 427 |
file_class_map = {}
|
| 428 |
for sample_file in sorted(output_dir.glob("sample_*.pt")):
|
| 429 |
try:
|
|
@@ -437,11 +514,12 @@ def main():
|
|
| 437 |
with open(metadata_path, 'w') as f:
|
| 438 |
json.dump({
|
| 439 |
'file_class_map': file_class_map,
|
| 440 |
-
'class_distribution': class_distribution,
|
| 441 |
'cache_mode': args.cache_mode,
|
| 442 |
'context_length': args.context_length if args.cache_mode == "context" else None,
|
| 443 |
'min_trades': args.min_trades if args.cache_mode == "context" else None,
|
| 444 |
'samples_per_token': args.samples_per_token if args.cache_mode == "context" else None,
|
|
|
|
| 445 |
}, f, indent=2)
|
| 446 |
print(f"INFO: Saved class metadata to {metadata_path}")
|
| 447 |
except Exception as e:
|
|
@@ -449,16 +527,19 @@ def main():
|
|
| 449 |
|
| 450 |
print(f"\n--- Caching Complete ---")
|
| 451 |
print(f"Cache mode: {args.cache_mode}")
|
| 452 |
-
print(f"
|
| 453 |
-
print(f"
|
| 454 |
-
print(f"
|
|
|
|
|
|
|
|
|
|
| 455 |
print(f"Class distribution: {class_distribution}")
|
| 456 |
print(f"Cache location: {output_dir.resolve()}")
|
| 457 |
|
| 458 |
finally:
|
| 459 |
-
# --- 4. Close connections ---
|
| 460 |
clickhouse_client.disconnect()
|
| 461 |
neo4j_driver.close()
|
| 462 |
|
|
|
|
| 463 |
if __name__ == "__main__":
|
| 464 |
main()
|
|
|
|
| 12 |
from dotenv import load_dotenv
|
| 13 |
import huggingface_hub
|
| 14 |
import logging
|
| 15 |
+
from concurrent.futures import ProcessPoolExecutor, as_completed
|
| 16 |
+
import multiprocessing as mp
|
| 17 |
|
| 18 |
# Suppress noisy libraries
|
| 19 |
logging.getLogger("httpx").setLevel(logging.WARNING)
|
|
|
|
| 23 |
# Add parent directory to path to import modules
|
| 24 |
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
| 25 |
|
|
|
|
|
|
|
| 26 |
from scripts.analyze_distribution import get_return_class_map
|
| 27 |
# Import quality score calculator
|
| 28 |
from scripts.compute_quality_score import get_token_quality_scores, fetch_token_metrics, _bucket_id, _midrank_percentiles, EPS
|
|
|
|
| 30 |
from clickhouse_driver import Client as ClickHouseClient
|
| 31 |
from neo4j import GraphDatabase
|
| 32 |
|
| 33 |
+
# Global variables for worker processes (initialized per-worker)
|
| 34 |
+
_worker_dataset = None
|
| 35 |
+
_worker_return_class_map = None
|
| 36 |
+
_worker_quality_scores_map = None
|
| 37 |
+
|
| 38 |
+
|
| 39 |
+
def _init_worker(db_config, dataset_config, return_class_map, quality_scores_map):
|
| 40 |
+
"""Initialize worker process with its own DB connections and dataset."""
