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@@ -0,0 +1,114 @@
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+from __future__ import annotations
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+
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+import collections
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+import base64
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+import datetime
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+import io
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+import json
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+import sys
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+import typing
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+
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+import altair
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+import dulwich.repo
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+import dulwich.objects
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+
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+if typing.TYPE_CHECKING:
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+ import market
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+
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+def main() -> None:
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+ repo = dulwich.repo.Repo('../refined-prices')
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+
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+ today = datetime.datetime.now(tz=datetime.UTC).replace(hour=0, minute=0, second=0, microsecond=0)
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+ sunday = (today - datetime.timedelta(days=(today.weekday() + 1) % 7))
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+ weekly_stats: list[MarketStats] = []
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+ for _ in range(52):
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+ weekly_stats.append(analyze_markets(prices_on_day(repo, sunday), sunday.date()))
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+ sunday -= datetime.timedelta(days=7)
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+ render_chart(list(reversed(weekly_stats)))
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+
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+def prices_on_day(repo: dulwich.repo.Repo, day: datetime.datetime) -> typing.Sequence[market.RawPrice]:
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+ '''refined-prices for the earliest commit on the given day'''
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+ day_ts = int(day.timestamp())
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+ next_day_ts = int((day + datetime.timedelta(days=1)).timestamp())
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+ *_, entry = repo.get_walker(paths=[b'all.json'], since=day_ts, until=next_day_ts)
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+ dt = datetime.datetime.fromtimestamp(entry.commit.author_time, tz=datetime.UTC)
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+ print('loading refined-prices', dt, entry.commit.tree.decode())
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+ tree = typing.cast(dulwich.objects.Tree, repo[entry.commit.tree])
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+ _, blob = tree[b'all.json']
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+ return json.loads(typing.cast(dulwich.objects.Blob, repo[blob]).data.decode())
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+
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+class MarketStats(typing.TypedDict):
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+ date: str
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+ ranking: int
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+ ic1_lowest: int
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+ markets_with_trades: int
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+ gap: float
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+
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+def analyze_markets(prices: typing.Sequence[market.RawPrice], date: datetime.date) -> MarketStats:
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+ markets: dict[str, list[market.RawPrice]] = collections.defaultdict(list)
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+ for price in prices:
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+ if price['ExchangeCode'].endswith('2'):
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+ continue
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+ markets[price['MaterialTicker']].append(price)
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+
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+ markets_with_trades = ranking = ic1_lowest = gap = 0
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+ for mat, mat_prices in markets.items():
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+ mat_prices.sort(key=lambda p: (p['Traded7D'] or 0))
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+ if mat_prices[0]['Traded7D'] == None:
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+ continue
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+ markets_with_trades += 1
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+ for index, price in enumerate(mat_prices):
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+ if price['ExchangeCode'] == 'IC1':
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+ break
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+ else:
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+ raise AssertionError('IC1 not found for ' + mat)
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+ ranking += index
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+ if index == 0:
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+ ic1_lowest += 1
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+ gap += (mat_prices[1]['Traded7D'] - mat_prices[0]['Traded7D']) / mat_prices[1]['Traded7D'] # type: ignore
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+ print(f'IC1 ranking {ranking}, lowest in {ic1_lowest} of {markets_with_trades} markets, gap {gap:.2f}')
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+ return {
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+ 'date': date.isoformat(),
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+ 'ranking': ranking,
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+ 'ic1_lowest': ic1_lowest,
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+ 'markets_with_trades': markets_with_trades,
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+ 'gap': gap,
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+ }
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+
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+def render_chart(weekly_stats: typing.Sequence[MarketStats]) -> None:
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+ base = altair.Chart({'values': list(weekly_stats)}).encode(
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+ x=altair.X('date:T', title='week'),
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+ tooltip=[
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+ altair.Tooltip('date:T', title='week'),
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+ altair.Tooltip('ranking:Q', title='ranking'),
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+ altair.Tooltip('ic1_lowest:Q', title='IC1 lowest'),
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+ altair.Tooltip('markets_with_trades:Q', title='markets with trades'),
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+ altair.Tooltip('gap:Q', title='gap', format='.2f'),
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+ ],
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+ )
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+ chart = altair.vconcat(
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+ base.mark_line(point=True).encode(y=altair.Y('ranking:Q', title='sum of IC1 rank')).properties(height=160),
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+ base.mark_line(point=True).encode(y=altair.Y('ic1_lowest:Q', title='# markets where IC1 is lowest')).properties(height=160),
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+ base.mark_line(point=True).encode(y=altair.Y('gap:Q', title='trade gap')).properties(height=160),
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+ title='IC1 market stats',
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+ )
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+ buffer = io.BytesIO()
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+ chart.save(buffer, format='png')
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+ display_kitty_png(buffer.getvalue())
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+
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+def display_kitty_png(png: bytes) -> None:
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+ encoded = base64.b64encode(png).decode()
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+ chunk_size = 4096
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+ for offset in range(0, len(encoded), chunk_size):
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+ part = encoded[offset:offset + chunk_size]
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+ more = int(offset + chunk_size < len(encoded))
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+ if offset == 0:
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+ params = f'a=T,f=100,q=2,m={more}'
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+ else:
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+ params = f'm={more}'
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+ sys.stdout.write(f'\033_G{params};{part}\033\\')
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+ sys.stdout.write('\n')
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+ sys.stdout.flush()
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+
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+if __name__ == '__main__':
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+ main()
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