|
| 41 |
+
global _worker_dataset, _worker_return_class_map, _worker_quality_scores_map
|
| 42 |
+
|
| 43 |
+
from data.data_loader import OracleDataset
|
| 44 |
+
from data.data_fetcher import DataFetcher
|
| 45 |
+
|
| 46 |
+
# Each worker gets its own DB connections
|
| 47 |
+
clickhouse_client = ClickHouseClient(
|
| 48 |
+
host=db_config['clickhouse_host'],
|
| 49 |
+
port=db_config['clickhouse_port']
|
| 50 |
+
)
|
| 51 |
+
neo4j_driver = GraphDatabase.driver(
|
| 52 |
+
db_config['neo4j_uri'],
|
| 53 |
+
auth=(db_config['neo4j_user'], db_config['neo4j_password'])
|
| 54 |
+
)
|
| 55 |
+
|
| 56 |
+
data_fetcher = DataFetcher(clickhouse_client=clickhouse_client, neo4j_driver=neo4j_driver)
|
| 57 |
+
|
| 58 |
+
_worker_dataset = OracleDataset(
|
| 59 |
+
data_fetcher=data_fetcher,
|
| 60 |
+
max_samples=dataset_config['max_samples'],
|
| 61 |
+
start_date=dataset_config['start_date'],
|
| 62 |
+
ohlc_stats_path=dataset_config['ohlc_stats_path'],
|
| 63 |
+
horizons_seconds=dataset_config['horizons_seconds'],
|
| 64 |
+
quantiles=dataset_config['quantiles'],
|
| 65 |
+
min_trade_usd=dataset_config['min_trade_usd'],
|
| 66 |
+
max_seq_len=dataset_config['max_seq_len']
|
| 67 |
+
)
|
| 68 |
+
|
| 69 |
+
# Set the filtered mints
|
| 70 |
+
_worker_dataset.sampled_mints = dataset_config['sampled_mints']
|
| 71 |
+
|
| 72 |
+
_worker_return_class_map = return_class_map
|
| 73 |
+
_worker_quality_scores_map = quality_scores_map
|
| 74 |
+
|
| 75 |
+
|
| 76 |
+
def _process_single_token_context(args):
|
| 77 |
+
"""Worker function to process a single token in context mode."""
|
| 78 |
+
idx, mint_addr, samples_per_token, output_dir = args
|
| 79 |
+
|
| 80 |
+
global _worker_dataset, _worker_return_class_map, _worker_quality_scores_map
|
| 81 |
+
|
| 82 |
+
try:
|
| 83 |
+
class_id = _worker_return_class_map.get(mint_addr)
|
| 84 |
+
if class_id is None:
|
| 85 |
+
return {'status': 'skipped', 'reason': 'not in class map', 'mint': mint_addr}
|
| 86 |
+
|
| 87 |
+
# Generate contexts
|
| 88 |
+
contexts = _worker_dataset.__cacheitem_context__(idx, num_samples_per_token=samples_per_token)
|
| 89 |
+
|
| 90 |
+
if not contexts:
|
| 91 |
+
return {'status': 'skipped', 'reason': 'no valid contexts', 'mint': mint_addr}
|
| 92 |
+
|
| 93 |
+
q_score = _worker_quality_scores_map.get(mint_addr)
|
| 94 |
+
if q_score is None:
|
| 95 |
+
return {'status': 'skipped', 'reason': 'no quality score', 'mint': mint_addr}
|
| 96 |
+
|
| 97 |
+
# Save contexts - use mint_addr hash for unique filenames
|
| 98 |
+
saved_files = []
|
| 99 |
+
for ctx_idx, ctx in enumerate(contexts):
|
| 100 |
+
ctx["quality_score"] = q_score
|
| 101 |
+
ctx["class_id"] = class_id
|
| 102 |
+
ctx["source_token"] = mint_addr
|
| 103 |
+
ctx["cache_mode"] = "context"
|
| 104 |
+
|
| 105 |
+
# Use hash-based filename to avoid conflicts
|
| 106 |
+
filename = f"sample_{mint_addr[:16]}_{ctx_idx}.pt"
|
| 107 |
+
output_path = Path(output_dir) / filename
|
| 108 |
+
torch.save(ctx, output_path)
|
| 109 |
+
saved_files.append(filename)
|
| 110 |
+
|
| 111 |
+
return {
|
| 112 |
+
'status': 'success',
|
| 113 |
+
'mint': mint_addr,
|
| 114 |
+
'class_id': class_id,
|
| 115 |
+
'q_score': q_score,
|
| 116 |
+
'n_contexts': len(contexts),
|
| 117 |
+
'n_events': len(contexts[0].get('event_sequence', [])) if contexts else 0,
|
| 118 |
+
'files': saved_files
|
| 119 |
+
}
|
| 120 |
+
|
| 121 |
+
except Exception as e:
|
| 122 |
+
import traceback
|
| 123 |
+
return {
|
| 124 |
+
'status': 'error',
|
| 125 |
+
'mint': mint_addr,
|
| 126 |
+
'error': str(e),
|
| 127 |
+
'traceback': traceback.format_exc()
|
| 128 |
+
}
|
| 129 |
+
|
| 130 |
+
|
| 131 |
+
def _process_single_token_raw(args):
|
| 132 |
+
"""Worker function to process a single token in raw mode."""
|
| 133 |
+
idx, mint_addr, output_dir = args
|
| 134 |
+
|
| 135 |
+
global _worker_dataset, _worker_return_class_map, _worker_quality_scores_map
|
| 136 |
+
|
| 137 |
+
try:
|
| 138 |
+
class_id = _worker_return_class_map.get(mint_addr)
|
| 139 |
+
if class_id is None:
|
| 140 |
+
return {'status': 'skipped', 'reason': 'not in class map', 'mint': mint_addr}
|
| 141 |
+
|
| 142 |
+
item = _worker_dataset.__cacheitem__(idx)
|
| 143 |
+
|
| 144 |
+
if item is None:
|
| 145 |
+
return {'status': 'skipped', 'reason': 'cacheitem returned None', 'mint': mint_addr}
|
| 146 |
+
|
| 147 |
+
q_score = _worker_quality_scores_map.get(mint_addr)
|
| 148 |
+
if q_score is None:
|
| 149 |
+
return {'status': 'skipped', 'reason': 'no quality score', 'mint': mint_addr}
|
| 150 |
+
|
| 151 |
+
item["quality_score"] = q_score
|
| 152 |
+
item["class_id"] = class_id
|
| 153 |
+
item["cache_mode"] = "raw"
|
| 154 |
+
|
| 155 |
+
filename = f"sample_{mint_addr[:16]}.pt"
|
| 156 |
+
output_path = Path(output_dir) / filename
|
| 157 |
+
torch.save(item, output_path)
|
| 158 |
+
|
| 159 |
+
return {
|
| 160 |
+
'status': 'success',
|
| 161 |
+
'mint': mint_addr,
|
| 162 |
+
'class_id': class_id,
|
| 163 |
+
'q_score': q_score,
|
| 164 |
+
'n_trades': len(item.get('trades', [])),
|
| 165 |
+
'files': [filename]
|
| 166 |
+
}
|
| 167 |
+
|
| 168 |
+
except Exception as e:
|
| 169 |
+
import traceback
|
| 170 |
+
return {
|
| 171 |
+
'status': 'error',
|
| 172 |
+
'mint': mint_addr,
|
| 173 |
+
'error': str(e),
|
| 174 |
+
'traceback': traceback.format_exc()
|
| 175 |
+
}
|
| 176 |
+
|
| 177 |
+
|
| 178 |
def compute_save_ohlc_stats(client: ClickHouseClient, output_path: str):
|
| 179 |
"""
|
| 180 |
Computes global mean/std for price/volume from ClickHouse and saves to .npz
|
| 181 |
This allows the dataset loader to normalize inputs correctly.
|
| 182 |
"""
|
| 183 |
print(f"INFO: Computing OHLC stats (mean/std) from ClickHouse...")
|
| 184 |
+
|
|
|
|
|
|
|
| 185 |
min_price = 0.0
|
| 186 |
min_vol = 0.0
|
| 187 |
+
|
| 188 |
query = """
|
| 189 |
SELECT
|
| 190 |
AVG(t.price_usd) AS mean_price_usd,
|
|
|
|
| 196 |
FROM trades AS t
|
| 197 |
WHERE t.price_usd > %(min_price)s AND t.total_usd > %(min_vol)s
|
| 198 |
"""
|
| 199 |
+
|
| 200 |
params = {"min_price": min_price, "min_vol": min_vol}
|
| 201 |
+
|
| 202 |
try:
|
| 203 |
result = client.execute(query, params=params)
|
| 204 |
if not result or not result[0]:
|
|
|
|
| 210 |
}
|
| 211 |
else:
|
| 212 |
row = result[0]
|
|
|
|
| 213 |
def safe_float(x, default=0.0):
|
| 214 |
return float(x) if x is not None else default
|
| 215 |
+
|
| 216 |
def safe_std(x):
|
| 217 |
val = safe_float(x, 1.0)
|
| 218 |
return val if val > 1e-9 else 1.0
|
|
|
|
| 225 |
"mean_trade_value_usd": safe_float(row[4]),
|
| 226 |
"std_trade_value_usd": safe_std(row[5]),
|
| 227 |
}
|
| 228 |
+
|
|
|
|
| 229 |
out_p = Path(output_path)
|
| 230 |
out_p.parent.mkdir(parents=True, exist_ok=True)
|
| 231 |
np.savez(out_p, **stats)
|
| 232 |
+
|
| 233 |
print(f"INFO: Saved OHLC stats to {out_p}")
|
| 234 |
for k, v in stats.items():
|
| 235 |
print(f" {k}: {v:.4f}")
|
| 236 |
+
|
| 237 |
except Exception as e:
|
| 238 |
print(f"ERROR: Failed to compute OHLC stats: {e}")
|
| 239 |
+
|
| 240 |
|
| 241 |
def build_quality_missing_reason_map(client: ClickHouseClient, max_ret: float = 1e9):
|
| 242 |
+
"""Build a map: token_address -> reason string for why a quality score is missing."""
|
|
|
|
|
|
|
|
|
|
| 243 |
data = fetch_token_metrics(client)
|
| 244 |
metrics_by_token = {d.get("token_address"): d for d in data if d.get("token_address")}
|
| 245 |
|
|
|
|
| 246 |
buckets = {}
|
| 247 |
for d in data:
|
| 248 |
ret_val = d.get("ret")
|
|
|
|
| 254 |
d["bucket_id"] = b
|
| 255 |
buckets.setdefault(b, []).append(d)
|
| 256 |
|
|
|
|
| 257 |
feature_defs = [
|
| 258 |
("fees_log", lambda d: math.log1p(d["fees_sol"]) if d.get("fees_sol") is not None else None, True),
|
| 259 |
("volume_log", lambda d: math.log1p(d["volume_usd"]) if d.get("volume_usd") is not None else None, True),
|
|
|
|
| 268 |
("dev_hold_pct", lambda d: d.get("dev_hold_pct"), True),
|
| 269 |
]
|
| 270 |
|
|
|
|
| 271 |
bucket_feature_percentiles = {}
|
| 272 |
for b, items in buckets.items():
|
| 273 |
feature_percentiles = {}
|
|
|
|
| 284 |
def _reason_for(token_address: str) -> str:
|
| 285 |
d = metrics_by_token.get(token_address)
|
| 286 |
if not d:
|
| 287 |
+
return "no metrics found"
|
| 288 |
ret_val = d.get("ret")
|
| 289 |
if ret_val is None:
|
| 290 |
+
return "ret is None"
|
| 291 |
if ret_val <= 0:
|
| 292 |
return f"ret <= 0 ({ret_val})"
|
| 293 |
if ret_val > max_ret:
|
|
|
|
| 295 |
b = _bucket_id(ret_val)
|
| 296 |
if b == -1:
|
| 297 |
return f"ret {ret_val} not in RETURN_THRESHOLDS"
|
| 298 |
+
return "unknown"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 299 |
|
| 300 |
return _reason_for
|
| 301 |
|
| 302 |
+
|
| 303 |
def main():
|
| 304 |
load_dotenv()
|
| 305 |
+
|
| 306 |
+
# Use spawn method for multiprocessing (safer with CUDA/DB connections)
|
| 307 |
+
mp.set_start_method('spawn', force=True)
|
| 308 |
+
|
| 309 |
hf_token = os.getenv("HF_TOKEN")
|
| 310 |
if hf_token:
|
| 311 |
print(f"INFO: Logging in to Hugging Face with token starting with: {hf_token[:4]}...")
|
|
|
|
| 320 |
parser.add_argument("--ohlc_stats_path", type=str, default="data/ohlc_stats.npz")
|
| 321 |
parser.add_argument("--min_trade_usd", type=float, default=0.0)
|
| 322 |
|
| 323 |
+
# Context caching mode args
|
| 324 |
parser.add_argument("--cache_mode", type=str, default="raw", choices=["raw", "context"],
|
| 325 |
+
help="Cache mode: 'raw' or 'context'")
|
| 326 |
parser.add_argument("--context_length", type=int, default=8192,
|
| 327 |
+
help="Max sequence length for H/B/H threshold")
|
| 328 |
parser.add_argument("--min_trades", type=int, default=10,
|
| 329 |
+
help="Minimum trades for T_cutoff sampling")
|
| 330 |
parser.add_argument("--samples_per_token", type=int, default=1,
|
| 331 |
+
help="Number of T_cutoff samples per token")
|
| 332 |
+
|
| 333 |
+
# Parallelization args
|
| 334 |
+
parser.add_argument("--num_workers", type=int, default=1,
|
| 335 |
+
help="Number of parallel workers (default: 1, use 0 for auto-detect)")
|
| 336 |
|
| 337 |
# DB Args
|
| 338 |
parser.add_argument("--clickhouse_host", type=str, default=os.getenv("CLICKHOUSE_HOST", "localhost"))
|
|
|
|
| 342 |
parser.add_argument("--neo4j_password", type=str, default=os.getenv("NEO4J_PASSWORD", "password"))
|
| 343 |
|
| 344 |
args = parser.parse_args()
|
| 345 |
+
|
| 346 |
+
# Auto-detect workers if set to 0
|
| 347 |
+
if args.num_workers == 0:
|
| 348 |
+
args.num_workers = max(1, mp.cpu_count() - 4)
|
| 349 |
+
|
| 350 |
output_dir = Path(args.output_dir)
|
| 351 |
output_dir.mkdir(parents=True, exist_ok=True)
|
| 352 |
+
|
| 353 |
start_date_dt = None
|
| 354 |
if args.start_date:
|
| 355 |
start_date_dt = datetime.datetime.strptime(args.start_date, "%Y-%m-%d")
|
| 356 |
+
|
| 357 |
print(f"INFO: Initializing DB Connections...")
|
| 358 |
clickhouse_client = ClickHouseClient(host=args.clickhouse_host, port=args.clickhouse_port)
|
| 359 |
neo4j_driver = GraphDatabase.driver(args.neo4j_uri, auth=(args.neo4j_user, args.neo4j_password))
|
| 360 |
+
|
| 361 |
try:
|
| 362 |
# --- 1. Compute OHLC Stats (Global) ---
|
| 363 |
compute_save_ohlc_stats(clickhouse_client, args.ohlc_stats_path)
|
| 364 |
|
| 365 |
+
# --- 2. Initialize DataFetcher and OracleDataset (main process) ---
|
| 366 |
+
from data.data_loader import OracleDataset
|
| 367 |
+
from data.data_fetcher import DataFetcher
|
| 368 |
+
|
| 369 |
data_fetcher = DataFetcher(clickhouse_client=clickhouse_client, neo4j_driver=neo4j_driver)
|
| 370 |
+
|
|
|
|
| 371 |
print("INFO: Fetching Return Classification Map...")
|
| 372 |
return_class_map, thresholds = get_return_class_map(clickhouse_client)
|
| 373 |
print(f"INFO: Loaded {len(return_class_map)} valid classified tokens.")
|
| 374 |
|
|
|
|
| 375 |
print("INFO: Fetching Token Quality Scores...")
|
| 376 |
quality_scores_map = get_token_quality_scores(clickhouse_client)
|
|
|
|
| 377 |
print(f"INFO: Loaded {len(quality_scores_map)} quality scores.")
|
| 378 |
+
|
| 379 |
dataset = OracleDataset(
|
| 380 |
data_fetcher=data_fetcher,
|
| 381 |
max_samples=args.max_samples,
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|
|
|
| 384 |
horizons_seconds=[60, 180, 300, 600, 1800, 3600, 7200],
|
| 385 |
quantiles=[0.5],
|
| 386 |
min_trade_usd=args.min_trade_usd,
|
| 387 |
+
max_seq_len=args.context_length
|
| 388 |
)
|
| 389 |
+
|
| 390 |
if len(dataset) == 0:
|
| 391 |
print("WARNING: Dataset initialization resulted in 0 samples. Nothing to cache.")
|
| 392 |
return
|
| 393 |
|
| 394 |
+
# Filter dataset by class map
|
|
|
|
| 395 |
original_size = len(dataset)
|
| 396 |
print(f"INFO: Filtering dataset... Original size: {original_size}")
|
| 397 |
dataset.sampled_mints = [
|
| 398 |
+
m for m in dataset.sampled_mints
|
| 399 |
if m['mint_address'] in return_class_map
|
| 400 |
]
|
| 401 |
filtered_size = len(dataset)
|
|
|
|
| 406 |
print("WARNING: No tokens remain after filtering by return_class_map.")
|
| 407 |
return
|
| 408 |
|
| 409 |
+
# --- 3. Parallel caching ---
|
| 410 |
print(f"INFO: Cache mode: {args.cache_mode}")
|
| 411 |
+
print(f"INFO: Number of workers: {args.num_workers}")
|
| 412 |
+
print(f"INFO: Starting to cache {len(dataset)} tokens...")
|
| 413 |
+
|
| 414 |
+
# Prepare configs for workers
|
| 415 |
+
db_config = {
|
| 416 |
+
'clickhouse_host': args.clickhouse_host,
|
| 417 |
+
'clickhouse_port': args.clickhouse_port,
|
| 418 |
+
'neo4j_uri': args.neo4j_uri,
|
| 419 |
+
'neo4j_user': args.neo4j_user,
|
| 420 |
+
'neo4j_password': args.neo4j_password,
|
| 421 |
+
}
|
| 422 |
+
|
| 423 |
+
dataset_config = {
|
| 424 |
+
'max_samples': args.max_samples,
|
| 425 |
+
'start_date': start_date_dt,
|
| 426 |
+
'ohlc_stats_path': args.ohlc_stats_path,
|
| 427 |
+
'horizons_seconds': [60, 180, 300, 600, 1800, 3600, 7200],
|
| 428 |
+
'quantiles': [0.5],
|
| 429 |
+
'min_trade_usd': args.min_trade_usd,
|
| 430 |
+
'max_seq_len': args.context_length,
|
| 431 |
+
'sampled_mints': dataset.sampled_mints, # Pass filtered mints
|
| 432 |
+
}
|
| 433 |
+
|
| 434 |
+
# Prepare task list
|
| 435 |
+
tasks = []
|
| 436 |
+
for i in range(len(dataset)):
|
| 437 |
+
mint_addr = dataset.sampled_mints[i]['mint_address']
|
| 438 |
+
if args.cache_mode == "context":
|
| 439 |
+
tasks.append((i, mint_addr, args.samples_per_token, str(output_dir)))
|
| 440 |
+
else:
|
| 441 |
+
tasks.append((i, mint_addr, str(output_dir)))
|
| 442 |
|
| 443 |
+
# Track results
|
| 444 |
+
success_count = 0
|
| 445 |
skipped_count = 0
|
| 446 |
+
error_count = 0
|
|
|
|
|
|
|
|
|
|
| 447 |
class_distribution = {}
|
| 448 |
|
| 449 |
+
if args.num_workers == 1:
|
| 450 |
+
# Single-threaded mode (no multiprocessing overhead)
|
| 451 |
+
print("INFO: Running in single-threaded mode...")
|
| 452 |
+
_init_worker(db_config, dataset_config, return_class_map, quality_scores_map)
|
| 453 |
+
|
| 454 |
+
process_fn = _process_single_token_context if args.cache_mode == "context" else _process_single_token_raw
|
| 455 |
+
|
| 456 |
+
for task in tqdm(tasks, desc="Caching"):
|
| 457 |
+
result = process_fn(task)
|
| 458 |
+
|
| 459 |
+
if result['status'] == 'success':
|
| 460 |
+
success_count += 1
|
| 461 |
+
cid = result['class_id']
|
| 462 |
+
class_distribution[cid] = class_distribution.get(cid, 0) + 1
|
| 463 |
+
if args.cache_mode == "context":
|
| 464 |
+
tqdm.write(f" + {result['mint'][:16]} | Class: {cid} | Q: {result['q_score']:.4f} | Contexts: {result['n_contexts']} | Events: {result['n_events']}")
|
| 465 |
+
else:
|
| 466 |
+
tqdm.write(f" + {result['mint'][:16]} | Class: {cid} | Q: {result['q_score']:.4f} | Trades: {result['n_trades']}")
|
| 467 |
+
elif result['status'] == 'skipped':
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 468 |
skipped_count += 1
|
| 469 |
+
else:
|
| 470 |
+
error_count += 1
|
| 471 |
+
tqdm.write(f" ERROR: {result['mint'][:16]} - {result['error']}")
|
| 472 |
else:
|
| 473 |
+
# Multi-process mode
|
| 474 |
+
print(f"INFO: Running with {args.num_workers} parallel workers...")
|
| 475 |
+
|
| 476 |
+
process_fn = _process_single_token_context if args.cache_mode == "context" else _process_single_token_raw
|
| 477 |
+
|
| 478 |
+
with ProcessPoolExecutor(
|
| 479 |
+
max_workers=args.num_workers,
|
| 480 |
+
initializer=_init_worker,
|
| 481 |
+
initargs=(db_config, dataset_config, return_class_map, quality_scores_map)
|
| 482 |
+
) as executor:
|
| 483 |
+
futures = {executor.submit(process_fn, task): task for task in tasks}
|
| 484 |
+
|
| 485 |
+
for future in tqdm(as_completed(futures), total=len(futures), desc="Caching"):
|
| 486 |
+
try:
|
| 487 |
+
result = future.result(timeout=300) # 5 min timeout per token
|
| 488 |
+
|
| 489 |
+
if result['status'] == 'success':
|
| 490 |
+
success_count += 1
|
| 491 |
+
cid = result['class_id']
|
| 492 |
+
class_distribution[cid] = class_distribution.get(cid, 0) + 1
|
| 493 |
+
elif result['status'] == 'skipped':
|
| 494 |
+
skipped_count += 1
|
| 495 |
+
else:
|
| 496 |
+
error_count += 1
|
| 497 |
+
tqdm.write(f" ERROR: {result.get('mint', 'unknown')[:16]} - {result.get('error', 'unknown')}")
|
| 498 |
+
except Exception as e:
|
| 499 |
+
error_count += 1
|
| 500 |
+
tqdm.write(f" WORKER ERROR: {e}")
|
| 501 |
+
|
| 502 |
+
# --- 4. Build metadata ---
|
| 503 |
+
print("INFO: Building class metadata...")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 504 |
file_class_map = {}
|
| 505 |
for sample_file in sorted(output_dir.glob("sample_*.pt")):
|
| 506 |
try:
|
|
|
|
| 514 |
with open(metadata_path, 'w') as f:
|
| 515 |
json.dump({
|
| 516 |
'file_class_map': file_class_map,
|
| 517 |
+
'class_distribution': {str(k): v for k, v in class_distribution.items()},
|
| 518 |
'cache_mode': args.cache_mode,
|
| 519 |
'context_length': args.context_length if args.cache_mode == "context" else None,
|
| 520 |
'min_trades': args.min_trades if args.cache_mode == "context" else None,
|
| 521 |
'samples_per_token': args.samples_per_token if args.cache_mode == "context" else None,
|
| 522 |
+
'num_workers': args.num_workers,
|
| 523 |
}, f, indent=2)
|
| 524 |
print(f"INFO: Saved class metadata to {metadata_path}")
|
| 525 |
except Exception as e:
|
|
|
|
| 527 |
|
| 528 |
print(f"\n--- Caching Complete ---")
|
| 529 |
print(f"Cache mode: {args.cache_mode}")
|
| 530 |
+
print(f"Workers used: {args.num_workers}")
|
| 531 |
+
print(f"Successfully cached: {success_count} tokens")
|
| 532 |
+
print(f"Total files: {len(file_class_map)}")
|
| 533 |
+
print(f"Filtered: {filtered_count} tokens")
|
| 534 |
+
print(f"Skipped: {skipped_count} tokens")
|
| 535 |
+
print(f"Errors: {error_count} tokens")
|
| 536 |
print(f"Class distribution: {class_distribution}")
|
| 537 |
print(f"Cache location: {output_dir.resolve()}")
|
| 538 |
|
| 539 |
finally:
|
|
|
|
| 540 |
clickhouse_client.disconnect()
|
| 541 |
neo4j_driver.close()
|
| 542 |
|
| 543 |
+
|
| 544 |
if __name__ == "__main__":
|
| 545 |
main()
|